|
1 | 1 | """Test MMD.""" |
2 | 2 |
|
3 | 3 | from functools import partial |
4 | | -from typing import Tuple |
| 4 | +from typing import Optional, Tuple |
5 | 5 |
|
6 | 6 | import numpy as np # type: ignore |
7 | 7 | import pytest # type: ignore |
@@ -47,3 +47,58 @@ def test_mmd_batch_univariate( |
47 | 47 | result = detector.compare(X=X_test)[0] |
48 | 48 |
|
49 | 49 | assert np.isclose(result.distance, expected_distance) |
| 50 | + |
| 51 | + |
| 52 | +@pytest.mark.parametrize( |
| 53 | + "distribution_p, distribution_q, chunk_size", |
| 54 | + [ |
| 55 | + ((0, 1, 100), (0, 1, 100), None), # (mean, std, size) |
| 56 | + ((0, 1, 100), (0, 1, 100), 2), |
| 57 | + ((0, 1, 100), (0, 1, 100), 10), |
| 58 | + ((0, 1, 100), (0, 1, 10), None), |
| 59 | + ((0, 1, 100), (0, 1, 10), 2), |
| 60 | + ((0, 1, 100), (0, 1, 10), 10), |
| 61 | + ((0, 1, 10), (0, 1, 100), None), |
| 62 | + ((0, 1, 10), (0, 1, 100), 2), |
| 63 | + ((0, 1, 10), (0, 1, 100), 10), |
| 64 | + ], |
| 65 | +) |
| 66 | +def test_mmd_batch_precomputed_expected_k_xx( |
| 67 | + distribution_p: Tuple[float, float, int], |
| 68 | + distribution_q: Tuple[float, float, int], |
| 69 | + chunk_size: Optional[int], |
| 70 | +) -> None: |
| 71 | + """Test MMD batch with precomputed expected k_xx. |
| 72 | +
|
| 73 | + :param distribution_p: mean, std and size of samples from distribution p |
| 74 | + :type distribution_p: Tuple[float, float, int] |
| 75 | + :param distribution_q: mean, std and size of samples from distribution q |
| 76 | + :type distribution_q: Tuple[float, float, int] |
| 77 | + :param chunk_size: chunk size |
| 78 | + :type chunk_size: Optional[int] |
| 79 | + """ |
| 80 | + np.random.seed(seed=31) |
| 81 | + X_ref = np.random.normal(*distribution_p) # noqa: N806 |
| 82 | + X_test = np.random.normal(*distribution_q) # noqa: N806 |
| 83 | + |
| 84 | + kernel = partial(rbf_kernel, sigma=0.5) |
| 85 | + |
| 86 | + detector = MMD( |
| 87 | + kernel=kernel, |
| 88 | + chunk_size=chunk_size, |
| 89 | + ) |
| 90 | + _ = detector.fit(X=X_ref) |
| 91 | + |
| 92 | + # Computes mmd using precomputed expected k_xx |
| 93 | + precomputed_distance = detector.compare(X=X_test)[0].distance |
| 94 | + |
| 95 | + # Computes mmd from scratch |
| 96 | + scratch_distance = MMD._mmd( |
| 97 | + X=X_ref, |
| 98 | + Y=X_test, |
| 99 | + kernel=kernel, |
| 100 | + chunk_size=chunk_size, |
| 101 | + ) |
| 102 | + |
| 103 | + assert np.isclose(precomputed_distance, scratch_distance) |
| 104 | + |
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