602 lines
18 KiB
Python
602 lines
18 KiB
Python
# Copyright (c) 2022 PaddlePaddle Authors. All Rights Reserved.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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import unittest
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import numpy as np
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import paddle
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from paddle.incubate.optimizer import (
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line_search_dygraph,
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)
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from paddle.optimizer import lbfgs
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np.random.seed(123)
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# func()should be func(w, x)where w is parameter to be optimize ,x is input of optimizer func
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# np_w is the init parameter of w
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class Net(paddle.nn.Layer):
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def __init__(self, np_w, func):
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super().__init__()
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self.func = func
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w = paddle.to_tensor(np_w)
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self.w = paddle.create_parameter(
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shape=w.shape,
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dtype=w.dtype,
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default_initializer=paddle.nn.initializer.Assign(w),
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)
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def forward(self, x):
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return self.func(self.w, x)
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def train_step(inputs, targets, net, opt):
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def closure():
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outputs = net(inputs)
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loss = paddle.nn.functional.mse_loss(outputs, targets)
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opt.clear_grad()
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loss.backward()
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return loss
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loss = opt.step(closure)
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return loss
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class TestLbfgs(unittest.TestCase):
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def test_function_fix_incubate(self):
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paddle.disable_static()
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np_w = np.random.rand(1).astype(np.float32)
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input = np.random.rand(1).astype(np.float32)
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weights = [np.random.rand(1).astype(np.float32) for i in range(5)]
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targets = [weights[i] * input for i in range(5)]
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def func(w, x):
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return w * x
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net = Net(np_w, func)
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opt = lbfgs.LBFGS(
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learning_rate=1,
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max_iter=10,
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max_eval=None,
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tolerance_grad=1e-07,
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tolerance_change=1e-09,
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history_size=5,
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line_search_fn='strong_wolfe',
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parameters=net.parameters(),
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)
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for weight, target in zip(weights, targets):
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input = paddle.to_tensor(input)
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target = paddle.to_tensor(target)
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loss = 1
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while loss > 1e-4:
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loss = train_step(input, target, net, opt)
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np.testing.assert_allclose(net.w, weight, rtol=1e-05)
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def test_inf_minima_incubate(self):
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# not converge
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input = np.random.rand(1).astype(np.float32)
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def outputs1(x):
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# weight[0] = 1.01 weight[1] = 0.99
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return x * x * x - 3 * x * x + 3 * 1.01 * 0.99 * x
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def outputs2(x):
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# weight[0] = 4 weight[1] = 2
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return pow(x, 4) + 5 * pow(x, 2)
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targets = [outputs1(input), outputs2(input)]
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input = paddle.to_tensor(input)
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def func1(extreme_point, x):
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return (
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x * x * x
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- 3 * x * x
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+ 3 * extreme_point[0] * extreme_point[1] * x
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)
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def func2(extreme_point, x):
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return pow(x, extreme_point[0]) + 5 * pow(x, extreme_point[1])
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extreme_point = np.array([-2.34, 1.45]).astype('float32')
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net1 = Net(extreme_point, func1)
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# converge of old_sk.pop()
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opt1 = lbfgs.LBFGS(
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learning_rate=1,
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max_iter=10,
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max_eval=None,
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tolerance_grad=1e-07,
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tolerance_change=1e-09,
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history_size=1,
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line_search_fn='strong_wolfe',
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parameters=net1.parameters(),
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)
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net2 = Net(extreme_point, func2)
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# converge of line_search = None
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opt2 = lbfgs.LBFGS(
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learning_rate=1,
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max_iter=50,
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max_eval=None,
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tolerance_grad=1e-07,
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tolerance_change=1e-09,
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history_size=10,
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line_search_fn=None,
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parameters=net2.parameters(),
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)
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n_iter = 0
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while n_iter < 20:
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loss = train_step(input, paddle.to_tensor(targets[0]), net1, opt1)
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n_iter = opt1.state_dict()["state"]["func_evals"]
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n_iter = 0
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while n_iter < 10:
