Function test_GD_quadratic_makes_progress

tests/optimize.rs:51–71

()

#[test]
#[allow(non_snake_case)]
fn test_GD_quadratic_makes_progress() {
    let x = seq(0, 10, 0.1);
    let y = x.fmap(|t| P_TRUE[0] * t.powi(2) + P_TRUE[1] * t + P_TRUE[2]);
    let data = hstack!(x, y);
    let p_init = [1f64, 1f64, 1f64];

    let mut opt = Optimizer::new(data, quadratic);
    let p = opt
        .set_init_param(p_init.to_vec())
        .set_max_iter(1000)
        .set_method(GradientDescent)
        .set_lr(1e-6)
        .optimize();

    let init_total: f64 = (0..3).map(|i| (p_init[i] - P_TRUE[i]).abs()).sum();
    let final_total: f64 = (0..3).map(|i| (p[i] - P_TRUE[i]).abs()).sum();
    assert!(final_total < init_total);
    for i in [1usize, 2] {
        assert!((p[i] - P_TRUE[i]).abs() < (p_init[i] - P_TRUE[i]).abs());
    }
}

#[test]
#[allow(non_snake_case)]