def test_first(self):
df = data.df_diamonds >> gr.tf_select(X.cut, X.x) >> gr.tf_head(5)
# straight summarize
t = df >> gr.tf_summarize(f=gr.first(X.x))
df_truth = pd.DataFrame({"f": [3.95]})
self.assertTrue(t.equals(df_truth))
# grouped summarize
t = df >> gr.tf_group_by(X.cut) >> gr.tf_summarize(f=gr.first(X.x))
df_truth = pd.DataFrame({
"cut": ["Good", "Ideal", "Premium"],
"f": [4.05, 3.95, 3.89]
})
self.assertTrue(t.equals(df_truth))
# summarize with order_by
t = df >> gr.tf_summarize(f=gr.first(X.x, order_by=gr.desc(X.cut)))
df_truth = pd.DataFrame({"f": [3.89]})
# straight mutate
t = df >> gr.tf_mutate(f=gr.first(X.x))
df_truth = df.copy()
df_truth["f"] = df_truth.x.iloc[0]
self.assertTrue(t.equals(df_truth))
# grouped mutate
t = df >> gr.tf_group_by(X.cut) >> gr.tf_mutate(f=gr.first(X.x))
df_truth["f"] = pd.Series([3.95, 3.89, 4.05, 3.89, 4.05])
self.assertTrue(t.sort_index().equals(df_truth))
def test_n(self):
df = data.df_diamonds >> gr.tf_select(X.cut, X.x) >> gr.tf_head(5)
# straight summarize
t = df >> gr.tf_summarize(n=gr.n(X.x))
df_truth = pd.DataFrame({"n": [5]})
self.assertTrue(t.equals(df_truth))
# grouped summarize
t = df >> gr.tf_group_by(X.cut) >> gr.tf_summarize(n=gr.n(X.x))
df_truth = pd.DataFrame({
"cut": ["Good", "Ideal", "Premium"],
"n": [2, 1, 2]
})
self.assertTrue(t.equals(df_truth))
# straight mutate
t = df >> gr.tf_mutate(n=gr.n(X.x))
df_truth = df.copy()
df_truth["n"] = 5
self.assertTrue(t.equals(df_truth))
# grouped mutate
t = df >> gr.tf_group_by(X.cut) >> gr.tf_mutate(n=gr.n(X.x))
df_truth["n"] = pd.Series([1, 2, 2, 2, 2, 2])
self.assertTrue(t.sort_index().equals(df_truth))
# Implicit mode summarize
t = df >> gr.tf_summarize(n=gr.n())
df_truth = pd.DataFrame({"n": [5]})
self.assertTrue(t.equals(df_truth))
# Implicit mode mutate
t = df >> gr.tf_group_by(X.cut) >> gr.tf_mutate(n=gr.n())
df_truth = df.copy()
df_truth["n"] = pd.Series([1, 2, 2, 2, 2, 2])
self.assertTrue(t.sort_index().equals(df_truth))
def test_last(self):
df = data.df_diamonds >> gr.tf_select(X.cut, X.x) >> gr.tf_head(5)
# straight summarize
t = df >> gr.tf_summarize(l=gr.last(X.x))
df_truth = pd.DataFrame({"l": [4.34]})
self.assertTrue(t.equals(df_truth))
# grouped summarize
t = df >> gr.tf_group_by(X.cut) >> gr.tf_summarize(l=gr.last(X.x))
df_truth = pd.DataFrame({
"cut": ["Good", "Ideal", "Premium"],
"l": [4.34, 3.95, 4.20]
})
self.assertTrue(t.equals(df_truth))
# summarize with order_by
t = df >> gr.tf_summarize(f=gr.last(
X.x, order_by=[gr.desc(X.cut), gr.desc(X.x)]))
df_truth = pd.DataFrame({"f": [4.05]})
assert df_truth.equals(t)
# straight mutate
t = df >> gr.tf_mutate(l=gr.last(X.x))
df_truth = df.copy()
df_truth["l"] = df_truth.x.iloc[4]