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loss = train_step(input, paddle.to_tensor(targets[1]), net2, opt2)
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n_iter = opt1.state_dict()["state"]["func_evals"]
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def test_error_incubate(self):
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# test parameter is not Paddle Tensor
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def error_func1():
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extreme_point = np.array([-1, 2]).astype('float32')
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extreme_point = paddle.to_tensor(extreme_point)
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return lbfgs.LBFGS(
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learning_rate=1,
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max_iter=10,
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max_eval=None,
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tolerance_grad=1e-07,
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tolerance_change=1e-09,
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history_size=3,
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line_search_fn='strong_wolfe',
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parameters=extreme_point,
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)
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self.assertRaises(TypeError, error_func1)
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def test_error2_incubate(self):
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# not converge
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input = np.random.rand(1).astype(np.float32)
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def outputs2(x):
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# weight[0] = 4 weight[1] = 2
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return pow(x, 4) + 5 * pow(x, 2)
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targets = [outputs2(input)]
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input = paddle.to_tensor(input)
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def func2(extreme_point, x):
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return pow(x, extreme_point[0]) + 5 * pow(x, extreme_point[1])
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extreme_point = np.array([-2.34, 1.45]).astype('float32')
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net2 = Net(extreme_point, func2)
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# converge of line_search = None
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opt2 = lbfgs.LBFGS(
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learning_rate=1,
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max_iter=50,
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max_eval=None,
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tolerance_grad=1e-07,
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tolerance_change=1e-09,
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history_size=10,
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line_search_fn='None',
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parameters=net2.parameters(),
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)
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def error_func():
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n_iter = 0
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while n_iter < 10:
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loss = train_step(
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input, paddle.to_tensor(targets[0]), net2, opt2
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)
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n_iter = opt2.state_dict()["state"]["func_evals"]
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self.assertRaises(RuntimeError, error_func)
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def test_line_search_incubate(self):
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def func1(x, alpha, d):
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return paddle.to_tensor(x + alpha * d), paddle.to_tensor([0.0])
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def func2(x, alpha, d):
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return paddle.to_tensor(x + alpha * d), paddle.to_tensor([1.0])
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def func3(x, alpha, d):
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return paddle.to_tensor(x + alpha * d), paddle.to_tensor([-1.0])
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line_search_dygraph._strong_wolfe(
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func1,
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paddle.to_tensor([1.0]),
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paddle.to_tensor([0.001]),
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paddle.to_tensor([1.0]),
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paddle.to_tensor([1.0]),
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paddle.to_tensor([0.0]),
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paddle.to_tensor([0.0]),
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max_ls=1,
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)
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line_search_dygraph._strong_wolfe(
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func1,
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paddle.to_tensor([1.0]),
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paddle.to_tensor([0.001]),
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paddle.to_tensor([0.0]),
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paddle.to_tensor([1.0]),
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paddle.to_tensor([0.0]),
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paddle.to_tensor([0.0]),
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max_ls=0,
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)
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line_search_dygraph._strong_wolfe(
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func2,
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paddle.to_tensor([1.0]),
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paddle.to_tensor([-0.001]),
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paddle.to_tensor([1.0]),
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paddle.to_tensor([1.0]),
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paddle.to_tensor([1.0]),
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paddle.to_tensor([1.0]),
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max_ls=1,
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)
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line_search_dygraph._strong_wolfe(
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func3,
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paddle.to_tensor([1.0]),
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paddle.to_tensor([-0.001]),
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paddle.to_tensor([1.0]),
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paddle.to_tensor([1.0]),
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paddle.to_tensor([1.0]),
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paddle.to_tensor([1.0]),
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max_ls=1,
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)
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line_search_dygraph._cubic_interpolate(
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paddle.to_tensor([2.0]),
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paddle.to_tensor([1.0]),
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paddle.to_tensor([0.0]),
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paddle.to_tensor([1.0]),
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paddle.to_tensor([2.0]),
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paddle.to_tensor([0.0]),
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[0.1, 0.5],
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)
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line_search_dygraph._cubic_interpolate(
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paddle.to_tensor([2.0]),
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paddle.to_tensor([0.0]),
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paddle.to_tensor([-3.0]),
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paddle.to_tensor([1.0]),
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paddle.to_tensor([1.0]),
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paddle.to_tensor([-0.1]),
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[0.1, 0.5],
