|
134 | 134 | ] |
135 | 135 |
|
136 | 136 |
|
| 137 | +def _unit_vectors_nd(n_samples: int, n_features: int) -> np.ndarray: |
| 138 | + # Orthogonal unit vectors as rows |
| 139 | + if n_samples < 1 or n_features < 1: |
| 140 | + raise ValueError("n_samples and n_features must be >= 1") |
| 141 | + if n_samples > n_features: |
| 142 | + # In R^d we can have at most d mutually orthogonal non‑zero vectors |
| 143 | + raise ValueError("n_samples must be <= n_features to produce orthogonal vectors") |
| 144 | + |
| 145 | + return np.eye(n_features, dtype=float)[:n_samples] |
| 146 | + |
| 147 | + |
137 | 148 | # No need to use normalized vectors: compute_pairwise_angles takes care of it. |
138 | 149 | # The [-1, 0, 1].T vector serves as a case where e.g. the angle between vector |
139 | 150 | # [1, 0, 0] and the former is 135 unless the closest polarity flag is set to |
@@ -311,3 +322,156 @@ def obj_func(theta, eval_gradient): |
311 | 322 | ValueError, match=gpr.UNKNOWN_OPTIMIZER_ERROR_MSG.format(optimizer=optimizer) |
312 | 323 | ): |
313 | 324 | gp._constrained_optimization(obj_func, initial_theta, bounds) |
| 325 | + |
| 326 | + |
| 327 | +@pytest.mark.parametrize( |
| 328 | + "beta_a, beta_l, a_bounds, l_bounds, eval_gradient", |
| 329 | + [ |
| 330 | + (0.5, 2.0, (0.1, 1.0), (0.1, 10.0), False), |
| 331 | + (1.0, 1.0, (0.1, 2.0), (0.01, 5.0), True), |
| 332 | + ], |
| 333 | +) |
| 334 | +def test_exponential_kriging_properties(beta_a, beta_l, a_bounds, l_bounds, eval_gradient): |
| 335 | + ek = gpr.ExponentialKriging(beta_a=beta_a, beta_l=beta_l, a_bounds=a_bounds, l_bounds=l_bounds) |
| 336 | + |
| 337 | + # Hyperparameter properties |
| 338 | + hp_a = ek.hyperparameter_a |
| 339 | + hp_l = ek.hyperparameter_l |
| 340 | + assert getattr(hp_a, "name", None) == "beta_a" |
| 341 | + assert getattr(hp_l, "name", None) == "beta_l" |
| 342 | + # Bounds should match what we passed (fallback to instance attr if absent) |
| 343 | + hp_a_bounds = np.asarray(getattr(hp_a, "bounds", ek.a_bounds), dtype=float) |
| 344 | + expected_a_bounds = np.asarray(ek.a_bounds, dtype=float) |
| 345 | + assert np.allclose(hp_a_bounds, expected_a_bounds) |
| 346 | + hp_l_bounds = np.asarray(getattr(hp_l, "bounds", ek.l_bounds), dtype=float) |
| 347 | + expected_l_bounds = np.asarray(ek.l_bounds, dtype=float) |
| 348 | + assert np.allclose(hp_l_bounds, expected_l_bounds) |
| 349 | + |
| 350 | + X = _unit_vectors_nd(2, 2) |
| 351 | + K2, _ = ek(X, eval_gradient=eval_gradient) |
| 352 | + |
| 353 | + # stationarity and repr |
| 354 | + assert ek.is_stationary() is True |
| 355 | + assert "ExponentialKriging" in repr(ek) |
| 356 | + assert f"a={ek.beta_a}" in repr(ek) or "beta_a" in repr(ek) |
| 357 | + |
| 358 | + |
| 359 | +@pytest.mark.parametrize( |
| 360 | + "beta_a, beta_l, a_bounds, l_bounds, eval_gradient", |
| 361 | + [ |
| 362 | + (10.0, 0.5, (0.1, 20.0), (0.1, 5.0), False), # large a to trigger deriv_a active |
| 363 | + (1.5, 2.0, (0.1, 5.0), (0.1, 10.0), True), |
| 364 | + ], |
| 365 | +) |
| 366 | +def test_spherical_kriging_properties(beta_a, beta_l, a_bounds, l_bounds, eval_gradient): |
| 367 | + sk = gpr.SphericalKriging(beta_a=beta_a, beta_l=beta_l, a_bounds=a_bounds, l_bounds=l_bounds) |
| 368 | + |
| 369 | + hp_a = sk.hyperparameter_a |
| 370 | + hp_l = sk.hyperparameter_l |
| 371 | + assert getattr(hp_a, "name", None) == "beta_a" |
| 372 | + assert getattr(hp_l, "name", None) == "beta_l" |
| 373 | + hp_a_bounds = np.asarray(getattr(hp_a, "bounds", sk.a_bounds), dtype=float) |
| 374 | + expected_a_bounds = np.asarray(sk.a_bounds, dtype=float) |
| 375 | + assert np.allclose(hp_a_bounds, expected_a_bounds) |
| 376 | + hp_l_bounds = np.asarray(getattr(hp_l, "bounds", sk.l_bounds), dtype=float) |
| 377 | + expected_l_bounds = np.asarray(sk.l_bounds, dtype=float) |
| 378 | + assert np.allclose(hp_l_bounds, expected_l_bounds) |
| 379 | + |
| 380 | + X = _unit_vectors_nd(2, 2) |
