def test_3sum(self):
nP = 90
alpha1 = 0.3
alpha2 = 0.6
alpha3inv = 9
phi1 = objectivefunction.L2ObjectiveFunction(W=sp.eye(nP))
phi2 = objectivefunction.L2ObjectiveFunction(W=sp.eye(nP))
phi3 = objectivefunction.L2ObjectiveFunction(W=sp.eye(nP))
phi = alpha1 * phi1 + alpha2 * phi2 + phi3 / alpha3inv
m = np.random.rand(nP)
self.assertTrue(
np.all(phi.multipliers == np.r_[alpha1, alpha2, 1. / alpha3inv])
)
self.assertTrue(
np.allclose(
(alpha1 * phi1(m) + alpha2 * phi2(m) + phi3(m) / alpha3inv),
phi(m)
)
)
self.assertTrue(len(phi.objfcts) == 3)
self.assertTrue(phi.test())
def test_updateMultipliers(self):
nP = 10
m = np.random.rand(nP)
W1 = sdiag(np.random.rand(nP))
W2 = sdiag(np.random.rand(nP))
phi1 = objectivefunction.L2ObjectiveFunction(W=W1)
phi2 = objectivefunction.L2ObjectiveFunction(W=W2)
phi = phi1 + phi2
self.assertTrue(phi(m) == phi1(m) + phi2(m))
phi.multipliers[0] = Zero()
self.assertTrue(phi(m) == phi2(m))
phi.multipliers[0] = 1.
phi.multipliers[1] = Zero()
self.assertTrue(len(phi.objfcts) == 2)
self.assertTrue(len(phi.multipliers) == 2)
self.assertTrue(len(phi) == 2)
self.assertTrue(phi(m) == phi1(m))
def test_2sum(self):
nP = 80
alpha1 = 100
alpha2 = 200
phi1 = (
objectivefunction.L2ObjectiveFunction(
W=sdiag(np.random.rand(nP))
) +
alpha1 * objectivefunction.L2ObjectiveFunction()
)
phi2 = objectivefunction.L2ObjectiveFunction() + alpha2 * phi1
self.assertTrue(phi2.test(eps=EPS))
self.assertTrue(len(phi1.multipliers) == 2)
self.assertTrue(len(phi2.multipliers) == 2)
self.assertTrue(len(phi1.objfcts) == 2)
self.assertTrue(len(phi2.objfcts) == 2)
self.assertTrue(len(phi2) == 2)
self.assertTrue(len(phi1) == 2)
self.assertTrue(len(phi2) == 2)
self.assertTrue(np.all(phi1.multipliers == np.r_[1., alpha1]))
self.assertTrue(np.all(phi2.multipliers == np.r_[1., alpha2]))
def test_sum(self):
scalar = 10.
nP = 100.
objfct = (
objectivefunction.L2ObjectiveFunction(W=sp.eye(nP)) +
scalar * objectivefunction.L2ObjectiveFunction(W=sp.eye(nP))
)
self.assertTrue(objfct.test(eps=1e-9))
self.assertTrue(np.all(objfct.multipliers == np.r_[1., scalar]))
def test_ZeroObjFct(self):
# This is not a combo objective function, it will just give back an
# L2 objective function. That might be ok? or should this be a combo
# objective function?
nP = 20
alpha = 2.
