Esempio n. 1
0
def standard_kernel_tests(k, shapes=None, dtype=np.float64):
    if shapes is None:
        shapes = [((10, 2), (5, 2)), ((10, 1), (5, 1)), ((10, ), (5, )),
                  ((10, ), ()), ((), (5, )), ((), ())]

    # Check various shapes of arguments.
    for shape1, shape2 in shapes:
        x1 = B.randn(dtype, *shape1)
        x2 = B.randn(dtype, *shape2)

        # Check that the kernel computes consistently.
        allclose(k(x1, x2), B.transpose(reversed(k)(x2, x1)))

        # Check `elwise`.
        x2 = B.randn(dtype, *shape1)

        allclose(k.elwise(x1, x2)[:, 0], B.diag(k(x1, x2)))
        allclose(k.elwise(x1, x2), Kernel.elwise(k, x1, x2))
        # The element-wise computation is more accurate, which is why we allow
        # a discrepancy a bit larger than the square root of the machine
        # epsilon.
        allclose(k.elwise(x1)[:, 0],
                 B.diag(k(x1)),
                 desc='',
                 atol=1e-6,
                 rtol=1e-6)
        allclose(k.elwise(x1), Kernel.elwise(k, x1))
Esempio n. 2
0
def test_derivative_linear():
    # Test derivative of kernel `Linear()`.
    k = Linear()
    x1 = B.randn(tf.float64, 10, 1)
    x2 = B.randn(tf.float64, 5, 1)

    # Test derivative with respect to first input.
    allclose(k.diff(0, None)(x1, x2),
             B.ones(tf.float64, 10, 5) * B.transpose(x2))
    allclose(k.diff(0, None)(x1),
             B.ones(tf.float64, 10, 10) * B.transpose(x1))

    # Test derivative with respect to second input.
    allclose(k.diff(None, 0)(x1, x2), B.ones(tf.float64, 10, 5) * x1)
    allclose(k.diff(None, 0)(x1), B.ones(tf.float64, 10, 10) * x1)

    # Test derivative with respect to both inputs.
    ref = B.ones(tf.float64, 10, 5)
    allclose(k.diff(0, 0)(x1, x2), ref)
    allclose(k.diff(0)(x1, x2), ref)
    ref = B.ones(tf.float64, 10, 10)
    allclose(k.diff(0, 0)(x1), ref)
    allclose(k.diff(0)(x1), ref)
Esempio n. 3
0
def test_derivative_eq():
    # Test derivative of kernel `EQ()`.
    k = EQ()
    x1 = B.randn(tf.float64, 10, 1)
    x2 = B.randn(tf.float64, 5, 1)

    # Test derivative with respect to first input.
    allclose(k.diff(0, None)(x1, x2), -k(x1, x2) * (x1 - B.transpose(x2)))
    allclose(k.diff(0, None)(x1), -k(x1) * (x1 - B.transpose(x1)))

    # Test derivative with respect to second input.
    allclose(k.diff(None, 0)(x1, x2), -k(x1, x2) * (B.transpose(x2) - x1))
    allclose(k.diff(None, 0)(x1), -k(x1) * (B.transpose(x1) - x1))

    # Test derivative with respect to both inputs.
    ref = k(x1, x2) * (1 - (x1 - B.transpose(x2)) ** 2)
    allclose(k.diff(0, 0)(x1, x2), ref)
    allclose(k.diff(0)(x1, x2), ref)
    ref = k(x1) * (1 - (x1 - B.transpose(x1)) ** 2)
    allclose(k.diff(0, 0)(x1), ref)
    allclose(k.diff(0)(x1), ref)