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Correct GeneralizedRosenbrockFunction.

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This commit is contained in:
Ryan Curtin
2017-10-05 17:53:42 -04:00
parent 083cbd4c30
commit 2aac157e3e
1 changed files with 12 additions and 12 deletions
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src/mlpack/core/optimizers/lbfgs/test_functions.cpp
+12 -12
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@@ -128,7 +128,9 @@ const arma::mat& WoodFunction::GetInitialPoint() const
// GeneralizedRosenbrockFunction implementation
//
GeneralizedRosenbrockFunction::GeneralizedRosenbrockFunction(int n) : n(n)
GeneralizedRosenbrockFunction::GeneralizedRosenbrockFunction(int n) :
n(n),
visitationOrder(arma::linspace<arma::Row<size_t>>(0, n - 2, n - 1))
{
initialPoint.set_size(n, 1);
for (int i = 0; i < n; i++) // Set to [-1.2 1 -1.2 1 ...].
@@ -145,8 +147,8 @@ GeneralizedRosenbrockFunction::GeneralizedRosenbrockFunction(int n) : n(n)
*/
void GeneralizedRosenbrockFunction::Shuffle()
{
visitationOrder = arma::shuffle(arma::linspace<arma::Row<size_t>>(0, n - 1,
n));
visitationOrder = arma::shuffle(arma::linspace<arma::Row<size_t>>(0, n - 2,
n - 1));
}
/**
@@ -193,9 +195,9 @@ double GeneralizedRosenbrockFunction::Evaluate(const arma::mat& coordinates,
double objective = 0.0;
for (size_t j = i; j < i + batchSize; ++j)
{
objective += 100 * std::pow((std::pow(coordinates[visitationOrder[j]], 2) -
coordinates[visitationOrder[j + 1]]), 2) +
std::pow(1 - coordinates[visitationOrder[j]], 2);
const size_t p = visitationOrder[j];
objective += 100 * std::pow((std::pow(coordinates[p], 2)
- coordinates[p + 1]), 2) + std::pow(1 - coordinates[p], 2);
}
return objective;
@@ -212,10 +214,9 @@ void GeneralizedRosenbrockFunction::Gradient(const arma::mat& coordinates,
for (size_t j = i; j < i + batchSize; ++j)
{
const size_t p = visitationOrder[j];
const size_t pn = visitationOrder[j + 1];
gradient[p] = 400 * (std::pow(coordinates[p], 3) - coordinates[p] *
coordinates[pn]) + 2 * (coordinates[p] - 1);
gradient[pn] = 200 * (coordinates[j + 1] - std::pow(coordinates[p], 2));
coordinates[p + 1]) + 2 * (coordinates[p] - 1);
gradient[p + 1] = 200 * (coordinates[p + 1] - std::pow(coordinates[p], 2));
}
}
@@ -226,11 +227,10 @@ void GeneralizedRosenbrockFunction::Gradient(const arma::mat& coordinates,
gradient.set_size(n);
const size_t p = visitationOrder[i];
const size_t pn = visitationOrder[i + 1];
gradient[p] = 400 * (std::pow(coordinates[p], 3) - coordinates[p] *
coordinates[pn]) + 2 * (coordinates[p] - 1);
gradient[pn] = 200 * (coordinates[pn] - std::pow(coordinates[p], 2));
coordinates[p + 1]) + 2 * (coordinates[p] - 1);
gradient[p + 1] = 200 * (coordinates[p + 1] - std::pow(coordinates[p], 2));
}
const arma::mat& GeneralizedRosenbrockFunction::GetInitialPoint() const