mirror of https://github.com/davisking/dlib.git
Added tests for the least squares code.
--HG-- extra : convert_revision : svn%3Afdd8eb12-d10e-0410-9acb-85c331704f74/trunk%403928
This commit is contained in:
Davis King
parent
9a67ee4cf6
commit
9ea9e092a6
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@ -45,6 +45,7 @@ set (tests
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is_same_object.cpp
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kcentroid.cpp
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kernel_matrix.cpp
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least_squares.cpp
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linear_manifold_regularizer.cpp
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lz77_buffer.cpp
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map.cpp
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@ -0,0 +1,433 @@
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// Copyright (C) 2010 Davis E. King (davis@dlib.net)
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// License: Boost Software License See LICENSE.txt for the full license.
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#include <dlib/optimization.h>
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#include "optimization_test_functions.h"
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#include <sstream>
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#include <string>
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#include <cstdlib>
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#include <ctime>
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#include <vector>
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#include "../rand.h"
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#include "tester.h"
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namespace
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{
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using namespace test;
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using namespace dlib;
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using namespace std;
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using namespace dlib::test_functions;
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logger dlog("test.least_squares");
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// ----------------------------------------------------------------------------------------
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void test_with_chebyquad()
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{
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print_spinner();
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{
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matrix<double,0,1> ch;
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ch = chebyquad_start(2);
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solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
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&chebyquad_residual,
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derivative(&chebyquad_residual),
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range(0,ch.size()-1),
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ch);
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dlog << LINFO << "chebyquad 2 obj: " << chebyquad(ch);
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dlog << LINFO << "chebyquad 2 der: " << length(chebyquad_derivative(ch));
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dlog << LINFO << "chebyquad 2 error: " << length(ch - chebyquad_solution(2));
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DLIB_TEST(length(ch - chebyquad_solution(2)) < 1e-5);
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}
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{
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matrix<double,0,1> ch;
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ch = chebyquad_start(2);
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solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
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&chebyquad_residual,
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derivative(&chebyquad_residual),
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range(0,ch.size()-1),
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ch);
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dlog << LINFO << "LM chebyquad 2 obj: " << chebyquad(ch);
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dlog << LINFO << "LM chebyquad 2 der: " << length(chebyquad_derivative(ch));
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dlog << LINFO << "LM chebyquad 2 error: " << length(ch - chebyquad_solution(2));
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DLIB_TEST(length(ch - chebyquad_solution(2)) < 1e-5);
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}
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print_spinner();
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{
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matrix<double,2,1> ch;
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ch = chebyquad_start(2);
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solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
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&chebyquad_residual,
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derivative(&chebyquad_residual),
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range(0,ch.size()-1),
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ch);
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dlog << LINFO << "chebyquad 2 obj: " << chebyquad(ch);
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dlog << LINFO << "chebyquad 2 der: " << length(chebyquad_derivative(ch));
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dlog << LINFO << "chebyquad 2 error: " << length(ch - chebyquad_solution(2));
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DLIB_TEST(length(ch - chebyquad_solution(2)) < 1e-5);
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}
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print_spinner();
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{
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matrix<double,2,1> ch;
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ch = chebyquad_start(2);
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solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
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&chebyquad_residual,
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derivative(&chebyquad_residual),
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range(0,ch.size()-1),
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ch);
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dlog << LINFO << "LM chebyquad 2 obj: " << chebyquad(ch);
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dlog << LINFO << "LM chebyquad 2 der: " << length(chebyquad_derivative(ch));
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dlog << LINFO << "LM chebyquad 2 error: " << length(ch - chebyquad_solution(2));
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DLIB_TEST(length(ch - chebyquad_solution(2)) < 1e-5);
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}
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print_spinner();
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{
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matrix<double,0,1> ch;
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ch = chebyquad_start(4);
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solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
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&chebyquad_residual,
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derivative(&chebyquad_residual),
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range(0,ch.size()-1),
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ch);
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dlog << LINFO << "chebyquad 4 obj: " << chebyquad(ch);
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dlog << LINFO << "chebyquad 4 der: " << length(chebyquad_derivative(ch));
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dlog << LINFO << "chebyquad 4 error: " << length(ch - chebyquad_solution(4));
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DLIB_TEST(length(ch - chebyquad_solution(4)) < 1e-5);
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}
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print_spinner();
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{
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matrix<double,0,1> ch;
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ch = chebyquad_start(4);
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solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
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&chebyquad_residual,
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derivative(&chebyquad_residual),
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range(0,ch.size()-1),
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ch);
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dlog << LINFO << "LM chebyquad 4 obj: " << chebyquad(ch);
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dlog << LINFO << "LM chebyquad 4 der: " << length(chebyquad_derivative(ch));
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dlog << LINFO << "LM chebyquad 4 error: " << length(ch - chebyquad_solution(4));
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DLIB_TEST(length(ch - chebyquad_solution(4)) < 1e-5);
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}
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print_spinner();
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{
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matrix<double,0,1> ch;
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ch = chebyquad_start(6);
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solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
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&chebyquad_residual,
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derivative(&chebyquad_residual),
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range(0,ch.size()-1),
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ch);
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dlog << LINFO << "chebyquad 6 obj: " << chebyquad(ch);
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dlog << LINFO << "chebyquad 6 der: " << length(chebyquad_derivative(ch));
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dlog << LINFO << "chebyquad 6 error: " << length(ch - chebyquad_solution(6));
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// the ch variable contains a permutation of what is in chebyquad_solution(6).
