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| 1 | +# Copyright 2022 - 2025 The PyMC Labs Developers |
| 2 | +# |
| 3 | +# Licensed under the Apache License, Version 2.0 (the "License"); |
| 4 | +# you may not use this file except in compliance with the License. |
| 5 | +# You may obtain a copy of the License at |
| 6 | +# |
| 7 | +# http://www.apache.org/licenses/LICENSE-2.0 |
| 8 | +# |
| 9 | +# Unless required by applicable law or agreed to in writing, software |
| 10 | +# distributed under the License is distributed on an "AS IS" BASIS, |
| 11 | +# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| 12 | +# See the License for the specific language governing permissions and |
| 13 | +# limitations under the License. |
| 14 | + |
| 15 | +import numpy as np |
| 16 | +import pymc as pm |
| 17 | +import pytest |
| 18 | + |
| 19 | +from causalpy.variable_selection_priors import ( |
| 20 | + HorseshoePrior, |
| 21 | + SpikeAndSlabPrior, |
| 22 | + VariableSelectionPrior, |
| 23 | + create_variable_selection_prior, |
| 24 | +) |
| 25 | + |
| 26 | + |
| 27 | +@pytest.fixture |
| 28 | +def sample_data(): |
| 29 | + """Generate sample design matrix for testing.""" |
| 30 | + rng = np.random.default_rng(42) |
| 31 | + n_obs = 100 |
| 32 | + n_features = 5 |
| 33 | + X = rng.normal(size=(n_obs, n_features)) |
| 34 | + return X |
| 35 | + |
| 36 | + |
| 37 | +@pytest.fixture |
| 38 | +def coords(): |
| 39 | + """Generate sample coordinates for PyMC models.""" |
| 40 | + return {"features": [f"x_{i}" for i in range(5)]} |
| 41 | + |
| 42 | + |
| 43 | +def test_create_variable_in_model_context(coords): |
| 44 | + """Test that create_variable works in PyMC model context.""" |
| 45 | + prior = SpikeAndSlabPrior(dims="features") |
| 46 | + |
| 47 | + with pm.Model(coords=coords) as model: |
| 48 | + beta = prior.create_variable("beta") |
| 49 | + |
| 50 | + # Check that beta was created |
| 51 | + assert "beta" in model.named_vars |
| 52 | + assert beta.name == "beta" |
| 53 | + |
| 54 | + # Check that intermediate variables were created |
| 55 | + assert "pi_beta" in model.named_vars |
| 56 | + assert "beta_raw" in model.named_vars |
| 57 | + assert "gamma_beta" in model.named_vars |
| 58 | + |
| 59 | + |
| 60 | +def test_create_variable_in_model_context_horseshoe(coords): |
| 61 | + """Test that create_variable works in PyMC model context.""" |
| 62 | + prior = HorseshoePrior(dims="features") |
| 63 | + |
| 64 | + with pm.Model(coords=coords) as model: |
| 65 | + beta = prior.create_variable("beta") |
| 66 | + |
| 67 | + # Check that beta was created |
| 68 | + assert "beta" in model.named_vars |
| 69 | + assert beta.name == "beta" |
| 70 | + |
| 71 | + # Check that intermediate variables were created |
| 72 | + assert "tau_beta" in model.named_vars |
| 73 | + assert "lambda_beta" in model.named_vars |
| 74 | + assert "c2_beta" in model.named_vars |
| 75 | + assert "lambda_tilde_beta" in model.named_vars |
| 76 | + assert "beta_raw" in model.named_vars |
| 77 | + |
| 78 | + |
| 79 | +def test_create_prior_spike_and_slab(coords): |
| 80 | + """Test create_prior for spike-and-slab.""" |
| 81 | + vs_prior = VariableSelectionPrior("spike_and_slab") |
| 82 | + |
| 83 | + with pm.Model(coords=coords) as model: |
| 84 | + beta = vs_prior.create_prior(name="beta", n_params=5, dims="features") |
| 85 | + |
| 86 | + assert "beta" in model.named_vars |
| 87 | + assert beta.name == "beta" |
| 88 | + |
| 89 | + |
| 90 | +def test_create_prior_horseshoe(coords, sample_data): |
| 91 | + """Test create_prior for horseshoe.""" |
| 92 | + vs_prior = VariableSelectionPrior("horseshoe") |
| 93 | + |
| 94 | + with pm.Model(coords=coords) as model: |
| 95 | + beta = vs_prior.create_prior( |
| 96 | + name="beta", n_params=5, dims="features", X=sample_data |
| 97 | + ) |
| 98 | + |
| 99 | + assert "beta" in model.named_vars |
| 100 | + assert beta.name == "beta" |
| 101 | + |
| 102 | + |
| 103 | +def test_convenience_function_with_custom_hyperparams(coords): |
| 104 | + """Test convenience function with custom hyperparameters.""" |
| 105 | + with pm.Model(coords=coords) as model: |
| 106 | + _ = create_variable_selection_prior( |
| 107 | + prior_type="spike_and_slab", |
| 108 | + name="beta", |
| 109 | + n_params=5, |
| 110 | + dims="features", |
| 111 | + hyperparams={"slab_sigma": 5}, |
| 112 | + ) |
| 113 | + |
| 114 | + assert "beta" in model.named_vars |
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