Old engine for Continuous Time Bayesian Networks. Superseded by reCTBN. 🐍
https://github.com/madlabunimib/PyCTBN
You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
808 lines
27 KiB
808 lines
27 KiB
4 years ago
|
import pickle
|
||
|
|
from functools import partial
|
||
|
|
|
||
|
|
import numpy as np
|
||
|
|
import pytest
|
||
|
|
from numpy.testing import assert_equal, assert_, assert_array_equal
|
||
|
|
from numpy.random import (Generator, MT19937, PCG64, Philox, SFC64)
|
||
|
|
|
||
|
|
@pytest.fixture(scope='module',
|
||
|
|
params=(np.bool_, np.int8, np.int16, np.int32, np.int64,
|
||
|
|
np.uint8, np.uint16, np.uint32, np.uint64))
|
||
|
|
def dtype(request):
|
||
|
|
return request.param
|
||
|
|
|
||
|
|
|
||
|
|
def params_0(f):
|
||
|
|
val = f()
|
||
|
|
assert_(np.isscalar(val))
|
||
|
|
val = f(10)
|
||
|
|
assert_(val.shape == (10,))
|
||
|
|
val = f((10, 10))
|
||
|
|
assert_(val.shape == (10, 10))
|
||
|
|
val = f((10, 10, 10))
|
||
|
|
assert_(val.shape == (10, 10, 10))
|
||
|
|
val = f(size=(5, 5))
|
||
|
|
assert_(val.shape == (5, 5))
|
||
|
|
|
||
|
|
|
||
|
|
def params_1(f, bounded=False):
|
||
|
|
a = 5.0
|
||
|
|
b = np.arange(2.0, 12.0)
|
||
|
|
c = np.arange(2.0, 102.0).reshape((10, 10))
|
||
|
|
d = np.arange(2.0, 1002.0).reshape((10, 10, 10))
|
||
|
|
e = np.array([2.0, 3.0])
|
||
|
|
g = np.arange(2.0, 12.0).reshape((1, 10, 1))
|
||
|
|
if bounded:
|
||
|
|
a = 0.5
|
||
|
|
b = b / (1.5 * b.max())
|
||
|
|
c = c / (1.5 * c.max())
|
||
|
|
d = d / (1.5 * d.max())
|
||
|
|
e = e / (1.5 * e.max())
|
||
|
|
g = g / (1.5 * g.max())
|
||
|
|
|
||
|
|
# Scalar
|
||
|
|
f(a)
|
||
|
|
# Scalar - size
|
||
|
|
f(a, size=(10, 10))
|
||
|
|
# 1d
|
||
|
|
f(b)
|
||
|
|
# 2d
|
||
|
|
f(c)
|
||
|
|
# 3d
|
||
|
|
f(d)
|
||
|
|
# 1d size
|
||
|
|
f(b, size=10)
|
||
|
|
# 2d - size - broadcast
|
||
|
|
f(e, size=(10, 2))
|
||
|
|
# 3d - size
|
||
|
|
f(g, size=(10, 10, 10))
|
||
|
|
|
||
|
|
|
||
|
|
def comp_state(state1, state2):
|
||
|
|
identical = True
|
||
|
|
if isinstance(state1, dict):
|
||
|
|
for key in state1:
|
||
|
|
identical &= comp_state(state1[key], state2[key])
|
||
|
|
elif type(state1) != type(state2):
|
||
|
|
identical &= type(state1) == type(state2)
|
||
|
|
else:
|
||
|
|
if (isinstance(state1, (list, tuple, np.ndarray)) and isinstance(
|
||
|
|
state2, (list, tuple, np.ndarray))):
|
||
|
|
for s1, s2 in zip(state1, state2):
|
||
|
|
identical &= comp_state(s1, s2)
|
||
|
|
else:
|
||
|
|
identical &= state1 == state2
|
||
|
|
return identical
|
||
|
|
|
||
|
|
|
||
|
|
def warmup(rg, n=None):
|
||
|
|
if n is None:
|
||
|
|
n = 11 + np.random.randint(0, 20)
|
||
|
|
rg.standard_normal(n)
|
||
|
|
rg.standard_normal(n)
|
||
|
|
rg.standard_normal(n, dtype=np.float32)
|
||
|
|
rg.standard_normal(n, dtype=np.float32)
|
||
|
|
rg.integers(0, 2 ** 24, n, dtype=np.uint64)
|
||
|
|
rg.integers(0, 2 ** 48, n, dtype=np.uint64)
|
||
|
|
rg.standard_gamma(11.0, n)
|
||
|
|
rg.standard_gamma(11.0, n, dtype=np.float32)
|
||
|
|
rg.random(n, dtype=np.float64)
|
||
|
|
rg.random(n, dtype=np.float32)
|
||
|
|
|
||
|
|
|
||
|
|
class RNG:
|
||
|
|
@classmethod
|
||
|
|
def setup_class(cls):
|
||
|
|
# Overridden in test classes. Place holder to silence IDE noise
|
||
|
|
cls.bit_generator = PCG64
|
||
|
|
cls.advance = None
|
||
|
|
cls.seed = [12345]
|
||
|
|
cls.rg = Generator(cls.bit_generator(*cls.seed))
|
||
|
|
cls.initial_state = cls.rg.bit_generator.state
|
||
|
|
cls.seed_vector_bits = 64
|
||
|
|
cls._extra_setup()
|
||
|
|
|
||
|
|
@classmethod
|
||
|
|
def _extra_setup(cls):
|
||
|
|
cls.vec_1d = np.arange(2.0, 102.0)
|
||
|
|
cls.vec_2d = np.arange(2.0, 102.0)[None, :]
|
||
|
|
cls.mat = np.arange(2.0, 102.0, 0.01).reshape((100, 100))
|
||
|
|
