def test_method(self):
# Create mcmc
x0s = [
self.real_parameters * 1.1,
self.real_parameters * 1.05,
self.real_parameters * 0.9,
self.real_parameters * 0.95,
]
mcmc = pints.EmceeHammerMCMC(4, x0s)
# Perform short run
chains = []
for i in range(100):
xs = mcmc.ask()
fxs = [self.log_posterior(x) for x in xs]
samples = mcmc.tell(fxs)
if i >= 50:
chains.append(samples)
if np.all(samples == xs):
self.assertTrue(np.all(mcmc.current_log_pdfs() == fxs))
chains = np.array(chains)
self.assertEqual(chains.shape[0], 50)
self.assertEqual(chains.shape[1], len(x0s))
self.assertEqual(chains.shape[2], len(x0s[0]))
def test_method(self):
# Create mcmc
x0s = [
self.real_parameters * 1.1,
self.real_parameters * 1.05,
self.real_parameters * 0.9,
self.real_parameters * 0.95,
]
mcmc = pints.EmceeHammerMCMC(4, x0s)
# Perform short run
chains = []
for i in range(100):
xs = mcmc.ask()
fxs = np.array([self.log_posterior(x) for x in xs])
ys, fys, ac = mcmc.tell(fxs)
if i >= 50:
chains.append(ys)
# Note: not checking xs equal ys here
chains = np.array(chains)
self.assertEqual(chains.shape[0], 50)
self.assertEqual(chains.shape[1], len(x0s))
self.assertEqual(chains.shape[2], len(x0s[0]))
def test_flow(self):
# Test we have at least 3 chains
n = 2
x0 = [self.real_parameters] * n
self.assertRaises(ValueError, pints.EmceeHammerMCMC, n, x0)
# Test initial proposal is first point
n = 3
x0 = [self.real_parameters] * n
mcmc = pints.EmceeHammerMCMC(n, x0)
self.assertTrue(mcmc.ask() is mcmc._x0)
# Double initialisation
mcmc = pints.EmceeHammerMCMC(n, x0)
mcmc.ask()
self.assertRaises(RuntimeError, mcmc._initialise)
# Tell without ask
mcmc = pints.EmceeHammerMCMC(n, x0)
self.assertRaises(RuntimeError, mcmc.tell, 0)
# Repeated asks should return same point
mcmc = pints.EmceeHammerMCMC(n, x0)
# Get into accepting state
for i in range(100):
mcmc.tell([self.log_posterior(x) for x in mcmc.ask()])
x = mcmc.ask()
for i in range(10):
self.assertTrue(x is mcmc.ask())
# Repeated tells should fail
mcmc.tell([1])
self.assertRaises(RuntimeError, mcmc.tell, [1])
# Bad starting point
mcmc = pints.EmceeHammerMCMC(n, x0)
mcmc.ask()
self.assertRaises(ValueError, mcmc.tell, float('-inf'))
def test_set_hyper_parameters(self):
# Tests the parameter and hyper-parameter interfaces for this sampler.
n = 3
x0 = [self.real_parameters] * n
mcmc = pints.EmceeHammerMCMC(n, x0)
self.assertEqual(mcmc.n_hyper_parameters(), 1)
scale = mcmc.scale() + 0.1
mcmc.set_hyper_parameters([scale])
self.assertEqual(mcmc.scale(), scale)
self.assertRaisesRegex(ValueError, 'exceed', mcmc.set_hyper_parameters,
[1])