def test_ProxElasticNet(self):
"""...Test of ProxElasticNet
"""
coeffs = self.coeffs.copy()
l_enet = 3e-2
ratio = .3
t = 1.7
prox_enet = ProxElasticNet(l_enet, ratio=ratio)
prox_l1 = ProxL1(ratio * l_enet)
prox_l2 = ProxL2Sq((1 - ratio) * l_enet)
self.assertAlmostEqual(prox_enet.value(coeffs),
prox_l1.value(coeffs) + prox_l2.value(coeffs),
delta=1e-15)
out = coeffs.copy()
prox_l1.call(out, t, out)
prox_l2.call(out, t, out)
assert_almost_equal(prox_enet.call(coeffs, step=t), out, decimal=10)
prox_enet = ProxElasticNet(l_enet, ratio=ratio, positive=True)
prox_l1 = ProxL1(ratio * l_enet, positive=True)
prox_l2 = ProxL2Sq((1 - ratio) * l_enet, positive=True)
self.assertAlmostEqual(prox_enet.value(coeffs),
prox_l1.value(coeffs) + prox_l2.value(coeffs),
delta=1e-15)
out = coeffs.copy()
prox_l1.call(out, t, out)
prox_l2.call(out, t, out)
assert_almost_equal(prox_enet.call(coeffs, step=t), out, decimal=10)
def test_prox_multi(self):
"""...Test of ProxMulti
"""
coeffs = self.coeffs.copy()
double_coeffs = np.concatenate([coeffs, coeffs])
half_size = coeffs.shape[0]
full_size = double_coeffs.shape[0]
l_tv = 0.5
t = 1.7
prox_tv = ProxTV(strength=l_tv)
prox_tv_multi = ProxTV(strength=l_tv, range=(0, half_size))
l_enet = 3e-2
ratio = .3
prox_enet = ProxElasticNet(l_enet, ratio=ratio)
prox_enet_multi = ProxElasticNet(l_enet,
ratio=ratio,
range=(half_size, full_size))
prox_multi = ProxMulti((prox_tv_multi, prox_enet_multi))
# Test that the value of the prox is correct
val_multi = prox_multi.value(double_coeffs)
val_correct = prox_enet.value(coeffs) + prox_tv.value(coeffs)
self.assertAlmostEqual(val_multi, val_correct)
# Test that the prox is correct
out1 = prox_tv.call(coeffs, step=t)
out2 = prox_enet.call(coeffs, step=t)
out_correct = np.concatenate([out1, out2])
out_multi = prox_multi.call(double_coeffs, step=t)
np.testing.assert_almost_equal(out_multi, out_correct)
# An example with overlapping coefficients
start1 = 5
end1 = 13
start2 = 10
end2 = 17
prox_tv = ProxTV(strength=l_tv, range=(start1, end1))
prox_enet = ProxElasticNet(strength=l_enet,
ratio=ratio,
range=(start2, end2))
prox_multi = ProxMulti((prox_tv, prox_enet))
val_correct = prox_tv.value(double_coeffs)
val_correct += prox_enet.value(double_coeffs)
val_multi = prox_multi.value(double_coeffs)
self.assertAlmostEqual(val_multi, val_correct)
out_correct = prox_tv.call(double_coeffs)
out_correct = prox_enet.call(out_correct)
out_multi = prox_multi.call(double_coeffs)
np.testing.assert_almost_equal(out_multi, out_correct)