def test_one_two_dim_input_discrete():
"""Test one- and two-dimensional input for discrete estimators."""
expected_mi, src_one, s, target_one = _get_gauss_data(expand=False,
seed=SEED)
src_two = np.expand_dims(src_one, axis=1)
target_two = np.expand_dims(target_one, axis=1)
ar_src_one, s = _get_ar_data(expand=False, seed=SEED)
ar_src_two = np.expand_dims(ar_src_one, axis=1)
settings = {
'discretise_method': 'equal',
'n_discrete_bins': 4,
'history_target': 1,
'history': 2
}
# MI
mi_estimator = JidtDiscreteMI(settings=settings)
mi_cor_one = mi_estimator.estimate(src_one, target_one)
_assert_result(mi_cor_one, expected_mi, 'JidtDiscreteMI', 'MI',
0.08) # More variability here
mi_cor_two = mi_estimator.estimate(src_two, target_two)
_assert_result(mi_cor_two, expected_mi, 'JidtDiscreteMI', 'MI',
0.08) # More variability here
_compare_result(mi_cor_one, mi_cor_two, 'JidtDiscreteMI one dim',
'JidtDiscreteMI two dim', 'MI')
# CMI
cmi_estimator = JidtDiscreteCMI(settings=settings)
mi_cor_one = cmi_estimator.estimate(src_one, target_one)
_assert_result(mi_cor_one, expected_mi, 'JidtDiscreteCMI', 'CMI',
0.08) # More variability here
mi_cor_two = cmi_estimator.estimate(src_two, target_two)
_assert_result(mi_cor_two, expected_mi, 'JidtDiscreteCMI', 'CMI',
0.08) # More variability here
_compare_result(mi_cor_one, mi_cor_two, 'JidtDiscreteMI one dim',
'JidtDiscreteMI two dim', 'CMI')
# TE
te_estimator = JidtDiscreteTE(settings=settings)
mi_cor_one = te_estimator.estimate(src_one[1:], target_one[:-1])
_assert_result(mi_cor_one, expected_mi, 'JidtDiscreteTE', 'TE',
0.08) # More variability here
mi_cor_two = te_estimator.estimate(src_one[1:], target_one[:-1])
_assert_result(mi_cor_two, expected_mi, 'JidtDiscreteTE', 'TE',
0.08) # More variability here
_compare_result(mi_cor_one, mi_cor_two, 'JidtDiscreteMI one dim',
'JidtDiscreteMI two dim', 'TE')
# AIS
ais_estimator = JidtDiscreteAIS(settings=settings)
mi_cor_one = ais_estimator.estimate(ar_src_one)
mi_cor_two = ais_estimator.estimate(ar_src_two)
_compare_result(mi_cor_one, mi_cor_two, 'JidtDiscreteAIS one dim',
'JidtDiscreteAIS two dim', 'AIS (AR process)')
def test_discrete_ais():
"""Test results for discrete AIS estimation against other estimators."""
settings = {'discretise_method': 'none',
'alph': 2,
'history': 2,
'local_values': False}
proc1, proc2 = _get_mem_binary_data()
# Compare discrete to Gaussian estimator
ais_estimator = JidtDiscreteAIS(settings=settings)
mi_d = ais_estimator.estimate(proc1)
ais_estimator = JidtGaussianAIS(settings=settings)
mi_g = ais_estimator.estimate(proc1.astype(np.float))
_compare_result(np.mean(mi_d), np.mean(mi_g), 'JidtDiscreteAIS',
'JidtGaussianAIS', 'AIS (AR process)', tol=0.07)
# Compare discrete to Gaussian estimator on memoryless data
ais_estimator = JidtDiscreteAIS(settings=settings)
mi_d = ais_estimator.estimate(proc2)
ais_estimator = JidtGaussianAIS(settings=settings)
mi_g = ais_estimator.estimate(proc2.astype(np.float))
_compare_result(np.mean(mi_d), np.mean(mi_g), 'JidtDiscreteAIS',
'JidtGaussianAIS', 'AIS (AR process, no mem.)', tol=0.05)
_assert_result(mi_d, 0, 'JidtDiscreteAIS', 'MI (no memory)')
_assert_result(mi_g, 0, 'JidtGaussianAIS', 'MI (no memory)')
def test_one_two_dim_input_discrete():
"""Test one- and two-dimensional input for discrete estimators."""
