test_kde.py 文件源码

def test_kernel_density(n_samples=100, n_features=3):
    rng = np.random.RandomState(0)
    X = rng.randn(n_samples, n_features)
    Y = rng.randn(n_samples, n_features)

    for kernel in ['gaussian', 'tophat', 'epanechnikov',
                   'exponential', 'linear', 'cosine']:
        for bandwidth in [0.01, 0.1, 1]:
            dens_true = compute_kernel_slow(Y, X, kernel, bandwidth)

            def check_results(kernel, bandwidth, atol, rtol):
                kde = KernelDensity(kernel=kernel, bandwidth=bandwidth,
                                    atol=atol, rtol=rtol)
                log_dens = kde.fit(X).score_samples(Y)
                assert_allclose(np.exp(log_dens), dens_true,
                                atol=atol, rtol=max(1E-7, rtol))
                assert_allclose(np.exp(kde.score(Y)),
                                np.prod(dens_true),
                                atol=atol, rtol=max(1E-7, rtol))

            for rtol in [0, 1E-5]:
                for atol in [1E-6, 1E-2]:
                    for breadth_first in (True, False):
                        yield (check_results, kernel, bandwidth, atol, rtol)