https://github.com/GPflow/GPflow
Tip revision: 6fd1a26809a4c754b73c1a645b48d7cda35b2cd6 authored by John Bradshaw on 24 October 2017, 10:29:09 UTC
Merge remote-tracking branch 'origin/GPflow-1.0-RC' into john-bradshaw/linear-features-for-kernels-gpflow1.0
Merge remote-tracking branch 'origin/GPflow-1.0-RC' into john-bradshaw/linear-features-for-kernels-gpflow1.0
Tip revision: 6fd1a26
test_predict.py
# Copyright 2016 the GPflow authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.from __future__ import print_function
import unittest
import numpy as np
import gpflow
from gpflow.test_util import GPflowTestCase
class TestGaussian(GPflowTestCase):
def setUp(self):
self.rng = np.random.RandomState(0)
self.X = self.rng.randn(100, 2)
self.Y = self.rng.randn(100, 1)
self.kern = gpflow.kernels.Matern32(2) + gpflow.kernels.White(1)
self.Xtest = self.rng.randn(10, 2)
self.Ytest = self.rng.randn(10, 1)
# make a Gaussian model
self.m = gpflow.models.GPR(self.X, self.Y, kern=self.kern)
def test_all(self):
with self.test_context():
self.m.compile()
mu_f, var_f = self.m.predict_f(self.Xtest)
mu_y, var_y = self.m.predict_y(self.Xtest)
self.assertTrue(np.allclose(mu_f, mu_y))
self.assertTrue(np.allclose(var_f, var_y - 1.))
def test_density(self):
with self.test_context():
self.m.compile()
mu_y, var_y = self.m.predict_y(self.Xtest)
density = self.m.predict_density(self.Xtest, self.Ytest)
density_hand = -0.5*np.log(2*np.pi) - 0.5*np.log(var_y) - 0.5*np.square(mu_y - self.Ytest)/var_y
self.assertTrue(np.allclose(density_hand, density))
def test_recompile(self):
with self.test_context():
self.m.compile()
mu_f, var_f = self.m.predict_f(self.Xtest)
mu_y, var_y = self.m.predict_y(self.Xtest)
density = self.m.predict_density(self.Xtest, self.Ytest)
#change a fix and see if these things still compile
self.m.likelihood.variance = 0.2
self.m.likelihood.variance.fixed = True
#this will fail unless a recompile has been triggered
mu_f, var_f = self.m.predict_f(self.Xtest)
mu_y, var_y = self.m.predict_y(self.Xtest)
density = self.m.predict_density(self.Xtest, self.Ytest)
class TestFullCov(GPflowTestCase):
"""
this base class requires inherriting to specify the model.
This test structure is more complex that, say, looping over the models, but
makses all the tests much smaller and so less prone to erroring out. Also,
if a test fails, it should be clearer where the error is.
"""
def setUp(self):
self.input_dim = 3
self.output_dim = 2
self.N = 20
self.Ntest = 30
self.M = 5
rng = np.random.RandomState(0)
self.num_samples = 5
self.samples_shape = (self.num_samples, self.Ntest, self.output_dim)
self.covar_shape = (self.Ntest, self.Ntest, self.output_dim)
self.X, self.Y, self.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))
self.k = lambda: gpflow.kernels.Matern32(self.input_dim)
self.model = gpflow.models.GPR(self.X, self.Y, kern=self.k())
def test_cov(self):
with self.test_context():
self.model.compile()
mu1, var = self.model.predict_f(self.Xtest)
mu2, covar = self.model.predict_f_full_cov(self.Xtest)
self.assertTrue(np.all(mu1 == mu2))
self.assertTrue(covar.shape == self.covar_shape)
self.assertTrue(var.shape == (self.Ntest, self.output_dim))
for i in range(self.output_dim):
self.assertTrue(np.allclose(var[:, i], np.diag(covar[:, :, i])))
def test_samples(self):
with self.test_context():
self.model.compile()
samples = self.model.predict_f_samples(self.Xtest, self.num_samples)
self.assertTrue(samples.shape == self.samples_shape)
class TestFullCovSGPR(TestFullCov):
def setUp(self):
TestFullCov.setUp(self)
self.model = gpflow.models.SGPR(self.X, self.Y, Z=self.Z, kern=self.k())
self.model.compile()
class TestFullCovGPRFITC(TestFullCov):
def setUp(self):
TestFullCov.setUp(self)
self.model = gpflow.models.GPRFITC(
self.X, self.Y,
Z=self.Z, kern=self.k())
class TestFullCovSVGP1(TestFullCov):
def setUp(self):
TestFullCov.setUp(self)
self.model = gpflow.models.SVGP(
self.X, self.Y, Z=self.Z, kern=self.k(),
likelihood=gpflow.likelihoods.Gaussian(),
whiten=False, q_diag=True)
class TestFullCovSVGP2(TestFullCov):
def setUp(self):
TestFullCov.setUp(self)
self.model = gpflow.models.SVGP(
self.X, self.Y, Z=self.Z, kern=self.k(),
likelihood=gpflow.likelihoods.Gaussian(),
whiten=True, q_diag=False)
class TestFullCovSVGP3(TestFullCov):
def setUp(self):
TestFullCov.setUp(self)
self.model = gpflow.models.SVGP(
self.X, self.Y, Z=self.Z, kern=self.k(),
likelihood=gpflow.likelihoods.Gaussian(),
whiten=True, q_diag=True)
class TestFullCovSVGP4(TestFullCov):
def setUp(self):
TestFullCov.setUp(self)
self.model = gpflow.models.SVGP(
self.X, self.Y, Z=self.Z, kern=self.k(),
likelihood=gpflow.likelihoods.Gaussian(),
whiten=True, q_diag=False)
class TestFullCovVGP(TestFullCov):
def setUp(self):
TestFullCov.setUp(self)
self.model = gpflow.models.VGP(
self.X, self.Y, kern=self.k(),
likelihood=gpflow.likelihoods.Gaussian())
class TestFullCovGPMC(TestFullCov):
def setUp(self):
TestFullCov.setUp(self)
self.model = gpflow.models.GPMC(
self.X, self.Y, kern=self.k(),
likelihood=gpflow.likelihoods.Gaussian())
class TestFullCovSGPMC(TestFullCov):
def setUp(self):
TestFullCov.setUp(self)
self.model = gpflow.models.SGPMC(
self.X, self.Y, kern=self.k(),
likelihood=gpflow.likelihoods.Gaussian(),
Z=self.Z)
if __name__ == "__main__":
unittest.main()