def setUp(self):
self.rng = np.random.RandomState(42)
kernel = RBF(2)
input_dim = 2
output_dim = 2
mean_function = None
self.Z = self.rng.randn(5, 2)
num_inducing = 5
self.layer = OutputLayer(input_dim=input_dim,
output_dim=output_dim,
num_inducing=num_inducing,
kernel=kernel,
mean_function=mean_function)
self.X = self.rng.randn(10,2)
def test_optimize(self):
with defer_build():
input_layer = InputLayer(input_dim=1,
output_dim=1,
num_inducing=self.M,
kernel=RBF(1) + White(1),
multitask=True)
output_layer = OutputLayer(input_dim=1,
output_dim=1,
num_inducing=self.M,
kernel=RBF(1) + White(1),
multitask=True)
seq = MultitaskSequential([input_layer, output_layer])
model = MultitaskDSDGP(X=self.X,
Y=self.Y,
Z=self.Z,
layers=seq,
likelihood=SwitchedLikelihood(
[Gaussian(), Gaussian()]),
num_latent=1)
model.compile()
before = model.compute_log_likelihood()
opt = gpflow.train.AdamOptimizer(0.01)
opt.minimize(model, maxiter=100)
after = model.compute_log_likelihood()
self.assertGreaterEqual(after, before)
def test_add_to_full(self):
input_layer = InputLayer(2, 2, 10, RBF(2))
hidden_layer_1 = HiddenLayer(2, 2, 10, RBF(2))
hidden_layer_2 = HiddenLayer(2, 2, 10, RBF(2))
hidden_layer_3 = HiddenLayer(3, 2, 10, RBF(3))
output_layer = OutputLayer(2, 2, 10, RBF(2))
# Add hidden layer with correct dimensions
with self.subTest():
layer_list = [input_layer, hidden_layer_1]
seq = Sequential(layer_list)
seq.add(hidden_layer_2)
self.assertIs(seq.layers[-1], hidden_layer_2)
# Add hidden layer with incorrect dimensions
with self.subTest():
layer_list = [input_layer, hidden_layer_1]
seq = Sequential(layer_list)
with self.assertRaises(AssertionError):
seq.add(hidden_layer_3)
# Add output layer with correct dimensions
with self.subTest():
layer_list = [input_layer, hidden_layer_1]
seq = Sequential(layer_list)
seq.add(output_layer)
self.assertIs(seq.layers[-1], output_layer)
# Add hidden layer after output layer
with self.subTest():
layer_list = [input_layer, output_layer]
seq = Sequential(layer_list)
with self.assertRaises(ValueError):
seq.add(hidden_layer_1)
def test_initialize_params(self):
input_layer = InputLayer(2, 2, 10, RBF(2))
hidden_layer_1 = HiddenLayer(2, 2, 10, RBF(2))
output_layer = OutputLayer(2, 1, 10, RBF(2))
Z = np.ones((10, 2))
X = np.ones((100, 2))
seq = Sequential([input_layer, hidden_layer_1, output_layer])
seq.initialize_params(X, Z)
self.assertTrue(np.allclose(Z, seq.layers[0].feature.Z.value))
def test_dims(self):
input_layer = InputLayer(2, 3, 10, RBF(2))
hidden_layer_1 = HiddenLayer(3, 2, 10, RBF(2))
hidden_layer_2 = HiddenLayer(2, 1, 10, RBF(2))
hidden_layer_3 = HiddenLayer(1, 2, 10, RBF(3))
output_layer = OutputLayer(2, 1, 10, RBF(2))
layer_list = [
input_layer, hidden_layer_1, hidden_layer_2, hidden_layer_3,
output_layer
]
seq = Sequential(layer_list)
dims = seq.get_dims()
reference = [(2, 3), (3, 2), (2, 1), (1, 2), (2, 1)]
self.assertEqual(dims, reference)
def prepare(self):
N = 100
M = 10
rng = np.random.RandomState(42)
X = rng.randn(N, 2)
Y = rng.randn(N, 1)
Z = rng.randn(M, 2)
X_ind = rng.randint(0, 2, (N, 1))
Z_ind = rng.randint(0, 2, (M, 1))
X = np.hstack([X, X_ind])
Y = np.hstack([Y, X_ind])
Z = np.hstack([Z, Z_ind])
Xs = rng.randn(M, 2)
Xs_ind = rng.randint(0, 2, (M, 1))
Xs = np.hstack([Xs, Xs_ind])
with defer_build():
lik = SwitchedLikelihood([Gaussian(), Gaussian()])
input_layer = InputLayer(input_dim=2,
output_dim=1,
num_inducing=M,
kernel=RBF(2) + White(2),
mean_function=Linear(A=np.ones((3, 1))),
multitask=True)
output_layer = OutputLayer(input_dim=1,
output_dim=1,
num_inducing=M,
kernel=RBF(1) + White(1),
multitask=True)
seq = MultitaskSequential([input_layer, output_layer])
model = MultitaskDSDGP(X=X,
Y=Y,
Z=Z,
layers=seq,
likelihood=lik,
num_latent=1)
model.compile()
return model, Xs
def test_contructor(self):
