def test_constant_offset(self):
offset_ = 1.23456
offset = self._build_placeholder(offset_)
ssm = self._dummy_model()
additive_ssm = AdditiveStateSpaceModel([ssm])
additive_ssm_with_offset = AdditiveStateSpaceModel(
[ssm], constant_offset=offset)
additive_ssm_with_offset_and_explicit_scale = AdditiveStateSpaceModel(
[ssm],
constant_offset=offset,
observation_noise_scale=(
ssm.get_observation_noise_for_timestep(0).stddev()[..., 0]))
mean_, offset_mean_, offset_with_scale_mean_ = self.evaluate(
(additive_ssm.mean(), additive_ssm_with_offset.mean(),
additive_ssm_with_offset_and_explicit_scale.mean()))
print(mean_.shape, offset_mean_.shape, offset_with_scale_mean_.shape)
self.assertAllClose(mean_, offset_mean_ - offset_)
self.assertAllClose(mean_, offset_with_scale_mean_ - offset_)
# Offset should not affect the stddev.
stddev_, offset_stddev_, offset_with_scale_stddev_ = self.evaluate(
(additive_ssm.stddev(), additive_ssm_with_offset.stddev(),
additive_ssm_with_offset_and_explicit_scale.stddev()))
self.assertAllClose(stddev_, offset_stddev_)
self.assertAllClose(stddev_, offset_with_scale_stddev_)
def test_constant_offset(self, is_scalar=True):
offset_ = np.array(3.1415) if is_scalar else np.array(
[3., 1., 4., 1., 5.])
offset = self._build_placeholder(offset_)
ssm = self._dummy_model()
additive_ssm = AdditiveStateSpaceModel([ssm])
additive_ssm_with_offset = AdditiveStateSpaceModel(
[ssm], constant_offset=offset)
additive_ssm_with_offset_and_explicit_scale = AdditiveStateSpaceModel(
[ssm],
constant_offset=offset,
observation_noise_scale=(
ssm.get_observation_noise_for_timestep(0).stddev()[..., 0]))
mean_, offset_mean_, offset_with_scale_mean_ = self.evaluate(
(additive_ssm.mean(), additive_ssm_with_offset.mean(),
additive_ssm_with_offset_and_explicit_scale.mean()))
self.assertAllClose(mean_, offset_mean_ - offset_[..., tf.newaxis])
self.assertAllClose(mean_,
offset_with_scale_mean_ - offset_[..., tf.newaxis])
# Offset should not affect the stddev.
stddev_, offset_stddev_, offset_with_scale_stddev_ = self.evaluate(
(additive_ssm.stddev(), additive_ssm_with_offset.stddev(),
additive_ssm_with_offset_and_explicit_scale.stddev()))
self.assertAllClose(stddev_, offset_stddev_)
self.assertAllClose(stddev_, offset_with_scale_stddev_)