cls.seed_error = TypeError
|
||
|
|
|
||
|
|
def _reset_state(self):
|
||
|
|
self.rg.bit_generator.state = self.initial_state
|
||
|
|
|
||
|
|
def test_init(self):
|
||
|
|
rg = Generator(self.bit_generator())
|
||
|
|
state = rg.bit_generator.state
|
||
|
|
rg.standard_normal(1)
|
||
|
|
rg.standard_normal(1)
|
||
|
|
rg.bit_generator.state = state
|
||
|
|
new_state = rg.bit_generator.state
|
||
|
|
assert_(comp_state(state, new_state))
|
||
|
|
|
||
|
|
def test_advance(self):
|
||
|
|
state = self.rg.bit_generator.state
|
||
|
|
if hasattr(self.rg.bit_generator, 'advance'):
|
||
|
|
self.rg.bit_generator.advance(self.advance)
|
||
|
|
assert_(not comp_state(state, self.rg.bit_generator.state))
|
||
|
|
else:
|
||
|
|
bitgen_name = self.rg.bit_generator.__class__.__name__
|
||
|
|
pytest.skip('Advance is not supported by {0}'.format(bitgen_name))
|
||
|
|
|
||
|
|
def test_jump(self):
|
||
|
|
state = self.rg.bit_generator.state
|
||
|
|
if hasattr(self.rg.bit_generator, 'jumped'):
|
||
|
|
bit_gen2 = self.rg.bit_generator.jumped()
|
||
|
|
jumped_state = bit_gen2.state
|
||
|
|
assert_(not comp_state(state, jumped_state))
|
||
|
|
self.rg.random(2 * 3 * 5 * 7 * 11 * 13 * 17)
|
||
|
|
self.rg.bit_generator.state = state
|
||
|
|
bit_gen3 = self.rg.bit_generator.jumped()
|
||
|
|
rejumped_state = bit_gen3.state
|
||
|
|
assert_(comp_state(jumped_state, rejumped_state))
|
||
|
|
else:
|
||
|
|
bitgen_name = self.rg.bit_generator.__class__.__name__
|
||
|
|
if bitgen_name not in ('SFC64',):
|
||
|
|
raise AttributeError('no "jumped" in %s' % bitgen_name)
|
||
|
|
pytest.skip('Jump is not supported by {0}'.format(bitgen_name))
|
||
|
|
|
||
|
|
def test_uniform(self):
|
||
|
|
r = self.rg.uniform(-1.0, 0.0, size=10)
|
||
|
|
assert_(len(r) == 10)
|
||
|
|
assert_((r > -1).all())
|
||
|
|
assert_((r <= 0).all())
|
||
|
|
|
||
|
|
def test_uniform_array(self):
|
||
|
|
r = self.rg.uniform(np.array([-1.0] * 10), 0.0, size=10)
|
||
|
|
assert_(len(r) == 10)
|
||
|
|
assert_((r > -1).all())
|
||
|
|
assert_((r <= 0).all())
|
||
|
|
r = self.rg.uniform(np.array([-1.0] * 10),
|
||
|
|
np.array([0.0] * 10), size=10)
|
||
|
|
assert_(len(r) == 10)
|
||
|
|
assert_((r > -1).all())
|
||
|
|
assert_((r <= 0).all())
|
||
|
|
r = self.rg.uniform(-1.0, np.array([0.0] * 10), size=10)
|
||
|
|
assert_(len(r) == 10)
|
||
|
|
assert_((r > -1).all())
|
||
|
|
assert_((r <= 0).all())
|
||
|
|
|
||
|
|
def test_random(self):
|
||
|
|
assert_(len(self.rg.random(10)) == 10)
|
||
|
|
params_0(self.rg.random)
|
||
|
|
|
||
|
|
def test_standard_normal_zig(self):
|
||
|
|
assert_(len(self.rg.standard_normal(10)) == 10)
|
||
|
|
|
||
|
|
def test_standard_normal(self):
|
||
|
|
assert_(len(self.rg.standard_normal(10)) == 10)
|
||
|
|
params_0(self.rg.standard_normal)
|
||
|
|
|
||
|
|
def test_standard_gamma(self):
|
||
|
|
assert_(len(self.rg.standard_gamma(10, 10)) == 10)
|
||
|
|
assert_(len(self.rg.standard_gamma(np.array([10] * 10), 10)) == 10)
|
||
|
|
params_1(self.rg.standard_gamma)
|
||
|
|
|
||
|
|
def test_standard_exponential(self):
|
||
|
|
assert_(len(self.rg.standard_exponential(10)) == 10)
|
||
|
|
params_0(self.rg.standard_exponential)
|
||
|
|
|
||
|
|
def test_standard_exponential_float(self):
|
||
|
|
randoms = self.rg.standard_exponential(10, dtype='float32')
|
||
|
|
assert_(len(randoms) == 10)
|
||
|
|
assert randoms.dtype == np.float32
|
||
|
|
params_0(partial(self.rg.standard_exponential, dtype='float32'))
|
||
|
|
|
||
|
|
def test_standard_exponential_float_log(self):
|
||
|
|
randoms = self.rg.standard_exponential(10, dtype='float32',
|
||
|
|
method='inv')
|
||
|
|
assert_(len(randoms) == 10)
|
||
|
|
assert randoms.dtype == np.float32
|
||
|
|
params_0(partial(self.rg.standard_exponential, dtype='float32',