input_layer = InputLayer(input_dim=1,
output_dim=1,
num_inducing=self.M,
kernel=RBF(1) + White(1))
output_layer = OutputLayer(input_dim=1,
output_dim=1,
num_inducing=self.M,
kernel=RBF(1) + White(1))
seq = Sequential([input_layer, output_layer])
try:
model = DSDGP(X=self.X,
Y=self.Y,
Z=self.Z,
layers=seq,
likelihood=Gaussian())
except Exception as e:
print(e)
self.fail('DSDGP contructor fails')
def test_initialization_with_list(self):
input_layer = InputLayer(2, 2, 10, RBF(2))
hidden_layer_1 = HiddenLayer(2, 2, 10, RBF(2))
hidden_layer_2 = HiddenLayer(2, 2, 10, RBF(2))
output_layer = OutputLayer(2, 1, 10, RBF(2))
with self.subTest():
layer_list = [
input_layer, hidden_layer_1, hidden_layer_2, output_layer
]
try:
seq = Sequential(layer_list)
except Exception as e:
print(e)
self.fail("Initialisation with list of layers fails")
# Test initilisation with incorrect layer structure
with self.subTest():
layer_list = [hidden_layer_1, hidden_layer_2, output_layer]
with self.assertRaises(AssertionError):
seq = Sequential(layer_list)
def test_initialize_params(self):
rng = np.random.RandomState(42)
input_layer = InputLayer(2, 2, 10, RBF(2), multitask=True)
hidden_layer_1 = HiddenLayer(2, 2, 10, RBF(2), multitask=True)
output_layer = OutputLayer(2, 1, 10, RBF(2), multitask=True)
Z = np.ones((10, 2))
X = np.ones((100, 2))
Z_ind = rng.randint(0, 2, (10, 1))
X_ind = rng.randint(0, 2, (100, 1))
Z = np.hstack([Z, Z_ind])
X = np.hstack([X, X_ind])
seq = MultitaskSequential([input_layer, hidden_layer_1, output_layer])
seq.initialize_params(X, Z)
for l in seq.layers:
self.assertTrue(np.allclose(Z_ind, l.feature.Z.value[:, -1:]))
def test_add_to_empty(self):
input_layer = InputLayer(2, 2, 10, RBF(2))
hidden_layer_1 = HiddenLayer(2, 2, 10, RBF(2))
output_layer = OutputLayer(2, 1, 10, RBF(2))
# Add input layer only
with self.subTest():
seq = Sequential()
seq.add(input_layer)
self.assertIs(seq.layers[-1], input_layer)
# Add input layer and hidden layer
with self.subTest():
seq = Sequential()
seq.add(input_layer)
seq.add(hidden_layer_1)
self.assertIs(seq.layers[0], input_layer)
self.assertIs(seq.layers[1], hidden_layer_1)
# Add input layer, hidden layer and output layer
with self.subTest():
seq = Sequential()
seq.add(input_layer)
seq.add(hidden_layer_1)
seq.add(output_layer)
self.assertIs(seq.layers[0], input_layer)
self.assertIs(seq.layers[1], hidden_layer_1)
self.assertIs(seq.layers[2], output_layer)
# Add hidden layer as first layer
with self.subTest():
seq = Sequential()
with self.assertRaises(AssertionError):
seq.add(hidden_layer_1)
# Add output layer as first layer
with self.subTest():
seq = Sequential()
with self.assertRaises(AssertionError):
seq.add(output_layer)
class OutputLayerTest(unittest.TestCase):
@defer_build()
def setUp(self):
self.rng = np.random.RandomState(42)
kernel = RBF(2)
input_dim = 2
output_dim = 2
mean_function = None
self.Z = self.rng.randn(5, 2)
num_inducing = 5
self.layer = OutputLayer(input_dim=input_dim,
output_dim=output_dim,
num_inducing=num_inducing,
kernel=kernel,
mean_function=mean_function)
self.X = self.rng.randn(10,2)
def test_initialize_forward(self):
_ = self.layer.initialize_forward(self.X, self.Z)
with self.subTest():
self.assertTrue(np.allclose(self.layer.feature.Z.value, self.Z))
def prepare(self):
N = 100
M = 10
rng = np.random.RandomState(42)
X = rng.randn(N, 2)
Y = rng.randn(N, 1)
Z = rng.randn(M, 2)
Xs = rng.randn(M, 2)
lik = Gaussian()
input_layer = InputLayer(input_dim=2,
output_dim=1,
num_inducing=M,
kernel=RBF(2) + White(2),
mean_function=Linear(A=np.ones((2, 1))))
output_layer = OutputLayer(input_dim=1,
output_dim=1,
num_inducing=M,
kernel=RBF(1) + White(1))
seq = Sequential([input_layer, output_layer])
model = DSDGP(X=X, Y=Y, Z=Z, layers=seq, likelihood=lik)
model.compile()
return model, Xs