def testMC(self): """Checks true samples from the model against the ground truth.""" # Note the side-effect of setting the eager seed. seed = tfp_test_util.test_seed_stream() model = ill_conditioned_gaussian.IllConditionedGaussian( ndims=10, gamma_shape_parameter=2., seed=seed()) self.validate_ground_truth_using_monte_carlo( model, num_samples=int(1e6), seed=seed(), )
def testBasic(self): """Checks that you get finite values given unconstrained samples. We check `unnormalized_log_prob` as well as the values of the sample transformations. """ model = ill_conditioned_gaussian.IllConditionedGaussian() self.validate_log_prob_and_transforms( model, sample_transformation_shapes=dict(identity=[100], ), check_ground_truth_mean=True, check_ground_truth_standard_deviation=True, )
def testHMC(self): """Checks approximate samples from the model against the ground truth.""" # Note the side-effect of setting the eager seed. seed = tfp_test_util.test_seed_stream() model = ill_conditioned_gaussian.IllConditionedGaussian( ndims=10, gamma_shape_parameter=2., seed=seed()) self.validate_ground_truth_using_hmc( model, num_chains=4, num_steps=2000, num_leapfrog_steps=3, step_size=0.5, seed=seed(), )