https://github.com/GPflow/GPflow
Tip revision: c1982af7d47af37a0aad5a067f39fb81f742eded authored by alexggmatthews on 14 September 2016, 19:33:40 UTC
Updating gpflowrc
Updating gpflowrc
Tip revision: c1982af
test_likelihoods.py
import tensorflow as tf
import numpy as np
import GPflow
from GPflow import settings
float_type = settings.dtypes.float_type
np_float_type = np.float32 if float_type is tf.float32 else np.float64
import unittest
import six
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.MultiClass:
test_setups.append(TestSetup(likelihoodClass(), rng.rand(10, 2).astype(np_float_type), 1e-6))
elif 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))
if addNonStandardLinks:
test_setups.append(TestSetup(GPflow.likelihoods.Poisson(invlink=tf.square),
rng.rand(10, 2).astype(np_float_type), 1e-6))
test_setups.append(TestSetup(GPflow.likelihoods.Exponential(invlink=tf.square),
rng.rand(10, 2).astype(np_float_type), 1e-6))
test_setups.append(TestSetup(GPflow.likelihoods.Gamma(invlink=tf.square),
rng.rand(10, 2).astype(np_float_type), 1e-6))
sigmoid = lambda x: 1./(1 + tf.exp(-x))
test_setups.append(TestSetup(GPflow.likelihoods.Bernoulli(invlink=sigmoid),
rng.rand(10, 2).astype(np_float_type), 1e-6))
return test_setups
class TestPredictConditional(unittest.TestCase):
"""
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):
tf.reset_default_graph()
self.test_setups = getTestSetups(addNonStandardLinks=True)
self.x = tf.placeholder(float_type)
for test_setup in self.test_setups:
test_setup.likelihood.make_tf_array(self.x)
self.F = tf.placeholder(float_type)
rng = np.random.RandomState(0)
self.F_data = rng.randn(10, 2).astype(np_float_type)
def test_mean(self):
for test_setup in self.test_setups:
l = test_setup.likelihood
with l.tf_mode():
mu1 = tf.Session().run(l.conditional_mean(self.F),
feed_dict={self.x: l.get_free_state(), self.F: self.F_data})
mu2, _ = tf.Session().run(l.predict_mean_and_var(self.F, self.F * 0),
feed_dict={self.x: l.get_free_state(), self.F: self.F_data})
self.assertTrue(np.allclose(mu1, mu2, test_setup.tolerance, test_setup.tolerance))
def test_variance(self):
for test_setup in self.test_setups:
l = test_setup.likelihood
with l.tf_mode():
v1 = tf.Session().run(l.conditional_variance(self.F),
feed_dict={self.x: l.get_free_state(), self.F: self.F_data})
v2 = tf.Session().run(l.predict_mean_and_var(self.F, self.F * 0)[1],
feed_dict={self.x: l.get_free_state(), self.F: self.F_data})
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:
l = test_setup.likelihood
y = test_setup.Y
with l.tf_mode():
r1 = tf.Session().run(l.logp(self.F, y), feed_dict={self.x: l.get_free_state(), self.F: self.F_data})
r2 = tf.Session().run(l.variational_expectations(self.F, self.F * 0, test_setup.Y),
feed_dict={self.x: l.get_free_state(), self.F: self.F_data})
self.assertTrue(np.allclose(r1, r2, test_setup.tolerance, test_setup.tolerance))
class TestQuadrature(unittest.TestCase):
"""
Where quadratre methods have been overwritten, make sure the new code
does something close to the quadrature
"""
def setUp(self):
tf.reset_default_graph()
self.rng = np.random.RandomState()
self.Fmu, self.Fvar, self.Y = self.rng.randn(3, 10, 2).astype(np_float_type)
self.Fvar = 0.01 * self.Fvar ** 2
self.test_setups = getTestSetups(includeMultiClass=False)
def test_var_exp(self):
# get all the likelihoods where variational expectations has been overwritten
for test_setup in self.test_setups:
if not test_setup.is_analytic:
continue
l = test_setup.likelihood
y = test_setup.Y
x_data = l.get_free_state()
x = tf.placeholder(float_type)
l.make_tf_array(x)
# 'build' the functions
with l.tf_mode():
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 = tf.Session().run(F1, feed_dict={x: x_data})
F2 = tf.Session().run(F2, feed_dict={x: x_data})
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:
if not test_setup.is_analytic:
continue
l = test_setup.likelihood
y = test_setup.Y
x_data = l.get_free_state()
# make parameters if needed
x = tf.placeholder(float_type)
l.make_tf_array(x)
# 'build' the functions
with l.tf_mode():
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 = tf.Session().run(F1, feed_dict={x: x_data})
F2 = tf.Session().run(F2, feed_dict={x: x_data})
self.assertTrue(np.allclose(F1, F2, test_setup.tolerance, test_setup.tolerance))
class TestRobustMaxMulticlass(unittest.TestCase):
"""
Some specialized tests to the multiclass likelihood with RobustMax inverse link function.
"""
def setUp(self):
tf.reset_default_graph()
def testSymmetric(self):
"""
This test is based on the observation that for
symmetric inputs the class predictions must have equal probability.
"""
nClasses = 5
nPoints = 10
tolerance = 1e-4
epsilon = 1e-3
F = tf.placeholder(float_type)
x = tf.placeholder(float_type)
F_data = np.ones((nPoints, nClasses))
l = GPflow.likelihoods.MultiClass(nClasses)
l.invlink.epsilon = epsilon
rng = np.random.RandomState(1)
Y = rng.randint(nClasses, size=(nPoints, 1))
with l.tf_mode():
mu, _ = tf.Session().run(l.predict_mean_and_var(F, F), feed_dict={x: l.get_free_state(), F: F_data})
pred = tf.Session().run(l.predict_density(F, F, Y), feed_dict={x: l.get_free_state(), F: F_data})
variational_expectations = tf.Session().run(l.variational_expectations(F, F, Y),
feed_dict={x: l.get_free_state(), F: F_data})
self.assertTrue(np.allclose(mu, np.ones((nPoints, nClasses))/nClasses, tolerance, tolerance))
self.assertTrue(np.allclose(pred, np.ones((nPoints, 1))/nClasses, tolerance, tolerance))
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))
class TestMulticlassIndexFix(unittest.TestCase):
"""
A regression test for a bug in multiclass likelihood.
"""
def setUp(self):
tf.reset_default_graph()
def testA(self):
mu, var = tf.placeholder(float_type), tf.placeholder(float_type)
Y = tf.placeholder(tf.int32)
lik = GPflow.likelihoods.MultiClass(3)
ve = lik.variational_expectations(mu, var, Y)
tf.gradients(tf.reduce_sum(ve), mu)
if __name__ == "__main__":
unittest.main()