102 lines
2.8 KiB
C++
102 lines
2.8 KiB
C++
/**
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* @file sgdr_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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* Test that the step size resets after a specified number of epochs.
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*/
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TEST_CASE("SGDRCyclicalResetTest","[SGDRTest]")
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{
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const double stepSize = 0.5;
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arma::mat iterate;
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// Now run cyclical decay policy with a couple of multiplicators and initial
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// restarts.
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for (size_t restart = 5; restart < 100; restart += 10)
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{
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for (size_t mult = 2; mult < 5; ++mult)
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{
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double epochStepSize = stepSize;
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CyclicalDecay cyclicalDecay(restart, double(mult), stepSize);
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CyclicalDecay::Policy<arma::mat, arma::mat> p(cyclicalDecay);
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cyclicalDecay.EpochBatches() = (double) 1000 / 10;
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// Create all restart epochs.
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arma::Col<size_t> nextRestart(1000 / 10 / mult);
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nextRestart(0) = restart;
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for (size_t j = 1; j < nextRestart.n_elem; ++j)
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nextRestart(j) = nextRestart(j - 1) * mult;
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for (size_t i = 0; i < 1000; ++i)
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{
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p.Update(iterate, epochStepSize, iterate);
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if (i <= restart || arma::accu(arma::find(nextRestart == i)) > 0)
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{
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REQUIRE(epochStepSize == stepSize);
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}
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}
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}
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}
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}
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/**
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* Run SGDR on logistic regression and make sure the results are acceptable.
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*/
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TEST_CASE("SGDRLogisticRegressionTest","[SGDRTest]")
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{
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// Run SGDR with a couple of batch sizes.
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for (size_t batchSize = 5; batchSize < 50; batchSize += 5)
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{
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SGDR<> sgdr(50, 2.0, batchSize, 0.01, 10000, 1e-3);
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LogisticRegressionFunctionTest(sgdr, 0.003, 0.006);
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}
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}
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/**
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* Run SGDR on logistic regression and make sure the results are acceptable.
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* Use arma::fmat.
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*/
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TEST_CASE("SGDRLogisticRegressionFMatTest","[SGDRTest]")
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{
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// Run SGDR with a couple of batch sizes.
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for (size_t batchSize = 5; batchSize < 50; batchSize += 5)
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{
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SGDR<> sgdr(50, 2.0, batchSize, 0.01, 10000, 1e-3);
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LogisticRegressionFunctionTest<arma::fmat>(sgdr, 0.015, 0.03, 3);
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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 SGDR on logistic regression and make sure the results are acceptable.
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* Use arma::sp_mat.
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*/
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TEST_CASE("SGDRLogisticRegressionSpMatTest","[SGDRTest]")
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{
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// Run SGDR with a couple of batch sizes.
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for (size_t batchSize = 5; batchSize < 50; batchSize += 5)
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{
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SGDR<> sgdr(50, 2.0, batchSize, 0.01, 10000, 1e-3);
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LogisticRegressionFunctionTest<arma::sp_mat>(sgdr, 0.003, 0.006);
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}
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}
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#endif
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