[mlpack-git] master: Test the RMSprop optimizer with logistic regression and a feedforward network. (a215b1b)
gitdub at mlpack.org
gitdub at mlpack.org
Thu Feb 25 13:33:08 EST 2016
Repository : https://github.com/mlpack/mlpack
On branch : master
Link : https://github.com/mlpack/mlpack/compare/dc368011ee4b11e2638dfdcbd8db9777efd2bb84...a215b1b5577c42549dcbcf6dd0646f7b070647fc
>---------------------------------------------------------------
commit a215b1b5577c42549dcbcf6dd0646f7b070647fc
Author: marcus <marcus.edel at fu-berlin.de>
Date: Thu Feb 25 19:33:08 2016 +0100
Test the RMSprop optimizer with logistic regression and a feedforward network.
>---------------------------------------------------------------
a215b1b5577c42549dcbcf6dd0646f7b070647fc
src/mlpack/tests/rmsprop_test.cpp | 121 +++++++++++++++++++++++++++++++++++++-
1 file changed, 119 insertions(+), 2 deletions(-)
diff --git a/src/mlpack/tests/rmsprop_test.cpp b/src/mlpack/tests/rmsprop_test.cpp
index 3f95c55..ebed613 100644
--- a/src/mlpack/tests/rmsprop_test.cpp
+++ b/src/mlpack/tests/rmsprop_test.cpp
@@ -7,9 +7,18 @@
#include <mlpack/core.hpp>
#include <mlpack/core/optimizers/rmsprop/rmsprop.hpp>
-#include <mlpack/core/optimizers/lbfgs/test_functions.hpp>
#include <mlpack/core/optimizers/sgd/test_function.hpp>
+#include <mlpack/methods/logistic_regression/logistic_regression.hpp>
+
+#include <mlpack/methods/ann/ffn.hpp>
+#include <mlpack/methods/ann/init_rules/random_init.hpp>
+#include <mlpack/methods/ann/performance_functions/mse_function.hpp>
+#include <mlpack/methods/ann/layer/binary_classification_layer.hpp>
+#include <mlpack/methods/ann/layer/bias_layer.hpp>
+#include <mlpack/methods/ann/layer/linear_layer.hpp>
+#include <mlpack/methods/ann/layer/base_layer.hpp>
+
#include <boost/test/unit_test.hpp>
#include "old_boost_test_definitions.hpp"
@@ -18,6 +27,11 @@ using namespace mlpack;
using namespace mlpack::optimization;
using namespace mlpack::optimization::test;
+using namespace mlpack::distribution;
+using namespace mlpack::regression;
+
+using namespace mlpack::ann;
+
BOOST_AUTO_TEST_SUITE(RMSpropTest);
/**
@@ -31,10 +45,113 @@ BOOST_AUTO_TEST_CASE(SimpleRMSpropTestFunction)
arma::mat coordinates = f.GetInitialPoint();
const double result = optimizer.Optimize(coordinates);
- BOOST_REQUIRE_CLOSE(result, (double) -1.0, 0.15);
+ BOOST_REQUIRE_LE(std::abs(result) - 1.0, 0.2);
BOOST_REQUIRE_SMALL(coordinates[0], 1e-3);
BOOST_REQUIRE_SMALL(coordinates[1], 1e-3);
BOOST_REQUIRE_SMALL(coordinates[2], 1e-3);
}
+/**
+ * Run RMSprop on logistic regression and make sure the results are acceptable.
+ */
+BOOST_AUTO_TEST_CASE(LogisticRegressionTest)
+{
+ // Generate a two-Gaussian dataset.
+ GaussianDistribution g1(arma::vec("1.0 1.0 1.0"), arma::eye<arma::mat>(3, 3));
+ GaussianDistribution g2(arma::vec("9.0 9.0 9.0"), arma::eye<arma::mat>(3, 3));
+
+ arma::mat data(3, 1000);
+ arma::Row<size_t> responses(1000);
+ for (size_t i = 0; i < 500; ++i)
+ {
+ data.col(i) = g1.Random();
+ responses[i] = 0;
+ }
+ for (size_t i = 500; i < 1000; ++i)
+ {
+ data.col(i) = g2.Random();
+ responses[i] = 1;
+ }
+
+ // Shuffle the dataset.
+ arma::uvec indices = arma::shuffle(arma::linspace<arma::uvec>(0,
+ data.n_cols - 1, data.n_cols));
+ arma::mat shuffledData(3, 1000);
+ arma::Row<size_t> shuffledResponses(1000);
+ for (size_t i = 0; i < data.n_cols; ++i)
+ {
+ shuffledData.col(i) = data.col(indices[i]);
+ shuffledResponses[i] = responses[indices[i]];
+ }
+
+ // Create a test set.
+ arma::mat testData(3, 1000);
+ arma::Row<size_t> testResponses(1000);
+ for (size_t i = 0; i < 500; ++i)
+ {
+ testData.col(i) = g1.Random();
+ testResponses[i] = 0;
+ }
+ for (size_t i = 500; i < 1000; ++i)
+ {
+ testData.col(i) = g2.Random();
+ testResponses[i] = 1;
+ }
+
+ LogisticRegression<> lr(shuffledData.n_rows, 0.5);
+
+ LogisticRegressionFunction<> lrf(shuffledData, shuffledResponses, 0.5);
+ RMSprop<LogisticRegressionFunction<> > rmsprop(lrf);
+ lr.Train(rmsprop);
+
+ // Ensure that the error is close to zero.
+ const double acc = lr.ComputeAccuracy(data, responses);
+ BOOST_REQUIRE_CLOSE(acc, 100.0, 0.3); // 0.3% error tolerance.
+
+ const double testAcc = lr.ComputeAccuracy(testData, testResponses);
+ BOOST_REQUIRE_CLOSE(testAcc, 100.0, 0.6); // 0.6% error tolerance.
+}
+
+/**
+ * Run RMSprop on a feedforward neural network and make sure the results are
+ * acceptable.
+ */
+BOOST_AUTO_TEST_CASE(FeedforwardTest)
+{
+ // Test on a non-linearly separable dataset (XOR).
+ arma::mat input, labels;
+ input << 0 << 1 << 1 << 0 << arma::endr
+ << 1 << 0 << 1 << 0 << arma::endr;
+ labels << 0 << 0 << 1 << 1;
+
+ // Instantiate the first layer.
+ LinearLayer<> inputLayer(input.n_rows, 4);
+ BiasLayer<> biasLayer(4);
+ SigmoidLayer<> hiddenLayer0;
+
+ // Instantiate the second layer.
+ LinearLayer<> hiddenLayer1(4, labels.n_rows);
+ SigmoidLayer<> outputLayer;
+
+ // Instantiate the output layer.
+ BinaryClassificationLayer classOutputLayer;
+
+ // Instantiate the feedforward network.
+ auto modules = std::tie(inputLayer, biasLayer, hiddenLayer0, hiddenLayer1,
+ outputLayer);
+ FFN<decltype(modules), decltype(classOutputLayer), RandomInitialization,
+ MeanSquaredErrorFunction> net(modules, classOutputLayer);
+
+ RMSprop<decltype(net)> opt(net, 0.1, 0.88, 1e-15,
+ 300 * input.n_cols, 1e-18);
+
+ net.Train(input, labels, opt);
+
+ arma::mat prediction;
+ net.Predict(input, prediction);
+
+ const bool b = arma::accu(prediction - labels) == 0;
+ BOOST_REQUIRE_EQUAL(b, true);
+}
+
BOOST_AUTO_TEST_SUITE_END();
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