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CmdStan_test.wl
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CmdStan_test.wl
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(* ::Package:: *)
SetDirectory["/tmp"]
allTests={};
doTest[f_,output_]:=Block[{testResult},
testResult=VerificationTest[f,output];
AppendTo[allTests,testResult];
If[testResult["Outcome"]=="Success",
Print["OK: ",f],
Print[Style["FAILURE",40,Bold,Red]];
Print["Result : ",f];
Print["Expected: ",output];
];
AppendTo[allTests,testResult];
Return[f];
];
(* ::Chapter:: *)
(*Tests*)
On[Assert]
<<CmdStan`
?"CmdStan`*"
doTest[FileExistsQ@$CmdStanConfigurationFile,True];
doTest[CmdStan`Private`generateStanExecFileName["/tmp/bernoulli"], If[$OperatingSystem == "Windows","/tmp/bernoulli.exe","/tmp/bernoulli"]];
doTest[CmdStan`Private`generateStanDataFileName["/tmp/bernoulli.stan"],"/tmp/bernoulli.data.R"];
doTest[CmdStan`Private`generateStanOutputFileName["/tmp/bernoulli.stan",0], "/tmp/bernoulli.csv"];
doTest[CmdStan`Private`generateStanOutputFileName["/tmp/bernoulli.stan",1], "/tmp/bernoulli_1.csv"];
doTest[CmdStan`Private`CheckFileNameExtensionQ["/tmp/bernoulli.data.R","data.R"],True];
doTest[CmdStan`Private`CheckFileNameExtensionQ["/tmp/bernoulli.data","data"],True];
doTest[CmdStan`Private`CheckFileNameExtensionQ["/tmp/bernoulli",""],True]
OptimizeDefaultOptions
doTest[opt=CmdStan`Private`completeStanOptionWithDataFileName["/tmp/bernoulli.stan",OptimizeDefaultOptions],StanOptions[ <|"method"->{"optimize",<||>},"data"->{Null,<|"file"->{"/tmp/bernoulli.data.R",<||>}|>}|>]];
doTest[GetStanOption[opt,"data.file"],"/tmp/bernoulli.data.R"];
doTest[opt=CmdStan`Private`completeStanOptionWithOutputFileName["/tmp/bernoulli.stan",OptimizeDefaultOptions,0],StanOptions[ <|"method"->{"optimize",<||>},"output"->{Null,<|"file"->{"/tmp/bernoulli.csv",<||>}|>}|>]];
doTest[GetStanOption[opt,"output.file"],"/tmp/bernoulli.csv"];
doTest[opt=CmdStan`Private`completeStanOptionWithOutputFileName["/tmp/bernoulli.stan",OptimizeDefaultOptions,3],StanOptions[ <|"method"->{"optimize",<||>},"output"->{Null,<|"file"->{"/tmp/bernoulli_3.csv",<||>}|>}|>]];
doTest[GetStanOption[opt,"output.file"],"/tmp/bernoulli_3.csv"];
(* ::Subchapter:: *)
(*Create stan code*)
stanCode="data {
int<lower=0> N;
array[N] int<lower=0, upper=1> y;
}
parameters {
real<lower=0,upper=1> theta;
}
model {
theta ~ beta(1,1);
for (n in 1:N)
y[n] ~ bernoulli(theta);
}";
doTest[ExportStanCode["bernoulli.st an",stanCode],$Failed];
doTest[stanCodeFileName=ExportStanCode["bernoulli.stan",stanCode], "/tmp/bernoulli.stan"];
(* ::Subchapter:: *)
(*Compile Stan code*)
<<CmdStan`
stanCodeFileName
?CompileStanCode
doTest[CompileStanCode[stanCodeFileName,StanVerbose->False],"/tmp/bernoulli"];
doTest[CompileStanCode[stanCodeFileName,StanVerbose->True],"/tmp/bernoulli"];
(* ::Subchapter:: *)
(*StanOptions*)
(* ::Text:: *)
(*A Revoir: GetStanOptionVariational et StanOptionVariational redondant + utiliser une Association TODO*)
