def test_replace(self):
# Tests the replace() method
x0 = self.real_parameters
mcmc = pints.HaarioACMC(x0)
# One round of ask-tell must have been run
self.assertRaisesRegex(
RuntimeError, 'already running', mcmc.replace, x0, 1)
mcmc.ask()
# One round of ask-tell must have been run
self.assertRaises(RuntimeError, mcmc.replace, x0, 1)
mcmc.tell(0.5)
mcmc.replace([1, 2, 3], 10)
mcmc.replace([1, 2, 3], 10)
# New position must have correct size
self.assertRaisesRegex(
ValueError, 'Point `current` has the wrong dimensions',
mcmc.replace, [1, 2], 1)
# Proposal can be changed too
mcmc.ask()
mcmc.replace([1, 2, 3], 10, [3, 4, 5])
# New proposal must have correct size
self.assertRaisesRegex(
ValueError, '`proposed` has the wrong dimensions',
mcmc.replace, [1, 2, 3], 3, [3, 4])
def test_method(self):
# Create mcmc
x0 = self.real_parameters * 1.1
mcmc = pints.HaarioACMC(x0)
# Configure
mcmc.set_target_acceptance_rate(0.3)
mcmc.set_initial_phase(True)
# Perform short run
rate = []
chain = []
for i in range(100):
x = mcmc.ask()
fx = self.log_posterior(x)
sample = mcmc.tell(fx)
if i == 20:
mcmc.set_initial_phase(False)
if i >= 50:
chain.append(sample)
rate.append(mcmc.acceptance_rate())
if np.all(sample == x):
self.assertEqual(mcmc.current_log_pdf(), fx)
chain = np.array(chain)
rate = np.array(rate)
self.assertEqual(chain.shape[0], 50)
self.assertEqual(chain.shape[1], len(x0))
self.assertEqual(rate.shape[0], 100)
def test_current_log_pdf(self):
# Test current_log_pdf() method
mcmc = pints.HaarioACMC(self.real_parameters)
mcmc.ask()
mcmc.tell(1.23)
self.assertEqual(mcmc.current_log_pdf(), 1.23)
def test_method(self):
# Create mcmc
x0 = self.real_parameters * 1.1
mcmc = pints.HaarioACMC(x0)
# Configure
mcmc.set_target_acceptance_rate(0.3)
mcmc.set_initial_phase(True)
# Perform short run
rate = []
chain = []
for i in range(100):
x = mcmc.ask()
fx = self.log_posterior(x)
y, fy, ac = mcmc.tell(fx)
if i == 20:
mcmc.set_initial_phase(False)
if i >= 50:
chain.append(y)
rate.append(mcmc.acceptance_rate())
self.assertTrue(isinstance(ac, bool))
if ac:
self.assertTrue(np.all(x == y))
self.assertEqual(fx, fy)
chain = np.array(chain)
rate = np.array(rate)
self.assertEqual(chain.shape[0], 50)
self.assertEqual(chain.shape[1], len(x0))
self.assertEqual(rate.shape[0], 100)
def test_hyper_parameters(self):
# Tests hyperparameter methods
mcmc = pints.HaarioACMC(self.real_parameters)
self.assertTrue(mcmc.n_hyper_parameters(), 1)
mcmc.set_hyper_parameters([0.1])
self.assertEqual(mcmc.eta(), 0.1)
mcmc.set_hyper_parameters([0.67])
self.assertEqual(mcmc.eta(), 0.67)
def test_target_acceptance_rate(self):
# Test target_acceptance_rate getting and setting
mcmc = pints.HaarioACMC(self.real_parameters)
self.assertEqual(mcmc.target_acceptance_rate(), 0.234)
mcmc.set_target_acceptance_rate(0.1)
self.assertEqual(mcmc.target_acceptance_rate(), 0.1)
self.assertRaises(ValueError, mcmc.set_target_acceptance_rate, 0)
self.assertRaises(ValueError, mcmc.set_target_acceptance_rate, -1e-6)
self.assertRaises(ValueError, mcmc.set_target_acceptance_rate, 1.00001)
def test_initial_phase(self):
# Test initial phase setting
mcmc = pints.HaarioACMC(self.real_parameters)
self.assertTrue(mcmc.needs_initial_phase())
self.assertTrue(mcmc.in_initial_phase())
mcmc.set_initial_phase(True)
self.assertTrue(mcmc.in_initial_phase())
mcmc.set_initial_phase(False)
self.assertFalse(mcmc.in_initial_phase())
mcmc.set_initial_phase(True)
self.assertTrue(mcmc.in_initial_phase())
def test_ask_tell(self):
# Test ask-tell flow
# Test initial proposal is first point
x0 = self.real_parameters
mcmc = pints.HaarioACMC(x0)
self.assertTrue(np.all(x0 == mcmc.ask()))
# Repeated calls return same initial point
self.assertTrue(np.all(x0 == mcmc.ask()))
self.assertTrue(np.all(x0 == mcmc.ask()))
# Repeated asks should return same point
mcmc = pints.HaarioACMC(x0)
# Get into accepting state
mcmc.set_initial_phase(False)
for i in range(100):
mcmc.tell(self.log_posterior(mcmc.ask()))
x = mcmc.ask()
for i in range(10):
self.assertTrue(x is mcmc.ask())
# Repeated tells should fail
mcmc.tell(1)
self.assertRaises(RuntimeError, mcmc.tell, 1)
# Bad starting point
mcmc = pints.HaarioACMC(x0)
mcmc.ask()
self.assertRaises(ValueError, mcmc.tell, float('-inf'))
# Tell without ask
mcmc = pints.HaarioACMC(x0)
self.assertRaises(RuntimeError, mcmc.tell, 0)
# Bad starting point
mcmc = pints.HaarioACMC(x0)
mcmc.ask()
self.assertRaises(ValueError, mcmc.tell, float('-inf'))
def test_eta(self):
# Test eta getting and setting
mcmc = pints.HaarioACMC(self.real_parameters)
self.assertEqual(mcmc.eta(), 0.6)
mcmc.set_eta(0.1)
self.assertEqual(mcmc.eta(), 0.1)
mcmc.set_eta(0.4)
self.assertEqual(mcmc.eta(), 0.4)
self.assertRaisesRegex(
ValueError, 'greater than zero', mcmc.set_eta, 0)
self.assertRaisesRegex(
ValueError, 'greater than zero', mcmc.set_eta, -0.1)
def test_name(self):
# Test name method
mcmc = pints.HaarioACMC(self.real_parameters)
self.assertEqual(mcmc.name(), 'Haario adaptive covariance MCMC')
def test_hyperparameters(self):
# Hyperparameters unchanged from base class
mcmc = pints.HaarioACMC(self.real_parameters)
self.assertEqual(mcmc.n_hyper_parameters(), 1)
