[Merged by Bors] - Add TestUtils submodule

Project.toml

@@ -1,6 +1,6 @@
 name = "DynamicPPL"
 uuid = "366bfd00-2699-11ea-058f-f148b4cae6d8"
-version = "0.14.1"
+version = "0.14.2"
 
 [deps]
 AbstractMCMC = "80f14c24-f653-4e6a-9b94-39d6b0f70001"
@@ -11,6 +11,7 @@ ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
 MacroTools = "1914dd2f-81c6-5fcd-8719-6d5c9610ff09"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
+Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 ZygoteRules = "700de1a5-db45-46bc-99cf-38207098b444"
 
 [compat]

src/DynamicPPL.jl

@@ -134,4 +134,6 @@ include("compat/ad.jl")
 include("loglikelihoods.jl")
 include("submodel_macro.jl")
 
+include("test_utils.jl")
+
 end # module

src/test_utils.jl

@@ -0,0 +1,196 @@
+module TestUtils
+
+using AbstractMCMC
+using DynamicPPL
+using Distributions
+using Test
+
+# A collection of models for which the mean-of-means for the posterior should
+# be same.
+@model function demo1(x=10 * ones(2), ::Type{TV}=Vector{Float64}) where {TV}
+    # `dot_assume` and `observe`
+    m = TV(undef, length(x))
+    m .~ Normal()
+    x ~ MvNormal(m, 0.5 * ones(length(x)))
+    return (; m, x, logp=getlogp(__varinfo__))
+end
+
+@model function demo2(x=10 * ones(2), ::Type{TV}=Vector{Float64}) where {TV}
+    # `assume` with indexing and `observe`
+    m = TV(undef, length(x))
+    for i in eachindex(m)
+        m[i] ~ Normal()
+    end
+    x ~ MvNormal(m, 0.5 * ones(length(x)))
+
+    return (; m, x, logp=getlogp(__varinfo__))
+end
+
+@model function demo3(x=10 * ones(2))
+    # Multivariate `assume` and `observe`
+    m ~ MvNormal(length(x), 1.0)
+    x ~ MvNormal(m, 0.5 * ones(length(x)))
+
+    return (; m, x, logp=getlogp(__varinfo__))
+end
+
+@model function demo4(x=10 * ones(2), ::Type{TV}=Vector{Float64}) where {TV}
+    # `dot_assume` and `observe` with indexing
+    m = TV(undef, length(x))
+    m .~ Normal()
+    for i in eachindex(x)
+        x[i] ~ Normal(m[i], 0.5)
+    end
+
+    return (; m, x, logp=getlogp(__varinfo__))
+end
+
+# Using vector of `length` 1 here so the posterior of `m` is the same
+# as the others.
+@model function demo5(x=10 * ones(1))
+    # `assume` and `dot_observe`
+    m ~ Normal()
+    x .~ Normal(m, 0.5)
+
+    return (; m, x, logp=getlogp(__varinfo__))
+end
+
+@model function demo6()
+    # `assume` and literal `observe`
+    m ~ MvNormal(2, 1.0)
+    [10.0, 10.0] ~ MvNormal(m, 0.5 * ones(2))
+
+    return (; m, x=[10.0, 10.0], logp=getlogp(__varinfo__))
+end
+
+@model function demo7(::Type{TV}=Vector{Float64}) where {TV}
+    # `dot_assume` and literal `observe` with indexing
+    m = TV(undef, 2)
+    m .~ Normal()
+    for i in eachindex(m)
+        10.0 ~ Normal(m[i], 0.5)
+    end
+
+    return (; m, x=10 * ones(length(m)), logp=getlogp(__varinfo__))
+end
+
+@model function demo8()
+    # `assume` and literal `dot_observe`
+    m ~ Normal()
+    [10.0] .~ Normal(m, 0.5)
+
+    return (; m, x=[10.0], logp=getlogp(__varinfo__))
+end
+
+@model function _prior_dot_assume(::Type{TV}=Vector{Float64}) where {TV}
+    m = TV(undef, 2)
+    m .~ Normal()
+
+    return m
