https://github.com/GPflow/GPflow
Tip revision: 6fd1a26809a4c754b73c1a645b48d7cda35b2cd6 authored by John Bradshaw on 24 October 2017, 10:29:09 UTC
Merge remote-tracking branch 'origin/GPflow-1.0-RC' into john-bradshaw/linear-features-for-kernels-gpflow1.0
Merge remote-tracking branch 'origin/GPflow-1.0-RC' into john-bradshaw/linear-features-for-kernels-gpflow1.0
Tip revision: 6fd1a26
test_likelihoods.py
import unittest
import six
import tensorflow as tf
import numpy as np
import gpflow
from gpflow import settings
from gpflow.test_util import GPflowTestCase
class TestSetup(object):
def __init__(self, likelihood, Y, tolerance):
self.likelihood, self.Y, self.tolerance = likelihood, Y, tolerance
self.is_analytic = six.get_unbound_function(likelihood.predict_density) is not\
six.get_unbound_function(gpflow.likelihoods.Likelihood.predict_density)
def getTestSetups(includeMultiClass=True, addNonStandardLinks=False):
test_setups = []
rng = np.random.RandomState(1)
for likelihoodClass in gpflow.likelihoods.Likelihood.__subclasses__():
if likelihoodClass == gpflow.likelihoods.Ordinal:
test_setups.append(
TestSetup(likelihoodClass(np.array([-1, 1])),
rng.randint(0, 3, (10, 2)), 1e-6))
elif likelihoodClass == gpflow.likelihoods.SwitchedLikelihood:
continue # switched likelihood tested separately
elif likelihoodClass == gpflow.likelihoods.MultiClass:
if includeMultiClass:
sample = rng.randn(10, 2)
# Multiclass needs a less tight tolerance due to presence of clipping.
tolerance = 1e-3
test_setups.append(
TestSetup(likelihoodClass(2),
np.argmax(sample, 1).reshape(-1, 1), tolerance))
else:
# most likelihoods follow this standard:
test_setups.append(
TestSetup(likelihoodClass(),
rng.rand(10, 2).astype(settings.np_float), 1e-6))
if addNonStandardLinks:
test_setups.append(TestSetup(gpflow.likelihoods.Poisson(invlink=tf.square),
rng.rand(10, 2).astype(settings.np_float), 1e-6))
test_setups.append(TestSetup(gpflow.likelihoods.Exponential(invlink=tf.square),
rng.rand(10, 2).astype(settings.np_float), 1e-6))
test_setups.append(TestSetup(gpflow.likelihoods.Gamma(invlink=tf.square),
rng.rand(10, 2).astype(settings.np_float), 1e-6))
def sigmoid(x):
return 1./(1 + tf.exp(-x))
test_setups.append(TestSetup(gpflow.likelihoods.Bernoulli(invlink=sigmoid),
rng.rand(10, 2).astype(settings.np_float), 1e-6))
return test_setups
class TestPredictConditional(GPflowTestCase):
"""
Here we make sure that the conditional_mean and contitional_var functions
give the same result as the predict_mean_and_var function if the prediction
has no uncertainty.
"""
def setUp(self):
with self.test_context() as session:
self.graph = session.graph
self.test_setups = getTestSetups(addNonStandardLinks=True)
rng = np.random.RandomState(0)
self.F = tf.placeholder(settings.tf_float)
F_data = rng.randn(10, 2).astype(settings.np_float)
self.feed = {self.F: F_data}
def test_mean(self):
for test_setup in self.test_setups:
with self.test_context(self.graph):
l = test_setup.likelihood
l.compile()
mu1 = l.session.run(l.conditional_mean(self.F), feed_dict=self.feed)
zero = self.F * 0.
mu2, _ = l.session.run(l.predict_mean_and_var(self.F, zero), feed_dict=self.feed)
self.assertTrue(np.allclose(mu1, mu2, test_setup.tolerance, test_setup.tolerance))
def test_variance(self):
for test_setup in self.test_setups:
with self.test_context(self.graph):
l = test_setup.likelihood
l.compile()
zero = self.F * 0.
v1 = l.session.run(l.conditional_variance(self.F), feed_dict=self.feed)
v2 = l.session.run(l.predict_mean_and_var(self.F, zero)[1], feed_dict=self.feed)
self.assertTrue(np.allclose(v1, v2, atol=test_setup.tolerance))
def test_var_exp(self):
"""
Here we make sure that the variational_expectations gives the same result
as logp if the latent function has no uncertainty.
