# 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 import pytest import tensorflow as tf from numpy.testing import assert_allclose import gpflow.quadrature as quadrature @pytest.mark.parametrize('mu', [np.array([1.0, 1.3])]) @pytest.mark.parametrize('var', [np.array([3.0, 3.5])]) def test_diagquad_1d(mu, var): num_gauss_hermite_points = 25 quad = quadrature.ndiagquad([lambda *X: tf.exp(X[0])], num_gauss_hermite_points, [mu], [var]) expected = np.exp(mu + var / 2) assert_allclose(quad[0], expected) @pytest.mark.parametrize('mu1', [np.array([1.0, 1.3])]) @pytest.mark.parametrize('var1', [np.array([3.0, 3.5])]) @pytest.mark.parametrize('mu2', [np.array([-2.0, 0.3])]) @pytest.mark.parametrize('var2', [np.array([4.0, 4.2])]) def test_diagquad_2d(mu1, var1, mu2, var2): alpha = 2.5 # using logspace=True we can reduce this, see test_diagquad_logspace num_gauss_hermite_points = 35 quad = quadrature.ndiagquad(lambda *X: tf.exp(X[0] + alpha * X[1]), num_gauss_hermite_points, [mu1, mu2], [var1, var2]) expected = np.exp(mu1 + var1 / 2 + alpha * mu2 + alpha**2 * var2 / 2) assert_allclose(quad, expected) @pytest.mark.parametrize('mu1', [np.array([1.0, 1.3])]) @pytest.mark.parametrize('var1', [np.array([3.0, 3.5])]) @pytest.mark.parametrize('mu2', [np.array([-2.0, 0.3])]) @pytest.mark.parametrize('var2', [np.array([4.0, 4.2])]) def test_diagquad_logspace(mu1, var1, mu2, var2): alpha = 2.5 num_gauss_hermite_points = 25 quad = quadrature.ndiagquad(lambda *X: (X[0] + alpha * X[1]), num_gauss_hermite_points, [mu1, mu2], [var1, var2], logspace=True) expected = mu1 + var1 / 2 + alpha * mu2 + alpha**2 * var2 / 2 assert_allclose(quad, expected) @pytest.mark.parametrize('mu1', [np.array([1.0, 1.3])]) @pytest.mark.parametrize('var1', [np.array([3.0, 3.5])]) def test_diagquad_with_kwarg(mu1, var1): alpha = np.array([2.5, -1.3]) num_gauss_hermite_points = 25 quad = quadrature.ndiagquad(lambda X, Y: tf.exp(X * Y), num_gauss_hermite_points, mu1, var1, Y=alpha) expected = np.exp(alpha * mu1 + alpha**2 * var1 / 2) assert_allclose(quad, expected)