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)
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def test_error3_incubate(self):
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# test parameter shape size <= 0
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def error_func3():
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extreme_point = np.array([-1, 2]).astype('float32')
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extreme_point = paddle.to_tensor(extreme_point)
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def func(w, x):
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return w * x
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net = Net(extreme_point, func)
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net.w = paddle.create_parameter(
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shape=[-1, 2],
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dtype=net.w.dtype,
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)
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opt = lbfgs.LBFGS(
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learning_rate=1,
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max_iter=10,
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max_eval=None,
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tolerance_grad=1e-07,
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tolerance_change=1e-09,
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history_size=5,
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line_search_fn='strong_wolfe',
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parameters=net.parameters(),
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)
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self.assertRaises(AssertionError, error_func3)
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def test_function_fix(self):
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paddle.disable_static()
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np_w = np.random.rand(1).astype(np.float32)
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input = np.random.rand(1).astype(np.float32)
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weights = [np.random.rand(1).astype(np.float32) for i in range(5)]
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targets = [weights[i] * input for i in range(5)]
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def func(w, x):
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return w * x
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net = Net(np_w, func)
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opt = lbfgs.LBFGS(
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learning_rate=1,
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max_iter=10,
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max_eval=None,
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tolerance_grad=1e-07,
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tolerance_change=1e-09,
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history_size=5,
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line_search_fn='strong_wolfe',
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parameters=net.parameters(),
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)
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for weight, target in zip(weights, targets):
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input = paddle.to_tensor(input)
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target = paddle.to_tensor(target)
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loss = 1
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while loss > 1e-4:
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loss = train_step(input, target, net, opt)
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np.testing.assert_allclose(net.w, weight, rtol=1e-05)
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def test_inf_minima(self):
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# not converge
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input = np.random.rand(1).astype(np.float32)
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def outputs1(x):
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# weight[0] = 1.01 weight[1] = 0.99
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return x * x * x - 3 * x * x + 3 * 1.01 * 0.99 * x
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def outputs2(x):
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# weight[0] = 4 weight[1] = 2
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return pow(x, 4) + 5 * pow(x, 2)
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targets = [outputs1(input), outputs2(input)]
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input = paddle.to_tensor(input)
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def func1(extreme_point, x):
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return (
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x * x * x
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- 3 * x * x
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+ 3 * extreme_point[0] * extreme_point[1] * x
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)
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def func2(extreme_point, x):
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return pow(x, extreme_point[0]) + 5 * pow(x, extreme_point[1])
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extreme_point = np.array([-2.34, 1.45]).astype('float32')
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net1 = Net(extreme_point, func1)
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# converge of old_sk.pop()
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opt1 = lbfgs.LBFGS(
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learning_rate=1,
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max_iter=10,
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max_eval=None,
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tolerance_grad=1e-07,
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tolerance_change=1e-09,
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history_size=1,
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line_search_fn='strong_wolfe',
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parameters=net1.parameters(),
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)
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net2 = Net(extreme_point, func2)
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# converge of line_search = None
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opt2 = lbfgs.LBFGS(
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learning_rate=1,
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max_iter=50,
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max_eval=None,
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tolerance_grad=1e-07,
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tolerance_change=1e-09,
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history_size=10,
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line_search_fn=None,
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parameters=net2.parameters(),
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)
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n_iter = 0
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while n_iter < 20:
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loss = train_step(input, paddle.to_tensor(targets[0]), net1, opt1)
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n_iter = opt1.state_dict()["state"]["func_evals"]
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n_iter = 0
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while n_iter < 10:
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loss = train_step(input, paddle.to_tensor(targets[1]), net2, opt2)
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n_iter = opt1.state_dict()["state"]["func_evals"]
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def test_error(self):
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# test parameter is not Paddle Tensor
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def error_func1():
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extreme_point = np.array([-1, 2]).astype('float32')
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extreme_point = paddle.to_tensor(extreme_point)
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return lbfgs.LBFGS(
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learning_rate=1,
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max_iter=10,
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max_eval=None,
