77 lines
2.0 KiB
C++
77 lines
2.0 KiB
C++
/**
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* @file sgd_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 std;
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using namespace arma;
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using namespace ens;
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using namespace ens::test;
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TEST_CASE("GeneralizedRosenbrockTest", "[SGDTest]")
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{
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// Loop over several variants.
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for (size_t i = 10; i < 50; i += 5)
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{
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// Create the generalized Rosenbrock function.
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GeneralizedRosenbrockFunction f(i);
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VanillaUpdate vanillaUpdate;
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StandardSGD s(0.001, 1, 0, 1e-15, true, vanillaUpdate, NoDecay(), true,
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true);
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arma::mat coordinates = f.GetInitialPoint();
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double result = s.Optimize(f, coordinates);
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REQUIRE(result == Approx(0.0).margin(1e-10));
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for (size_t j = 0; j < i; ++j)
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REQUIRE(coordinates(j) == Approx(1.0).epsilon(1e-5));
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}
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}
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TEST_CASE("GeneralizedRosenbrockTestFloat", "[SGDTest]")
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{
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// Loop over several variants.
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for (size_t i = 10; i < 50; i += 5)
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{
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// Create the generalized Rosenbrock function.
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GeneralizedRosenbrockFunction f(i);
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// Allow a few trials.
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for (size_t trial = 0; trial < 5; ++trial)
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{
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StandardSGD s(0.001, 1, 0, 1e-15, true);
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arma::fmat coordinates = f.GetInitialPoint<arma::fmat>();
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float result = s.Optimize(f, coordinates);
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if (trial != 4)
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{
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if (result != Approx(0.0).margin(1e-5))
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continue;
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for (size_t j = 0; j < i; ++j)
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{
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if (coordinates(j) != Approx(1.0).epsilon(1e-3))
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continue;
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}
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}
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REQUIRE(result == Approx(0.0).margin(1e-5));
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for (size_t j = 0; j < i; ++j)
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REQUIRE(coordinates(j) == Approx(1.0).epsilon(1e-3));
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break;
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}
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}
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}
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