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oh huge bug in checkgrad global

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Max Zwiessele 2014-03-11 16:22:45 +00:00
parent 10608a4565
commit 85a471e0f6
1 changed files with 8 additions and 6 deletions
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14
GPy/core/model.py
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@ -253,7 +253,7 @@ class Model(Parameterized):
sgd.run()
self.optimization_runs.append(sgd)
def _checkgrad(self, target_param=None, verbose=False, step=1e-6, tolerance=1e-3):
def _checkgrad(self, target_param=None, verbose=False, step=1e-6, tolerance=1e-3, _debug=False):
"""
Check the gradient of the ,odel by comparing to a numerical
estimate. If the verbose flag is passed, invividual
@ -271,7 +271,7 @@ class Model(Parameterized):
and numerical gradients is within <tolerance> of unity.
"""
x = self._get_params_transformed().copy()
if not verbose:
# make sure only to test the selected parameters
if target_param is None:
@ -298,12 +298,12 @@ class Model(Parameterized):
dx = dx[transformed_index]
gradient = gradient[transformed_index]
denominator = (2 * np.dot(dx, gradient))
global_ratio = (f1 - f2) / np.where(denominator==0., 1e-32, denominator)
gloabl_diff = (f1 - f2) - denominator
return (np.abs(1. - global_ratio) < tolerance) or (np.abs(gloabl_diff) < tolerance)
return (np.abs(1. - global_ratio) < tolerance) or (np.abs(gloabl_diff) == 0)
else:
# check the gradient of each parameter individually, and do some pretty printing
try:
@ -349,6 +349,8 @@ class Model(Parameterized):
xx[xind] -= 2.*step
f2 = self.objective_function(xx)
numerical_gradient = (f1 - f2) / (2 * step)
if _debug:
self.gradient[xind] = numerical_gradient
if np.all(gradient[xind]==0): ratio = (f1-f2) == gradient[xind]
else: ratio = (f1 - f2) / (2 * step * gradient[xind])
difference = np.abs((f1 - f2) / 2 / step - gradient[xind])
@ -366,7 +368,7 @@ class Model(Parameterized):
ng = '%.6f' % float(numerical_gradient)
grad_string = "{0:<{c0}}|{1:^{c1}}|{2:^{c2}}|{3:^{c3}}|{4:^{c4}}".format(formatted_name, r, d, g, ng, c0=cols[0] + 9, c1=cols[1], c2=cols[2], c3=cols[3], c4=cols[4])
print grad_string
self._set_params_transformed(x)
return ret