def test_1(self):
(f, g) = svmalgencan(self.rows, self.cols, self.vals, self.labels,
self.weight, self.penalty, 0)
expected = np.repeat(2/3, self.n)
diff = np.linalg.norm(self.weight - expected)
self.assertLessEqual(diff, 1e-12, '|w* - w|')
self.assertAlmostEqual(g, 0, delta=1e-12, msg='|grad|')
def algencan(self, penalty, epsopt, suppress=True):
watch = StopWatch()
with watch, NoStdout(suppress):
(f, g) = svmalgencan(self.rows, self.cols, self.vals, self.labels, self.weight, penalty, epsopt)
return RunResult('reference algencan', 1, watch.total_seconds, penalty, f, g, self.accuracy())