"""
for test_setup in self.test_setups:
with self.test_context(self.graph):
l = test_setup.likelihood
y = test_setup.Y
l.compile()
r1 = l.session.run(l.logp(self.F, y), feed_dict=self.feed)
zero = self.F * 0.
r2 = l.session.run(l.variational_expectations(self.F, zero, test_setup.Y),
feed_dict=self.feed)
self.assertTrue(np.allclose(r1, r2, test_setup.tolerance, test_setup.tolerance))
class TestQuadrature(GPflowTestCase):
"""
Where quadratre methods have been overwritten, make sure the new code
does something close to the quadrature
"""
def setUp(self):
self.rng = np.random.RandomState()
self.Fmu, self.Fvar, self.Y = self.rng.randn(3, 10, 2).astype(settings.np_float)
self.Fvar = 0.01 * (self.Fvar ** 2)
self.test_setups = getTestSetups(includeMultiClass=False)
def test_var_exp(self):
for test_setup in self.test_setups:
with self.test_context():
# get all the likelihoods where variational expectations has been overwritten
if not test_setup.is_analytic:
continue
l = test_setup.likelihood
y = test_setup.Y
# 'build' the functions
l.compile()
F1 = l.variational_expectations(self.Fmu, self.Fvar, y)
F2 = gpflow.likelihoods.Likelihood.variational_expectations(
l, self.Fmu, self.Fvar, y)
# compile and run the functions:
F1 = l.session.run(F1)
F2 = l.session.run(F2)
self.assertTrue(np.allclose(F1, F2, test_setup.tolerance, test_setup.tolerance))
def test_pred_density(self):
# get all the likelihoods where predict_density has been overwritten.
for test_setup in self.test_setups:
with self.test_context():
if not test_setup.is_analytic:
continue
l = test_setup.likelihood
y = test_setup.Y
l.compile()
# 'build' the functions
F1 = l.predict_density(self.Fmu, self.Fvar, y)
F2 = gpflow.likelihoods.Likelihood.predict_density(l, self.Fmu, self.Fvar, y)
# compile and run the functions:
F1 = l.session.run(F1)
F2 = l.session.run(F2)
self.assertTrue(np.allclose(F1, F2, test_setup.tolerance, test_setup.tolerance))
class TestRobustMaxMulticlass(GPflowTestCase):
"""
Some specialized tests to the multiclass likelihood with RobustMax inverse link function.
"""
def testSymmetric(self):
"""
This test is based on the observation that for
symmetric inputs the class predictions must have equal probability.
"""
with self.test_context():
nClasses = 5
nPoints = 10
tolerance = 1e-4
epsilon = 1e-3
F = tf.placeholder(settings.tf_float)
F_data = np.ones((nPoints, nClasses))
feed = {F: F_data}
rng = np.random.RandomState(1)
Y = rng.randint(nClasses, size=(nPoints, 1))
l = gpflow.likelihoods.MultiClass(nClasses)
l.invlink.epsilon = epsilon
l.compile()
mu, _ = l.session.run(l.predict_mean_and_var(F, F), feed_dict=feed)
pred = l.session.run(l.predict_density(F, F, Y), feed_dict=feed)
variational_expectations = l.session.run(
l.variational_expectations(F, F, Y), feed_dict=feed)
expected_mu = (1./nClasses * (1. - epsilon) + (1. - 1. / nClasses) *\
epsilon / (nClasses - 1)) * np.ones((nPoints, 1))
self.assertTrue(np.allclose(mu, expected_mu, tolerance, tolerance))
expected_log_denisty = np.log(expected_mu)
self.assertTrue(np.allclose(pred, expected_log_denisty, 1e-3, 1e-3))
validation_variational_expectation = 1./nClasses * np.log(1. - epsilon) + \
(1. - 1./nClasses) * np.log(epsilon / (nClasses - 1))
self.assertTrue(
np.allclose(
variational_expectations,
np.ones((nPoints, 1)) * validation_variational_expectation,
tolerance, tolerance))
def testPredictDensity(self):
tol = 1e-4
num_points = 100
mock_prob = 0.73
class MockRobustMax(gpflow.likelihoods.RobustMax):
def prob_is_largest(self, Y, Fmu, Fvar, gh_x, gh_w):
return tf.ones((num_points, 1)) * mock_prob
with self.test_context():
epsilon = 0.231
num_classes = 5
l = gpflow.likelihoods.MultiClass(
num_classes, invlink=MockRobustMax(num_classes, epsilon))
l.compile()
F = tf.placeholder(settings.tf_float)
y = tf.placeholder(settings.tf_float)
F_data = np.ones((num_points, num_classes))
rng = np.random.RandomState(1)
Y_data = rng.randint(num_classes, size=(num_points, 1))
feed = {F: F_data, y: Y_data}
pred = l.session.run(l.predict_density(F, F, y), feed_dict=feed)
expected_prediction = -0.5499780059
# ^^^ evaluated on calculator:
# log((1-\epsilon) * 0.73 + (1-0.73) * \epsilon/(num_classes -1))
self.assertTrue(np.allclose(pred, expected_prediction, tol, tol))
class TestMulticlassIndexFix(GPflowTestCase):
"""
A regression test for a bug in multiclass likelihood.
