def test_gradient_games1(self):
o = Optimizer(rand_seed=239, time_delta=0.01, func_hard_reg=0,
func_soft_reg=0)
o.load_games(GAMES1)
v = o.init()
grad = o.gradient(v)
for i in range(len(v)):
def ocomp(x):
save_x = v[i]
v[i] = x
res = o.objective(v)
v[i] = save_x
return res
self.assertAlmostEqual(derivative(ocomp, v[i]), grad[i])
def test_gradient(self):
o = Optimizer(func_hard_reg=0, func_soft_reg=0, time_delta=0,
rating_reg=0)
o.load_games([(1, 2, 1, 1)])
v = o.create_vars({1: {1: 2200}, 2: {1: 1800}}, (0, -1.01))
def o0(x):
save_x = v[0]
v[0] = x
res = o.objective(v)
v[0] = save_x
return res
def o1(x):
save_x = v[1]
v[1] = x
res = o.objective(v)
v[1] = save_x
return res
self.assertAlmostEqual(derivative(o0, v[0]), o.gradient(v)[0])
self.assertAlmostEqual(derivative(o1, v[1]), o.gradient(v)[1])
