1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
|
#include <cassert>
#include <iostream>
#include <sstream>
#include "lbfgs.h"
#include "sparse_vector.h"
#include "fdict.h"
using namespace std;
double TestOptimizer() {
cerr << "TESTING NON-PERSISTENT OPTIMIZER\n";
// f(x,y) = 4x1^2 + x1*x2 + x2^2 + x3^2 + 6x3 + 5
// df/dx1 = 8*x1 + x2
// df/dx2 = 2*x2 + x1
// df/dx3 = 2*x3 + 6
double x[3];
double g[3];
scitbx::lbfgs::minimizer<double> opt(3);
scitbx::lbfgs::traditional_convergence_test<double> converged(3);
x[0] = 8;
x[1] = 8;
x[2] = 8;
double obj = 0;
do {
g[0] = 8 * x[0] + x[1];
g[1] = 2 * x[1] + x[0];
g[2] = 2 * x[2] + 6;
obj = 4 * x[0]*x[0] + x[0] * x[1] + x[1]*x[1] + x[2]*x[2] + 6 * x[2] + 5;
opt.run(x, obj, g);
if (!opt.requests_f_and_g()) {
if (converged(x,g)) break;
opt.run(x, obj, g);
}
cerr << x[0] << " " << x[1] << " " << x[2] << endl;
cerr << " obj=" << obj << "\td/dx1=" << g[0] << " d/dx2=" << g[1] << " d/dx3=" << g[2] << endl;
cerr << opt << endl;
} while (true);
return obj;
}
double TestPersistentOptimizer() {
cerr << "\nTESTING PERSISTENT OPTIMIZER\n";
// f(x,y) = 4x1^2 + x1*x2 + x2^2 + x3^2 + 6x3 + 5
// df/dx1 = 8*x1 + x2
// df/dx2 = 2*x2 + x1
// df/dx3 = 2*x3 + 6
double x[3];
double g[3];
scitbx::lbfgs::traditional_convergence_test<double> converged(3);
x[0] = 8;
x[1] = 8;
x[2] = 8;
double obj = 0;
string state;
do {
g[0] = 8 * x[0] + x[1];
g[1] = 2 * x[1] + x[0];
g[2] = 2 * x[2] + 6;
obj = 4 * x[0]*x[0] + x[0] * x[1] + x[1]*x[1] + x[2]*x[2] + 6 * x[2] + 5;
{
scitbx::lbfgs::minimizer<double> opt(3);
if (state.size() > 0) {
istringstream is(state, ios::binary);
opt.deserialize(&is);
}
opt.run(x, obj, g);
ostringstream os(ios::binary); opt.serialize(&os); state = os.str();
}
cerr << x[0] << " " << x[1] << " " << x[2] << endl;
cerr << " obj=" << obj << "\td/dx1=" << g[0] << " d/dx2=" << g[1] << " d/dx3=" << g[2] << endl;
} while (!converged(x, g));
return obj;
}
void TestSparseVector() {
cerr << "Testing SparseVector<double> serialization.\n";
int f1 = FD::Convert("Feature_1");
int f2 = FD::Convert("Feature_2");
FD::Convert("LanguageModel");
int f4 = FD::Convert("SomeFeature");
int f5 = FD::Convert("SomeOtherFeature");
SparseVector<double> g;
g.set_value(f2, log(0.5));
g.set_value(f4, log(0.125));
g.set_value(f1, 0);
g.set_value(f5, 23.777);
ostringstream os;
double iobj = 1.5;
B64::Encode(iobj, g, &os);
cerr << iobj << "\t" << g << endl;
string data = os.str();
cout << data << endl;
SparseVector<double> v;
double obj;
assert(B64::Decode(&obj, &v, &data[0], data.size()));
cerr << obj << "\t" << v << endl;
assert(obj == iobj);
assert(g.size() == v.size());
}
int main() {
double o1 = TestOptimizer();
double o2 = TestPersistentOptimizer();
if (o1 != o2) {
cerr << "OPTIMIZERS PERFORMED DIFFERENTLY!\n" << o1 << " vs. " << o2 << endl;
return 1;
}
TestSparseVector();
cerr << "SUCCESS\n";
return 0;
}
|
