def test_w_default_rescaling(model, tmpdir):
"""Integration test to make sure augmented proposal works with the default
rescaling method.
"""
x = model.new_point(100)
x_out = \
2 * (x['x'] - model.bounds['x'][0]) / (np.ptp(model.bounds['x'])) - 1
y_out = \
2 * (x['y'] - model.bounds['y'][0]) / (np.ptp(model.bounds['y'])) - 1
output = tmpdir.mkdir('testdir')
proposal = AugmentedFlowProposal(model,
output=output,
poolsize=100,
augment_dims=2,
rescale_parameters=True,
update_bounds=False)
proposal.initialise()
assert proposal.rescaled_names == ['x_prime', 'y_prime', 'e_0', 'e_1']
x_prime, log_j = proposal.rescale(x)
np.testing.assert_array_equal(x_out, x_prime['x_prime'])
np.testing.assert_array_equal(y_out, x_prime['y_prime'])
x_inv, log_j_inv = proposal.inverse_rescale(x_prime)
np.testing.assert_array_equal(log_j, -log_j_inv)
np.testing.assert_array_equal(x[['x', 'y']], x_inv[['x', 'y']])
def test_w_reparameterisation(model, tmpdir):
"""Integration test to make sure augmented proposal works with
reparameterisaitons configured using the dictionary method.
"""
x = model.new_point(100)
reparameterisations = {
'x': {
'reparameterisation': 'rescaletobounds',
'update_bounds': False
},
'y': {
'reparameterisation': 'scale',
'scale': 2.0
}
}
x_out = \
2 * (x['x'] - model.bounds['x'][0]) / (np.ptp(model.bounds['x'])) - 1
y_out = x['y'] / 2.0
output = tmpdir.mkdir('testdir')
proposal = AugmentedFlowProposal(model,
output=output,
poolsize=100,
augment_dims=2,
reparameterisations=reparameterisations)
proposal.initialise()
assert proposal.rescaled_names == ['x_prime', 'y_prime', 'e_0', 'e_1']
x_prime, log_j = proposal.rescale(x)
np.testing.assert_array_equal(x_out, x_prime['x_prime'])
np.testing.assert_array_equal(y_out, x_prime['y_prime'])
x_inv, log_j_inv = proposal.inverse_rescale(x_prime)
np.testing.assert_array_equal(log_j, -log_j_inv)
np.testing.assert_array_equal(x[['x', 'y']], x_inv[['x', 'y']])