adding optim tests

commit: 3d80b1371aadfb7c7660fa8881163f2f3c6e5a13 [log] [tgz]
author: soumith <soumith@fb.com> Fri Aug 12 16:46:18 2016 -0700
committer: soumith <soumith@fb.com> Fri Aug 12 16:46:18 2016 -0700
tree: 50f81c8a06d08bd70714aae81878d0102f3847b9
parent: 624dd3e10c4e4eb9bbda5a46250968d40fdbefac [diff]
diff --git a/test/optim/compare.sh b/test/optim/compare.sh
new file mode 100755
index 0000000..9c3afd8
--- /dev/null
+++ b/test/optim/compare.sh

@@ -0,0 +1,14 @@
+
+# th test.lua > lua.out
+python3 test.py > python.out
+
+diff lua.out python.out >/dev/null 2>&1
+RESULT=$?
+if [[ RESULT -eq 0 ]]; then
+    echo "PASS"
+else
+    echo "FAIL"
+    echo "Press ENTER to open vimdiff"
+    read
+    vimdiff lua.out python.out
+fi

diff --git a/test/optim/lua.out b/test/optim/lua.out
new file mode 100644
index 0000000..0d66bae
--- /dev/null
+++ b/test/optim/lua.out

@@ -0,0 +1,5060 @@
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+================================================================================	
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+================================================================================	
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diff --git a/test/optim/regex.lua b/test/optim/regex.lua
new file mode 100644
index 0000000..f1e396a
--- /dev/null
+++ b/test/optim/regex.lua

@@ -0,0 +1,39 @@
+assert(arg[1])
+funcs = {
+    'resizeAs', 'add', 'zero', 'mul', 'div', 'abs',
+    'addcmul', 'addcdiv', 'copy', 'sqrt', 'fill',
+    {'cmul', 'mul'},
+    {'cdiv', 'div'},
+}
+for _, val in pairs(funcs) do
+    local name, newname
+    if type(val) == 'table' then
+        name = val[1]
+        newname = val[2]
+    else
+        name = val
+        newname = val .. '_'
+    end
+
+    command = "sed -i -r "
+        .. "'/torch\\." .. name .. "\\(/b; " -- short-circuits
+        .. "s/([a-zA-Z]*)\\." .. name .. "\\(" -- substitution
+        .. "/"
+        .. "\\1\\." .. newname .. "\\(/g' " .. arg[1]
+    print(command)
+    os.execute(command)
+    command = "sed -i 's/math\\." .. newname
+        .. "/math\\." .. name .. "/' " .. arg[1]
+    print(command)
+    os.execute(command)
+end
+
+funcs = {
+    {'torch\.cmul', 'torch\.mul'},
+    {'torch\.cdiv', 'torch\.div'},
+}
+for _, val in pairs(funcs) do
+    command = "sed -i 's/" .. val[1] .. "/" .. val[2] .. "/' " .. arg[1]
+    print(command)
+    os.execute(command)
+end

diff --git a/test/optim/test.py b/test/optim/test.py
new file mode 100644
index 0000000..cdbc565
--- /dev/null
+++ b/test/optim/test.py

@@ -0,0 +1,38 @@
+import json
+import torch
+import torch.legacy.optim as optim
+from pprint import pprint
+
+def rosenbrock(tensor):
+    x, y = tensor
+    return (1 - x)**2 + 100 * (y - x**2)**2
+
+def drosenbrock(tensor):
+    x, y = tensor
+    return torch.DoubleTensor((-400 * x * (y - x**2) - 2 * (1 - x), 200 * x * (y - x**2)))
+
+algorithms = {
+    'adadelta': optim.adadelta,
+    'adagrad': optim.adagrad,
+    'adam': optim.adam,
+    'adamax': optim.adamax,
+    'asgd': optim.asgd,
+    'cg': optim.cg,
+    'nag': optim.nag,
+    'rmsprop': optim.rmsprop,
+    'rprop': optim.rprop,
+    'sgd': optim.sgd,
+}
+
+with open('tests.json', 'r') as f:
+    tests = json.loads(f.read())
+
+for test in tests:
+    print(test['algorithm'] + '\t')
+    algorithm = algorithms[test['algorithm']]
+    for config in test['config']:
+        print('================================================================================\t')
+        params = torch.DoubleTensor((1.5, 1.5))
+        for i in range(100):
+            algorithm(lambda x: (rosenbrock(x), drosenbrock(x)), params, config)
+            print('{:.12f}\t{:.12f}\t'.format(params[0], params[1]))

diff --git a/test/optim/tests.json b/test/optim/tests.json
new file mode 100644
index 0000000..5a57bc8
--- /dev/null
+++ b/test/optim/tests.json

