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27 lines
1.0 KiB
C++
27 lines
1.0 KiB
C++
#include "test_autodiff_reverse.hpp" // reuse for some basic options
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#include "test_functions_for_optimization.hpp"
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#include <boost/math/differentiation/autodiff_reverse.hpp>
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#include <boost/math/optimization/minimizer.hpp>
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#include <boost/math/optimization/nesterov.hpp>
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namespace rdiff = boost::math::differentiation::reverse_mode;
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namespace bopt = boost::math::optimization;
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BOOST_AUTO_TEST_SUITE(basic_gradient_descent)
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BOOST_AUTO_TEST_CASE_TEMPLATE(default_nesterov_test, T, all_float_types)
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{
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size_t NITER = 5;
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T lr = T{1e-3};
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T mu = T{0.95};
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RandomSample<T> rng{T(-10), (10)};
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std::vector<rdiff::rvar<T, 1>> x;
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x.push_back(rng.next());
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x.push_back(rng.next());
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T eps = T{1e-8};
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auto nag = bopt::make_nag(&quadratic_high_cond_2D<rdiff::rvar<T, 1>>, x, lr, mu);
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auto z = minimize(nag);
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for (auto& xi : x) {
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BOOST_REQUIRE_SMALL(xi.item(), eps);
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}
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}
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BOOST_AUTO_TEST_SUITE_END()
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