Beispiel #1
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    def test_Kgrad_activation(self):
        self._cov.act_length = False

        def func(x, i):
            self._cov.scale = x[i]
            return self._cov.K()

        def grad(x, i):
            self._cov.scale = x[i]
            return self._cov.K_grad_i(0)

        x0 = np.array([self._cov.scale])
        err = mcheck_grad(func, grad, x0)

        np.testing.assert_almost_equal(err, 0.0)

        self._cov.act_scale = False
        self._cov.act_length = True

        def func(x, i):
            self._cov.length = x[i]
            return self._cov.K()

        def grad(x, i):
            self._cov.length = x[i]
            return self._cov.K_grad_i(0)

        x0 = np.array([self._cov.length])
        err = mcheck_grad(func, grad, x0)

        np.testing.assert_almost_equal(err, 0.0)
Beispiel #2
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    def test_Kgrad(self):

        def func(x, i):
            self._cov.scale = x[i]
            return self._cov.K()

        def grad(x, i):
            self._cov.scale = x[i]
            return self._cov.K_grad_i(0)

        x0 = np.array([self._cov.scale])
        err = mcheck_grad(func, grad, x0)

        np.testing.assert_almost_equal(err, 0, decimal=5)

        def func(x, i):
            self._cov.length = x[i]
            return self._cov.K()

        def grad(x, i):
            self._cov.scale = x[i]
            return self._cov.K_grad_i(1)

        x0 = np.array([self._cov.scale])
        err = mcheck_grad(func, grad, x0)
Beispiel #3
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    def test_penalty(self):

        self._cov.setPenalty(10.,2.)
        def func(x, i):
            self._cov.scale = x[i]
            return self._cov.K()

        def grad(x, i):
            self._cov.scale = x[i]
            return self._cov.K_grad_i(0)

        x0 = np.array([self._cov.scale])
        err = mcheck_grad(func, grad, x0)

        np.testing.assert_almost_equal(err, 0, decimal=5)

        def func(x, i):
            self._cov.length = x[i]
            return self._cov.K()

        def grad(x, i):
            self._cov.scale = x[i]
            return self._cov.K_grad_i(1)

        x0 = np.array([self._cov.scale])
        err = mcheck_grad(func, grad, x0)
Beispiel #4
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    def test_Kgrad_activation(self):
        self._cov.act_length = False
        def func(x, i):
            self._cov.scale = x[i]
            return self._cov.K()

        def grad(x, i):
            self._cov.scale = x[i]
            return self._cov.K_grad_i(0)

        x0 = np.array([self._cov.scale])
        err = mcheck_grad(func, grad, x0)

        np.testing.assert_almost_equal(err, 0.)

        self._cov.act_scale = False
        self._cov.act_length = True
        def func(x, i):
            self._cov.length = x[i]
            return self._cov.K()

        def grad(x, i):
            self._cov.length = x[i]
            return self._cov.K_grad_i(0)

        x0 = np.array([self._cov.length])
        err = mcheck_grad(func, grad, x0)

        np.testing.assert_almost_equal(err, 0.)
Beispiel #5
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    def test_Kgrad(self):

        def func(x, i):
            self._cov.scale = x[i]
            return self._cov.K()

        def grad(x, i):
            self._cov.scale = x[i]
            return self._cov.K_grad_i(0)

        x0 = np.array([self._cov.scale])
        err = mcheck_grad(func, grad, x0)

        np.testing.assert_almost_equal(err, 0.)

