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Commit 245e8528 authored by Reimar Leike's avatar Reimar Leike
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Test Fisher matrix using definition

parent ccbf5012
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3 merge requests!543Nifty627,!539Fix complex samples,!537WIP: Test Fisher matrix using definition
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# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# 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
#
# NIFTy is being developed at the Max-Planck-Institut fuer Astrophysik.
import numpy as np
import pytest
import nifty6 as ift
from ..common import list2fixture, setup_function, teardown_function
spaces = [ift.GLSpace(5),
ift.MultiDomain.make({'': ift.RGSpace(5, distances=.789)}),
(ift.RGSpace(3, distances=.789), ift.UnstructuredDomain(2))]
pmp = pytest.mark.parametrize
field = list2fixture([ift.from_random(sp, 'normal') for sp in spaces] +
[ift.from_random(sp, 'normal', dtype=np.complex128) for sp in spaces])
Nsamp = 1000
def _to_array(d):
if isinstance(d, np.ndarray):
return d
assert isinstance(d, dict)
return np.concatenate(list(d.values()))
def 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)
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=5)
def test_GaussianEnergy(field):
dtype = field.dtype
icov = ift.from_random(field.domain, 'normal')**2
icov = ift.makeOp(icov)
get_noisy_data = lambda mean : mean+icov.draw_sample_with_dtype(
from_inverse=True, dtype=dtype)
E_init = lambda mean : ift.GaussianEnergy(mean=mean,
inverse_covariance=icov)
energy_tester(field, get_noisy_data, E_init)
def test_PoissonEnergy(field):
if not isinstance(field, ift.Field):
return
if np.iscomplexobj(field.val):
return
def get_noisy_data(mean):
return ift.makeField(mean.domain, np.random.poisson(mean.val))
lam = field**2 # make rate positive
E_init = lambda mean : ift.PoissonianEnergy(mean)
energy_tester(lam, get_noisy_data, E_init)
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