def test_mean_var_interface_returns_same_as_cpp(self):
"""Test that the /gp/mean_var endpoint does the same thing as the C++ interface."""
tolerance = 1.0e-11
for test_case in self.gp_test_environments:
python_domain, python_gp = test_case
python_cov, historical_data = python_gp.get_core_data_copy()
cpp_cov = SquareExponential(python_cov.hyperparameters)
cpp_gp = GaussianProcess(cpp_cov, historical_data)
points_to_evaluate = python_domain.generate_uniform_random_points_in_domain(10)
# mean and var from C++
cpp_mean = cpp_gp.compute_mean_of_points(points_to_evaluate)
cpp_var = cpp_gp.compute_variance_of_points(points_to_evaluate)
# mean and var from REST
json_payload = self._build_json_payload(python_domain, python_cov, historical_data, points_to_evaluate.tolist())
resp = self.testapp.post(self.endpoint, json_payload)
resp_schema = GpMeanVarResponse()
resp_dict = resp_schema.deserialize(json.loads(resp.body))
rest_mean = numpy.asarray(resp_dict.get('mean'))
rest_var = numpy.asarray(resp_dict.get('var'))
self.assert_vector_within_relative(rest_mean, cpp_mean, tolerance)
self.assert_vector_within_relative(rest_var, cpp_var, tolerance)
def test_interfaces_equivalent(self):
"""Test that the /gp/mean, var, mean_var, etc. endpoints are consistent."""
tolerance = numpy.finfo(numpy.float64).eps
for test_case in self.gp_test_environments:
python_domain, python_gp = test_case
python_cov, historical_data = python_gp.get_core_data_copy()
points_to_evaluate = python_domain.generate_uniform_random_points_in_domain(10)
# mean and var from REST
json_payload = self._build_json_payload(python_domain, python_cov, historical_data, points_to_evaluate.tolist())
resp = self.testapp.post(self.endpoint, json_payload)
resp_schema = GpMeanVarResponse()
resp_dict = resp_schema.deserialize(json.loads(resp.body))
truth_mean = numpy.asarray(resp_dict.get('mean'))
truth_var = numpy.asarray(resp_dict.get('var'))
self._compare_endpoint_mean_var_results(
json_payload,
GP_MEAN_ENDPOINT,
GpMeanResponse(),
tolerance,
truth_mean=truth_mean,
)
self._compare_endpoint_mean_var_results(
json_payload,
GP_VAR_ENDPOINT,
GpVarResponse(),
tolerance,
truth_var=truth_var,
)
self._compare_endpoint_mean_var_results(
json_payload,
GP_VAR_DIAG_ENDPOINT,
GpVarDiagResponse(),
tolerance,
truth_var=numpy.diag(truth_var),
)
self._compare_endpoint_mean_var_results(
json_payload,
GP_MEAN_VAR_DIAG_ENDPOINT,
GpMeanVarDiagResponse(),
tolerance,
truth_mean=truth_mean,
truth_var=numpy.diag(truth_var),
)