Esempio n. 1
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    def test_select_proportional_to_weight(self):
        # Tests that multinomial_wo_replacement selects elements, on average,
        # proportional to the their probabilities

        th_rng = RandomStream(12345)

        p = tensor.fmatrix()
        n = tensor.iscalar()
        m = th_rng.multinomial_wo_replacement(pvals=p, n=n)

        f = function([p, n], m, allow_input_downcast=True)

        n_elements = 100
        n_selected = 10
        mean_rtol = 0.0005
        np.random.seed(12345)
        pvals = np.random.randint(1, 100,
                                  (1, n_elements)).astype(config.floatX)
        pvals /= pvals.sum(1)
        avg_pvals = np.zeros((n_elements, ), dtype=config.floatX)

        for rep in range(10000):
            res = f(pvals, n_selected)
            res = np.squeeze(res)
            avg_pvals[res] += 1
        avg_pvals /= avg_pvals.sum()
        avg_diff = np.mean(abs(avg_pvals - pvals))
        assert avg_diff < mean_rtol
Esempio n. 2
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def test_get_substream_rstates():
    with config.change_flags(compute_test_value="raise"):
        n_streams = 100

        dtype = "float32"
        rng = MRG_RandomStream(np.random.randint(2147462579))

        rng.get_substream_rstates(n_streams, dtype)
Esempio n. 3
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def test_f16_nonzero(mode=None, op_to_check=rng_mrg.mrg_uniform):
    srng = MRG_RandomStream(seed=utt.fetch_seed())
    m = srng.uniform(size=(1000, 1000), dtype="float16")
    assert m.dtype == "float16", m.type
    f = theano.function([], m, mode=mode)
    assert any(
        isinstance(n.op, op_to_check) for n in f.maker.fgraph.apply_nodes)
    m_val = f()
    assert np.all((0 < m_val) & (m_val < 1))
Esempio n. 4
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def test_multiple_rng_aliasing():
    # Test that when we have multiple random number generators, we do not alias
    # the state_updates member. `state_updates` can be useful when attempting to
    # copy the (random) state between two similar theano graphs. The test is
    # meant to detect a previous bug where state_updates was initialized as a
    # class-attribute, instead of the __init__ function.

    rng1 = MRG_RandomStream(1234)
    rng2 = MRG_RandomStream(2392)
    assert rng1.state_updates is not rng2.state_updates
Esempio n. 5
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def test_undefined_grad_opt():
    # Make sure that undefined grad get removed in optimized graph.
    random = MRG_RandomStream(np.random.randint(1, 2147462579))
    pvals = theano.shared(np.random.rand(10, 20).astype(theano.config.floatX))
    pvals = pvals / pvals.sum(axis=1)
    pvals = theano.gradient.zero_grad(pvals)
    samples = random.multinomial(pvals=pvals, n=1)
    samples = theano.tensor.cast(samples, pvals.dtype)
    samples = theano.gradient.zero_grad(samples)
    cost = theano.tensor.sum(samples + pvals)
    grad = theano.tensor.grad(cost, samples)
    f = theano.function([], grad)
    assert not any([
        isinstance(node.op, theano.gradient.UndefinedGrad)
        for node in f.maker.fgraph.apply_nodes
    ])
Esempio n. 6
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    def test_dump_load_mrg(self):
        rng = MRG_RandomStream()

        with open("test", "wb") as f:
            dump(rng, f)

        with open("test", "rb") as f:
            rng = load(f)

        assert type(rng) == MRG_RandomStream
Esempio n. 7
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    def test_fail_select_alot(self):
        # Tests that multinomial_wo_replacement fails when asked to sample more
        # elements than the actual number of elements

        th_rng = RandomStream(12345)

        p = tensor.fmatrix()
        n = tensor.iscalar()
        m = th_rng.multinomial_wo_replacement(pvals=p, n=n)

        f = function([p, n], m, allow_input_downcast=True)

        n_elements = 100
        n_selected = 200
        np.random.seed(12345)
        pvals = np.random.randint(1, 100, (1, n_elements)).astype(config.floatX)
        pvals /= pvals.sum(1)
        with pytest.raises(ValueError):
            f(pvals, n_selected)
Esempio n. 8
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def test_simple_shared_mrg_random():
    theano_rng = MRG_RandomStream(10)

    values, updates = theano.scan(
        lambda: theano_rng.uniform((2, ), -1, 1),
        [],
        [],
        [],
        n_steps=5,
        truncate_gradient=-1,
        go_backwards=False,
    )
    my_f = theano.function([],
                           values,
                           updates=updates,
                           allow_input_downcast=True)