|
||
|
|
method='inv'))
|
||
|
|
|
||
|
|
def test_standard_cauchy(self):
|
||
|
|
assert_(len(self.rg.standard_cauchy(10)) == 10)
|
||
|
|
params_0(self.rg.standard_cauchy)
|
||
|
|
|
||
|
|
def test_standard_t(self):
|
||
|
|
assert_(len(self.rg.standard_t(10, 10)) == 10)
|
||
|
|
params_1(self.rg.standard_t)
|
||
|
|
|
||
|
|
def test_binomial(self):
|
||
|
|
assert_(self.rg.binomial(10, .5) >= 0)
|
||
|
|
assert_(self.rg.binomial(1000, .5) >= 0)
|
||
|
|
|
||
|
|
def test_reset_state(self):
|
||
|
|
state = self.rg.bit_generator.state
|
||
|
|
int_1 = self.rg.integers(2**31)
|
||
|
|
self.rg.bit_generator.state = state
|
||
|
|
int_2 = self.rg.integers(2**31)
|
||
|
|
assert_(int_1 == int_2)
|
||
|
|
|
||
|
|
def test_entropy_init(self):
|
||
|
|
rg = Generator(self.bit_generator())
|
||
|
|
rg2 = Generator(self.bit_generator())
|
||
|
|
assert_(not comp_state(rg.bit_generator.state,
|
||
|
|
rg2.bit_generator.state))
|
||
|
|
|
||
|
|
def test_seed(self):
|
||
|
|
rg = Generator(self.bit_generator(*self.seed))
|
||
|
|
rg2 = Generator(self.bit_generator(*self.seed))
|
||
|
|
rg.random()
|
||
|
|
rg2.random()
|
||
|
|
assert_(comp_state(rg.bit_generator.state, rg2.bit_generator.state))
|
||
|
|
|
||
|
|
def test_reset_state_gauss(self):
|
||
|
|
rg = Generator(self.bit_generator(*self.seed))
|
||
|
|
rg.standard_normal()
|
||
|
|
state = rg.bit_generator.state
|
||
|
|
n1 = rg.standard_normal(size=10)
|
||
|
|
rg2 = Generator(self.bit_generator())
|
||
|
|
rg2.bit_generator.state = state
|
||
|
|
n2 = rg2.standard_normal(size=10)
|
||
|
|
assert_array_equal(n1, n2)
|
||
|
|
|
||
|
|
def test_reset_state_uint32(self):
|
||
|
|
rg = Generator(self.bit_generator(*self.seed))
|
||
|
|
rg.integers(0, 2 ** 24, 120, dtype=np.uint32)
|
||
|
|
state = rg.bit_generator.state
|
||
|
|
n1 = rg.integers(0, 2 ** 24, 10, dtype=np.uint32)
|
||
|
|
rg2 = Generator(self.bit_generator())
|
||
|
|
rg2.bit_generator.state = state
|
||
|
|
n2 = rg2.integers(0, 2 ** 24, 10, dtype=np.uint32)
|
||
|
|
assert_array_equal(n1, n2)
|
||
|
|
|
||
|
|
def test_reset_state_float(self):
|
||
|
|
rg = Generator(self.bit_generator(*self.seed))
|
||
|
|
rg.random(dtype='float32')
|
||
|
|
state = rg.bit_generator.state
|
||
|
|
n1 = rg.random(size=10, dtype='float32')
|
||
|
|
rg2 = Generator(self.bit_generator())
|
||
|
|
rg2.bit_generator.state = state
|
||
|
|
n2 = rg2.random(size=10, dtype='float32')
|
||
|
|
assert_((n1 == n2).all())
|
||
|
|
|
||
|
|
def test_shuffle(self):
|
||
|
|
original = np.arange(200, 0, -1)
|
||
|
|
permuted = self.rg.permutation(original)
|
||
|
|
assert_((original != permuted).any())
|
||
|
|
|
||
|
|
def test_permutation(self):
|
||
|
|
original = np.arange(200, 0, -1)
|
||
|
|
permuted = self.rg.permutation(original)
|
||
|
|
assert_((original != permuted).any())
|
||
|
|
|
||
|
|
def test_beta(self):
|
||
|
|
vals = self.rg.beta(2.0, 2.0, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
vals = self.rg.beta(np.array([2.0] * 10), 2.0)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
vals = self.rg.beta(2.0, np.array([2.0] * 10))
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
vals = self.rg.beta(np.array([2.0] * 10), np.array([2.0] * 10))
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
vals = self.rg.beta(np.array([2.0] * 10), np.array([[2.0]] * 10))
|
||
|
|
assert_(vals.shape == (10, 10))
|
||
|
|
|
||
|
|
def test_bytes(self):
|
||
|
|
vals = self.rg.bytes(10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
|
||
|
|
def test_chisquare(self):
|
||
|
|
vals = self.rg.chisquare(2.0, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
params_1(self.rg.chisquare)
|
||
|
|
|
||
|
|
def test_exponential(self):
|
||
|
|
vals = self.rg.exponential(2.0, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