self.assertTrue(t.equals(df_truth))
# grouped mutate
t = df >> gr.tf_group_by(X.cut) >> gr.tf_mutate(l=gr.last(X.x))
df_truth["l"] = pd.Series([3.95, 4.20, 4.34, 4.20, 4.34])
self.assertTrue(t.sort_index().equals(df_truth))
def test_nth(self):
df = data.df_diamonds >> gr.tf_select(X.cut, X.x) >> gr.tf_head(10)
# straight summarize
t = df >> gr.tf_summarize(second=gr.nth(X.x, 1))
df_truth = pd.DataFrame({"second": [3.89]})
self.assertTrue(t.equals(df_truth))
# grouped summarize
t = df >> gr.tf_group_by(
X.cut) >> gr.tf_summarize(first=gr.nth(X.x, 0))
df_truth = pd.DataFrame({
"cut": ["Fair", "Good", "Ideal", "Premium", "Very Good"],
"first": [3.87, 4.05, 3.95, 3.89, 3.94],
})
self.assertTrue(t.equals(df_truth))
# summarize with order_by
t = df >> gr.tf_summarize(last=gr.nth(
X.x, -1, order_by=[gr.desc(X.cut), gr.desc(X.x)]))
df_truth = pd.DataFrame({"last": [3.87]})
self.assertTrue(df_truth.equals(t))
# straight mutate
t = df >> gr.tf_mutate(out_of_range=gr.nth(X.x, 500))
df_truth = df.copy()
df_truth["out_of_range"] = np.nan
self.assertTrue(t.equals(df_truth))
# grouped mutate
t = df >> gr.tf_group_by(
X.cut) >> gr.tf_mutate(penultimate=gr.nth(X.x, -2))
df_truth = df.copy()
df_truth["penultimate"] = pd.Series(
[np.nan, 3.89, 4.05, 3.89, 4.05, 4.07, 4.07, 4.07, np.nan, 4.07])
self.assertTrue(t.sort_index().equals(df_truth))
def test_sd(self):
df = (
data.df_diamonds
>> gr.tf_group_by(X.cut)
>> gr.tf_head(3)
>> gr.tf_select(X.cut, X.x)
>> gr.tf_ungroup()
)
# straight summarize
t = df >> gr.tf_summarize(s=gr.sd(X.x))
df_truth = pd.DataFrame({"s": [0.829091]})
test_vector = abs(t.s - df_truth.s)
self.assertTrue(all(test_vector < 0.00001))
# grouped summarize
t = df >> gr.tf_group_by(X.cut) >> gr.tf_summarize(s=gr.sd(X.x))
df_truth = pd.DataFrame(
{
"cut": ["Fair", "Good", "Ideal", "Premium", "Very Good"],
"s": [1.440417, 0.148436, 0.236925, 0.181934, 0.072342],
}
)
test_vector = abs(t.s - df_truth.s)
self.assertTrue(all(test_vector < 0.00001))
# straight mutate
t = df >> gr.tf_mutate(s=gr.sd(X.x))
df_truth = df.copy()
df_truth["s"] = 0.829091
test_vector = abs(t.s - df_truth.s)
self.assertTrue(all(test_vector < 0.00001))
# grouped mutate
t = df >> gr.tf_group_by(X.cut) >> gr.tf_mutate(s=gr.sd(X.x))
# df_truth['s'] = pd.Series([1.440417, 1.440417, 1.440417, 0.148436, 0.148436, 0.148436,
# 0.236925, 0.236925, 0.236925, 0.181934, 0.181934, 0.181934,
# 0.072342, 0.072342, 0.072342],
# index=t.index)
# test_vector = abs(t.s - df_truth.s)
# print(t)
# print(df_truth)
self.assertTrue(all(test_vector < 0.00001))
# test with single value (var undefined)
df = (
data.df_diamonds
>> gr.tf_group_by(X.cut)
>> gr.tf_head(1)
>> gr.tf_select(X.cut, X.x)
)
t = df >> gr.tf_group_by(X.cut) >> gr.tf_summarize(s=gr.sd(X.x))
