128 lines
3.3 KiB
C++
128 lines
3.3 KiB
C++
/**
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* @file lbfgs_test.cpp
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* @author Ryan Curtin
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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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* Tests the L-BFGS optimizer using the Rosenbrock Function.
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*/
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TEST_CASE("RosenbrockFunctionTest", "[LBFGSTest]")
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{
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L_BFGS lbfgs;
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lbfgs.MaxIterations() = 10000;
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FunctionTest<RosenbrockFunction>(lbfgs, 0.01, 0.001);
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}
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/**
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* Test the L-BFGS optimizer using an arma::fmat with the Rosenbrock function.
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*/
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TEST_CASE("RosenbrockFunctionFloatTest", "[LBFGSTest]")
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{
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L_BFGS lbfgs;
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lbfgs.MaxIterations() = 10000;
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FunctionTest<RosenbrockFunction, arma::fmat>(lbfgs, 0.1, 0.01);
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}
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/**
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* Test the L-BFGS optimizer using an arma::mat with the Rosenbrock function and
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* a sparse gradient.
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*/
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TEST_CASE("RosenbrockFunctionSpGradTest", "[LBFGSTest]")
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{
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RosenbrockFunction f;
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L_BFGS lbfgs;
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lbfgs.MaxIterations() = 10000;
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arma::mat coords = f.GetInitialPoint<arma::vec>();
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lbfgs.Optimize<RosenbrockFunction, arma::mat, arma::sp_mat>(f, coords);
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double finalValue = f.Evaluate(coords);
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REQUIRE(finalValue == Approx(0.0).margin(1e-5));
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REQUIRE(coords(0) == Approx(1.0).epsilon(1e-7));
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REQUIRE(coords(1) == Approx(1.0).epsilon(1e-7));
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}
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/**
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* Test the L-BFGS optimizer using an arma::sp_mat with the Rosenbrock function.
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*/
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TEST_CASE("RosenbrockFunctionSpMatTest", "[LBFGSTest]")
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{
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L_BFGS lbfgs;
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lbfgs.MaxIterations() = 10000;
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FunctionTest<RosenbrockFunction, arma::sp_mat>(lbfgs, 0.01, 0.001);
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}
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/**
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* Tests the L-BFGS optimizer using the Colville Function.
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*/
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TEST_CASE("ColvilleFunctionTest", "[LBFGSTest]")
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{
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L_BFGS lbfgs;
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lbfgs.MaxIterations() = 10000;
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FunctionTest<ColvilleFunction>(lbfgs, 0.01, 0.001);
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}
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/**
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* Tests the L-BFGS optimizer using the Wood Function.
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*/
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TEST_CASE("WoodFunctionTest", "[LBFGSTest]")
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{
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L_BFGS lbfgs;
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lbfgs.MaxIterations() = 10000;
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FunctionTest<WoodFunction>(lbfgs, 0.01, 0.001);
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}
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/**
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* Tests the L-BFGS optimizer using the generalized Rosenbrock function. This
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* is actually multiple tests, increasing the dimension by powers of 2, from 4
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* dimensions to 1024 dimensions.
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*/
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TEST_CASE("GeneralizedRosenbrockFunctionTest", "[LBFGSTest]")
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{
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for (int i = 2; i < 10; i++)
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{
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// Dimension: powers of 2
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int dim = std::pow(2.0, i);
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GeneralizedRosenbrockFunction f(dim);
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L_BFGS lbfgs(20);
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lbfgs.MaxIterations() = 10000;
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arma::vec coords = f.GetInitialPoint();
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lbfgs.Optimize(f, coords);
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double finalValue = f.Evaluate(coords);
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// Test the output to make sure it is correct.
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REQUIRE(finalValue == Approx(0.0).margin(1e-5));
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for (int j = 0; j < dim; j++)
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REQUIRE(coords(j) == Approx(1.0).epsilon(1e-7));
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}
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}
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/**
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* Tests the L-BFGS optimizer using the Rosenbrock-Wood combined function. This
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* is a test on optimizing a matrix of coordinates.
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*/
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TEST_CASE("RosenbrockWoodFunctionTest", "[LBFGSTest]")
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{
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L_BFGS lbfgs;
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lbfgs.MaxIterations() = 10000;
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FunctionTest<RosenbrockWoodFunction>(lbfgs, 0.01, 0.001);
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}
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