params_1(self.rg.exponential)
|
||
|
|
|
||
|
|
def test_f(self):
|
||
|
|
vals = self.rg.f(3, 1000, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
|
||
|
|
def test_gamma(self):
|
||
|
|
vals = self.rg.gamma(3, 2, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
|
||
|
|
def test_geometric(self):
|
||
|
|
vals = self.rg.geometric(0.5, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
params_1(self.rg.exponential, bounded=True)
|
||
|
|
|
||
|
|
def test_gumbel(self):
|
||
|
|
vals = self.rg.gumbel(2.0, 2.0, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
|
||
|
|
def test_laplace(self):
|
||
|
|
vals = self.rg.laplace(2.0, 2.0, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
|
||
|
|
def test_logitic(self):
|
||
|
|
vals = self.rg.logistic(2.0, 2.0, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
|
||
|
|
def test_logseries(self):
|
||
|
|
vals = self.rg.logseries(0.5, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
|
||
|
|
def test_negative_binomial(self):
|
||
|
|
vals = self.rg.negative_binomial(10, 0.2, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
|
||
|
|
def test_noncentral_chisquare(self):
|
||
|
|
vals = self.rg.noncentral_chisquare(10, 2, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
|
||
|
|
def test_noncentral_f(self):
|
||
|
|
vals = self.rg.noncentral_f(3, 1000, 2, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
vals = self.rg.noncentral_f(np.array([3] * 10), 1000, 2)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
vals = self.rg.noncentral_f(3, np.array([1000] * 10), 2)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
vals = self.rg.noncentral_f(3, 1000, np.array([2] * 10))
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
|
||
|
|
def test_normal(self):
|
||
|
|
vals = self.rg.normal(10, 0.2, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
|
||
|
|
def test_pareto(self):
|
||
|
|
vals = self.rg.pareto(3.0, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
|
||
|
|
def test_poisson(self):
|
||
|
|
vals = self.rg.poisson(10, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
vals = self.rg.poisson(np.array([10] * 10))
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
params_1(self.rg.poisson)
|
||
|
|
|
||
|
|
def test_power(self):
|
||
|
|
vals = self.rg.power(0.2, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
|
||
|
|
def test_integers(self):
|
||
|
|
vals = self.rg.integers(10, 20, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
|
||
|
|
def test_rayleigh(self):
|
||
|
|
vals = self.rg.rayleigh(0.2, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
params_1(self.rg.rayleigh, bounded=True)
|
||
|
|
|
||
|
|
def test_vonmises(self):
|
||
|
|
vals = self.rg.vonmises(10, 0.2, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
|
||
|
|
def test_wald(self):
|
||
|
|
vals = self.rg.wald(1.0, 1.0, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
|
||
|
|
def test_weibull(self):
|
||
|
|
vals = self.rg.weibull(1.0, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
|
||
|
|
def test_zipf(self):
|
||
|
|
vals = self.rg.zipf(10, 10)
|
||
|
|
assert_(len(vals) == 10)
|
||
|
|
vals = self.rg.zipf(self.vec_1d)
|
||
|
|
assert_(len(vals) == 100)
|
||
|
|
vals = self.rg.zipf(self.vec_2d)
|
||
|
|
assert_(vals.shape == (1, 100))
|
||
|
|
vals = self.rg.zipf(self.mat)
|
||
|
|
assert_(vals.shape == (100, 100))
|
||
|
|
|
||
|
|
def test_hypergeometric(self):
|
||
|
|
vals = self.rg.hypergeometric(25, 25, 20)
|
||
|
|
assert_(np.isscalar(vals))
|
||
|
|
vals = self.rg.hypergeometric(np.array([25] * 10), 25, 20)
|
||
|
|
assert_(vals.shape == (10,))
|
||
|
|
|
||
|
|
def test_triangular(self):
|
||
|
|
vals = self.rg.triangular(-5, 0, 5)
|
||
|
|
assert_(np.isscalar(vals))
