add Regression Tests (#428)

* add Regression Tests * fix * fix * fix * change seed * StableRNG 12345
impICNF · Sep 8, 2024 · b116e16 · b116e16
1 parent f45226f
commit b116e16
Show file tree

Hide file tree

Showing 4 changed files with 55 additions and 0 deletions.
diff --git a/.github/workflows/CI.yml b/.github/workflows/CI.yml
@@ -26,6 +26,7 @@ jobs:
           - CondRNODE
           - CondFFJORD
           - CondPlanar
+          - Regression
         version:
           - '1'
           # - '1.9'

diff --git a/test/Project.toml b/test/Project.toml
@@ -6,6 +6,7 @@ ComponentArrays = "b0b7db55-cfe3-40fc-9ded-d10e2dbeff66"
 ComputationalResources = "ed09eef8-17a6-5b46-8889-db040fac31e3"
 DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"
 DifferentiationInterface = "a0c0ee7d-e4b9-4e03-894e-1c5f64a51d63"
+Distances = "b4f34e82-e78d-54a5-968a-f98e89d6e8f7"
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
 Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9"
 GPUArraysCore = "46192b85-c4d5-4398-a991-12ede77f4527"
@@ -15,6 +16,7 @@ Lux = "b2108857-7c20-44ae-9111-449ecde12c47"
 LuxCUDA = "d0bbae9a-e099-4d5b-a835-1c6931763bda"
 MLJBase = "a7f614a8-145f-11e9-1d2a-a57a1082229d"
 SciMLBase = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
+StableRNGs = "860ef19b-820b-49d6-a774-d7a799459cd3"
 TerminalLoggers = "5d786b92-1e48-4d6f-9151-6b4477ca9bed"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
@@ -28,6 +30,7 @@ ComponentArrays = "0.15"
 ComputationalResources = "0.3"
 DataFrames = "1"
 DifferentiationInterface = "0.5"
+Distances = "0.10"
 Distributions = "0.25"
 Enzyme = "0.12"
 GPUArraysCore = "0.1"
@@ -36,6 +39,7 @@ Lux = "1"
 LuxCUDA = "0.3"
 MLJBase = "1"
 SciMLBase = "2"
+StableRNGs = "1"
 TerminalLoggers = "0.1"
 Zygote = "0.6"
 cuDNN = "1"

diff --git a/test/regression_tests.jl b/test/regression_tests.jl
@@ -0,0 +1,44 @@
+Test.@testset "Regression Tests" begin
+    rng = StableRNGs.StableRNG(12345)
+    nvars = 2^3
+    naugs = nvars
+    n_in = nvars + naugs
+    n = 2^10
+    nn = Lux.Chain(Lux.Dense(n_in => 3 * n_in, tanh), Lux.Dense(3 * n_in => n_in, tanh))
+
+    icnf = ContinuousNormalizingFlows.construct(
+        ContinuousNormalizingFlows.RNODE,
+        nn,
+        nvars,
+        naugs;
+        compute_mode = ContinuousNormalizingFlows.DIVecJacMatrixMode(ADTypes.AutoZygote()),
+        tspan = (0.0f0, 13.0f0),
+        steer_rate = 1.0f-1,
+        λ₃ = 1.0f-2,
+        rng,
+    )
+    ps, st = Lux.setup(icnf.rng, icnf)
+    ps = ComponentArrays.ComponentArray(ps)
+
+    data_dist = Distributions.Beta{Float32}(2.0f0, 4.0f0)
+    r = rand(icnf.rng, data_dist, nvars, n)
+    r = convert.(Float32, r)
+
+    df = DataFrames.DataFrame(transpose(r), :auto)
+    model = ContinuousNormalizingFlows.ICNFModel(icnf)
+
+    mach = MLJBase.machine(model, df)
+    MLJBase.fit!(mach)
+
+    d = ContinuousNormalizingFlows.ICNFDist(mach, ContinuousNormalizingFlows.TestMode())
+    actual_pdf = Distributions.pdf.(data_dist, r)
+    estimated_pdf = Distributions.pdf(d, r)
+
+    mad_ = Distances.meanad(estimated_pdf, actual_pdf)
+    msd_ = Distances.msd(estimated_pdf, actual_pdf)
+    tv_dis = Distances.totalvariation(estimated_pdf, actual_pdf) / n
+
+    Test.@test mad_ <= 1.0f-1
+    Test.@test msd_ <= 1.0f-1
+    Test.@test tv_dis <= 1.0f-1
+end
diff --git a/test/runtests.jl b/test/runtests.jl
@@ -6,6 +6,7 @@ import ADTypes,
     cuDNN,
     DataFrames,
     DifferentiationInterface,
+    Distances,
     Distributions,
     Enzyme,
     GPUArraysCore,
@@ -15,6 +16,7 @@ import ADTypes,
     LuxCUDA,
     MLJBase,
     SciMLBase,
+    StableRNGs,
     TerminalLoggers,
     Test,
     Zygote,
@@ -47,4 +49,8 @@ Test.@testset "Overall" begin
     if GROUP == "All" || GROUP == "Instability"
         include("instability_tests.jl")
     end
+
+    if GROUP == "All" || GROUP == "Regression"
+        include("regression_tests.jl")
+    end
 end