Ejemplo n.º 1
0
def test_nuts_sampling_runs():
    model_ndim = 1
    step = lmc.NUTS(logp_dlogp_func=logp_dlogp_func, model_ndim=model_ndim)
    draws = 3
    tune = 1
    chains = 2
    cores = 1

    trace, stats = lmc.sample(logp_dlogp_func,
                              model_ndim,
                              draws,
                              tune,
                              step=step,
                              chains=chains,
                              cores=cores)

    assert trace.shape == (chains, draws, model_ndim)
    assert all([
        stats[name].shape == (chains, draws, model_ndim)
        for (name, _) in step.stats_dtypes[0].items()
    ])
    assert all([
        stats[name].dtype == expected_dtype
        for (name, expected_dtype) in step.stats_dtypes[0].items()
    ])
Ejemplo n.º 2
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def test_multiprocess_sampling_runs():
    size = 1
    step = lmc.NUTS(logp_dlogp_func=logp_dlogp_func, size=size)
    draws = 1
    tune = 1
    chains = None
    cores = None
    trace, stats = lmc.sample(
        logp_dlogp_func, size, draws, tune, step=step, chains=chains, cores=cores
    )
Ejemplo n.º 3
0
def test_nuts_sampling_runs():
    size = 1
    step = lmc.NUTS(logp_dlogp_func=logp_dlogp_func, size=size)
    draws = 2
    tune = 1
    chains = 1
    cores = 1
    trace, stats = lmc.sample(
        logp_dlogp_func, size, draws, tune, step=step, chains=chains, cores=cores
    )
    assert trace.shape == (1, 2)
Ejemplo n.º 4
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def test_nuts_recovers_1d_normal():
    size = 1
    step = lmc.NUTS(logp_dlogp_func=logp_dlogp_func, size=size)
    draws = 1000
    tune = 1000
    chains = 1
    cores = 1
    trace, stats = lmc.sample(
        logp_dlogp_func, size, draws, tune, step=step, chains=chains, cores=cores
    )

    assert np.allclose(np.mean(trace), 0, atol=1)
    assert np.allclose(np.std(trace), 1, atol=1)
Ejemplo n.º 5
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def test_multiprocess_sampling_runs():
    model_ndim = 1
    step = lmc.NUTS(logp_dlogp_func=logp_dlogp_func, model_ndim=model_ndim)
    draws = 1
    tune = 1
    chains = 4
    cores = 4
    trace, stats = lmc.sample(logp_dlogp_func,
                              model_ndim,
                              draws,
                              tune,
                              step=step,
                              chains=chains,
                              cores=cores)
Ejemplo n.º 6
0
def test_nuts_tuning():
    model_ndim = 1
    draws = 5
    tune = 5
    step = lmc.NUTS(logp_dlogp_func=logp_dlogp_func, model_ndim=model_ndim)
    chains = 1
    cores = 1
    trace, stats = lmc.sample(logp_dlogp_func,
                              model_ndim,
                              draws,
                              tune,
                              step=step,
                              chains=chains,
                              cores=cores)

    assert not step.tune
Ejemplo n.º 7
0
def test_nuts_tuning():
    size = 1
    draws = 5
    tune = 5
    step = lmc.NUTS(logp_dlogp_func=logp_dlogp_func, size=size)
    chains = 1
    cores = 1
    trace, stats = lmc.sample(logp_dlogp_func,
                              size,
                              draws,
                              tune,
                              step=step,
                              chains=chains,
                              cores=cores)

    assert not step.tune