wehub-resource-sync
34 lines
1.1 KiB
Python
Executable File
34 lines
1.1 KiB
Python
Executable File
import unittest
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import numpy as np
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from prml import nn
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class TestMultivariateGaussian(unittest.TestCase):
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def test_multivariate_gaussian(self):
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self.assertRaises(ValueError, nn.random.MultivariateGaussian, np.zeros(2), np.eye(3))
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self.assertRaises(ValueError, nn.random.MultivariateGaussian, np.zeros(2), np.eye(2) * -1)
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x_train = np.array([
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[1., 1.],
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[1., -1],
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[-1., 1.],
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[-1., -2.]
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])
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mu = nn.Parameter(np.ones(2))
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cov = nn.Parameter(np.eye(2) * 2)
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for _ in range(1000):
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mu.cleargrad()
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cov.cleargrad()
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x = nn.random.MultivariateGaussian(mu, cov + cov.transpose(), data=x_train)
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log_likelihood = x.log_pdf().sum()
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log_likelihood.backward()
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mu.value += 0.1 * mu.grad
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cov.value += 0.1 * cov.grad
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self.assertTrue(np.allclose(mu.value, x_train.mean(axis=0)))
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self.assertTrue(np.allclose(np.cov(x_train, rowvar=False, bias=True), x.cov.value))
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if __name__ == '__main__':
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unittest.main()
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