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Update rv_transformation_tests.py

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Max Zwiessele 2015-09-12 19:42:40 +01:00
parent afac6571d6
commit 3f769a72d8
1 changed files with 8 additions and 29 deletions
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37
GPy/testing/rv_transformation_tests.py
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@ -9,12 +9,13 @@ import numpy as np
import scipy.stats as st
import GPy
class TestModel(GPy.core.Model):
"""
A simple GPy model with one parameter.
"""
def __init__(self, name):
GPy.core.Model.__init__(self, name)
def __init__(self):
GPy.core.Model.__init__(self, 'test_model')
theta = GPy.core.Param('theta', 1.)
self.link_parameter(theta)
@ -24,8 +25,8 @@ class TestModel(GPy.core.Model):
class RVTransformationTestCase(unittest.TestCase):
def _test_trans(self, trans, kde=True):
m = TestModel(trans.__class__.__name__)
def _test_trans(self, trans):
m = TestModel()
prior = GPy.priors.LogGaussian(.5, 0.1)
m.theta.set_prior(prior)
m.theta.unconstrain()
@ -33,7 +34,7 @@ class RVTransformationTestCase(unittest.TestCase):
# The PDF of the transformed variables
p_phi = lambda phi : np.exp(-m._objective_grads(phi)[0])
# To the empirical PDF of:
theta_s = prior.rvs(1e6)
theta_s = prior.rvs(100000)
phi_s = trans.finv(theta_s)
# which is essentially a kernel density estimation
kde = st.gaussian_kde(phi_s)
@ -41,8 +42,6 @@ class RVTransformationTestCase(unittest.TestCase):
phi = np.linspace(phi_s.min(), phi_s.max(), 100)
# The transformed PDF of phi should be this:
pdf_phi = np.array([p_phi(p) for p in phi])
# The following test cannot be very accurate
self.assertTrue(np.linalg.norm(pdf_phi - kde(phi)) / np.linalg.norm(kde(phi)) <= 1e-1)
# UNCOMMENT TO SEE GRAPHICAL COMPARISON
#import matplotlib.pyplot as plt
#fig, ax = plt.subplots()
@ -54,6 +53,8 @@ class RVTransformationTestCase(unittest.TestCase):
#plt.legend(loc='best')
#plt.show(block=True)
# END OF PLOT
# The following test cannot be very accurate
self.assertTrue(np.linalg.norm(pdf_phi - kde(phi)) / np.linalg.norm(kde(phi)) <= 1e-1)
# Check the gradients at a few random points
for i in range(10):
m.theta = theta_s[i]
@ -61,30 +62,8 @@ class RVTransformationTestCase(unittest.TestCase):
def test_Logexp(self):
self._test_trans(GPy.constraints.Logexp())
def test_Exponent(self):
self._test_trans(GPy.constraints.Exponent())
# def test_Logexpneg(self):
# self._test_trans(GPy.constraints.LogexpNeg(False))
# def test_neglogexp(self):
# self._test_trans(GPy.constraints.NegativeLogexp(False))
# def test_logexpclipped(self):
# self._test_trans(GPy.constraints.LogexpClipped())
# def test_NegExp(self):
# self._test_trans(GPy.constraints.NegativeExponent(False))
# def test_logexpNeg(self):
# self._test_trans(GPy.constraints.LogexpNeg(False))
# def test_Square(self):
# self._test_trans(GPy.constraints.Square(False))
# def test_logistic(self):
# self._test_trans(GPy.constraints.Logistic(False))
if __name__ == '__main__':
unittest.main()