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adding new test for cholesky backprop

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This commit is contained in:
James Hensman 2015-08-17 13:34:09 +01:00
parent e3fd7885bf
commit 0e7bacbec9
1 changed files with 6 additions and 1 deletions
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7
GPy/testing/cython_tests.py
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@ -51,11 +51,16 @@ class test_stationary(np.testing.TestCase):
class test_choleskies_backprop(np.testing.TestCase):
def setUp(self):
self.dL, self.L = np.random.randn(2, 100, 100)
a =np.random.randn(10,12)
A = a.dot(a.T)
self.L = GPy.util.linalg.jitchol(A)
self.dL = np.random.randn(10,10)
def test(self):
r1 = GPy.util.choleskies._backprop_gradient_pure(self.dL, self.L)
r2 = GPy.util.choleskies.choleskies_cython.backprop_gradient(self.dL, self.L)
r3 = GPy.util.choleskies.choleskies_cython.backprop_gradient_par_c(self.dL, self.L)
np.testing.assert_allclose(r1, r2)
np.testing.assert_allclose(r1, r3)