https://github.com/GPflow/GPflow
Tip revision: f4ce06708816199b1926b627322181b74d7a75eb authored by Alexander G. de G. Matthews on 30 August 2017, 11:28:47 UTC
Merge pull request #496 from GPflow/artemav/release-update
Merge pull request #496 from GPflow/artemav/release-update
Tip revision: f4ce067
test_hmc.py
import gpflow
import numpy as np
import unittest
import tensorflow as tf
try:
import pandas
except ImportError:
pandas = None
from nose.plugins.attrib import attr
from testing.gpflow_testcase import GPflowTestCase
from nose.plugins.attrib import attr
@attr(speed='slow')
class SampleGaussianTest(GPflowTestCase):
def setUp(self):
self.f = lambda x: (0.5 * np.sum(np.square(x)), x)
self.x0 = np.zeros(3)
def test_mean_cov(self):
samples = gpflow.hmc.sample_HMC(
self.f, num_samples=1000, Lmin=10, Lmax=20, epsilon=0.05,
x0=self.x0, verbose=False, thin=10, burn=0)
mean = samples.mean(0)
cov = np.cov(samples.T)
self.assertTrue(np.allclose(mean, np.zeros(3), 1e-1, 1e-1))
self.assertTrue(np.allclose(cov, np.eye(3), 1e-1, 1e-1))
def test_rng(self):
"""
Make sure all randomness can be atributed to the rng
"""
samples1 = gpflow.hmc.sample_HMC(
self.f, num_samples=1000, Lmin=10, Lmax=20, epsilon=0.05,
x0=self.x0, verbose=False, thin=10, burn=0,
RNG=np.random.RandomState(10))
samples2 = gpflow.hmc.sample_HMC(
self.f, num_samples=1000, Lmin=10, Lmax=20, epsilon=0.05,
x0=self.x0, verbose=False, thin=10, burn=0,
RNG=np.random.RandomState(10))
samples3 = gpflow.hmc.sample_HMC(
self.f, num_samples=1000, Lmin=10, Lmax=20, epsilon=0.05,
x0=self.x0, verbose=False, thin=10, burn=0,
RNG=np.random.RandomState(11))
self.assertTrue(np.all(samples1 == samples2))
self.assertFalse(np.all(samples1 == samples3))
def test_burn(self):
samples = gpflow.hmc.sample_HMC(self.f, num_samples=100, Lmin=10, Lmax=20, epsilon=0.05,
x0=self.x0, verbose=False, thin=1, burn=10,
RNG=np.random.RandomState(11))
self.assertTrue(samples.shape == (100, 3))
self.assertFalse(np.all(samples[0] == self.x0))
def test_return_logprobs(self):
s, logps = gpflow.hmc.sample_HMC(self.f, num_samples=100, Lmin=10, Lmax=20, epsilon=0.05,
x0=self.x0, verbose=False, thin=1, burn=10,
RNG=np.random.RandomState(11), return_logprobs=True)
class SampleModelTest(GPflowTestCase):
"""
Create a very simple model and make sure samples form is make sense.
"""
def setUp(self):
rng = np.random.RandomState(0)
class Quadratic(gpflow.model.Model):
def __init__(self):
gpflow.model.Model.__init__(self)
self.x = gpflow.param.Param(rng.randn(2))
def build_likelihood(self):
return -tf.reduce_sum(tf.square(self.x))
self.m = Quadratic()
def test_mean(self):
with self.test_session():
samples = self.m.sample(num_samples=400, Lmin=10, Lmax=20, epsilon=0.05)
self.assertTrue(samples.shape == (400, 2))
self.assertTrue(np.allclose(samples.mean(0), np.zeros(2), 1e-1, 1e-1))
def test_return_logprobs(self):
with self.test_session():
s, logps = self.m.sample(num_samples=200, Lmax=20,
epsilon=0.05, return_logprobs=True)
class SamplesDictTest(GPflowTestCase):
def setUp(self):
with self.test_session():
X, Y = np.random.randn(2, 10, 1)
self.m = gpflow.gpmc.GPMC(X, Y, kern=gpflow.kernels.Matern32(1), likelihood=gpflow.likelihoods.StudentT())
@unittest.skipIf(pandas is None, "Pandas module required for dataframes.")
def test_samples_df(self):
with self.test_session():
samples = self.m.sample(num_samples=20, Lmax=10, epsilon=0.05)
sample_df = self.m.get_samples_df(samples)
for name, trace in sample_df.iteritems():
self.assertTrue(trace.shape[0] == 20)
self.assertTrue(trace.iloc[0].shape == self.m.get_parameter_dict()[name].shape)
self.assertTrue(trace.iloc[10].shape == self.m.get_parameter_dict()[name].shape)
@unittest.skipIf(pandas is None, "Pandas module required for dataframes.")
def test_with_fixed(self):
with self.test_session():
self.m.kern.lengthscales.fixed = True
samples = self.m.sample(num_samples=20, Lmax=10, epsilon=0.05)
sample_dict = self.m.get_samples_df(samples)
ls_trace = sample_dict['model.kern.lengthscales']
assert np.all([np.all(v == ls_trace[0]) for v in ls_trace])
if __name__ == "__main__":
unittest.main()