Sam Chaudry
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import numpy as np
from numpy.testing import (assert_equal, assert_almost_equal,
assert_allclose)
from scipy.special import logit, expit, log_expit
class TestLogit:
def check_logit_out(self, a, expected):
actual = logit(a)
assert_equal(actual.dtype, a.dtype)
rtol = 16*np.finfo(a.dtype).eps
assert_allclose(actual, expected, rtol=rtol)
def test_float32(self):
a = np.concatenate((np.linspace(0, 1, 10, dtype=np.float32),
[np.float32(0.0001), np.float32(0.49999),
np.float32(0.50001)]))
# Expected values computed with mpmath from float32 inputs, e.g.
# from mpmath import mp
# mp.dps = 200
# a = np.float32(1/9)
# print(np.float32(mp.log(a) - mp.log1p(-a)))
# prints `-2.0794415`.
expected = np.array([-np.inf, -2.0794415, -1.2527629, -6.9314712e-01,
-2.2314353e-01, 2.2314365e-01, 6.9314724e-01,
1.2527630, 2.0794415, np.inf,
-9.2102404, -4.0054321e-05, 4.0054321e-05],
dtype=np.float32)
self.check_logit_out(a, expected)
def test_float64(self):
a = np.concatenate((np.linspace(0, 1, 10, dtype=np.float64),
[1e-8, 0.4999999999999, 0.50000000001]))
# Expected values computed with mpmath.
expected = np.array([-np.inf,
-2.079441541679836,
-1.252762968495368,
-0.6931471805599454,
-0.22314355131420985,
0.22314355131420985,
0.6931471805599452,
1.2527629684953674,
2.0794415416798353,
np.inf,
-18.420680733952366,
-3.999023334699814e-13,
4.000000330961484e-11])
self.check_logit_out(a, expected)
def test_nan(self):
expected = np.array([np.nan]*4)
with np.errstate(invalid='ignore'):
actual = logit(np.array([-3., -2., 2., 3.]))
assert_equal(expected, actual)
class TestExpit:
def check_expit_out(self, dtype, expected):
a = np.linspace(-4, 4, 10)
a = np.array(a, dtype=dtype)
actual = expit(a)
assert_almost_equal(actual, expected)
assert_equal(actual.dtype, np.dtype(dtype))
def test_float32(self):
expected = np.array([0.01798621, 0.04265125,
0.09777259, 0.20860852,
0.39068246, 0.60931754,
0.79139149, 0.9022274,
0.95734876, 0.98201376], dtype=np.float32)
self.check_expit_out('f4', expected)
def test_float64(self):
expected = np.array([0.01798621, 0.04265125,
0.0977726, 0.20860853,
0.39068246, 0.60931754,
0.79139147, 0.9022274,
0.95734875, 0.98201379])
self.check_expit_out('f8', expected)
def test_large(self):
for dtype in (np.float32, np.float64, np.longdouble):
for n in (88, 89, 709, 710, 11356, 11357):
n = np.array(n, dtype=dtype)
assert_allclose(expit(n), 1.0, atol=1e-20)
assert_allclose(expit(-n), 0.0, atol=1e-20)
assert_equal(expit(n).dtype, dtype)
assert_equal(expit(-n).dtype, dtype)
class TestLogExpit:
def test_large_negative(self):
x = np.array([-10000.0, -750.0, -500.0, -35.0])
y = log_expit(x)
assert_equal(y, x)
def test_large_positive(self):
x = np.array([750.0, 1000.0, 10000.0])
y = log_expit(x)
# y will contain -0.0, and -0.0 is used in the expected value,
# but assert_equal does not check the sign of zeros, and I don't
# think the sign is an essential part of the test (i.e. it would
# probably be OK if log_expit(1000) returned 0.0 instead of -0.0).
assert_equal(y, np.array([-0.0, -0.0, -0.0]))
def test_basic_float64(self):
x = np.array([-32, -20, -10, -3, -1, -0.1, -1e-9,
0, 1e-9, 0.1, 1, 10, 100, 500, 710, 725, 735])
y = log_expit(x)
#
# Expected values were computed with mpmath:
#
# import mpmath
#
# mpmath.mp.dps = 100
#
# def mp_log_expit(x):
# return -mpmath.log1p(mpmath.exp(-x))
#
# expected = [float(mp_log_expit(t)) for t in x]
#
expected = [-32.000000000000014, -20.000000002061153,
-10.000045398899218, -3.048587351573742,
-1.3132616875182228, -0.7443966600735709,
-0.6931471810599453, -0.6931471805599453,
-0.6931471800599454, -0.6443966600735709,
-0.3132616875182228, -4.539889921686465e-05,
-3.720075976020836e-44, -7.124576406741286e-218,
-4.47628622567513e-309, -1.36930634e-315,
-6.217e-320]
# When tested locally, only one value in y was not exactly equal to
# expected. That was for x=1, and the y value differed from the
# expected by 1 ULP. For this test, however, I'll use rtol=1e-15.
assert_allclose(y, expected, rtol=1e-15)
def test_basic_float32(self):
x = np.array([-32, -20, -10, -3, -1, -0.1, -1e-9,
0, 1e-9, 0.1, 1, 10, 100], dtype=np.float32)
y = log_expit(x)
#
# Expected values were computed with mpmath:
#
# import mpmath
#
# mpmath.mp.dps = 100
#
# def mp_log_expit(x):
# return -mpmath.log1p(mpmath.exp(-x))
#
# expected = [np.float32(mp_log_expit(t)) for t in x]
#
expected = np.array([-32.0, -20.0, -10.000046, -3.0485873,
-1.3132616, -0.7443967, -0.6931472,
-0.6931472, -0.6931472, -0.64439666,
-0.3132617, -4.5398898e-05, -3.8e-44],
dtype=np.float32)
assert_allclose(y, expected, rtol=5e-7)