from __future__ import absolute_import, print_function import GPflow import tensorflow as tf import numpy as np import unittest from .reference import referenceRbfKernel, referenceArcCosineKernel, referencePeriodicKernel class TestRbf(unittest.TestCase): def test_1d(self): lengthScale = 1.4 variance = 2.3 kernel = GPflow.kernels.RBF(1) kernel.lengthscales = lengthScale kernel.variance = variance rng = np.random.RandomState(1) x_free = tf.placeholder('float64') kernel.make_tf_array(x_free) X = tf.placeholder('float64') X_data = rng.randn(3, 1) reference_gram_matrix = referenceRbfKernel(X_data, lengthScale, variance) with kernel.tf_mode(): gram_matrix = tf.Session().run(kernel.K(X), feed_dict={x_free: kernel.get_free_state(), X: X_data}) self.assertTrue(np.allclose(gram_matrix, reference_gram_matrix)) class TestArcCosine(unittest.TestCase): def evalKernelError(self, D, variance, weight_variances, bias_variance, order, ARD, X_data): kernel = GPflow.kernels.ArcCosine(D, order=order, variance=variance, weight_variances=weight_variances, bias_variance=bias_variance, ARD=ARD) rng = np.random.RandomState(1) x_free = tf.placeholder('float64') kernel.make_tf_array(x_free) X = tf.placeholder('float64') if weight_variances is None: weight_variances = 1. reference_gram_matrix = referenceArcCosineKernel(X_data, order, weight_variances, bias_variance, variance) with kernel.tf_mode(): gram_matrix = tf.Session().run(kernel.K(X), feed_dict={x_free: kernel.get_free_state(), X: X_data}) self.assertTrue(np.allclose(gram_matrix, reference_gram_matrix)) def test_1d(self): D = 1 N = 3 weight_variances = 1.7 bias_variance = 0.6 variance = 2.3 ARD = False orders = GPflow.kernels.ArcCosine.implemented_orders rng = np.random.RandomState(1) X_data = rng.randn(N, D) for order in orders: self.evalKernelError(D, variance, weight_variances, bias_variance, order, ARD, X_data) def test_3d(self): D = 3 N = 8 weight_variances = np.array([0.4, 4.2, 2.3]) bias_variance = 1.9 variance = 1e-2 ARD = True orders = GPflow.kernels.ArcCosine.implemented_orders rng = np.random.RandomState(1) X_data = rng.randn(N, D) for order in orders: self.evalKernelError(D, variance, weight_variances, bias_variance, order, ARD, X_data) def test_non_implemented_order(self): with self.assertRaises(ValueError): GPflow.kernels.ArcCosine(1, order=42) def test_weight_initializations(self): D = 1 N = 3 weight_variances = None bias_variance = 1. variance = 1. ARDs = {False, True} order = 0 rng = np.random.RandomState(1) X_data = rng.randn(N, D) for ARD in ARDs: self.evalKernelError(D, variance, weight_variances, bias_variance, order, ARD, X_data) def test_nan_in_gradient(self): D = 1 N = 4 rng = np.random.RandomState(23) X_data = rng.rand(N, D) kernel = GPflow.kernels.ArcCosine(D) x_free = tf.placeholder('float64') kernel.make_tf_array(x_free) X = tf.placeholder('float64') with kernel.tf_mode(): gradients = tf.Session().run(tf.gradients(kernel.K(X), X), feed_dict={x_free: kernel.get_free_state(), X: X_data}) self.assertFalse(np.any(np.isnan(gradients))) class