def test_relative_entropy_sizes(self):
p = Dist(5)
p.tick(0)
q = Dist(4)
p.tick(1)
self.assertTrue(isnan(relative_entropy(p, q)))
self.assertTrue(isnan(relative_entropy(q, p)))
def test_relative_entropy_invalid(self):
p = Dist(5)
q = Dist(5)
self.assertTrue(isnan(relative_entropy(p, q)))
p.tick(0)
self.assertTrue(isnan(relative_entropy(p, q)))
self.assertTrue(isnan(relative_entropy(q, p)))
def test_relative_entropy_same_dist(self):
p = Dist(np.random.randint(0, 100, 20))
self.assertTrue(isnan(relative_entropy(p, p, -1.0)))
self.assertTrue(isnan(relative_entropy(p, p, -0.5)))
self.assertAlmostEqual(0.000000, relative_entropy(p, p, 0.0), 1e-6)
self.assertAlmostEqual(0.000000, relative_entropy(p, p, 0.5), 1e-6)
self.assertAlmostEqual(0.000000, relative_entropy(p, p, 1.5), 1e-6)
self.assertAlmostEqual(0.000000, relative_entropy(p, p, 2.0), 1e-6)
self.assertAlmostEqual(0.000000, relative_entropy(p, p, 3.0), 1e-6)
self.assertAlmostEqual(0.000000, relative_entropy(p, p, 4.0), 1e-6)
def test_relative_entropy(self):
p = Dist([1, 0, 0])
q = Dist([1, 1, 1])
for b in np.arange(2.0, 4.0, 0.5):
self.assertAlmostEqual(log(3., b), relative_entropy(p, q, b))
p = Dist([1, 1, 0])
for b in np.arange(2.0, 4.0, 0.5):
self.assertAlmostEqual(log(3. / 2., b), relative_entropy(p, q, b))
p = Dist([2, 2, 1])
for b in np.arange(2.0, 4.0, 0.5):
self.assertAlmostEqual(
(4. * log(6. / 5., b) + log(3. / 5., b)) / 5., relative_entropy(p, q, b))
q = Dist([1, 2, 2])
for b in np.arange(2.0, 4.0, 0.5):
self.assertAlmostEqual(log(2., b) / 5., relative_entropy(p, q, b))
p = Dist([1, 0, 0])
q = Dist([4, 1, 0])
for b in np.arange(2.0, 4.0, 0.5):
self.assertAlmostEqual(log(5. / 4., b), relative_entropy(p, q, b))
q = Dist([1, 4, 0])
for b in np.arange(2.0, 4.0, 0.5):
self.assertAlmostEqual(log(5., b), relative_entropy(p, q, b))
def test_relative_entropy_undefined(self):
p = Dist([1, 1, 1, 1, 1])
q = Dist([1, 1, 1, 2, 0])
self.assertTrue(isnan(relative_entropy(p, q)))
self.assertFalse(isnan(relative_entropy(q, p)))