def testGermanCreditHMC(self):
"""Checks approximate samples from the model against the ground truth."""
model = probit_regression.GermanCreditNumericProbitRegression()
self.validate_ground_truth_using_hmc(
model,
num_chains=4,
num_steps=4000,
num_leapfrog_steps=15,
step_size=0.03,
)
def testGermanCredit(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 = probit_regression.GermanCreditNumericProbitRegression()
self.validate_log_prob_and_transforms(
model,
sample_transformation_shapes=dict(identity=[25],),
check_ground_truth_mean_standard_error=True,
check_ground_truth_mean=True,
check_ground_truth_standard_deviation=True,
)