def test_evidence(verbose=0,k=1):
"""
Compare the evidence estimated by Chib's method
with the variational evidence (free energy)
fixme : this one really takes time
"""
n=50
dim=2
x = nr.randn(n,dim)
x[:15] += 3
b = VBGMM(k,dim)
b.guess_priors(x)
b.initialize(x)
b.estimate(x)
vbe = b.evidence(x),
if verbose:
print 'vb: ',vbe,
niter = 1000
b = BGMM(k,dim)
b.guess_priors(x)
b.initialize(x)
b.sample(x,100)
w,cent,prec,pz = b.sample(x, niter=niter, mem=1)
bplugin = BGMM(k, dim, cent, prec, w)
bplugin.guess_priors(x)
bfchib = bplugin.bayes_factor(x, pz.astype(np.int), 1)
if verbose:
print ' chib:', bfchib
assert(bfchib>vbe)
def test_evidence(verbose=0, k=1):
# Compare the evidence estimated by Chib's method with the
# variational evidence (free energy) fixme : this one really takes
# time
n = 100
dim = 2
x = nr.randn(n, dim)
x[:30] += 3
show = 0
b = VBGMM(k, dim)
b.guess_priors(x)
b.initialize(x)
b.estimate(x)
vbe = (b.evidence(x),)
if verbose:
print "vb: ", vbe,
niter = 1000
b = BGMM(k, dim)
b.guess_priors(x)
b.initialize(x)
b.sample(x, 100)
w, cent, prec, pz = b.sample(x, niter=niter, mem=1)
bplugin = BGMM(k, dim, cent, prec, w)
bplugin.guess_priors(x)
bfchib = bplugin.Bfactor(x, pz.astype(np.int), 1)
if verbose:
print " chib:", bfchib
assert bfchib > vbe
def test_vbgmm_select(kmax = 6,verbose=0):
"""
perform the estimation of a gmm
"""
n=100
dim=3
x = nr.randn(n,dim)
x[:30] += 2
be = -np.infty
for k in range(1,kmax):
b = VBGMM(k,dim)
b.guess_priors(x)
b.initialize(x)
b.estimate(x)
ek = b.evidence(x)
if verbose: print k,ek
if ek > be:
be = ek
bestk = k
assert(bestk<3)