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)