548 lines
17 KiB
C++
548 lines
17 KiB
C++
/**
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* @file adam_test.cpp
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* @author Vasanth Kalingeri
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* @author Vivek Pal
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* @author Sourabh Varshney
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* @author Haritha Nair
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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 the Adam optimizer on the Sphere function.
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*/
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TEST_CASE("AdamSphereFunctionTest", "[AdamTest]")
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{
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SphereFunction f(2);
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Adam optimizer(0.5, 2, 0.7, 0.999, 1e-8, 500000, 1e-3, false);
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arma::mat coordinates = f.GetInitialPoint();
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optimizer.Optimize(f, coordinates);
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REQUIRE(coordinates[0] == Approx(0.0).margin(0.1));
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REQUIRE(coordinates[1] == Approx(0.0).margin(0.1));
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}
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/**
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* Test the Adam optimizer on the Wood function.
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*/
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TEST_CASE("AdamStyblinskiTangFunctionTest", "[AdamTest]")
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{
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StyblinskiTangFunction f(2);
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Adam optimizer(0.5, 2, 0.7, 0.999, 1e-8, 500000, 1e-3, false);
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arma::mat coordinates = f.GetInitialPoint();
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optimizer.Optimize(f, coordinates);
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REQUIRE(coordinates[0] == Approx(-2.9).epsilon(0.01)); // 1% error tolerance.
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REQUIRE(coordinates[1] == Approx(-2.9).epsilon(0.01)); // 1% error tolerance.
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}
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/**
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* Test the Adam optimizer on the McCormick function.
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*/
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TEST_CASE("AdamMcCormickFunctionTest", "[AdamTest]")
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{
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McCormickFunction f;
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Adam optimizer(0.5, 1, 0.7, 0.999, 1e-8, 500000, 1e-5, false);
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arma::mat coordinates = f.GetInitialPoint();
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optimizer.Optimize(f, coordinates);
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REQUIRE(coordinates[0] == Approx(-0.547).epsilon(0.03)); // 3% error tolerance.
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REQUIRE(coordinates[1] == Approx(-1.547).epsilon(0.03)); // 3% error tolerance.
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}
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/**
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* Test the Adam optimizer on the Matyas function.
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*/
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TEST_CASE("AdamMatyasFunctionTest", "[AdamTest]")
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{
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MatyasFunction f;
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Adam optimizer(0.5, 1, 0.7, 0.999, 1e-8, 500000, 1e-5, false);
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arma::mat coordinates = f.GetInitialPoint();
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optimizer.Optimize(f, coordinates);
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// 3% error tolerance.
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REQUIRE((std::trunc(100.0 * coordinates[0]) / 100.0) == Approx(0.0).epsilon(0.003));
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REQUIRE((std::trunc(100.0 * coordinates[1]) / 100.0) == Approx(0.0).epsilon(0.003));
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}
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/**
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* Test the Adam optimizer on the Easom function.
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*/
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TEST_CASE("AdamEasomFunctionTest", "[AdamTest]")
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{
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EasomFunction f;
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Adam optimizer(0.2, 1, 0.7, 0.999, 1e-8, 500000, 1e-5, false);
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arma::mat coordinates = arma::mat("2.9; 2.9");
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optimizer.Optimize(f, coordinates);
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// 5% error tolerance.
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REQUIRE((std::trunc(100.0 * coordinates[0]) / 100.0) == Approx(3.14).epsilon(0.005));
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REQUIRE((std::trunc(100.0 * coordinates[1]) / 100.0) == Approx(3.14).epsilon(0.005));
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}
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/**
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* Test the Adam optimizer on the Booth function.
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*/
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TEST_CASE("AdamBoothFunctionTest", "[AdamTest]")
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{
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BoothFunction f;
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Adam optimizer(1e-1, 1, 0.7, 0.999, 1e-8, 500000, 1e-9, true);
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arma::mat coordinates = f.GetInitialPoint();
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optimizer.Optimize(f, coordinates);
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REQUIRE(coordinates[0] == Approx(1.0).epsilon(0.002));
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REQUIRE(coordinates[1] == Approx(3.0).epsilon(0.002));
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}
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/**
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* Tests the Adam optimizer using a simple test function.
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*/
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TEST_CASE("SimpleAdamTestFunction", "[AdamTest]")
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{
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SGDTestFunction f;
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Adam optimizer(1e-3, 1, 0.9, 0.999, 1e-8, 500000, 1e-9, true);
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arma::mat coordinates = f.GetInitialPoint();
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optimizer.Optimize(f, coordinates);
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REQUIRE(coordinates[0] == Approx(0.0).margin(0.3));
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REQUIRE(coordinates[1] == Approx(0.0).margin(0.3));
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REQUIRE(coordinates[2] == Approx(0.0).margin(0.3));
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}
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/**
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* Tests the AdaMax optimizer using a simple test function.
