Commit 38302016 authored by Konstantinos Chatzilygeroudis's avatar Konstantinos Chatzilygeroudis
Browse files

Bring back kernel test

parent 19fdb1fe
......@@ -150,87 +150,82 @@ void check_kernel(size_t N, size_t K)
Eigen::VectorXd x2 = tools::random_vector(N).array() * 10. - 5.;
std::tie(error, analytic, finite_diff) = check_grad(kern, hp, x1, x2);
if (error > 1e-6) {
std::cout << error << ": " << analytic.transpose() << " vs " << finite_diff.transpose() << std::endl;
std::cout << "hp: " << hp.transpose() << std::endl;
std::cout << "x1: " << x1.transpose() << std::endl;
std::cout << "x2: " << x2.transpose() << std::endl;
}
// BOOST_CHECK(error < 1e-6);
std::cout << error << ": " << analytic.transpose() << " vs " << finite_diff.transpose() << std::endl;
BOOST_CHECK(error < 1e-6);
}
}
// BOOST_AUTO_TEST_CASE(test_grad_exp)
// {
// for (int i = 1; i < 10; i++) {
// check_kernel<kernel::Exp<Params>>(i, 100);
// check_kernel<kernel::Exp<ParamsNoise>>(i, 100);
// }
// }
// BOOST_AUTO_TEST_CASE(test_grad_matern_three)
// {
// for (int i = 1; i < 10; i++) {
// check_kernel<kernel::MaternThreeHalves<Params>>(i, 100);
// check_kernel<kernel::MaternThreeHalves<ParamsNoise>>(i, 100);
// }
// }
// BOOST_AUTO_TEST_CASE(test_grad_matern_five)
// {
// for (int i = 1; i < 10; i++) {
// check_kernel<kernel::MaternFiveHalves<Params>>(i, 100);
// check_kernel<kernel::MaternFiveHalves<ParamsNoise>>(i, 100);
// }
// }
BOOST_AUTO_TEST_CASE(test_grad_exp)
{
for (int i = 1; i < 10; i++) {
check_kernel<kernel::Exp<Params>>(i, 100);
check_kernel<kernel::Exp<ParamsNoise>>(i, 100);
}
}
BOOST_AUTO_TEST_CASE(test_grad_SE_ARD)
BOOST_AUTO_TEST_CASE(test_grad_matern_three)
{
// Params::kernel_squared_exp_ard::set_k(0);
// for (int i = 1; i < 10; i++) {
// check_kernel<kernel::SquaredExpARD<Params>>(i, 100);
// check_kernel<kernel::SquaredExpARD<ParamsNoise>>(i, 100);
// }
for (int i = 1; i < 10; i++) {
check_kernel<kernel::MaternThreeHalves<Params>>(i, 100);
check_kernel<kernel::MaternThreeHalves<ParamsNoise>>(i, 100);
}
}
// THIS TEST FAILS!
Params::kernel_squared_exp_ard::set_k(1);
for (int i = 1; i < 2; i++) {
check_kernel<kernel::SquaredExpARD<Params>>(i, 10);
BOOST_AUTO_TEST_CASE(test_grad_matern_five)
{
for (int i = 1; i < 10; i++) {
check_kernel<kernel::MaternFiveHalves<Params>>(i, 100);
check_kernel<kernel::MaternFiveHalves<ParamsNoise>>(i, 100);
}
}
// BOOST_AUTO_TEST_CASE(test_kernel_SE_ARD)
// {
// Params::kernel_squared_exp_ard::set_k(0);
BOOST_AUTO_TEST_CASE(test_grad_SE_ARD)
{
Params::kernel_squared_exp_ard::set_k(0);
for (int i = 1; i < 10; i++) {
check_kernel<kernel::SquaredExpARD<Params>>(i, 100);
check_kernel<kernel::SquaredExpARD<ParamsNoise>>(i, 100);
}
// THIS TEST FAILS!
// Params::kernel_squared_exp_ard::set_k(1);
// for (int i = 1; i < 2; i++) {
// check_kernel<kernel::SquaredExpARD<Params>>(i, 10);
// }
}
// kernel::SquaredExpARD<Params> se(2);
// Eigen::VectorXd hp = Eigen::VectorXd::Zero(se.h_params_size());
// hp(0) = 0;
// hp(1) = 0;
BOOST_AUTO_TEST_CASE(test_kernel_SE_ARD)
{
Params::kernel_squared_exp_ard::set_k(0);
// se.set_h_params(hp);
kernel::SquaredExpARD<Params> se(2);
Eigen::VectorXd hp = Eigen::VectorXd::Zero(se.h_params_size());
hp(0) = 0;
hp(1) = 0;
// Eigen::VectorXd v1 = make_v2(1, 1);
// BOOST_CHECK(std::abs(se(v1, v1) - 1) < 1e-6);
se.set_h_params(hp);
// Eigen::VectorXd v2 = make_v2(0, 1);
// double s1 = se(v1, v2);
Eigen::VectorXd v1 = make_v2(1, 1);
BOOST_CHECK(std::abs(se(v1, v1) - 1) < 1e-6);
// BOOST_CHECK(std::abs(s1 - std::exp(-0.5 * (v1.transpose() * v2)[0])) < 1e-5);
Eigen::VectorXd v2 = make_v2(0, 1);
double s1 = se(v1, v2);
// hp(0) = 1;
// se.set_h_params(hp);
// double s2 = se(v1, v2);
// BOOST_CHECK(s1 < s2);
BOOST_CHECK(std::abs(s1 - std::exp(-0.5 * (v1.transpose() * v2)[0])) < 1e-5);
// Params::kernel_squared_exp_ard::set_k(1);
// se = kernel::SquaredExpARD<Params>(2);
// hp = Eigen::VectorXd::Zero(se.h_params_size());
// hp(0) = 0;
// hp(1) = 0;
// hp(2) = -std::numeric_limits<double>::max();
// hp(3) = -std::numeric_limits<double>::max();
hp(0) = 1;
se.set_h_params(hp);
double s2 = se(v1, v2);
BOOST_CHECK(s1 < s2);
// se.set_h_params(hp);
// BOOST_CHECK(s1 == se(v1, v2));
// }
Params::kernel_squared_exp_ard::set_k(1);
se = kernel::SquaredExpARD<Params>(2);
hp = Eigen::VectorXd::Zero(se.h_params_size());
hp(0) = 0;
hp(1) = 0;
hp(2) = -std::numeric_limits<double>::max();
hp(3) = -std::numeric_limits<double>::max();
se.set_h_params(hp);
BOOST_CHECK(s1 == se(v1, v2));
}
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