def test_uniform_measure_shapes():
N = 5
bounds = [(-1, 1), (0, 2), (1.3, 5.)]
D = len(bounds)
x = np.reshape(np.random.randn(D * N), [N, D])
measure = UniformMeasure(bounds)
bounds = measure.get_box()
assert len(bounds) == D
assert len(bounds[0]) == 2
res = measure.compute_density(x)
assert res.shape == (N, )
def test_uniform_measure_gradients():
measure_bounds = [(-1, 2), (0, 1)]
measure = UniformMeasure(bounds=measure_bounds)
N = 3
D = len(measure_bounds)
x = np.reshape(np.random.randn(D * N), [N, D])
_check_grad(measure, x)
def qrbf_uniform_infinite():
x1 = np.array([[-1, 1], [0, 0], [-2, 0.1]])
x2 = np.array([[-1, 1], [0, 0], [-2, 0.1], [-3, 3]])
M1 = x1.shape[0]
M2 = x2.shape[0]
D = x1.shape[1]
# measure
measure_bounds = [(0, 2), (-4, 3)]
measure = UniformMeasure(bounds=measure_bounds)
gpy_kernel = GPy.kern.RBF(input_dim=D)
emukit_rbf = RBFGPy(gpy_kernel)
emukit_qrbf = QuadratureRBFUniformMeasure(rbf_kernel=emukit_rbf,
integral_bounds=None,
measure=measure)
return emukit_qrbf, x1, x2, M1, M2, D
def test_uniform_measure_wrong_bounds():
bounds = [(-1, 1), (3, 2), (1.3, 5.)]
with pytest.raises(ValueError):
UniformMeasure(bounds)
x2 = np.array([[-1, 1], [0, 0], [-2, 0.1], [-3, 3]])
D = x1.shape[1]
gpy_kernel = GPy.kern.RBF(input_dim=D)
emukit_rbf = RBFGPy(gpy_kernel)
if MEASURE_INTBOUNDS == "Lebesgue-finite":
emukit_qrbf = QuadratureRBFLebesgueMeasure(emukit_rbf,
integral_bounds=[(-1, 2),
(-3, 3)])
elif MEASURE_INTBOUNDS == "GaussIso-infinite":
measure = IsotropicGaussianMeasure(mean=np.arange(D), variance=2.0)
emukit_qrbf = QuadratureRBFIsoGaussMeasure(rbf_kernel=emukit_rbf,
measure=measure)
elif MEASURE_INTBOUNDS == "Uniform-infinite":
measure = UniformMeasure(bounds=[(0, 2), (-4, 3)])
emukit_qrbf = QuadratureRBFUniformMeasure(emukit_rbf,
integral_bounds=None,
measure=measure)
elif MEASURE_INTBOUNDS == "Uniform-finite":
measure = UniformMeasure(bounds=[(1, 2), (-4, 2)])
emukit_qrbf = QuadratureRBFUniformMeasure(emukit_rbf,
integral_bounds=[(-1, 2),
(-3, 3)],
measure=measure)
else:
raise ValueError("Measure-integral-bounds combination not defined")
print()
print("measure: {}".format(MEASURE_INTBOUNDS))
print("no dimensions: {}".format(D))