        def func(x, i):
            self._cov.length = x[i]
            return self._cov.K()

        def grad(x, i):
            self._cov.scale = x[i]
            return self._cov.K_grad_i(1)

        x0 = np.array([self._cov.scale])
        err = mcheck_grad(func, grad, x0)
Beispiel #6
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    def test_grad_activation(self):

        gp = self.gp

        self.Cg._K_act = False

        def func(x, i):
            params = gp.getParams()
            params['covar'] = x
            gp.setParams(params)
            return gp.LML()

        def grad(x, i):
            params = gp.getParams()
            params['covar'] = x
            gp.setParams(params)
            grad = gp.LML_grad()
            return grad['covar'][i]

        x0 = gp.getParams()['covar']
        err = mcheck_grad(func, grad, x0)
        np.testing.assert_almost_equal(err, 0., decimal=4)

        self.Cg._K_act = True
        self.Cn._K_act = False

        def func(x, i):
            params = gp.getParams()
            params['covar'] = x
            gp.setParams(params)
            return gp.LML()

        def grad(x, i):
            params = gp.getParams()
            params['covar'] = x
            gp.setParams(params)
            grad = gp.LML_grad()
            return grad['covar'][i]

        x0 = gp.getParams()['covar']
        err = mcheck_grad(func, grad, x0)
        np.testing.assert_almost_equal(err, 0., decimal=4)
    def test_grad_activation(self):

        gp = self.gp

        self.Cg._K_act = False

        def func(x, i):
            params = gp.getParams()
            params['covar'] = x
            gp.setParams(params)
            return gp.LML()

        def grad(x, i):
            params = gp.getParams()
            params['covar'] = x
            gp.setParams(params)
            grad = gp.LML_grad()
            return grad['covar'][i]

        x0 = gp.getParams()['covar']
        err = mcheck_grad(func, grad, x0)
        np.testing.assert_almost_equal(err, 0., decimal=4)

        self.Cg._K_act = True
        self.Cn._K_act = False

        def func(x, i):
            params = gp.getParams()
            params['covar'] = x
            gp.setParams(params)
            return gp.LML()

        def grad(x, i):
            params = gp.getParams()
            params['covar'] = x
            gp.setParams(params)
            grad = gp.LML_grad()
            return grad['covar'][i]

        x0 = gp.getParams()['covar']
        err = mcheck_grad(func, grad, x0)
        np.testing.assert_almost_equal(err, 0., decimal=4)
Beispiel #8
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    def test_logdet_grad(self):
        def func(x, i):
            self.C.setParams(x)
            return self.C.logdet()

        def grad(x, i):
            self.C.setParams(x)
            return self.C.logdet_grad_i(i)

        x0 = self.C.getParams()
        err = mcheck_grad(func, grad, x0)
        np.testing.assert_almost_equal(err, 0., decimal=5)
Beispiel #9
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    def test_logdet_grad(self):
        def func(x, i):
            self.C.setParams(x)
            return self.C.logdet()

        def grad(x, i):
            self.C.setParams(x)
            return self.C.logdet_grad_i(i)

        x0 = self.C.getParams()
        err = mcheck_grad(func, grad, x0)
        np.testing.assert_almost_equal(err, 0., decimal = 3)
Beispiel #10
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    def test_Khess(self):
        def func(x, i):
            self._cov.scale = x[i]
            return self._cov.K_grad_i(0)

        def grad(x, i):
            self._cov.scale = x[i]
            return self._cov.K_hess_i_j(0, 0)

        x0 = np.array([self._cov.scale])
        err = mcheck_grad(func, grad, x0)
        np.testing.assert_almost_equal(err, 0., decimal=5)

        def func(x, i):
            self._cov.length = x[i]
            return self._cov.K_grad_i(0)

        def grad(x, i):
            self._cov.length = x[i]
            return self._cov.K_hess_i_j(0, 1)

        x0 = np.array([self._cov.scale])
        err = mcheck_grad(func, grad, x0)
        np.testing.assert_almost_equal(err, 0., decimal=5)

        def func(x, i):
            self._cov.length = x[i]
            return self._cov.K_grad_i(1)

        def grad(x, i):
            self._cov.length = x[i]
            return self._cov.K_hess_i_j(1, 1)

