def test_combination_LMC_kernels():
N, D, P = 100, 3, 2
kernel_list1 = [Linear(active_dims=[1]), SquaredExponential()]
L1 = len(kernel_list1)
kernel_list2 = [SquaredExponential(), Linear(), Linear()]
L2 = len(kernel_list2)
k1 = LinearCoregionalization(kernel_list1, np.random.randn(P, L1))
k2 = LinearCoregionalization(kernel_list2, np.random.randn(P, L2))
kernel = k1 + k2
X = np.random.randn(N, D)
K1 = k1(X, full_cov=True)
K2 = k2(X, full_cov=True)
K = kernel(X, full_cov=True)
assert K.shape == [N, P, N, P]
np.testing.assert_allclose(K, K1 + K2)
def test_latent_kernels():
kernel_list = [SquaredExponential(), White(), White() + Linear()]
multioutput_kernel_list = [
SharedIndependent(SquaredExponential(), 3),
SeparateIndependent(kernel_list),
LinearCoregionalization(kernel_list, np.random.random((5, 3))),
]
assert len(multioutput_kernel_list[0].latent_kernels) == 1
assert multioutput_kernel_list[1].latent_kernels == tuple(kernel_list)
assert multioutput_kernel_list[2].latent_kernels == tuple(kernel_list)