# Copyright 2016 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.from __future__ import print_function import tensorflow as tf import numpy as np from numpy.testing import assert_array_equal, assert_array_less, assert_allclose import gpflow from gpflow.test_util import GPflowTestCase class TestMethods(GPflowTestCase): def prepare(self): rng = np.random.RandomState(0) X = rng.randn(100, 2) Y = rng.randn(100, 1) Z = rng.randn(10, 2) lik = gpflow.likelihoods.Gaussian() kern = gpflow.kernels.Matern32(2) Xs = rng.randn(10, 2) # make one of each model ms = [] #for M in (gpflow.models.GPMC, gpflow.models.VGP): for M in (gpflow.models.VGP, gpflow.models.GPMC): ms.append(M(X, Y, kern, lik)) for M in (gpflow.models.SGPMC, gpflow.models.SVGP): ms.append(M(X, Y, kern, lik, Z)) ms.append(gpflow.models.GPR(X, Y, kern)) ms.append(gpflow.models.SGPR(X, Y, kern, Z=Z)) ms.append(gpflow.models.GPRFITC(X, Y, kern, Z=Z)) return ms, Xs, rng def test_all(self): # test sizes. with self.test_context(): ms, _Xs, _rng = self.prepare() for m in ms: self.assertEqual(m.is_built_coherence(), gpflow.Build.YES) def test_predict_f(self): with self.test_context(): ms, Xs, _rng = self.prepare() for m in ms: mf, vf = m.predict_f(Xs) assert_array_equal(mf.shape, vf.shape) assert_array_equal(mf.shape, (10, 1)) assert_array_less(np.full_like(vf, -1e-6), vf) def test_predict_y(self): with self.test_context(): ms, Xs, _rng = self.prepare() for m in ms: mf, vf = m.predict_y(Xs) assert_array_equal(mf.shape, vf.shape) assert_array_equal(mf.shape, (10, 1)) assert_array_less(np.full_like(vf, -1e-6), vf) def test_predict_density(self): with self.test_context(): ms, Xs, rng = self.prepare() Ys = rng.randn(10, 1) for m in ms: d = m.predict_density(Xs, Ys) assert_array_equal(d.shape, (10, 1)) class TestSVGP(GPflowTestCase): """ The SVGP has four modes of operation. with and without whitening, with and without diagonals. Here we make sure that the bound on the likelihood is the same when using both representations (as far as possible) """ def setUp(self): self.rng = np.random.RandomState(0) self.X = self.rng.randn(20, 1) self.Y = self.rng.randn(20, 2)**2 self.Z = self.rng.randn(3, 1) def test_white(self): with self.test_context() as session: m1 = gpflow.models.SVGP( self.X, self.Y, kern=gpflow.kernels.RBF(1), likelihood=gpflow.likelihoods.Exponential(), Z=self.Z, q_diag=True, whiten=True) m2 = gpflow.models.SVGP( self.X, self.Y, kern=gpflow.kernels.RBF(1), likelihood=gpflow.likelihoods.Exponential(), Z=self.Z, q_diag=False, whiten=True) 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 obj1 = session.run(m1.objective, feed_dict=m1.feeds) obj2 = session.run(m2.objective, feed_dict=m2.feeds) assert_allclose(obj1, obj2) def test_notwhite(self): with self.test_context() as session: m1 = gpflow.models.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.models.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) 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 obj1 = session.run(m1.objective, feed_dict=m1.feeds) obj2 = session.run(m2.objective, feed_dict=m2.feeds) assert_allclose(obj1, obj2) def test_q_sqrt_fixing(self): """ In response to bug #46, we need to make sure that the q_sqrt matrix can be fixed """ with self.test_context() as session: m1 = gpflow.models.SVGP( self.X, self.Y, kern=gpflow.kernels.RBF(1) + gpflow.kernels.White(1), likelihood=gpflow.likelihoods.Exponential(), Z=self.Z) m1.q_sqrt.trainable = False class TestStochasticGradients(GPflowTestCase): """ In response to bug #281, we need to make sure stochastic update happens correctly in tf