    # Just check for run-time errors
    my_f()
    my_f()
Esempio n. 9
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def test_cpu_target_with_shared_variable():
    srng = MRG_RandomStream()
    s = np.random.rand(2, 3).astype("float32")
    x = gpuarray_shared_constructor(s, name="x")
    try:
        # To have theano.shared(x) try to move on the GPU
        theano.compile.shared_constructor(gpuarray_shared_constructor)
        y = srng.uniform(x.shape, target="cpu")
        y.name = "y"
        z = (x * y).sum()
        z.name = "z"

        fz = theano.function([], z, mode=mode)

        nodes = fz.maker.fgraph.toposort()
        assert not any(
            [isinstance(node.op, GPUA_mrg_uniform) for node in nodes])
    finally:
        theano.compile.shared_constructor(gpuarray_shared_constructor,
                                          remove=True)
Esempio n. 10
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    def test_select_distinct(self):
        # Tests that multinomial_wo_replacement always selects distinct elements

        th_rng = RandomStream(12345)

        p = tensor.fmatrix()
        n = tensor.iscalar()
        m = th_rng.multinomial_wo_replacement(pvals=p, n=n)

        f = function([p, n], m, allow_input_downcast=True)

        n_elements = 1000
        all_indices = range(n_elements)
        np.random.seed(12345)
        for i in [5, 10, 50, 100, 500, n_elements]:
            pvals = np.random.randint(1, 100, (1, n_elements)).astype(config.floatX)
            pvals /= pvals.sum(1)
            res = f(pvals, i)
            res = np.squeeze(res)
            assert len(res) == i
            assert np.all(np.in1d(np.unique(res), all_indices)), res
Esempio n. 11
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def test_GPUA_full_fill():
    # Make sure the whole sample buffer is filled.  Also make sure
    # large samples are consistent with CPU results.

    # This needs to be large to trigger the problem on GPU
    size = (10, 1000)

    R = MRG_RandomStream(234)
    uni = R.uniform(size, nstreams=60 * 256)
    f_cpu = theano.function([], uni)

    rstate_gpu = gpuarray_shared_constructor(
        R.state_updates[-1][0].get_value())
    new_rstate, sample = GPUA_mrg_uniform.new(rstate_gpu,
                                              ndim=None,
                                              dtype="float32",
                                              size=size)
    rstate_gpu.default_update = new_rstate
    f_gpu = theano.function([], sample, mode=mode)

    utt.assert_allclose(f_cpu(), f_gpu())
Esempio n. 12
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def test_multinomial():
    steps = 100

    if (config.mode in ["DEBUG_MODE", "DebugMode", "FAST_COMPILE"]
            or config.mode == "Mode" and config.linker in ["py"]):
        sample_size = (49, 5)
    else:
        sample_size = (450, 6)

    pvals = np.asarray(np.random.uniform(size=sample_size))
    pvals = np.apply_along_axis(lambda row: row / np.sum(row), 1, pvals)
    R = MRG_RandomStream(234)
    # Note: we specify `nstreams` to avoid a warning.
    m = R.multinomial(pvals=pvals, dtype=config.floatX, nstreams=30 * 256)
    f = theano.function([], m)
    f()
    basic_multinomialtest(f,
                          steps,
                          sample_size,
                          pvals,
                          n_samples=1,
                          prefix="mrg ")
Esempio n. 13
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def test_target_parameter():
    srng = MRG_RandomStream()
    pvals = np.array([[0.98, 0.01, 0.01], [0.01, 0.49, 0.50]])

    def basic_target_parameter_test(x):
        f = theano.function([], x)
        assert isinstance(f(), np.ndarray)

