def test_numpyro_dict_params_defaults_nullcase(input_types):
demo_params = {
"lengthscale": input_types,
"variance": input_types,
"obs_noise": input_types,
}
with pytest.raises(ValueError):
numpyro_dict_params(demo_params)
def test_numpyro_marginal_ll_tfp_priors_type(n_samples, n_features, n_latents, dtype):
# create sample data
ds = _gen_training_data(n_samples, n_features, n_latents)
# convert to tyle
ds = jax.tree_util.tree_map(lambda x: x.astype(dtype), ds)
# initialize parameters
params, posterior = _get_conjugate_posterior_params()
# convert to numpyro-style params
numpyro_params = numpyro_dict_params(params)
# convert to priors
numpyro_params = add_priors(numpyro_params, tfd.LogNormal(0.0, 10.0))
# initialize numpyro-style GP model
npy_model = numpyro_marginal_ll(posterior, numpyro_params)
# do one forward pass with context
with numpyro.handlers.seed(rng_seed=KEY):
pred = npy_model(ds)
chex.assert_equal(pred.dtype, ds.y.dtype)
def test_numpyro_dict_params_defaults_float():
demo_params = {
"lengthscale": 1.0,
"variance": 1.0,
"obs_noise": 1.0,
}
numpyro_params = numpyro_dict_params(demo_params)
assert set(numpyro_params) == set(demo_params.keys())
for ikey, iparam in demo_params.items():
# check keys exist for param
assert set(numpyro_params[ikey].keys()) == set(
("init_value", "constraint", "param_type"))
# check init value is the same as initial value
chex.assert_equal(numpyro_params[ikey]["init_value"], iparam)
# check default constraint is positive
chex.assert_equal(numpyro_params[ikey]["constraint"],
constraints.positive)
# check if param type is param
chex.assert_equal(numpyro_params[ikey]["param_type"], "param")
# check we didn't modify original dictionary
chex.assert_equal(
demo_params,
{
"lengthscale": 1.0,
"variance": 1.0,
"obs_noise": 1.0,
},
)
def test_numpyro_add_constraints_str(variable, constraint):
gpjax_params = _get_conjugate_posterior_params()
numpyro_params = numpyro_dict_params(gpjax_params)
# add constraint
new_numpyro_params = add_constraints(numpyro_params, variable, constraint)
# check if constraint in new dictionary
chex.assert_equal(new_numpyro_params[variable]["constraint"], constraint)
# check we didn't modify original dictionary
chex.assert_equal(gpjax_params, _get_conjugate_posterior_params())
def test_numpyro_add_constraints_all(constraint):
gpjax_params = _get_conjugate_posterior_params()
numpyro_params = numpyro_dict_params(gpjax_params)
# add constraint
new_numpyro_params = add_constraints(numpyro_params, constraint)
for iparams in new_numpyro_params.values():
# check if constraint in new dictionary
chex.assert_equal(iparams["constraint"], constraint)
# check we didn't modify original dictionary
chex.assert_equal(gpjax_params, _get_conjugate_posterior_params())
def test_numpyro_add_priors_all(prior):
gpjax_params = _get_conjugate_posterior_params()
numpyro_params = numpyro_dict_params(gpjax_params)
# add constraint
new_numpyro_params = add_priors(numpyro_params, prior)
for iparams in new_numpyro_params.values():
# check if constraint in new dictionary
chex.assert_equal(iparams["param_type"], "prior")
chex.assert_equal(iparams["prior"], prior)
# check we didn't modify original dictionary
chex.assert_equal(gpjax_params, _get_conjugate_posterior_params())
def test_numpyro_dict_priors_defaults_tfp():
demo_priors = {
"lengthscale": tfd.LogNormal(loc=0.0, scale=1.0),
"variance": tfd.LogNormal(loc=0.0, scale=1.0),
"obs_noise": tfd.LogNormal(loc=0.0, scale=1.0),
}
numpyro_params = numpyro_dict_params(demo_priors)
assert set(numpyro_params) == set(demo_priors.keys())
for ikey, iparam in demo_priors.items():
# check keys exist for param
assert set(numpyro_params[ikey].keys()) == set(("prior", "param_type"))
# check init value is the same as initial value
chex.assert_equal(numpyro_params[ikey]["prior"], iparam)
def test_numpyro_add_priors_dict(variable, prior):
gpjax_params = _get_conjugate_posterior_params()
numpyro_params = numpyro_dict_params(gpjax_params)
# create new dictionary
new_param_dict = {str(variable): prior}
# add constraint
new_numpyro_params = add_priors(numpyro_params, new_param_dict)
# check if constraint in new dictionary
chex.assert_equal(new_numpyro_params[variable]["param_type"], "prior")
chex.assert_equal(new_numpyro_params[variable]["prior"], prior)
# check we didn't modify original dictionary
chex.assert_equal(gpjax_params, _get_conjugate_posterior_params())
def test_numpyro_marginal_ll_params_shape(n_samples, n_features, n_latents):
# create sample data
ds = _gen_training_data(n_samples, n_features, n_latents)
# initialize parameters
params, posterior = _get_conjugate_posterior_params()
# convert to numpyro-style params
numpyro_params = numpyro_dict_params(params)
# initialize numpyro-style GP model
npy_model = numpyro_marginal_ll(posterior, numpyro_params)
# do one forward pass with context
with numpyro.handlers.seed(rng_seed=KEY):
pred = npy_model(ds)
chex.assert_equal_shape([ds.y.squeeze(), pred])
def test_numpyro_marginal_ll_params():
# create sample data
ds = _gen_training_data(10, 10, 2)
# initialize parameters
params, posterior = _get_conjugate_posterior_params()
# convert to numpyro-style params
numpyro_params = numpyro_dict_params(params)
# initialize numpyro-style GP model
npy_model = numpyro_marginal_ll(posterior, numpyro_params)
# do one forward pass with context
with numpyro.handlers.seed(rng_seed=KEY):
model_params = numpyro.handlers.trace(npy_model).get_trace(ds)
assert set(numpyro_params) <= set(model_params)