phi = alpha * (
objectivefunction.L2ObjectiveFunction(W=sp.eye(nP)) +
Zero() * objectivefunction.L2ObjectiveFunction()
)
self.assertTrue(len(phi.objfcts) == 1)
self.assertTrue(phi.test())
def test_early_exits(self):
nP = 10
m = np.random.rand(nP)
v = np.random.rand(nP)
W1 = sdiag(np.random.rand(nP))
phi1 = objectivefunction.L2ObjectiveFunction(W=W1)
phi2 = Error_if_Hit_ObjFct()
with self.assertRaises(Exception):
phi2(m)
with self.assertRaises(Exception):
phi2.deriv(m)
with self.assertRaises(Exception):
phi2.deriv2(m)
objfct = phi1 + 0 * phi2
self.assertTrue(len(objfct) == 2)
self.assertTrue(np.all(objfct.multipliers == np.r_[1, 0]))
self.assertTrue(objfct(m) == phi1(m))
self.assertTrue(np.all(objfct.deriv(m) == phi1.deriv(m)))
self.assertTrue(np.all(objfct.deriv2(m, v) == phi1.deriv2(m, v)))
objfct.multipliers[1] = Zero()
self.assertTrue(len(objfct) == 2)
self.assertTrue(np.all(objfct.multipliers == np.r_[1, 0]))
self.assertTrue(objfct(m) == phi1(m))
self.assertTrue(np.all(objfct.deriv(m) == phi1.deriv(m)))
self.assertTrue(np.all(objfct.deriv2(m, v) == phi1.deriv2(m, v)))
def test_ComboConstruction(self):
nP = 10
m = np.random.rand(nP)
v = np.random.rand(nP)
phi1 = objectivefunction.L2ObjectiveFunction(nP=nP)
phi2 = objectivefunction.L2ObjectiveFunction(nP=nP)
phi3 = 2 * phi1 + 3 * phi2
phi4 = objectivefunction.ComboObjectiveFunction(
[phi1, phi2], [2, 3]
)
self.assertTrue(phi3(m) == phi4(m))
self.assertTrue(np.all(phi3.deriv(m) == phi4.deriv(m)))
self.assertTrue(np.all(phi3.deriv2(m, v) == phi4.deriv2(m, v)))
def test_sum_fail(self):
nP1 = 10
nP2 = 30
phi1 = objectivefunction.L2ObjectiveFunction(
W=sdiag(np.random.rand(nP1))
)
phi2 = objectivefunction.L2ObjectiveFunction(
W=sdiag(np.random.rand(nP2))
)
with self.assertRaises(Exception):
phi1 + phi2
with self.assertRaises(Exception):
phi1 + 100 * phi2
def test_ComboW(self):
nP = 15
m = np.random.rand(nP)
phi1 = objectivefunction.L2ObjectiveFunction(nP=nP)
phi2 = objectivefunction.L2ObjectiveFunction(nP=nP)
alpha1 = 2.
alpha2 = 0.5
phi = alpha1 * phi1 + alpha2 * phi2
r = phi.W * m
r1 = phi1.W * m
r2 = phi2.W * m
print(phi(m), 0.5 * np.inner(r, r))
self.assertTrue(np.allclose(phi(m), 0.5 * np.inner(r, r)))
self.assertTrue(np.allclose(phi(m), 0.5 * (
alpha1 * np.inner(r1, r1) + alpha2 * np.inner(r2, r2))
))
def test_updating_multipliers(self):
nP = 20
phi1 = objectivefunction.L2ObjectiveFunction(nP=nP)
phi2 = objectivefunction.L2ObjectiveFunction(nP=nP)
phi3 = 2 * phi1 + 4 * phi2
self.assertTrue(all(phi3.multipliers == np.r_[2, 4]))
phi3.multipliers[1] = 3
self.assertTrue(all(phi3.multipliers == np.r_[2, 3]))
phi3.multipliers = np.r_[1., 5.]
self.assertTrue(all(phi3.multipliers == np.r_[1., 5.]))
with self.assertRaises(Exception):
phi3.multipliers[0] = 'a'
with self.assertRaises(Exception):
phi3.multipliers = np.r_[0., 3., 4.]
with self.assertRaises(Exception):
phi3.multipliers = ['a', 'b']
def test_scalarmul(self):
scalar = 10.
nP = 100
objfct_a = objectivefunction.L2ObjectiveFunction(
W=sdiag(np.random.randn(nP))
)
objfct_b = scalar * objfct_a
m = np.random.rand(nP)
objfct_c = objfct_a + objfct_b
self.assertTrue(scalar * objfct_a(m) == objfct_b(m))
self.assertTrue(objfct_b.test())
self.assertTrue(objfct_c(m) == objfct_a(m) + objfct_b(m))
self.assertTrue(len(objfct_c.objfcts) == 2)
self.assertTrue(len(objfct_c.multipliers) == 2)
self.assertTrue(len(objfct_c) == 2)
def test_derivs(self):
objfct = objectivefunction.L2ObjectiveFunction()
self.assertTrue(objfct.test(eps=1e-9))
