68 lines
1.8 KiB
C++
68 lines
1.8 KiB
C++
/**
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* @file spsa_test.cpp
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* @author N Rajiv Vaidyanathan
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* @author Marcus Edel
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*
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* Test file for the SPSA optimizer.
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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 arma;
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using namespace ens;
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using namespace ens::test;
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/**
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* Test the SPSA optimizer on the Sphere function.
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*/
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TEST_CASE("SPSASphereFunctionTest", "[SPSATest]")
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{
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SPSA optimizer(0.1, 0.102, 0.16, 0.3, 100000, 0);
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FunctionTest<SphereFunction>(optimizer, 1.0, 0.1);
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}
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/**
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* Test the SPSA optimizer on the Sphere function using arma::fmat.
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*/
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TEST_CASE("SPSASphereFunctionFMatTest", "[SPSATest]")
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{
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SPSA optimizer(0.1, 0.102, 0.16, 0.3, 100000, 0);
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FunctionTest<SphereFunction, arma::fmat>(optimizer, 1.0, 0.1);
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}
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/**
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* Test the SPSA optimizer on the Sphere function using arma::sp_mat.
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*/
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TEST_CASE("SPSASphereFunctionSpMatTest", "[SPSATest]")
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{
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SPSA optimizer(0.1, 0.102, 0.16, 0.3, 100000, 0);
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FunctionTest<SphereFunction, arma::sp_mat>(optimizer, 1.0, 0.1);
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}
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/**
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* Test the SPSA optimizer on the Matyas function.
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*/
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TEST_CASE("SPSAMatyasFunctionTest", "[SPSATest]")
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{
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SPSA optimizer(0.1, 0.102, 0.16, 0.3, 100000, 0);
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FunctionTest<MatyasFunction>(optimizer, 0.1, 0.01);
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}
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/**
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* Run SPSA on logistic regression and make sure the results are acceptable.
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*/
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TEST_CASE("SPSALogisticRegressionTest", "[SPSATest]")
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{
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// We allow 10 trials, because SPSA is definitely not guaranteed to
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// converge.
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SPSA optimizer(0.5, 0.102, 0.002, 0.3, 5000, 1e-8);
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LogisticRegressionFunctionTest(optimizer, 0.003, 0.006, 10);
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}
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