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Update rv_transformation_tests.py

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Max Zwiessele 2015-09-12 20:11:51 +01:00
parent e45b4a87d6
commit 4188ff3842
1 changed files with 4 additions and 7 deletions
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11
GPy/testing/rv_transformation_tests.py
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@ -14,8 +14,8 @@ 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)
@ -26,7 +26,7 @@ class TestModel(GPy.core.Model):
class RVTransformationTestCase(unittest.TestCase):
def _test_trans(self, trans):
m = TestModel(trans.__class__.__name__)
m = TestModel()
prior = GPy.priors.LogGaussian(.5, 0.1)
m.theta.set_prior(prior)
m.theta.unconstrain()
@ -34,7 +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(100000)
theta_s = prior.rvs(1e6)
phi_s = trans.finv(theta_s)
# which is essentially a kernel density estimation
kde = st.gaussian_kde(phi_s)
@ -56,15 +56,12 @@ class RVTransformationTestCase(unittest.TestCase):
# 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
print(theta_s.min(), theta_s.max())
for i in range(5):
print(theta_s[i])
m.theta = theta_s[i]
self.assertTrue(m.checkgrad(verbose=True))
def test_Logexp(self):
self._test_trans(GPy.constraints.Logexp())
def test_Exponent(self):
self._test_trans(GPy.constraints.Exponent())