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last opt updates and tests

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Max Zwiessele 2013-05-03 14:38:42 +01:00
parent 5321bfc8c9
commit f4b997beb8
2 changed files with 11 additions and 10 deletions
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11
GPy/testing/cgd_tests.py
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@ -14,7 +14,7 @@ from scipy.optimize.optimize import rosen, rosen_der
class Test(unittest.TestCase):
def testMinimizeSquare(self):
N = 2
N = 100
A = numpy.random.rand(N) * numpy.eye(N)
b = numpy.random.rand(N) * 0
f = lambda x: numpy.dot(x.T.dot(A), x) - numpy.dot(x.T, b)
@ -25,7 +25,7 @@ class Test(unittest.TestCase):
restarts = 10
for _ in range(restarts):
try:
x0 = numpy.random.randn(N) * .5
x0 = numpy.random.randn(N) * 300
res = opt.opt(f, df, x0, messages=0,
maxiter=1000, gtol=1e-10)
assert numpy.allclose(res[0], 0, atol=1e-3)
@ -37,10 +37,9 @@ class Test(unittest.TestCase):
raise AssertionError("Test failed for {} restarts".format(restarts))
def testRosen(self):
N = 2
N = 20
f = rosen
df = rosen_der
x0 = numpy.random.randn(N) * .5
opt = CGD()
@ -49,8 +48,8 @@ class Test(unittest.TestCase):
try:
x0 = numpy.random.randn(N) * .5
res = opt.opt(f, df, x0, messages=0,
maxiter=1000, gtol=1e-2)
assert numpy.allclose(res[0], 1, atol=.01)
maxiter=5e2, gtol=1e-2)
assert numpy.allclose(res[0], 1, atol=.1)
break
except:
# RESTART