"""
def testA(self):
with self.test_context():
mu = tf.placeholder(settings.tf_float)
var = tf.placeholder(settings.tf_float)
Y = tf.placeholder(tf.int32)
lik = gpflow.likelihoods.MultiClass(3)
lik.compile()
ve = lik.variational_expectations(mu, var, Y)
tf.gradients(tf.reduce_sum(ve), mu)
class TestSwitchedLikelihood(GPflowTestCase):
"""
SwitchedLikelihood is saparately tested here.
Here, we make sure the partition-stictch works fine.
"""
def setUp(self):
rng = np.random.RandomState(1)
self.Y_list = [rng.randn(3, 2), rng.randn(4, 2), rng.randn(5, 2)]
self.F_list = [rng.randn(3, 2), rng.randn(4, 2), rng.randn(5, 2)]
self.Fvar_list = [np.exp(rng.randn(3, 2)), np.exp(rng.randn(4, 2)), np.exp(rng.randn(5, 2))]
self.Y_label = [np.ones((3, 1))*0, np.ones((4, 1))*1, np.ones((5, 1))*2]
self.Y_perm = list(range(3+4+5))
rng.shuffle(self.Y_perm)
# shuffle the original data
self.Y_sw = np.hstack([np.concatenate(self.Y_list), np.concatenate(self.Y_label)])[self.Y_perm, :]
self.F_sw = np.concatenate(self.F_list)[self.Y_perm, :]
self.Fvar_sw = np.concatenate(self.Fvar_list)[self.Y_perm, :]
# likelihoods
self.likelihoods = [gpflow.likelihoods.Gaussian(),
gpflow.likelihoods.Gaussian(),
gpflow.likelihoods.Gaussian()]
for lik in self.likelihoods:
lik.variance = np.exp(rng.randn(1))
self.switched_likelihood = gpflow.likelihoods.SwitchedLikelihood(self.likelihoods)
def test_logp(self):
# switchedlikelihood
with self.test_context():
self.switched_likelihood.compile()
session = self.switched_likelihood.session
switched_rslt = session.run(self.switched_likelihood.logp(self.F_sw, self.Y_sw))
rslts = []
for lik, y, f in zip(self.likelihoods, self.Y_list, self.F_list):
rslts.append(session.run(lik.logp(f, y)))
self.assertTrue(np.allclose(switched_rslt, np.concatenate(rslts)[self.Y_perm, :]))
def test_predict_density(self):
with self.test_context():
self.switched_likelihood.compile()
session = self.switched_likelihood.session
# switchedlikelihood
switched_rslt = session.run(
self.switched_likelihood.predict_density(self.F_sw, self.Fvar_sw, self.Y_sw))
# likelihood
rslts = []
for lik, y, f, fvar in zip(self.likelihoods,
self.Y_list,
self.F_list,
self.Fvar_list):
rslts.append(session.run(lik.predict_density(f, fvar, y)))
self.assertTrue(np.allclose(switched_rslt, np.concatenate(rslts)[self.Y_perm, :]))
def test_variational_expectations(self):
# switchedlikelihood
with self.test_context():
self.switched_likelihood.compile()
session = self.switched_likelihood.session
switched_rslt = session.run(
self.switched_likelihood.variational_expectations(
self.F_sw, self.Fvar_sw, self.Y_sw))
rslts = []
for lik, y, f, fvar in zip(self.likelihoods,
self.Y_list,
self.F_list,
self.Fvar_list):
rslts.append(session.run(lik.variational_expectations(f, fvar, y)))
