def test_rotate_plates(self):
# Basic test for Gaussian vectors
X = GaussianARD(np.random.randn(3,2),
np.random.rand(3,2),
shape=(2,),
plates=(3,))
(u0, u1) = X.get_moments()
Cov = u1 - linalg.outer(u0, u0, ndim=1)
Q = np.random.randn(3,3)
Qu0 = np.einsum('ik,kj->ij', Q, u0)
QCov = np.einsum('k,kij->kij', np.sum(Q, axis=0)**2, Cov)
Qu1 = QCov + linalg.outer(Qu0, Qu0, ndim=1)
X.rotate_plates(Q, plate_axis=-1)
(u0, u1) = X.get_moments()
self.assertAllClose(u0, Qu0)
self.assertAllClose(u1, Qu1)
# Test full covariance, that is, with observations
X = GaussianARD(np.random.randn(3,2),
np.random.rand(3,2),
shape=(2,),
plates=(3,))
Y = Gaussian(X, [[2.0, 1.5], [1.5, 3.0]],
plates=(3,))
Y.observe(np.random.randn(3,2))
X.update()
(u0, u1) = X.get_moments()
Cov = u1 - linalg.outer(u0, u0, ndim=1)
Q = np.random.randn(3,3)
Qu0 = np.einsum('ik,kj->ij', Q, u0)
QCov = np.einsum('k,kij->kij', np.sum(Q, axis=0)**2, Cov)
Qu1 = QCov + linalg.outer(Qu0, Qu0, ndim=1)
X.rotate_plates(Q, plate_axis=-1)
(u0, u1) = X.get_moments()
self.assertAllClose(u0, Qu0)
self.assertAllClose(u1, Qu1)
pass
