def test_score_matching_matches_sym(): sigma = 1. lmbda = 1. Z = np.random.randn(100, 2) a_sym = score_matching_sym(Z, sigma, lmbda) a = score_matching(Z, Z, sigma, lmbda) assert_allclose(a, a_sym)
def test_score_matching_objective_matches_sym(): sigma = 1. lmbda = 1. Z = np.random.randn(100, 2) K = gaussian_kernel(Z, sigma=sigma) J_sym = score_matching_sym(Z, sigma, lmbda, K) J = score_matching(Z, Z, sigma, lmbda, K) assert_allclose(J, J_sym)
def test_score_matching_sym_low_rank_matches_full(): sigma = 1. lmbda = 1. Z = np.random.randn(100, 2) a = score_matching_sym(Z, sigma, lmbda) R = incomplete_cholesky_gaussian(Z, sigma, eta=0.1)["R"] a_cholesky_cg = score_matching_sym_low_rank(Z, sigma, lmbda, L=R.T) assert_allclose(a, a_cholesky_cg, atol=3)
def test_score_matching_sym_execute_only(): sigma = 1. lmbda = 1. Z = np.random.randn(100, 2) # only run here a = score_matching_sym(Z, sigma, lmbda) assert type(a) == np.ndarray assert len(a.shape) == 1 assert len(a) == len(Z)
def test_objective_sym_same_as_from_estimation(): sigma = 1. lmbda = 1. Z = np.random.randn(100, 2) K = gaussian_kernel(Z, sigma=sigma) a = score_matching_sym(Z, sigma, lmbda, K) C = _compute_C_sym(Z, K, sigma) b = _compute_b_sym(Z, K, sigma) J = _objective_sym(Z, sigma, lmbda, a, K, b, C) J2 = _objective_sym(Z, sigma, lmbda, a, K) assert_almost_equal(J, J2)
def test_objective_sym_optimum(): sigma = 1. lmbda = 1. Z = np.random.randn(100, 2) K = gaussian_kernel(Z, sigma=sigma) a = score_matching_sym(Z, sigma, lmbda, K) J_opt = _objective_sym(Z, sigma, lmbda, a, K) for _ in range(10): a_random = np.random.randn(len(Z)) J = _objective_sym(Z, sigma, lmbda, a_random, K) assert J >= J_opt
def test_objective_sym_low_rank_matches_full(): sigma = 1. lmbda = 1. Z = np.random.randn(100, 2) K = gaussian_kernel(Z, sigma=sigma) a_opt = score_matching_sym(Z, sigma, lmbda, K) J_opt = _objective_sym(Z, sigma, lmbda, a_opt, K) L = incomplete_cholesky_gaussian(Z, sigma, eta=0.01)["R"].T a_opt_chol = score_matching_sym_low_rank(Z, sigma, lmbda, L) J_opt_chol = _objective_sym_low_rank(Z, sigma, lmbda, a_opt_chol, L) assert_almost_equal(J_opt, J_opt_chol, delta=2.)