expected_mi, src_one, s, target_one = _get_gauss_data(expand=False)
src_two = np.expand_dims(src_one, axis=1)
target_two = np.expand_dims(target_one, axis=1)
ar_src_one, s = _get_ar_data(expand=False)
ar_src_two = np.expand_dims(ar_src_one, axis=1)
settings = {'discretise_method': 'equal',
'n_discrete_bins': 4,
'history_target': 1,
'history': 2}
# MI
mi_estimator = JidtDiscreteMI(settings=settings)
mi_cor_one = mi_estimator.estimate(src_one, target_one)
_assert_result(mi_cor_one, expected_mi, 'JidtDiscreteMI', 'MI')
mi_cor_two = mi_estimator.estimate(src_two, target_two)
_assert_result(mi_cor_two, expected_mi, 'JidtDiscreteMI', 'MI')
_compare_result(mi_cor_one, mi_cor_two,
'JidtDiscreteMI one dim', 'JidtDiscreteMI two dim', 'MI')
# CMI
cmi_estimator = JidtDiscreteCMI(settings=settings)
mi_cor_one = cmi_estimator.estimate(src_one, target_one)
_assert_result(mi_cor_one, expected_mi, 'JidtDiscreteCMI', 'CMI')
mi_cor_two = cmi_estimator.estimate(src_two, target_two)
_assert_result(mi_cor_two, expected_mi, 'JidtDiscreteCMI', 'CMI')
_compare_result(mi_cor_one, mi_cor_two,
'JidtDiscreteMI one dim', 'JidtDiscreteMI two dim', 'CMI')
# TE
te_estimator = JidtDiscreteTE(settings=settings)
mi_cor_one = te_estimator.estimate(src_one[1:], target_one[:-1])
_assert_result(mi_cor_one, expected_mi, 'JidtDiscreteTE', 'TE')
mi_cor_two = te_estimator.estimate(src_one[1:], target_one[:-1])
_assert_result(mi_cor_two, expected_mi, 'JidtDiscreteTE', 'TE')
_compare_result(mi_cor_one, mi_cor_two,
'JidtDiscreteMI one dim', 'JidtDiscreteMI two dim', 'TE')
# AIS
ais_estimator = JidtDiscreteAIS(settings=settings)
mi_cor_one = ais_estimator.estimate(ar_src_one)
mi_cor_two = ais_estimator.estimate(ar_src_two)
_compare_result(mi_cor_one, mi_cor_two,
'JidtDiscreteAIS one dim', 'JidtDiscreteAIS two dim',
'AIS (AR process)')
def test_invalid_history_parameters():
"""Ensure invalid history parameters raise a RuntimeError."""
# TE: Parameters are not integers
settings = {
'history_target': 4,
'history_source': 4,
'tau_source': 2,
'tau_target': 2.5
}
with pytest.raises(AssertionError):
JidtDiscreteTE(settings=settings)
with pytest.raises(AssertionError):
JidtGaussianTE(settings=settings)
with pytest.raises(AssertionError):
JidtKraskovTE(settings=settings)
settings['tau_source'] = 2.5
settings['tau_target'] = 2
with pytest.raises(AssertionError):
JidtDiscreteTE(settings=settings)
with pytest.raises(AssertionError):
JidtGaussianTE(settings=settings)
with pytest.raises(AssertionError):
JidtKraskovTE(settings=settings)
settings['history_source'] = 2.5
settings['tau_source'] = 2
with pytest.raises(AssertionError):
JidtDiscreteTE(settings=settings)
with pytest.raises(AssertionError):
JidtGaussianTE(settings=settings)
with pytest.raises(AssertionError):
JidtKraskovTE(settings=settings)
settings['history_target'] = 2.5
settings['history_source'] = 4
with pytest.raises(AssertionError):
JidtDiscreteTE(settings=settings)
with pytest.raises(AssertionError):
JidtGaussianTE(settings=settings)
with pytest.raises(AssertionError):
JidtKraskovTE(settings=settings)
# AIS: Parameters are not integers.
settings = {'history': 4, 'tau': 2.5}
with pytest.raises(AssertionError):
JidtGaussianAIS(settings=settings)
with pytest.raises(AssertionError):
JidtKraskovAIS(settings=settings)
settings = {'history': 4.5, 'tau': 2}
with pytest.raises(AssertionError):
JidtDiscreteAIS(settings=settings)
with pytest.raises(AssertionError):
JidtGaussianAIS(settings=settings)
with pytest.raises(AssertionError):
JidtKraskovAIS(settings=settings)
def test_discrete_ais():
"""Test results for discrete AIS estimation against other estimators."""
