// Copyright (C) 2010 Davis E. King (davis@dlib.net)
// License: Boost Software License See LICENSE.txt for the full license.
#include <dlib/optimization.h>
#include "optimization_test_functions.h"
#include <sstream>
#include <string>
#include <cstdlib>
#include <ctime>
#include <vector>
#include "../rand.h"
#include "tester.h"
namespace
{
using namespace test;
using namespace dlib;
using namespace std;
using namespace dlib::test_functions;
logger dlog("test.least_squares");
// ----------------------------------------------------------------------------------------
void test_with_chebyquad()
{
print_spinner();
{
matrix<double,0,1> ch;
ch = chebyquad_start(2);
solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
chebyquad_residual,
derivative(chebyquad_residual),
range(0,ch.size()-1),
ch);
dlog << LINFO << "chebyquad 2 obj: " << chebyquad(ch);
dlog << LINFO << "chebyquad 2 der: " << length(chebyquad_derivative(ch));
dlog << LINFO << "chebyquad 2 error: " << length(ch - chebyquad_solution(2));
DLIB_TEST(length(ch - chebyquad_solution(2)) < 1e-5);
}
{
matrix<double,0,1> ch;
ch = chebyquad_start(2);
solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
chebyquad_residual,
derivative(chebyquad_residual),
range(0,ch.size()-1),
ch);
dlog << LINFO << "LM chebyquad 2 obj: " << chebyquad(ch);
dlog << LINFO << "LM chebyquad 2 der: " << length(chebyquad_derivative(ch));
dlog << LINFO << "LM chebyquad 2 error: " << length(ch - chebyquad_solution(2));
DLIB_TEST(length(ch - chebyquad_solution(2)) < 1e-5);
}
print_spinner();
{
matrix<double,2,1> ch;
ch = chebyquad_start(2);
solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
chebyquad_residual,
derivative(chebyquad_residual),
range(0,ch.size()-1),
ch);
dlog << LINFO << "chebyquad 2 obj: " << chebyquad(ch);
dlog << LINFO << "chebyquad 2 der: " << length(chebyquad_derivative(ch));
dlog << LINFO << "chebyquad 2 error: " << length(ch - chebyquad_solution(2));
DLIB_TEST(length(ch - chebyquad_solution(2)) < 1e-5);
}
print_spinner();
{
matrix<double,2,1> ch;
ch = chebyquad_start(2);
solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
chebyquad_residual,
derivative(chebyquad_residual),
range(0,ch.size()-1),
ch);
dlog << LINFO << "LM chebyquad 2 obj: " << chebyquad(ch);
dlog << LINFO << "LM chebyquad 2 der: " << length(chebyquad_derivative(ch));
dlog << LINFO << "LM chebyquad 2 error: " << length(ch - chebyquad_solution(2));
DLIB_TEST(length(ch - chebyquad_solution(2)) < 1e-5);
}
print_spinner();
{
matrix<double,0,1> ch;
ch = chebyquad_start(4);
solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
chebyquad_residual,
derivative(chebyquad_residual),
range(0,ch.size()-1),
ch);
dlog << LINFO << "chebyquad 4 obj: " << chebyquad(ch);
dlog << LINFO << "chebyquad 4 der: " << length(chebyquad_derivative(ch));
dlog << LINFO << "chebyquad 4 error: " << length(ch - chebyquad_solution(4));
DLIB_TEST(length(ch - chebyquad_solution(4)) < 1e-5);
}
print_spinner();
{
matrix<double,0,1> ch;
ch = chebyquad_start(4);
solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
chebyquad_residual,
derivative(chebyquad_residual),
range(0,ch.size()-1),
ch);
dlog << LINFO << "LM chebyquad 4 obj: " << chebyquad(ch);
dlog << LINFO << "LM chebyquad 4 der: " << length(chebyquad_derivative(ch));
dlog << LINFO << "LM chebyquad 4 error: " << length(ch - chebyquad_solution(4));
DLIB_TEST(length(ch - chebyquad_solution(4)) < 1e-5);
}
print_spinner();
{
matrix<double,0,1> ch;
ch = chebyquad_start(6);
solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
chebyquad_residual,
derivative(chebyquad_residual),
range(0,ch.size()-1),
ch);
dlog << LINFO << "chebyquad 6 obj: " << chebyquad(ch);
dlog << LINFO << "chebyquad 6 der: " << length(chebyquad_derivative(ch));
dlog << LINFO << "chebyquad 6 error: " << length(ch - chebyquad_solution(6));
// the ch variable contains a permutation of what is in chebyquad_solution(6).