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tolerance_grad=1e-07,
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tolerance_change=1e-09,
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history_size=3,
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line_search_fn='strong_wolfe',
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parameters=extreme_point,
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)
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self.assertRaises(TypeError, error_func1)
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def test_error2(self):
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# not converge
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input = np.random.rand(1).astype(np.float32)
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def outputs2(x):
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# weight[0] = 4 weight[1] = 2
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return pow(x, 4) + 5 * pow(x, 2)
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targets = [outputs2(input)]
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input = paddle.to_tensor(input)
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def func2(extreme_point, x):
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return pow(x, extreme_point[0]) + 5 * pow(x, extreme_point[1])
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extreme_point = np.array([-2.34, 1.45]).astype('float32')
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net2 = Net(extreme_point, func2)
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# converge of line_search = None
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opt2 = lbfgs.LBFGS(
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learning_rate=1,
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max_iter=50,
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max_eval=None,
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tolerance_grad=1e-07,
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tolerance_change=1e-09,
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history_size=10,
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line_search_fn='None',
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parameters=net2.parameters(),
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)
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def error_func():
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n_iter = 0
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while n_iter < 10:
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loss = train_step(
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input, paddle.to_tensor(targets[0]), net2, opt2
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)
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n_iter = opt2.state_dict()["state"]["func_evals"]
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self.assertRaises(RuntimeError, error_func)
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def test_line_search(self):
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def func1(x, alpha, d):
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return paddle.to_tensor(x + alpha * d), paddle.to_tensor([0.0])
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def func2(x, alpha, d):
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return paddle.to_tensor(x + alpha * d), paddle.to_tensor([1.0])
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def func3(x, alpha, d):
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return paddle.to_tensor(x + alpha * d), paddle.to_tensor([-1.0])
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lbfgs._strong_wolfe(
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func1,
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paddle.to_tensor([1.0]),
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paddle.to_tensor([0.001]),
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paddle.to_tensor([1.0]),
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paddle.to_tensor([1.0]),
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paddle.to_tensor([0.0]),
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paddle.to_tensor([0.0]),
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max_ls=1,
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)
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lbfgs._strong_wolfe(
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func1,
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paddle.to_tensor([1.0]),
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paddle.to_tensor([0.001]),
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paddle.to_tensor([0.0]),
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paddle.to_tensor([1.0]),
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paddle.to_tensor([0.0]),
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paddle.to_tensor([0.0]),
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max_ls=0,
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)
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lbfgs._strong_wolfe(
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func2,
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paddle.to_tensor([1.0]),
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paddle.to_tensor([-0.001]),
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paddle.to_tensor([1.0]),
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paddle.to_tensor([1.0]),
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paddle.to_tensor([1.0]),
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paddle.to_tensor([1.0]),
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max_ls=1,
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)
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lbfgs._strong_wolfe(
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func2,
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paddle.to_tensor([1.0]),
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-0.001,
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paddle.to_tensor([1.0]),
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paddle.to_tensor([1.0]),
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paddle.to_tensor([1.0]),
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paddle.to_tensor([1.0]),
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max_ls=1,
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)
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lbfgs._strong_wolfe(
|
|
func3,
|
|
paddle.to_tensor([1.0]),
|
|
paddle.to_tensor([-0.001]),
|
|
paddle.to_tensor([1.0]),
|
|
paddle.to_tensor([1.0]),
|
|
paddle.to_tensor([1.0]),
|
|
paddle.to_tensor([1.0]),
|
|
max_ls=1,
|
|
)
|
|
|
|
lbfgs._cubic_interpolate(
|
|
paddle.to_tensor([2.0]),
|
|
paddle.to_tensor([1.0]),
|
|
paddle.to_tensor([0.0]),
|
|
paddle.to_tensor([1.0]),
|
|
paddle.to_tensor([2.0]),
|
|
paddle.to_tensor([0.0]),
|
|
[0.1, 0.5],
|
|
)
|
|
|
|
lbfgs._cubic_interpolate(
|
|
paddle.to_tensor([2.0]),
|
|
paddle.to_tensor([0.0]),
|
|
paddle.to_tensor([-3.0]),
|
|
paddle.to_tensor([1.0]),
|
|
paddle.to_tensor([1.0]),
|
|
paddle.to_tensor([-0.1]),
|
|
[0.1, 0.5],
|
|
)
|
|
|
|
def test_error3(self):
|
|
# test parameter shape size <= 0
|
|
def error_func3():
|
|
extreme_point = np.array([-1, 2]).astype('float32')
|
|
extreme_point = paddle.to_tensor(extreme_point)
|
|
|
|
def func(w, x):
|
|
return w * x
|
|
|
|
net = Net(extreme_point, func)
|
|
net.w = paddle.create_parameter(
|
|
shape=[-1, 2],
|
|
dtype=net.w.dtype,
|
|
)
|
|
opt = lbfgs.LBFGS(
|
|
learning_rate=1,
|
|
max_iter=10,
|
|
max_eval=None,
|
|
tolerance_grad=1e-07,
|
|
tolerance_change=1e-09,
|
|
history_size=5,
|
|
line_search_fn='strong_wolfe',
|
|
parameters=net.parameters(),
|
|
)
|
|
|
|
self.assertRaises(AssertionError, error_func3)
|
|
|
|
def test_error4(self):
|
|
# test call minimize(loss)
|
|
paddle.disable_static()
|
|
|
|
def error_func4():
|
|
inputs = np.random.rand(1).astype(np.float32)
|
|
targets = paddle.to_tensor([inputs * 2])
|
|
inputs = paddle.to_tensor(inputs)
|
|
|
|
extreme_point = np.array([-1, 1]).astype('float32')
|
|
|
|
def func(extreme_point, x):
|
|
return x * extreme_point[0] + 5 * x * extreme_point[1]
|
|
|
|
net = Net(extreme_point, func)
|
|
opt = lbfgs.LBFGS(
|
|
learning_rate=1,
|
|
max_iter=10,
|
|
max_eval=None,
|
|
tolerance_grad=1e-07,
|
|
tolerance_change=1e-09,
|
|
history_size=5,
|
|
line_search_fn='strong_wolfe',
|
|
parameters=net.parameters(),
|
|
)
|
|
loss = train_step(inputs, targets, net, opt)
|
|
opt.minimize(loss)
|
|
|
|
self.assertRaises(NotImplementedError, error_func4)
|
|
|
|
|
|
if __name__ == '__main__':
|
|
unittest.main()
|