@@ -0,0 +1,102 @@
+[
+    {
+        "algorithm": "adadelta",
+        "config": [
+            {},
+            {"rho": 0.95},
+            {"rho": 0.95, "eps": 1e-3},
+            {"weightDecay": 0.2}
+        ]
+    },
+    {
+        "algorithm": "adagrad",
+        "config": [
+            {}
+        ]
+    },
+    {
+        "algorithm": "adam",
+        "config": [
+            {},
+            {"learningRate": 1e-4},
+            {"learningRate": 1e-4, "beta1": 0.92},
+            {"learningRate": 1e-4, "beta1": 0.92, "beta2": 0.96},
+            {"learningRate": 1e-4, "beta1": 0.92, "beta2": 0.96, "epsilon": 1e-3},
+            {"learningRate": 1e-4, "weightDecay": 0.1}
+        ]
+    },
+    {
+        "algorithm": "adamax",
+        "config": [
+            {},
+            {"learningRate": 1e-4},
+            {"learningRate": 1e-4, "beta1": 0.92},
+            {"learningRate": 1e-4, "beta1": 0.92, "beta2": 0.96},
+            {"learningRate": 1e-4, "beta1": 0.92, "beta2": 0.96, "epsilon": 1e-3}
+        ]
+    },
+    {
+        "algorithm": "asgd",
+        "config": [
+            {},
+            {"eta0": 1e-4},
+            {"eta0": 1e-4, "lambda": 1e-2},
+            {"eta0": 1e-4, "lambda": 1e-2, "alpha": 0.9},
+            {"eta0": 1e-4, "lambda": 1e-2, "alpha": 0.9, "t0": 10}
+        ]
+    },
+    {
+        "algorithm": "cg",
+        "config": [
+            {},
+            {"rho": 0.02},
+            {"sig": 0.06},
+            {"int": 0.12},
+            {"ext": 3.2},
+            {"maxIter": 5},
+            {"ratio": 95}
+        ]
+    },
+    {
+        "algorithm": "nag",
+        "config": [
+            {},
+            {"learningRate": 1e-4},
+            {"learningRate": 1e-4, "learningRateDecay": 0.1},
+            {"learningRate": 1e-4, "weightDecay": 0.3},
+            {"learningRate": 1e-4, "momentum": 0.95},
+            {"learningRate": 1e-4, "momentum": 0.95, "dampening": 0.8}
+        ]
+    },
+    {
+        "algorithm": "rmsprop",
+        "config": [
+            {},
+            {"learningRate": 1e-4},
+            {"learningRate": 1e-4, "alpha": 0.95},
+            {"learningRate": 1e-4, "alpha": 0.95, "epsilon": 1e-3},
+            {"weightDecay": 0.2}
+        ]
+    },
+    {
+        "algorithm": "rprop",
+        "config": [
+            {},
+            {"stepsize": 0.05},
+            {"stepsize": 0.05, "etaplus": 1.15},
+            {"stepsize": 0.05, "etaplus": 1.15, "etaminus": 0.6},
+            {"stepsize": 0.05, "etaplus": 1.15, "etaminus": 0.6, "stepsizemax": 1, "stepsizemin": 1e-3},
+            {"stepsize": 0.05, "etaplus": 1.15, "etaminus": 0.6, "niter": 10}
+        ]
+    },
+    {
+        "algorithm": "sgd",
+        "config": [
+            {},
+            {"learningRate": 1e-4},
+            {"learningRate": 1e-4, "momentum": 0.95, "dampening": 0.9},
+            {"learningRate": 1e-4, "nesterov": true, "momentum": 0.95, "dampening": 0},
+            {"weightDecay": 0.2}
+        ]
+    }
+]
commit	3d80b1371aadfb7c7660fa8881163f2f3c6e5a13	[log] [tgz]
author	soumith <soumith@fb.com>	Fri Aug 12 16:46:18 2016 -0700
committer	soumith <soumith@fb.com>	Fri Aug 12 16:46:18 2016 -0700
tree	50f81c8a06d08bd70714aae81878d0102f3847b9
parent	624dd3e10c4e4eb9bbda5a46250968d40fdbefac [diff]