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Luca Lenz
MultilevelChainSampler
Commits
26996aaf
Commit
26996aaf
authored
11 months ago
by
Luca Lenz
Browse files
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fixed tests
parent
1f90090b
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Changes
2
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2 changed files
test/output_sizes.jl
+28
-69
28 additions, 69 deletions
test/output_sizes.jl
test/statistical.jl
+15
-10
15 additions, 10 deletions
test/statistical.jl
with
43 additions
and
79 deletions
test/output_sizes.jl
+
28
−
69
View file @
26996aaf
...
...
@@ -6,10 +6,12 @@ using AbstractMCMC
using
Revise
using
MultilevelChainSampler
@testset
"hastings"
begin
# behaves like truncation on cyclic unit interval
t
=
LogDensity
(
Normal
(
0
,
1
))
p
=
CyclicWalk
(
-
1
,
1
,
.
1
)
p
=
StaticProposal
(
Uniform
(
-
1
,
1
)
)
# ignore log probability
mh
=
MH
(
p
)
...
...
@@ -38,44 +40,44 @@ using MultilevelChainSampler
sample
(
t
,
mh
,
100
)
end
@testset
"delayed_acceptance"
begin
p
=
CyclicWalk
(
-
1
,
1
,
.
1
)
p2
=
vcat
(
p
,
p
)
energy
(
x
::
Tuple
)
=
-
sum
(
x
.^
2
)
t
=
LogDensity
(
energy
)
p
=
StaticProposal
(
Normal
(
0
,
1
))
t
=
LogDensity
(
x
->-
sum
(
x
.^
2
))
# sample from two level, ignore subchains
da
=
MLDA
(
p2
,
(
2
,
)
)
da
=
MLDA
(
[
p
,
p
]
,
[
2
,
]
)
c
=
sample
(
t
,
da
,
100
)
@test
length
(
c
)
==
100
@test
length
(
c
[
1
])
==
2
@test
typeof
(
c
[
1
])
==
NTuple
{
2
,
Float64
}
# save save logprobs
da
=
MLDA
(
p2
,
(
3
,),
true
,
false
)
da
=
MLDA
([
p
,
p
],
[
3
,];
save_logprob
=
true
)
c
=
sample
(
t
,
da
,
100
)
@test
length
(
c
)
==
100
@test
length
(
c
[
1
])
==
2
@test
typeof
(
c
[
1
])
==
Tuple
{
Tuple
{
Float64
,
Float64
},
Float64
}
# save subchains
da
=
MLDA
(
p2
,
(
3
,
)
;
save_subchain
=
true
)
da
=
MLDA
(
[
p
,
p
]
,
[
3
,
]
;
save_subchain
=
true
)
c
=
sample
(
t
,
da
,
100
;
discard_initial
=
1
)
@test
typeof
(
c
)
<:
Vector
{
<:
Vector
}
@test
all
(
length
.
(
c
)
.==
100
.*
size
(
da
)
)
# sample from three level
p3
=
vcat
(
p
,
p
,
p
)
da
=
MLDA
(
p3
,
(
2
,
3
),
true
;
save_subchain
=
true
)
da
=
MLDA
([
p
,
p
,
p
],
[
2
,
3
];
save_subchain
=
true
)
c
=
sample
(
t
,
da
,
100
,
discard_initial
=
1
)
@test
typeof
(
c
)
<:
Vector
{
<:
Vector
}
@test
all
(
length
.
(
c
)
.==
100
.*
size
(
da
)
)
da
=
MLDA
(
p3
,
(
3
,
2
),
false
,
true
;
save_subchain
=
true
)
da
=
MLDA
([
p
,
p
,
p
],
[
3
,
2
];
save_reject
=
true
,
save_subchain
=
true
)
c
=
sample
(
t
,
da
,
100
,
discard_initial
=
1
)
@test
length
(
c
)
==
3
@test
all
(
length
.
(
c
)
.==
100
.*
size
(
da
)
)
@test
all
(
typeof
.
(
c
[
1
])
.==
[
Tuple
{
Float64
,
Bool
}
]
)
...
...
@@ -84,88 +86,45 @@ end
x2
=
first
.
(
c
[
2
][
1
:
2
:
end
])
x3
=
first
.
(
c
[
3
][
1
:
1
:
end
])
x
=
[
zip
(
x1
,
x2
,
x3
)
...
]
rej_rates
=
mean
.
(
map
(
t
->
last
.
(
t
),
c
))
println
(
"Rejection rates "
,
rej_rates
)
#
println("Rejection rates ", rej_rates)
last_state
=
last
.
(
c
);
x
=
first
.
(
last_state
)
@test
all
(
eltype
.
