def test_neuralNetwork_sgd():
from sklearn.neural_network._stochastic_optimizers import SGDOptimizer
np.random.seed(2019)
X = np.random.normal(size=(1, 500))
target = 3.9285985 * X
nn = NeuralNetwork(inputs=1,
neurons=3,
outputs=1,
activations='sigmoid',
silent=True)
nn.addLayer()
nn.addLayer()
nn.addOutputLayer(activations='identity')
learning_rate = 0.001
yhat = nn.forward_pass(X)
nn.backpropagation(yhat.T, target.T)
nn.learning_rate = learning_rate
initial_params = copy.deepcopy(nn.weights + nn.biases)
nn.sgd()
grad = nn.d_weights + nn.d_biases
params = nn.weights + nn.biases
change = [p - i_p for p, i_p in zip(params, initial_params)]
skl_sgd = SGDOptimizer(params=initial_params,
learning_rate_init=learning_rate,
nesterov=False,
momentum=1.0)
upd = skl_sgd._get_updates(grad)
for update_nn, update_skl in zip(change, upd):
assert update_nn == pytest.approx(update_skl)
