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test_approx_lml stub
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src/TestUtils.jl

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@@ -35,23 +35,40 @@ function build_latent_gp(theta)
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return LatentGP(GP(kernel), dist_y_given_f, 1e-8)
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end
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"""
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test_approx_lml(approx)
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Test whether in the conjugate case `approx_lml(approx, LatentGP(f,
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GaussianLikelihood(), jitter)(x), y)` gives approximately the same answer as
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the log marginal likelihood in exact GP regression.
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!!! todo
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Not yet implemented.
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Will not necessarily work for approximations that rely on optimization such
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as `SparseVariationalApproximation`.
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!!! todo
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Also test gradients (for hyperparameter optimization).
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"""
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function test_approx_lml end
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"""
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test_approximation_predictions(approx)
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Test whether the prediction interface for `approx` works and whether in the
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conjugate case `posterior(approx, LatentGP(f, GaussianLikelihood(), jitter)(x), y)`
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gives approximately the same answer as exact GP regression.
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gives approximately the same answer as the exact GP regression posterior.
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!!! note
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Should be satisfied by all approximate inference methods, but note that
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this does not currently apply for some approximations which rely on
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optimization such as `SparseVariationalApproximation`.
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!!! note
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Does not test `approx_lml`!
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!!! warning
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Do not rely on this as the only test of a new approximation!
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See `test_approx_lml`.
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"""
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function test_approximation_predictions(approx)
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rng = MersenneTwister(123456)

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