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aaronreidsmith / scikit-learn   python

Repository URL to install this package:

Version: 0.22 

/ neural_network / tests / test_stochastic_optimizers.py

import numpy as np

from sklearn.neural_network._stochastic_optimizers import (BaseOptimizer,
                                                           SGDOptimizer,
                                                           AdamOptimizer)
from sklearn.utils._testing import assert_array_equal


shapes = [(4, 6), (6, 8), (7, 8, 9)]


def test_base_optimizer():
    params = [np.zeros(shape) for shape in shapes]

    for lr in [10 ** i for i in range(-3, 4)]:
        optimizer = BaseOptimizer(params, lr)
        assert optimizer.trigger_stopping('', False)


def test_sgd_optimizer_no_momentum():
    params = [np.zeros(shape) for shape in shapes]

    for lr in [10 ** i for i in range(-3, 4)]:
        optimizer = SGDOptimizer(params, lr, momentum=0, nesterov=False)
        grads = [np.random.random(shape) for shape in shapes]
        expected = [param - lr * grad for param, grad in zip(params, grads)]
        optimizer.update_params(grads)

        for exp, param in zip(expected, optimizer.params):
            assert_array_equal(exp, param)


def test_sgd_optimizer_momentum():
    params = [np.zeros(shape) for shape in shapes]
    lr = 0.1

    for momentum in np.arange(0.5, 0.9, 0.1):
        optimizer = SGDOptimizer(params, lr, momentum=momentum, nesterov=False)
        velocities = [np.random.random(shape) for shape in shapes]
        optimizer.velocities = velocities
        grads = [np.random.random(shape) for shape in shapes]
        updates = [momentum * velocity - lr * grad
                   for velocity, grad in zip(velocities, grads)]
        expected = [param + update for param, update in zip(params, updates)]
        optimizer.update_params(grads)

        for exp, param in zip(expected, optimizer.params):
            assert_array_equal(exp, param)


def test_sgd_optimizer_trigger_stopping():
    params = [np.zeros(shape) for shape in shapes]
    lr = 2e-6
    optimizer = SGDOptimizer(params, lr, lr_schedule='adaptive')
    assert not optimizer.trigger_stopping('', False)
    assert lr / 5 == optimizer.learning_rate
    assert optimizer.trigger_stopping('', False)


def test_sgd_optimizer_nesterovs_momentum():
    params = [np.zeros(shape) for shape in shapes]
    lr = 0.1

    for momentum in np.arange(0.5, 0.9, 0.1):
        optimizer = SGDOptimizer(params, lr, momentum=momentum, nesterov=True)
        velocities = [np.random.random(shape) for shape in shapes]
        optimizer.velocities = velocities
        grads = [np.random.random(shape) for shape in shapes]
        updates = [momentum * velocity - lr * grad
                   for velocity, grad in zip(velocities, grads)]
        updates = [momentum * update - lr * grad
                   for update, grad in zip(updates, grads)]
        expected = [param + update for param, update in zip(params, updates)]
        optimizer.update_params(grads)

        for exp, param in zip(expected, optimizer.params):
            assert_array_equal(exp, param)


def test_adam_optimizer():
    params = [np.zeros(shape) for shape in shapes]
    lr = 0.001
    epsilon = 1e-8

    for beta_1 in np.arange(0.9, 1.0, 0.05):
        for beta_2 in np.arange(0.995, 1.0, 0.001):
            optimizer = AdamOptimizer(params, lr, beta_1, beta_2, epsilon)
            ms = [np.random.random(shape) for shape in shapes]
            vs = [np.random.random(shape) for shape in shapes]
            t = 10
            optimizer.ms = ms
            optimizer.vs = vs
            optimizer.t = t - 1
            grads = [np.random.random(shape) for shape in shapes]

            ms = [beta_1 * m + (1 - beta_1) * grad
                  for m, grad in zip(ms, grads)]
            vs = [beta_2 * v + (1 - beta_2) * (grad ** 2)
                  for v, grad in zip(vs, grads)]
            learning_rate = lr * np.sqrt(1 - beta_2 ** t) / (1 - beta_1**t)
            updates = [-learning_rate * m / (np.sqrt(v) + epsilon)
                       for m, v in zip(ms, vs)]
            expected = [param + update
                        for param, update in zip(params, updates)]

            optimizer.update_params(grads)
            for exp, param in zip(expected, optimizer.params):
                assert_array_equal(exp, param)