test_hmc.py 文件源码

def test_mean_cov(self):
        with self.test_context():
            self.m.compile()
            num_samples = 1000
            samples = self.hmc.sample(self.m, num_samples=num_samples,
                                      lmin=10, lmax=21, epsilon=0.05)
            self.assertEqual(samples.shape, (num_samples, 2))
            xs = np.array(samples[self.m.x.full_name].tolist(), dtype=np.float32)
            mean = xs.mean(0)
            cov = np.cov(xs.T)
            cov_standard = np.eye(cov.shape[0])

            # TODO(@awav): inspite of the fact that we set up graph's random seed,
            # the operation seed is still assigned by tensorflow automatically
            # and hence sample output numbers are not deterministic.
            #
            # self.assertTrue(np.sum(np.abs(mean) < 0.1) >= mean.size/2)
            # assert_allclose(cov, cov_standard, rtol=1e-1, atol=1e-1)