settings = {
'discretise_method': 'none',
'alph': 2,
'history': 2,
'local_values': False
}
proc1, proc2 = _get_mem_binary_data()
# Compare discrete to Gaussian estimator
ais_estimator = JidtDiscreteAIS(settings=settings)
mi_d = ais_estimator.estimate(proc1)
ais_estimator = JidtGaussianAIS(settings=settings)
mi_g = ais_estimator.estimate(proc1.astype(np.float))
_compare_result(np.mean(mi_d),
np.mean(mi_g),
'JidtDiscreteAIS',
'JidtGaussianAIS',
'AIS (AR process)',
tol=0.07)
# Compare discrete to Gaussian estimator on memoryless data
ais_estimator = JidtDiscreteAIS(settings=settings)
mi_d = ais_estimator.estimate(proc2)
ais_estimator = JidtGaussianAIS(settings=settings)
mi_g = ais_estimator.estimate(proc2.astype(np.float))
_compare_result(np.mean(mi_d),
np.mean(mi_g),
'JidtDiscreteAIS',
'JidtGaussianAIS',
'AIS (AR process, no mem.)',
tol=0.05)
_assert_result(mi_d, 0, 'JidtDiscreteAIS', 'MI (no memory)')
_assert_result(mi_g, 0, 'JidtGaussianAIS', 'MI (no memory)')
def test_invalid_settings_input():
"""Test handling of wrong inputs for settings dictionary."""
# Wrong input type for settings dict.
with pytest.raises(TypeError):
JidtDiscreteMI(settings=1)
with pytest.raises(TypeError):
JidtDiscreteCMI(settings=1)
with pytest.raises(TypeError):
JidtDiscreteAIS(settings=1)
with pytest.raises(TypeError):
JidtDiscreteTE(settings=1)
with pytest.raises(TypeError):
JidtGaussianMI(settings=1)
with pytest.raises(TypeError):
JidtGaussianCMI(settings=1)
with pytest.raises(TypeError):
JidtGaussianAIS(settings=1)
with pytest.raises(TypeError):
JidtGaussianTE(settings=1)
with pytest.raises(TypeError):
JidtKraskovMI(settings=1)
with pytest.raises(TypeError):
JidtKraskovCMI(settings=1)
with pytest.raises(TypeError):
JidtKraskovAIS(settings=1)
with pytest.raises(TypeError):
JidtKraskovTE(settings=1)
# Test if settings dict is initialised correctly.
e = JidtDiscreteMI()
assert type(
e.settings) is dict, 'Did not initialise settings as dictionary.'
e = JidtDiscreteCMI()
assert type(
e.settings) is dict, 'Did not initialise settings as dictionary.'
e = JidtGaussianMI()
assert type(
e.settings) is dict, 'Did not initialise settings as dictionary.'
e = JidtGaussianCMI()
assert type(
e.settings) is dict, 'Did not initialise settings as dictionary.'
e = JidtKraskovMI()
assert type(
e.settings) is dict, 'Did not initialise settings as dictionary.'
e = JidtKraskovCMI()
assert type(
e.settings) is dict, 'Did not initialise settings as dictionary.'
# History parameter missing for AIS and TE estimation.
with pytest.raises(RuntimeError):
JidtDiscreteAIS(settings={})
with pytest.raises(RuntimeError):
JidtDiscreteTE(settings={})
with pytest.raises(RuntimeError):
JidtGaussianAIS(settings={})
with pytest.raises(RuntimeError):
JidtGaussianTE(settings={})
with pytest.raises(RuntimeError):
JidtKraskovAIS(settings={})
with pytest.raises(RuntimeError):
JidtKraskovTE(settings={})
def test_local_values():
"""Test estimation of local values and their return type."""
expected_mi, source, s, target = _get_gauss_data(expand=False)
ar_proc, s = _get_ar_data(expand=False)
settings = {
'discretise_method': 'equal',
'n_discrete_bins': 4,
'history_target': 1,
'history': 2,
'local_values': True
}
# MI - Discrete
mi_estimator = JidtDiscreteMI(settings=settings)
mi = mi_estimator.estimate(source, target)
_assert_result(np.mean(mi), expected_mi, 'JidtDiscreteMI', 'MI',
0.08) # More variability here
assert type(mi) is np.ndarray, 'Local values are not a numpy array.'
# MI - Gaussian
mi_estimator = JidtGaussianMI(settings=settings)
mi = mi_estimator.estimate(source, target)
_assert_result(np.mean(mi), expected_mi, 'JidtGaussianMI', 'MI')
assert type(mi) is np.ndarray, 'Local values are not a numpy array.'
# MI - Kraskov
mi_estimator = JidtKraskovMI(settings=settings)
mi = mi_estimator.estimate(source, target)
_assert_result(np.mean(mi), expected_mi, 'JidtKraskovMI', 'MI')
assert type(mi) is np.ndarray, 'Local values are not a numpy array.'
