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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,83 +1,83 @@ | ||
| @testset "Settings" begin | ||
| spl = MCHMC( | ||
| 10_000, | ||
| 0.1; | ||
| nchains = 10, | ||
| integrator = "MN", | ||
| eps = 0.1, | ||
| L = 0.1, | ||
| sigma = [1.0], | ||
| gamma = 2.0, | ||
| sigma_xi = 2.0, | ||
| init_eps = 1.0, | ||
| init_L = 1.0, | ||
| init_sigma = [1.0], | ||
| ) | ||
|
|
||
| sett = spl.settings | ||
| hp = spl.hyperparameters | ||
| dy = spl.hamiltonian_dynamics | ||
|
|
||
| @test sett.nchains == 10 | ||
| @test sett.integrator == "MN" | ||
| @test sett.TEV == 0.1 | ||
| @test sett.nadapt == 10_000 | ||
| @test sett.init_eps == 1.0 | ||
| @test sett.init_L == 1.0 | ||
| @test sett.init_sigma == [1.0] | ||
|
|
||
| @test hp.eps == 0.1 | ||
| @test hp.L == 0.1 | ||
| @test hp.sigma == [1.0] | ||
| @test hp.gamma == 2.0 | ||
| @test hp.sigma_xi == 2.0 | ||
|
|
||
| @test dy == MicroCanonicalHMC.Minimal_norm | ||
| end | ||
|
|
||
| @testset "Partially_refresh_momentum" begin | ||
| d = 10 | ||
| rng = MersenneTwister(0) | ||
| u = MicroCanonicalHMC.Random_unit_vector(rng, d) | ||
| @test length(u) == d | ||
| @test isapprox(norm(u), 1.0, rtol = 0.0000001) | ||
|
|
||
| p = MicroCanonicalHMC.Partially_refresh_momentum(rng, 0.1, u) | ||
| @test length(p) == d | ||
| @test isapprox(norm(p), 1.0, rtol = 0.0000001) | ||
| end | ||
|
|
||
| @testset "Init" begin | ||
| d = 10 | ||
| m = zeros(d) | ||
| s = Diagonal(ones(d)) | ||
| rng = MersenneTwister(1234) | ||
| target = GaussianTarget(m, s) | ||
| spl = MCHMC(0, 0.001) | ||
| _, init = MicroCanonicalHMC.Step(rng, spl, target.h; | ||
| trans_init_params = m) | ||
| @test init.x == m | ||
| @test init.g == m | ||
| @test init.dE == init.Feps == 0.0 | ||
| @test init.Weps == 1.0e-5 | ||
| end | ||
|
|
||
| @testset "Step" begin | ||
| d = 10 | ||
| m = zeros(d) | ||
| s = Diagonal(ones(d)) | ||
| rng = MersenneTwister(1234) | ||
| target = GaussianTarget(m, s) | ||
| spl = MCHMC(0, 0.001; eps = 0.01, L = 0.1, sigma = ones(d)) | ||
| aspl = MCHMC(0, 0.001; eps = 0.01, L = 0.1, sigma = ones(d), adaptive = true) | ||
| _, init = MicroCanonicalHMC.Step(rng, spl, target.h; | ||
| trans_init_params = target.prior_draw()) | ||
| tune_sigma, tune_eps, tune_L = MicroCanonicalHMC.tune_what(spl, d) | ||
| tune_sigma, tune_eps, tune_L = MicroCanonicalHMC.tune_what(aspl, d) | ||
| @test tune_sigma == tune_eps == tune_L == false | ||
| _, step = MicroCanonicalHMC.Step(rng, spl, init) | ||
| _, astep = MicroCanonicalHMC.Step(rng, aspl, init) | ||
| @test spl.hyperparameters.eps == 0.01 | ||
| @test aspl.hyperparameters.eps != 0.01 | ||
| @test step.x == astep.x | ||
| end | ||
| @testset "Settings" begin | ||
| spl = MCHMC( | ||
| 10_000, | ||
| 0.1; | ||
| nchains = 10, | ||
| integrator = "MN", | ||
| eps = 0.1, | ||
| L = 0.1, | ||
| sigma = [1.0], | ||
| gamma = 2.0, | ||
| sigma_xi = 2.0, | ||
| init_eps = 1.0, | ||
| init_L = 1.0, | ||
| init_sigma = [1.0], | ||
| ) | ||
|
|
||
| sett = spl.settings | ||
| hp = spl.hyperparameters | ||
| dy = spl.hamiltonian_dynamics | ||
|
|
||
| @test sett.nchains == 10 | ||
| @test sett.integrator == "MN" | ||
| @test sett.TEV == 0.1 | ||
| @test sett.nadapt == 10_000 | ||
| @test sett.init_eps == 1.0 | ||
| @test sett.init_L == 1.0 | ||
| @test sett.init_sigma == [1.0] | ||
|
|
||
| @test hp.eps == 0.1 | ||
| @test hp.L == 0.1 | ||
| @test hp.sigma == [1.0] | ||
| @test hp.gamma == 2.0 | ||
| @test hp.sigma_xi == 2.0 | ||
|
|
||
| @test dy == MicroCanonicalHMC.Minimal_norm | ||
| end | ||
|
|
||
| @testset "Partially_refresh_momentum" begin | ||
| d = 10 | ||
| rng = MersenneTwister(0) | ||
| u = MicroCanonicalHMC.Random_unit_vector(rng, d) | ||
| @test length(u) == d | ||
| @test isapprox(norm(u), 1.0, rtol = 0.0000001) | ||
|
|
||
| p = MicroCanonicalHMC.Partially_refresh_momentum(rng, 0.1, u) | ||
| @test length(p) == d | ||
| @test isapprox(norm(p), 1.0, rtol = 0.0000001) | ||
| end | ||
|
|
||
| @testset "Init" begin | ||
| d = 10 | ||
| m = zeros(d) | ||
| s = Diagonal(ones(d)) | ||
| rng = MersenneTwister(1234) | ||
| target = GaussianTarget(m, s) | ||
| spl = MCHMC(0, 0.001) | ||
| _, init = MicroCanonicalHMC.Step(rng, spl, target.h; | ||
| trans_init_params = m) | ||
| @test init.x == m | ||
| @test init.g == m | ||
| @test init.dE == init.Feps == 0.0 | ||
| @test init.Weps == 1.0e-5 | ||
| end | ||
|
|
||
| @testset "Step" begin | ||
| d = 10 | ||
| m = zeros(d) | ||
| s = Diagonal(ones(d)) | ||
| rng = MersenneTwister(1234) | ||
| target = GaussianTarget(m, s) | ||
| spl = MCHMC(0, 0.001; eps = 0.01, L = 0.1, sigma = ones(d)) | ||
| aspl = MCHMC(0, 0.001; eps = 0.01, L = 0.1, sigma = ones(d), adaptive = true) | ||
| _, init = MicroCanonicalHMC.Step(rng, spl, target.h; | ||
| trans_init_params = target.θ_start) | ||
| tune_sigma, tune_eps, tune_L = MicroCanonicalHMC.tune_what(spl, d) | ||
| tune_sigma, tune_eps, tune_L = MicroCanonicalHMC.tune_what(aspl, d) | ||
| @test tune_sigma == tune_eps == tune_L == false | ||
| _, step = MicroCanonicalHMC.Step(rng, spl, init) | ||
| _, astep = MicroCanonicalHMC.Step(rng, aspl, init) | ||
| @test spl.hyperparameters.eps == 0.01 | ||
| @test aspl.hyperparameters.eps != 0.01 | ||
| @test step.x == astep.x | ||
| end |