df_truth = pd.DataFrame(
{
"cut": ["Fair", "Good", "Ideal", "Premium", "Very Good"],
"s": [np.nan, np.nan, np.nan, np.nan, np.nan],
}
)
self.assertTrue(t.equals(df_truth))
def test_var(self):
df = (
data.df_diamonds
>> gr.tf_group_by(X.cut)
>> gr.tf_head(3)
>> gr.tf_select(X.cut, X.x)
>> gr.tf_ungroup()
)
# straight summarize
t = df >> gr.tf_summarize(v=gr.var(X.x))
df_truth = pd.DataFrame({"v": [0.687392]})
test_vector = abs(t.v - df_truth.v)
self.assertTrue(all(test_vector < 0.00001))
# grouped summarize
t = df >> gr.tf_group_by(X.cut) >> gr.tf_summarize(v=gr.var(X.x))
df_truth = pd.DataFrame(
{
"cut": ["Fair", "Good", "Ideal", "Premium", "Very Good"],
"v": [2.074800, 0.022033, 0.056133, 0.033100, 0.005233],
}
)
test_vector = abs(t.v - df_truth.v)
self.assertTrue(all(test_vector < 0.00001))
# straight mutate
t = df >> gr.tf_mutate(v=gr.var(X.x))
df_truth = df.copy()
df_truth["v"] = 0.687392
test_vector = abs(t.v - df_truth.v)
self.assertTrue(all(test_vector < 0.00001))
# grouped mutate
# t = df >> group_by(X.cut) >> mutate(v=var(X.x))
# df_truth['v'] = pd.Series([2.074800, 2.074800, 2.074800, 0.022033, 0.022033, 0.022033,
# 0.056133, 0.056133, 0.056133, 0.033100, 0.033100, 0.033100,
# 0.005233, 0.005233, 0.005233],
# index=t.index)
# test_vector = abs(t.v - df_truth.v)
# assert all(test_vector < .00001)
# test with single value (var undefined)
df = (
data.df_diamonds
>> gr.tf_group_by(X.cut)
>> gr.tf_head(1)
>> gr.tf_select(X.cut, X.x)
)
t = df >> gr.tf_group_by(X.cut) >> gr.tf_summarize(v=gr.var(X.x))
df_truth = pd.DataFrame(
{
"cut": ["Fair", "Good", "Ideal", "Premium", "Very Good"],
"v": [np.nan, np.nan, np.nan, np.nan, np.nan],
}
)
self.assertTrue(t.equals(df_truth))
def test_quant(self):
df = pd.DataFrame(data={"x": [0, 0.25, 0.5, 0.75, 1]})
df_t_25 = pd.DataFrame({"q": [0.25]})
df_t_50 = pd.DataFrame({"q": [0.50]})
df_t_75 = pd.DataFrame({"q": [0.75]})
df_c_25 = df >> gr.tf_summarize(q=gr.quant(X.x, p=0.25))
df_c_50 = df >> gr.tf_summarize(q=gr.quant(X.x, p=0.50))
df_c_75 = df >> gr.tf_summarize(q=gr.quant(X.x, p=0.75))
self.assertTrue(df_t_25.equals(df_c_25))
self.assertTrue(df_t_50.equals(df_c_50))
self.assertTrue(df_t_75.equals(df_c_75))
def test_median(self):
df = (
data.df_diamonds
>> gr.tf_group_by(X.cut)
>> gr.tf_head(3)
>> gr.tf_select(X.cut, X.x)
>> gr.tf_ungroup()
)
# straight summarize
t = df >> gr.tf_summarize(m=gr.median(X.x))
df_truth = pd.DataFrame({"m": [4.05]})
self.assertTrue(t.equals(df_truth))
# grouped summarize
t = df >> gr.tf_group_by(X.cut) >> gr.tf_summarize(m=gr.median(X.x))
df_truth = pd.DataFrame(
{
"cut": ["Fair", "Good", "Ideal", "Premium", "Very Good"],
"m": [6.27, 4.25, 3.95, 3.89, 3.95],
}
)
