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/**
* @file test_function_tools.hpp
* @author Marcus Edel
* @author Ryan Curtin
* @author Conrad Sanderson
*
* 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.
*/
#ifndef ENSMALLEN_TESTS_TEST_FUNCTION_TOOLS_HPP
#define ENSMALLEN_TESTS_TEST_FUNCTION_TOOLS_HPP
#include "catch.hpp"
#include "test_types.hpp"
namespace ens {
namespace test {
/**
* Create the data for the a logistic regression test.
*
* @param data Matrix object to store the data into.
* @param testData Matrix object to store the test data into.
* @param shuffledData Matrix object to store the shuffled data into.
* @param responses Matrix object to store the overall responses into.
* @param testResponses Matrix object to store the test responses into.
* @param shuffledResponses Matrix object to store the shuffled responses into.
*/
template<typename MatType,
typename LabelsType = typename ForwardType<MatType, size_t>::brow>
inline void LogisticRegressionTestData(
MatType& data,
MatType& testData,
LabelsType& responses,
LabelsType& testResponses,
const typename std::enable_if_t<!IsSparseMatrixType<MatType>::value>* = 0)
{
// Generate a two-Gaussian dataset.
data.set_size(3, 1000);
responses.set_size(1000);
// The first Gaussian is centered at (1, 1, 1) and has covariance I.
data.cols(0, 499) = randn<MatType>(3, 500) + 1;
responses.subvec(0, 499).zeros();
// The second Gaussian is centered at (9, 9, 9) and has covariance I.
data.cols(500, 999) = randn<MatType>(3, 500) + 9;
responses.subvec(500, 999).ones();
// Create a test set.
testData.set_size(3, 1000);
testResponses.set_size(1000);
testData.cols(0, 499) = randn<MatType>(3, 500) + 1;
testResponses.subvec(0, 499).zeros();
testData.cols(500, 999) = randn<MatType>(3, 500) + 9;
testResponses.subvec(500, 999).ones();
}
template<typename MatType, typename LabelsType>
inline void LogisticRegressionTestData(
MatType& data,
MatType& testData,
LabelsType& responses,
LabelsType& testResponses,
const typename std::enable_if_t<IsSparseMatrixType<MatType>::value>* = 0)
{
arma::Mat<typename MatType::elem_type> tmpData, tmpTestData;
arma::Row<typename MatType::elem_type> tmpResponses, tmpTestResponses;
// Sparse matrices don't support the necessary functionality with randn<>.
LogisticRegressionTestData(tmpData, tmpTestData, tmpResponses,
tmpTestResponses);
data = conv_to<MatType>::from(tmpData);
responses = conv_to<LabelsType>::from(tmpResponses);
testData = conv_to<MatType>::from(tmpTestData);
testResponses = conv_to<LabelsType>::from(tmpTestResponses);
}
// Check the values of two matrices.
template<typename MatType>
inline void CheckMatrices(const MatType& a,
const MatType& b,
double tolerance = 1e-5)
{
REQUIRE(a.n_rows == b.n_rows);
REQUIRE(a.n_cols == b.n_cols);
for (size_t i = 0; i < a.n_elem; ++i)
{
if (std::abs(a(i)) < tolerance / 2)
REQUIRE(b(i) == Approx(0.0).margin(tolerance / 2.0));
else
REQUIRE(a(i) == Approx(b(i)).epsilon(tolerance));
}
}
template<typename FunctionType, typename OptimizerType, typename PointType>
bool TestOptimizer(FunctionType& f,
OptimizerType& optimizer,
PointType& point,
const PointType& expectedResult,
const double coordinateMargin,
const double expectedObjective,
const double objectiveMargin,
const bool mustSucceed = true)
{
const double objective = optimizer.Optimize(f, point);
typedef typename PointType::elem_type eT;
if (mustSucceed)
{
REQUIRE(objective == Approx(expectedObjective).margin(objectiveMargin));
for (size_t i = 0; i < point.n_elem; ++i)
{
REQUIRE(eT(point[i]) ==
Approx(expectedResult[i]).margin(coordinateMargin));
}
}
else
{
if (objective != Approx(expectedObjective).margin(objectiveMargin))
return false;
for (size_t i = 0; i < point.n_elem; ++i)
{
if (eT(point[i]) != Approx(expectedResult[i]).margin(coordinateMargin))
return false;
}
}
return true;
}
// This runs a test multiple times, but does not do any special behavior between
// runs.
