test_multivariate.py 文件源码

def test_prob(self):
        with self.fixed_randomness_session(233):
            def test_prob_with(seed):
                mean, cov, cov_chol = self._gen_test_params(seed)
                dst = MultivariateNormalCholesky(
                    tf.constant(mean), tf.constant(cov_chol),
                    check_numerics=True)
                n_exp = 200
                samples = dst.sample(n_exp).eval()
                log_pdf = dst.log_prob(tf.constant(samples))
                pdf_shape = (n_exp, 10, 11)
                self.assertEqual(log_pdf.shape.as_list(), list(pdf_shape))
                log_pdf = log_pdf.eval()
                self.assertEqual(log_pdf.shape, pdf_shape)
                for i in range(10):
                    for j in range(11):
                        log_pdf_exact = stats.multivariate_normal.logpdf(
                                samples[:, i, j, :], mean[i, j], cov[i, j])
                        self.assertAllClose(
                            log_pdf_exact, log_pdf[:, i, j])
                self.assertAllClose(
                    np.exp(log_pdf), dst.prob(tf.constant(samples)).eval())

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