self.assertTrue(t.equals(df_truth))
# straight mutate
t = df >> gr.tf_mutate(m=gr.median(X.x))
df_truth = df.copy()
df_truth["m"] = 4.05
self.assertTrue(t.equals(df_truth))
# grouped mutate
# t = df >> group_by(X.cut) >> mutate(m=median(X.x))
# df_truth['m'] = pd.Series(
# [6.27, 6.27, 6.27, 4.25, 4.25, 4.25, 3.95, 3.95, 3.95, 3.89, 3.89, 3.89, 3.95, 3.95, 3.95],
# index=t.index)
# assert t.equals(df_truth)
# make sure it handles case with even counts properly
df = (
data.df_diamonds
>> gr.tf_group_by(X.cut)
>> gr.tf_head(2)
>> gr.tf_select(X.cut, X.x)
)
t = df >> gr.tf_group_by(X.cut) >> gr.tf_summarize(m=gr.median(X.x))
df_truth = pd.DataFrame(
{
"cut": ["Fair", "Good", "Ideal", "Premium", "Very Good"],
"m": [5.160, 4.195, 3.940, 4.045, 3.945],
}
)
test_vector = abs(t.m - df_truth.m)
self.assertTrue(all(test_vector < 0.000000001))
def test_mean_ci(self):
# Basic functionality
y = pd.Series([-1, -1, 0, +1, +1]) # sd == 1
lo_true = 0 - (-norm.ppf(0.005)) * 1 / np.sqrt(5)
up_true = 0 + (-norm.ppf(0.005)) * 1 / np.sqrt(5)
self.assertTrue((lo_true - gr.mean_lo(y, alpha=0.005)) < 1e-6)
self.assertTrue((up_true - gr.mean_up(y, alpha=0.005)) < 1e-6)
# Grouped functionality
df = (gr.df_grid(
y=[-1, -1, 0, +1, +1],
x=[0, 1],
) >> gr.tf_mutate(y=X.y + X.x) >> gr.tf_group_by(X.x) >>
gr.tf_summarize(
mean_lo=gr.mean_lo(X.y),
mean_up=gr.mean_up(X.y),
))
self.assertTrue((df[df.x == 0].mean_lo.values[0] - lo_true) < 1e-6)
self.assertTrue((df[df.x == 0].mean_up.values[0] - up_true) < 1e-6)
self.assertTrue((df[df.x == 1].mean_lo.values[0] -
(lo_true + 1)) < 1e-6)
self.assertTrue((df[df.x == 1].mean_up.values[0] -
(up_true + 1)) < 1e-6)
def test_kurt(self):
df_truth = pd.DataFrame({"m": [2.605643942300021]})
df_res = (
data.df_shewhart
>> gr.tf_summarize(m=gr.kurt(X.tensile_strength))
)
self.assertTrue(df_truth.equals(df_res))
def test_skew(self):
df_truth = pd.DataFrame({"m": [0.09984760044443139]})
df_res = (
data.df_shewhart
>> gr.tf_summarize(m=gr.skew(X.tensile_strength))
)
self.assertTrue(df_truth.equals(df_res))
def test_prediction_intervals(self):
## Correct indexes
# Example 5.11, Hahn and Meeker
idx = gr.pint_up_index(100, 59, 30, 0.05)
self.assertTrue(idx == 64)
# Example 5.12, Hahn and Meeker
idx = gr.pint_lo_index(100, 59, 30, 0.05)
self.assertTrue(idx == 37)
## Test functionality
df_res = (data.df_shewhart >> gr.tf_summarize(
pi_lo=gr.pint_lo(X.tensile_strength, alpha=0.10 / 2),
pi_up=gr.pint_up(X.tensile_strength, alpha=0.10 / 2),
))
# Raises assertion
with self.assertRaises(ValueError):
df_res = (data.df_shewhart >> gr.tf_summarize(
pi_lo=gr.pint_lo(X.tensile_strength),
pi_up=gr.pint_up(X.tensile_strength),
))
def test_max(self):
df = data.df_diamonds >> gr.tf_select(X.cut, X.x) >> gr.tf_head(5)