template<typename FunctionType, typename OptimizerType, typename PointType>
void MultipleTrialOptimizerTest(
FunctionType& f,
OptimizerType& optimizer,
PointType& initialPoint,
const PointType& expectedResult,
const typename PointType::elem_type coordinateMargin,
const typename PointType::elem_type expectedObjective,
const typename PointType::elem_type objectiveMargin,
const size_t trials = 1)
{
for (size_t t = 0; t < trials; ++t)
{
PointType coordinates(initialPoint);
// Only force success on the last trial.
bool result = TestOptimizer(f, optimizer, coordinates, expectedResult,
coordinateMargin, expectedObjective, objectiveMargin,
(t == (trials - 1)));
if (result && t != (trials - 1))
{
// Just make sure at least something was tested for reporting purposes.
REQUIRE(result == true);
return;
}
}
}
template<typename FunctionType,
typename MatType = arma::mat,
typename OptimizerType = ens::StandardSGD>
void FunctionTest(OptimizerType& optimizer,
FunctionType& f,
const typename MatType::elem_type objectiveMargin =
typename MatType::elem_type(0.01),
const typename MatType::elem_type coordinateMargin =
typename MatType::elem_type(0.001),
const size_t trials = 1)
{
MatType initialPoint = f.template GetInitialPoint<MatType>();
MatType expectedResult = f.template GetFinalPoint<MatType>();
MultipleTrialOptimizerTest(f, optimizer, initialPoint, expectedResult,
coordinateMargin, typename MatType::elem_type(f.GetFinalObjective()),
objectiveMargin, trials);
}
template<typename FunctionType,
typename MatType = arma::mat,
typename OptimizerType = ens::StandardSGD>
void FunctionTest(OptimizerType& optimizer,
const typename MatType::elem_type objectiveMargin =
typename MatType::elem_type(0.01),
const typename MatType::elem_type coordinateMargin =
typename MatType::elem_type(0.001),
const size_t trials = 1)
{
FunctionType f;
MatType initialPoint = f.template GetInitialPoint<MatType>();
MatType expectedResult = f.template GetFinalPoint<MatType>();
MultipleTrialOptimizerTest(f, optimizer, initialPoint, expectedResult,
coordinateMargin, typename MatType::elem_type(f.GetFinalObjective()),
objectiveMargin, trials);
}
template<typename MatType = arma::mat, typename LabelsType = arma::Row<size_t>,
typename OptimizerType>
void LogisticRegressionFunctionTest(
OptimizerType& optimizer,
const double trainAccuracyTolerance = Tolerances<MatType>::LRTrainAcc,
const double testAccuracyTolerance = Tolerances<MatType>::LRTestAcc,
const size_t trials = 1)
{
// We have to generate new data for each trial, so we can't use
// MultipleTrialOptimizerTest().
MatType data, testData;
LabelsType responses, testResponses;
for (size_t i = 0; i < trials; ++i)
{
LogisticRegressionTestData(data, testData, responses, testResponses);
MatType data2 = data;
LabelsType responses2 = responses;
ens::test::LogisticRegressionFunction<MatType> lr(data2, responses2, 0.5);
lr.Shuffle(); // We didn't shuffle the data earlier.
MatType coordinates = lr.GetInitialPoint();
optimizer.Optimize(lr, coordinates);
const double acc = lr.ComputeAccuracy(data, responses, coordinates);
const double testAcc = lr.ComputeAccuracy(testData, testResponses,
coordinates);
// Provide a shortcut to try again if we're not on the last trial.
if (i != (trials - 1))
{
if (acc != Approx(100.0).epsilon(trainAccuracyTolerance))
continue;
if (testAcc != Approx(100.0).epsilon(testAccuracyTolerance))
continue;
}
REQUIRE(acc == Approx(100.0).epsilon(trainAccuracyTolerance));
REQUIRE(testAcc == Approx(100.0).epsilon(testAccuracyTolerance));
break;
}
}
} // namespace test
} // namespace ens
#endif
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