TestPeriodic(unittest.TestCase): def evalKernelError(self, D, lengthscale, variance, period, X_data): kernel = GPflow.kernels.PeriodicKernel(D, period=period, variance=variance, lengthscales=lengthscale) x_free = tf.placeholder('float64') kernel.make_tf_array(x_free) X = tf.placeholder('float64') reference_gram_matrix = referencePeriodicKernel(X_data, lengthscale, variance, period) with kernel.tf_mode(): gram_matrix = tf.Session().run(kernel.K(X), feed_dict={x_free: kernel.get_free_state(), X: X_data}) self.assertTrue(np.allclose(gram_matrix, reference_gram_matrix)) def test_1d(self): D = 1 lengthScale = 2 variance = 2.3 period = 2 rng = np.random.RandomState(1) X_data = rng.randn(3, 1) self.evalKernelError(D, lengthScale, variance, period, X_data) def test_2d(self): D = 2 N = 5 lengthScale = 11.5 variance = 1.3 period = 20 rng = np.random.RandomState(1) X_data = rng.multivariate_normal(np.zeros(D), np.eye(D), N) self.evalKernelError(D, lengthScale, variance, period, X_data) class TestCoregion(unittest.TestCase): def setUp(self): self.rng = np.random.RandomState(0) self.k = GPflow.kernels.Coregion(1, output_dim=3, rank=2) self.k.W = self.rng.randn(3, 2) self.k.kappa = self.rng.rand(3) + 1. self.X = np.random.randint(0, 3, (10, 1)) self.X2 = np.random.randint(0, 3, (12, 1)) def test_shape(self): K = self.k.compute_K(self.X, self.X2) self.assertTrue(K.shape == (10, 12)) K = self.k.compute_K_symm(self.X) self.assertTrue(K.shape == (10, 10)) def test_diag(self): K = self.k.compute_K_symm(self.X) Kdiag = self.k.compute_Kdiag(self.X) self.assertTrue(np.allclose(np.diag(K), Kdiag)) def test_slice(self): # compute another kernel with additinoal inputs, make sure out kernel is still okay. X = np.hstack((self.X, self.rng.randn(10, 1))) k1 = GPflow.kernels.Coregion(1, 3, 2, active_dims=[0]) k2 = GPflow.kernels.RBF(1, active_dims=[1]) k = k1 * k2 K1 = k.compute_K_symm(X) K2 = k1.compute_K_symm(X) * k2.compute_K_symm(X) # slicing happens inside kernel self.assertTrue(np.allclose(K1, K2)) class TestKernSymmetry(unittest.TestCase): def setUp(self): tf.reset_default_graph() self.kernels = GPflow.kernels.Stationary.__subclasses__() + [GPflow.kernels.Constant, GPflow.kernels.Linear, GPflow.kernels.Polynomial, GPflow.kernels.ArcCosine] self.rng = np.random.RandomState() def test_1d(self): kernels = [K(1) for K in self.kernels] x_free = tf.placeholder('float64') [k.make_tf_array(x_free) for k in kernels] X = tf.placeholder('float64') X_data = self.rng.randn(10, 1) for k in kernels: with k.tf_mode(): Errors = tf.Session().run(k.K(X) - k.K(X, X), feed_dict={x_free: k.get_free_state(), X: X_data}) self.assertTrue(np.allclose(Errors, 0)) def test_5d(self): kernels = [K(5) for K in self.kernels] x_free = tf.placeholder('float64') [k.make_tf_array(x_free) for k in kernels] X = tf.placeholder('float64') X_data = self.rng.randn(10, 5) for k in kernels: with k.tf_mode(): Errors = tf.Session().run(k.K(X) - k.K(X, X), feed_dict={x_free: k.get_free_state(), X: X_data}) self.assertTrue(np.allclose(Errors, 0)) class TestKernDiags(unittest.TestCase): def setUp(self): tf.reset_default_graph() inputdim = 3 rng = np.random.RandomState(1) self.X = tf.placeholder(tf.float64, [30, inputdim]) self.X_data = rng.randn(30, inputdim) self.kernels = [k(inputdim) for k in GPflow.kernels.Stationary.