added multivariate normal output tests

This commit is contained in:
Dr. Kashif Rasul
2020-01-06 15:22:46 +01:00
parent d2d570265e
commit 7aa6f5ff84
+13 -13
View File
@@ -18,7 +18,7 @@ from pts.dataset.artificial import constant_dataset
from pts.modules import (
IndependentNormalOutput,
LowRankMultivariateNormalOutput,
# MultivariateNormalOutput,
MultivariateNormalOutput,
)
from pts.evaluation import backtest_metrics
from pts.model.deepvar import DeepVAREstimator
@@ -75,18 +75,18 @@ estimator = DeepVAREstimator
False,
),
(None, 10, estimator, True),
# (
# MultivariateGaussianOutput(dim=target_dim),
# 10,
# estimator,
# True,
# ),
# (
# MultivariateGaussianOutput(dim=target_dim),
# 10,
# estimator,
# False,
# ),
(
MultivariateNormalOutput(dim=target_dim),
10,
estimator,
True,
),
(
MultivariateNormalOutput(dim=target_dim),
10,
estimator,
False,
),
],
)
def test_deepvar(