def test_integrated(self):
with self.get_session(use_gpu=True) as sess:
tf.set_random_seed(1234)
p = Normal(0., 1.)
q = Normal(1., 2.)
x = q.sample_n(10000)
log_p = p.log_prob(x)
log_q = q.log_prob(x)
# test integrated equality
output = sess.run(
importance_sampling(log_p, log_p, log_q, latent_axis=0))
self.assertLess(np.abs(output + 0.5 * (np.log(2 * np.pi) + 1)),
1e-2)
def test_element_wise(self):
with self.get_session(use_gpu=True) as sess:
tf.set_random_seed(1234)
p = Normal(0., 1.)
q = Normal(1., 2.)
x = q.sample_n(1000)
log_p = p.log_prob(x)
log_q = q.log_prob(x)
# test element-wise equality
output, expected = sess.run([
importance_sampling(log_p, log_p, log_q),
log_p * tf.exp(log_p - log_q)
])
np.testing.assert_almost_equal(output, expected)