https://github.com/GPflow/GPflow
Tip revision: b08f3062c96677de266af26767634fd7c6e6611d authored by Alexander G. de G. Matthews on 09 September 2016, 10:59:46 UTC
Tf wraps (#198)
Tf wraps (#198)
Tip revision: b08f306
test_mean_functions.py
import GPflow
import tensorflow as tf
import numpy as np
import unittest
class TestMeanFuncs(unittest.TestCase):
"""
Test the output shape for basic and compositional mean functions, also
check that the combination of mean functions returns the correct clas
"""
def setUp(self):
tf.reset_default_graph()
self.input_dim = 3
self.output_dim = 2
self.N = 20
rng = np.random.RandomState(0)
self.mfs = [GPflow.mean_functions.Zero(),
GPflow.mean_functions.Linear(rng.randn(self.input_dim, self.output_dim), rng.randn(self.output_dim)),
GPflow.mean_functions.Constant(rng.randn(self.output_dim))]
self.composition_mfs_add = []
self.composition_mfs_mult = []
for mean_f1 in self.mfs:
self.composition_mfs_add.extend([mean_f1 + mean_f2 for mean_f2 in self.mfs])
self.composition_mfs_mult.extend([mean_f1 * mean_f2 for mean_f2 in self.mfs])
self.composition_mfs = self.composition_mfs_add + self.composition_mfs_mult
self.x = tf.placeholder('float64')
for mf in self.mfs:
mf.make_tf_array(self.x)
self.X = tf.placeholder(tf.float64, [self.N, self.input_dim])
self.X_data = np.random.randn(self.N, self.input_dim)
def test_basic_output_shape(self):
for mf in self.mfs:
with mf.tf_mode():
Y = tf.Session().run(mf(self.X), feed_dict={self.x: mf.get_free_state(), self.X: self.X_data})
self.assertTrue(Y.shape in [(self.N, self.output_dim), (self.N, 1)])
def test_composition_output_shape(self):
for comp_mf in self.composition_mfs:
with comp_mf.tf_mode():
Y = tf.Session().run(comp_mf(self.X), feed_dict={self.x: comp_mf.get_free_state(), self.X: self.X_data})
self.assertTrue(Y.shape in [(self.N, self.output_dim), (self.N, 1)])
def test_combination_types(self):
self.assertTrue(all(isinstance(mfAdd, GPflow.mean_functions.Additive) for mfAdd in self.composition_mfs_add))
self.assertTrue(all(isinstance(mfMult, GPflow.mean_functions.Product) for mfMult in self.composition_mfs_mult))
class TestModelCompositionOperations(unittest.TestCase):
"""
Tests that operator precedence is correct and zero unary operations, i.e.
adding 0, multiplying by 1, adding x and then subtracting etc. do not
change the mean function
"""
def setUp(self):
tf.reset_default_graph()
self.input_dim = 3
self.output_dim = 2
self.N = 20
rng = np.random.RandomState(0)
X = rng.randn(self.N, self.input_dim)
Y = rng.randn(self.N, self.output_dim)
self.Xtest = rng.randn(30, 3)
zero = GPflow.mean_functions.Zero()
linear1 = GPflow.mean_functions.Linear(rng.randn(self.input_dim, self.output_dim), rng.randn(self.output_dim))
linear2 = GPflow.mean_functions.Linear(rng.randn(self.input_dim, self.output_dim), rng.randn(self.output_dim))
linear3 = GPflow.mean_functions.Linear(rng.randn(self.input_dim, self.output_dim), rng.randn(self.output_dim))
const1 = GPflow.mean_functions.Constant(rng.randn(self.output_dim))
const2 = GPflow.mean_functions.Constant(rng.randn(self.output_dim))
const3 = GPflow.mean_functions.Constant(rng.randn(self.output_dim))
const1inv = GPflow.mean_functions.Constant(np.reshape(const1.c.get_free_state() * -1, [self.output_dim]))
linear1inv = GPflow.mean_functions.Linear(A=np.reshape(linear1.A.get_free_state() * -1., [self.input_dim, self.output_dim]),
b=np.reshape(linear1.b.get_free_state() * -1., [self.output_dim]))
# a * (b + c)
const_set1 = GPflow.mean_functions.Product(const1,
GPflow.mean_functions.Additive(const2, const3))
linear_set1 = GPflow.mean_functions.Product(linear1,
GPflow.mean_functions.Additive(linear2, linear3))
# ab + ac
const_set2 = GPflow.mean_functions.Additive(GPflow.mean_functions.Product(const1, const2),
GPflow.mean_functions.Product(const1, const3))
linear_set2 = GPflow.mean_functions.Additive(GPflow.mean_functions.Product(linear1, linear2),
GPflow.mean_functions.Product(linear1, linear3))
# a-a = 0, (a + b) -a = b = a + (b - a)
linear1_minus_linear1 = GPflow.mean_functions.Additive(linear1, linear1inv)
const1_minus_const1 = GPflow.mean_functions.Additive(const1, const1inv)
comp_minus_constituent1 = GPflow.mean_functions.Additive(GPflow.mean_functions.Additive(linear1, linear2),
