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## rm(list=ls())
## library("testthat")
## library("optimParallel", lib.loc = "../../../lib/")
context("test-optimParallel")
source("testsetup.R")
x <- rnorm(1000, 2, .4)
f1 <- function(par, x){
# print(par)
-sum(dnorm(x, par[1], par[2], log=TRUE))
}
f2 <- function(par, y){
# print(y)
-sum(dnorm(y, par[1], par[2], log=TRUE))
}
f3 <- function(par){
-sum(par)
}
f4 <- function(par){
# cat("f:", par, "\n")
# Sys.sleep(1)
sum(par^2)
}
g4 <- function(par){
# cat("g:", par,"\n")
# Sys.sleep(1)
2*par
}
f5 <- function(par, a){
# cat("f:", par, "\n")
# Sys.sleep(1)
sum(par^2)+a
}
g5 <- function(par, a){
# cat("g:", par,"\n")
# print(a)
# Sys.sleep(1)
2*par
}
f6 <- function(par){
par[1]^2+(1-par[2])^2
}
f7 <- function(x, ...){
dots <- list(...)
if(!identical(dots, list()))
return(sum((x-dots[[1]])^2))
sum(x^2)
}
f8 <- function(zz, x){
# print(par)
-sum(dnorm(x, zz[1], zz[2], log=TRUE))
}
test_that("optimParallel",{
compareOptim(list(par=c(2,1), fn=f1, x=x, lower=c(-Inf,0.001),
control=list(factr=factr)), verbose=verbose)
compareOptim(list(par=c(2,1), fn=f1, x=x,
lower=c(-Inf,0.001),
control=list(factr=factr)),
parallel=list(forward=TRUE),
verbose=verbose, tolerance=1e-2)
compareOptim(list(par=c(12,100), fn=f1, x=x,
lower=c(-Inf,0.001),
control=list(factr=factr)), verbose=verbose)
compareOptim(list(par=c(12,100), fn=f1, x=x,
lower=c(-Inf,0.001),
control=list(factr=factr)),
parallel=list(forward=TRUE), tolerance=1e-2,
verbose=verbose)
compareOptim(list(par=c(12,100), fn=f2, y=x,
lower=c(-Inf,0.001),
control=list(factr=factr)), verbose=verbose)
expect_error(optimParallel(par=c(12,100), fn=f2,
method = "L-BFGS-B",
lower=c(-Inf,0.001),
control=list(factr=factr)),
"argument \"y\" is missing, with no default")
})
test_that("bounds",{
compareOptim(list(par=c(2), fn=f3,
upper = c(10),
control=list(factr=factr)),
verbose=verbose)
compareOptim(list(par=c(2), fn=f3,
upper = c(10),
control=list(factr=factr)),
parallel=list(forward=TRUE),
verbose=verbose)
compareOptim(list(par=c(2,1), fn=f3,
upper = c(10,15),
control=list(factr=factr)),
verbose=verbose)
compareOptim(list(par=c(2,1), fn=f3,
upper = c(10,15),
control=list(factr=factr)),
parallel=list(forward=TRUE),
verbose=verbose)
compareOptim(list(par=c(12,100), fn=function(x) sum(x),
lower=c(14,-21),
control=list(factr=factr)), verbose=verbose)
compareOptim(list(par=c(12,100), fn=function(x) sum(x),
lower=c(14,-21),
control=list(factr=factr)),
parallel=list(forward=TRUE), verbose=verbose)
})
test_that("ndeps",{
compareOptim(list(par=c(2,1), fn=f1, x=x,
lower=c(-Inf,0.001),
control=list(factr=factr, ndeps=c(.1,.1))),
verbose=verbose)
## compareOptim(list(par=c(2,1), fn=f1,
## lower=c(-Inf,0.001),
## control=list(factr=factr, ndeps=c(.1,.1))),
## parallel=list(forward=TRUE), tolerance=1e-3,
## verbose=verbose)
compareOptim(list(par=c(12,100), fn=f1, x=x,
lower=c(-Inf,0.001),
control=list(factr=factr, ndeps=c(.1,.1))),
verbose=verbose)
## compareOptim(list(par=c(12,100), fn=f1,
## lower=c(-Inf,0.001),
## control=list(factr=factr, ndeps=c(.1,.1))),
## parallel=list(forward=TRUE), tolerance=1e-3,
## verbose=verbose)
})
test_that("fnscale",{
compareOptim(list(par=c(2,1), fn=f1, x=x,
lower=c(-Inf,0.001),
control=list(factr=factr, fnscale=1000)), verbose=verbose)
compareOptim(list(par=c(2,1), fn=f1, x=x,
lower=c(-Inf,0.001),
control=list(factr=factr, fnscale=1000)),
parallel=list(forward=TRUE), tolerance=1e-3,
verbose=verbose)
})
test_that("parscale",{
compareOptim(list(par=c(2,1), fn=f1, x=x,
lower=c(-Inf,0.001),
control=list(factr=factr,
parscale=c(2,4))),
verbose=verbose)
compareOptim(list(par=c(2,1), fn=f1, x=x,
lower=c(-Inf,0.001),
control=list(parscale=c(2,4), maxit=1)),
parallel=list(forward=TRUE), tolerance=1e-2,
verbose=verbose)
compareOptim(list(par=c(2,1), fn=f1, x=x, lower=c(-Inf,0.001),
control=list(factr=factr, parscale=c(.2,4))), verbose=verbose)
## compareOptim(list(par=c(2,1), fn=f1, lower=c(-Inf,0.001),
## control=list(factr=factr, parscale=c(.2,4))),
## parallel=list(forward=TRUE), tolerance=1e-3, verbose=verbose)
})
test_that("gradient",{
compareOptim(list(par=c(2), fn=f4, gr=g4,
control=list(factr=factr)),
verbose=verbose)
compareOptim(list(par=c(2,1), fn=f4, gr=g4,
control=list(factr=factr)),
verbose=verbose)
compareOptim(list(par=c(3,2,1), fn=f4, gr=g4,
control=list(factr=factr)),
verbose=verbose)
})
test_that("... args",{
compareOptim(list(par=c(2), fn=f5, gr=g5,
control=list(factr=factr), a=1),
verbose=verbose)
compareOptim(list(par=c(2), fn=f5,
control=list(factr=factr), a=1),
verbose=verbose)
})
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