__subclasses__() + [GPflow.kernels.Constant, GPflow.kernels.Linear, GPflow.kernels.Polynomial]] self.kernels.append(GPflow.kernels.RBF(inputdim) + GPflow.kernels.Linear(inputdim)) self.kernels.append(GPflow.kernels.RBF(inputdim) * GPflow.kernels.Linear(inputdim)) self.kernels.append(GPflow.kernels.RBF(inputdim) + GPflow.kernels.Linear(inputdim, ARD=True, variance=rng.rand(inputdim))) self.kernels.append(GPflow.kernels.PeriodicKernel(inputdim)) self.kernels.extend(GPflow.kernels.ArcCosine(inputdim, order=order) for order in GPflow.kernels.ArcCosine.implemented_orders) self.x_free = tf.placeholder('float64') [k.make_tf_array(self.x_free) for k in self.kernels] def test(self): for k in self.kernels: with k.tf_mode(): k1 = k.Kdiag(self.X) k2 = tf.diag_part(k.K(self.X)) k1, k2 = tf.Session().run([k1, k2], feed_dict={self.x_free: k.get_free_state(), self.X: self.X_data}) self.assertTrue(np.allclose(k1, k2)) class TestAdd(unittest.TestCase): """ add a rbf and linear kernel, make sure the result is the same as adding the result of the kernels separaetely """ def setUp(self): tf.reset_default_graph() self.rbf = GPflow.kernels.RBF(1) self.lin = GPflow.kernels.Linear(1) self.k = GPflow.kernels.RBF(1) + GPflow.kernels.Linear(1) self.rng = np.random.RandomState(0) def test_sym(self): x_free = tf.placeholder('float64') [k.make_tf_array(x_free) for k in (self.rbf, self.lin, self.k)] X = tf.placeholder('float64') X_data = self.rng.randn(10, 1) for k in [self.rbf, self.lin, self.k]: with k.tf_mode(): k._K = tf.Session().run(k.K(X), feed_dict={x_free: k.get_free_state(), X: X_data}) self.assertTrue(np.allclose(self.rbf._K + self.lin._K, self.k._K)) def test_asym(self): x_free = tf.placeholder('float64') [k.make_tf_array(x_free) for k in (self.rbf, self.lin, self.k)] X = tf.placeholder('float64') Z = tf.placeholder('float64') X_data = self.rng.randn(10, 1) Z_data = self.rng.randn(12, 1) for k in [self.rbf, self.lin, self.k]: with k.tf_mode(): k._K = tf.Session().run(k.K(X), feed_dict={x_free: k.get_free_state(), X: X_data, Z: Z_data}) self.assertTrue(np.allclose(self.rbf._K + self.lin._K, self.k._K)) class TestWhite(unittest.TestCase): """ The white kernel should not give the same result when called with k(X) and k(X, X) """ def setUp(self): tf.reset_default_graph() self.k = GPflow.kernels.White(1) self.rng = np.random.RandomState(0) def test(self): x_free = tf.placeholder('float64') self.k.make_tf_array(x_free) X = tf.placeholder('float64') X_data = self.rng.randn(10, 1) with self.k.tf_mode(): K_sym = tf.Session().run(self.k.K(X), feed_dict={x_free: self.k.get_free_state(), X: X_data}) K_asym = tf.Session().run(self.k.K(X, X), feed_dict={x_free: self.k.get_free_state(), X: X_data}) self.assertFalse(np.allclose(K_sym, K_asym)) class TestSlice(unittest.TestCase): """ Make sure the results of a sliced kernel is the same as an unsliced kernel with correctly sliced data... """ def setUp(self): self.rng = np.random.RandomState(0) tf.reset_default_graph() self.X = self.rng.randn(20, 2) self.Z = self.rng.randn(10, 2) kernels = GPflow.kernels.Stationary.