def test_vae():
minibatch_size = 10
data = pm.floatX(np.random.rand(100))
x_mini = pm.Minibatch(data, minibatch_size)
x_inp = at.vector()
x_inp.tag.test_value = data[:minibatch_size]
ae = aesara.shared(pm.floatX([0.1, 0.1]))
be = aesara.shared(pm.floatX(1.0))
ad = aesara.shared(pm.floatX(1.0))
bd = aesara.shared(pm.floatX(1.0))
enc = x_inp.dimshuffle(0, "x") * ae.dimshuffle("x", 0) + be
mu, rho = enc[:, 0], enc[:, 1]
with pm.Model():
# Hidden variables
zs = pm.Normal("zs", mu=0, sigma=1, size=minibatch_size)
dec = zs * ad + bd
# Observation model
pm.Normal("xs_", mu=dec, sigma=0.1, observed=x_inp)
pm.fit(
1,
local_rv={zs: dict(mu=mu, rho=rho)},
more_replacements={x_inp: x_mini},
more_obj_params=[ae, be, ad, bd],
)
def test_discrete_not_allowed():
mu_true = np.array([-2, 0, 2])
z_true = np.random.randint(len(mu_true), size=100)
y = np.random.normal(mu_true[z_true], np.ones_like(z_true))
with pm.Model():
mu = pm.Normal("mu", mu=0, sigma=10, size=3)
z = pm.Categorical("z", p=at.ones(3) / 3, size=len(y))
pm.Normal("y_obs", mu=mu[z], sigma=1.0, observed=y)
with pytest.raises(opvi.ParametrizationError):
pm.fit(n=1) # fails
def test_fit_with_nans(score):
X_mean = pm.floatX(np.linspace(0, 10, 10))
y = pm.floatX(np.random.normal(X_mean * 4, 0.05))
with pm.Model():
inp = pm.Normal("X", X_mean, size=X_mean.shape)
coef = pm.Normal("b", 4.0)
mean = inp * coef
pm.Normal("y", mean, 0.1, observed=y)
with pytest.raises(FloatingPointError) as e:
advi = pm.fit(100, score=score, obj_optimizer=pm.adam(learning_rate=float("nan")))
def test_var_replacement():
X_mean = pm.floatX(np.linspace(0, 10, 10))
y = pm.floatX(np.random.normal(X_mean * 4, 0.05))
with pm.Model():
inp = pm.Normal("X", X_mean, size=X_mean.shape)
coef = pm.Normal("b", 4.0)
mean = inp * coef
pm.Normal("y", mean, 0.1, observed=y)
advi = pm.fit(100)
assert advi.sample_node(mean).eval().shape == (10,)
x_new = pm.floatX(np.linspace(0, 10, 11))
assert advi.sample_node(mean, more_replacements={inp: x_new}).eval().shape == (11,)