fix: kernel tests and variational tests

GPy/testing/kernel_tests.py

@@ -421,6 +421,21 @@ class KernelGradientTestsContinuous(unittest.TestCase):
         k.randomize()
         self.assertTrue(check_kernel_gradient_functions(k, X=self.X, X2=self.X2, verbose=verbose))
 
+    def test_OU(self):
+        k = GPy.kern.OU(self.D-1, ARD=True)
+        k.randomize()
+        self.assertTrue(check_kernel_gradient_functions(k, X=self.X, X2=self.X2, verbose=verbose))
+
+    def test_RatQuad(self):
+        k = GPy.kern.RatQuad(self.D-1, ARD=True)
+        k.randomize()
+        self.assertTrue(check_kernel_gradient_functions(k, X=self.X, X2=self.X2, verbose=verbose))
+
+    def test_ExpQuad(self):
+        k = GPy.kern.ExpQuad(self.D-1, ARD=True)
+        k.randomize()
+        self.assertTrue(check_kernel_gradient_functions(k, X=self.X, X2=self.X2, verbose=verbose))
+
     def test_integral(self):
         k = GPy.kern.Integral(1)
         k.randomize()

GPy/testing/variational_tests.py

@@ -0,0 +1,63 @@
+'''
+Copyright (c) 2015, Max Zwiessele
+All rights reserved.
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are met:
+
+* Redistributions of source code must retain the above copyright notice, this
+  list of conditions and the following disclaimer.
+
+* Redistributions in binary form must reproduce the above copyright notice,
+  this list of conditions and the following disclaimer in the documentation
+  and/or other materials provided with the distribution.
+
+* Neither the name of paramax nor the names of its
+  contributors may be used to endorse or promote products derived from
+  this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
+FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
+DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
+SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
+CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
+OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+'''
+import unittest
+import GPy, numpy as np
+
+class KLGrad(GPy.core.Model):
+            def __init__(self, Xvar, kl):   
+                super(KLGrad, self).__init__(name="klgrad")     
+                self.kl = kl
+                self.link_parameter(Xvar)
+                self.Xvar = Xvar
+                self._obj = 0
+            def parameters_changed(self):
+                self.Xvar.gradient[:] = 0
+                self.kl.update_gradients_KL(self.Xvar)
+                self._obj = self.kl.KL_divergence(self.Xvar)
+            def objective_function(self):
+                return self._obj
+        
+class Test(unittest.TestCase):
+
+    def setUp(self):
+        np.random.seed(12345)
+        self.Xvar = GPy.core.parameterization.variational.NormalPosterior(
+            np.random.uniform(0,1,(10,3)), 
+            np.random.uniform(1e-5,.01, (10,3))
+            )
+
+
+    def testNormal(self):
+        klgrad = KLGrad(self.Xvar, GPy.core.parameterization.variational.NormalPrior())
+        np.testing.assert_(klgrad.checkgrad())
+
+if __name__ == "__main__":
+    #import sys;sys.argv = ['', 'Test.testNormal']
+    unittest.main()