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// Apparently there is more than one minimum?. Just check that the objective
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// goes to zero.
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DLIB_TEST(chebyquad(ch) < 1e-10);
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}
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print_spinner();
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{
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matrix<double,0,1> ch;
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ch = chebyquad_start(6);
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solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
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&chebyquad_residual,
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derivative(&chebyquad_residual),
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range(0,ch.size()-1),
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ch);
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dlog << LINFO << "LM chebyquad 6 obj: " << chebyquad(ch);
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dlog << LINFO << "LM chebyquad 6 der: " << length(chebyquad_derivative(ch));
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dlog << LINFO << "LM chebyquad 6 error: " << length(ch - chebyquad_solution(6));
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DLIB_TEST(chebyquad(ch) < 1e-10);
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}
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print_spinner();
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{
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matrix<double,0,1> ch;
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ch = chebyquad_start(8);
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solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
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&chebyquad_residual,
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derivative(&chebyquad_residual),
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range(0,ch.size()-1),
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ch);
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dlog << LINFO << "chebyquad 8 obj: " << chebyquad(ch);
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dlog << LINFO << "chebyquad 8 der: " << length(chebyquad_derivative(ch));
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dlog << LINFO << "chebyquad 8 error: " << length(ch - chebyquad_solution(8));
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DLIB_TEST(length(ch - chebyquad_solution(8)) < 1e-5);
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}
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print_spinner();
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{
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matrix<double,0,1> ch;
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ch = chebyquad_start(8);
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solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
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&chebyquad_residual,
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derivative(&chebyquad_residual),
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range(0,ch.size()-1),
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ch);
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dlog << LINFO << "LM chebyquad 8 obj: " << chebyquad(ch);
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dlog << LINFO << "LM chebyquad 8 der: " << length(chebyquad_derivative(ch));
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dlog << LINFO << "LM chebyquad 8 error: " << length(ch - chebyquad_solution(8));
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DLIB_TEST(length(ch - chebyquad_solution(8)) < 1e-5);
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}
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}
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// ----------------------------------------------------------------------------------------
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void test_with_brown()
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{
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print_spinner();
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{
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matrix<double,4,1> ch;
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ch = brown_start();
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solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
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&brown_residual,
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derivative(&brown_residual),
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range(1,20),
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ch);
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dlog << LINFO << "brown obj: " << brown(ch);
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dlog << LINFO << "brown der: " << length(brown_derivative(ch));
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dlog << LINFO << "brown error: " << length(ch - brown_solution());
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DLIB_TEST(length(ch - brown_solution()) < 1e-5);
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}
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print_spinner();
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{
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matrix<double,4,1> ch;
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ch = brown_start();
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solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
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&brown_residual,
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derivative(&brown_residual),
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range(1,20),
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ch);
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dlog << LINFO << "LM brown obj: " << brown(ch);
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dlog << LINFO << "LM brown der: " << length(brown_derivative(ch));
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dlog << LINFO << "LM brown error: " << length(ch - brown_solution());
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DLIB_TEST(length(ch - brown_solution()) < 1e-5);
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}
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}
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// ----------------------------------------------------------------------------------------
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void test_with_rosen()
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{
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print_spinner();
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{
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matrix<double,2,1> ch;
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ch = rosen_start<double>();
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solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
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&rosen_residual<double>,
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&rosen_residual_derivative<double>,
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range(1,20),
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ch);
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dlog << LINFO << "rosen obj: " << rosen(ch);
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dlog << LINFO << "rosen error: " << length(ch - rosen_solution<double>());
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DLIB_TEST(length(ch - rosen_solution<double>()) < 1e-5);
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}
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print_spinner();
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{
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matrix<double,2,1> ch;
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ch = rosen_start<double>();
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solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
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&rosen_residual<double>,
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&rosen_residual_derivative<double>,
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range(1,20),
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ch);
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dlog << LINFO << "lm rosen obj: " << rosen(ch);
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dlog << LINFO << "lm rosen error: " << length(ch - rosen_solution<double>());
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DLIB_TEST(length(ch - rosen_solution<double>()) < 1e-5);
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}
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print_spinner();
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{
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matrix<double,2,1> ch;
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ch = rosen_start<double>();
