def test_predict_raises_error_if_not_fit(self):
        with self.assertRaises(PyMC3ModelsError) as no_fit_error:
            test_LR = LinearRegression()
            test_LR.predict(self.X_train)

        expected = 'Run fit on the model before predict.'
        self.assertEqual(str(no_fit_error.exception), expected)
    def setUp(self):
        self.num_pred = 1
        self.alpha = 3
        self.betas = 4
        self.s = 2

        # Set random seed for repeatability
        np.random.seed(27)

        X = np.random.randn(1000, 1)
        noise = self.s * np.random.randn(1000, 1)
        Y = self.betas * X + self.alpha + noise
        Y = np.squeeze(Y)

        self.X_train, self.X_test, self.Y_train, self.Y_test = train_test_split(
            X, Y, test_size=0.4)

        self.test_LR = LinearRegression()
        # Fit the model with ADVI once
        self.test_LR.fit(self.X_train,
                         self.Y_train,
                         num_advi_sample_draws=5000,
                         minibatch_size=2000)

        self.nuts_LR = LinearRegression()

        self.test_dir = tempfile.mkdtemp()
    def test_save_and_load_work_correctly(self):
        score1 = self.test_LR.score(self.X_test, self.Y_test)
        self.test_LR.save(self.test_dir)

        LR2 = LinearRegression()

        LR2.load(self.test_dir)

        self.assertEqual(self.test_LR.inference_type, LR2.inference_type)
        self.assertEqual(self.test_LR.num_pred, LR2.num_pred)
        self.assertEqual(self.test_LR.num_training_samples,
                         LR2.num_training_samples)
        pd.testing.assert_frame_equal(summary(self.test_LR.trace),
                                      summary(LR2.trace))

        score2 = LR2.score(self.X_test, self.Y_test)

        np.testing.assert_almost_equal(score1, score2, decimal=1)
Exemple #4
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    def setUp(self):
        self.num_pred = 1
        self.alpha = 3
        self.betas = 4
        self.s = 2

        X = np.random.randn(1000, 1)
        noise = self.s * np.random.randn(1000, 1)
        Y = self.betas * X + self.alpha + noise
        Y = np.squeeze(Y)

        self.X_train, self.X_test, self.Y_train, self.Y_test = train_test_split(
            X, Y, test_size=0.4)

        self.test_LR = LinearRegression()
        self.nuts_LR = LinearRegression()

        self.test_dir = tempfile.mkdtemp()