+end
+
+@model function demo9()
+    # Submodel prior
+    m = @submodel _prior_dot_assume()
+    for i in eachindex(m)
+        10.0 ~ Normal(m[i], 0.5)
+    end
+
+    return (; m, x=[10.0], logp=getlogp(__varinfo__))
+end
+
+@model function _likelihood_dot_observe(m, x)
+    return x ~ MvNormal(m, 0.5 * ones(length(m)))
+end
+
+@model function demo10(x=10 * ones(2), ::Type{TV}=Vector{Float64}) where {TV}
+    m = TV(undef, length(x))
+    m .~ Normal()
+
+    # Submodel likelihood
+    @submodel _likelihood_dot_observe(m, x)
+
+    return (; m, x, logp=getlogp(__varinfo__))
+end
+
+@model function demo11(x=10 * ones(2, 1), ::Type{TV}=Vector{Float64}) where {TV}
+    m = TV(undef, length(x))
+    m .~ Normal()
+
+    # Dotted observe for `Matrix`.
+    return x .~ MvNormal(m, 0.5)
+end
+
+const demo_models = (
+    demo1(),
+    demo2(),
+    demo3(),
+    demo4(),
+    demo5(),
+    demo6(),
+    demo7(),
+    demo8(),
+    demo9(),
+    demo10(),
+    demo11(),
+)
+
+# TODO: Is this really the best/most convenient "default" test method?
+"""
+    test_sampler_demo_models(meanfunction, sampler, args...; kwargs...)
+
+Test that `sampler` produces the correct marginal posterior means on all models in `demo_models`.
+
+In short, this method iterators through `demo_models`, calls `AbstractMCMC.sample` on the
+`model` and `sampler` to produce a `chain`, and then checks `meanfunction(chain)` against `target`
+provided in `kwargs...`.
+
+# Arguments
+- `meanfunction`: A callable which computes the mean of the marginal means from the
+  chain resulting from the `sample` call.
+- `sampler`: The `AbstractMCMC.AbstractSampler` to test.
+- `args...`: Arguments forwarded to `sample`.
+
+# Keyword arguments
+- `target`: Value to compare result of `meanfunction(chain)` to.
+- `atol=1e-1`: Absolute tolerance used in `@test`.
+- `rtol=1e-3`: Relative tolerance used in `@test`.
+- `kwargs...`: Keyword arguments forwarded to `sample`.
+"""
+function test_sampler_demo_models(
+    meanfunction,
+    sampler::AbstractMCMC.AbstractSampler,
+    args...;
+    target=8.0,
+    atol=1e-1,
+    rtol=1e-3,
+    kwargs...,
+)
+    @testset "$(nameof(typeof(sampler))) on $(m.name)" for model in demo_models
+        chain = AbstractMCMC.sample(model, sampler, args...; kwargs...)
+        μ = meanfunction(chain)
+        @test μ ≈ target atol = atol rtol = rtol
+    end
+end
+
+"""
+    test_sampler_continuous([meanfunction, ]sampler, args...; kwargs...)
+
+Test that `sampler` produces the correct marginal posterior means on all models in `demo_models`.
+
+As of right now, this is just an alias for [`test_sampler_demo_models`](@ref).
+"""
+function test_sampler_continuous(
+    meanfunction, sampler::AbstractMCMC.AbstractSampler, args...; kwargs...
+)
+    return test_sampler_demo_models(meanfunction, sampler, args...; kwargs...)
+end
+
+function test_sampler_continuous(sampler::AbstractMCMC.AbstractSampler, args...; kwargs...)
+    # Default for `MCMCChains.Chains`.
+    return test_sampler_continuous(sampler, args...; kwargs...) do chain
+        mean(Array(chain))
+    end
+end
+
+end

