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optuna-dashboard/python_tests/preferential/samplers/test_gp.py
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Python

from __future__ import annotations
import sys
from unittest.mock import patch
import numpy as np
import pytest
if sys.version_info >= (3, 8):
from optuna_dashboard.preferential.samplers.gp import _one_side_trunc_norm_sampling
from optuna_dashboard.preferential.samplers.gp import _orthants_MVN_Gibbs_sampling
import torch
else:
pytest.skip("BoTorch dropped Python3.7 support", allow_module_level=True)
def test_orthants_MVN_Gibbs_sampling() -> None:
cov_inv = torch.Tensor([[0.1, 0.3], [0.4, 0.2]])
initial_sample = torch.Tensor([0.5, 0.6])
ret = _orthants_MVN_Gibbs_sampling(cov_inv, 2, initial_sample)
assert ret.shape == (3, 2)
def test_one_side_trunc_norm_sampling() -> None:
for lower in np.linspace(-10, 10, 100):
assert _one_side_trunc_norm_sampling(torch.tensor([lower], dtype=torch.float64)) >= lower
with patch.object(torch, "rand", return_value=torch.tensor([0.4], dtype=torch.float64)):
sampled_value = _one_side_trunc_norm_sampling(torch.tensor([0.1], dtype=torch.float64))
assert np.allclose(sampled_value.numpy(), 0.899967154837563)
with patch.object(torch, "rand", return_value=torch.tensor([0.8], dtype=torch.float64)):
sampled_value = _one_side_trunc_norm_sampling(torch.tensor([-2.3], dtype=torch.float64))
assert np.allclose(sampled_value.numpy(), -0.8113606739551955)
with patch.object(torch, "rand", return_value=torch.tensor([0.1], dtype=torch.float64)):
sampled_value = _one_side_trunc_norm_sampling(torch.tensor([5], dtype=torch.float64))
assert np.allclose(sampled_value.numpy(), 5.426934003050024)