def test_hess_finite_diff_1():
# Quadratic function.
A = np.eye(3)
b = np.array([1, 2, 3])
quadratic = oracles.QuadraticOracle(A, b)
H = oracles.hess_finite_diff(quadratic.func, np.zeros(3))
ok_(isinstance(H, np.ndarray))
ok_(np.allclose(H, A))
def test_hess_finite_diff_2():
# f(x, y) = x^3 + y^2
func = lambda x: x[0]**3 + x[1]**2
x = np.array([2.0, 3.0])
eps = 1e-5
H = oracles.hess_finite_diff(func, x, eps)
ok_(isinstance(H, np.ndarray))
ok_(np.allclose(H, [[12.0, 0.], [0., 2.0]], atol=1e-3))
def main():
A = np.random.uniform(0, 10, (5, 5))
b = np.random.uniform(0, 10, 5)
regcoef = np.random.uniform(0, 10, 1)
oracle = oracles.create_log_reg_oracle(A, b, regcoef)
print(A)
print(b)
print(regcoef)
for i in range(10):
x = np.random.uniform(0, 10, 5)
grad_oracle = oracle.grad(x)
hess_oracle = oracle.hess(x)
grad_finite = oracles.grad_finite_diff(oracle.func, x)
hess_finite = oracles.hess_finite_diff(oracle.func, x)
diff_grad = np.abs(grad_finite - grad_oracle)
diff_hess = np.abs(hess_finite - hess_oracle)
#print(i)
#print(grad_oracle)
#print(grad_finite)
print(np.max(diff_hess))