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bug fix for mcmc sampler and add test case

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This commit is contained in:
Zhenwen Dai 2016-03-10 18:37:53 +00:00
parent ba74e29aee
commit f2b813551a
2 changed files with 18 additions and 5 deletions
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15
GPy/testing/inference_tests.py
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@ -64,6 +64,21 @@ class HMCSamplerTest(unittest.TestCase):
hmc = GPy.inference.mcmc.HMC(m,stepsize=1e-2)
s = hmc.sample(num_samples=3)
class MCMCSamplerTest(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.))
mcmc = GPy.inference.mcmc.Metropolis_Hastings(m)
mcmc.sample(Ntotal=100, Nburn=10)
if __name__ == "__main__":
unittest.main()