def test_ask_tell(self):
# Tests ask and tell
# test that ellipses are estimated
sampler = pints.NestedEllipsoidSampler(self.log_prior)
A1 = np.copy(sampler._A)
c1 = sampler._centroid
sampler.set_n_rejection_samples(100)
sampler.set_ellipsoid_update_gap(10)
for i in range(5000):
pt = sampler.ask(1)
fx = self.log_likelihood(pt)
sampler.tell(fx)
A2 = sampler._A
c2 = sampler._centroid
self.assertTrue(not np.array_equal(A1, A2))
self.assertTrue(not np.array_equal(c1, c2))
# test multiple points being asked and tell'd
sampler = pints.NestedEllipsoidSampler(self.log_prior)
pts = sampler.ask(50)
self.assertEqual(len(pts), 50)
fx = [self.log_likelihood(pt) for pt in pts]
proposed = sampler.tell(fx)
self.assertTrue(len(proposed) > 1)
# test multiple ask points after rejection samples
sampler = pints.NestedEllipsoidSampler(self.log_prior)
sampler.set_n_rejection_samples(10)
for i in range(100):
self.assertEqual(len(sampler.ask(20)), 20)
def test_logging(self):
""" Tests logging to screen and file. """
# No logging
with StreamCapture() as c:
sampler = pints.NestedEllipsoidSampler(self.log_likelihood,
self.log_prior)
sampler.set_posterior_samples(2)
sampler.set_rejection_samples(5)
sampler.set_iterations(10)
sampler.set_active_points_rate(10)
sampler.set_log_to_screen(False)
sampler.set_log_to_file(False)
samples, margin = sampler.run()
self.assertEqual(c.text(), '')
# Log to screen
with StreamCapture() as c:
sampler = pints.NestedEllipsoidSampler(self.log_likelihood,
self.log_prior)
sampler.set_posterior_samples(2)
sampler.set_rejection_samples(5)
sampler.set_iterations(20)
sampler.set_active_points_rate(10)
sampler.set_log_to_screen(True)
sampler.set_log_to_file(False)
samples, margin = sampler.run()
lines = c.text().splitlines()
self.assertEqual(lines[0], 'Running nested rejection sampling')
self.assertEqual(lines[1], 'Number of active points: 10')
self.assertEqual(lines[2], 'Total number of iterations: 20')
self.assertEqual(lines[3], 'Enlargement factor: 1.5')
self.assertEqual(lines[4], 'Total number of posterior samples: 2')
self.assertEqual(lines[5], 'Iter. Eval. Time m:s')
pattern = re.compile('[0-9]+[ ]+[0-9]+[ ]+[0-9]{1}:[0-9]{2}.[0-9]{1}')
for line in lines[6:]:
self.assertTrue(pattern.match(line))
self.assertEqual(len(lines), 12)
# Log to file
with StreamCapture() as c:
with TemporaryDirectory() as d:
filename = d.path('test.txt')
sampler = pints.NestedEllipsoidSampler(self.log_likelihood,
self.log_prior)
sampler.set_posterior_samples(2)
sampler.set_rejection_samples(5)
sampler.set_iterations(10)
sampler.set_active_points_rate(10)
sampler.set_log_to_screen(False)
sampler.set_log_to_file(filename)
samples, margin = sampler.run()
with open(filename, 'r') as f:
lines = f.read().splitlines()
self.assertEqual(c.text(), '')
self.assertEqual(len(lines), 6)
self.assertEqual(lines[0], 'Iter. Eval. Time m:s')
pattern = re.compile('[0-9]+[ ]+[0-9]+[ ]+[0-9]{1}:[0-9]{2}.[0-9]{1}')
for line in lines[5:]:
self.assertTrue(pattern.match(line))
def test_getters_and_setters(self):
