add tests

include/ensmallen_bits/cmaes/active_cmaes.hpp

@@ -138,8 +138,6 @@ class ActiveCMAES
           MatType& iterate,
           CallbackTypes&&... callbacks);
 
-  //typedef typename TransformationPolicyType::BaseMatType BMatType;
-
   //! Get the population size.
   size_t PopulationSize() const { return lambda; }
   //! Modify the population size.

include/ensmallen_bits/cmaes/active_cmaes_impl.hpp

@@ -120,13 +120,10 @@ typename MatType::elem_type ActiveCMAES<SelectionPolicyType,
   if (lambda == 0)
     lambda = (4 + std::round(3 * std::log(iterate.n_elem))) * 10;
 
-  // Parent weights.
+  // Parent number.
   const size_t mu = std::round(lambda / 4);
 
-  /*
-  BaseMatType w = std::log(mu + 0.5) - arma::log(
-      arma::linspace<BaseMatType>(0, mu - 1, mu) + 1.0);
-  */
+  //Recombination weight (w = 1/ (parent number));
   const double w = 1.0 / mu;
 
   // Number of effective solutions.
@@ -343,12 +340,12 @@ typename MatType::elem_type ActiveCMAES<SelectionPolicyType,
     }
 
     // Output current objective function.
-    Info << "CMA-ES: iteration " << i << ", objective " << overallObjective
+    Info << "Active CMA-ES: iteration " << i << ", objective " << overallObjective
         << "." << std::endl;
 
     if (std::isnan(overallObjective) || std::isinf(overallObjective))
     {
-      Warn << "CMA-ES: converged to " << overallObjective << "; "
+      Warn << "Active CMA-ES: converged to " << overallObjective << "; "
           << "terminating with failure.  Try a smaller step size?" << std::endl;
 
       iterate = transformationPolicy.Transform(iterate);
@@ -359,7 +356,7 @@ typename MatType::elem_type ActiveCMAES<SelectionPolicyType,
 
     if (std::abs(lastObjective - overallObjective) < tolerance)
     {
-      Info << "CMA-ES: minimized within tolerance " << tolerance << "; "
+      Info << "Active CMA-ES: minimized within tolerance " << tolerance << "; "
           << "terminating optimization." << std::endl;
 
       iterate = transformationPolicy.Transform(iterate);

tests/CMakeLists.txt

@@ -1,6 +1,7 @@
 # The tests that need to be compiled.
 set(ENSMALLEN_TESTS_SOURCES
     main.cpp
+    active_cmaes_test.cpp
     ada_belief_test.cpp
     ada_bound_test.cpp
     ada_delta_test.cpp

