Implement a few inference tests

[akucukelbir]

Summary:

Implements basic inference tests under tests/test-inferences

Tests that fail (commented out):

• KLpq
• SGLD

Intended Effect:

Make sure we break fewer things in the future

How to Verify:

py.test tests/test-inferences

Side Effects:

N/A

Documentation:

N/A

Reviewer Suggestions:

@dustinvtran

[dustinvtran]

Thanks Alp. I'll look into KLpq and SGLD.

related #174

[dustinvtran]

hi @akucukelbir | i fixed the sgld and klpq tests. for SGLD, i just lowered the tolerance because it looks like it's converging but needs more samples. for klpq, it's the bias issue @naesseth mentioned in #296; i upped the number of samples to be 25 and it looks like it's converging.

Let me know if you approve of my changes. If so, please merge this PR, or comment otherwise.

[akucukelbir]

LGTM. I'm surprised the KLpq issue is due to bias on such a simple/small problem. Somehow I would've expected it to exhibit itself in larger models, but I guess I was mistaken. We need to edit the website, I'll make an issue after closing this PR.