# Tests various get() and set() methods.
sampler = pints.NestedEllipsoidSampler(self.log_prior)
# Active points
x = sampler.n_active_points() + 1
self.assertNotEqual(sampler.n_active_points(), x)
sampler.set_n_active_points(x)
self.assertEqual(sampler.n_active_points(), x)
self.assertRaisesRegex(
ValueError, 'greater than 5', sampler.set_n_active_points, 5)
# Rejection samples
x = sampler.n_rejection_samples() + 1
self.assertNotEqual(sampler.n_rejection_samples(), x)
sampler.set_n_rejection_samples(x)
self.assertEqual(sampler.n_rejection_samples(), x)
self.assertRaisesRegex(
ValueError, 'negative', sampler.set_n_rejection_samples, -1)
# Enlargement factor
x = sampler.enlargement_factor() * 2
self.assertNotEqual(sampler.enlargement_factor(), x)
sampler.set_enlargement_factor(x)
self.assertEqual(sampler.enlargement_factor(), x)
self.assertRaisesRegex(
ValueError, 'exceed 1', sampler.set_enlargement_factor, 0.5)
self.assertRaisesRegex(
ValueError, 'exceed 1', sampler.set_enlargement_factor, 1)
# Ellipsoid update gap
x = sampler.ellipsoid_update_gap() * 2
self.assertNotEqual(sampler.ellipsoid_update_gap(), x)
sampler.set_ellipsoid_update_gap(x)
self.assertEqual(sampler.ellipsoid_update_gap(), x)
self.assertRaisesRegex(
ValueError, 'exceed 1', sampler.set_ellipsoid_update_gap, 0.5)
self.assertRaisesRegex(
ValueError, 'exceed 1', sampler.set_ellipsoid_update_gap, 1)
# dynamic enlargement factor
self.assertTrue(not sampler.dynamic_enlargement_factor())
sampler.set_dynamic_enlargement_factor(1)
self.assertTrue(sampler.dynamic_enlargement_factor())
# alpha
self.assertRaises(ValueError, sampler.set_alpha, -0.2)
self.assertRaises(ValueError, sampler.set_alpha, 1.2)
self.assertEqual(sampler.alpha(), 0.2)
sampler.set_alpha(0.4)
self.assertEqual(sampler.alpha(), 0.4)
# initial phase
self.assertTrue(sampler.needs_initial_phase())
self.assertTrue(sampler.in_initial_phase())
sampler.set_initial_phase(False)
self.assertTrue(not sampler.in_initial_phase())
self.assertEqual(sampler.name(), 'Nested ellipsoidal sampler')
def test_getters_and_setters(self):
"""
Tests various get() and set() methods.
"""
sampler = pints.NestedEllipsoidSampler(self.log_likelihood,
self.log_prior)
# Iterations
x = sampler.iterations() + 1
self.assertNotEqual(sampler.iterations(), x)
sampler.set_iterations(x)
self.assertEqual(sampler.iterations(), x)
self.assertRaisesRegex(ValueError, 'negative', sampler.set_iterations,
-1)
# Active points rate
x = sampler.active_points_rate() + 1
self.assertNotEqual(sampler.active_points_rate(), x)
sampler.set_active_points_rate(x)
self.assertEqual(sampler.active_points_rate(), x)
self.assertRaisesRegex(ValueError, 'greater than 5',
sampler.set_active_points_rate, 5)
# Posterior samples
x = sampler.posterior_samples() + 1
self.assertNotEqual(sampler.posterior_samples(), x)
sampler.set_posterior_samples(x)
self.assertEqual(sampler.posterior_samples(), x)
self.assertRaisesRegex(ValueError, 'greater than zero',
sampler.set_posterior_samples, 0)
# Rejection samples
x = sampler.rejection_samples() + 1
self.assertNotEqual(sampler.rejection_samples(), x)
sampler.set_rejection_samples(x)
self.assertEqual(sampler.rejection_samples(), x)
self.assertRaisesRegex(ValueError, 'negative',
sampler.set_rejection_samples, -1)
# Enlargement factor
x = sampler.enlargement_factor() * 2
self.assertNotEqual(sampler.enlargement_factor(), x)
sampler.set_enlargement_factor(x)
self.assertEqual(sampler.enlargement_factor(), x)
self.assertRaisesRegex(ValueError, 'exceed 1',
sampler.set_enlargement_factor, 0.5)
self.assertRaisesRegex(ValueError, 'exceed 1',
sampler.set_enlargement_factor, 1)
# Ellipsoid update gap
x = sampler.ellipsoid_update_gap() * 2
self.assertNotEqual(sampler.ellipsoid_update_gap(), x)
sampler.set_ellipsoid_update_gap(x)
self.assertEqual(sampler.ellipsoid_update_gap(), x)
self.assertRaisesRegex(ValueError, 'exceed 1',
sampler.set_ellipsoid_update_gap, 0.5)
self.assertRaisesRegex(ValueError, 'exceed 1',
sampler.set_ellipsoid_update_gap, 1)
def test_hyper_params(self):
