def solve(self, x, y):
self.x = x
self.y = y
m = len(x)
fista.set_fista_param(tol=self.tol, Li0=1, eta=2.0)
res, steps = fista.fista_solve(self._objective, self._derivative,
np.ones(m+1),
with_L1_reg=(self.reg != 'L2'))
print 'Iterate numers:', steps
return res
def test_fista_pd_L1():
fista.set_fista_param(tol=1e-4, eta=2)
res, opt_v, step = fista.fista_solve(pd_with_L1, der_pd, np.array([0.0971, 0.8235]), with_L1_reg=True)
assert_almost_equal(res[0], 0)
assert_almost_equal(res[1], 1.70009, 4)
def test_fista_quard():
res, opt_v, step = fista.fista_solve(quard, der_quard, np.array([100, 100]), L=2)
assert_almost_equal(res[0], 1)
assert_almost_equal(res[1], 1)
assert_almost_equal(opt_v, 0)
def test_fista_log_L1():
res, opt_v, step = fista.fista_solve(log_with_L1, der_log, np.array([100]), with_L1_reg=True)
assert_almost_equal(res[0], 0)
assert_almost_equal(opt_v, np.log(2))
def test_fista_quard_L1():
res, opt_v, step = fista.fista_solve(quard_with_L1, der_quard, np.array([100, 100]), L=2, with_L1_reg=True)
assert_almost_equal(res[0], 0.5)
assert_almost_equal(res[1], 0.5)
assert_almost_equal(opt_v, 1.5)