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*/
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TEST_CASE("SimpleAdaMaxTestFunction", "[AdamTest]")
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{
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SGDTestFunction f;
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AdaMax optimizer(2e-3, 1, 0.9, 0.999, 1e-8, 500000, 1e-9, true);
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arma::mat coordinates = f.GetInitialPoint();
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optimizer.Optimize(f, coordinates);
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REQUIRE(coordinates[0] == Approx(0.0).margin(0.3));
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REQUIRE(coordinates[1] == Approx(0.0).margin(0.3));
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REQUIRE(coordinates[2] == Approx(0.0).margin(0.3));
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}
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/**
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* Tests the AMSGrad optimizer using a simple test function.
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*/
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TEST_CASE("SimpleAMSGradTestFunction", "[AdamTest]")
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{
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SGDTestFunction f;
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AMSGrad optimizer(1e-3, 1, 0.9, 0.999, 1e-8, 500000, 1e-11, true);
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arma::mat coordinates = f.GetInitialPoint();
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optimizer.Optimize(f, coordinates);
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REQUIRE(coordinates[0] == Approx(0.0).margin(0.3));
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REQUIRE(coordinates[1] == Approx(0.0).margin(0.3));
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REQUIRE(coordinates[2] == Approx(0.0).margin(0.3));
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}
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/**
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* Run Adam on logistic regression and make sure the results are acceptable.
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*/
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TEST_CASE("AdamLogisticRegressionTest", "[AdamTest]")
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{
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arma::mat data, testData, shuffledData;
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arma::Row<size_t> responses, testResponses, shuffledResponses;
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LogisticRegressionTestData(data, testData, shuffledData,
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responses, testResponses, shuffledResponses);
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LogisticRegression<> lr(shuffledData, shuffledResponses, 0.5);
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Adam adam;
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arma::mat coordinates = lr.GetInitialPoint();
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adam.Optimize(lr, coordinates);
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// Ensure that the error is close to zero.
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const double acc = lr.ComputeAccuracy(data, responses, coordinates);
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REQUIRE(acc == Approx(100.0).epsilon(0.003)); // 0.3% error tolerance.
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const double testAcc = lr.ComputeAccuracy(testData, testResponses,
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coordinates);
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REQUIRE(testAcc == Approx(100.0).epsilon(0.006)); // 0.6% error tolerance.
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}
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/**
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* Run AdaMax on logistic regression and make sure the results are acceptable.
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*/
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TEST_CASE("AdaMaxLogisticRegressionTest", "[AdamTest]")
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{
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arma::mat data, testData, shuffledData;
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arma::Row<size_t> responses, testResponses, shuffledResponses;
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LogisticRegressionTestData(data, testData, shuffledData,
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responses, testResponses, shuffledResponses);
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LogisticRegression<> lr(shuffledData, shuffledResponses, 0.5);
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AdaMax adamax(1e-3, 1, 0.9, 0.999, 1e-8, 5000000, 1e-9, true);
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arma::mat coordinates = lr.GetInitialPoint();
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adamax.Optimize(lr, coordinates);
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// Ensure that the error is close to zero.
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const double acc = lr.ComputeAccuracy(data, responses, coordinates);
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REQUIRE(acc == Approx(100.0).epsilon(0.003)); // 0.3% error tolerance.
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const double testAcc = lr.ComputeAccuracy(testData, testResponses,
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coordinates);
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REQUIRE(testAcc == Approx(100.0).epsilon(0.006)); // 0.6% error tolerance.
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}
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/**
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* Run AMSGrad on logistic regression and make sure the results are acceptable.
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*/
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TEST_CASE("AMSGradLogisticRegressionTest", "[AdamTest]")
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{
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arma::mat data, testData, shuffledData;
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arma::Row<size_t> responses, testResponses, shuffledResponses;
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LogisticRegressionTestData(data, testData, shuffledData,
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responses, testResponses, shuffledResponses);
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LogisticRegression<> lr(shuffledData, shuffledResponses, 0.5);
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AMSGrad amsgrad(1e-3, 1, 0.9, 0.999, 1e-8, 500000, 1e-11, true);
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arma::mat coordinates = lr.GetInitialPoint();
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amsgrad.Optimize(lr, coordinates);
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// Ensure that the error is close to zero.