    basic_target_parameter_test(srng.uniform((3, 2), target="cpu"))
    basic_target_parameter_test(srng.normal((3, 2), target="cpu"))
    basic_target_parameter_test(srng.truncated_normal((3, 2), target="cpu"))
    basic_target_parameter_test(srng.binomial((3, 2), target="cpu"))
    basic_target_parameter_test(
        srng.multinomial(pvals=pvals.astype("float32"), target="cpu"))
    basic_target_parameter_test(
        srng.choice(p=pvals.astype("float32"), replace=False, target="cpu"))
    basic_target_parameter_test(
        srng.multinomial_wo_replacement(pvals=pvals.astype("float32"),
                                        target="cpu"))
Esempio n. 14
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def test_gradient_scan():
    # Test for a crash when using MRG inside scan and taking the gradient
    # See https://groups.google.com/d/msg/theano-dev/UbcYyU5m-M8/UO9UgXqnQP0J
    theano_rng = MRG_RandomStream(10)
    w = theano.shared(np.ones(1, dtype="float32"))

    def one_step(x):
        return x + theano_rng.uniform((1, ), dtype="float32") * w

    x = tensor.vector(dtype="float32")
    values, updates = theano.scan(one_step, outputs_info=x, n_steps=10)
    gw = theano.grad(tensor.sum(values[-1]), w)
    f = theano.function([x], gw)
    f(np.arange(1, dtype="float32"))
Esempio n. 15
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def test_consistency_randomstreams():
    # Verify that the random numbers generated by MRG_RandomStream
    # are the same as the reference (Java) implementation by L'Ecuyer et al.
    seed = 12345
    n_samples = 5
    n_streams = 12
    n_substreams = 7

    samples = []
    rng = MRG_RandomStream(seed=seed)
    for i in range(n_streams):
        stream_samples = []
        u = rng.uniform(size=(n_substreams, ), nstreams=n_substreams)
        f = theano.function([], u)
        for j in range(n_samples):
            s = f()
            stream_samples.append(s)
        stream_samples = np.array(stream_samples)
        stream_samples = stream_samples.T.flatten()
        samples.append(stream_samples)

    samples = np.array(samples).flatten()
    assert np.allclose(samples, java_samples)
Esempio n. 16
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def check_binomial(mean, size, const_size, var_input, input, steps, rtol):
    R = MRG_RandomStream(234)
    u = R.binomial(size=size, p=mean)
    f = theano.function(var_input, u)
    f(*input)

    # Increase the number of steps if sizes implies only a few samples
    if np.prod(const_size) < 10:
        steps_ = steps * 100
    else:
        steps_ = steps
    check_basics(
        f,
        steps_,
        const_size,
        prefix="mrg  cpu",
        inputs=input,
        allow_01=True,
        target_avg=mean,
        mean_rtol=rtol,
    )

    RR = theano.tensor.random.utils.RandomStream(234)

    uu = RR.binomial(1, mean, size=size)
    ff = theano.function(var_input, uu)
    # It's not our problem if numpy generates 0 or 1
    check_basics(
        ff,
        steps_,
        const_size,
        prefix="numpy",
        allow_01=True,
        inputs=input,
        target_avg=mean,
        mean_rtol=rtol,
    )
Esempio n. 17
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def test_broadcastable():
    R = MRG_RandomStream(234)
    x = tensor.matrix()
    size1 = (10, 1)
    size2 = (x.shape[0], 1)
    pvals_1 = np.random.uniform(0, 1, size=size1)
    pvals_1 = pvals_1 / sum(pvals_1)
    pvals_2 = R.uniform(size=size2)
    pvals_2 = pvals_2 / tensor.sum(pvals_2)

    for distribution in [
            R.uniform,
            R.normal,
            R.truncated_normal,
            R.binomial,
            R.multinomial,
            R.multinomial_wo_replacement,
    ]:
        # multinomial or multinomial_wo_replacement does not support "size" argument,
        # the sizes of them are implicitly defined with "pvals" argument.
        if distribution in [R.multinomial, R.multinomial_wo_replacement]:
            # check when all dimensions are constant
            uu = distribution(pvals=pvals_1)
            assert uu.broadcastable == (False, True)

