/** * @file sgdr_test.cpp * @author Marcus Edel * @author Conrad Sanderson * * 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 #include "catch.hpp" #include "test_function_tools.hpp" using namespace ens; using namespace ens::test; /* * Test that the step size resets after a specified number of epochs. */ TEST_CASE("SGDRCyclicalResetTest","[SGDRTest]") { const double stepSize = 0.5; arma::mat iterate; // Now run cyclical decay policy with a couple of multiplicators and initial // restarts. for (size_t restart = 5; restart < 100; restart += 10) { for (size_t mult = 2; mult < 5; ++mult) { double epochStepSize = stepSize; CyclicalDecay cyclicalDecay(restart, double(mult), stepSize); CyclicalDecay::Policy p(cyclicalDecay); cyclicalDecay.EpochBatches() = (double) 1000 / 10; // Create all restart epochs. arma::Col nextRestart(1000 / 10 / mult); nextRestart(0) = restart; for (size_t j = 1; j < nextRestart.n_elem; ++j) nextRestart(j) = nextRestart(j - 1) * mult; for (size_t i = 0; i < 1000; ++i) { p.Update(iterate, epochStepSize, iterate); if (i <= restart || arma::accu(arma::find(nextRestart == i)) > 0) { REQUIRE(epochStepSize == stepSize); } } } } } /** * Run SGDR on logistic regression and make sure the results are acceptable. */ TEST_CASE("SGDRLogisticRegressionTest","[SGDRTest]") { // Run SGDR with a couple of batch sizes. for (size_t batchSize = 5; batchSize < 50; batchSize += 5) { SGDR<> sgdr(50, 2.0, batchSize, 0.01, 10000, 1e-3); LogisticRegressionFunctionTest(sgdr, 0.003, 0.006); } } /** * Run SGDR on logistic regression and make sure the results are acceptable. * Use arma::fmat. */ TEST_CASE("SGDRLogisticRegressionFMatTest","[SGDRTest]") { // Run SGDR with a couple of batch sizes. for (size_t batchSize = 5; batchSize < 50; batchSize += 5) { SGDR<> sgdr(50, 2.0, batchSize, 0.01, 10000, 1e-3); LogisticRegressionFunctionTest(sgdr, 0.015, 0.03, 3); } } #if ARMA_VERSION_MAJOR > 9 ||\ (ARMA_VERSION_MAJOR == 9 && ARMA_VERSION_MINOR >= 400) /** * Run SGDR on logistic regression and make sure the results are acceptable. * Use arma::sp_mat. */ TEST_CASE("SGDRLogisticRegressionSpMatTest","[SGDRTest]") { // Run SGDR with a couple of batch sizes. for (size_t batchSize = 5; batchSize < 50; batchSize += 5) { SGDR<> sgdr(50, 2.0, batchSize, 0.01, 10000, 1e-3); LogisticRegressionFunctionTest(sgdr, 0.003, 0.006); } } #endif