def testErrorOnInputRankTooLow(self):
inv = bijectors.MatrixInverseTriL(validate_args=True)
x_ = np.array([0.1], dtype=np.float32)
rank_error_msg = "must have rank at least 2"
with self.assertRaisesWithPredicateMatch(ValueError, rank_error_msg):
self.evaluate(inv.forward(x_))
with self.assertRaisesWithPredicateMatch(ValueError, rank_error_msg):
self.evaluate(inv.inverse(x_))
with self.assertRaisesWithPredicateMatch(ValueError, rank_error_msg):
self.evaluate(inv.forward_log_det_jacobian(x_, event_ndims=2))
with self.assertRaisesWithPredicateMatch(ValueError, rank_error_msg):
self.evaluate(inv.inverse_log_det_jacobian(x_, event_ndims=2))
def testErrorOnInputSingular(self):
inv = bijectors.MatrixInverseTriL(validate_args=True)
x_ = np.array([[1., 0.],
[0., 0.]], dtype=np.float32)
nonsingular_error_msg = "must have all diagonal entries nonzero"
with self.assertRaisesOpError(nonsingular_error_msg):
self.evaluate(inv.forward(x_))
with self.assertRaisesOpError(nonsingular_error_msg):
self.evaluate(inv.inverse(x_))
with self.assertRaisesOpError(nonsingular_error_msg):
self.evaluate(inv.forward_log_det_jacobian(x_, event_ndims=2))
with self.assertRaisesOpError(nonsingular_error_msg):
self.evaluate(inv.inverse_log_det_jacobian(x_, event_ndims=2))
def testZeroByZeroMatrix(self):
inv = bijectors.MatrixInverseTriL(validate_args=True)
x_ = np.eye(0, dtype=np.float32)
x_inv_ = np.eye(0, dtype=np.float32)
expected_fldj_ = 0.
y = inv.forward(x_)
x_back = inv.inverse(x_inv_)
fldj = inv.forward_log_det_jacobian(x_, event_ndims=2)
ildj = inv.inverse_log_det_jacobian(x_inv_, event_ndims=2)
y_, x_back_, fldj_, ildj_ = self.evaluate([y, x_back, fldj, ildj])
self.assertAllClose(x_inv_, y_, atol=0., rtol=1e-5)
self.assertAllClose(x_, x_back_, atol=0., rtol=1e-5)
self.assertNear(expected_fldj_, fldj_, err=1e-3)
self.assertNear(-expected_fldj_, ildj_, err=1e-3)
def testErrorOnInputNotLowerTriangular(self):
inv = bijectors.MatrixInverseTriL(validate_args=True)
x_ = np.array([[1., 2.],
[3., 4.]], dtype=np.float32)
triangular_error_msg = "must be lower triangular"
with self.assertRaisesWithPredicateMatch(errors.InvalidArgumentError,
triangular_error_msg):
self.evaluate(inv.forward(x_))
with self.assertRaisesWithPredicateMatch(errors.InvalidArgumentError,
triangular_error_msg):
self.evaluate(inv.inverse(x_))
with self.assertRaisesWithPredicateMatch(errors.InvalidArgumentError,
triangular_error_msg):
self.evaluate(inv.forward_log_det_jacobian(x_, event_ndims=2))
with self.assertRaisesWithPredicateMatch(errors.InvalidArgumentError,
triangular_error_msg):
self.evaluate(inv.inverse_log_det_jacobian(x_, event_ndims=2))
def testComputesCorrectValues(self):
inv = bijectors.MatrixInverseTriL(validate_args=True)
self.assertEqual("matrix_inverse_tril", inv.name)
x_ = np.array([[0.7, 0., 0.],
[0.1, -1., 0.],
[0.3, 0.25, 0.5]], dtype=np.float32)
x_inv_ = np.linalg.inv(x_)
expected_fldj_ = -6. * np.sum(np.log(np.abs(np.diag(x_))))
y = inv.forward(x_)
x_back = inv.inverse(x_inv_)
fldj = inv.forward_log_det_jacobian(x_, event_ndims=2)
ildj = inv.inverse_log_det_jacobian(x_inv_, event_ndims=2)
y_, x_back_, fldj_, ildj_ = self.evaluate([y, x_back, fldj, ildj])
self.assertAllClose(x_inv_, y_, atol=0., rtol=1e-5)
self.assertAllClose(x_, x_back_, atol=0., rtol=1e-5)
self.assertNear(expected_fldj_, fldj_, err=1e-3)
self.assertNear(-expected_fldj_, ildj_, err=1e-3)
def testBatch(self):
# Test batch computation with input shape (2, 1, 2, 2), i.e. batch shape
# (2, 1).
inv = bijectors.MatrixInverseTriL(validate_args=True)
x_ = np.array([[[[1., 0.],
[2., 3.]]],
[[[4., 0.],
[5., -6.]]]], dtype=np.float32)
x_inv_ = self._inv(x_)
expected_fldj_ = -4. * np.sum(
np.log(np.abs(np.diagonal(x_, axis1=-2, axis2=-1))), axis=-1)
y = inv.forward(x_)
x_back = inv.inverse(x_inv_)
fldj = inv.forward_log_det_jacobian(x_, event_ndims=2)
ildj = inv.inverse_log_det_jacobian(x_inv_, event_ndims=2)
y_, x_back_, fldj_, ildj_ = self.evaluate([y, x_back, fldj, ildj])
self.assertAllClose(x_inv_, y_, atol=0., rtol=1e-5)
self.assertAllClose(x_, x_back_, atol=0., rtol=1e-5)
self.assertAllClose(expected_fldj_, fldj_, atol=0., rtol=1e-3)
self.assertAllClose(-expected_fldj_, ildj_, atol=0., rtol=1e-3)