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expectation test slicing

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Max Zwiessele 2013-09-03 10:06:14 +01:00
parent 1d37b31bea
commit b42a6da835
1 changed files with 36 additions and 19 deletions
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55
GPy/testing/psi_stat_expectation_tests.py
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@ -7,9 +7,14 @@ import unittest
import GPy
import numpy as np
from GPy import testing
import sys
import numpy
from GPy.kern.parts.rbf import RBF
from GPy.kern.parts.linear import Linear
from copy import deepcopy
__test__ = False
np.random.seed(0)
__test__ = lambda: 'deep' in sys.argv
# np.random.seed(0)
def ard(p):
try:
@ -19,24 +24,37 @@ def ard(p):
pass
return ""
@testing.deepTest(__test__)
@testing.deepTest(__test__())
class Test(unittest.TestCase):
input_dim = 9
num_inducing = 4
N = 3
Nsamples = 6e6
Nsamples = 5e6
def setUp(self):
i_s_dim_list = [2,4,3]
indices = numpy.cumsum(i_s_dim_list).tolist()
input_slices = [slice(a,b) for a,b in zip([None]+indices, indices)]
#input_slices[2] = deepcopy(input_slices[1])
input_slice_kern = GPy.kern.kern(9,
[
RBF(i_s_dim_list[0], np.random.rand(), np.random.rand(i_s_dim_list[0]), ARD=True),
RBF(i_s_dim_list[1], np.random.rand(), np.random.rand(i_s_dim_list[1]), ARD=True),
Linear(i_s_dim_list[2], np.random.rand(i_s_dim_list[2]), ARD=True)
],
input_slices = input_slices
)
self.kerns = (
input_slice_kern,
# (GPy.kern.rbf(self.input_dim, ARD=True) +
# GPy.kern.linear(self.input_dim, ARD=True) +
# GPy.kern.bias(self.input_dim) +
# GPy.kern.white(self.input_dim)),
(GPy.kern.rbf(self.input_dim, np.random.rand(), np.random.rand(self.input_dim), ARD=True) +
GPy.kern.rbf(self.input_dim, np.random.rand(), np.random.rand(self.input_dim), ARD=True) +
GPy.kern.linear(self.input_dim, np.random.rand(self.input_dim), ARD=True) +
GPy.kern.bias(self.input_dim) +
GPy.kern.white(self.input_dim)),
# (GPy.kern.rbf(self.input_dim, np.random.rand(), np.random.rand(self.input_dim), ARD=True) +
# GPy.kern.rbf(self.input_dim, np.random.rand(), np.random.rand(self.input_dim), ARD=True) +
# GPy.kern.linear(self.input_dim, np.random.rand(self.input_dim), ARD=True) +
# GPy.kern.bias(self.input_dim) +
# GPy.kern.white(self.input_dim)),
# GPy.kern.rbf(self.input_dim), GPy.kern.rbf(self.input_dim, ARD=True),
# GPy.kern.linear(self.input_dim, ARD=False), GPy.kern.linear(self.input_dim, ARD=True),
# GPy.kern.linear(self.input_dim) + GPy.kern.bias(self.input_dim),
@ -61,22 +79,22 @@ class Test(unittest.TestCase):
def test_psi1(self):
for kern in self.kerns:
Nsamples = 100
Nsamples = np.floor(self.Nsamples/300.)
psi1 = kern.psi1(self.Z, self.q_x_mean, self.q_x_variance)
K_ = np.zeros((Nsamples, self.num_inducing))
diffs = []
for i, q_x_sample_stripe in enumerate(np.array_split(self.q_x_samples, self.Nsamples / Nsamples)):
K = kern.K(q_x_sample_stripe, self.Z)
K = kern.K(q_x_sample_stripe[:Nsamples], self.Z)
K_ += K
diffs.append(((psi1 - (K_ / (i + 1)))).mean())
diffs.append((np.abs(psi1 - (K_ / (i + 1)))**2).mean())
K_ /= self.Nsamples / Nsamples
msg = "psi1: " + "+".join([p.name + ard(p) for p in kern.parts])
try:
import pylab
pylab.figure(msg)
pylab.plot(diffs)
self.assertTrue(np.allclose(psi1.squeeze(), K_,
rtol=1e-1, atol=.1),
# print msg, ((psi1.squeeze() - K_)**2).mean() < .01
self.assertTrue(((psi1.squeeze() - K_)**2).mean() < .01,
msg=msg + ": not matching")
# sys.stdout.write(".")
except:
@ -87,7 +105,7 @@ class Test(unittest.TestCase):
def test_psi2(self):
for kern in self.kerns:
Nsamples = 100
Nsamples = self.Nsamples/300.
psi2 = kern.psi2(self.Z, self.q_x_mean, self.q_x_variance)
K_ = np.zeros((self.num_inducing, self.num_inducing))
diffs = []
@ -95,13 +113,14 @@ class Test(unittest.TestCase):
K = kern.K(q_x_sample_stripe, self.Z)
K = (K[:, :, None] * K[:, None, :]).mean(0)
K_ += K
diffs.append(((psi2 - (K_ / (i + 1)))).mean())
diffs.append(((psi2 - (K_ / (i + 1)))**2).mean())
K_ /= self.Nsamples / Nsamples
msg = "psi2: {}".format("+".join([p.name + ard(p) for p in kern.parts]))
try:
import pylab
pylab.figure(msg)
pylab.plot(diffs)
# print msg, np.allclose(psi2.squeeze(), K_, rtol=1e-1, atol=.1)
self.assertTrue(np.allclose(psi2.squeeze(), K_,
rtol=1e-1, atol=.1),
msg=msg + ": not matching")
@ -114,10 +133,8 @@ class Test(unittest.TestCase):
pass
if __name__ == "__main__":
import sys
__test__ = 'deep' in sys.argv
sys.argv = ['',
'Test.test_psi0',
#'Test.test_psi0',
'Test.test_psi1',
'Test.test_psi2',
]