(
c
)
.==
Tuple
{
Float64
,
Bool
}
)
# random subchain length
d
=
truncated
(
Poisson
(),
1
,
nothing
)
da
=
MLDA
(
p2
,
(
d
,
),
false
,
false
;
save_subchain
=
true
)
da
=
MLDA
(
[
p
,
p
]
,
[
d
,
]
;
save_subchain
=
true
)
c
=
sample
(
t
,
da
,
100
,
discard_initial
=
1
)
@test
all
(
typeof
.
(
c
)
==
[
Vector
{
Tuple
{
Float64
}},
Vector
{
Tuple
{
Float64
,
Int
}}]
)
@test
length
(
c
[
2
])
==
100
@test
all
(
unique
(
last
.
(
c
[
2
])
)
.==
last
.
(
c
[
2
])
)
da
=
MLDA
(
p2
,
(
d
,),
true
,
false
;
save_subchain
=
true
)
d
=
truncated
(
Poisson
(),
1
,
nothing
)
da
=
MLDA
([
p
,
p
],
[
d
,];
save_logprob
=
true
,
save_subchain
=
true
)
c
=
sample
(
t
,
da
,
100
,
discard_initial
=
1
)
@test
all
(
typeof
.
(
c
)
==
[
Vector
{
Tuple
{
Float64
,
Float64
}},
Vector
{
Tuple
{
Float64
,
Float64
,
Int
}}]
)
@test
length
(
c
[
2
])
==
100
@test
issorted
(
last
.
(
c
[
2
]))
@test
all
(
unique
(
last
.
(
c
[
2
])
)
.==
last
.
(
c
[
2
])
)
da
=
MLDA
(
p2
,
(
d
,),
false
,
true
;
save_subchain
=
true
)
c
=
sample
(
t
,
da
,
100
,
discard_initial
=
1
)
@test
all
(
typeof
.
(
c
)
==
[
Vector
{
Tuple
{
Float64
,
Bool
}},
Vector
{
Tuple
{
Float64
,
Bool
,
Int
}}]
)
@test
length
(
c
[
2
])
==
100
@test
issorted
(
last
.
(
c
[
2
]))
@test
all
(
unique
(
last
.
(
c
[
2
])
)
.==
last
.
(
c
[
2
])
)
da
=
MLDA
(
p2
,
(
d
,
),
true
,
true
;
save_subchain
=
true
)
d
=
truncated
(
Poisson
(),
1
,
nothing
)
da
=
MLDA
(
[
p
,
p
]
,
[
d
,
];
save_reject
=
true
,
save_subchain
=
true
)
c
=
sample
(
t
,
da
,
100
,
discard_initial
=
1
)
@test
all
(
typeof
.
(
c
)
==
[
Vector
{
Tuple
{
Float64
,
Float64
,
Bool
}},
Vector
{
Tuple
{
Float64
,
Float64
,
Bool
,
Int
}}]
)
@test
all
(
typeof
.
(
c
)
==
[
Vector
{
Tuple
{
Float64
,
Bool
}},
Vector
{
Tuple
{
Float64
,
Bool
,
Int
}}]
)
@test
length
(
c
[
2
])
==
100
@test
issorted
(
last
.
(
c
[
2
]))
@test
all
(
unique
(
last
.
(
c
[
2
])
)
.==
last
.
(
c
[
2
])
)
da
=
MLDA
(
p3
,
(
d
,
d
,),
false
,
false
;
save_subchain
=
true
)
c
=
sample
(
t
,
da
,
100
,
discard_initial
=
1
)
@test
all
(
typeof
.
(
c
)
==
[
Vector
{
Tuple
{
Float64
}},
Vector
{
Tuple
{
Float64
,
Int
}},
Vector
{
Tuple
{
Float64
,
Int
}}]
)
@test
length
(
c
[
3
])
==
100
@test
issorted
(
last
.
(
c
[
2
]))
&&
issorted
(
last
.
(
c
[
3
]))
@test
all
(
unique
(
last
.
(
c
[
2
])
)
.==
last
.
(
c
[
2
])
)
&&
all
(
unique
(
last
.
(
c
[
3
])
)
.==
last
.
(
c
[
3
])
)
da
=
MLDA
(
p3
,
(
d
,
d
,),
false
,
true
;
save_subchain
=
true
)
d
=
truncated
(
Poisson
(),
1
,
nothing
)
da
=
MLDA
([
p
,
p
,
p
],
[
d
,
d
];
save_reject
=
true
,
save_subchain
=
true
)
c
=
sample
(
t
,
da
,
100
,
discard_initial
=
1
)
println
(
typeof
.
(
c
))
@test
all
(
typeof
.
(
c
)
.==
[
Vector
{
Tuple
{
Float64
,
Bool
}},
Vector
{
Tuple
{
Float64
,
Bool
,
Int
}},
Vector
{
Tuple
{
Float64
,
Bool
,
Int
}}]
)
@test
all
(
typeof
.