__subclasses__() + [GPflow.kernels.Constant, GPflow.kernels.Linear, GPflow.kernels.Polynomial] self.kernels = [] for kernclass in kernels: k1 = kernclass(1, active_dims=[0]) k2 = kernclass(1, active_dims=[1]) k3 = kernclass(1, active_dims=slice(0, 1)) self.kernels.append([k1, k2, k3]) def test_symm(self): for k1, k2, k3 in self.kernels: K1 = k1.compute_K_symm(self.X) K2 = k2.compute_K_symm(self.X) K3 = k3.compute_K_symm(self.X[:, :1]) K4 = k3.compute_K_symm(self.X[:, 1:]) self.assertTrue(np.allclose(K1, K3)) self.assertTrue(np.allclose(K2, K4)) def test_asymm(self): for k1, k2, k3 in self.kernels: K1 = k1.compute_K(self.X, self.Z) K2 = k2.compute_K(self.X, self.Z) K3 = k3.compute_K(self.X[:, :1], self.Z[:, :1]) K4 = k3.compute_K(self.X[:, 1:], self.Z[:, 1:]) self.assertTrue(np.allclose(K1, K3)) self.assertTrue(np.allclose(K2, K4)) class TestProd(unittest.TestCase): def setUp(self): tf.reset_default_graph() self.k1 = GPflow.kernels.Matern32(2) self.k2 = GPflow.kernels.Matern52(2, lengthscales=0.3) self.k3 = self.k1 * self.k2 self.x_free = tf.placeholder(tf.float64) self.X = tf.placeholder(tf.float64, [30, 2]) self.X_data = np.random.randn(30, 2) def test_prod(self): with self.k1.tf_mode(): with self.k2.tf_mode(): with self.k3.tf_mode(): self.k1.make_tf_array(self.x_free) K1 = self.k1.K(self.X) K1 = tf.Session().run(K1, feed_dict={self.X: self.X_data, self.x_free: self.k1.get_free_state()}) self.k2.make_tf_array(self.x_free) K2 = self.k2.K(self.X) K2 = tf.Session().run(K2, feed_dict={self.X: self.X_data, self.x_free: self.k2.get_free_state()}) self.k3.make_tf_array(self.x_free) K3 = self.k3.K(self.X) K3 = tf.Session().run(K3, feed_dict={self.X: self.X_data, self.x_free: self.k3.get_free_state()}) self.assertTrue(np.allclose(K1 * K2, K3)) class TestARDActiveProd(unittest.TestCase): def setUp(self): tf.reset_default_graph() self.rng = np.random.RandomState(0) # k3 = k1 * k2 self.k1 = GPflow.kernels.RBF(3, active_dims=[0, 1, 3], ARD=True) self.k2 = GPflow.kernels.RBF(1, active_dims=[2], ARD=True) self.k3 = GPflow.kernels.RBF(4, ARD=True) self.k1.lengthscales = np.array([3.4, 4.5, 5.6]) self.k2.lengthscales = 6.7 self.k3.lengthscales = np.array([3.4, 4.5, 6.7, 5.6]) self.k3a = self.k1 * self.k2 # make kernel functions in python self.x_free = tf.placeholder('float64') self.k3.make_tf_array(self.x_free) self.k3a.make_tf_array(self.x_free) self.X = tf.placeholder('float64', [50, 4]) self.X_data = np.random.randn(50, 4) def test(self): with self.k3.tf_mode(): with self.k3a.tf_mode(): K1 = self.k3.K(self.X) K2 = self.k3a.K(self.X) K1 = tf.Session().run(K1, feed_dict={self.X: self.X_data, self.x_free: self.k3.get_free_state()}) K2 = tf.Session().run(K2, feed_dict={self.X: self.X_data, self.x_free: