https://github.com/GPflow/GPflow
Revision 17781c21be71eacad81d2c0de32c319ec985c14b authored by Mark van der Wilk on 09 May 2018, 18:21:58 UTC, committed by GitHub on 09 May 2018, 18:21:58 UTC
* Start integrating gpflow-monitor in actions framework.

* Initial commit for GPfow monitor integration with actions framework.

* Quick fix to TriggeredAction.

* Saver works.

* PrintTimings added to actions.

* simple callback action added. Needs to handle session correctly

* ModelTensorBoard action seems to be working. More testing needed

* Exclude monitor from testing.

* Check if notebook coverage is included.

* Moving back to removing coverage of monitor.

* changed callback action to have access to the model

* yet another edit to callback action in order to get access to the context

* adding type annotations and cleanning up code

* changed condition in the triggered action

* Notebook, small bugfixes & LmlTensorBoard.

* Add very simple test for monitor.

* import of tqdm if not installed is now gracefully handled.

* Added seq_exp_lin.

* `force_run` now first test.

* Fix `force_run` bug.

* Updated test.

* Actions test now also tests `CallbackAction`.
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Tip revision: 17781c21be71eacad81d2c0de32c319ec985c14b authored by Mark van der Wilk on 09 May 2018, 18:21:58 UTC
Inclusion of `gpflow-monitor` (#705)
Tip revision: 17781c2
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.

import tensorflow as tf
import numpy as np

import gpflow
from gpflow.test_util import GPflowTestCase


class TestGaussian(GPflowTestCase):
    def prepare(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
        return gpflow.models.GPR(self.X, self.Y, kern=self.kern)

    def test_all(self):
        with self.test_context():
            m = self.prepare()
            mu_f, var_f = m.predict_f(self.Xtest)
            mu_y, var_y = 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():
            m = self.prepare()
            mu_y, var_y = m.predict_y(self.Xtest)
            density = 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():
            m = self.prepare()
            mu_f, var_f = m.predict_f(self.Xtest)
            mu_y, var_y = m.predict_y(self.Xtest)
            density = m.predict_density(self.Xtest, self.Ytest)

            #change a fix and see if these things still compile
            m.likelihood.variance = 0.2
            m.likelihood.variance.trainable = False

            #this will fail unless a recompile has been triggered
            mu_f, var_f = m.predict_f(self.Xtest)
            mu_y, var_y = m.predict_y(self.Xtest)
            density = 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.
    """

    input_dim = 3
    output_dim = 2
    N = 20
    Ntest = 30
    M = 5
    rng = np.random.RandomState(0)
    num_samples = 5
    samples_shape = (num_samples, Ntest, output_dim)
    covar_shape = (Ntest, Ntest, output_dim)
    X = rng.randn(N, input_dim)
    Y = rng.randn(N, output_dim)
    Z = rng.randn(M, input_dim)
    Xtest = rng.randn(Ntest, input_dim)

    @classmethod
    def kernel(cls):
        return gpflow.kernels.Matern32(cls.input_dim)

    def prepare(self):
        return gpflow.models.GPR(self.X, self.Y, kern=self.kernel())

    def test_cov(self):
        with self.test_context():
            m = self.prepare()
            mu1, var = m.predict_f(self.Xtest)
            mu2, covar = m.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():
            m = self.prepare()
            samples = m.predict_f_samples(self.Xtest, self.num_samples)
            self.assertTrue(samples.shape == self.samples_shape)


class TestFullCovSGPR(TestFullCov):
    def prepare(self):
        return gpflow.models.SGPR(self.X, self.Y, Z=self.Z, kern=self.kernel())


class TestFullCovGPRFITC(TestFullCov):
    def prepare(self):
        return gpflow.models.GPRFITC(self.X, self.Y, Z=self.Z, kern=self.kernel())


class TestFullCovSVGP1(TestFullCov):
    def prepare(self):
        return gpflow.models.SVGP(
            self.X, self.Y, Z=self.Z, kern=self.kernel(),
            likelihood=gpflow.likelihoods.Gaussian(),
            whiten=False, q_diag=True)


class TestFullCovSVGP2(TestFullCov):
    def prepare(self):
        return gpflow.models.SVGP(
            self.X, self.Y, Z=self.Z, kern=self.kernel(),
            likelihood=gpflow.likelihoods.Gaussian(),
            whiten=True, q_diag=False)


class TestFullCovSVGP3(TestFullCov):
    def prepare(self):
        return gpflow.models.SVGP(
            self.X, self.Y, Z=self.Z, kern=self.kernel(),
            likelihood=gpflow.likelihoods.Gaussian(),
            whiten=True, q_diag=True)


class TestFullCovSVGP4(TestFullCov):
    def prepare(self):
        return gpflow.models.SVGP(
            self.X, self.Y, Z=self.Z, kern=self.kernel(),
            likelihood=gpflow.likelihoods.Gaussian(),
            whiten=True, q_diag=False)


class TestFullCovVGP(TestFullCov):
    def prepare(self):
        return gpflow.models.VGP(
            self.X, self.Y, kern=self.kernel(),
            likelihood=gpflow.likelihoods.Gaussian())


class TestFullCovGPMC(TestFullCov):
    def prepare(self):
        return gpflow.models.GPMC(
            self.X, self.Y, kern=self.kernel(),
            likelihood=gpflow.likelihoods.Gaussian())


class TestFullCovSGPMC(TestFullCov):
    def prepare(self):
        return gpflow.models.SGPMC(
            self.X, self.Y, kern=self.kernel(),
            likelihood=gpflow.likelihoods.Gaussian(),
            Z=self.Z)


if __name__ == "__main__":
    tf.test.main()
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