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Transfer some test utility function into DynamicPPL #2049

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merged 3 commits into from
Jul 21, 2023
Merged

Transfer some test utility function into DynamicPPL #2049

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0fc56ee
Update OptimInterface.jl
yebai Jul 20, 2023
3ccd841
Only run optimisation tests in numerical stage.
yebai Jul 20, 2023
0687072
fix function lookup after moving functions
sunxd3 Jul 21, 2023
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41 changes: 3 additions & 38 deletions test/modes/OptimInterface.jl
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Original file line number Diff line number Diff line change
@@ -1,38 +1,3 @@
# TODO: Remove these once the equivalent is present in `DynamicPPL.TestUtils.
function likelihood_optima(::DynamicPPL.TestUtils.UnivariateAssumeDemoModels)
return (s=1/16, m=7/4)
end
function posterior_optima(::DynamicPPL.TestUtils.UnivariateAssumeDemoModels)
# TODO: Figure out exact for `s`.
return (s=0.907407, m=7/6)
end

function likelihood_optima(model::DynamicPPL.TestUtils.MultivariateAssumeDemoModels)
# Get some containers to fill.
vals = Random.rand(model)

# NOTE: These are "as close to zero as we can get".
vals.s[1] = 1e-32
vals.s[2] = 1e-32

vals.m[1] = 1.5
vals.m[2] = 2.0

return vals
end
function posterior_optima(model::DynamicPPL.TestUtils.MultivariateAssumeDemoModels)
# Get some containers to fill.
vals = Random.rand(model)

# TODO: Figure out exact for `s[1]`.
vals.s[1] = 0.890625
vals.s[2] = 1
vals.m[1] = 3/4
vals.m[2] = 1

return vals
end

# Used for testing how well it works with nested contexts.
struct OverrideContext{C,T1,T2} <: DynamicPPL.AbstractContext
context::C
Expand All @@ -57,7 +22,7 @@ function DynamicPPL.tilde_observe(context::OverrideContext, right, left, vi)
return context.loglikelihood_weight, vi
end

@testset "OptimInterface.jl" begin
@numerical_testset "OptimInterface.jl" begin
@testset "MLE" begin
Random.seed!(222)
true_value = [0.0625, 1.75]
Expand Down Expand Up @@ -157,7 +122,7 @@ end
# FIXME: Some models doesn't work for Tracker and ReverseDiff.
if Turing.Essential.ADBACKEND[] === :forwarddiff
@testset "MAP for $(model.f)" for model in DynamicPPL.TestUtils.DEMO_MODELS
result_true = posterior_optima(model)
result_true = DynamicPPL.TestUtils.posterior_optima(model)

@testset "$(nameof(typeof(optimizer)))" for optimizer in [LBFGS(), NelderMead()]
result = optimize(model, MAP(), optimizer)
Expand Down Expand Up @@ -188,7 +153,7 @@ end
DynamicPPL.TestUtils.demo_dot_assume_matrix_dot_observe_matrix,
]
@testset "MLE for $(model.f)" for model in DynamicPPL.TestUtils.DEMO_MODELS
result_true = likelihood_optima(model)
result_true = DynamicPPL.TestUtils.likelihood_optima(model)

# `NelderMead` seems to struggle with convergence here, so we exclude it.
@testset "$(nameof(typeof(optimizer)))" for optimizer in [LBFGS(),]
Expand Down