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ensmallen/tests/cmaes_test.cpp
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/**
* @file cmaes_test.cpp
* @author Marcus Edel
* @author Kartik Nighania
* @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 CMA-ES with the full selection policy on logistic regression 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("CMAESDeprecatedConstructorLogisticRegressionTest", "[CMAESTest]")
{
CMAES<FullSelection, BoundaryBoxConstraint<>> cmaes(0, -10, 10, 32, 500, 1e-3);
LogisticRegressionFunctionTest(cmaes, 0.003, 0.006, 5);
}
/**
* Run CMA-ES with the full selection policy on logistic regression and
* make sure the results are acceptable.
*/
TEST_CASE("CMAESLogisticRegressionTest", "[CMAESTest]")
{
BoundaryBoxConstraint<> b(-10, 10);
CMAES<FullSelection, BoundaryBoxConstraint<>> cmaes(0, b, 32, 500, 1e-3);
cmaes.StepSize() = 0.6;
LogisticRegressionFunctionTest(cmaes, 0.003, 0.006, 5);
}
/**
* Run CMA-ES with the random selection policy on logistic regression and
* make sure the results are acceptable.
*/
TEST_CASE("ApproxCMAESLogisticRegressionTest", "[CMAESTest]")
{
BoundaryBoxConstraint<> b(-10, 10);
ApproxCMAES<BoundaryBoxConstraint<arma::mat>> cmaes(256, b, 16, 500, 1e-3);
cmaes.StepSize() = 0.6;
LogisticRegressionFunctionTest(cmaes, 0.003, 0.006, 5);
}
/**
* Run CMA-ES with the full selection policy on logistic regression and
* make sure the results are acceptable. Use arma::fmat.
*/
TEST_CASE("CMAESLogisticRegressionFMatTest", "[CMAESTest]")
{
BoundaryBoxConstraint<arma::fmat> b(-10, 10);
CMAES<FullSelection, BoundaryBoxConstraint<arma::fmat>> cmaes(120, b, 32, 500, 1e-3);
LogisticRegressionFunctionTest<arma::fmat>(cmaes, 0.01, 0.02, 5);
}
/**
* Run CMA-ES with the random selection policy on logistic regression and
* make sure the results are acceptable. Use arma::fmat.
*/
TEST_CASE("ApproxCMAESLogisticRegressionFMatTest", "[CMAESTest]")
{
BoundaryBoxConstraint<arma::fmat> b(-10, 10);
ApproxCMAES<BoundaryBoxConstraint<arma::fmat>> cmaes(0, b, 16, 500, 1e-3);
LogisticRegressionFunctionTest<arma::fmat>(cmaes, 0.01, 0.02, 5);
}
/**
* Run CMA-ES with the random selection and empty transformation policies
* on logistic regression and make sure the results are acceptable.
* Use arma::fmat.
*/
TEST_CASE("ApproxCMAESEmptyTransformationLogisticRegressionFMatTest",
"[CMAESTest]")
{
ApproxCMAES<EmptyTransformation<arma::fmat>>
cmaes(0, EmptyTransformation<arma::fmat>(), 16, 500, 1e-3);
LogisticRegressionFunctionTest<arma::fmat>(cmaes, 0.01, 0.02, 5);
}