Merge branch 'metric_tests' into 'NIFTy_7'

Fix VariableCovarianceGaussianEnergy

See merge request ift/nifty!548

src/operators/energy_operators.py

@@ -171,7 +171,7 @@ class VariableCovarianceGaussianEnergy(EnergyOperator):
             res = 0.5*(r.vdot(r*i) - i.ptw("log").sum())
         if not x.want_metric:
             return res
-        met = 1. if self._cplx else 0.5
+        met = 1. if self._cplx else .5
         met = MultiField.from_dict({self._kr: i.val, self._ki: met*i.val**(-2)},
                                     domain=self._domain)
         return res.add_metric(SamplingDtypeSetter(makeOp(met), self._dt))

test/test_operators/test_fisher_metric.py

@@ -11,7 +11,7 @@
 # You should have received a copy of the GNU General Public License
 # along with this program.  If not, see <http://www.gnu.org/licenses/>.
 #
-# Copyright(C) 2013-2020 Max-Planck-Society
+# Copyright(C) 2013-2021 Max-Planck-Society
 #
 # NIFTy is being developed at the Max-Planck-Institut fuer Astrophysik.
 
@@ -61,7 +61,7 @@ def test_complex2real():
     assert np.all((f == op(op.adjoint_times(f))).val)
 
 
-def energy_tester(pos, get_noisy_data, energy_initializer):
+def energy_tester(pos, get_noisy_data, energy_initializer, assume_diagonal=False):
     if isinstance(pos, ift.Field):
         if np.issubdtype(pos.dtype, np.complexfloating):
             op = _complex2real(pos.domain)
@@ -69,7 +69,7 @@ def energy_tester(pos, get_noisy_data, energy_initializer):
             op = ift.ScalingOperator(pos.domain, 1.)
     else:
         ops = []
-        for k,dom in pos.domain.items():
+        for k, dom in pos.domain.items():
             if np.issubdtype(pos[k].dtype, np.complexfloating):
                 ops.append(_complex2real(dom).ducktape(k).ducktape_left(k))
             else:
@@ -79,29 +79,34 @@ def energy_tester(pos, get_noisy_data, energy_initializer):
         from nifty7.operator_spectrum import _DomRemover
         flattener = _DomRemover(realizer.target)
         op = flattener @ realizer
+    pos = op(pos)
 
-    npos = op(pos)
-    nget_noisy_data = lambda mean: get_noisy_data(op.adjoint_times(mean))
-    nenergy_initializer = lambda mean: energy_initializer(mean) @ op.adjoint
-    _actual_energy_tester(npos, nget_noisy_data, nenergy_initializer)
-
-
-def _actual_energy_tester(pos, get_noisy_data, energy_initializer):
     domain = pos.domain
     test_vec = ift.from_random(domain, 'normal')
     results = []
     lin = ift.Linearization.make_var(pos)
     for i in range(Nsamp):
-        data = get_noisy_data(pos)
-        energy = energy_initializer(data)
-        grad = energy(lin).jac.adjoint(ift.full(energy.target, 1.))
-        results.append(_to_array((grad*grad.s_vdot(test_vec)).val))
-    res = np.mean(np.array(results), axis=0)
-    std = np.std(np.array(results), axis=0)/np.sqrt(Nsamp)
-    energy = energy_initializer(data)
+        data = get_noisy_data(op.adjoint_times(pos))
+        energy = energy_initializer(data) @ op.adjoint
+        grad = energy(lin).gradient
+        if assume_diagonal:
+            results.append(_to_array((grad*grad.conjugate()).val))
+        else:
+            results.append(_to_array((grad*grad.s_vdot(test_vec)).val))
+    if assume_diagonal:
+        res = np.mean(np.array(results), axis=0)*_to_array(test_vec.val)
+        std = np.std(np.array(results), axis=0)/np.sqrt(Nsamp)*np.abs(_to_array(test_vec.val))
+    else:
+        res = np.mean(np.array(results), axis=0)
+        std = np.std(np.array(results), axis=0)/np.sqrt(Nsamp)
+    energy = energy_initializer(data) @ op.adjoint
     lin = ift.Linearization.make_var(pos, want_metric=True)
     res2 = _to_array(energy(lin).metric(test_vec).val)
-    np.testing.assert_allclose(res/std, res2/std, atol=6)
+    np.testing.assert_allclose(res/std, res2/std, atol=5)
+    # Test whether one would detect a factor of 2 in the Fisher metric
+    for factor in [0.5, 2]:
+        with pytest.raises(AssertionError):
+            np.testing.assert_allclose(res/std, factor*res2/std, atol=5)
 
 
 def test_GaussianEnergy(field):
@@ -125,17 +130,22 @@ def test_PoissonEnergy(field):
     E_init = lambda data: ift.PoissonianEnergy(data)
     energy_tester(lam, get_noisy_data, E_init)
 
+
 def test_VariableCovarianceGaussianEnergy(dtype):
     dom = ift.UnstructuredDomain(3)
     res = ift.from_random(dom, 'normal', dtype=dtype)
     ivar = ift.from_random(dom, 'normal')**2+4.
-    mf = ift.MultiField.from_dict({'res':res, 'ivar':ivar})
+    mf = ift.MultiField.from_dict({'res': res, 'ivar': ivar})
     energy = ift.VariableCovarianceGaussianEnergy(dom, 'res', 'ivar', dtype)
     def get_noisy_data(mean):
         samp = ift.from_random(dom, 'normal', dtype)
         samp = samp/mean['ivar'].sqrt()
         return samp + mean['res']
     def E_init(data):
-        adder = ift.Adder(ift.MultiField.from_dict({'res':data}), neg=True)
+        adder = ift.Adder(ift.MultiField.from_dict({'res': data}), neg=True)
         return energy.partial_insert(adder)
-    energy_tester(mf, get_noisy_data, E_init)
+    energy_tester(mf, get_noisy_data, E_init, assume_diagonal=True)
+
+
+def normal(dtype, shape):
+    return ift.random.Random.normal(dtype, shape)