# straight summarize
t = df >> gr.tf_summarize(m=gr.max(X.x))
df_truth = pd.DataFrame({"m": [4.34]})
self.assertTrue(t.equals(df_truth))
# grouped summarize
t = df >> gr.tf_group_by(X.cut) >> gr.tf_summarize(m=gr.max(X.x))
df_truth = pd.DataFrame(
{"cut": ["Good", "Ideal", "Premium"], "m": [4.34, 3.95, 4.20]}
)
self.assertTrue(t.equals(df_truth))
# straight mutate
t = df >> gr.tf_mutate(m=gr.max(X.x))
df_truth = df.copy()
df_truth["m"] = 4.34
self.assertTrue(t.equals(df_truth))
# grouped mutate
t = df >> gr.tf_group_by(X.cut) >> gr.tf_mutate(m=gr.max(X.x))
df_truth["m"] = pd.Series([3.95, 4.20, 4.34, 4.20, 4.34])
self.assertTrue(t.sort_index().equals(df_truth))
def test_IQR(self):
df = data.df_diamonds >> gr.tf_select(X.cut, X.x) >> gr.tf_head(5)
# straight summarize
t = df >> gr.tf_summarize(i=gr.IQR(X.x))
df_truth = pd.DataFrame({"i": [0.25]})
self.assertTrue(t.equals(df_truth))
# grouped summarize
t = df >> gr.tf_group_by(X.cut) >> gr.tf_summarize(i=gr.IQR(X.x))
df_truth = pd.DataFrame(
{"cut": ["Good", "Ideal", "Premium"], "i": [0.145, 0.000, 0.155]}
)
test_vector = abs(t.i - df_truth.i)
assert all(test_vector < 0.000000001)
# straight mutate
t = df >> gr.tf_mutate(i=gr.IQR(X.x))
df_truth = df.copy()
df_truth["i"] = 0.25
self.assertTrue(t.equals(df_truth))
# grouped mutate
t = df >> gr.tf_group_by(X.cut) >> gr.tf_mutate(i=gr.IQR(X.x))
df_truth["i"] = pd.Series([0.000, 0.155, 0.145, 0.155, 0.145])
test_vector = abs(t.i - df_truth.i)
self.assertTrue(all(test_vector < 0.000000001))
def test_summarize(self):
p = pd.DataFrame({
"price_mean": [data.df_diamonds.price.mean()],
"price_std": [data.df_diamonds.price.std()],
})
self.assertTrue(
p.equals(data.df_diamonds >> gr.tf_summarize(
price_mean=X.price.mean(), price_std=X.price.std())))
pcut = pd.DataFrame(
{"cut": ["Fair", "Good", "Ideal", "Premium", "Very Good"]})
pcut["price_mean"] = [
data.df_diamonds[data.df_diamonds.cut == c].price.mean()
for c in pcut.cut.values
]
pcut["price_std"] = [
data.df_diamonds[data.df_diamonds.cut == c].price.std()
for c in pcut.cut.values
]
self.assertTrue(
pcut.equals(
data.df_diamonds >> gr.tf_group_by("cut") >> gr.tf_summarize(
price_mean=X.price.mean(), price_std=X.price.std())))
def test_n_distinct(self):
df = pd.DataFrame({
"col_1": ["a", "a", "a", "b", "b", "b", "c", "c"],
"col_2": [1, 1, 1, 2, 3, 3, 4, 5],
})
# straight summarize
t = df >> gr.tf_summarize(n=gr.n_distinct(X.col_2))
df_truth = pd.DataFrame({"n": [5]})
self.assertTrue(t.equals(df_truth))
# grouped summarize
t = df >> gr.tf_group_by(
X.col_1) >> gr.tf_summarize(n=gr.n_distinct(X.col_2))
df_truth = pd.DataFrame({"col_1": ["a", "b", "c"], "n": [1, 2, 2]})
self.assertTrue(t.equals(df_truth))
