https://github.com/GPflow/GPflow
Revision 02286ca0643f240790996a58d5b294a712810999 authored by Alexander G. de G. Matthews on 11 July 2016, 08:27:20 UTC, committed by GitHub on 11 July 2016, 08:27:20 UTC
using the built-in softplus function for simplicity
Tip revision: 02286ca0643f240790996a58d5b294a712810999 authored by Alexander G. de G. Matthews on 11 July 2016, 08:27:20 UTC
Merge pull request #127 from GPflow/softplus
Merge pull request #127 from GPflow/softplus
Tip revision: 02286ca
test_likelihoods.py
import GPflow
import tensorflow as tf
import numpy as np
import unittest
class TestSetup(object):
def __init__( self, likelihood, Y, tolerance ):
self.likelihood, self.Y, self.tolerance = likelihood, Y, tolerance
self.is_analytic = likelihood.predict_density.__func__ is not GPflow.likelihoods.Likelihood.predict_density.__func__
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) , 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) , 1e-6 ) )
test_setups.append( TestSetup( GPflow.likelihoods.Exponential(invlink=tf.square) , rng.rand(10,2) , 1e-6 ) )
test_setups.append( TestSetup( GPflow.likelihoods.Gamma(invlink=tf.square) , rng.rand(10,2) , 1e-6 ) )
sigmoid = lambda x : 1./(1 + tf.exp(-x))
test_setups.append( TestSetup( GPflow.likelihoods.Bernoulli(invlink=sigmoid) , rng.rand(10,2) , 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('float64')
for test_setup in self.test_setups:
test_setup.likelihood.make_tf_array(self.x)
self.F = tf.placeholder(tf.float64)
rng = np.random.RandomState(0)
self.F_data = rng.randn(10,2)
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.failUnless(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.failUnless(np.allclose(v1, v2, test_setup.tolerance, 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.failUnless(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)
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('float64')
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.failUnless(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('float64')
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.failUnless(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(tf.float64)
x = tf.placeholder('float64')
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.failUnless( np.allclose( mu , np.ones((nPoints,nClasses))/nClasses, tolerance, tolerance ) )
self.failUnless( 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.failUnless( np.allclose( variational_expectations , np.ones((nPoints,1))*validation_variational_expectation, tolerance, tolerance ) )
if __name__ == "__main__":
unittest.main()
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