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
116
117
118
|
#include <cassert>
#include <iostream>
#include <sstream>
#include <boost/program_options/variables_map.hpp>
#include "optimize.h"
#include "online_optimizer.h"
#include "sparse_vector.h"
#include "fdict.h"
using namespace std;
double TestOptimizer(BatchOptimizer* opt) {
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
vector<double> x(3);
vector<double> g(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->Optimize(obj, g, &x);
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 (!opt->HasConverged());
return obj;
}
double TestPersistentOptimizer(BatchOptimizer* opt) {
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
vector<double> x(3);
vector<double> g(3);
x[0] = 8;
x[1] = 8;
x[2] = 8;
double obj = 0;
string state;
bool converged = false;
while (!converged) {
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;
{
if (state.size() > 0) {
istringstream is(state, ios::binary);
opt->Load(&is);
}
opt->Optimize(obj, g, &x);
ostringstream os(ios::binary); opt->Save(&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;
converged = opt->HasConverged();
if (!converged) {
// now screw up the state (should be undone by Load)
obj += 2.0;
g[1] = -g[2];
vector<double> x2 = x;
try {
opt->Optimize(obj, g, &x2);
} catch (...) { }
}
}
return obj;
}
template <class O>
void TestOptimizerVariants(int num_vars) {
O oa(num_vars);
cerr << "-------------------------------------------------------------------------\n";
cerr << "TESTING: " << oa.Name() << endl;
double o1 = TestOptimizer(&oa);
O ob(num_vars);
double o2 = TestPersistentOptimizer(&ob);
if (o1 != o2) {
cerr << oa.Name() << " VARIANTS PERFORMED DIFFERENTLY!\n" << o1 << " vs. " << o2 << endl;
exit(1);
}
cerr << oa.Name() << " SUCCESS\n";
}
using namespace std::tr1;
void TestOnline() {
size_t N = 20;
double C = 1.0;
double eta0 = 0.2;
shared_ptr<LearningRateSchedule> r(new ExponentialDecayLearningRate(N, eta0, 0.85));
//shared_ptr<LearningRateSchedule> r(new StandardLearningRate(N, eta0));
CumulativeL1OnlineOptimizer opt(r, N, C, std::vector<int>());
assert(r->eta(10) < r->eta(1));
}
int main() {
int n = 3;
TestOptimizerVariants<LBFGSOptimizer>(n);
TestOptimizerVariants<RPropOptimizer>(n);
TestOnline();
return 0;
}
|
