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/**
* @file spsa_test.cpp
* @author N Rajiv Vaidyanathan
* @author Marcus Edel
*
* Test file for the SPSA optimizer.
*
* ensmallen is free software; you may redistribute it and/or modify it under
* the terms of the 3-clause BSD license. You should have received a copy of
* the 3-clause BSD license along with ensmallen. If not, see
* http://www.opensource.org/licenses/BSD-3-Clause for more information.
*/
#if defined(ENS_USE_COOT)
#include <armadillo>
#include <bandicoot>
#endif
#include <ensmallen.hpp>
#include "catch.hpp"
#include "test_function_tools.hpp"
using namespace arma;
using namespace ens;
using namespace ens::test;
TEMPLATE_TEST_CASE("SPSA_SphereFunction", "[SPSA]", ENS_ALL_TEST_TYPES)
{
SPSA optimizer(0.1, 0.102, 0.16, 0.3, 100000, 0);
FunctionTest<SphereFunction, TestType>(
optimizer,
Tolerances<TestType>::LargeObj,
Tolerances<TestType>::LargeCoord);
}
TEMPLATE_TEST_CASE("SPSA_MatyasFunction", "[SPSA]", ENS_ALL_TEST_TYPES)
{
SPSA optimizer(0.1, 0.102, 0.16, 0.3, 100000, 0);
FunctionTest<MatyasFunction, TestType>(
optimizer,
Tolerances<TestType>::LargeObj,
Tolerances<TestType>::LargeCoord);
}
// We don't test on FP16 because SPSA computes a number of values that are too
// large to be represented.
TEMPLATE_TEST_CASE("SPSA_LogisticRegressionFunction", "[SPSA]", ENS_TEST_TYPES)
{
// We allow many trials, because SPSA is definitely not guaranteed to
// converge.
SPSA optimizer(0.5, 0.102, 0.002, 0.3, 5000, 1e-8);
LogisticRegressionFunctionTest<TestType>(
optimizer,
Tolerances<TestType>::LRTrainAcc,
Tolerances<TestType>::LRTestAcc,
25);
}
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