|
||
|
|
vals = self.rg.triangular(-5, np.array([0] * 10), 5)
|
||
|
|
assert_(vals.shape == (10,))
|
||
|
|
|
||
|
|
def test_multivariate_normal(self):
|
||
|
|
mean = [0, 0]
|
||
|
|
cov = [[1, 0], [0, 100]] # diagonal covariance
|
||
|
|
x = self.rg.multivariate_normal(mean, cov, 5000)
|
||
|
|
assert_(x.shape == (5000, 2))
|
||
|
|
x_zig = self.rg.multivariate_normal(mean, cov, 5000)
|
||
|
|
assert_(x.shape == (5000, 2))
|
||
|
|
x_inv = self.rg.multivariate_normal(mean, cov, 5000)
|
||
|
|
assert_(x.shape == (5000, 2))
|
||
|
|
assert_((x_zig != x_inv).any())
|
||
|
|
|
||
|
|
def test_multinomial(self):
|
||
|
|
vals = self.rg.multinomial(100, [1.0 / 3, 2.0 / 3])
|
||
|
|
assert_(vals.shape == (2,))
|
||
|
|
vals = self.rg.multinomial(100, [1.0 / 3, 2.0 / 3], size=10)
|
||
|
|
assert_(vals.shape == (10, 2))
|
||
|
|
|
||
|
|
def test_dirichlet(self):
|
||
|
|
s = self.rg.dirichlet((10, 5, 3), 20)
|
||
|
|
assert_(s.shape == (20, 3))
|
||
|
|
|
||
|
|
def test_pickle(self):
|
||
|
|
pick = pickle.dumps(self.rg)
|
||
|
|
unpick = pickle.loads(pick)
|
||
|
|
assert_((type(self.rg) == type(unpick)))
|
||
|
|
assert_(comp_state(self.rg.bit_generator.state,
|
||
|
|
unpick.bit_generator.state))
|
||
|
|
|
||
|
|
pick = pickle.dumps(self.rg)
|
||
|
|
unpick = pickle.loads(pick)
|
||
|
|
assert_((type(self.rg) == type(unpick)))
|
||
|
|
assert_(comp_state(self.rg.bit_generator.state,
|
||
|
|
unpick.bit_generator.state))
|
||
|
|
|
||
|
|
def test_seed_array(self):
|
||
|
|
if self.seed_vector_bits is None:
|
||
|
|
bitgen_name = self.bit_generator.__name__
|
||
|
|
pytest.skip('Vector seeding is not supported by '
|
||
|
|
'{0}'.format(bitgen_name))
|
||
|
|
|
||
|
|
if self.seed_vector_bits == 32:
|
||
|
|
dtype = np.uint32
|
||
|
|
else:
|
||
|
|
dtype = np.uint64
|
||
|
|
seed = np.array([1], dtype=dtype)
|
||
|
|
bg = self.bit_generator(seed)
|
||
|
|
state1 = bg.state
|
||
|
|
bg = self.bit_generator(1)
|
||
|
|
state2 = bg.state
|
||
|
|
assert_(comp_state(state1, state2))
|
||
|
|
|
||
|
|
seed = np.arange(4, dtype=dtype)
|
||
|
|
bg = self.bit_generator(seed)
|
||
|
|
state1 = bg.state
|
||
|
|
bg = self.bit_generator(seed[0])
|
||
|
|
state2 = bg.state
|
||
|
|
assert_(not comp_state(state1, state2))
|
||
|
|
|
||
|
|
seed = np.arange(1500, dtype=dtype)
|
||
|
|
bg = self.bit_generator(seed)
|
||
|
|
state1 = bg.state
|
||
|
|
bg = self.bit_generator(seed[0])
|
||
|
|
state2 = bg.state
|
||
|
|
assert_(not comp_state(state1, state2))
|
||
|
|
|
||
|
|
seed = 2 ** np.mod(np.arange(1500, dtype=dtype),
|
||
|
|
self.seed_vector_bits - 1) + 1
|
||
|
|
bg = self.bit_generator(seed)
|
||
|
|
state1 = bg.state
|
||
|
|
bg = self.bit_generator(seed[0])
|
||
|
|
state2 = bg.state
|
||
|
|
assert_(not comp_state(state1, state2))
|
||
|
|
|
||
|
|
def test_uniform_float(self):
|
||
|
|
rg = Generator(self.bit_generator(12345))
|
||
|
|
warmup(rg)
|
||
|
|
state = rg.bit_generator.state
|
||
|
|
r1 = rg.random(11, dtype=np.float32)
|
||
|
|
rg2 = Generator(self.bit_generator())
|
||
|
|
warmup(rg2)
|
||
|
|
rg2.bit_generator.state = state
|
||
|
|
r2 = rg2.random(11, dtype=np.float32)
|
||
|
|
assert_array_equal(r1, r2)
|
||
|
|
assert_equal(r1.dtype, np.float32)
|
||
|
|
assert_(comp_state(rg.bit_generator.state, rg2.bit_generator.state))
|
||
|
|
|
||
|
|
def test_gamma_floats(self):
|
||
|
|
rg = Generator(self.bit_generator())
|
||
|
|
warmup(rg)
|
||
|
|
state = rg.bit_generator.state
|
||
|
|
r1 = rg.standard_gamma(4.0, 11, dtype=np.float32)
|
||
|
|
rg2 = Generator(self.bit_generator())
|
||
|
|
warmup(rg2)
|
||
|
|
rg2.bit_generator.state = state
|
||
|
|
r2 = rg2.standard_gamma(4.0, 11, dtype=np.float32)
|
||
|
|
assert_array_equal(r1, r2)
|
||
|
|
assert_equal(r1.dtype, np.float32)