            # check when some dimensions are theano variables
            uu = distribution(pvals=pvals_2)
            assert uu.broadcastable == (False, True)
        else:
            # check when all dimensions are constant
            uu = distribution(size=size1)
            assert uu.broadcastable == (False, True)

            # check when some dimensions are theano variables
            uu = distribution(size=size2)
            assert uu.broadcastable == (False, True)
Esempio n. 18
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def test_multinomial_n_samples():
    if (config.mode in ["DEBUG_MODE", "DebugMode", "FAST_COMPILE"]
            or config.mode == "Mode" and config.linker in ["py"]):
        sample_size = (49, 5)
    else:
        sample_size = (450, 6)

    pvals = np.asarray(np.random.uniform(size=sample_size))
    pvals = np.apply_along_axis(lambda row: row / np.sum(row), 1, pvals)
    R = MRG_RandomStream(234)

    for n_samples, steps in zip([5, 10, 100, 1000], [20, 10, 1, 1]):
        m = R.multinomial(pvals=pvals,
                          n=n_samples,
                          dtype=config.floatX,
                          nstreams=30 * 256)
        f = theano.function([], m)
        basic_multinomialtest(f,
                              steps,
                              sample_size,
                              pvals,
                              n_samples,
                              prefix="mrg ")
        sys.stdout.flush()
Esempio n. 19
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def test_seed_fn():
    idx = tensor.ivector()

    for new_seed, same in [(234, True), (None, True), (23, False)]:
        random = MRG_RandomStream(234)
        fn1 = theano.function([], random.uniform((2, 2), dtype="float32"))
        fn2 = theano.function([],
                              random.uniform((3, 3),
                                             nstreams=2,
                                             dtype="float32"))
        fn3 = theano.function([idx],
                              random.uniform(idx,
                                             nstreams=3,
                                             ndim=1,
                                             dtype="float32"))

        fn1_val0 = fn1()
        fn1_val1 = fn1()
        assert not np.allclose(fn1_val0, fn1_val1)
        fn2_val0 = fn2()
        fn2_val1 = fn2()
        assert not np.allclose(fn2_val0, fn2_val1)
        fn3_val0 = fn3([4])
        fn3_val1 = fn3([4])
        assert not np.allclose(fn3_val0, fn3_val1)
        assert fn1_val0.size == 4
        assert fn2_val0.size == 9

        random.seed(new_seed)

        fn1_val2 = fn1()
        fn1_val3 = fn1()
        fn2_val2 = fn2()
        fn2_val3 = fn2()
        fn3_val2 = fn3([4])
        fn3_val3 = fn3([4])
        assert np.allclose(fn1_val0, fn1_val2) == same
        assert np.allclose(fn1_val1, fn1_val3) == same
        assert np.allclose(fn2_val0, fn2_val2) == same
        assert np.allclose(fn2_val1, fn2_val3) == same
        assert np.allclose(fn3_val0, fn3_val2) == same
        assert np.allclose(fn3_val1, fn3_val3) == same
Esempio n. 20
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def test_overflow_cpu():
    # run with THEANO_FLAGS=mode=FAST_RUN,device=cpu,floatX=float32
    rng = MRG_RandomStream(np.random.randint(1234))
    fct = rng.uniform
    with config.change_flags(compute_test_value="off"):
        # should raise error as the size overflows
        sizes = [
            (2**31, ),
            (2**32, ),
            (
                2**15,
                2**16,
            ),
            (2, 2**15, 2**15),
        ]
        rng_mrg_overflow(sizes, fct, config.mode, should_raise_error=True)
    # should not raise error
    sizes = [(2**5, ), (2**5, 2**5), (2**5, 2**5, 2**5)]
    rng_mrg_overflow(sizes, fct, config.mode, should_raise_error=False)
    # should support int32 sizes
    sizes = [(np.int32(2**10), ),
             (np.int32(2), np.int32(2**10), np.int32(2**10))]
    rng_mrg_overflow(sizes, fct, config.mode, should_raise_error=False)
Esempio n. 21
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def test_deterministic():
    seed = utt.fetch_seed()
    sample_size = (10, 20)

