def test_sumprod(self,thr=1e-6):
""" Test the sum of products of several mean functions.
"""
m1 = mean.one()
m2 = mean.linear(a=np.random.rand(self.D))
m3 = mean.one()
m4 = mean.linear(a=np.random.rand(self.D))
self.run_verifications(2.3*m1+m2*1.2+m3*m4,thr)
def test_prodsum(self,thr=1e-6):
""" Test the product of sums of several mean functions.
"""
m1 = mean.one()
m2 = mean.linear(a=np.random.rand(self.D))
m3 = mean.one()
m4 = mean.linear(a=np.random.rand(self.D))
self.run_verifications((2.3+m1)*(m2+1.2)*(m3+m4),thr)
def test_pow(self,thr=1e-6):
""" Test power of a mean function.
"""
n,D,X = self.n,self.D,self.X
m1 = mean.one()
m2 = mean.linear(a=np.random.rand(self.D))
m = 1.2*m1 * m2**2
d = np.linalg.norm( 1.2*m1(X)*m2(X)**2 - m(X) )
self.assertLessEqual(d,thr)
self.run_verifications(m,thr)
def test_prod(self,thr=1e-6):
""" Test the product of several mean functions.
"""
n,D,X = self.n,self.D,self.X
m1 = mean.one()
m2 = mean.linear(a=np.random.rand(self.D))
m = m1*m2*1.7
d = np.linalg.norm( m1(X)*m2(X)*1.7 - m(X) )
self.assertLessEqual(d,thr)
self.run_verifications(m,thr)
def test_sum(self,thr=1e-6):
""" Test the sum of several meanfunctions.
"""
n,D,X = self.n,self.D,self.X
m1 = mean.one()
m2 = mean.linear(a=np.random.rand(self.D))
m = m1+m2+1.2
d = np.linalg.norm( m1(X)+m2(X)+1.2 - m(X) )
self.assertLessEqual(d,thr)
self.run_verifications(m,thr)
def test_ep(self,thr=1e-4):
""" Test expectation propagation approximate inference.
"""
im = inf.ep
cf,mf,lf = 1.1*cov.se(ell=0.8),mean.zero(),lik.erf()
self.run_verifications(im,cf,mf,lf,thr)
lf = lik.gauss(sn=0.2)
self.run_verifications(im,cf,mf,lf,thr)
mf = 2.3*mean.one()
self.run_verifications(im,cf,mf,lf,thr)
cf = 1.3*cov.se(ell=[0.8,0.7,0.3])
self.run_verifications(im,cf,mf,lf,thr)
mf = 1.3*mean.linear(a=[0.8,0.7,0.3])
self.run_verifications(im,cf,mf,lf,thr)
def test_exact(self,thr=1e-4):
""" Test exact inference.
"""
im = inf.exact
cf,mf,lf = 1.1*cov.se(ell=0.8),mean.zero(),lik.gauss(sn=1e-5)
self.run_verifications(im,cf,mf,lf,thr)
lf = lik.gauss(sn=0.2)
self.run_verifications(im,cf,mf,lf,thr)
mf = 2.3*mean.one()
self.run_verifications(im,cf,mf,lf,thr)
cf = 1.3*cov.se(ell=[0.8,0.7,0.3])
self.run_verifications(im,cf,mf,lf,thr)
mf = 1.3*mean.linear(a=[0.8,0.7,0.3])
self.run_verifications(im,cf,mf,lf,thr)
def test_linear(self,thr=1e-6):
""" Test one mean.
"""
n,D,X = self.n,self.D,self.X
m = mean.linear(a=np.random.randn(D))
self.run_verifications(m,thr)