Revision 48270681afc13081094f7f398a1e194c6b07ba9b authored by vdutor on 03 January 2018, 17:44:53 UTC, committed by Mark van der Wilk on 03 January 2018, 17:44:53 UTC
* Outline of new expectations code.

* Quadrature code now uses TensorFlow shape inference.

* General expectations work.

* Expectations RBF kern, not tested

* Add Identity mean function

* General unittests for Expectations

* Add multipledispatch package to travis

* Update tests_expectations

* Expectations of mean functions

* Mean function uncertain conditional

* Uncertain conditional with mean_function. Tested.

* Support for Add and Prod kernels and quadrature fallback decorator

* Refactor expectations unittests

* Psi stats Linear kernel

* Split expectations in different files

* Expectation Linear kernel and Linear mean function

* Remove None's from expectations api

* Removed old ekernels framework

* Add multipledispatch to setup file

* Work on PR feedback, not finished

* Addressed PR feedback

* Support for pairwise xKxz

* Enable expectations unittests

* Renamed `TimeseriesGaussian` to `MarkovGaussian` and added tests.

* Rename some variable, plus note for later test of <x Kxz>_q.

* Update conditionals.py

Add comment

* Change order of inputs to (feat, kern)

* Stef/expectations (#601)

* adding gaussmarkov quad

* don't override the markvogaussian in the quadrature

* can't test

* adding external test

* quadrature code done and works for MarkovGauss

* MarkovGaussian with quad implemented. All tests pass

* Shape comments.

* Removed superfluous autoflow functions for kernel expectations

* Update kernels.py

* Update quadrature.py
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test_triang.py
# Copyright 2017 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 tensorflow as tf

import numpy as np
from numpy.testing import assert_array_almost_equal


from gpflow import misc
from gpflow.test_util import GPflowTestCase


class TestVecToTri(GPflowTestCase):
    def reference_inverse(self, matrices):
		# This is the inverse operation of the vec_to_tri op being tested.
        D, N, _ = matrices.shape
        M = (N * (N + 1)) // 2
        tril_indices = np.tril_indices(N)
        output = np.zeros((D, M))
        for vector_index in range(D):
            matrix = matrices[vector_index, :]
            output[vector_index, :] = matrix[tril_indices]
        return output

    def get_example_matrices(self, D, N ):
        rng = np.random.RandomState(1)
        random_matrices = rng.randn(D, N, N)
        for matrix_index in range(D):
            for row_index in range(N):
                for col_index in range(N):
                    if col_index > row_index:
                        random_matrices[matrix_index, row_index, col_index] = 0.
        return random_matrices

    def test_basic_functionality(self):
        with self.test_context() as sess:
            N = 3
            D = 3
            reference_matrices = self.get_example_matrices(D, N)
            input_vector_tensor = tf.constant(self.reference_inverse(reference_matrices))

            test_matrices_tensor = misc.vec_to_tri(input_vector_tensor, N)
            test_matrices = sess.run(test_matrices_tensor)
            assert_array_almost_equal(reference_matrices, test_matrices)

    def test_differentiable(self):
        with self.test_context() as sess:
            N = 3
            D = 3
            reference_matrices = self.get_example_matrices(D, N)
            input_vector_array = self.reference_inverse(reference_matrices)
            input_vector_tensor = tf.constant(input_vector_array)

            test_matrices_tensor = misc.vec_to_tri(input_vector_tensor, N)
            reduced_sum = tf.reduce_sum(test_matrices_tensor)
            gradient = tf.gradients(reduced_sum, input_vector_tensor)[0]
            reference_gradient = np.ones_like(input_vector_array)
            test_gradient = sess.run(gradient)
            assert_array_almost_equal(reference_gradient, test_gradient)


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