    R = MRG_RandomStream(seed=seed)
    u = R.uniform(size=sample_size)
    f = theano.function([], u)

    fsample1 = f()
    fsample2 = f()
    assert not np.allclose(fsample1, fsample2)

    R2 = MRG_RandomStream(seed=seed)
    u2 = R2.uniform(size=sample_size)
    g = theano.function([], u2)
    gsample1 = g()
    gsample2 = g()
    assert np.allclose(fsample1, gsample1)
    assert np.allclose(fsample2, gsample2)
Esempio n. 22
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def test_undefined_grad():
    srng = MRG_RandomStream(seed=1234)

    # checking uniform distribution
    low = tensor.scalar()
    out = srng.uniform((), low=low)
    with pytest.raises(theano.gradient.NullTypeGradError):
        theano.grad(out, low)

    high = tensor.scalar()
    out = srng.uniform((), low=0, high=high)
    with pytest.raises(theano.gradient.NullTypeGradError):
        theano.grad(out, high)

    out = srng.uniform((), low=low, high=high)
    with pytest.raises(theano.gradient.NullTypeGradError):
        theano.grad(out, (low, high))

    # checking binomial distribution
    prob = tensor.scalar()
    out = srng.binomial((), p=prob)
    with pytest.raises(theano.gradient.NullTypeGradError):
        theano.grad(out, prob)

    # checking multinomial distribution
    prob1 = tensor.scalar()
    prob2 = tensor.scalar()
    p = [theano.tensor.as_tensor_variable([prob1, 0.5, 0.25])]
    out = srng.multinomial(size=None, pvals=p, n=4)[0]
    with pytest.raises(theano.gradient.NullTypeGradError):
        theano.grad(theano.tensor.sum(out), prob1)

    p = [theano.tensor.as_tensor_variable([prob1, prob2])]
    out = srng.multinomial(size=None, pvals=p, n=4)[0]
    with pytest.raises(theano.gradient.NullTypeGradError):
        theano.grad(theano.tensor.sum(out), (prob1, prob2))

    # checking choice
    p = [theano.tensor.as_tensor_variable([prob1, prob2, 0.1, 0.2])]
    out = srng.choice(a=None, size=1, p=p, replace=False)[0]
    with pytest.raises(theano.gradient.NullTypeGradError):
        theano.grad(out[0], (prob1, prob2))

    p = [theano.tensor.as_tensor_variable([prob1, prob2])]
    out = srng.choice(a=None, size=1, p=p, replace=False)[0]
    with pytest.raises(theano.gradient.NullTypeGradError):
        theano.grad(out[0], (prob1, prob2))

    p = [theano.tensor.as_tensor_variable([prob1, 0.2, 0.3])]
    out = srng.choice(a=None, size=1, p=p, replace=False)[0]
    with pytest.raises(theano.gradient.NullTypeGradError):
        theano.grad(out[0], prob1)

    # checking normal distribution
    avg = tensor.scalar()
    out = srng.normal((), avg=avg)
    with pytest.raises(theano.gradient.NullTypeGradError):
        theano.grad(out, avg)

    std = tensor.scalar()
    out = srng.normal((), avg=0, std=std)
    with pytest.raises(theano.gradient.NullTypeGradError):
        theano.grad(out, std)

    out = srng.normal((), avg=avg, std=std)
    with pytest.raises(theano.gradient.NullTypeGradError):
        theano.grad(out, (avg, std))

    # checking truncated normal distribution
    avg = tensor.scalar()
    out = srng.truncated_normal((), avg=avg)
    with pytest.raises(theano.gradient.NullTypeGradError):
        theano.grad(out, avg)

    std = tensor.scalar()
    out = srng.truncated_normal((), avg=0, std=std)
    with pytest.raises(theano.gradient.NullTypeGradError):
        theano.grad(out, std)

