209 lines
7.4 KiB
C++
209 lines
7.4 KiB
C++
/**
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* @file bigbatch_sgd_test.cpp
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* @author Marcus Edel
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* @author Conrad Sanderson
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*
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* ensmallen is free software; you may redistribute it and/or modify it under
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* the terms of the 3-clause BSD license. You should have received a copy of
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* the 3-clause BSD license along with ensmallen. If not, see
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* http://www.opensource.org/licenses/BSD-3-Clause for more information.
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*/
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#include <ensmallen.hpp>
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#include "catch.hpp"
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#include "test_function_tools.hpp"
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using namespace ens;
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using namespace ens::test;
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/**
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* Run big-batch SGD using BBS_BB on logistic regression and make sure the
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* results are acceptable.
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*/
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TEST_CASE("BBSBBLogisticRegressionTest", "[BigBatchSGDTest]")
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{
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arma::mat data, testData, shuffledData;
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arma::Row<size_t> responses, testResponses, shuffledResponses;
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LogisticRegressionTestData(data, testData, shuffledData,
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responses, testResponses, shuffledResponses);
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// Now run big-batch SGD with a couple of batch sizes.
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for (size_t batchSize = 30; batchSize < 40; batchSize += 5)
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{
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BBS_BB bbsgd(batchSize, 0.005, 0.1, 20000, 1e-4, true, true);
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LogisticRegression<> lr(shuffledData, shuffledResponses, 0.5);
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arma::mat coordinates = lr.GetInitialPoint();
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bbsgd.Optimize(lr, coordinates);
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// Ensure that the error is close to zero.
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const double acc = lr.ComputeAccuracy(data, responses, coordinates);
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REQUIRE(acc == Approx(100.0).epsilon(0.003)); // 0.3% error tolerance.
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const double testAcc = lr.ComputeAccuracy(testData, testResponses,
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coordinates);
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REQUIRE(testAcc == Approx(100.0).epsilon(0.006)); // 0.6% error tolerance.
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}
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}
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/**
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* Run big-batch SGD using BBS_Armijo on logistic regression and make sure the
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* results are acceptable.
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*/
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TEST_CASE("BBSArmijoLogisticRegressionTest", "[BigBatchSGDTest]")
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{
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arma::mat data, testData, shuffledData;
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arma::Row<size_t> responses, testResponses, shuffledResponses;
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LogisticRegressionTestData(data, testData, shuffledData,
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responses, testResponses, shuffledResponses);
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// Now run big-batch SGD with a couple of batch sizes.
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for (size_t batchSize = 30; batchSize < 40; batchSize += 1)
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{
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BBS_Armijo bbsgd(batchSize, 0.005, 0.1, 20000, 1e-4, true, true);
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LogisticRegression<> lr(shuffledData, shuffledResponses, 0.5);
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arma::mat coordinates = lr.GetInitialPoint();
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bbsgd.Optimize(lr, coordinates);
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// Ensure that the error is close to zero.
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const double acc = lr.ComputeAccuracy(data, responses, coordinates);
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REQUIRE(acc == Approx(100.0).epsilon(0.003)); // 0.3% error tolerance.
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const double testAcc = lr.ComputeAccuracy(testData, testResponses,
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coordinates);
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REQUIRE(testAcc == Approx(100.0).epsilon(0.006)); // 0.6% error tolerance.
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}
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}
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/**
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* Run big-batch SGD using BBS_BB on logistic regression and make sure the
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* results are acceptable. Use arma::fmat as the objective type.
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*/
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TEST_CASE("BBSBBLogisticRegressionFMatTest", "[BigBatchSGDTest]")
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{
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arma::fmat data, testData, shuffledData;
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arma::Row<size_t> responses, testResponses, shuffledResponses;
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LogisticRegressionTestData(data, testData, shuffledData,
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responses, testResponses, shuffledResponses);
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// Now run big-batch SGD with a couple of batch sizes.
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for (size_t batchSize = 30; batchSize < 40; batchSize += 5)
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{
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BBS_BB bbsgd(batchSize, 0.01, 0.1, 10000, 1e-4, true, true);
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LogisticRegression<arma::fmat> lr(shuffledData, shuffledResponses, 0.5);
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arma::fmat coordinates = lr.GetInitialPoint();
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bbsgd.Optimize(lr, coordinates);
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// Ensure that the error is close to zero.
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const double acc = lr.ComputeAccuracy(data, responses, coordinates);
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REQUIRE(acc == Approx(100.0).epsilon(0.003)); // 0.3% error tolerance.
