def testMC(self):
"""Checks true samples from the model against the ground truth."""
# Note the side-effect of setting the eager seed.
seed = tfp_test_util.test_seed_stream()
model = ill_conditioned_gaussian.IllConditionedGaussian(
ndims=10, gamma_shape_parameter=2., seed=seed())
self.validate_ground_truth_using_monte_carlo(
model,
num_samples=int(1e6),
seed=seed(),
)
def testBasic(self):
"""Checks that you get finite values given unconstrained samples.
We check `unnormalized_log_prob` as well as the values of the sample
transformations.
"""
model = ill_conditioned_gaussian.IllConditionedGaussian()
self.validate_log_prob_and_transforms(
model,
sample_transformation_shapes=dict(identity=[100], ),
check_ground_truth_mean=True,
check_ground_truth_standard_deviation=True,
)
def testHMC(self):
"""Checks approximate samples from the model against the ground truth."""
# Note the side-effect of setting the eager seed.
seed = tfp_test_util.test_seed_stream()
model = ill_conditioned_gaussian.IllConditionedGaussian(
ndims=10, gamma_shape_parameter=2., seed=seed())
self.validate_ground_truth_using_hmc(
model,
num_chains=4,
num_steps=2000,
num_leapfrog_steps=3,
step_size=0.5,
seed=seed(),
)