// Apparently there is more than one minimum?. Just check that the objective
// goes to zero.
DLIB_TEST(chebyquad(ch) < 1e-10);
}
print_spinner();
{
matrix<double,0,1> ch;
ch = chebyquad_start(6);
solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
chebyquad_residual,
derivative(chebyquad_residual),
range(0,ch.size()-1),
ch);
dlog << LINFO << "LM chebyquad 6 obj: " << chebyquad(ch);
dlog << LINFO << "LM chebyquad 6 der: " << length(chebyquad_derivative(ch));
dlog << LINFO << "LM chebyquad 6 error: " << length(ch - chebyquad_solution(6));
DLIB_TEST(chebyquad(ch) < 1e-10);
}
print_spinner();
{
matrix<double,0,1> ch;
ch = chebyquad_start(8);
solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
chebyquad_residual,
derivative(chebyquad_residual),
range(0,ch.size()-1),
ch);
dlog << LINFO << "chebyquad 8 obj: " << chebyquad(ch);
dlog << LINFO << "chebyquad 8 der: " << length(chebyquad_derivative(ch));
dlog << LINFO << "chebyquad 8 error: " << length(ch - chebyquad_solution(8));
DLIB_TEST(length(ch - chebyquad_solution(8)) < 1e-5);
}
print_spinner();
{
matrix<double,0,1> ch;
ch = chebyquad_start(8);
solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
chebyquad_residual,
derivative(chebyquad_residual),
range(0,ch.size()-1),
ch);
dlog << LINFO << "LM chebyquad 8 obj: " << chebyquad(ch);
dlog << LINFO << "LM chebyquad 8 der: " << length(chebyquad_derivative(ch));
dlog << LINFO << "LM chebyquad 8 error: " << length(ch - chebyquad_solution(8));
DLIB_TEST(length(ch - chebyquad_solution(8)) < 1e-5);
}
}
// ----------------------------------------------------------------------------------------
void test_with_brown()
{
print_spinner();
{
matrix<double,4,1> ch;
ch = brown_start();
solve_least_squares(objective_delta_stop_strategy(1e-13, 300),
brown_residual,
derivative(brown_residual),
range(1,20),
ch);
dlog << LINFO << "brown obj: " << brown(ch);
dlog << LINFO << "brown der: " << length(brown_derivative(ch));
dlog << LINFO << "brown error: " << length(ch - brown_solution());
DLIB_TEST_MSG(length(ch - brown_solution()) < 1e-5,length(ch - brown_solution()) );
}
print_spinner();
{
matrix<double,4,1> ch;
ch = brown_start();
solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
brown_residual,
derivative(brown_residual),
range(1,20),
ch);
dlog << LINFO << "LM brown obj: " << brown(ch);
dlog << LINFO << "LM brown der: " << length(brown_derivative(ch));
dlog << LINFO << "LM brown error: " << length(ch - brown_solution());
DLIB_TEST(length(ch - brown_solution()) < 1e-5);
}
}
// ----------------------------------------------------------------------------------------
// These functions are declared here because wrapping the real rosen functions in this
// way avoids triggering a bug in visual studio 2005 which prevents this code from compiling.