tests/active_cmaes_test.cpp

@@ -0,0 +1,96 @@
+/**
+ * @file active_cmaes_test.cpp
+ * @author Suvarsha Chennareddy
+ *
+ * ensmallen is free software; you may redistribute it and/or modify it under
+ * the terms of the 3-clause BSD license.  You should have received a copy of
+ * the 3-clause BSD license along with ensmallen.  If not, see
+ * http://www.opensource.org/licenses/BSD-3-Clause for more information.
+ */
+
+#include <ensmallen.hpp>
+#include "catch.hpp"
+#include "test_function_tools.hpp"
+
+using namespace ens;
+using namespace ens::test;
+
+/**
+ * Run Active CMA-ES with the full selection policy on Rosenbrock function and
+ * make sure the results are acceptable.
+ * This test uses the deprecated constructor and therefore can be removed
+ * in a future version of ensmallen.
+ */
+
+TEST_CASE("ActiveCMAESDeprecatedConstructorRosenbrockFunctionTest", "[ActiveCMAESTest]")
+{
+  ActiveCMAES<FullSelection, BoundaryBoxConstraint<>> 
+    activecmaes(0, 0, 2, 32, 0, 1e-3);
+  activecmaes.StepSize() = 0.075;
+  FunctionTest<RosenbrockFunction>(activecmaes, 0.1, 0.15);
+}
+
+/**
+ * Run Active CMA-ES with the full selection policy on Rosenbrock function and
+ * make sure the results are acceptable.
+ */
+TEST_CASE("ActiveCMAESRosenbrockFunctionTest", "[ActiveCMAESTest]")
+{
+  BoundaryBoxConstraint<> b(0, 2);
+  ActiveCMAES<FullSelection, BoundaryBoxConstraint<>> 
+    activecmaes(0, b, 32, 0, 1e-3);
+  activecmaes.StepSize() = 0.075;
+  FunctionTest<RosenbrockFunction>(activecmaes, 0.1, 0.15);
+}
+
+/**
+ * Run Active CMA-ES with the random selection policy on Rosenbrock function and
+ * make sure the results are acceptable.
+ */
+TEST_CASE("ApproxActiveCMAESRosenbrockFunctionTest", "[ActiveCMAESTest]")
+{
+  BoundaryBoxConstraint<> b(0, 2);
+  ApproxActiveCMAES<BoundaryBoxConstraint<arma::mat>> 
+    activecmaes(0, b, 32, 0, 1e-3);
+  activecmaes.StepSize() = 0.075;
+  FunctionTest<RosenbrockFunction>(activecmaes, 0.1, 0.15);
+}
+
+/**
+ * Run Active CMA-ES with the full selection policy on  Rosenbrock function and
+ * make sure the results are acceptable.  Use arma::fmat.
+ */
+TEST_CASE("ActiveCMAESRosenbrockFunctionFMatTest", "[ActiveCMAESTest]")
+{
+  BoundaryBoxConstraint<arma::fmat> b(0, 2);
+  ActiveCMAES<FullSelection, BoundaryBoxConstraint<arma::fmat>> 
+    activecmaes(0, b, 32, 0, 1e-3);
+  activecmaes.StepSize() = 0.075;
+  FunctionTest<RosenbrockFunction, arma::fmat>(activecmaes, 0.1, 0.15);
+}
+
+/**
+ * Run Active CMA-ES with the random selection policy on  Rosenbrock function and
+ * make sure the results are acceptable.  Use arma::fmat.
+ */
+TEST_CASE("ApproxActiveCMAESRosenbrockFunctionFMatTest", "[ActiveCMAESTest]")
+{
+  BoundaryBoxConstraint<arma::fmat> b(0, 2);
+  ApproxActiveCMAES<BoundaryBoxConstraint<arma::fmat>> 
+    activecmaes(0, b, 32, 0, 1e-3);
+  activecmaes.StepSize() = 0.075;
+  FunctionTest<RosenbrockFunction, arma::fmat>(activecmaes, 0.1, 0.15);
+}
+
+/**
+ * Run Active CMA-ES with the random selection and empty transformation policies
+ * on  Rosenbrock function and make sure the results are acceptable.
+ * Use arma::fmat.
+ */
+TEST_CASE("ApproxActiveCMAESEmptyTransformationRosenbrockFunctionFMatTest",
+  "[ActiveCMAESTest]")
+{
+  ApproxActiveCMAES<EmptyTransformation<arma::fmat>>
+    activecmaes(0, EmptyTransformation<arma::fmat>(), 32, 0, 1e-3);
+  LogisticRegressionFunctionTest<arma::fmat>(activecmaes, 0.01, 0.02, 5);
+}

tests/callbacks_test.cpp

@@ -256,6 +256,17 @@ TEST_CASE("EarlyStopAtMinLossCustomLambdaTest", "[CallbacksTest]")
     REQUIRE(std::abs(coordinates[i]) >= 3.0);
 }
 
+/**
+ * Make sure we invoke all callbacks (CMAES).
+ */
+TEST_CASE("ActiveCMAESCallbacksFullFunctionTest", "[CallbacksTest]")
+{
+  BoundaryBoxConstraint<> b(-1, 1);
+  ActiveCMAES<FullSelection, BoundaryBoxConstraint<>> optimizer(0, b, 32, 3, 1e-3);
+  CallbacksFullFunctionTest(optimizer, true, false, false, false, true, true,
+    false, false, true);
+}
+
 /**
  * Make sure we invoke all callbacks (AdaBound).
  */
@@ -315,7 +326,7 @@ TEST_CASE("CMAESCallbacksFullFunctionTest", "[CallbacksTest]")
   BoundaryBoxConstraint<> b(-1, 1);
   CMAES<FullSelection, BoundaryBoxConstraint<>> optimizer(0, b, 32, 3, 1e-3);
   CallbacksFullFunctionTest(optimizer, true, false, false, false, true, true,
-      false, false, true);
+    false, false, true);
 }
 
 /**