def test_linear_regression():
"""
Check if fitting a linear model works.
This requires several things to work properly:
- Passing expressions to distributions
- Generating with certain fixed observed values
- Fitting in general
"""
from mle import Normal, vec, var
import numpy as np
x = vec('x', observed=True)
y = vec('y', observed=True)
a = par('a')
b = par('b')
sigma = par('sigma')
dist = Normal(y, a * x + b, sigma)
np.random.seed(42)
xs = linspace(0, 1, 20)
data = dist.sample(20, {'x': xs, 'a': 1, 'b': 0, 'sigma': 0.5})
data['x'] = xs
results = dist.fit(data, {'a': 2, 'b': 1, 'sigma': 1})
def test_simple_fit():
"""
Check if generating/fitting Gaussian data works
"""
from mle import Normal, vec, var
import numpy as np
x = vec('x', observed=True)
mu = var('mu')
sigma = var('sigma')
dist = Normal(x, mu, sigma)
np.random.seed(42)
data = dist.sample(1e6, {'mu': 0, 'sigma': 1})
results = dist.fit(data, {'mu': 1, 'sigma': 2}, method='L-BFGS-B')
def test_const():
"""
Check if parameters can be set to be constant.
"""
from mle import var, vec, Normal
import numpy as np
x = vec('x', observed=True)
mu = var('mu', const=True)
sigma = var('sigma')
model = Normal(x, mu, sigma)
np.random.seed(42)
data = model.sample(200, {'mu': 0, 'sigma': 1})
results = model.fit(data, {'mu': 1, 'sigma': 1})
assert (results.x['mu'] == 1)
def test_simple_fit():
"""
Check if generating/fitting Gaussian data works
"""
from mle import Normal, var
import numpy as np
x = var('x', vector=True, observed=True)
mu = var('mu')
sigma = var('sigma')
dist = Normal(x, mu, sigma)
np.random.seed(42)
try:
data = dist.sample(1e6, {'mu': 0, 'sigma': 1})
except:
assert False, 'Generating data failed'
try:
results = dist.fit(data, {'mu': 1, 'sigma': 2}, method='BFGS')
except:
assert False, 'Fitting generated data failed'
def test_simple_fit():
"""
Check if generating/fitting Gaussian data works
"""
from mle import Normal, var
import numpy as np
x = var('x', vector=True, observed=True)
mu = var('mu')
sigma = var('sigma')
dist = Normal(x, mu, sigma)
np.random.seed(42)
try:
data = dist.sample(1e6, {'mu': 0, 'sigma': 1})
except:
assert False, 'Generating data failed'
try:
results = dist.fit(data, {'mu': 1, 'sigma': 2}, method='BFGS')
except:
assert False, 'Fitting generated data failed'