double rosen_residual_double (int i, const matrix<double,2,1>& m)
{ return rosen_residual(i,m); }
float rosen_residual_float (int i, const matrix<float,2,1>& m)
{ return rosen_residual(i,m); }
matrix<double,2,1> rosen_residual_derivative_double (int i, const matrix<double,2,1>& m)
{ return rosen_residual_derivative(i,m); }
/*
matrix<float,2,1> rosen_residual_derivative_float (int i, const matrix<float,2,1>& m)
{ return rosen_residual_derivative(i,m); }
*/
double rosen_big_residual_double (int i, const matrix<double,2,1>& m)
{ return rosen_big_residual(i,m); }
// ----------------------------------------------------------------------------------------
void test_with_rosen()
{
print_spinner();
{
matrix<double,2,1> ch;
ch = rosen_start<double>();
solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
rosen_residual_double,
rosen_residual_derivative_double,
range(1,20),
ch);
dlog << LINFO << "rosen obj: " << rosen(ch);
dlog << LINFO << "rosen error: " << length(ch - rosen_solution<double>());
DLIB_TEST(length(ch - rosen_solution<double>()) < 1e-5);
}
print_spinner();
{
matrix<double,2,1> ch;
ch = rosen_start<double>();
solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
rosen_residual_double,
rosen_residual_derivative_double,
range(1,20),
ch);
dlog << LINFO << "lm rosen obj: " << rosen(ch);
dlog << LINFO << "lm rosen error: " << length(ch - rosen_solution<double>());
DLIB_TEST(length(ch - rosen_solution<double>()) < 1e-5);
}
print_spinner();
{
matrix<double,2,1> ch;
ch = rosen_start<double>();
solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
rosen_residual_double,
derivative(rosen_residual_double),
range(1,20),
ch);
dlog << LINFO << "rosen obj: " << rosen(ch);
dlog << LINFO << "rosen error: " << length(ch - rosen_solution<double>());
DLIB_TEST(length(ch - rosen_solution<double>()) < 1e-5);
}
print_spinner();
{
matrix<float,2,1> ch;
ch = rosen_start<float>();
solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
rosen_residual_float,
derivative(rosen_residual_float),
range(1,20),
ch);
dlog << LINFO << "float rosen obj: " << rosen(ch);
dlog << LINFO << "float rosen error: " << length(ch - rosen_solution<float>());
DLIB_TEST(length(ch - rosen_solution<float>()) < 1e-5);
}
print_spinner();
{
matrix<float,2,1> ch;
ch = rosen_start<float>();
solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
rosen_residual_float,
derivative(rosen_residual_float),
range(1,20),
ch);
dlog << LINFO << "LM float rosen obj: " << rosen(ch);
dlog << LINFO << "LM float rosen error: " << length(ch - rosen_solution<float>());
DLIB_TEST(length(ch - rosen_solution<float>()) < 1e-5);
}
print_spinner();
{
matrix<double,2,1> ch;
ch = rosen_start<double>();
solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
rosen_residual_double,
derivative(rosen_residual_double),
range(1,20),
ch);
dlog << LINFO << "LM rosen obj: " << rosen(ch);
dlog << LINFO << "LM rosen error: " << length(ch - rosen_solution<double>());
DLIB_TEST(length(ch - rosen_solution<double>()) < 1e-5);
}
print_spinner();
{
matrix<double,2,1> ch;
ch = rosen_big_start<double>();
solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
rosen_big_residual_double,
derivative(rosen_big_residual_double),
range(1,2),
ch);
dlog << LINFO << "rosen big obj: " << rosen_big(ch);
dlog << LINFO << "rosen big error: " << length(ch - rosen_big_solution<double>());
DLIB_TEST(length(ch - rosen_big_solution<double>()) < 1e-5);
}
}
// ----------------------------------------------------------------------------------------
class optimization_tester : public tester
{
public:
optimization_tester (
) :
tester ("test_least_squares",
"Runs tests on the least squares optimization component.")
{}
void perform_test (
)
{
test_with_chebyquad();
test_with_brown();
test_with_rosen();
}
} a;
}