Revision 911a10b2b73d54774432a3a95eaffc8f940f5b45 authored by Sergio Pascual on 04 September 2019, 10:59:56 UTC, committed by Artem Artemev on 04 September 2019, 10:59:56 UTC
1 parent 6a02bf5
test_multioutput_features.py
import numpy as np
import pytest
import tensorflow as tf
import gpflow
import gpflow.inducing_variables.mo_inducing_variables as mf
import gpflow.kernels.mo_kernels as mk
from gpflow.covariances import mo_kufs, mo_kuus
rng = np.random.RandomState(9911)
# ------------------------------------------
# Helpers
# ------------------------------------------
def make_kernel():
return gpflow.kernels.SquaredExponential()
def make_kernels(num):
return [make_kernel() for _ in range(num)]
def make_ip():
x = rng.permutation(Datum.X)
return gpflow.inducing_variables.InducingPoints(x[:Datum.M, ...])
def make_ips(num):
return [make_ip() for _ in range(num)]
# ------------------------------------------
# Data classes: storing constants
# ------------------------------------------
class Datum:
D = 1
L = 2
P = 3
M = 10
N = 100
W = rng.randn(P, L)
X = rng.randn(N)[:, None]
Xnew = rng.randn(N)[:, None]
multioutput_inducing_variable_list = [
mf.SharedIndependentInducingVariables(make_ip()),
mf.SeparateIndependentInducingVariables(make_ips(Datum.P))
]
multioutput_kernel_list = [
mk.SharedIndependent(make_kernel(), Datum.P),
mk.SeparateIndependent(make_kernels(Datum.L)),
mk.LinearCoregionalization(make_kernels(Datum.L), Datum.W)
]
@pytest.mark.parametrize('inducing_variable', multioutput_inducing_variable_list)
@pytest.mark.parametrize('kernel', multioutput_kernel_list)
def test_kuu(inducing_variable, kernel):
Kuu = mo_kuus.Kuu(inducing_variable, kernel, jitter=1e-9)
tf.linalg.cholesky(Kuu)
@pytest.mark.parametrize('inducing_variable', multioutput_inducing_variable_list)
@pytest.mark.parametrize('kernel', multioutput_kernel_list)
def test_kuf(inducing_variable, kernel):
Kuf = mo_kufs.Kuf(inducing_variable, kernel, Datum.Xnew)
@pytest.mark.parametrize('fun', [mo_kuus.Kuu, mo_kufs.Kuf])
def test_mixed_shared(fun):
inducing_variables = mf.SharedIndependentInducingVariables(make_ip())
kernel = mk.LinearCoregionalization(make_kernels(Datum.L), Datum.W)
if fun is mo_kuus.Kuu:
t = tf.linalg.cholesky(fun(inducing_variables, kernel, jitter=1e-9))
else:
t = fun(inducing_variables, kernel, Datum.Xnew)
print(t.shape)
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