<<CmdStan`
?GetStanOption
doTest[opt=SetStanOption[VariationalDefaultOptions,"method.optimize.iter", 2016],StanOptions[<|"method"->{"variational",<|"optimize"->{Null,<|"iter"->{2016,<||>}|>}|>}|>]];
doTest[RemoveStanOption[opt,"method.optimize.iter"],StanOptions[<|"method"->{"variational",<||>}|>]];
(* ::Subchapter:: *)
(*Export data for Bernoulli*)
n=1000;
data=Table[Random[BernoulliDistribution[0.2019]],n];
doTest[ExportStanData[stanCodeFileName,<|"N"->n,"y"->data|>],"/tmp/bernoulli.data.R"];
(* ::Subchapter:: *)
(*RunStan*)
<<CmdStan`
?RunStan
doTest[RunStan[stanCodeFileName,SampleDefaultOptions,StanVerbose->False],"/tmp/bernoulli.csv"];
doTest[RunStan[stanCodeFileName,VariationalDefaultOptions,StanVerbose->False],"/tmp/bernoulli.csv"];
doTest[outputOptimize=RunStan[stanCodeFileName,OptimizeDefaultOptions],"/tmp/bernoulli.csv"];
(* ::Subchapter:: *)
(*Test import result*)
<<CmdStan`
res=ImportStanResult[outputOptimize]
doTest[res // First // Keys,{"filename","meta","parameter","internal"}];
doTest[MatchQ[GetStanResult[res,"theta"],{_Real}],True]
GetStanResult[res,"theta"]
doTest[GetStanResultMeta[res,"lp_"],$Failed];
doTest[MatchQ[GetStanResultMeta[res,"lp__"],{_Real}],True];
(* ::Subchapter:: *)
(*More tests with mixture (to test Matrix import instead of scalar)*)
stanCode="data {
int<lower=0> N; // number of data points
int<lower=1> D; // number of dimensions
int<lower=1> K; // number of clusters
array[N] vector[D] y; // observations
}
transformed data {
real<upper=0> neg_log_K;
neg_log_K = -log(K);
}
parameters {
array[K] vector[D] mu; // cluster means
}
transformed parameters {
array[N,K] real<upper=0> soft_z; // log unnormalized cluster assigns
for (n in 1:N)
for (k in 1:K)
soft_z[n,k] = neg_log_K - 0.5 * dot_self(mu[k] - y[n]);
}
model {
for (k in 1:K)
mu[k] ~ normal(0,1); // prior
for (n in 1:N)
target += log_sum_exp(soft_z[n]); // likelihood
}";
stanCodeFileName=ExportStanCode["soft-k-means.stan",stanCode]
stanExeFileName=CompileStanCode[stanCodeFileName,StanVerbose->False]
(* ::Section:: *)
(*Create some fake data*)
y=Partition[{0.201299862948504, -0.201547030912402, -0.307722736221928,
-0.113909121429762, -0.317385076246514, 0.486887253813445, 0.216396070510692,
-0.522504962507574, 0.0999884487329546, -0.374560249344118, 1.25230228963982,
1.32117236839097, -1.78912278548354, -1.12320907618655, 0.298757334386702,
-0.643018973086524, -0.970193822958063, 1.8359248505943, -1.08397171023892,
-0.681463669080701, 1.37841166199148, 0.250145455841524, 1.55188888550783,
-0.94837059139759, -0.0785677710615314, 0.630262017843849, 0.0177509756762819,
0.0587175513653272, 1.5253088832499, 2.02971210407677, 1.48153547159389,
1.32561539997964, 1.61868319591135, 2.57511950976033, 1.90533033463626,
-0.0392859071131051, 0.982223977047954, 0.224932037330876, 3.96756623395838,
0.56961898141743, 1.19038971367083, 1.46030520624806, -0.988041068794612,
