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mostly working optimizers

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Maksym Zhelyeznyakov
2025-10-09 16:23:59 +02:00
parent e2ce13e3fb
commit 6e5e7c8229
3823 changed files with 11070 additions and 691 deletions
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test/test_nesterov_optimizer.cpp Normal file
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#include "test_autodiff_reverse.hpp" // reuse for some basic options
#include "test_functions_for_optimization.hpp"
#include <boost/math/differentiation/autodiff_reverse.hpp>
#include <boost/math/optimization/minimizer.hpp>
#include <boost/math/optimization/nesterov.hpp>
namespace rdiff = boost::math::differentiation::reverse_mode;
namespace bopt = boost::math::optimization;
BOOST_AUTO_TEST_SUITE(basic_gradient_descent)
BOOST_AUTO_TEST_CASE_TEMPLATE(default_nesterov_test, T, all_float_types)
{
size_t NITER = 5;
T lr = T{1e-3};
T mu = T{0.95};
RandomSample<T> rng{T(-10), (10)};
std::vector<rdiff::rvar<T, 1>> x;
x.push_back(rng.next());
x.push_back(rng.next());
T eps = T{1e-8};
auto nag = bopt::make_nag(&quadratic_high_cond_2D<rdiff::rvar<T, 1>>, x, lr, mu);
auto z = minimize(nag);
for (auto& xi : x) {
BOOST_REQUIRE_SMALL(xi.item(), eps);
}
}
BOOST_AUTO_TEST_SUITE_END()