https://github.com/GPflow/GPflow
Raw File
Tip revision: 7fd2fee4d8b56eee399f71ffb3017626e3f01a4e authored by vdutor on 02 October 2018, 19:21:24 UTC
Merge branch 'develop' of https://github.com/GPflow/GPflow into vincent/shared-mixed-mok
Tip revision: 7fd2fee
test_multioutput_features.py
import gpflow
import gpflow.multioutput.features as mf
import gpflow.multioutput.kernels as mk
import numpy as np
import pytest
import tensorflow as tf
from gpflow.features import InducingPoints
from gpflow.kernels import RBF
from gpflow.likelihoods import Gaussian
from gpflow.models import SVGP
from gpflow.test_util import session_tf


float_type = gpflow.settings.float_type
np.random.seed(1)


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


def make_kernel():
    return gpflow.kernels.RBF(Datum.D)


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


def make_ip():
    x = np.random.permutation(Datum.X)
    return gpflow.features.InducingPoints(x[:Datum.M, ...])


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


class Mofs:
    def shared_independent(self):
        return mf.SharedIndependentMof(make_ip())

    def separate_independent(self, num=Datum.P):
        return mf.SeparateIndependentMof(make_ips(num))

    def features(self):
        return [self.shared_independent, self.separate_independent]

    def mixed_shared(self):
        return mf.MixedKernelSharedMof(make_ip())


class Moks:
    def shared_independent(self):
        return mk.SharedIndependentMok(make_kernel(), Datum.P)

    def separate_independent(self, num=Datum.L):
        return mk.SeparateIndependentMok(make_kernels(num))

    def separate_mixed(self, num=Datum.L):
        return mk.SeparateMixedMok(make_kernels(num), Datum.W)

    def kernels(self):
        return [self.shared_independent, self.separate_independent, self.separate_mixed]


@pytest.mark.parametrize('feature', Mofs().features())
@pytest.mark.parametrize('kernel', Moks().kernels())
def test_kuu(session_tf, feature, kernel):
    Kuu = mf.Kuu(feature(), kernel(), jitter=1e-9)
    session_tf.run(tf.cholesky(Kuu))


@pytest.mark.parametrize('feature', Mofs().features())
@pytest.mark.parametrize('kernel', Moks().kernels())
def test_kuf(session_tf, feature, kernel):
    Kuf = mf.Kuf(feature(), kernel(), Datum.Xnew)
    session_tf.run(Kuf)


@pytest.mark.parametrize('fun', [mf.Kuu, mf.Kuf])
def test_mixed_shared(session_tf, fun):
    f = Mofs().mixed_shared()
    k = Moks().separate_mixed()
    if fun is mf.Kuu:
        t = tf.cholesky(fun(f, k, jitter=1e-9))
    else:
        t = fun(f, k, Datum.Xnew)
        print(t.shape)
    session_tf.run(t)
back to top