[mlpack-svn] r16024 - mlpack/trunk/src/mlpack/tests

[fastlab-svn at coffeetalk-1.cc.gatech.edu]

Author: rcurtin
Date: Wed Nov 13 13:10:51 2013
New Revision: 16024

Log:
Add test for regularization of objective function.


Modified:
   mlpack/trunk/src/mlpack/tests/logistic_regression_test.cpp

Modified: mlpack/trunk/src/mlpack/tests/logistic_regression_test.cpp
==============================================================================
--- mlpack/trunk/src/mlpack/tests/logistic_regression_test.cpp	(original)
+++ mlpack/trunk/src/mlpack/tests/logistic_regression_test.cpp	Wed Nov 13 13:10:51 2013
@@ -80,4 +80,44 @@
   }
 }
 
+/**
+ * Test regularization for the LogisticRegressionFunction Evaluate() function.
+ */
+BOOST_AUTO_TEST_CASE(LogisticRegressionFunctionRegularizationEvaluate)
+{
+  const size_t points = 5000;
+  const size_t dimension = 25;
+  const size_t trials = 10;
+
+  // Create a random dataset.
+  arma::mat data;
+  data.randu(dimension, points);
+  // Create random responses.
+  arma::vec responses(points);
+  for (size_t i = 0; i < points; ++i)
+    responses[i] = math::RandInt(0, 2);
+
+  LogisticRegressionFunction lrfNoReg(data, responses, 0.0);
+  LogisticRegressionFunction lrfSmallReg(data, responses, 0.5);
+  LogisticRegressionFunction lrfBigReg(data, responses, 20.0);
+
+  for (size_t i = 0; i < trials; ++i)
+  {
+    arma::vec parameters(dimension);
+    parameters.randu();
+
+    // Regularization term: 0.5 * lambda * || parameters ||_2^2 (but note that
+    // the first parameters term is ignored).
+    const double smallRegTerm = 0.25 * std::pow(arma::norm(parameters, 2), 2.0)
+        - 0.25 * std::pow(parameters[0], 2.0);
+    const double bigRegTerm = 10.0 * std::pow(arma::norm(parameters, 2), 2.0)
+        - 10.0 * std::pow(parameters[0], 2.0);
+
+    BOOST_REQUIRE_CLOSE(lrfNoReg.Evaluate(parameters) - smallRegTerm,
+        lrfSmallReg.Evaluate(parameters), 1e-5);
+    BOOST_REQUIRE_CLOSE(lrfNoReg.Evaluate(parameters) - bigRegTerm,
+        lrfBigReg.Evaluate(parameters), 1e-5);
+  }
+}
+
 BOOST_AUTO_TEST_SUITE_END();