test/loglikelihoods.jl

@@ -1,116 +1,5 @@
-# A collection of models for which the mean-of-means for the posterior should
-# be same.
-@model function gdemo1(x=10 * ones(2), ::Type{TV}=Vector{Float64}) where {TV}
-    # `dot_assume` and `observe`
-    m = TV(undef, length(x))
-    m .~ Normal()
-    return x ~ MvNormal(m, 0.5)
-end
-
-@model function gdemo2(x=10 * ones(2), ::Type{TV}=Vector{Float64}) where {TV}
-    # `assume` with indexing and `observe`
-    m = TV(undef, length(x))
-    for i in eachindex(m)
-        m[i] ~ Normal()
-    end
-    return x ~ MvNormal(m, 0.5)
-end
-
-@model function gdemo3(x=10 * ones(2))
-    # Multivariate `assume` and `observe`
-    m ~ MvNormal(length(x), 1.0)
-    return x ~ MvNormal(m, 0.5)
-end
-
-@model function gdemo4(x=10 * ones(2), ::Type{TV}=Vector{Float64}) where {TV}
-    # `dot_assume` and `observe` with indexing
-    m = TV(undef, length(x))
-    m .~ Normal()
-    for i in eachindex(x)
-        x[i] ~ Normal(m[i], 0.5)
-    end
-end
-
-# Using vector of `length` 1 here so the posterior of `m` is the same
-# as the others.
-@model function gdemo5(x=10 * ones(1))
-    # `assume` and `dot_observe`
-    m ~ Normal()
-    return x .~ Normal(m, 0.5)
-end
-
-@model function gdemo6(::Type{TV}=Vector{Float64}) where {TV}
-    # `assume` and literal `observe`
-    m ~ MvNormal(2, 1.0)
-    return [10.0, 10.0] ~ MvNormal(m, 0.5)
-end
-
-@model function gdemo7(::Type{TV}=Vector{Float64}) where {TV}
-    # `dot_assume` and literal `observe` with indexing
-    m = TV(undef, 2)
-    m .~ Normal()
-    for i in eachindex(m)
-        10.0 ~ Normal(m[i], 0.5)
-    end
-end
-
-@model function gdemo8(::Type{TV}=Vector{Float64}) where {TV}
-    # `assume` and literal `dot_observe`
-    m ~ Normal()
-    return [10.0] .~ Normal(m, 0.5)
-end
-
-@model function _prior_dot_assume(::Type{TV}=Vector{Float64}) where {TV}
-    m = TV(undef, 2)
-    m .~ Normal()
-
-    return m
-end
-
-@model function gdemo9()
-    # Submodel prior
-    m = @submodel _prior_dot_assume()
-    for i in eachindex(m)
-        10.0 ~ Normal(m[i], 0.5)
-    end
-end
-
-@model function _likelihood_dot_observe(m, x)
-    return x ~ MvNormal(m, 0.5)
-end
-
-@model function gdemo10(x=10 * ones(2), ::Type{TV}=Vector{Float64}) where {TV}
-    m = TV(undef, length(x))
-    m .~ Normal()
-
-    # Submodel likelihood
-    @submodel _likelihood_dot_observe(m, x)
-end
-
-@model function gdemo11(x=10 * ones(2, 1), ::Type{TV}=Vector{Float64}) where {TV}
-    m = TV(undef, length(x))
-    m .~ Normal()
-
-    # Dotted observe for `Matrix`.
-    return x .~ MvNormal(m, 0.5)
-end
-
-const gdemo_models = (
-    gdemo1(),
-    gdemo2(),
-    gdemo3(),
-    gdemo4(),
-    gdemo5(),
-    gdemo6(),
-    gdemo7(),
-    gdemo8(),
-    gdemo9(),
-    gdemo10(),
-    gdemo11(),
-)
-
 @testset "loglikelihoods.jl" begin
-    for m in gdemo_models
+    for m in DynamicPPL.TestUtils.demo_models
         vi = VarInfo(m)
 
         vns = vi.metadata.m.vns