-0.13710499660733, -0.516173823435649, 1.73514001999303, 1.42450213310636,
2.42588178197086, 1.36078286104211, 2.00757973002483, 2.38142457257356,
1.9219710523873, 2.08190781987337, 0.385829858429519, 1.26125524130875,
-0.133405525984022, 1.38778980737774, 1.08058596458552, 0.574498349889681,
3.32234174024842, 0.0497299209801201, 2.9224726963958, 1.77478377276629,
1.86667338790026, 0.926994133015224, 2.88792811797693, 0.77455586366817,
-0.113502944729109, 3.03022684464381, 2.41360211089075, -0.286314710512999,
0.33626664500527, -0.949983239516864, 0.601482350292746, 0.731212313372704,
-0.203496038340392, -0.11075627749627, 0.449160875122631, -2.01370769271222,
-1.87291161344744, -1.17886113657795, -1.4965120578889, -0.161628522682308,
-0.274340276559541, -0.865522537953758, -0.415682006424134, 1.74089559055984,
-1.73086729463254, 0.959102863168718, -1.82543152975414, -1.73311360385246 },8];
Dimensions[y]
toExport=<|"N"->Length[y],"D"->Last[Dimensions[y]],"K"->5,"y"->y|>;
ExportStanData[stanExeFileName,toExport]
(* ::Subsection:: *)
(*Test optimize*)
<<CmdStan`
doTest[stanOutputFilename=RunStan[stanCodeFileName,OptimizeDefaultOptions,StanVerbose->False],"/tmp/soft-k-means.csv"];
result=ImportStanResult[stanOutputFilename]
doTest[Dimensions[GetStanResult[result,"mu"]],{toExport["K"],Last[Dimensions[y]],1}]
doTest[StanResultKeys[result],{"mu.1.1","mu.2.1","mu.3.1","mu.4.1","mu.5.1","mu.1.2","mu.2.2","mu.3.2","mu.4.2","mu.5.2","mu.1.3","mu.2.3","mu.3.3","mu.4.3","mu.5.3","mu.1.4","mu.2.4","mu.3.4","mu.4.4","mu.5.4","mu.1.5","mu.2.5","mu.3.5","mu.4.5","mu.5.5","mu.1.6","mu.2.6","mu.3.6","mu.4.6","mu.5.6","mu.1.7","mu.2.7","mu.3.7","mu.4.7","mu.5.7","mu.1.8","mu.2.8","mu.3.8","mu.4.8","mu.5.8","soft_z.1.1","soft_z.2.1","soft_z.3.1","soft_z.4.1","soft_z.5.1","soft_z.6.1","soft_z.7.1","soft_z.8.1","soft_z.9.1","soft_z.10.1","soft_z.11.1","soft_z.1.2","soft_z.2.2","soft_z.3.2","soft_z.4.2","soft_z.5.2","soft_z.6.2","soft_z.7.2","soft_z.8.2","soft_z.9.2","soft_z.10.2","soft_z.11.2","soft_z.1.3","soft_z.2.3","soft_z.3.3","soft_z.4.3","soft_z.5.3","soft_z.6.3","soft_z.7.3","soft_z.8.3","soft_z.9.3","soft_z.10.3","soft_z.11.3","soft_z.1.4","soft_z.2.4","soft_z.3.4","soft_z.4.4","soft_z.5.4","soft_z.6.4","soft_z.7.4","soft_z.8.4","soft_z.9.4","soft_z.10.4","soft_z.11.4","soft_z.1.5","soft_z.2.5","soft_z.3.5","soft_z.4.5","soft_z.5.5","soft_z.6.5","soft_z.7.5","soft_z.8.5","soft_z.9.5","soft_z.10.5","soft_z.11.5"}];
doTest[StanResultReducedKeys[result],{"mu","soft_z"}]
doTest[StanResultMetaKeys[result],{"lp__"}];
doTest[StanResultReducedMetaKeys[result],{"lp__"}]
(* ::Subsection:: *)
(*Test variational*)
doTest[stanOutputFilename=RunStan[stanCodeFileName,VariationalDefaultOptions,StanVerbose->False],"/tmp/soft-k-means.csv"];
result=ImportStanResult[stanOutputFilename]
doTest[Dimensions[GetStanResult[result,"mu"]],{toExport["K"],Last[Dimensions[y]],1001}]
(* ::Chapter:: *)
(*Results*)
TestReport[allTests]