def test_finite_difference_hvp_2x2_non_diagonal(self, a_val, b_val, x_val,
y_val, vector):
"""Test Hessian-vector product for a function with two variables whose Hessian
is non-diagonal.
"""
a_val = [a_val]
b_val = [b_val]
vector = np.array([vector], dtype=np.float32)
policy = HelperPolicy(n_vars=2)
params = policy.get_params()
x, y = params[0], params[1]
a = tf.constant(a_val)
b = tf.constant(b_val)
f = a * (x**3) + b * (y**3) + (x**2) * y + (y**2) * x
expected_hessian = compute_hessian(f, [x, y])
expected_hvp = tf.matmul(vector, expected_hessian)
reg_coeff = 1e-5
hvp = FiniteDifferenceHvp(base_eps=1)
self.sess.run(tf.compat.v1.global_variables_initializer())
self.sess.run(x.assign([x_val]))
self.sess.run(y.assign([y_val]))
hvp.update_hvp(f, policy, (a, b), reg_coeff)
hx = hvp.build_eval((np.array(a_val), np.array(b_val)))
hvp = hx(vector[0])
expected_hvp = expected_hvp.eval()
assert np.allclose(hvp, expected_hvp)
def test_finite_difference_hvp(self):
"""Test Hessian-vector product for a function with one variable."""
policy = HelperPolicy(n_vars=1)
x = policy.get_params()[0]
a_val = np.array([5.0])
a = tf.constant([0.0])
f = a * (x**2)
expected_hessian = 2 * a_val
vector = np.array([10.0])
expected_hvp = expected_hessian * vector
reg_coeff = 1e-5
hvp = FiniteDifferenceHvp()
self.sess.run(tf.compat.v1.global_variables_initializer())
hvp.update_hvp(f, policy, (a, ), reg_coeff)
hx = hvp.build_eval(np.array([a_val]))
computed_hvp = hx(vector)
assert np.allclose(computed_hvp, expected_hvp)
def test_pickleable(self):
policy = HelperPolicy(n_vars=1)
x = policy.get_params()[0]
a_val = np.array([5.0])
a = tf.constant([0.0])
f = a * (x**2)
vector = np.array([10.0])
reg_coeff = 1e-5
hvp = FiniteDifferenceHvp()
self.sess.run(tf.compat.v1.global_variables_initializer())
hvp.update_hvp(f, policy, (a, ), reg_coeff)
hx = hvp.build_eval(np.array([a_val]))
before_pickle = hx(vector)
hvp = pickle.loads(pickle.dumps(hvp))
hvp.update_hvp(f, policy, (a, ), reg_coeff)
after_pickle = hx(vector)
assert np.equal(before_pickle, after_pickle)