        x0 = np.array([self._cov.scale])
        err = mcheck_grad(func, grad, x0)
        np.testing.assert_almost_equal(err, 0., decimal=5)
Beispiel #11
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    def test_Kgrad(self):

        cov = self._cov

        def func(x, i):
            cov.setParams(x)
            return cov.K()

        def grad(x, i):
            cov.setParams(x)
            return cov.K_grad_i(i)

        x0 = cov.getParams()
        err = mcheck_grad(func, grad, x0)

        np.testing.assert_almost_equal(err, 0.)
Beispiel #12
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    def test_softKronKgrad(self):

        cov = self._cov
        cov.Iok = self._Iok

        def func(x, i):
            cov.setParams(x)
            return cov.K()

        def grad(x, i):
            cov.setParams(x)
            return cov.K_grad_i(i)

        x0 = cov.getParams()
        err = mcheck_grad(func, grad, x0)

        np.testing.assert_almost_equal(err, 0., decimal=5)
Beispiel #13
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    def test_Khess(self):

        cov = self._cov

        for j in range(cov.getNumberParams()):

            def func(x, i):
                cov.setParams(x)
                return cov.K_grad_i(j)

            def grad(x, i):
                cov.setParams(x)
                return cov.K_hess_i_j(j, i)

            x0 = cov.getParams()
            err = mcheck_grad(func, grad, x0)
            np.testing.assert_almost_equal(err, 0.)
Beispiel #14
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    def test_Khess(self):

        cov = self.C

        for j in range(cov.getNumberParams()):

            def func(x, i):
                cov.setParams(x)
                return cov.K_grad_i(j)

            def grad(x, i):
                cov.setParams(x)
                return cov.K_hess_i_j(j, i)

            x0 = cov.getParams()
            err = mcheck_grad(func, grad, x0)
            np.testing.assert_almost_equal(err, 0.)
Beispiel #15
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    def test_grad(self):
        from limix.utils.check_grad import mcheck_grad

        def func(x, i):
            params = self.getParams()
            params['covar'] = x
            self.setParams(params)
            return self.LML()

        def grad(x, i):
            params = self.getParams()
            params['covar'] = x
            self.setParams(params)
            grad = self.LML_grad()
            return grad['covar'][i]

        x0 = self.getParams()['covar']
        err = mcheck_grad(func, grad, x0)
        print err
Beispiel #16
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    def test_grad(self):
        from limix.utils.check_grad import mcheck_grad

        def func(x, i):
            params = self.getParams()
            params['covar'] = x
            self.setParams(params)
            return self.LML()

        def grad(x, i):
            params = self.getParams()
            params['covar'] = x
            self.setParams(params)
            grad = self.LML_grad()
            return grad['covar'][i]

        x0 = self.getParams()['covar']
        err = mcheck_grad(func, grad, x0)
        print err
Beispiel #17
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    def test_grad(self):

        gp = self._gp

        def func(x, i):
            params = gp.getParams()
            params["covar"] = x
            gp.setParams(params)
            return gp.LML()

        def grad(x, i):
            params = gp.getParams()
            params["covar"] = x
            gp.setParams(params)
            grad = gp.LML_grad()
            return grad["covar"][i]

        x0 = gp.getParams()["covar"]
        err = mcheck_grad(func, grad, x0)
        np.testing.assert_almost_equal(err, 0.0, decimal=5)
Beispiel #18
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    def test_grad_gpbase_missdata(self):

        gp = self._gpm

        def func(x, i):
            params = gp.getParams()
            params['covar'] = x
            gp.setParams(params)
            return gp.LML()

        def grad(x, i):
            params = gp.getParams()
            params['covar'] = x
            gp.setParams(params)
            grad = gp.LML_grad()
            return grad['covar'][i]

        x0 = gp.getParams()['covar']
        err = mcheck_grad(func, grad, x0)
        np.testing.assert_almost_equal(err, 0., decimal=5)