def testSamplePoissonHighRates(self):
# High rate (>= log(10.)) samples would use rejection sampling.
rate = [10., 10.5, 11., 11.5, 12.0, 12.5, 13.0, 13.5, 14.0, 14.5]
log_rate = np.log(rate)
num_samples = int(1e5)
self.assertLess(
self.evaluate(
st.min_num_samples_for_dkwm_cdf_test(discrepancy=0.04,
false_fail_rate=1e-9,
false_pass_rate=1e-9)),
num_samples)
samples = poisson_lib._random_poisson_noncpu(
shape=[num_samples],
log_rates=log_rate,
output_dtype=tf.float64,
seed=test_util.test_seed())
poisson = tfd.Poisson(log_rate=log_rate, validate_args=True)
self.evaluate(
st.assert_true_cdf_equal_by_dkwm(
samples,
poisson.cdf,
st.left_continuous_cdf_discrete_distribution(poisson),
false_fail_rate=1e-9))
self.assertAllClose(self.evaluate(tf.math.reduce_mean(samples,
axis=0)),
stats.poisson.mean(rate),
rtol=0.01)
self.assertAllClose(self.evaluate(
tf.math.reduce_variance(samples, axis=0)),
stats.poisson.var(rate),
rtol=0.05)
def testSamplePoissonInvalidRates(self):
rate = [np.nan, -1., 0., 5., 7., 10., 13.0, 14., 15., 18.]
log_rate = np.log(rate)
samples = self.evaluate(
poisson_lib._random_poisson_noncpu(shape=[int(1e5)],
log_rates=log_rate,
output_dtype=tf.float64,
seed=test_util.test_seed()))
self.assertAllClose(self.evaluate(tf.math.reduce_mean(samples,
axis=0)),
stats.poisson.mean(rate),
rtol=0.01)
self.assertAllClose(self.evaluate(
tf.math.reduce_variance(samples, axis=0)),
stats.poisson.var(rate),
rtol=0.05)
def testSamplePoissonLowAndHighRates(self):
rate = [1., 3., 5., 6., 7., 10., 13.0, 14., 15., 18.]
log_rate = np.log(rate)
num_samples = int(1e5)
poisson = tfd.Poisson(log_rate=log_rate, validate_args=True)
self.assertLess(
self.evaluate(
st.min_num_samples_for_dkwm_cdf_test(
discrepancy=0.04, false_fail_rate=1e-9, false_pass_rate=1e-9)),
num_samples)
samples = poisson_lib._random_poisson_noncpu(
shape=[num_samples],
log_rates=log_rate,
output_dtype=tf.float64,
seed=test_util.test_seed())
self.evaluate(
st.assert_true_cdf_equal_by_dkwm(
samples,
poisson.cdf,
st.left_continuous_cdf_discrete_distribution(poisson),
false_fail_rate=1e-9))
