def test_hess_vec(self):
# f(x, y) = x^3 + y^2
func = lambda x: x[0] ** 3 + x[1] ** 2
x = np.array([2.0, 3.0])
v = np.array([1.0, 0.1])
hess_vec_test = hess_vec_finite_diff(func, x, v, eps=1e-5)
hess_vec_real = np.array([12, 0.2])
assert_array_almost_equal(hess_vec_real, hess_vec_test, decimal=3)
v = np.array([1.0, -0.1])
hess_vec_test = hess_vec_finite_diff(func, x, v, eps=1e-5)
hess_vec_real = np.array([12, -0.2])
assert_array_almost_equal(hess_vec_real, hess_vec_test, decimal=3)
def main():
danger = []
for _ in range(10):
A = np.random.uniform(0, 1000, (5, 5))
b = np.random.uniform(0, 1000, 5)
regcoef = np.random.uniform(0, 100, 1)
oracle = oracles.create_log_reg_oracle(A, b, regcoef)
diffs = []
for i in range(100):
x = np.random.uniform(0, 100, 5)
v = np.random.uniform(0, 100, 5)
hess_vec_finite = oracles.hess_vec_finite_diff(oracle.func, x, v)
hess_vec_oracle = oracle.hess_vec(x, v)
diff = np.abs(hess_vec_finite - hess_vec_oracle)
if max(diff) > 1:
danger.append((A, b, regcoef, x, v))
diffs.append(max(diff))
print(max(diffs))
print(len(danger))
def check_hess_vec():
m, n = 1000, 500
A = np.random.randn(m, n)
b = np.sign(np.random.randn(m))
regcoef = 1 / m
x = np.random.randn(n)
v = np.random.randn(n)
logreg_oracle = create_log_reg_oracle(A, b, regcoef, oracle_type='optimized')
v1 = logreg_oracle.hess_vec(x, v)
v2 = hess_vec_finite_diff(logreg_oracle.func, x, v, eps=1e-6)
res = np.allclose(v1, v2, atol=1e-2, rtol=1e-1)
print(v1[:10])
print(v2[:10])
if res:
print("Logreg hess_vec is OK!")
else:
print("Something wrong.")
return res