Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Fix Chisq isproper #197

Merged
merged 6 commits into from
Jun 16, 2024
Merged

Fix Chisq isproper #197

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
6 commits
Select commit Hold shift + click to select a range
931e909
test: -0.5 is valid natural parameter
Nimrais Jun 14, 2024
4c8ca62
test: add convert Chisq(0.5) test
Nimrais Jun 14, 2024
7a46270
fix: natural parameter bigger then -1 is proper for Chisq
Nimrais Jun 14, 2024
c76f038
test(fix): fix seed for sampled Dirichlet dist
Nimrais Jun 14, 2024
8456fea
fix more rngs
bvdmitri Jun 15, 2024
6cf17dd
extra test for chisq
bvdmitri Jun 15, 2024
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
2 changes: 1 addition & 1 deletion src/distributions/chi_squared.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -37,7 +37,7 @@ end

# Natural parametrization

isproper(::NaturalParametersSpace, ::Type{Chisq}, η, conditioner) = isnothing(conditioner) && length(η) === 1 && all(>(-1 / 2), η) && all(!isinf, η)
isproper(::NaturalParametersSpace, ::Type{Chisq}, η, conditioner) = isnothing(conditioner) && length(η) === 1 && all(>(-1), η) && all(!isinf, η)
isproper(::MeanParametersSpace, ::Type{Chisq}, θ, conditioner) =
isnothing(conditioner) && length(θ) === 1 && all(>(0), θ) && all(!isinf, θ)

Expand Down
3 changes: 3 additions & 0 deletions test/distributions/chi_squared_tests.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -29,6 +29,9 @@

## mean parameter should be integer in the MeanParametersSpace
@test isproper(MeanParametersSpace(), Chisq, [0.1])
@test isproper(NaturalParametersSpace(), Chisq, [-0.5])
@test !isproper(NaturalParametersSpace(), Chisq, [-1.5])
@test convert(ExponentialFamilyDistribution, Chisq(0.5)) ≈ ExponentialFamilyDistribution(Chisq, [-0.75])
@test_throws Exception convert(ExponentialFamilyDistribution, Chisq(Inf))
end

Expand Down
15 changes: 8 additions & 7 deletions test/distributions/dirichlet_tests.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -31,13 +31,14 @@ end
@testitem "Dirichlet: ExponentialFamilyDistribution" begin
include("distributions_setuptests.jl")

rng = StableRNG(42)
for len in 3:5
α = rand(len)
α = rand(rng, len)
@testset let d = Dirichlet(α)
ef = test_exponentialfamily_interface(d; option_assume_no_allocations = false)
η1 = getnaturalparameters(ef)

for x in [rand(len) for _ in 1:3]
for x in [rand(rng, len) for _ in 1:3]
x = x ./ sum(x)
@test @inferred(isbasemeasureconstant(ef)) === ConstantBaseMeasure()
@test @inferred(basemeasure(ef, x)) === 1.0
Expand Down Expand Up @@ -67,17 +68,17 @@ end

for strategy in (ClosedProd(), PreserveTypeProd(Distribution), PreserveTypeLeftProd(), PreserveTypeRightProd(), GenericProd())
@test @inferred(prod(strategy, Dirichlet([1.0, 1.0, 1.0]), Dirichlet([1.0, 1.0, 1.0]))) ≈ Dirichlet([1.0, 1.0, 1.0])
@test @inferred(prod(strategy, Dirichlet([1.1, 1.0, 2.0]), Dirichlet([1.0, 1.2, 1.0]))) ≈ Dirichlet([1.1, 1.2000000000000002, 2.0])
@test @inferred(prod(strategy, Dirichlet([1.1, 2.0, 2.0]), Dirichlet([3.0, 1.2, 5.0]))) ≈ Dirichlet([3.0999999999999996, 2.2, 6.0])
@test @inferred(prod(strategy, Dirichlet([1.1, 1.0, 2.0]), Dirichlet([1.0, 1.2, 1.0]))) ≈ Dirichlet([1.1, 1.2, 2.0])
@test @inferred(prod(strategy, Dirichlet([1.1, 2.0, 2.0]), Dirichlet([3.0, 1.2, 5.0]))) ≈ Dirichlet([3.1, 2.2, 6.0])
end
end

@testitem "Dirichlet: prod with ExponentialFamilyDistribution" begin
include("distributions_setuptests.jl")

rng = StableRNG(123)
for len in 3:6
αleft = rand(len) .+ 1
αright = rand(len) .+ 1
αleft = rand(rng, len) .+ 1
αright = rand(rng, len) .+ 1
@testset let (left, right) = (Dirichlet(αleft), Dirichlet(αright))
@test test_generic_simple_exponentialfamily_product(
left,
Expand Down
4 changes: 3 additions & 1 deletion test/distributions/wishart_inverse_tests.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -17,7 +17,9 @@ end

import ExponentialFamily: InverseWishartFast

@testset for dim in (3), S in rand(InverseWishart(10, Array(Eye(dim))), 2)
rng = StableRNG(42)

@testset for dim in (3), S in rand(rng, InverseWishart(10, Array(Eye(dim))), 2)
ν = dim + 4
@testset let (d = InverseWishartFast(ν, S))
ef = test_exponentialfamily_interface(d; option_assume_no_allocations = false, test_fisherinformation_against_hessian = false)
Expand Down
10 changes: 7 additions & 3 deletions test/distributions/wishart_tests.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -44,9 +44,11 @@ end

import ExponentialFamily: WishartFast

rng = StableRNG(42)

for d in (2, 3, 4, 5)
v = rand() + d
L = rand(d, d)
v = rand(rng) + d
L = rand(rng, d, d)
S = L' * L + d * Eye(d)
invS = inv(S)
cS = copy(S)
Expand Down Expand Up @@ -74,7 +76,9 @@ end

import ExponentialFamily: WishartFast

for dim in (3, 4), invS in rand(Wishart(10, Array(Eye(dim))), 2)
rng = StableRNG(42)

for dim in (3, 4), invS in rand(rng, Wishart(10, Array(Eye(dim))), 2)
ν = dim + 2
@testset let (d = WishartFast(ν, invS))
ef = test_exponentialfamily_interface(d; option_assume_no_allocations = false, test_fisherinformation_against_hessian = false)
Expand Down
Loading