import GPflow import numpy as np import unittest import tensorflow as tf class TestMethods(unittest.TestCase): def setUp(self): tf.reset_default_graph() self.rng = np.random.RandomState(0) self.X = self.rng.randn(100, 2) self.Y = self.rng.randn(100, 1) self.Z = self.rng.randn(10, 2) self.lik = GPflow.likelihoods.Gaussian() self.kern = GPflow.kernels.Matern32(2) self.Xs = self.rng.randn(10, 2) # make one of each model self.ms = [] #for M in (GPflow.gpmc.GPMC, GPflow.vgp.VGP): for M in (GPflow.vgp.VGP, GPflow.gpmc.GPMC): self.ms.append(M(self.X, self.Y, self.kern, self.lik)) for M in (GPflow.sgpmc.SGPMC, GPflow.svgp.SVGP): self.ms.append(M(self.X, self.Y, self.kern, self.lik, self.Z)) self.ms.append(GPflow.gpr.GPR(self.X, self.Y, self.kern)) self.ms.append(GPflow.sgpr.SGPR(self.X, self.Y, self.kern, Z=self.Z)) self.ms.append(GPflow.sgpr.GPRFITC(self.X, self.Y, self.kern, Z=self.Z)) def test_all(self): # test sizes. for m in self.ms: m._compile() f, g = m._objective(m.get_free_state()) self.failUnless(f.size == 1) self.failUnless(g.size == m.get_free_state().size) def test_predict_f(self): for m in self.ms: mf, vf = m.predict_f(self.Xs) self.failUnless(mf.shape == vf.shape) self.failUnless(mf.shape == (10, 1)) self.failUnless(np.all(vf >= 0.0)) def test_predict_y(self): for m in self.ms: mf, vf = m.predict_y(self.Xs) self.failUnless(mf.shape == vf.shape) self.failUnless(mf.shape == (10, 1)) self.failUnless(np.all(vf >= 0.0)) def test_predict_density(self): self.Ys = self.rng.randn(10, 1) for m in self.ms: d = m.predict_density(self.Xs, self.Ys) self.failUnless(d.shape == (10, 1)) class TestSVGP(unittest.TestCase): """ The SVGP has four modes of operation. with and without whitening, with and without diagonals. Here we make sure thet the bound on the likelihood is the same when using both representations (as far as possible) """ def setUp(self): tf.reset_default_graph() self.rng = np.random.RandomState(0) self.X = self.rng.randn(20, 1) self.Y = self.rng.randn(20, 2) self.Z = self.rng.randn(3, 1) def test_white(self): m1 = GPflow.svgp.SVGP(self.X, self.Y, kern=GPflow.kernels.RBF(1), likelihood=GPflow.likelihoods.Exponential(), Z=self.Z, q_diag=True, whiten=True) m2 = GPflow.svgp.SVGP(self.X, self.Y, kern=GPflow.kernels.RBF(1), likelihood=GPflow.likelihoods.Exponential(), Z=self.Z, q_diag=False, whiten=True) m1._compile() m2._compile() qsqrt, qmean = self.rng.randn(2, 3, 2) qsqrt = (qsqrt**2)*0.01 m1.q_sqrt = qsqrt m1.q_mu = qmean m2.q_sqrt = np.array([np.diag(qsqrt[:, 0]), np.diag(qsqrt[:, 1])]).swapaxes(0, 2) m2.q_mu = qmean self.failUnless(np.allclose(m1._objective(m1.get_free_state())[0], m2._objective(m2.get_free_state())[0])) def test_notwhite(self): m1 = GPflow.svgp.SVGP(self.X, self.Y, kern=GPflow.kernels.RBF(1) + GPflow.kernels.White(1), likelihood=GPflow.likelihoods.Exponential(), Z=self.Z, q_diag=True, whiten=False) m2 = GPflow.svgp.SVGP(self.X, self.Y, kern=GPflow.kernels.RBF(1) + GPflow.kernels.White(1), likelihood=GPflow.likelihoods.Exponential(), Z=self.Z, q_diag=False, whiten=False) m1._compile() m2._compile() qsqrt, qmean = self.rng.randn(2, 3, 2) qsqrt = (qsqrt**2)*0.01 m1.q_sqrt = qsqrt m1.q_mu = qmean m2.q_sqrt = np.array([np.diag(qsqrt[:, 0]), np.diag(qsqrt[:, 1])]).swapaxes(0, 2) m2.q_mu = qmean self.failUnless(np.allclose(m1._objective(m1.get_free_state())[0], m2._objective(m2.get_free_state())[0])) def test_q_sqrt_fixing(self): """ In response to bug #46, we need to make sure that the q_sqrt matrix can be fixed """ m1 = GPflow.svgp.SVGP(self.X, self.Y, kern=GPflow.kernels.RBF(1) + GPflow.kernels.White(1), likelihood=GPflow.likelihoods.Exponential(), Z=self.Z) m1.q_sqrt.fixed = True m1._compile() class TestSparseMCMC(unittest.TestCase): """ This test makes sure that when the inducing points are the same as the data points, the sparse mcmc is the same as full mcmc """ def setUp(self): tf.reset_default_graph() rng = np.random.RandomState(0) X = rng.randn(10, 1) Y = rng.randn(10, 1) v_vals = rng.randn(10, 1) l = GPflow.likelihoods.StudentT() self.m1 = GPflow.gpmc.GPMC(X=X, Y=Y, kern=GPflow.kernels.Exponential(1), likelihood=l) self.m2 = GPflow.sgpmc.SGPMC(X=X, Y=Y, kern=GPflow.kernels.Exponential(1), likelihood=l, Z=X.copy()) self.m1.V = v_vals self.m2.V = v_vals.copy() self.m1.kern.lengthscale = .8 self.m2.kern.lengthscale = .8 self.m1.kern.variance = 4.2 self.m2.kern.variance = 4.2 self.m1._compile() self.m2._compile() def test_likelihoods_and_gradients(self): f1, _ = self.m1._objective(self.m1.get_free_state()) f2, _ = self.m2._objective(self.m2.get_free_state()) self.failUnless(np.allclose(f1, f2)) # the parameters might not be in the same order, so # sort the gradients before checking they're the same _, g1 = self.m1._objective(self.m1.get_free_state()) _, g2 = self.m2._objective(self.m2.get_free_state()) g1 = np.sort(g1) g2 = np.sort(g2) self.failUnless(np.allclose(g1, g2, 1e-4)) if __name__ == "__main__": unittest.main()