def setup_method(self):
self.stepsize = 1.
self.ts = RandomDisplacement(stepsize=self.stepsize)
self.target_accept_rate = 0.5
self.takestep = AdaptiveStepsize(takestep=self.ts,
verbose=False,
accept_rate=self.target_accept_rate)
def setUp(self):
self.stepsize = 1.0
self.ts = RandomDisplacement(stepsize=self.stepsize)
self.target_accept_rate = 0.5
self.takestep = AdaptiveStepsize(takestep=self.ts, verbose=False, accept_rate=self.target_accept_rate)
class Test_AdaptiveStepsize(object):
def setup_method(self):
self.stepsize = 1.
self.ts = RandomDisplacement(stepsize=self.stepsize)
self.target_accept_rate = 0.5
self.takestep = AdaptiveStepsize(takestep=self.ts,
verbose=False,
accept_rate=self.target_accept_rate)
def test_adaptive_increase(self):
# if few steps are rejected, the stepsize should increase
x = 0.
self.takestep(x)
self.takestep.report(False)
for i in range(self.takestep.interval):
self.takestep(x)
self.takestep.report(True)
assert_(self.ts.stepsize > self.stepsize)
def test_adaptive_decrease(self):
# if few steps are rejected, the stepsize should increase
x = 0.
self.takestep(x)
self.takestep.report(True)
for i in range(self.takestep.interval):
self.takestep(x)
self.takestep.report(False)
assert_(self.ts.stepsize < self.stepsize)
def test_all_accepted(self):
# test that everything works OK if all steps were accepted
x = 0.
for i in range(self.takestep.interval + 1):
self.takestep(x)
self.takestep.report(True)
assert_(self.ts.stepsize > self.stepsize)
def test_all_rejected(self):
# test that everything works OK if all steps were rejected
x = 0.
for i in range(self.takestep.interval + 1):
self.takestep(x)
self.takestep.report(False)
assert_(self.ts.stepsize < self.stepsize)
class Test_AdaptiveStepsize(TestCase):
def setUp(self):
self.stepsize = 1.0
self.ts = RandomDisplacement(stepsize=self.stepsize)
self.target_accept_rate = 0.5
self.takestep = AdaptiveStepsize(takestep=self.ts, verbose=False, accept_rate=self.target_accept_rate)
def test_adaptive_increase(self):
# if few steps are rejected, the stepsize should increase
x = 0.0
self.takestep(x)
self.takestep.report(False)
for i in range(self.takestep.interval):
self.takestep(x)
self.takestep.report(True)
assert_(self.ts.stepsize > self.stepsize)
def test_adaptive_decrease(self):
# if few steps are rejected, the stepsize should increase
x = 0.0
self.takestep(x)
self.takestep.report(True)
for i in range(self.takestep.interval):
self.takestep(x)
self.takestep.report(False)
assert_(self.ts.stepsize < self.stepsize)
def test_all_accepted(self):
# test that everything works OK if all steps were accepted
x = 0.0
for i in range(self.takestep.interval + 1):
self.takestep(x)
self.takestep.report(True)
assert_(self.ts.stepsize > self.stepsize)
def test_all_rejected(self):
# test that everything works OK if all steps were rejected
x = 0.0
for i in range(self.takestep.interval + 1):
self.takestep(x)
self.takestep.report(False)
assert_(self.ts.stepsize < self.stepsize)