test_multivariate.py 文件源码

def test_sample(self):
        with self.fixed_randomness_session(233):
            def test_sample_with(seed):
                mean, cov, cov_chol = self._gen_test_params(seed)
                dst = MultivariateNormalCholesky(
                    tf.constant(mean), tf.constant(cov_chol))
                n_exp = 20000
                samples = dst.sample(n_exp)
                sample_shape = (n_exp, 10, 11, 3)
                self.assertEqual(samples.shape.as_list(), list(sample_shape))
                samples = dst.sample(n_exp).eval()
                self.assertEqual(samples.shape, sample_shape)
                self.assertAllClose(
                    np.mean(samples, axis=0), mean, rtol=5e-2, atol=5e-2)
                for i in range(10):
                    for j in range(11):
                        self.assertAllClose(
                            np.cov(samples[:, i, j, :].T), cov[i, j],
                            rtol=1e-1, atol=1e-1)

            for seed in [23, 233, 2333]:
                test_sample_with(seed)