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solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
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&rosen_residual<double>,
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derivative(&rosen_residual<double>),
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range(1,20),
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ch);
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dlog << LINFO << "rosen obj: " << rosen(ch);
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dlog << LINFO << "rosen error: " << length(ch - rosen_solution<double>());
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DLIB_TEST(length(ch - rosen_solution<double>()) < 1e-5);
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}
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print_spinner();
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{
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matrix<float,2,1> ch;
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ch = rosen_start<float>();
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solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
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&rosen_residual<float>,
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derivative(&rosen_residual<float>),
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range(1,20),
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ch);
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dlog << LINFO << "float rosen obj: " << rosen(ch);
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dlog << LINFO << "float rosen error: " << length(ch - rosen_solution<float>());
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DLIB_TEST(length(ch - rosen_solution<float>()) < 1e-5);
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}
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print_spinner();
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{
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matrix<float,2,1> ch;
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ch = rosen_start<float>();
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solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
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&rosen_residual<float>,
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derivative(&rosen_residual<float>),
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range(1,20),
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ch);
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dlog << LINFO << "LM float rosen obj: " << rosen(ch);
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dlog << LINFO << "LM float rosen error: " << length(ch - rosen_solution<float>());
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DLIB_TEST(length(ch - rosen_solution<float>()) < 1e-5);
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}
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print_spinner();
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{
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matrix<double,2,1> ch;
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ch = rosen_start<double>();
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solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
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&rosen_residual<double>,
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derivative(&rosen_residual<double>),
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range(1,20),
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ch);
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dlog << LINFO << "LM rosen obj: " << rosen(ch);
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dlog << LINFO << "LM rosen error: " << length(ch - rosen_solution<double>());
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DLIB_TEST(length(ch - rosen_solution<double>()) < 1e-5);
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}
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print_spinner();
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{
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matrix<double,2,1> ch;
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ch = rosen_big_start<double>();
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solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
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&rosen_big_residual<double>,
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derivative(&rosen_big_residual<double>),
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range(1,2),
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ch);
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dlog << LINFO << "rosen big obj: " << rosen_big(ch);
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dlog << LINFO << "rosen big error: " << length(ch - rosen_big_solution<double>());
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DLIB_TEST(length(ch - rosen_big_solution<double>()) < 1e-5);
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}
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}
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// ----------------------------------------------------------------------------------------
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class optimization_tester : public tester
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{
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public:
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optimization_tester (
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) :
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tester ("test_least_squares",
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"Runs tests on the least squares optimization component.")
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{}
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void perform_test (
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)
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{
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test_with_chebyquad();
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test_with_brown();
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test_with_rosen();
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}
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} a;
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}
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@ -55,6 +55,7 @@ SRC += image.cpp
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SRC += is_same_object.cpp
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SRC += kcentroid.cpp
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SRC += kernel_matrix.cpp
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SRC += least_squares.cpp
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SRC += linear_manifold_regularizer.cpp
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SRC += lz77_buffer.cpp
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SRC += map.cpp
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@ -155,7 +155,7 @@ namespace dlib
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T rosen_big ( const matrix<T,2,1>& m)
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{
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using std::pow;
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return 0.5*(pow(rosen_big_residual(1,m),2) + pow(rosen_big_residual(2,m)));
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return 0.5*(pow(rosen_big_residual(1,m),2) + pow(rosen_big_residual(2,m),2));
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}
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template <typename T>
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@ -208,6 +208,25 @@ namespace dlib
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}
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}
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template <typename T>
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matrix<T,2,1> rosen_residual_derivative (int i, const matrix<T,2,1>& m)
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{
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const T x = m(0);
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const T y = m(1);
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matrix<T,2,1> d;
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if (i == 1)
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{
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d = -20*x, 10;
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}
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else
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{
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d = -1, 0;
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}
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return d;
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}
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template <typename T>
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const matrix<T,2,1> rosen_derivative ( const matrix<T,2,1>& m)
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{
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