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const double acc = lr.ComputeAccuracy(data, responses, coordinates);
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REQUIRE(acc == Approx(100.0).epsilon(0.003)); // 0.3% error tolerance.
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const double testAcc = lr.ComputeAccuracy(testData, testResponses,
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coordinates);
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REQUIRE(testAcc == Approx(100.0).epsilon(0.006)); // 0.6% error tolerance.
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}
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/**
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* Tests the Nadam optimizer using a simple test function.
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*/
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TEST_CASE("SimpleNadamTestFunction", "[AdamTest]")
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{
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SGDTestFunction f;
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Nadam optimizer(1e-3, 1, 0.9, 0.99, 1e-8, 500000, 1e-9, true);
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arma::mat coordinates = f.GetInitialPoint();
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optimizer.Optimize(f, coordinates);
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REQUIRE(coordinates[0] == Approx(0.0).margin(0.3));
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REQUIRE(coordinates[1] == Approx(0.0).margin(0.3));
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REQUIRE(coordinates[2] == Approx(0.0).margin(0.3));
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}
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/**
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* Run Nadam on logistic regression and make sure the results are acceptable.
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*/
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TEST_CASE("NadamLogisticRegressionTest", "[AdamTest]")
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{
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arma::mat data, testData, shuffledData;
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arma::Row<size_t> responses, testResponses, shuffledResponses;
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LogisticRegressionTestData(data, testData, shuffledData,
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responses, testResponses, shuffledResponses);
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LogisticRegression<> lr(shuffledData, shuffledResponses, 0.5);
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Nadam nadam;
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arma::mat coordinates = lr.GetInitialPoint();
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nadam.Optimize(lr, coordinates);
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// Ensure that the error is close to zero.
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const double acc = lr.ComputeAccuracy(data, responses, coordinates);
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REQUIRE(acc == Approx(100.0).epsilon(0.003)); // 0.3% error tolerance.
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const double testAcc = lr.ComputeAccuracy(testData, testResponses,
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coordinates);
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REQUIRE(testAcc == Approx(100.0).epsilon(0.006)); // 0.6% error tolerance.
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}
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/**
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* Tests the NadaMax optimizer using a simple test function.
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*/
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TEST_CASE("SimpleNadaMaxTestFunction", "[AdamTest]")
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{
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SGDTestFunction f;
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NadaMax optimizer(1e-3, 1, 0.9, 0.99, 1e-8, 500000, 1e-9, true);
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arma::mat coordinates = f.GetInitialPoint();
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optimizer.Optimize(f, coordinates);
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REQUIRE(coordinates[0] == Approx(0.0).margin(0.3));
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REQUIRE(coordinates[1] == Approx(0.0).margin(0.3));
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REQUIRE(coordinates[2] == Approx(0.0).margin(0.3));
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}
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/**
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* Run NadaMax on logistic regression and make sure the results are acceptable.
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*/
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TEST_CASE("NadaMaxLogisticRegressionTest", "[AdamTest]")
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{
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arma::mat data, testData, shuffledData;
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arma::Row<size_t> responses, testResponses, shuffledResponses;
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LogisticRegressionTestData(data, testData, shuffledData,
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responses, testResponses, shuffledResponses);
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LogisticRegression<> lr(shuffledData, shuffledResponses, 0.5);
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NadaMax nadamax(1e-3, 1, 0.9, 0.999, 1e-8, 5000000, 1e-9, true);
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arma::mat coordinates = lr.GetInitialPoint();
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nadamax.Optimize(lr, coordinates);
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// Ensure that the error is close to zero.
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const double acc = lr.ComputeAccuracy(data, responses, coordinates);
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REQUIRE(acc == Approx(100.0).epsilon(0.003)); // 0.3% error tolerance.
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const double testAcc = lr.ComputeAccuracy(testData, testResponses,
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coordinates);
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REQUIRE(testAcc == Approx(100.0).epsilon(0.006)); // 0.6% error tolerance.
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}
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/**
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* Tests the OptimisticAdam optimizer using a simple test function.
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*/
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TEST_CASE("SimpleOptimisticAdamTestFunction", "[AdamTest]")
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{
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// Sometimes this test can fail randomly, so we allow it to run up to three
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// times.
