https://github.com/GPflow/GPflow
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Tip revision: abde22de755399c6c34315bcde85434d39fcc190 authored by James Hensman on 20 October 2016, 07:47:18 UTC
manual merge
Tip revision: abde22d
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()
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