self.assertTrue(np.allclose(switched_rslt, np.concatenate(rslts)[self.Y_perm, :]))
class TestLikelihoodChecks(GPflowTestCase):
def run_models(self, likelihood, Y):
X = np.random.randn(Y.shape[0], 1)
m0 = gpflow.models.GPR(X, Y, gpflow.kernels.RBF(1))
m1 = gpflow.models.VGP(X, Y, gpflow.kernels.RBF(1), likelihood)
m2 = gpflow.models.SVGP(X, Y, gpflow.kernels.RBF(1), likelihood, X, minibatch_size=1)
m0.compile()
m1.compile()
m2.compile()
def test_likelihood_checks(self):
to_pass = [
[gpflow.likelihoods.Gaussian(), np.array((1.)).reshape(1, 1)],
[gpflow.likelihoods.Poisson(), np.array((1., 1., 3.)).reshape(3, 1)],
[gpflow.likelihoods.Exponential(), np.array((1e-12, 1)).reshape(2, 1)],
[gpflow.likelihoods.StudentT(), np.array((-1e-12, 1)).reshape(2, 1)],
[gpflow.likelihoods.Bernoulli(), np.array((0., 1.)).reshape(2, 1)],
[gpflow.likelihoods.Bernoulli(), np.array((-1., 1.)).reshape(2, 1)],
[gpflow.likelihoods.Gamma(), np.array((1e-12, 1)).reshape(2, 1)],
[gpflow.likelihoods.Beta(), np.array((1e-12, 1.)).reshape(2, 1)],
[gpflow.likelihoods.MultiClass(3), np.array((0., 2.)).reshape(2, 1)],
[gpflow.likelihoods.Ordinal(np.array((1., 2.))), np.array((0., 2.)).reshape(2, 1)],
]
to_fail = [
[gpflow.likelihoods.Gaussian(), np.array((1.)).reshape(1, 1, 1)],
[gpflow.likelihoods.Gaussian(), np.array((1)).reshape(1, 1)],
# TODO(@awav): [gpflow.likelihoods.Poisson(), np.array((1.1)).reshape(1, 1)],
# TODO(@awav): [gpflow.likelihoods.Poisson(), np.array((-1.)).reshape(1, 1)],
[gpflow.likelihoods.Exponential(), np.array((-1e-12, 1)).reshape(2, 1)],
[gpflow.likelihoods.Gamma(), np.array((-1e-12, 1)).reshape(2, 1)],
[gpflow.likelihoods.Beta(), np.array((-1e-12, 1.)).reshape(2, 1)],
[gpflow.likelihoods.Beta(), np.array((1e-12, 1.1)).reshape(2, 1)],
[gpflow.likelihoods.MultiClass(3), np.array((0.1, 2.)).reshape(2, 1)],
[gpflow.likelihoods.MultiClass(3), np.array((1., 2.)).reshape(1, 2)],
[gpflow.likelihoods.MultiClass(3), np.array((1., 3.)).reshape(2, 1)],
]
to_warn = [
[gpflow.likelihoods.Bernoulli(), np.array((2., 1., 0.)).reshape(3, 1)],
[gpflow.likelihoods.Bernoulli(), np.array((2., 1.1)).reshape(2, 1)],
]
# special case of switched likelihood
sl = gpflow.likelihoods.SwitchedLikelihood([gpflow.likelihoods.Gamma(),
gpflow.likelihoods.Gaussian()])
A = np.array(((0, 1), (0, 1), (2, 0.))).reshape(3, 2)
B = np.array(((0, 1), (0, 1), (2, 3.))).reshape(3, 2)
to_pass.append([sl, A])
to_fail.append([sl, B])
for l, v in to_pass:
with self.test_context():
self.run_models(l, v)
for l, v, in to_fail:
with self.test_context():
with self.assertRaises(ValueError):
print(l)
self.run_models(l, v)
for l, v, in to_warn:
with self.test_context():
with self.assertRaises(Warning):
self.run_models(l, v)
if __name__ == "__main__":
unittest.main()