add realnvp test

Author: zuhengxu

test/flow.jl

@@ -0,0 +1,65 @@
+@testset "RealNVP flow" begin
+    Random.seed!(123)
+    
+    dim = 5
+    nlayers = 2
+    hdims = [32, 32]
+    for T in [Float32, Float64]
+        # Create a RealNVP flow
+        q₀ = MvNormal(zeros(T, dim), I)
+        @leaf MvNormal
+        flow = NormalizingFlows.realnvp(q₀, hdims, nlayers; paramtype=T)
+
+        @testset "Sampling and density estimation for type: $T" begin
+            ys = rand(flow, 100) 
+            ℓs = logpdf(flow, ys)
+
+            @test size(ys) == (dim, 100)
+            @test length(ℓs) == 100            
+
+            @test eltype(ys) == T
+            @test eltype(ℓs) == T
+        end
+            
+
+        @testset "Inverse compatibility for type: $T" begin
+            x = rand(q₀)
+            y, lj_fwd = Bijectors.with_logabsdet_jacobian(flow.transform, x)
+            x_reconstructed, lj_bwd = Bijectors.with_logabsdet_jacobian(inverse(flow.transform), y)
+
+            @test x ≈ x_reconstructed rtol=1e-6
+            @test lj_fwd ≈ -lj_bwd rtol=1e-6
+
+            x_batch = rand(q₀, 10)
+            y_batch, ljs_fwd = Bijectors.with_logabsdet_jacobian(flow.transform, x_batch)
+            x_batch_reconstructed, ljs_bwd = Bijectors.with_logabsdet_jacobian(inverse(flow.transform), y_batch)
+
+            @test x_batch ≈ x_batch_reconstructed rtol=1e-6
+            @test ljs_fwd ≈ -ljs_bwd rtol=1e-6
+        end
+
+
+        @testset "ELBO test for type: $T" begin
+            μ = randn(T, dim)
+            Σ = Diagonal(rand(T, dim) .+ T(1e-3))
+            target = MvNormal(μ, Σ)
+            logp(z) = logpdf(target, z)
+
+            # Define a simple log-likelihood function
+            logp(z) = logpdf(q₀, z)
+
+            # Compute ELBO
+            batchsize = 64
+            elbo_value = elbo(Random.default_rng(), flow, logp, batchsize)
+            elbo_batch_value = elbo_batch(Random.default_rng(), flow, logp, batchsize)
+
+            # test elbo_value is not NaN and not Inf
+            @test !isnan(elbo_value)
+            @test !isinf(elbo_value)
+            @test !isnan(elbo_batch_value)
+            @test !isinf(elbo_batch_value)
+        end
+
+        #todo add tests for ad
+    end
+end

test/runtests.jl

@@ -14,3 +14,4 @@ using Test
 include("ad.jl")
 include("objectives.jl")
 include("interface.jl")
+include("flow.jl")