def testGermanCreditHMC(self): """Checks approximate samples from the model against the ground truth.""" model = probit_regression.GermanCreditNumericProbitRegression() self.validate_ground_truth_using_hmc( model, num_chains=4, num_steps=4000, num_leapfrog_steps=15, step_size=0.03, )
def testGermanCredit(self): """Checks that you get finite values given unconstrained samples. We check `unnormalized_log_prob` as well as the values of the sample transformations. """ model = probit_regression.GermanCreditNumericProbitRegression() self.validate_log_prob_and_transforms( model, sample_transformation_shapes=dict(identity=[25],), check_ground_truth_mean_standard_error=True, check_ground_truth_mean=True, check_ground_truth_standard_deviation=True, )