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const double testAcc = lr.ComputeAccuracy(testData, testResponses,
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coordinates);
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REQUIRE(testAcc == Approx(100.0).epsilon(0.006)); // 0.6% error tolerance.
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}
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}
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/**
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* Run big-batch SGD using BBS_Armijo on logistic regression and make sure the
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* results are acceptable. Use arma::fmat as the objective type.
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*/
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TEST_CASE("BBSArmijoLogisticRegressionFMatTest", "[BigBatchSGDTest]")
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{
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arma::fmat data, testData, shuffledData;
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arma::Row<size_t> responses, testResponses, shuffledResponses;
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LogisticRegressionTestData(data, testData, shuffledData,
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responses, testResponses, shuffledResponses);
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// Now run big-batch SGD with a couple of batch sizes.
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for (size_t batchSize = 30; batchSize < 40; batchSize += 1)
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{
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BBS_Armijo bbsgd(batchSize, 0.01, 0.1, 10000, 1e-4, true, true);
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LogisticRegression<arma::fmat> lr(shuffledData, shuffledResponses, 0.5);
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arma::fmat coordinates = lr.GetInitialPoint();
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bbsgd.Optimize(lr, coordinates);
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// Ensure that the error is close to zero.
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const double acc = lr.ComputeAccuracy(data, responses, coordinates);
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REQUIRE(acc == Approx(100.0).epsilon(0.003)); // 0.3% error tolerance.
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const double testAcc = lr.ComputeAccuracy(testData, testResponses,
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coordinates);
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REQUIRE(testAcc == Approx(100.0).epsilon(0.006)); // 0.6% error tolerance.
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}
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}
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#if ARMA_VERSION_MAJOR > 9 ||\
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(ARMA_VERSION_MAJOR == 9 && ARMA_VERSION_MINOR >= 400)
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/**
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* Run big-batch SGD using BBS_BB on logistic regression and make sure the
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* results are acceptable. Use arma::sp_mat as the objective type.
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*/
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TEST_CASE("BBSBBLogisticRegressionSpMatTest", "[BigBatchSGDTest]")
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{
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arma::sp_mat data, testData, shuffledData;
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arma::Row<size_t> responses, testResponses, shuffledResponses;
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LogisticRegressionTestData(data, testData, shuffledData,
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responses, testResponses, shuffledResponses);
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// Now run big-batch SGD with a couple of batch sizes.
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for (size_t batchSize = 30; batchSize < 40; batchSize += 5)
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{
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BBS_BB bbsgd(batchSize, 0.01, 0.1, 10000, 1e-4, true, true);
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LogisticRegression<arma::sp_mat> lr(shuffledData, shuffledResponses, 0.5);
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arma::sp_mat coordinates = lr.GetInitialPoint();
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bbsgd.Optimize(lr, coordinates);
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// Ensure that the error is close to zero.
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const double acc = lr.ComputeAccuracy(data, responses, coordinates);
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REQUIRE(acc == Approx(100.0).epsilon(0.003)); // 0.3% error tolerance.
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const double testAcc = lr.ComputeAccuracy(testData, testResponses,
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coordinates);
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REQUIRE(testAcc == Approx(100.0).epsilon(0.006)); // 0.6% error tolerance.
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}
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}
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/**
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* Run big-batch SGD using BBS_Armijo on logistic regression and make sure the
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* results are acceptable. Use arma::sp_mat as the objective type.
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*/
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TEST_CASE("BBSArmijoLogisticRegressionSpMatTest", "[BigBatchSGDTest]")
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{
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arma::sp_mat data, testData, shuffledData;
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arma::Row<size_t> responses, testResponses, shuffledResponses;
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LogisticRegressionTestData(data, testData, shuffledData,
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responses, testResponses, shuffledResponses);
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// Now run big-batch SGD with a couple of batch sizes.
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for (size_t batchSize = 30; batchSize < 40; batchSize += 1)
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{
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BBS_Armijo bbsgd(batchSize, 0.01, 0.1, 10000, 1e-4, true, true);
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LogisticRegression<arma::sp_mat> lr(shuffledData, shuffledResponses, 0.5);
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arma::sp_mat coordinates = lr.GetInitialPoint();
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bbsgd.Optimize(lr, coordinates);
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// Ensure that the error is close to zero.
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const double acc = lr.ComputeAccuracy(data, responses, coordinates);
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REQUIRE(acc == Approx(100.0).epsilon(0.003)); // 0.3% error tolerance.
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const double testAcc = lr.ComputeAccuracy(testData, testResponses,
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coordinates);
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REQUIRE(testAcc == Approx(100.0).epsilon(0.006)); // 0.6% error tolerance.
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}
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}
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#endif
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