|
||
|
|
assert_(comp_state(rg.bit_generator.state, rg2.bit_generator.state))
|
||
|
|
|
||
|
|
def test_normal_floats(self):
|
||
|
|
rg = Generator(self.bit_generator())
|
||
|
|
warmup(rg)
|
||
|
|
state = rg.bit_generator.state
|
||
|
|
r1 = rg.standard_normal(11, dtype=np.float32)
|
||
|
|
rg2 = Generator(self.bit_generator())
|
||
|
|
warmup(rg2)
|
||
|
|
rg2.bit_generator.state = state
|
||
|
|
r2 = rg2.standard_normal(11, dtype=np.float32)
|
||
|
|
assert_array_equal(r1, r2)
|
||
|
|
assert_equal(r1.dtype, np.float32)
|
||
|
|
assert_(comp_state(rg.bit_generator.state, rg2.bit_generator.state))
|
||
|
|
|
||
|
|
def test_normal_zig_floats(self):
|
||
|
|
rg = Generator(self.bit_generator())
|
||
|
|
warmup(rg)
|
||
|
|
state = rg.bit_generator.state
|
||
|
|
r1 = rg.standard_normal(11, dtype=np.float32)
|
||
|
|
rg2 = Generator(self.bit_generator())
|
||
|
|
warmup(rg2)
|
||
|
|
rg2.bit_generator.state = state
|
||
|
|
r2 = rg2.standard_normal(11, dtype=np.float32)
|
||
|
|
assert_array_equal(r1, r2)
|
||
|
|
assert_equal(r1.dtype, np.float32)
|
||
|
|
assert_(comp_state(rg.bit_generator.state, rg2.bit_generator.state))
|
||
|
|
|
||
|
|
def test_output_fill(self):
|
||
|
|
rg = self.rg
|
||
|
|
state = rg.bit_generator.state
|
||
|
|
size = (31, 7, 97)
|
||
|
|
existing = np.empty(size)
|
||
|
|
rg.bit_generator.state = state
|
||
|
|
rg.standard_normal(out=existing)
|
||
|
|
rg.bit_generator.state = state
|
||
|
|
direct = rg.standard_normal(size=size)
|
||
|
|
assert_equal(direct, existing)
|
||
|
|
|
||
|
|
sized = np.empty(size)
|
||
|
|
rg.bit_generator.state = state
|
||
|
|
rg.standard_normal(out=sized, size=sized.shape)
|
||
|
|
|
||
|
|
existing = np.empty(size, dtype=np.float32)
|
||
|
|
rg.bit_generator.state = state
|
||
|
|
rg.standard_normal(out=existing, dtype=np.float32)
|
||
|
|
rg.bit_generator.state = state
|
||
|
|
direct = rg.standard_normal(size=size, dtype=np.float32)
|
||
|
|
assert_equal(direct, existing)
|
||
|
|
|
||
|
|
def test_output_filling_uniform(self):
|
||
|
|
rg = self.rg
|
||
|
|
state = rg.bit_generator.state
|
||
|
|
size = (31, 7, 97)
|
||
|
|
existing = np.empty(size)
|
||
|
|
rg.bit_generator.state = state
|
||
|
|
rg.random(out=existing)
|
||
|
|
rg.bit_generator.state = state
|
||
|
|
direct = rg.random(size=size)
|
||
|
|
assert_equal(direct, existing)
|
||
|
|
|
||
|
|
existing = np.empty(size, dtype=np.float32)
|
||
|
|
rg.bit_generator.state = state
|
||
|
|
rg.random(out=existing, dtype=np.float32)
|
||
|
|
rg.bit_generator.state = state
|
||
|
|
direct = rg.random(size=size, dtype=np.float32)
|
||
|
|
assert_equal(direct, existing)
|
||
|
|
|
||
|
|
def test_output_filling_exponential(self):
|
||
|
|
rg = self.rg
|
||
|
|
state = rg.bit_generator.state
|
||
|
|
size = (31, 7, 97)
|
||
|
|
existing = np.empty(size)
|
||
|
|
rg.bit_generator.state = state
|
||
|
|
rg.standard_exponential(out=existing)
|
||
|
|
rg.bit_generator.state = state
|
||
|
|
direct = rg.standard_exponential(size=size)
|
||
|
|
assert_equal(direct, existing)
|
||
|
|
|
||
|
|
existing = np.empty(size, dtype=np.float32)
|
||
|
|
rg.bit_generator.state = state
|
||
|
|
rg.standard_exponential(out=existing, dtype=np.float32)
|
||
|
|
rg.bit_generator.state = state
|
||
|
|
direct = rg.standard_exponential(size=size, dtype=np.float32)
|
||
|
|
assert_equal(direct, existing)
|
||
|
|
|
||
|
|
def test_output_filling_gamma(self):
|
||
|
|
rg = self.rg
|
||
|
|
state = rg.bit_generator.state
|
||
|
|
size = (31, 7, 97)
|
||
|
|
existing = np.zeros(size)
|
||
|
|
rg.bit_generator.state = state
|
||
|
|
rg.standard_gamma(1.0, out=existing)
|
||
|
|
rg.bit_generator.state = state
|
||
|
|
direct = rg.standard_gamma(1.0, size=size)
|
||
|
|
assert_equal(direct, existing)
|
||