| 381 | + K, _ = sk(X, eval_gradient=eval_gradient) |
| 382 | + |
| 383 | + # stationarity and repr |
| 384 | + assert sk.is_stationary() is True |
| 385 | + assert "SphericalKriging" in repr(sk) |
| 386 | + |
| 387 | + |
| 388 | +@pytest.mark.parametrize( |
| 389 | + "beta_a, beta_l, a_bounds, l_bounds, n_samples, n_features, eval_gradient", |
| 390 | + [ |
| 391 | + (0.5, 2.0, (0.1, 1.0), (0.1, 10.0), 2, 3, False), |
| 392 | + (1.0, 1.0, (0.1, 2.0), (0.01, 5.0), 3, 4, True), |
| 393 | + ], |
| 394 | +) |
| 395 | +def test_exponential_kriging_basic( |
| 396 | + beta_a, beta_l, a_bounds, l_bounds, n_samples, n_features, eval_gradient |
| 397 | +): |
| 398 | + ek = gpr.ExponentialKriging(beta_a=beta_a, beta_l=beta_l, a_bounds=a_bounds, l_bounds=l_bounds) |
| 399 | + |
| 400 | + X = _unit_vectors_nd(n_samples, n_features) |
| 401 | + if eval_gradient: |
| 402 | + K, grad = ek(X, eval_gradient=True) |
| 403 | + else: |
| 404 | + K = ek(X, eval_gradient=False) |
| 405 | + grad = None |
| 406 | + |
| 407 | + assert K.shape == (n_samples, n_samples) |
| 408 | + |
| 409 | + thetas = gpr.compute_pairwise_angles(X) |
| 410 | + expected = ek.beta_l * gpr.exponential_covariance(thetas, ek.beta_a) |
| 411 | + assert np.allclose(K, expected) |
| 412 | + |
| 413 | + if eval_gradient: |
| 414 | + assert grad is not None |
| 415 | + assert grad.shape == (*thetas.shape, 2) # two params: a and lambda |
| 416 | + |
| 417 | + C_theta = gpr.exponential_covariance(thetas, ek.beta_a) |
| 418 | + deriv_a = ek.beta_l * C_theta * thetas / (ek.beta_a**2) |
| 419 | + deriv_lambda = C_theta |
| 420 | + |
| 421 | + expected_grad = np.zeros((*thetas.shape, 2)) |
| 422 | + expected_grad[..., 0] = deriv_a |
| 423 | + expected_grad[..., 1] = deriv_lambda |
| 424 | + |
| 425 | + assert np.allclose(grad, expected_grad) |
| 426 | + |
| 427 | + # diag |
| 428 | + d = ek.diag(X) |
| 429 | + assert d.shape == (n_samples,) |
| 430 | + assert np.allclose(d, ek.beta_l * np.ones(n_samples)) |
| 431 | + |
| 432 | + |
| 433 | +@pytest.mark.parametrize( |
| 434 | + "beta_a, beta_l, a_bounds, l_bounds, n_samples, n_features, eval_gradient", |
| 435 | + [ |
| 436 | + (10.0, 0.5, (0.1, 20.0), (0.1, 5.0), 2, 3, False), # large a to trigger deriv_a active |
| 437 | + (1.5, 2.0, (0.1, 5.0), (0.1, 10.0), 3, 4, True), |
| 438 | + ], |
| 439 | +) |
| 440 | +def test_spherical_kriging_basic( |
| 441 | + beta_a, beta_l, a_bounds, l_bounds, n_samples, n_features, eval_gradient |
| 442 | +): |
| 443 | + sk = gpr.SphericalKriging(beta_a=beta_a, beta_l=beta_l, a_bounds=a_bounds, l_bounds=l_bounds) |
| 444 | + |
| 445 | + X = _unit_vectors_nd(n_samples, n_features) |
| 446 | + if eval_gradient: |
| 447 | + K, grad = sk(X, eval_gradient=True) |
| 448 | + else: |
| 449 | + K = sk(X, eval_gradient=False) |
| 450 | + grad = None |
| 451 | + |
| 452 | + assert K.shape == (n_samples, n_samples) |
| 453 | + |
| 454 | + thetas = gpr.compute_pairwise_angles(X) |
| 455 | + expected = sk.beta_l * gpr.spherical_covariance(thetas, sk.beta_a) |
| 456 | + assert np.allclose(K, expected) |
| 457 | + |
| 458 | + if eval_gradient: |
| 459 | + assert grad is not None |
| 460 | + assert grad.shape == (*thetas.shape, 2) # two params: a and lambda |
| 461 | + |
| 462 | + # deriv_a as implemented in SphericalKriging |
| 463 | + deriv_a = np.zeros_like(thetas) |
| 464 | + nonzero = thetas <= sk.beta_a |
| 465 | + deriv_a[nonzero] = ( |
| 466 | + 1.5 |
| 467 | + * sk.beta_l |
| 468 | + * (thetas[nonzero] / sk.beta_a**2 - thetas[nonzero] ** 3 / sk.beta_a**4) |
| 469 | + ) |
| 470 | + expected_grad = np.dstack((deriv_a, gpr.spherical_covariance(thetas, sk.beta_a))) |
| 471 | + |
| 472 | + assert np.allclose(grad, expected_grad) |
| 473 | + |
| 474 | + # diag |
| 475 | + d = sk.diag(X) |
| 476 | + assert d.shape == (n_samples,) |
| 477 | + assert np.allclose(d, sk.beta_l * np.ones(n_samples)) |
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