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ensmallen/tests/bigbatch_sgd_test.cpp
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/**
* @file bigbatch_sgd_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 <ensmallen.hpp>
#include "catch.hpp"
#include "test_function_tools.hpp"
using namespace ens;
using namespace ens::test;
/**
* Run big-batch SGD using BBS_BB on logistic regression and make sure the
* results are acceptable.
*/
TEST_CASE("BBSBBLogisticRegressionTest", "[BigBatchSGDTest]")
{
// Run big-batch SGD with a couple of batch sizes.
for (size_t batchSize = 350; batchSize < 360; batchSize += 5)
{
BBS_BB bbsgd(batchSize, 0.001, 0.1, 10000, 1e-8, true, true);
LogisticRegressionFunctionTest(bbsgd, 0.003, 0.006, 3);
}
}
/**
* Run big-batch SGD using BBS_Armijo on logistic regression and make sure the
* results are acceptable.
*/
TEST_CASE("BBSArmijoLogisticRegressionTest", "[BigBatchSGDTest]")
{
// Run big-batch SGD with a couple of batch sizes.
for (size_t batchSize = 40; batchSize < 50; batchSize += 1)
{
BBS_Armijo bbsgd(batchSize, 0.005, 0.1, 10000, 1e-6, true, true);
LogisticRegressionFunctionTest(bbsgd, 0.003, 0.006, 3);
}
}
/**
* Run big-batch SGD using BBS_BB on logistic regression and make sure the
* results are acceptable. Use arma::fmat as the objective type.
*/
TEST_CASE("BBSBBLogisticRegressionFMatTest", "[BigBatchSGDTest]")
{
// Run big-batch SGD with a couple of batch sizes.
for (size_t batchSize = 350; batchSize < 360; batchSize += 5)
{
BBS_BB bbsgd(batchSize, 0.001, 0.1, 10000, 1e-8, true, true);
LogisticRegressionFunctionTest<arma::fmat>(bbsgd, 0.003, 0.006, 3);
}
}
/**
* Run big-batch SGD using BBS_Armijo on logistic regression and make sure the
* results are acceptable. Use arma::fmat as the objective type.
*/
TEST_CASE("BBSArmijoLogisticRegressionFMatTest", "[BigBatchSGDTest]")
{
// Run big-batch SGD with a couple of batch sizes.
for (size_t batchSize = 40; batchSize < 50; batchSize += 1)
{
BBS_Armijo bbsgd(batchSize, 0.01, 0.1, 10000, 1e-6, true, true);
LogisticRegressionFunctionTest<arma::fmat>(bbsgd, 0.003, 0.006, 5);
}
}
#if ARMA_VERSION_MAJOR > 9 ||\
(ARMA_VERSION_MAJOR == 9 && ARMA_VERSION_MINOR >= 400)
/**
* Run big-batch SGD using BBS_BB on logistic regression and make sure the
* results are acceptable. Use arma::sp_mat as the objective type.
*/
TEST_CASE("BBSBBLogisticRegressionSpMatTest", "[BigBatchSGDTest]")
{
// Run big-batch SGD with a couple of batch sizes.
for (size_t batchSize = 350; batchSize < 360; batchSize += 5)
{
BBS_BB bbsgd(batchSize, 0.005, 0.5, 10000, 1e-8, true, true);
LogisticRegressionFunctionTest<arma::sp_mat>(bbsgd, 0.003, 0.006, 3);
}
}
/**
* Run big-batch SGD using BBS_Armijo on logistic regression and make sure the
* results are acceptable. Use arma::sp_mat as the objective type.
*/
TEST_CASE("BBSArmijoLogisticRegressionSpMatTest", "[BigBatchSGDTest]")
{
// Run big-batch SGD with a couple of batch sizes.
for (size_t batchSize = 40; batchSize < 50; batchSize += 1)
{
BBS_Armijo bbsgd(batchSize, 0.01, 0.001, 10000, 1e-6, true, true);
LogisticRegressionFunctionTest<arma::sp_mat>(bbsgd, 0.003, 0.006, 3);
}
}
#endif