# straight mutate
t = df >> gr.tf_mutate(n=gr.n_distinct(X.col_2))
df_truth = df.copy()
df_truth["n"] = 5
self.assertTrue(t.equals(df_truth))
# grouped mutate
t = df >> gr.tf_group_by(
X.col_1) >> gr.tf_mutate(n=gr.n_distinct(X.col_2))
df_truth["n"] = pd.Series([1, 1, 1, 2, 2, 2, 2, 2])
self.assertTrue(t.equals(df_truth))
def test_desc(self):
df = data.df_diamonds >> gr.tf_select(X.cut, X.x) >> gr.tf_head(10)
t = df >> gr.tf_summarize(last=gr.nth(
X.x, -1, order_by=[gr.desc(X.cut), gr.desc(X.x)]))
series_num = pd.Series([4, 1, 3, 2])
series_bool = pd.Series([True, False, True, False])
series_str = pd.Series(["d", "a", "c", "b"])
num_truth = series_num.rank(method="min", ascending=False)
bool_truth = series_bool.rank(method="min", ascending=False)
str_truth = series_str.rank(method="min", ascending=False)
self.assertTrue(gr.desc(series_num).equals(num_truth))
self.assertTrue(gr.desc(series_bool).equals(bool_truth))
self.assertTrue(gr.desc(series_str).equals(str_truth))
def test_tran_reweight(self):
"""Test the functionality of tran_reweight()
"""
## Correctness
# Choose scale based on Owen (2013) Exercise 9.7
md_new = (self.md >> gr.cp_marginals(
x=dict(dist="norm", loc=0, scale=sqrt(4 / 5))))
df_base = (self.md >> gr.ev_sample(n=500, df_det="nom", seed=101))
df = (df_base >> gr.tf_reweight(md_base=self.md, md_new=md_new) >>
gr.tf_summarize(
mu=gr.mean(DF.y * DF.weight),
se=gr.sd(DF.y * DF.weight) / gr.sqrt(gr.n(DF.weight)),
se_orig=gr.sd(DF.y) / gr.sqrt(gr.n(DF.weight)),
))
mu = df.mu[0]
se = df.se[0]
se_orig = df.se_orig[0]
self.assertTrue(mu - se * 2 < 0 and 0 < mu + se * 2)
## Optimized IS should be more precise than ordinary monte carlo
# print("se_orig = {0:4.3f}".format(se_orig))
# print("se = {0:4.3f}".format(se))
self.assertTrue(se < se_orig)
## Invariants
# Missing input in data
with self.assertRaises(ValueError):
gr.tran_reweight(df_base[["y"]], md_base=self.md, md_new=self.md)
# Input mismatch
with self.assertRaises(ValueError):
gr.tran_reweight(df_base, md_base=self.md, md_new=gr.Model())
# Weights collision
with self.assertRaises(ValueError):
gr.tran_reweight(df_base >> gr.tf_mutate(weight=0),
md_base=self.md,
md_new=self.md)
def test_nls(self):
## Ground-truth model
c_true = 2
a_true = 1
md_true = (gr.Model() >> gr.cp_function(
fun=lambda x: a_true * np.exp(x[0] * c_true) + x[1],
var=["x", "epsilon"],
out=["y"],
) >> gr.cp_marginals(epsilon={
"dist": "norm",
"loc": 0,
"scale": 0.5
}) >> gr.cp_copula_independence())
df_data = md_true >> gr.ev_sample(
n=5, seed=101, df_det=gr.df_make(x=[0, 1, 2, 3, 4]))
## Model to fit
md_param = (gr.Model() >> gr.cp_function(
fun=lambda x: x[2] * np.exp(x[0] * x[1]),
var=["x", "c", "a"],
