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add test case for hmc sampler

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Zhenwen Dai 2016-02-19 17:59:50 +00:00
parent 98daaba57e
commit bfb0ecdcb4
1 changed files with 15 additions and 0 deletions
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15
GPy/testing/inference_tests.py
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@ -51,5 +51,20 @@ class InferenceXTestCase(unittest.TestCase):
np.testing.assert_array_almost_equal(m.X, mi.X, decimal=2) np.testing.assert_array_almost_equal(m.X, mi.X, decimal=2)
class HMCSamplerTest(unittest.TestCase):
def test_sampling(self):
np.random.seed(1)
x = np.linspace(0.,2*np.pi,100)[:,None]
y = -np.cos(x)+np.random.randn(*x.shape)*0.3+1
m = GPy.models.GPRegression(x,y)
m.kern.lengthscale.set_prior(GPy.priors.Gamma.from_EV(1.,10.))
m.kern.variance.set_prior(GPy.priors.Gamma.from_EV(1.,10.))
m.likelihood.variance.set_prior(GPy.priors.Gamma.from_EV(1.,10.))
hmc = GPy.inference.mcmc.HMC(m,stepsize=1e-2)
s = hmc.sample(num_samples=3)
if __name__ == "__main__": if __name__ == "__main__":
unittest.main() unittest.main()