    out = srng.truncated_normal((), avg=avg, std=std)
    with pytest.raises(theano.gradient.NullTypeGradError):
        theano.grad(out, (avg, std))
Esempio n. 23
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def test_uniform():
    # TODO: test param low, high
    # TODO: test size=None
    # TODO: test ndim!=size.ndim
    # TODO: test bad seed
    # TODO: test size=Var, with shape that change from call to call
    if (config.mode in ["DEBUG_MODE", "DebugMode", "FAST_COMPILE"]
            or config.mode == "Mode" and config.linker in ["py"]):
        sample_size = (10, 100)
        steps = 50
    else:
        sample_size = (500, 50)
        steps = int(1e3)

    x = tensor.matrix()
    for size, const_size, var_input, input in [
        (sample_size, sample_size, [], []),
        (x.shape, sample_size, [x],
         [np.zeros(sample_size, dtype=config.floatX)]),
        (
            (x.shape[0], sample_size[1]),
            sample_size,
            [x],
            [np.zeros(sample_size, dtype=config.floatX)],
        ),
            # test empty size (scalar)
        ((), (), [], []),
    ]:

        # TEST CPU IMPLEMENTATION
        # The python and C implementation are tested with DebugMode
        x = tensor.matrix()
        R = MRG_RandomStream(234)
        # Note: we specify `nstreams` to avoid a warning.
        # TODO Look for all occurrences of `guess_n_streams` and `30 * 256`
        # for such situations: it would be better to instead filter the
        # warning using the warning module.
        u = R.uniform(size=size,
                      nstreams=rng_mrg.guess_n_streams(size, warn=False))
        f = theano.function(var_input, u)
        assert any([
            isinstance(node.op, theano.sandbox.rng_mrg.mrg_uniform)
            for node in f.maker.fgraph.toposort()
        ])
        f(*input)

        # Increase the number of steps if sizes implies only a few samples
        if np.prod(const_size) < 10:
            steps_ = steps * 100
        else:
            steps_ = steps
        check_basics(f, steps_, const_size, prefix="mrg cpu", inputs=input)

        RR = theano.tensor.random.utils.RandomStream(234)

        uu = RR.uniform(size=size)
        ff = theano.function(var_input, uu)
        # It's not our problem if numpy generates 0 or 1
        check_basics(ff,
                     steps_,
                     const_size,
                     prefix="numpy",
                     allow_01=True,
                     inputs=input)
Esempio n. 24
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    def test_bad_size(self):

        R = MRG_RandomStream(234)

        for size in [
            (0, 100),
            (-1, 100),
            (1, 0),
        ]:

            with pytest.raises(ValueError):
                R.uniform(size)
            with pytest.raises(ValueError):
                R.binomial(size)
            with pytest.raises(ValueError):
                R.multinomial(size, 1, [])
            with pytest.raises(ValueError):
                R.normal(size)
            with pytest.raises(ValueError):
                R.truncated_normal(size)
Esempio n. 25
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def test_truncated_normal():
    # just a copy of test_normal0 for truncated normal
    steps = 50
    std = 2.0

    if (config.mode in ["DEBUG_MODE", "DebugMode", "FAST_COMPILE"]
            or config.mode == "Mode" and config.linker in ["py"]):
        sample_size = (25, 30)
        default_rtol = 0.02
    else:
        sample_size = (999, 50)
        default_rtol = 0.01
    sample_size_odd = (sample_size[0], sample_size[1] - 1)
    x = tensor.matrix()

    test_cases = [
        (sample_size, sample_size, [], [], -5.0, default_rtol, default_rtol),
        (
            x.shape,
            sample_size,
            [x],
            [np.zeros(sample_size, dtype=config.floatX)],
            -5.0,
            default_rtol,
            default_rtol,
        ),
        # test odd value
        (
            x.shape,
            sample_size_odd,
            [x],
            [np.zeros(sample_size_odd, dtype=config.floatX)],
            -5.0,
            default_rtol,
            default_rtol,
        ),
        (
            sample_size,
            sample_size,
            [],
            [],
            np.arange(np.prod(sample_size),
                      dtype="float32").reshape(sample_size),
            10.0 * std / np.sqrt(steps),
            default_rtol,
        ),
        # test empty size (scalar)
        ((), (), [], [], -5.0, default_rtol, 0.02),
        # test with few samples at the same time
        ((1, ), (1, ), [], [], -5.0, default_rtol, 0.02),
        ((3, ), (3, ), [], [], -5.0, default_rtol, 0.02),
    ]

    for size, const_size, var_input, input, avg, rtol, std_tol in test_cases:
        R = MRG_RandomStream(234)
        # Note: we specify `nstreams` to avoid a warning.
        n = R.truncated_normal(
            size=size,
            avg=avg,
            std=std,
            nstreams=rng_mrg.guess_n_streams(size, warn=False),
        )
        f = theano.function(var_input, n)