|
|
|
||
|
|
existing = np.zeros(size, dtype=np.float32)
|
||
|
|
rg.bit_generator.state = state
|
||
|
|
rg.standard_gamma(1.0, out=existing, dtype=np.float32)
|
||
|
|
rg.bit_generator.state = state
|
||
|
|
direct = rg.standard_gamma(1.0, size=size, dtype=np.float32)
|
||
|
|
assert_equal(direct, existing)
|
||
|
|
|
||
|
|
def test_output_filling_gamma_broadcast(self):
|
||
|
|
rg = self.rg
|
||
|
|
state = rg.bit_generator.state
|
||
|
|
size = (31, 7, 97)
|
||
|
|
mu = np.arange(97.0) + 1.0
|
||
|
|
existing = np.zeros(size)
|
||
|
|
rg.bit_generator.state = state
|
||
|
|
rg.standard_gamma(mu, out=existing)
|
||
|
|
rg.bit_generator.state = state
|
||
|
|
direct = rg.standard_gamma(mu, size=size)
|
||
|
|
assert_equal(direct, existing)
|
||
|
|
|
||
|
|
existing = np.zeros(size, dtype=np.float32)
|
||
|
|
rg.bit_generator.state = state
|
||
|
|
rg.standard_gamma(mu, out=existing, dtype=np.float32)
|
||
|
|
rg.bit_generator.state = state
|
||
|
|
direct = rg.standard_gamma(mu, size=size, dtype=np.float32)
|
||
|
|
assert_equal(direct, existing)
|
||
|
|
|
||
|
|
def test_output_fill_error(self):
|
||
|
|
rg = self.rg
|
||
|
|
size = (31, 7, 97)
|
||
|
|
existing = np.empty(size)
|
||
|
|
with pytest.raises(TypeError):
|
||
|
|
rg.standard_normal(out=existing, dtype=np.float32)
|
||
|
|
with pytest.raises(ValueError):
|
||
|
|
rg.standard_normal(out=existing[::3])
|
||
|
|
existing = np.empty(size, dtype=np.float32)
|
||
|
|
with pytest.raises(TypeError):
|
||
|
|
rg.standard_normal(out=existing, dtype=np.float64)
|
||
|
|
|
||
|
|
existing = np.zeros(size, dtype=np.float32)
|
||
|
|
with pytest.raises(TypeError):
|
||
|
|
rg.standard_gamma(1.0, out=existing, dtype=np.float64)
|
||
|
|
with pytest.raises(ValueError):
|
||
|
|
rg.standard_gamma(1.0, out=existing[::3], dtype=np.float32)
|
||
|
|
existing = np.zeros(size, dtype=np.float64)
|
||
|
|
with pytest.raises(TypeError):
|
||
|
|
rg.standard_gamma(1.0, out=existing, dtype=np.float32)
|
||
|
|
with pytest.raises(ValueError):
|
||
|
|
rg.standard_gamma(1.0, out=existing[::3])
|
||
|
|
|
||
|
|
def test_integers_broadcast(self, dtype):
|
||
|
|
if dtype == np.bool_:
|
||
|
|
upper = 2
|
||
|
|
lower = 0
|
||
|
|
else:
|
||
|
|
info = np.iinfo(dtype)
|
||
|
|
upper = int(info.max) + 1
|
||
|
|
lower = info.min
|
||
|
|
self._reset_state()
|
||
|
|
a = self.rg.integers(lower, [upper] * 10, dtype=dtype)
|
||
|
|
self._reset_state()
|
||
|
|
b = self.rg.integers([lower] * 10, upper, dtype=dtype)
|
||
|
|
assert_equal(a, b)
|
||
|
|
self._reset_state()
|
||
|
|
c = self.rg.integers(lower, upper, size=10, dtype=dtype)
|
||
|
|
assert_equal(a, c)
|
||
|
|
self._reset_state()
|
||
|
|
d = self.rg.integers(np.array(
|
||
|
|
[lower] * 10), np.array([upper], dtype=object), size=10,
|
||
|
|
dtype=dtype)
|
||
|
|
assert_equal(a, d)
|
||
|
|
self._reset_state()
|
||
|
|
e = self.rg.integers(
|
||
|
|
np.array([lower] * 10), np.array([upper] * 10), size=10,
|
||
|
|
dtype=dtype)
|
||
|
|
assert_equal(a, e)
|
||
|
|
|
||
|
|
self._reset_state()
|
||
|
|
a = self.rg.integers(0, upper, size=10, dtype=dtype)
|
||
|
|
self._reset_state()
|
||
|
|
b = self.rg.integers([upper] * 10, dtype=dtype)
|
||
|
|
assert_equal(a, b)
|
||
|
|
|
||
|
|
def test_integers_numpy(self, dtype):
|
||
|
|
high = np.array([1])
|
||
|
|
low = np.array([0])
|
||
|
|
|
||
|
|
out = self.rg.integers(low, high, dtype=dtype)
|
||
|
|
assert out.shape == (1,)
|
||
|
|
|
||
|
|
out = self.rg.integers(low[0], high, dtype=dtype)
|
||
|
|
assert out.shape == (1,)
|
||
|
|
|
||
|
|
out = self.rg.integers(low, high[0], dtype=dtype)
|
||
|
|
assert out.shape == (1,)
|
||
|
|
|
||
|
|
def test_integers_broadcast_errors(self, dtype):
|
||
|
|
if dtype == np.bool_:
|
||
|
|
upper = 2
|
||
|
|
