diff --git a/GPy/testing/gpy_kernels_state_space_tests.py b/GPy/testing/gpy_kernels_state_space_tests.py index 785ae92f..034b58bb 100644 --- a/GPy/testing/gpy_kernels_state_space_tests.py +++ b/GPy/testing/gpy_kernels_state_space_tests.py @@ -28,23 +28,22 @@ class StateSpaceKernelsTests(np.testing.TestCase): kalman_filter_type=kalman_filter_type, use_cython=use_cython) + m1.likelihood[:] = Y.var()/10. + if check_gradients: self.assertTrue(m1.checkgrad()) if 1:#optimize: - m1.optimize(optimizer='lbfgsb',max_iters=2) + m1.optimize(optimizer='lbfgsb', max_iters=1) if compare_with_GP and (predict_X is None): predict_X = X self.assertTrue(compare_with_GP) if compare_with_GP: - np.random.seed(254856) m2 = GPy.models.GPRegression(X,Y, gp_kernel) - #m2.randomize() - m2.optimize(max_iters=optimize_max_iters) - m1[:] = m2[:] + m2[:] = m1[:] if (predict_X is not None): x_pred_reg_1 = m1.predict(predict_X) @@ -53,12 +52,12 @@ class StateSpaceKernelsTests(np.testing.TestCase): x_pred_reg_2 = m2.predict(predict_X) x_quant_reg_2 = m2.predict_quantiles(predict_X) - np.testing.assert_array_almost_equal(x_pred_reg_1[0], x_pred_reg_2[0], 3) - np.testing.assert_array_almost_equal(x_pred_reg_1[1], x_pred_reg_2[1], 3) - np.testing.assert_array_almost_equal(x_quant_reg_1[0], x_quant_reg_2[0], 3) - np.testing.assert_array_almost_equal(x_quant_reg_1[1], x_quant_reg_2[1], 3) - np.testing.assert_almost_equal(m1.log_likelihood(), m2.log_likelihood(), 3) - np.testing.assert_array_almost_equal(m1.gradient, m2.gradient, 2) + np.testing.assert_array_almost_equal(x_pred_reg_1[0], x_pred_reg_2[0], mean_compare_decimal) + np.testing.assert_array_almost_equal(x_pred_reg_1[1], x_pred_reg_2[1], var_compare_decimal) + np.testing.assert_array_almost_equal(x_quant_reg_1[0], x_quant_reg_2[0], mean_compare_decimal) + np.testing.assert_array_almost_equal(x_quant_reg_1[1], x_quant_reg_2[1], mean_compare_decimal) + np.testing.assert_array_almost_equal(m1.gradient, m2.gradient, var_compare_decimal) + np.testing.assert_almost_equal(m1.log_likelihood(), m2.log_likelihood(), var_compare_decimal) def test_Matern32_kernel(self,): @@ -103,7 +102,7 @@ class StateSpaceKernelsTests(np.testing.TestCase): predict_X=X, gp_kernel=gp_kernel, optimize_max_iters=1000, - mean_compare_decimal=2, var_compare_decimal=2) + mean_compare_decimal=2, var_compare_decimal=1) def test_periodic_kernel(self,): np.random.seed(322) # seed the random number generator @@ -172,7 +171,7 @@ class StateSpaceKernelsTests(np.testing.TestCase): self.run_for_model(X, Y, ss_kernel, check_gradients=True, predict_X=X, gp_kernel=gp_kernel, - mean_compare_decimal=5, var_compare_decimal=5) + mean_compare_decimal=4, var_compare_decimal=4) def test_exponential_kernel(self,): np.random.seed(12345) # seed the random number generator