From 7aa6f5ff846bdb4c031892f7324449fc14dd2430 Mon Sep 17 00:00:00 2001 From: "Dr. Kashif Rasul" Date: Mon, 6 Jan 2020 15:22:46 +0100 Subject: [PATCH] added multivariate normal output tests --- test/model/test_deepvar.py | 26 +++++++++++++------------- 1 file changed, 13 insertions(+), 13 deletions(-) diff --git a/test/model/test_deepvar.py b/test/model/test_deepvar.py index dafe665..f4ab350 100644 --- a/test/model/test_deepvar.py +++ b/test/model/test_deepvar.py @@ -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(