optimizer mode. To do this compare stochastic updates with deterministic updates that should be equivalent. Data term in svgp likelihood is \sum_{i=1^N}E_{q(i)}[\log p(y_i | f_i ) This sum is then approximated with an unbiased minibatch estimate. In this test we substitute a deterministic analogue of the batchs sampler for which we can predict the effects of different updates. """ def setUp(self): tf.set_random_seed(0) self.XAB = np.atleast_2d(np.array([0., 1.])).T self.YAB = np.atleast_2d(np.array([-1., 3.])).T self.sharedZ = np.atleast_2d(np.array([0.5]) ) self.indexA = 0 self.indexB = 1 def get_indexed_data(self, baseX, baseY, indices): newX = baseX[indices] newY = baseY[indices] return newX, newY def get_model(self, X, Y, Z, minibatch_size): model = gpflow.models.SVGP( X, Y, kern=gpflow.kernels.RBF(1), likelihood=gpflow.likelihoods.Gaussian(), Z=Z, minibatch_size=minibatch_size) return model def get_opt(self): learning_rate = .001 opt = gpflow.train.GradientDescentOptimizer(learning_rate, use_locking=True) return opt def get_indexed_model(self, X, Y, Z, minibatch_size, indices): Xindices, Yindices = self.get_indexed_data(X, Y, indices) indexedModel = self.get_model(Xindices, Yindices, Z, minibatch_size) return indexedModel def check_models_close(self, m1, m2, tolerance=1e-2): m1_params = {p.full_name: p for p in list(m1.trainable_parameters)} m2_params = {p.full_name: p for p in list(m2.trainable_parameters)} if set(m1_params.keys()) != set(m2_params.keys()): return False for key in m1_params: p1 = m1_params[key] p2 = m2_params[key] if not np.allclose(p1.read_value(), p2.read_value(), rtol=tolerance, atol=tolerance): return False return True def compare_models(self, indicesOne, indicesTwo, batchOne, batchTwo, maxiter, checkSame=True): m1 = self.get_indexed_model(self.XAB, self.YAB, self.sharedZ, batchOne, indicesOne) m2 = self.get_indexed_model(self.XAB, self.YAB, self.sharedZ, batchTwo, indicesTwo) opt1 = self.get_opt() opt2 = self.get_opt() opt1.minimize(m1, maxiter=maxiter) opt2.minimize(m2, maxiter=maxiter) if checkSame: self.assertTrue(self.check_models_close(m1, m2)) else: self.assertFalse(self.check_models_close(m1, m2)) # TODO(@awav): # These three tests below can be extremly unstable on different machines # and different settings. def testOne(self): with self.test_context(): self.compare_models( [self.indexA, self.indexB], [self.indexB, self.indexA], batchOne=2, batchTwo=2, maxiter=3) def testTwo(self): with self.test_context(): self.compare_models( [self.indexA, self.indexB], [self.indexA, self.indexA], batchOne=1, batchTwo=2, maxiter=1) def testThree(self): with self.test_context(): self.compare_models( [self.indexA, self.indexA], [self.indexA, self.indexB], batchOne=1, batchTwo=1, maxiter=2) class TestSparseMCMC(GPflowTestCase): """ 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 test_likelihoods_and_gradients(self): with self.test_context() as session: rng = np.random.RandomState(0) X = rng.randn(10, 1) Y = rng.randn(10, 1) v_vals = rng.randn(10, 1) lik = gpflow.likelihoods.StudentT m1 = gpflow.models.GPMC( X=X, Y=Y, kern=gpflow.kernels.Exponential(1), likelihood=lik()) m2 = gpflow.models.SGPMC( X=X, Y=Y, kern=gpflow.kernels.Exponential(1), likelihood=lik(), Z=X.copy()) m1.V = v_vals m2.V = v_vals.copy() m1.kern.lengthscale = .8 m2.kern.lengthscale = .8 m1.kern.variance = 4.2 m2.kern.variance = 4.2 f1 = session.run(m1.objective) f2 = session.run(m2.objective) assert_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.assertTrue(np.allclose(g1, g2, 1e-4)) if __name__ == "__main__": tf.test.main()