# Tests the hyper parameter interface is working.
sampler = pints.NestedEllipsoidSampler(self.log_prior)
self.assertEqual(sampler.n_hyper_parameters(), 6)
sampler.set_hyper_parameters([220, 130, 2.0, 133, 1, 0.8])
self.assertEqual(sampler.n_active_points(), 220)
self.assertEqual(sampler.n_rejection_samples(), 130)
self.assertEqual(sampler.enlargement_factor(), 2.0)
self.assertEqual(sampler.ellipsoid_update_gap(), 133)
self.assertTrue(sampler.dynamic_enlargement_factor())
self.assertTrue(sampler.alpha(), 0.8)
def test_hyper_params(self):
"""
Tests the hyper parameter interface is working.
"""
sampler = pints.NestedEllipsoidSampler(self.log_likelihood,
self.log_prior)
self.assertEqual(sampler.n_hyper_parameters(), 3)
sampler.set_hyper_parameters([6, 2, 3])
self.assertEqual(sampler.active_points_rate(), 6)
self.assertEqual(sampler.ellipsoid_update_gap(), 2)
self.assertEqual(sampler.enlargement_factor(), 3)
def test_nones(self):
# test handing of nones
# test that None is returned
sampler = pints.NestedEllipsoidSampler(self.log_prior)
pts = sampler.ask(1)
fx = np.nan
sample, other = sampler.tell(fx)
self.assertEqual(sample, None)
# test that None is returned
sampler = pints.NestedEllipsoidSampler(self.log_prior)
pts = sampler.ask(1)
fx = [np.nan, np.nan]
sample, other = sampler.tell(fx)
self.assertEqual(sample, None)
# test if fx has one None and one non-none
pts = sampler.ask(2)
fx = [np.nan, -20]
sample, other = sampler.tell(fx)
self.assertEqual(sample[0], pts[1][0])
def test_quick(self):
""" Test a single run. """
sampler = pints.NestedEllipsoidSampler(self.log_likelihood,
self.log_prior)
sampler.set_posterior_samples(10)
sampler.set_rejection_samples(20)
sampler.set_iterations(50)
sampler.set_active_points_rate(50)
sampler.set_log_to_screen(False)
samples, margin = sampler.run()
# Check output: Note n returned samples = n posterior samples
self.assertEqual(samples.shape, (10, 2))
def test_settings_check(self):
"""
Tests the settings check at the start of a run.
"""
sampler = pints.NestedEllipsoidSampler(self.log_likelihood,
self.log_prior)
sampler.set_posterior_samples(2)
sampler.set_rejection_samples(5)
sampler.set_iterations(10)
sampler.set_active_points_rate(10)
sampler.set_log_to_screen(False)
sampler.run()
sampler.set_posterior_samples(10)
self.assertRaisesRegex(ValueError, 'exceed 0.25', sampler.run)
sampler.set_posterior_samples(2)
sampler.set_iterations(4)
self.assertRaisesRegex(ValueError, 'exceed number of iterations',
sampler.run)