Beispiel #1
0
def test_exp_sig_of_norm():

    mean = 1
    std = 0.8
    n_points = 1000
    seed = 1234

    inputs = np.random.RandomState(seed).normal(mean, std, size = n_points)
    vals = sigm(inputs)
    sample_mean = np.mean(vals)

    for method in ('maclauren-2', 'maclauren-3', 'probit'):
        approx_true_mean = expected_sigm_of_norm(mean, std, method = method)
        approx_sample_mean = expected_sigm_of_norm(np.mean(inputs), np.std(inputs), method = method)
        true_error = np.abs(approx_true_mean-sample_mean)/sample_mean
        sample_error = np.abs(approx_sample_mean-sample_mean)/sample_mean
        print 'Error for %s: %.4f True, %.4f Sample.' % (method, true_error, sample_error)
        assert true_error < 0.02, 'Method %s did pretty bad' % (method, )
Beispiel #2
0
def test_exp_sig_of_norm():

    mean = 1
    std = 0.8
    n_points = 1000
    seed = 1234

    inputs = np.random.RandomState(seed).normal(mean, std, size = n_points)
    vals = sigm(inputs)
    sample_mean = np.mean(vals)

    for method in ('maclauren-2', 'maclauren-3', 'probit'):
        approx_true_mean = expected_sigm_of_norm(mean, std, method = method)
        approx_sample_mean = expected_sigm_of_norm(np.mean(inputs), np.std(inputs), method = method)
        true_error = np.abs(approx_true_mean-sample_mean)/sample_mean
        sample_error = np.abs(approx_sample_mean-sample_mean)/sample_mean
        print('Error for %s: %.4f True, %.4f Sample.' % (method, true_error, sample_error))
        assert true_error < 0.02, 'Method %s did pretty bad' % (method, )