def test_variance_reduction_setting(self):
"""...Test SAGA variance_reduction parameter is correctly set
"""
svrg = SAGA()
self.assertEqual(svrg.variance_reduction, 'last')
self.assertEqual(svrg._solver.get_variance_reduction(),
_SAGA.VarianceReductionMethod_Last)
svrg = SAGA(variance_reduction='rand')
self.assertEqual(svrg.variance_reduction, 'rand')
self.assertEqual(svrg._solver.get_variance_reduction(),
_SAGA.VarianceReductionMethod_Random)
svrg.variance_reduction = 'avg'
self.assertEqual(svrg.variance_reduction, 'avg')
self.assertEqual(svrg._solver.get_variance_reduction(),
_SAGA.VarianceReductionMethod_Average)
svrg.variance_reduction = 'rand'
self.assertEqual(svrg.variance_reduction, 'rand')
self.assertEqual(svrg._solver.get_variance_reduction(),
_SAGA.VarianceReductionMethod_Random)
svrg.variance_reduction = 'last'
self.assertEqual(svrg.variance_reduction, 'last')
self.assertEqual(svrg._solver.get_variance_reduction(),
_SAGA.VarianceReductionMethod_Last)
with self.assertRaises(ValueError):
svrg.variance_reduction = 'wrong_name'
def test_variance_reduction_setting(self):
"""...SolverTest SAGA variance_reduction parameter is correctly set"""
svrg = SAGA()
coeffs0 = weights_sparse_gauss(20, nnz=5, dtype=self.dtype)
interc0 = None
X, y = SimuLogReg(coeffs0,
interc0,
n_samples=3000,
verbose=False,
seed=123,
dtype=self.dtype).simulate()
model = ModelLogReg().fit(X, y)
svrg.set_model(model)
svrg.astype(self.dtype)
self.assertEqual(svrg.variance_reduction, 'last')
self.assertEqual(svrg._solver.get_variance_reduction(),
SAGA_VarianceReductionMethod_Last)
svrg = SAGA(variance_reduction='rand')
svrg.set_model(model)
svrg.astype(self.dtype)
self.assertEqual(svrg.variance_reduction, 'rand')
self.assertEqual(svrg._solver.get_variance_reduction(),
SAGA_VarianceReductionMethod_Random)
svrg.variance_reduction = 'avg'
self.assertEqual(svrg.variance_reduction, 'avg')
self.assertEqual(svrg._solver.get_variance_reduction(),
SAGA_VarianceReductionMethod_Average)
svrg.variance_reduction = 'rand'
self.assertEqual(svrg.variance_reduction, 'rand')
self.assertEqual(svrg._solver.get_variance_reduction(),
SAGA_VarianceReductionMethod_Random)
svrg.variance_reduction = 'last'
self.assertEqual(svrg.variance_reduction, 'last')
self.assertEqual(svrg._solver.get_variance_reduction(),
SAGA_VarianceReductionMethod_Last)
with self.assertRaises(ValueError):
svrg.variance_reduction = 'wrong_name'
