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Test Gradient() in the separable case.

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Ryan Curtin
2013-11-14 16:31:48 +00:00
parent 496c18ac52
commit 7451edc8e0
1 changed files with 76 additions and 0 deletions
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src/mlpack/tests/logistic_regression_test.cpp
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@@ -262,4 +262,80 @@ BOOST_AUTO_TEST_CASE(LogisticRegressionFunctionRegularizationSeparableEvaluate)
}
}
/**
* Test separable gradient of the LogisticRegressionFunction.
*/
BOOST_AUTO_TEST_CASE(LogisticRegressionFunctionSeparableGradient)
{
// Very simple fake dataset.
arma::mat data("1 1 1;" // Fake row for intercept.
"1 2 3;"
"1 2 3");
arma::vec responses("1 1 0");
// Create a LogisticRegressionFunction.
LogisticRegressionFunction lrf(data, responses, 0.0 /* no regularization */);
arma::vec gradient;
// If the model is at the optimum, then the gradient should be zero.
lrf.Gradient(arma::vec("200 -40 -40"), 0, gradient);
BOOST_REQUIRE_EQUAL(gradient.n_elem, 3);
BOOST_REQUIRE_SMALL(gradient[0], 1e-15);
BOOST_REQUIRE_SMALL(gradient[1], 1e-15);
BOOST_REQUIRE_SMALL(gradient[2], 1e-15);
lrf.Gradient(arma::vec("200 -40 -40"), 1, gradient);
BOOST_REQUIRE_EQUAL(gradient.n_elem, 3);
BOOST_REQUIRE_SMALL(gradient[0], 1e-15);
BOOST_REQUIRE_SMALL(gradient[1], 1e-15);
BOOST_REQUIRE_SMALL(gradient[2], 1e-15);
lrf.Gradient(arma::vec("200 -40 -40"), 2, gradient);
BOOST_REQUIRE_EQUAL(gradient.n_elem, 3);
BOOST_REQUIRE_SMALL(gradient[0], 1e-15);
BOOST_REQUIRE_SMALL(gradient[1], 1e-15);
BOOST_REQUIRE_SMALL(gradient[2], 1e-15);
// Perturb two elements in the wrong way, so they need to become smaller. For
// the first two data points, classification is still correct so the gradient
// should be zero.
lrf.Gradient(arma::vec("200 -30 -30"), 0, gradient);
BOOST_REQUIRE_EQUAL(gradient.n_elem, 3);
BOOST_REQUIRE_SMALL(gradient[0], 1e-15);
BOOST_REQUIRE_SMALL(gradient[1], 1e-15);
BOOST_REQUIRE_SMALL(gradient[2], 1e-15);
lrf.Gradient(arma::vec("200 -30 -30"), 1, gradient);
BOOST_REQUIRE_EQUAL(gradient.n_elem, 3);
BOOST_REQUIRE_SMALL(gradient[0], 1e-15);
BOOST_REQUIRE_SMALL(gradient[1], 1e-15);
BOOST_REQUIRE_SMALL(gradient[2], 1e-15);
lrf.Gradient(arma::vec("200 -30 -30"), 2, gradient);
BOOST_REQUIRE_EQUAL(gradient.n_elem, 3);
BOOST_REQUIRE_GE(gradient[1], 0.0);
BOOST_REQUIRE_GE(gradient[2], 0.0);
// Perturb two elements in the other wrong way, so they need to become larger.
// For the first and last data point, classification is still correct so the
// gradient should be zero.
lrf.Gradient(arma::vec("200 -60 -60"), 0, gradient);
BOOST_REQUIRE_EQUAL(gradient.n_elem, 3);
BOOST_REQUIRE_SMALL(gradient[0], 1e-15);
BOOST_REQUIRE_SMALL(gradient[1], 1e-15);
BOOST_REQUIRE_SMALL(gradient[2], 1e-15);
lrf.Gradient(arma::vec("200 -30 -30"), 1, gradient);
BOOST_REQUIRE_EQUAL(gradient.n_elem, 3);
BOOST_REQUIRE_LE(gradient[1], 0.0);
BOOST_REQUIRE_LE(gradient[2], 0.0);
lrf.Gradient(arma::vec("200 -60 -60"), 2, gradient);
BOOST_REQUIRE_EQUAL(gradient.n_elem, 3);
BOOST_REQUIRE_SMALL(gradient[0], 1e-15);
BOOST_REQUIRE_SMALL(gradient[1], 1e-15);
BOOST_REQUIRE_SMALL(gradient[2], 1e-15);
}
BOOST_AUTO_TEST_SUITE_END();