self.k3a.get_free_state()}) self.assertTrue(np.allclose(K1, K2)) class TestKernNaming(unittest.TestCase): def test_no_nesting_1(self): k1 = GPflow.kernels.RBF(1) k2 = GPflow.kernels.Linear(2) k3 = k1 + k2 k4 = GPflow.kernels.Matern32(1) k5 = k3 + k4 self.assertTrue(k5.rbf is k1) self.assertTrue(k5.linear is k2) self.assertTrue(k5.matern32 is k4) def test_no_nesting_2(self): k1 = GPflow.kernels.RBF(1) + GPflow.kernels.Linear(2) k2 = GPflow.kernels.Matern32(1) + GPflow.kernels.Matern52(2) k = k1 + k2 self.assertTrue(hasattr(k, 'rbf')) self.assertTrue(hasattr(k, 'linear')) self.assertTrue(hasattr(k, 'matern32')) self.assertTrue(hasattr(k, 'matern52')) def test_simple(self): k1 = GPflow.kernels.RBF(1) k2 = GPflow.kernels.Linear(2) k = k1 + k2 self.assertTrue(k.rbf is k1) self.assertTrue(k.linear is k2) def test_duplicates_1(self): k1 = GPflow.kernels.Matern32(1) k2 = GPflow.kernels.Matern32(43) k = k1 + k2 self.assertTrue(k.matern32_1 is k1) self.assertTrue(k.matern32_2 is k2) def test_duplicates_2(self): k1 = GPflow.kernels.Matern32(1) k2 = GPflow.kernels.Matern32(2) k3 = GPflow.kernels.Matern32(3) k = k1 + k2 + k3 self.assertTrue(k.matern32_1 is k1) self.assertTrue(k.matern32_2 is k2) self.assertTrue(k.matern32_3 is k3) class TestKernNamingProduct(unittest.TestCase): def test_no_nesting_1(self): k1 = GPflow.kernels.RBF(1) k2 = GPflow.kernels.Linear(2) k3 = k1 * k2 k4 = GPflow.kernels.Matern32(1) k5 = k3 * k4 self.assertTrue(k5.rbf is k1) self.assertTrue(k5.linear is k2) self.assertTrue(k5.matern32 is k4) def test_no_nesting_2(self): k1 = GPflow.kernels.RBF(1) * GPflow.kernels.Linear(2) k2 = GPflow.kernels.Matern32(1) * GPflow.kernels.Matern52(2) k = k1 * k2 self.assertTrue(hasattr(k, 'rbf')) self.assertTrue(hasattr(k, 'linear')) self.assertTrue(hasattr(k, 'matern32')) self.assertTrue(hasattr(k, 'matern52')) def test_simple(self): k1 = GPflow.kernels.RBF(1) k2 = GPflow.kernels.Linear(2) k = k1 * k2 self.assertTrue(k.rbf is k1) self.assertTrue(k.linear is k2) def test_duplicates_1(self): k1 = GPflow.kernels.Matern32(1) k2 = GPflow.kernels.Matern32(43) k = k1 * k2 self.assertTrue(k.matern32_1 is k1) self.assertTrue(k.matern32_2 is k2) def test_duplicates_2(self): k1 = GPflow.kernels.Matern32(1) k2 = GPflow.kernels.Matern32(2) k3 = GPflow.kernels.Matern32(3) k = k1 * k2 * k3 self.assertTrue(k.matern32_1 is k1) self.assertTrue(k.matern32_2 is k2) self.assertTrue(k.matern32_3 is k3) class TestARDInit(unittest.TestCase): """ For ARD kernels, make sure that kernels can be instantiated with a single lengthscale or a suitable array of lengthscales """ def test_scalar(self): k1 = GPflow.kernels.RBF(3, lengthscales=2.3) k2 = GPflow.kernels.RBF(3, lengthscales=np.ones(3) * 2.3) self.assertTrue(np.all(k1.lengthscales.value == k2.lengthscales.value)) def test_MLP(self): k1 = GPflow.kernels.ArcCosine(3, weight_variances=1.23, ARD=True) k2 = GPflow.kernels.ArcCosine(3, weight_variances=np.ones(3) * 1.23, ARD=True) self.assertTrue(np.all(k1.weight_variances.value == k2.weight_variances.value)) if __name__ == "__main__": unittest.main()