from __future__ import print_function import GPflow import numpy as np import unittest from GPflow import ekernels from GPflow import kernels np.random.seed(0) class TestGPLVM(unittest.TestCase): def setUp(self): # data self.N = 20 # number of data points D = 5 # data dimension self.rng = np.random.RandomState(1) self.Y = self.rng.randn(self.N, D) # model self.Q = 2 # latent dimensions def test_optimise(self): m = GPflow.gplvm.GPLVM(self.Y, self.Q) linit = m.compute_log_likelihood() m.optimize(maxiter=2) self.assertTrue(m.compute_log_likelihood() > linit) def test_otherkernel(self): k = kernels.PeriodicKernel(self.Q) XInit = self.rng.rand(self.N, self.Q) m = GPflow.gplvm.GPLVM(self.Y, self.Q, XInit, k) linit = m.compute_log_likelihood() m.optimize(maxiter=2) self.assertTrue(m.compute_log_likelihood() > linit) class TestBayesianGPLVM(unittest.TestCase): def setUp(self): # data self.N = 20 # number of data points self.D = 5 # data dimension self.rng = np.random.RandomState(1) self.Y = self.rng.randn(self.N, self.D) # model self.M = 10 # inducing points def test_1d(self): Q = 1 # latent dimensions k = ekernels.RBF(Q) Z = np.linspace(0, 1, self.M) Z = np.expand_dims(Z, Q) # inducing points m = GPflow.gplvm.BayesianGPLVM(X_mean=np.zeros((self.N, Q)), X_var=np.ones((self.N, Q)), Y=self.Y, kern=k, M=self.M, Z=Z) linit = m.compute_log_likelihood() m.optimize(maxiter=2) self.assertTrue(m.compute_log_likelihood() > linit) def test_2d(self): # test default Z on 2_D example Q = 2 # latent dimensions X_mean = GPflow.gplvm.PCA_reduce(self.Y, Q) k = ekernels.RBF(Q, ARD=False) m = GPflow.gplvm.BayesianGPLVM(X_mean=X_mean, X_var=np.ones((self.N, Q)), Y=self.Y, kern=k, M=self.M) linit = m.compute_log_likelihood() m.optimize(maxiter=2) self.assertTrue(m.compute_log_likelihood() > linit) # test prediction Xtest = self.rng.randn(10, Q) mu_f, var_f = m.predict_f(Xtest) mu_fFull, var_fFull = m.predict_f_full_cov(Xtest) self.assertTrue(np.allclose(mu_fFull, mu_f)) # check full covariance diagonal for i in range(self.D): self.assertTrue(np.allclose(var_f[:, i], np.diag(var_fFull[:, :, i]))) def test_kernelsActiveDims(self): ''' Test sum and product compositional kernels ''' Q = 2 # latent dimensions X_mean = GPflow.gplvm.PCA_reduce(self.Y, Q) kernsQuadratu = [kernels.RBF(1, active_dims=[0])+kernels.Linear(1, active_dims=[1]), kernels.RBF(1, active_dims=[0])+kernels.PeriodicKernel(1, active_dims=[1]), kernels.RBF(1, active_dims=[0])*kernels.Linear(1, active_dims=[1]), kernels.RBF(Q)+kernels.Linear(Q)] # non-overlapping kernsAnalytic = [ekernels.Add([ekernels.RBF(1, active_dims=[0]), ekernels.Linear(1, active_dims=[1])]), ekernels.Add([ekernels.RBF(1, active_dims=[0]), kernels.PeriodicKernel(1, active_dims=[1])]), ekernels.Prod([ekernels.RBF(1, active_dims=[0]), ekernels.Linear(1, active_dims=[1])]), ekernels.Add([ekernels.RBF(Q), ekernels.Linear(Q)])] fOnSeparateDims = [True, True, True, False] Z = np.random.permutation(X_mean.copy())[:self.M] # Also test default N(0,1) is used X_prior_mean = np.zeros((self.N, Q)) X_prior_var = np.ones((self.N, Q)) Xtest = self.rng.randn(10, Q) for kq, ka, sepDims in zip(kernsQuadratu, kernsAnalytic, fOnSeparateDims): kq.num_gauss_hermite_points = 20 # speed up quadratic for tests ka.kern_list[0].num_gauss_hermite_points = 0 # RBF should throw error if quadrature is used if(sepDims): self.assertTrue(ka.on_separate_dimensions, 'analytic kernel must not use quadrature') mq = GPflow.gplvm.BayesianGPLVM(X_mean=X_mean, X_var=np.ones((self.N, Q)), Y=self.Y, kern=kq, M=self.M, Z=Z, X_prior_mean=X_prior_mean, X_prior_var=X_prior_var) ma = GPflow.gplvm.BayesianGPLVM(X_mean=X_mean, X_var=np.ones((self.N, Q)), Y=self.Y, kern=ka, M=self.M, Z=Z) mq._compile() ma._compile() ql = mq.compute_log_likelihood() al = ma.compute_log_likelihood() self.assertTrue(np.allclose(ql, al, atol=1e-2), 'Likelihood not equal %f<>%f' % (ql, al)) mu_f_a, var_f_a = ma.predict_f(Xtest) mu_f_q, var_f_q = mq.predict_f(Xtest) self.assertTrue(np.allclose(mu_f_a, mu_f_q, atol=1e-4), ('Posterior means different', mu_f_a-mu_f_q)) self.assertTrue(np.allclose(mu_f_a, mu_f_q, atol=1e-4), ('Posterior vars different', var_f_a-var_f_q)) if __name__ == "__main__": unittest.main()