(
c
)
==
[
Vector
{
Tuple
{
Float64
,
Bool
}},
Vector
{
Tuple
{
Float64
,
Bool
,
Int
}},
Vector
{
Tuple
{
Float64
,
Bool
,
Int
}}]
)
@test
length
(
c
[
3
])
==
100
@test
issorted
(
last
.
(
c
[
2
]))
&&
issorted
(
last
.
(
c
[
3
]))
@test
all
(
unique
(
last
.
(
c
[
2
])
)
.==
last
.
(
c
[
2
])
)
&&
all
(
unique
(
last
.
(
c
[
3
])
)
.==
last
.
(
c
[
3
])
)
end
@testset
"chains"
begin
energy
(
x
::
Tuple
)
=
-
sum
(
x
.^
2
)
t
=
LogDensity
(
energy
)
p
=
CyclicWalk
(
-
1
,
1
,
.
1
)
p2
=
vcat
(
p
,
p
)
# bundle samples as MultilevelChains
da
=
MLDA
(
p2
,
(
3
,);
save_subchain
=
true
)
c
=
sample
(
t
,
da
,
100
;
chain_type
=
MultilevelChains
,
discard_initial
=
1
)
@test
typeof
(
c
)
<:
MultilevelChains
s1
=
subchain
(
c
,
1
)
s2
=
subchain
(
c
,
2
)
@test
length
(
s1
)
==
300
@test
length
(
s2
)
==
100
@test
eltype
(
s2
)
==
Tuple
{
Float64
,
Float64
}
#=
mlc = sample(t, da, 100 + 1; chain_type=MultilevelChains)
@test typeof(mlc) <: MultilevelChains
@test length(subchain(mlc,1)) == 600 + 1
@test length(subchain(mlc,2)) == 300 + 1
@test length(subchain(mlc,3)) == 100 + 1
=#
end
This diff is collapsed.
Click to expand it.
test/statistical.jl
+
15
−
10
View file @
26996aaf
...
...
@@ -7,7 +7,7 @@ using AbstractMCMC
using
Revise
using
MultilevelChainSampler
@testset
"proposal"
begin
@testset
"proposal
s
"
begin
function
propose_chain
(
p
,
n
=
100
)
x
=
[
propose
(
p
)]
for
i
in
1
:
n
...
...
@@ -22,24 +22,29 @@ using MultilevelChainSampler
@test
≈
(
mean
(
c
),
0.0
,
atol
=
0.1
)
@test
≈
(
std
(
c
),
1.0
,
atol
=
0.1
)
# sample from cyclic unit interval should behave like a uniform
p
=
CyclicWalk
(
0
,
1
,
.
1
)
# multi proposal
p
=
stack
(
StaticProposal
(
Normal
(
0
,
1
)),
StaticProposal
(
Normal
(
0
,
1
))
)
c
=
propose_chain
(
p
,
10000
)
@test
≈
(
mean
(
c
)
,
.
5
,
atol
=
0.1
)
@test
≈
(
var
(
c
)
,
var
(
Uniform
())
,
atol
=
0.1
)
@test
≈
(
mean
(
c
)
,
[
0.0
,
0.0
]
,
atol
=
0.1
)
@test
≈
(
std
(
c
)
,
[
1.0
,
1.0
]
,
atol
=
0.1
)
end
@testset
"hastings"
begin
# behaves like truncation on cyclic unit interval
t
=
LogDensity
(
Normal
(
0
,
1
))
p
=
CyclicWalk
(
-
1
,
1
,
.
1
)
t
=
LogDensity
(
x
->-
sum
(
x
.^
2
/
2
))
cycle
(
a
,
b
)
=
t
->
@.
mod
(
t
-
a
,
b
-
a
)
+
a
CyclicWalk
(
a
,
b
,
s
)
=
TransformedProposal
(
cycle
(
a
,
b
),
RandomWalk
(
Uniform
(
a
,
b
),
Uniform
(
-
s
,
s
)))
p
=
CyclicWalk
(
-
1
,
1
,
.
25
)
# save log probability
mh
=
MetropolisHastings
(
p
,
false
,
false
)
c
=
sample
(
t
,
mh
,
100000
)
x
=
getfield
.
(
c
,
:
x
)
mh
=
MH
(
p
,
false
,
false
)
x
=
sample
(
t
,
mh
,
100000
)
@test
length
(
x
)
==
100000
@test
≈
(
mean
(
x
),
0.0
,
atol
=
0.1
)
@test
≈
(
std
(
x
),
std
(
TruncatedNormal
(
0
,
1
,
-
1
,
1
))
,
atol
=
0.1
)
...
...
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