https://github.com/GPflow/GPflow
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Tip revision: 37db81f85896ff812533c6d4885feaaed7fff47d authored by ST John on 29 January 2020, 19:09:29 UTC
Merge branch 'develop' of github.com:GPflow/GPflow into st/reorder_covariances
Tip revision: 37db81f
test_multioutput_features.py
import numpy as np
import pytest
import tensorflow as tf

import gpflow
import gpflow.inducing_variables.multioutputs as mf
import gpflow.kernels.mo_kernels as mk
from gpflow.covariances import Kuf, Kuu

rng = np.random.RandomState(9911)

# ------------------------------------------
# Helpers
# ------------------------------------------


def make_kernel():
    return gpflow.kernels.SquaredExponential()


def make_kernels(num):
    return [make_kernel() for _ in range(num)]


def make_ip():
    x = rng.permutation(Datum.X)
    return gpflow.inducing_variables.InducingPoints(x[:Datum.M, ...])


def make_ips(num):
    return [make_ip() for _ in range(num)]


# ------------------------------------------
# Data classes: storing constants
# ------------------------------------------


class Datum:
    D = 1
    L = 2
    P = 3
    M = 10
    N = 100
    W = rng.randn(P, L)
    X = rng.randn(N)[:, None]
    Xnew = rng.randn(N)[:, None]


multioutput_inducing_variable_list = [
    mf.SharedIndependentInducingVariables(make_ip()),
    mf.SeparateIndependentInducingVariables(make_ips(Datum.P))
]

multioutput_kernel_list = [
    mk.SharedIndependent(make_kernel(), Datum.P),
    mk.SeparateIndependent(make_kernels(Datum.L)),
    mk.LinearCoregionalization(make_kernels(Datum.L), Datum.W)
]


@pytest.mark.parametrize('inducing_variable', multioutput_inducing_variable_list)
@pytest.mark.parametrize('kernel', multioutput_kernel_list)
def test_kuu(inducing_variable, kernel):
    K = Kuu(inducing_variable, kernel, jitter=1e-9)
    _ = tf.linalg.cholesky(K)


@pytest.mark.parametrize('inducing_variable', multioutput_inducing_variable_list)
@pytest.mark.parametrize('kernel', multioutput_kernel_list)
def test_kuf(inducing_variable, kernel):
    _ = Kuf(inducing_variable, kernel, Datum.Xnew)


@pytest.mark.parametrize('func', [Kuu, Kuf])
def test_mixed_shared(func):
    inducing_variable = mf.SharedIndependentInducingVariables(make_ip())
    kernel = mk.LinearCoregionalization(make_kernels(Datum.L), Datum.W)
    if func is Kuu:
        t = tf.linalg.cholesky(func(inducing_variable, kernel, jitter=1e-9))
    else:
        t = func(inducing_variable, kernel, Datum.Xnew)
        print(t.shape)
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