def test_stats_random_data(self):
N = 1000
BIG_VAL = 100000
values = list(get_values(lo=-BIG_VAL, hi=BIG_VAL, n=N))
stats_to_test = [
Mean(),
Var(),
Var(order=1),
StdDev(),
StdDev(order=1),
Min(),
Max(),
Sum(),
MSE(),
]
stat_names = [
"mean",
"variance",
"sample_variance",
"std_dev",
"sample_std_dev",
"min",
"max",
"sum",
"mse",
]
gt_fns = [
np.mean,
np.var,
lambda x: np.var(x, ddof=1),
np.std,
lambda x: np.std(x, ddof=1),
np.min,
np.max,
np.sum,
lambda x: np.sum((x - np.mean(x))**2),
]
for stat, name, gt in zip(stats_to_test, stat_names, gt_fns):
summ = Summarizer([stat])
for x in values:
summ.update(torch.tensor(x, dtype=torch.float64))
actual = torch.from_numpy(np.array(gt(values)))
stat_val = summ.summary[name]
# rounding errors is a serious issue (moreso for MSE)
assertTensorAlmostEqual(self, stat_val, actual, delta=0.005)
def test_var_defin(self):
"""
Variance is avg squared distance to mean. Thus it should be positive.
This test is to ensure this is the case.
To test it, we will we make a skewed distribution leaning to one end
(either very large or small values).
We will also compare to numpy and ensure it is approximately the same.
This is assuming numpy is correct, for which it should be.
"""
SMALL_VAL = -10000
BIG_VAL = 10000
AMOUNT_OF_SMALLS = [100, 10]
AMOUNT_OF_BIGS = [10, 100]
for sm, big in zip(AMOUNT_OF_SMALLS, AMOUNT_OF_BIGS):
summ = Summarizer([Var()])
values = []
for _ in range(sm):
values.append(SMALL_VAL)
summ.update(torch.tensor(SMALL_VAL, dtype=torch.float64))
for _ in range(big):
values.append(BIG_VAL)
summ.update(torch.tensor(BIG_VAL, dtype=torch.float64))
actual_var = np.var(values)
actual_var = torch.from_numpy(np.array(actual_var))
var = summ.summary["variance"]
assertTensorAlmostEqual(self, var, actual_var)
self.assertTrue((var > 0).all())
def test_stats_random_data(self):
N = 1000
BIG_VAL = 100000
_values = list(get_values(lo=-BIG_VAL, hi=BIG_VAL, n=N))
values = torch.tensor(_values, dtype=torch.float64)
stats_to_test = [
Mean(),
Var(),
Var(order=1),
StdDev(),
StdDev(order=1),
Min(),
Max(),
Sum(),
MSE(),
]
stat_names = [
"mean",
"variance",
"sample_variance",
"std_dev",
"sample_std_dev",
"min",
"max",
"sum",
"mse",
]
gt_fns = [
torch.mean,
lambda x: torch.var(x, unbiased=False),
lambda x: torch.var(x, unbiased=True),
lambda x: torch.std(x, unbiased=False),
lambda x: torch.std(x, unbiased=True),
torch.min,
torch.max,
torch.sum,
lambda x: torch.sum((x - torch.mean(x))**2),
]
for stat, name, gt in zip(stats_to_test, stat_names, gt_fns):
summ = Summarizer([stat])
actual = gt(values)
for x in values:
summ.update(x)
stat_val = summ.summary[name]
# rounding errors is a serious issue (moreso for MSE)
assertTensorAlmostEqual(self, stat_val, actual, delta=0.005)
def test_multi_dim(self):
x1 = torch.tensor([1.0, 2.0, 3.0, 4.0])
x2 = torch.tensor([2.0, 1.0, 2.0, 4.0])
x3 = torch.tensor([3.0, 3.0, 1.0, 4.0])
summarizer = Summarizer([Mean(), Var()])
summarizer.update(x1)
assertTensorAlmostEqual(self,
summarizer.summary["mean"],
x1,
delta=0.05,
mode="max")
assertTensorAlmostEqual(
self,
summarizer.summary["variance"],
torch.zeros_like(x1),
delta=0.05,
mode="max",
)
summarizer.update(x2)
assertTensorAlmostEqual(
self,
summarizer.summary["mean"],
torch.tensor([1.5, 1.5, 2.5, 4]),
delta=0.05,
mode="max",
)
assertTensorAlmostEqual(
self,
summarizer.summary["variance"],
torch.tensor([0.25, 0.25, 0.25, 0]),
delta=0.05,
mode="max",
)
summarizer.update(x3)
assertTensorAlmostEqual(
self,
summarizer.summary["mean"],
torch.tensor([2, 2, 2, 4]),
delta=0.05,
mode="max",
)
assertTensorAlmostEqual(
self,
summarizer.summary["variance"],
torch.tensor([2.0 / 3.0, 2.0 / 3.0, 2.0 / 3.0, 0]),
delta=0.05,
mode="max",
)
def test_div0(self):
summarizer = Summarizer([Var(), Mean()])
summ = summarizer.summary
self.assertIsNone(summ)
summarizer.update(torch.tensor(10))
summ = summarizer.summary
assertTensorAlmostEqual(self, summ["mean"], 10)
assertTensorAlmostEqual(self, summ["variance"], 0)
summarizer.update(torch.tensor(10))
summ = summarizer.summary
assertTensorAlmostEqual(self, summ["mean"], 10)
assertTensorAlmostEqual(self, summ["variance"], 0)
def test_multi_dim(self):
x1 = torch.tensor([1.0, 2.0, 3.0, 4.0])
x2 = torch.tensor([2.0, 1.0, 2.0, 4.0])
x3 = torch.tensor([3.0, 3.0, 1.0, 4.0])
summarizer = Summarizer([Mean(), Var()])
summarizer.update(x1)
assertArraysAlmostEqual(summarizer.summary["mean"], x1)
assertArraysAlmostEqual(summarizer.summary["variance"],
torch.zeros_like(x1))
summarizer.update(x2)
assertArraysAlmostEqual(summarizer.summary["mean"],
torch.tensor([1.5, 1.5, 2.5, 4]))
assertArraysAlmostEqual(summarizer.summary["variance"],
torch.tensor([0.25, 0.25, 0.25, 0]))
summarizer.update(x3)
assertArraysAlmostEqual(summarizer.summary["mean"],
torch.tensor([2, 2, 2, 4]))
assertArraysAlmostEqual(
summarizer.summary["variance"],
torch.tensor([2.0 / 3.0, 2.0 / 3.0, 2.0 / 3.0, 0]),
)
