def test_owl_wolfe_no_warning(self):
""" This test is an attempt to show that wolfe throws no warnings.
"""
def f(x, g, *args):
g[0] = 2 * x
return x**2
with pytest.warns(UserWarning, match="OWL-QN"):
fmin_lbfgs(f, 100., orthantwise_c=1, line_search='wolfe')
def test_fmin_lbfgs():
def f(x, g, *args):
g[0] = 2 * x
return x**2
xmin = fmin_lbfgs(f, 100., line_search='armijo')
assert_array_equal(xmin, [0])
xmin = fmin_lbfgs(f, 100., line_search='strongwolfe')
assert_array_equal(xmin, [0])
def test_2d():
def f(x, g, f_calls):
assert x.shape == (2, 2)
assert g.shape == x.shape
g[:] = 2 * x
f_calls[0] += 1
return (x**2).sum()
def progress(x, g, fx, xnorm, gnorm, step, k, ls, *args):
assert x.shape == (2, 2)
assert g.shape == x.shape
assert np.sqrt((x**2).sum()) == xnorm
assert np.sqrt((g**2).sum()) == gnorm
p_calls[0] += 1
return 0
f_calls = [0]
p_calls = [0]
xmin = fmin_lbfgs(f, [[10., 100.], [44., 55.]], progress, args=[f_calls])
assert f_calls[0] > 0
assert p_calls[0] > 0
assert_array_almost_equal(xmin, [[0, 0], [0, 0]])
def test_owl_qn(self):
def f(x, g, *args):
g[0] = 2 * x
return x**2
xmin = fmin_lbfgs(f, 100., orthantwise_c=1, line_search='wolfe')
assert_array_equal(xmin, [0])
def test_owl_qn_end(self):
def f(x, g, *args):
g[:] = 2. * (x - 1.)
return np.sum((x - 1.)**2)
xmin = fmin_lbfgs(f, np.zeros(10), orthantwise_c=1., orthantwise_end=5)
assert_array_equal(xmin[5:], 1.)
assert np.all(xmin[:5] < 1.)
def test_input_validation():
with pytest.raises(TypeError):
fmin_lbfgs([], 1e4)
with pytest.raises(TypeError):
fmin_lbfgs(lambda x: x, 1e4, "ham")
with pytest.raises(TypeError):
fmin_lbfgs(lambda x: x, "spam")
def test_owl_line_search_warning_explicit(self):
def f(x, g, *args):
g[0] = 2 * x
return x**2
with pytest.warns(UserWarning, match="OWL-QN"):
fmin_lbfgs(f, 100., orthantwise_c=1, line_search='morethuente')
with pytest.warns(UserWarning, match="OWL-QN"):
fmin_lbfgs(f, 100., orthantwise_c=1, line_search='armijo')
with pytest.warns(UserWarning, match="OWL-QN"):
fmin_lbfgs(f, 100., orthantwise_c=1, line_search='strongwolfe')
