def test_prox_binarsity_range(self):
"""...Test ProxBinarsity deals with range correctly
"""
np.random.seed(2093)
coeffs = np.random.randn(10)
# put a very high strength that will push the penalized coefficients
# to zero
l_binarsity = 1e2
blocks_start = [1]
blocks_length = [3]
prox_range = (3, 7)
prox = ProxBinarsity(strength=l_binarsity, blocks_start=blocks_start,
blocks_length=blocks_length, range=prox_range)
start_penalized_coeff = prox_range[0] + blocks_start[0]
end_penalized_coeff = prox_range[0] + blocks_start[0] + blocks_length[0]
self.assertTrue(all(prox.call(coeffs)
[start_penalized_coeff:end_penalized_coeff] == 0))
def test_ProxBinarsity(self):
"""...Test of ProxBinarsity
"""
coeffs = self.coeffs.copy()
l_binarsity = 0.5
t = 1.7
out = np.array([0., 0., 0., -0.72681389, -0.72681389, 0.4845426,
0.4845426, 0.4845426, 0., 0.])
blocks_start = [0, 3, 8]
blocks_length = [3, 5, 2]
prox = ProxBinarsity(strength=l_binarsity, blocks_start=blocks_start,
blocks_length=blocks_length)
val = 0
for j, d_j in enumerate(blocks_length):
start = blocks_start[j]
val += np.abs(coeffs[start + 1:start + d_j]
- coeffs[start:start + d_j - 1]).sum()
val *= l_binarsity
self.assertAlmostEqual(prox.value(coeffs), val, delta=1e-15)
assert_almost_equal(prox.call(coeffs, step=t), out, decimal=7)