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bool success = false;
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for (size_t trial = 0; trial < 3; ++trial)
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{
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SGDTestFunction f;
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OptimisticAdam optimizer(1e-2, 1, 0.9, 0.99, 1e-8);
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arma::mat coordinates = f.GetInitialPoint();
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optimizer.Optimize(f, coordinates);
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success = (coordinates[0] == Approx(0.0).margin(0.3)) &&
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(coordinates[1] == Approx(0.0).margin(0.3)) &&
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(coordinates[2] == Approx(0.0).margin(0.3));
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if (success)
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break;
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}
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REQUIRE(success == true);
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}
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/**
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* Run OptimisticAdam on logistic regression and make sure the results are acceptable.
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*/
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TEST_CASE("OptimisticAdamLogisticRegressionTest", "[AdamTest]")
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{
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arma::mat data, testData, shuffledData;
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arma::Row<size_t> responses, testResponses, shuffledResponses;
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LogisticRegressionTestData(data, testData, shuffledData,
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responses, testResponses, shuffledResponses);
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LogisticRegression<> lr(shuffledData, shuffledResponses, 0.5);
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OptimisticAdam optimisticAdam;
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arma::mat coordinates = lr.GetInitialPoint();
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optimisticAdam.Optimize(lr, coordinates);
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// Ensure that the error is close to zero.
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const double acc = lr.ComputeAccuracy(data, responses, coordinates);
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REQUIRE(acc == Approx(100.0).epsilon(0.003)); // 0.3% error tolerance.
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const double testAcc = lr.ComputeAccuracy(testData, testResponses,
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coordinates);
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REQUIRE(testAcc == Approx(100.0).epsilon(0.006)); // 0.6% error tolerance.
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}
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/**
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* Tests the Padam optimizer using a simple test function.
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*/
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TEST_CASE("SimplePadamTestFunction", "[AdamTest]")
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{
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// Sometimes this test can fail randomly, so we allow it to run up to three
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// times.
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bool success = false;
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for (size_t trial = 0; trial < 3; ++trial)
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{
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SGDTestFunction f;
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Padam optimizer(1e-2, 1, 0.9, 0.99, 0.25, 1e-8);
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arma::mat coordinates = f.GetInitialPoint();
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optimizer.Optimize(f, coordinates);
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success = (coordinates[0] == Approx(0.0).margin(0.3)) &&
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(coordinates[1] == Approx(0.0).margin(0.3)) &&
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(coordinates[2] == Approx(0.0).margin(0.3));
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if (success)
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break;
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}
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REQUIRE(success == true);
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}
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/**
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* Run Padam on logistic regression and make sure the results are acceptable.
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*/
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TEST_CASE("PadamLogisticRegressionTest", "[AdamTest]")
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{
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arma::mat data, testData, shuffledData;
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arma::Row<size_t> responses, testResponses, shuffledResponses;
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LogisticRegressionTestData(data, testData, shuffledData,
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responses, testResponses, shuffledResponses);
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LogisticRegression<> lr(shuffledData, shuffledResponses, 0.5);
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Padam optimizer;
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arma::mat coordinates = lr.GetInitialPoint();
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optimizer.Optimize(lr, coordinates);
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// Ensure that the error is close to zero.
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const double acc = lr.ComputeAccuracy(data, responses, coordinates);
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REQUIRE(acc == Approx(100.0).epsilon(0.003)); // 0.3% error tolerance.
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const double testAcc = lr.ComputeAccuracy(testData, testResponses,
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coordinates);
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REQUIRE(testAcc == Approx(100.0).epsilon(0.006)); // 0.6% error tolerance.
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}
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/**
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* Tests the QHadam optimizer using a simple test function.
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*/
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TEST_CASE("SimpleQHAdamTestFunction", "[AdamTest]")
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{
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SGDTestFunction f;
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QHAdam optimizer(0.02, 32, 0.6, 0.9, 0.9, 0.999, 1e-8, 200000, 1e-7, true);
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arma::mat coordinates = f.GetInitialPoint();
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optimizer.Optimize(f, coordinates);
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bool success = (coordinates[0] == Approx(0.0).margin(0.3)) &&
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(coordinates[1] == Approx(0.0).margin(0.3)) &&
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(coordinates[2] == Approx(0.0).margin(0.3));
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REQUIRE(success == true);
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}
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/**
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* Run QHAdam on logistic regression and make sure the results are acceptable.
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*/
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TEST_CASE("QHAdamLogisticRegressionTest", "[AdamTest]")
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{
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arma::mat data, testData, shuffledData;
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arma::Row<size_t> responses, testResponses, shuffledResponses;
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LogisticRegressionTestData(data, testData, shuffledData,
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responses, testResponses, shuffledResponses);
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LogisticRegression<> lr(shuffledData, shuffledResponses, 0.5);
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QHAdam optimizer;
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arma::mat coordinates = lr.GetInitialPoint();
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optimizer.Optimize(lr, coordinates);
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// Ensure that the error is close to zero.
