test_bootstrap.py 文件源码

def test_parameter_estimation(self):
        X = np.random.uniform(0, 4, 1000)
        y = X + np.random.normal(0, 1, 1000)
        m = BayesianBootstrapBagging(LinearRegression(), 10000, 1000, low_mem=False)
        m.fit(X.reshape(-1, 1), y)
        coef_samples = [b.coef_ for b in m.base_models_]
        intercept_samples = [b.intercept_ for b in m.base_models_]
        self.assertAlmostEqual(np.mean(coef_samples), 1, delta=0.3)
        l, r = central_credible_interval(coef_samples, alpha=0.05)
        self.assertLess(l, 1)
        self.assertGreater(r, 1)
        l, r = highest_density_interval(coef_samples, alpha=0.05)
        self.assertLess(l, 1)
        self.assertGreater(r, 1)
        self.assertAlmostEqual(np.mean(intercept_samples), 0, delta=0.3)
        l, r = central_credible_interval(intercept_samples, alpha=0.05)
        self.assertLess(l, 0)
        self.assertGreater(r, 0)
        self.assertAlmostEqual(np.mean(intercept_samples), 0, delta=0.3)
        l, r = highest_density_interval(intercept_samples, alpha=0.05)
        self.assertLess(l, 0)
        self.assertGreater(r, 0)