def test_variance_reduction_setting(self):
"""...Test SVRG variance_reduction parameter is correctly set
"""
svrg = SVRG()
self.assertEqual(svrg.variance_reduction, 'last')
self.assertEqual(svrg._solver.get_variance_reduction(),
_SVRG.VarianceReductionMethod_Last)
svrg = SVRG(variance_reduction='rand')
self.assertEqual(svrg.variance_reduction, 'rand')
self.assertEqual(svrg._solver.get_variance_reduction(),
_SVRG.VarianceReductionMethod_Random)
svrg.variance_reduction = 'avg'
self.assertEqual(svrg.variance_reduction, 'avg')
self.assertEqual(svrg._solver.get_variance_reduction(),
_SVRG.VarianceReductionMethod_Average)
svrg.variance_reduction = 'rand'
self.assertEqual(svrg.variance_reduction, 'rand')
self.assertEqual(svrg._solver.get_variance_reduction(),
_SVRG.VarianceReductionMethod_Random)
svrg.variance_reduction = 'last'
self.assertEqual(svrg.variance_reduction, 'last')
self.assertEqual(svrg._solver.get_variance_reduction(),
_SVRG.VarianceReductionMethod_Last)
with self.assertRaises(ValueError):
svrg.variance_reduction = 'wrong_name'
def test_variance_reduction_setting(self):
"""...Test that SVRG variance_reduction parameter behaves correctly
"""
svrg = SVRG()
self.assertEqual(svrg.variance_reduction, 'last')
self.assertEqual(svrg._solver.get_variance_reduction(),
_SVRG.VarianceReductionMethod_Last)
svrg = SVRG(variance_reduction='rand')
self.assertEqual(svrg.variance_reduction, 'rand')
self.assertEqual(svrg._solver.get_variance_reduction(),
_SVRG.VarianceReductionMethod_Random)
svrg.variance_reduction = 'avg'
self.assertEqual(svrg.variance_reduction, 'avg')
self.assertEqual(svrg._solver.get_variance_reduction(),
_SVRG.VarianceReductionMethod_Average)
svrg.variance_reduction = 'rand'
self.assertEqual(svrg.variance_reduction, 'rand')
self.assertEqual(svrg._solver.get_variance_reduction(),
_SVRG.VarianceReductionMethod_Random)
svrg.variance_reduction = 'last'
self.assertEqual(svrg.variance_reduction, 'last')
self.assertEqual(svrg._solver.get_variance_reduction(),
_SVRG.VarianceReductionMethod_Last)
msg = '^variance_reduction should be one of "avg, last, rand", ' \
'got "stuff"$'
with self.assertRaisesRegex(ValueError, msg):
svrg = SVRG(variance_reduction='stuff')
with self.assertRaisesRegex(ValueError, msg):
svrg.variance_reduction = 'stuff'
X, y = self.simu_linreg_data()
model_dense, model_spars = self.get_dense_and_sparse_linreg_model(X, y)
try:
svrg.set_model(model_dense)
svrg.variance_reduction = 'avg'
svrg.variance_reduction = 'last'
svrg.variance_reduction = 'rand'
svrg.set_model(model_spars)
svrg.variance_reduction = 'last'
svrg.variance_reduction = 'rand'
except Exception:
self.fail('Setting variance_reduction in these cases should have '
'been ok')
msg = "'avg' variance reduction cannot be used with sparse datasets"
with catch_warnings(record=True) as w:
simplefilter('always')
svrg.set_model(model_spars)
svrg.variance_reduction = 'avg'
self.assertEqual(len(w), 1)
self.assertTrue(issubclass(w[0].category, UserWarning))
self.assertEqual(str(w[0].message), msg)