https://github.com/GPflow/GPflow
Tip revision: ec89553fc84d32ccdc49ca3a0efcf7f6eb5a83ff authored by Simon Chiu on 29 November 2022, 14:22:07 UTC
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Tip revision: ec89553
test_logdensities.py
# Copyright 2018 the GPflow authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
import numpy as np
from numpy.random import randn
import tensorflow as tf
import pytest
import gpflow
from gpflow import logdensities, settings
from gpflow.test_util import session_tf
from scipy.stats import multivariate_normal as mvn
from numpy.testing import assert_allclose
rng = np.random.RandomState(1)
@pytest.mark.parametrize("x", [randn(4,10), randn(4,1)])
@pytest.mark.parametrize("mu", [randn(4,10), randn(4,1)])
@pytest.mark.parametrize("cov_sqrt", [randn(4,4), np.eye(4)])
def test_multivariate_normal(session_tf, x, mu, cov_sqrt):
cov = np.dot(cov_sqrt, cov_sqrt.T)
L = np.linalg.cholesky(cov)
x_tf = tf.placeholder(settings.float_type)
mu_tf = tf.placeholder(settings.float_type)
gp_result = logdensities.multivariate_normal(
x_tf, mu_tf, tf.convert_to_tensor(L))
gp_result = session_tf.run(gp_result, feed_dict={x_tf: x, mu_tf: mu})
if mu.shape[1] > 1:
if x.shape[1] > 1:
sp_result = [mvn.logpdf(x[:,i], mu[:,i], cov) for i in range(mu.shape[1])]
else:
sp_result = [mvn.logpdf(x.ravel(), mu[:, i], cov) for i in range(mu.shape[1])]
else:
sp_result = mvn.logpdf(x.T, mu.ravel(), cov)
assert_allclose(gp_result, sp_result)
def test_shape_asserts(session_tf):
A = np.random.randn(5)
B = np.random.randn(5)
L = np.tril(np.random.randn(5, 5))
# Static shape check:
with pytest.raises(ValueError):
tA = tf.identity(A)
tB = tf.identity(B)
tL = tf.identity(L)
res = logdensities.multivariate_normal(tA, tB, tL)
# Dynamic shape check:
# the following results in a segfault before PR#964
with pytest.raises(tf.errors.InvalidArgumentError):
vA = tf.placeholder(tf.float64)
vB = tf.placeholder(tf.float64)
vL = tf.placeholder(tf.float64)
res = logdensities.multivariate_normal(vA, vB, vL)
session_tf.run(res, {vA: A, vB: B, vL: L})