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const double acc = lr.ComputeAccuracy(data, responses, coordinates);
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REQUIRE(acc == Approx(100.0).epsilon(0.003)); // 0.3% error tolerance.
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const double testAcc = lr.ComputeAccuracy(testData, testResponses,
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coordinates);
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REQUIRE(testAcc == Approx(100.0).epsilon(0.006)); // 0.6% error tolerance.
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}
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|
|
|
/**
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* Test the Adam optimizer on the Ackley function.
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* This is to test the Ackley function and not Adam.
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|
* This test will be removed later.
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|
*/
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TEST_CASE("AdamAckleyFunctionTest", "[AdamTest]")
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{
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AckleyFunction f;
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Adam optimizer(0.001, 2, 0.7, 0.999, 1e-8, 500000, 1e-7, false);
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|
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arma::mat coordinates = arma::mat("0.02; 0.02");
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optimizer.Optimize(f, coordinates);
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|
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REQUIRE(coordinates[0] == Approx(0.0).margin(0.001));
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REQUIRE(coordinates[1] == Approx(0.0).margin(0.001));
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|
}
|
|
|
|
/**
|
|
* Test the Adam optimizer on the Beale function.
|
|
* This is to test the Beale function and not Adam.
|
|
* This test will be removed later.
|
|
*/
|
|
TEST_CASE("AdamBealeFunctionTest", "[AdamTest]")
|
|
{
|
|
BealeFunction f;
|
|
Adam optimizer(0.001, 2, 0.7, 0.999, 1e-8, 500000, 1e-7, false);
|
|
|
|
arma::mat coordinates = arma::mat("2.8; 0.35");
|
|
optimizer.Optimize(f, coordinates);
|
|
|
|
REQUIRE(coordinates[0] == Approx(3.0).margin(0.01));
|
|
REQUIRE(coordinates[1] == Approx(0.5).margin(0.01));
|
|
}
|
|
|
|
/**
|
|
* Test the Adam optimizer on the Goldstein-Price function.
|
|
* This is to test the Goldstein-Price function and not Adam.
|
|
* This test will be removed later.
|
|
*/
|
|
TEST_CASE("AdamGoldsteinPriceFunctionTest", "[AdamTest]")
|
|
{
|
|
GoldsteinPriceFunction f;
|
|
Adam optimizer(0.0001, 2, 0.7, 0.999, 1e-8, 500000, 1e-9, false);
|
|
|
|
arma::mat coordinates = arma::mat("0.2; -0.5");
|
|
optimizer.Optimize(f, coordinates);
|
|
|
|
REQUIRE(coordinates[0] == Approx(0).margin(0.01));
|
|
REQUIRE(coordinates[1] == Approx(-1).margin(0.01));
|
|
}
|
|
|
|
/**
|
|
* Test the Adam optimizer on the Levi function.
|
|
* This is to test the Levi function and not Adam.
|
|
* This test will be removed later.
|
|
*/
|
|
TEST_CASE("AdamLeviFunctionTest", "[AdamTest]")
|
|
{
|
|
LeviFunctionN13 f;
|
|
Adam optimizer(0.001, 2, 0.7, 0.999, 1e-8, 500000, 1e-9, false);
|
|
|
|
arma::mat coordinates = arma::mat("0.9; 1.1");
|
|
optimizer.Optimize(f, coordinates);
|
|
|
|
REQUIRE(coordinates[0] == Approx(1).margin(0.01));
|
|
REQUIRE(coordinates[1] == Approx(1).margin(0.01));
|
|
}
|
|
|
|
/**
|
|
* Test the Adam optimizer on the Himmelblau function.
|
|
* This is to test the Himmelblau function and not Adam.
|
|
* This test will be removed later.
|
|
*/
|
|
TEST_CASE("AdamHimmelblauFunctionTest", "[AdamTest]")
|
|
{
|
|
LeviFunctionN13 f;
|
|
Adam optimizer(0.001, 2, 0.7, 0.999, 1e-8, 500000, 1e-9, false);
|
|
|
|
arma::mat coordinates = arma::mat("2.9; 1.9");
|
|
optimizer.Optimize(f, coordinates);
|
|
|
|
REQUIRE(coordinates[0] == Approx(3.0).margin(0.05));
|
|
REQUIRE(coordinates[1] == Approx(2.0).margin(0.05));
|
|
}
|