lower = 0
|
||
|
|
else:
|
||
|
|
info = np.iinfo(dtype)
|
||
|
|
upper = int(info.max) + 1
|
||
|
|
lower = info.min
|
||
|
|
with pytest.raises(ValueError):
|
||
|
|
self.rg.integers(lower, [upper + 1] * 10, dtype=dtype)
|
||
|
|
with pytest.raises(ValueError):
|
||
|
|
self.rg.integers(lower - 1, [upper] * 10, dtype=dtype)
|
||
|
|
with pytest.raises(ValueError):
|
||
|
|
self.rg.integers([lower - 1], [upper] * 10, dtype=dtype)
|
||
|
|
with pytest.raises(ValueError):
|
||
|
|
self.rg.integers([0], [0], dtype=dtype)
|
||
|
|
|
||
|
|
|
||
|
|
class TestMT19937(RNG):
|
||
|
|
@classmethod
|
||
|
|
def setup_class(cls):
|
||
|
|
cls.bit_generator = MT19937
|
||
|
|
cls.advance = None
|
||
|
|
cls.seed = [2 ** 21 + 2 ** 16 + 2 ** 5 + 1]
|
||
|
|
cls.rg = Generator(cls.bit_generator(*cls.seed))
|
||
|
|
cls.initial_state = cls.rg.bit_generator.state
|
||
|
|
cls.seed_vector_bits = 32
|
||
|
|
cls._extra_setup()
|
||
|
|
cls.seed_error = ValueError
|
||
|
|
|
||
|
|
def test_numpy_state(self):
|
||
|
|
nprg = np.random.RandomState()
|
||
|
|
nprg.standard_normal(99)
|
||
|
|
state = nprg.get_state()
|
||
|
|
self.rg.bit_generator.state = state
|
||
|
|
state2 = self.rg.bit_generator.state
|
||
|
|
assert_((state[1] == state2['state']['key']).all())
|
||
|
|
assert_((state[2] == state2['state']['pos']))
|
||
|
|
|
||
|
|
|
||
|
|
class TestPhilox(RNG):
|
||
|
|
@classmethod
|
||
|
|
def setup_class(cls):
|
||
|
|
cls.bit_generator = Philox
|
||
|
|
cls.advance = 2**63 + 2**31 + 2**15 + 1
|
||
|
|
cls.seed = [12345]
|
||
|
|
cls.rg = Generator(cls.bit_generator(*cls.seed))
|
||
|
|
cls.initial_state = cls.rg.bit_generator.state
|
||
|
|
cls.seed_vector_bits = 64
|
||
|
|
cls._extra_setup()
|
||
|
|
|
||
|
|
|
||
|
|
class TestSFC64(RNG):
|
||
|
|
@classmethod
|
||
|
|
def setup_class(cls):
|
||
|
|
cls.bit_generator = SFC64
|
||
|
|
cls.advance = None
|
||
|
|
cls.seed = [12345]
|
||
|
|
cls.rg = Generator(cls.bit_generator(*cls.seed))
|
||
|
|
cls.initial_state = cls.rg.bit_generator.state
|
||
|
|
cls.seed_vector_bits = 192
|
||
|
|
cls._extra_setup()
|
||
|
|
|
||
|
|
|
||
|
|
class TestPCG64(RNG):
|
||
|
|
@classmethod
|
||
|
|
def setup_class(cls):
|
||
|
|
cls.bit_generator = PCG64
|
||
|
|
cls.advance = 2**63 + 2**31 + 2**15 + 1
|
||
|
|
cls.seed = [12345]
|
||
|
|
cls.rg = Generator(cls.bit_generator(*cls.seed))
|
||
|
|
cls.initial_state = cls.rg.bit_generator.state
|
||
|
|
cls.seed_vector_bits = 64
|
||
|
|
cls._extra_setup()
|
||
|
|
|
||
|
|
|
||
|
|
class TestDefaultRNG(RNG):
|
||
|
|
@classmethod
|
||
|
|
def setup_class(cls):
|
||
|
|
# This will duplicate some tests that directly instantiate a fresh
|
||
|
|
# Generator(), but that's okay.
|
||
|
|
cls.bit_generator = PCG64
|
||
|
|
cls.advance = 2**63 + 2**31 + 2**15 + 1
|
||
|
|
cls.seed = [12345]
|
||
|
|
cls.rg = np.random.default_rng(*cls.seed)
|
||
|
|
cls.initial_state = cls.rg.bit_generator.state
|
||
|
|
cls.seed_vector_bits = 64
|
||
|
|
cls._extra_setup()
|
||
|
|
|
||
|
|
def test_default_is_pcg64(self):
|
||
|
|
# In order to change the default BitGenerator, we'll go through
|
||
|
|
# a deprecation cycle to move to a different function.
|
||
|
|
assert_(isinstance(self.rg.bit_generator, PCG64))
|
||
|
|
|
||
|
|
def test_seed(self):
|
||
|
|
np.random.default_rng()
|
||
|
|
np.random.default_rng(None)
|
||
|
|
np.random.default_rng(12345)
|
||
|
|
np.random.default_rng(0)
|
||
|
|
np.random.default_rng(43660444402423911716352051725018508569)
|
||
|
|
np.random.default_rng([43660444402423911716352051725018508569,
|
||
|
|
279705150948142787361475340226491943209])
|
||
|
|
with pytest.raises(ValueError):
|
||
|
|
np.random.default_rng(-1)
|
||
|
|
with pytest.raises(ValueError):
|
||
|
|
np.random.default_rng([12345, -1])
|