linear1inv)
comp_minus_constituent2 = GPflow.mean_functions.Additive(linear1,
GPflow.mean_functions.Additive(linear2,
linear1inv))
k = GPflow.kernels.Bias(self.input_dim)
self.m_linear_set1 = GPflow.gpr.GPR(X, Y, mean_function=linear_set1, kern=k)
self.m_linear_set2 = GPflow.gpr.GPR(X, Y, mean_function=linear_set2, kern=k)
self.m_const_set1 = GPflow.gpr.GPR(X, Y, mean_function=const_set1, kern=k)
self.m_const_set2 = GPflow.gpr.GPR(X, Y, mean_function=const_set2, kern=k)
self.m_linear_min_linear = GPflow.gpr.GPR(X, Y, mean_function=linear1_minus_linear1, kern=k)
self.m_const_min_const = GPflow.gpr.GPR(X, Y, mean_function=const1_minus_const1, kern=k)
self.m_constituent = GPflow.gpr.GPR(X, Y, mean_function=linear2, kern=k)
self.m_zero = GPflow.gpr.GPR(X, Y, mean_function=zero, kern=k)
self.m_comp_minus_constituent1 = GPflow.gpr.GPR(X, Y, mean_function=comp_minus_constituent1, kern=k)
self.m_comp_minus_constituent2 = GPflow.gpr.GPR(X, Y, mean_function=comp_minus_constituent2, kern=k)
def test_precedence(self):
mu1_lin, v1_lin = self.m_linear_set1.predict_f(self.Xtest)
mu2_lin, v2_lin = self.m_linear_set2.predict_f(self.Xtest)
mu1_const, v1_const = self.m_const_set1.predict_f(self.Xtest)
mu2_const, v2_const = self.m_const_set2.predict_f(self.Xtest)
self.assertTrue(np.all(np.isclose(v1_lin, v1_lin)))
self.assertTrue(np.all(np.isclose(mu1_lin, mu2_lin)))
self.assertTrue(np.all(np.isclose(v1_const, v2_const)))
self.assertTrue(np.all(np.isclose(mu1_const, mu2_const)))
def test_inverse_operations(self):
mu1_lin_min_lin, v1_lin_min_lin = self.m_linear_min_linear.predict_f(self.Xtest)
mu1_const_min_const, v1_const_min_const = self.m_const_min_const.predict_f(self.Xtest)
mu1_comp_min_constituent1, v1_comp_min_constituent1 = self.m_comp_minus_constituent1.predict_f(self.Xtest)
mu1_comp_min_constituent2, v1_comp_min_constituent2 = self.m_comp_minus_constituent2.predict_f(self.Xtest)
mu_const, _ = self.m_constituent.predict_f(self.Xtest)
mu_zero, v_zero = self.m_zero.predict_f(self.Xtest)
self.assertTrue(np.all(np.isclose(mu1_lin_min_lin, mu_zero)))
self.assertTrue(np.all(np.isclose(mu1_const_min_const, mu_zero)))
self.assertTrue(np.all(np.isclose(mu1_comp_min_constituent1, mu_const)))
self.assertTrue(np.all(np.isclose(mu1_comp_min_constituent2, mu_const)))
self.assertTrue(np.all(np.isclose(mu1_comp_min_constituent1, mu1_comp_min_constituent2)))
class TestModelsWithMeanFuncs(unittest.TestCase):
"""
Simply check that all models have a higher prediction with a constant mean
function than with a zero mean function.
For compositions of mean functions check that multiplication/ addition of
a constant results in a higher prediction, whereas addition of zero/
mutliplication with one does not.
"""
def setUp(self):
tf.reset_default_graph()
self.input_dim = 3
self.output_dim = 2
self.N = 20
self.Ntest = 30
self.M = 5
rng = np.random.RandomState(0)
X, Y, Z, self.Xtest = rng.randn(self.N, self.input_dim),\
rng.randn(self.N, self.output_dim),\
rng.randn(self.M, self.input_dim),\
rng.randn(self.Ntest, self.input_dim)
k = lambda: GPflow.kernels.Matern32(self.input_dim)
lik = lambda: GPflow.likelihoods.Gaussian()
# test all models with these mean functions
mf0 = GPflow.mean_functions.Zero()
mf1 = GPflow.mean_functions.Constant(np.ones(self.output_dim) * 10)
self.models_with, self.models_without = \
[[GPflow.gpr.GPR(X, Y, mean_function=mf, kern=k()),
GPflow.sgpr.SGPR(X, Y, mean_function=mf, Z=Z, kern=k()),
GPflow.sgpr.GPRFITC(X, Y, mean_function=mf, Z=Z, kern=k()),
GPflow.svgp.SVGP(X, Y, mean_function=mf, Z=Z, kern=k(), likelihood=lik()),
GPflow.vgp.VGP(X, Y, mean_function=mf, kern=k(), likelihood=lik()),
GPflow.vgp.VGP(X, Y, mean_function=mf, kern=k(), likelihood=lik()),
GPflow.gpmc.GPMC(X, Y, mean_function=mf, kern=k(), likelihood=lik()),
GPflow.sgpmc.SGPMC(X, Y, mean_function=mf, kern=k(), likelihood=lik(), Z=Z)] for mf in (mf0, mf1)]
def test_basic_mean_function(self):
for m_with, m_without in zip(self.models_with, self.models_without):
mu1, v1 = m_with.predict_f(self.Xtest)
mu2, v2 = m_without.predict_f(self.Xtest)
self.assertTrue(np.all(v1 == v2))
self.assertFalse(np.all(mu1 == mu2))
if __name__ == "__main__":
unittest.main()