import numpy as np
import scipy as sp
from GPy.util import choleskies
import GPy
import unittest
from ..util.config import config
try:
from ..util import choleskies_cython
choleskies_cython_working = config.getboolean('cython', 'working')
except ImportError:
choleskies_cython_working = False
try:
from ..kern.src import stationary_cython
stationary_cython_working = config.getboolean('cython', 'working')
except ImportError:
stationary_cython_working = False
"""
These tests make sure that the pure python and cython codes work the same
"""
[docs]@unittest.skipIf(not choleskies_cython_working,"Cython cholesky module has not been built on this machine")
class CythonTestChols(np.testing.TestCase):
[docs] def setUp(self):
self.flat = np.random.randn(45,5)
self.triang = np.array([np.eye(20) for i in range(3)])
[docs] def test_flat_to_triang(self):
L1 = choleskies._flat_to_triang_pure(self.flat)
L2 = choleskies._flat_to_triang_cython(self.flat)
np.testing.assert_allclose(L1, L2)
[docs] def test_triang_to_flat(self):
A1 = choleskies._triang_to_flat_pure(self.triang)
A2 = choleskies._triang_to_flat_cython(self.triang)
np.testing.assert_allclose(A1, A2)
[docs]@unittest.skipIf(not stationary_cython_working,"Cython stationary module has not been built on this machine")
class test_stationary(np.testing.TestCase):
[docs] def setUp(self):
self.k = GPy.kern.RBF(10)
self.X = np.random.randn(300,10)
self.Z = np.random.randn(20,10)
self.dKxx = np.random.randn(300,300)
self.dKzz = np.random.randn(20,20)
self.dKxz = np.random.randn(300,20)
[docs] def test_square_gradX(self):
g1 = self.k._gradients_X_cython(self.dKxx, self.X)
g2 = self.k._gradients_X_pure(self.dKxx, self.X)
np.testing.assert_allclose(g1, g2)
[docs] def test_rect_gradx(self):
g1 = self.k._gradients_X_cython(self.dKxz, self.X, self.Z)
g2 = self.k._gradients_X_pure(self.dKxz, self.X, self.Z)
np.testing.assert_allclose(g1, g2)
[docs] def test_square_lengthscales(self):
g1 = self.k._lengthscale_grads_pure(self.dKxx, self.X, self.X)
g2 = self.k._lengthscale_grads_cython(self.dKxx, self.X, self.X)
np.testing.assert_allclose(g1, g2)
[docs] def test_rect_lengthscales(self):
g1 = self.k._lengthscale_grads_pure(self.dKxz, self.X, self.Z)
g2 = self.k._lengthscale_grads_cython(self.dKxz, self.X, self.Z)
np.testing.assert_allclose(g1, g2)
[docs]@unittest.skipIf(not choleskies_cython_working,"Cython cholesky module has not been built on this machine")
class test_choleskies_backprop(np.testing.TestCase):
[docs] def setUp(self):
a =np.random.randn(10,12)
A = a.dot(a.T)
self.L = GPy.util.linalg.jitchol(A)
self.dL = np.random.randn(10,10)
[docs] def test(self):
r1 = choleskies._backprop_gradient_pure(self.dL, self.L)
r2 = choleskies_cython.backprop_gradient(self.dL, self.L)
r3 = choleskies_cython.backprop_gradient_par_c(self.dL, self.L)
np.testing.assert_allclose(r1, r2)
np.testing.assert_allclose(r1, r3)