Example #1
0
    def test_log_likelihood_sym(self, output_dim, input_shape):
        bmr = BernoulliMLPRegressor(input_shape=(input_shape[1], ),
                                    output_dim=output_dim)

        new_xs_var = tf.compat.v1.placeholder(tf.float32, input_shape)
        new_ys_var = tf.compat.v1.placeholder(dtype=tf.float32,
                                              name='ys',
                                              shape=(None, output_dim))

        data = np.full(input_shape, 0.5)
        one_hot_label = np.zeros((input_shape[0], output_dim))
        one_hot_label[np.arange(input_shape[0]), 0] = 1

        p = bmr._f_prob(np.asarray(data))
        ll = bmr._dist.log_likelihood(np.asarray(one_hot_label), dict(p=p))

        outputs = bmr.log_likelihood_sym(new_xs_var, new_ys_var, name='ll_sym')

        ll_from_sym = self.sess.run(outputs,
                                    feed_dict={
                                        new_xs_var: data,
                                        new_ys_var: one_hot_label
                                    })

        assert np.allclose(ll, ll_from_sym, rtol=0, atol=1e-5)
Example #2
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    def test_sample_predict(self):
        n_sample = 100
        input_dim = 50
        output_dim = 1
        bmr = BernoulliMLPRegressor(input_shape=(input_dim, ),
                                    output_dim=output_dim)

        xs = np.random.random((input_dim, ))
        p = bmr._f_prob([xs])
        ys = bmr.sample_predict([xs] * n_sample)
        p_predict = np.count_nonzero(ys == 1) / n_sample

        assert np.real_if_close(p, p_predict)
Example #3
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    def test_predict_log_likelihood(self):
        n_sample = 50
        input_dim = 50
        output_dim = 1
        bmr = BernoulliMLPRegressor(input_shape=(input_dim, ),
                                    output_dim=output_dim)

        xs = np.random.random((n_sample, input_dim))
        ys = np.random.randint(2, size=(n_sample, output_dim))
        p = bmr._f_prob(xs)
        ll = bmr.predict_log_likelihood(xs, ys)
        ll_true = np.sum(np.log(p * ys + (1 - p) * (1 - ys)), axis=-1)

        assert np.allclose(ll, ll_true)
Example #4
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    def test_fit_normalized(self, input_shape, output_dim):
        bmr = BernoulliMLPRegressor(input_shape=input_shape,
                                    output_dim=output_dim)

        observations, returns = get_train_data(input_shape, output_dim)

        for _ in range(150):
            bmr.fit(observations, returns)

        paths, expected = get_test_data(input_shape, output_dim)

        prediction = np.cast['int'](bmr.predict(paths['observations']))
        assert np.allclose(prediction, expected, rtol=0, atol=0.1)

        x_mean = self.sess.run(bmr.model._networks['default'].x_mean)
        x_mean_expected = np.mean(observations, axis=0, keepdims=True)
        x_std = self.sess.run(bmr.model._networks['default'].x_std)
        x_std_expected = np.std(observations, axis=0, keepdims=True)

        assert np.allclose(x_mean, x_mean_expected)
        assert np.allclose(x_std, x_std_expected)
Example #5
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    def test_is_pickleable2(self):
        bmr = BernoulliMLPRegressor(input_shape=(1, ), output_dim=2)

        with tf.compat.v1.variable_scope(
                'BernoulliMLPRegressor/NormalizedInputMLPModel', reuse=True):
            x_mean = tf.compat.v1.get_variable('normalized_vars/x_mean')
        x_mean.load(tf.ones_like(x_mean).eval())
        x1 = bmr.model._networks['default'].x_mean.eval()
        h = pickle.dumps(bmr)
        with tf.compat.v1.Session(graph=tf.Graph()):
            bmr_pickled = pickle.loads(h)
            x2 = bmr_pickled.model._networks['default'].x_mean.eval()
            assert np.array_equal(x1, x2)
Example #6
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    def test_is_pickleable(self):
        bmr = BernoulliMLPRegressor(input_shape=(1, ), output_dim=2)

        with tf.compat.v1.variable_scope(
                'BernoulliMLPRegressor/NormalizedInputMLPModel', reuse=True):
            bias = tf.compat.v1.get_variable('mlp/hidden_0/bias')
        bias.load(tf.ones_like(bias).eval())
        bias1 = bias.eval()

        result1 = np.cast['int'](bmr.predict(np.ones((1, 1))))
        h = pickle.dumps(bmr)

        with tf.compat.v1.Session(graph=tf.Graph()):
            bmr_pickled = pickle.loads(h)
            result2 = np.cast['int'](bmr_pickled.predict(np.ones((1, 1))))
            assert np.array_equal(result1, result2)

            with tf.compat.v1.variable_scope(
                    'BernoulliMLPRegressor/NormalizedInputMLPModel',
                    reuse=True):
                bias2 = tf.compat.v1.get_variable('mlp/hidden_0/bias').eval()

            assert np.array_equal(bias1, bias2)
Example #7
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    def test_optimizer_args(self, mock_cg, mock_lbfgs):
        lbfgs_args = dict(max_opt_itr=25)
        cg_args = dict(cg_iters=15)
        bmr = BernoulliMLPRegressor(input_shape=(1, ),
                                    output_dim=2,
                                    optimizer=LbfgsOptimizer,
                                    optimizer_args=lbfgs_args,
                                    tr_optimizer=ConjugateGradientOptimizer,
                                    tr_optimizer_args=cg_args,
                                    use_trust_region=True)

        assert mock_lbfgs.return_value is bmr._optimizer
        assert mock_cg.return_value is bmr._tr_optimizer

        mock_lbfgs.assert_called_with(max_opt_itr=25)
        mock_cg.assert_called_with(cg_iters=15)