def test_1(self):
(f, g, i) = steepest(self.rows, self.cols, self.vals, self.labels,
self.weight, self.penalty, 10000, 0)
expected = np.repeat(2/3, self.n)
diff = np.linalg.norm(self.weight - expected)
self.assertLessEqual(diff, 1e-6, '|w* - w|')
self.assertAlmostEqual(g, 0, delta=1e-6, msg='|grad|')
def steepest(self, penalty, maxiter=100000, gnormopt=0.01):
watch = StopWatch()
with watch:
(f, g, i) = steepest(self.rows, self.cols, self.vals, self.labels, self.weight, penalty, maxiter, gnormopt)
return RunResult('reference sd', i, watch.total_seconds, penalty, f, g)