# CMI - Discrete
cmi_estimator = JidtDiscreteCMI(settings=settings)
mi = cmi_estimator.estimate(source, target)
_assert_result(np.mean(mi), expected_mi, 'JidtDiscreteCMI', 'CMI',
0.08) # More variability here
assert type(mi) is np.ndarray, 'Local values are not a numpy array.'
# MI - Gaussian
mi_estimator = JidtGaussianCMI(settings=settings)
mi = mi_estimator.estimate(source, target)
_assert_result(np.mean(mi), expected_mi, 'JidtGaussianCMI', 'MI')
assert type(mi) is np.ndarray, 'Local values are not a numpy array.'
# MI - Kraskov
mi_estimator = JidtKraskovCMI(settings=settings)
mi = mi_estimator.estimate(source, target)
_assert_result(np.mean(mi), expected_mi, 'JidtKraskovCMI', 'MI')
assert type(mi) is np.ndarray, 'Local values are not a numpy array.'
# TE - Discrete
te_estimator = JidtDiscreteTE(settings=settings)
mi = te_estimator.estimate(source[1:], target[:-1])
_assert_result(np.mean(mi), expected_mi, 'JidtDiscreteTE', 'TE',
0.08) # More variability here
assert type(mi) is np.ndarray, 'Local values are not a numpy array.'
# TE - Gaussian
mi_estimator = JidtGaussianTE(settings=settings)
mi = mi_estimator.estimate(source[1:], target[:-1])
_assert_result(np.mean(mi), expected_mi, 'JidtGaussianTE', 'MI')
assert type(mi) is np.ndarray, 'Local values are not a numpy array.'
# TE - Kraskov
mi_estimator = JidtKraskovTE(settings=settings)
mi = mi_estimator.estimate(source[1:], target[:-1])
_assert_result(np.mean(mi), expected_mi, 'JidtKraskovTE', 'MI')
assert type(mi) is np.ndarray, 'Local values are not a numpy array.'
# AIS - Kraskov
ais_estimator = JidtKraskovAIS(settings=settings)
mi_k = ais_estimator.estimate(ar_proc)
assert type(mi_k) is np.ndarray, 'Local values are not a numpy array.'
# AIS - Discrete
ais_estimator = JidtDiscreteAIS(settings=settings)
mi_d = ais_estimator.estimate(ar_proc)
assert type(mi_d) is np.ndarray, 'Local values are not a numpy array.'
# TODO should we compare these?
# _compare_result(np.mean(mi_k), np.mean(mi_d),
# 'JidtKraskovAIS', 'JidtDiscreteAIS', 'AIS (AR process)')
# AIS - Gaussian
ais_estimator = JidtGaussianAIS(settings=settings)
mi_g = ais_estimator.estimate(ar_proc)
assert type(mi_g) is np.ndarray, 'Local values are not a numpy array.'
_compare_result(np.mean(mi_k), np.mean(mi_g), 'JidtKraskovAIS',
'JidtGaussianAIS', 'AIS (AR process)')
(1 - covariance) * np.random.normal(0, 1, size=n))
# JIDT Discrete estimators
settings = {'discretise_method': 'equal', 'num_discrete_bins': 5}
est = JidtDiscreteCMI(settings)
cmi = est.estimate(source_cor, target, source_uncor)
print('Estimated CMI: {0:.5f}, expected CMI: {1:.5f}'.format(cmi, expected_mi))
est = JidtDiscreteMI(settings)
mi = est.estimate(source_cor, target)
print('Estimated MI: {0:.5f}, expected MI: {1:.5f}'.format(mi, expected_mi))
settings['history_target'] = 1
est = JidtDiscreteTE(settings)
te = est.estimate(source_cor[1:n], target[0:n - 1])
print('Estimated TE: {0:.5f}, expected TE: {1:.5f}'.format(te, expected_mi))
settings['history'] = 1
est = JidtDiscreteAIS(settings)
ais = est.estimate(target)
print('Estimated AIS: {0:.5f}, expected AIS: ~0'.format(ais))
# JIDT Kraskov estimators
settings = {}
est = JidtKraskovCMI(settings)
cmi = est.estimate(source_cor, target, source_uncor)
print('Estimated CMI: {0:.5f}, expected CMI: {1:.5f}'.format(cmi, expected_mi))
est = JidtKraskovMI(settings)
mi = est.estimate(source_cor, target)
print('Estimated MI: {0:.5f}, expected MI: {1:.5f}'.format(mi, expected_mi))
settings['history_target'] = 1
est = JidtKraskovTE(settings)
te = est.estimate(source_cor[1:n], target[0:n - 1])
print('Estimated TE: {0:.5f}, expected TE: {1:.5f}'.format(te, expected_mi))