        # Increase the number of steps if size implies only a few samples
        if np.prod(const_size) < 10:
            steps_ = steps * 60
        else:
            steps_ = steps
        check_basics(
            f,
            steps_,
            const_size,
            target_avg=avg,
            target_std=std,
            prefix="mrg ",
            allow_01=True,
            inputs=input,
            mean_rtol=rtol,
            std_tol=std_tol,
        )

        sys.stdout.flush()
Esempio n. 26
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 def __init__(self, seed=123):
     self.rng = MRG_RandomStream(seed)
     self.y = self.rng.uniform(size=(1, ))
Esempio n. 27
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def test_normal_truncation():
    # just a copy of test_normal0 with extra bound check
    steps = 50
    std = 2.0
    # standard deviation is slightly less than for a regular Gaussian
    # constant taken from scipy.stats.truncnorm.std(a=-2, b=2, loc=0., scale=1.)
    target_std = 0.87962566103423978 * std

    if (config.mode in ["DEBUG_MODE", "DebugMode", "FAST_COMPILE"]
            or config.mode == "Mode" and config.linker in ["py"]):
        sample_size = (25, 30)
        default_rtol = 0.02
    else:
        sample_size = (999, 50)
        default_rtol = 0.01
    sample_size_odd = (sample_size[0], sample_size[1] - 1)
    x = tensor.matrix()

    test_cases = [
        (sample_size, sample_size, [], [], -5.0, default_rtol, default_rtol),
        (
            x.shape,
            sample_size,
            [x],
            [np.zeros(sample_size, dtype=config.floatX)],
            -5.0,
            default_rtol,
            default_rtol,
        ),
        # test odd value
        (
            x.shape,
            sample_size_odd,
            [x],
            [np.zeros(sample_size_odd, dtype=config.floatX)],
            -5.0,
            default_rtol,
            default_rtol,
        ),
        (
            sample_size,
            sample_size,
            [],
            [],
            np.arange(np.prod(sample_size),
                      dtype="float32").reshape(sample_size),
            10.0 * std / np.sqrt(steps),
            default_rtol,
        ),
        # test empty size (scalar)
        ((), (), [], [], -5.0, default_rtol, 0.02),
        # test with few samples at the same time
        ((1, ), (1, ), [], [], -5.0, default_rtol, 0.02),
        ((3, ), (3, ), [], [], -5.0, default_rtol, 0.02),
    ]

    for size, const_size, var_input, input, avg, rtol, std_tol in test_cases:
        R = MRG_RandomStream(234)
        # Note: we specify `nstreams` to avoid a warning.
        n = R.normal(
            size=size,
            avg=avg,
            std=std,
            truncate=True,
            nstreams=rng_mrg.guess_n_streams(size, warn=False),
        )
        f = theano.function(var_input, n)

        # check if truncated at 2*std
        samples = f(*input)
        assert np.all(
            avg + 2 * std - samples >= 0), "bad upper bound? {} {}".format(
                samples,
                avg + 2 * std,
            )
        assert np.all(samples -
                      (avg - 2 * std) >= 0), "bad lower bound? {} {}".format(
                          samples,
                          avg - 2 * std,
                      )

        # Increase the number of steps if size implies only a few samples
        if np.prod(const_size) < 10:
            steps_ = steps * 50
        else:
            steps_ = steps
        check_basics(
            f,
            steps_,
            const_size,
            target_avg=avg,
            target_std=target_std,
            prefix="mrg ",
            allow_01=True,
            inputs=input,
            mean_rtol=rtol,
            std_tol=std_tol,
        )

        sys.stdout.flush()