out=["y"]) >> gr.cp_bounds(c=[0, 4], a=[0.1, 2.0]))
## Fit the model
md_fit = df_data >> gr.ft_nls(
md=md_param,
verbose=False,
uq_method="linpool",
)
## Unidentifiable model throws warning
# -------------------------
md_unidet = (gr.Model() >> gr.cp_function(
fun=lambda x: x[2] / x[3] * np.exp(x[0] * x[1]),
var=["x", "c", "a", "z"],
out=["y"],
) >> gr.cp_bounds(c=[0, 4], a=[0.1, 2.0], z=[0, 1]))
with self.assertWarns(RuntimeWarning):
gr.fit_nls(
df_data,
md=md_unidet,
uq_method="linpool",
)
## True parameters in wide confidence region
# -------------------------
alpha = 1e-3
self.assertTrue(
(md_fit.density.marginals["c"].q(alpha / 2) <= c_true)
and (c_true <= md_fit.density.marginals["c"].q(1 - alpha / 2)))
self.assertTrue(
(md_fit.density.marginals["a"].q(alpha / 2) <= a_true)
and (a_true <= md_fit.density.marginals["a"].q(1 - alpha / 2)))
## Model with fixed parameter
# -------------------------
md_fixed = (gr.Model() >> gr.cp_function(
fun=lambda x: x[2] * np.exp(x[0] * x[1]),
var=["x", "c", "a"],
out=["y"]) >> gr.cp_bounds(c=[0, 4], a=[1, 1]))
md_fit_fixed = df_data >> gr.ft_nls(
md=md_fixed, verbose=False, uq_method="linpool")
# Test that fixed model can evaluate successfully
gr.eval_sample(md_fit_fixed, n=1, df_det="nom")
## Trajectory model
# -------------------------
md_base = models.make_trajectory_linear()
md_fit = data.df_trajectory_windowed >> gr.ft_nls(
md=md_base, method="SLSQP", tol=1e-3)
df_tmp = md_fit >> gr.ev_nominal(df_det="nom")
## Select output for fitting
# -------------------------
# Split model has inconsistent "true" parameter value
md_split = (gr.Model("Split") >> gr.cp_vec_function(
fun=lambda df: gr.df_make(
f=1 * df.c * df.x,
g=2 * df.c * df.x,
),
var=["c", "x"],
out=["f", "g"],
) >> gr.cp_bounds(
x=(-1, +1),
c=(-1, +1),
))
df_split = (gr.df_make(x=gr.linspace(-1, +1, 100)) >> gr.tf_mutate(
f=X.x, g=X.x))
# Fitting both outputs: cannot achieve mse ~= 0
df_both = (df_split >> gr.ft_nls(md_split, out=["f", "g"]) >>
gr.ev_df(df_split >> gr.tf_rename(f_t=X.f, g_t=X.g)) >>
gr.tf_summarize(
mse_f=gr.mse(X.f, X.f_t),
mse_g=gr.mse(X.g, X.g_t),
))
self.assertTrue(df_both.mse_f[0] > 0)
self.assertTrue(df_both.mse_g[0] > 0)
# Fitting "f" only
df_f = (df_split >> gr.ft_nls(md_split, out=["f"]) >>
gr.ev_df(df_split >> gr.tf_rename(f_t=X.f, g_t=X.g)) >>
gr.tf_summarize(
mse_f=gr.mse(X.f, X.f_t),
mse_g=gr.mse(X.g, X.g_t),
))
self.assertTrue(df_f.mse_f[0] < 1e-16)
self.assertTrue(df_f.mse_g[0] > 0)
# Fitting "g" only
df_g = (df_split >> gr.ft_nls(md_split, out=["g"]) >>
gr.ev_df(df_split >> gr.tf_rename(f_t=X.f, g_t=X.g)) >>
gr.tf_summarize(
mse_f=gr.mse(X.f, X.f_t),
mse_g=gr.mse(X.g, X.g_t),
))
self.assertTrue(df_g.mse_f[0] > 0)
self.assertTrue(df_g.mse_g[0] < 1e-16)
