Skip to content

Commit

Permalink
Split up test_ode.py
Browse files Browse the repository at this point in the history
  • Loading branch information
Armavica committed Sep 9, 2022
1 parent 2cd6a25 commit 9c68059
Show file tree
Hide file tree
Showing 4 changed files with 60 additions and 43 deletions.
7 changes: 4 additions & 3 deletions .github/workflows/tests.yml
Original file line number Diff line number Diff line change
Expand Up @@ -80,7 +80,8 @@ jobs:
pymc/tests/gp/test_util.py
pymc/tests/test_model.py
pymc/tests/test_model_graph.py
pymc/tests/test_ode.py
pymc/tests/ode/test_ode.py
pymc/tests/ode/test_utils.py
pymc/tests/test_profile.py
pymc/tests/test_quadpotential.py
Expand Down Expand Up @@ -151,7 +152,7 @@ jobs:
test-subset:
- pymc/tests/test_variational_inference.py pymc/tests/test_initial_point.py
- pymc/tests/test_pickling.py pymc/tests/test_profile.py pymc/tests/test_step.py
- pymc/tests/gp/test_cov.py pymc/tests/gp/test_gp.py pymc/tests/gp/test_mean.py pymc/tests/gp/test_util.py pymc/tests/test_ode.py pymc/tests/test_smc.py pymc/tests/test_parallel_sampling.py
- pymc/tests/gp/test_cov.py pymc/tests/gp/test_gp.py pymc/tests/gp/test_mean.py pymc/tests/gp/test_util.py pymc/tests/ode/test_ode.py pymc/tests/ode/test_utils.py pymc/tests/test_smc.py pymc/tests/test_parallel_sampling.py
- pymc/tests/test_sampling.py pymc/tests/test_posteriors.py

fail-fast: false
Expand Down Expand Up @@ -364,7 +365,7 @@ jobs:
floatx: [float32]
python-version: ["3.10"]
test-subset:
- pymc/tests/test_sampling.py pymc/tests/test_ode.py
- pymc/tests/test_sampling.py pymc/tests/ode/test_ode.py pymc/tests/ode/test_utils.py
fail-fast: false
runs-on: ${{ matrix.os }}
env:
Expand Down
Empty file added pymc/tests/ode/__init__.py
Empty file.
40 changes: 0 additions & 40 deletions pymc/tests/test_ode.py → pymc/tests/ode/test_ode.py
Original file line number Diff line number Diff line change
Expand Up @@ -18,54 +18,14 @@
import numpy as np
import pytest

from scipy.integrate import odeint
from scipy.stats import norm

import pymc as pm

from pymc.ode import DifferentialEquation
from pymc.ode.utils import augment_system
from pymc.tests.helpers import fast_unstable_sampling_mode


def test_gradients():
"""Tests the computation of the sensitivities from the Aesara computation graph"""

# ODE system for which to compute gradients
def ode_func(y, t, p):
return np.exp(-t) - p[0] * y[0]

# Computation of graidients with Aesara
augmented_ode_func = augment_system(ode_func, 1, 1 + 1)

# This is the new system, ODE + Sensitivities, which will be integrated
def augmented_system(Y, t, p):
dydt, ddt_dydp = augmented_ode_func(Y[:1], t, p, Y[1:])
derivatives = np.concatenate([dydt, ddt_dydp])
return derivatives

# Create real sensitivities
y0 = 0.0
t = np.arange(0, 12, 0.25).reshape(-1, 1)
a = 0.472
p = np.array([y0, a])

# Derivatives of the analytic solution with respect to y0 and alpha
# Treat y0 like a parameter and solve analytically. Then differentiate.
# I used CAS to get these derivatives
y0_sensitivity = np.exp(-a * t)
a_sensitivity = (
-(np.exp(t * (a - 1)) - 1 + (a - 1) * (y0 * a - y0 - 1) * t) * np.exp(-a * t) / (a - 1) ** 2
)

sensitivity = np.c_[y0_sensitivity, a_sensitivity]

integrated_solutions = odeint(func=augmented_system, y0=[y0, 1, 0], t=t.ravel(), args=(p,))
simulated_sensitivity = integrated_solutions[:, 1:]

np.testing.assert_allclose(sensitivity, simulated_sensitivity, rtol=1e-5)


def test_simulate():
"""Tests the integration in DifferentialEquation"""

Expand Down
56 changes: 56 additions & 0 deletions pymc/tests/ode/test_utils.py
Original file line number Diff line number Diff line change
@@ -0,0 +1,56 @@
# Copyright 2020 The PyMC Developers
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.

import numpy as np
import scipy.integrate as ode

from pymc.ode.utils import augment_system


def test_gradients():
"""Tests the computation of the sensitivities from the Aesara computation graph"""

# ODE system for which to compute gradients
def ode_func(y, t, p):
return np.exp(-t) - p[0] * y[0]

# Computation of graidients with Aesara
augmented_ode_func = augment_system(ode_func, 1, 1 + 1)

# This is the new system, ODE + Sensitivities, which will be integrated
def augmented_system(Y, t, p):
dydt, ddt_dydp = augmented_ode_func(Y[:1], t, p, Y[1:])
derivatives = np.concatenate([dydt, ddt_dydp])
return derivatives

# Create real sensitivities
y0 = 0.0
t = np.arange(0, 12, 0.25).reshape(-1, 1)
a = 0.472
p = np.array([y0, a])

# Derivatives of the analytic solution with respect to y0 and alpha
# Treat y0 like a parameter and solve analytically. Then differentiate.
# I used CAS to get these derivatives
y0_sensitivity = np.exp(-a * t)
a_sensitivity = (
-(np.exp(t * (a - 1)) - 1 + (a - 1) * (y0 * a - y0 - 1) * t) * np.exp(-a * t) / (a - 1) ** 2
)

sensitivity = np.c_[y0_sensitivity, a_sensitivity]

integrated_solutions = ode.odeint(func=augmented_system, y0=[y0, 1, 0], t=t.ravel(), args=(p,))
simulated_sensitivity = integrated_solutions[:, 1:]

np.testing.assert_allclose(sensitivity, simulated_sensitivity, rtol=1e-5)

0 comments on commit 9c68059

Please sign in to comment.