// Copyright (c) the JPEG XL Project Authors. All rights reserved. // // Use of this source code is governed by a BSD-style // license that can be found in the LICENSE file. #include "lib/jxl/enc_optimize.h" #include #include #include #include "lib/jxl/testing.h" namespace jxl { namespace optimize { namespace { // The maximum number of iterations for the test. const size_t kMaxTestIter = 100000; // F(w) = (w - w_min)^2. struct SimpleQuadraticFunction { typedef Array ArrayType; explicit SimpleQuadraticFunction(const ArrayType& w0) : w_min(w0) {} double Compute(const ArrayType& w, ArrayType* df) const { ArrayType dw = w - w_min; *df = -2.0 * dw; return dw * dw; } ArrayType w_min; }; // F(alpha, beta, gamma| x,y) = \sum_i(y_i - (alpha x_i ^ gamma + beta))^2. struct PowerFunction { explicit PowerFunction(const std::vector& x0, const std::vector& y0) : x(x0), y(y0) {} typedef Array ArrayType; double Compute(const ArrayType& w, ArrayType* df) const { double loss_function = 0; (*df)[0] = 0; (*df)[1] = 0; (*df)[2] = 0; for (size_t ind = 0; ind < y.size(); ++ind) { if (x[ind] != 0) { double l_f = y[ind] - (w[0] * pow(x[ind], w[1]) + w[2]); (*df)[0] += 2.0 * l_f * pow(x[ind], w[1]); (*df)[1] += 2.0 * l_f * w[0] * pow(x[ind], w[1]) * log(x[ind]); (*df)[2] += 2.0 * l_f * 1; loss_function += l_f * l_f; } } return loss_function; } std::vector x; std::vector y; }; TEST(OptimizeTest, SimpleQuadraticFunction) { SimpleQuadraticFunction::ArrayType w_min; w_min[0] = 1.0; w_min[1] = 2.0; SimpleQuadraticFunction f(w_min); SimpleQuadraticFunction::ArrayType w(0.); static const double kPrecision = 1e-8; w = optimize::OptimizeWithScaledConjugateGradientMethod(f, w, kPrecision, kMaxTestIter); EXPECT_NEAR(w[0], 1.0, kPrecision); EXPECT_NEAR(w[1], 2.0, kPrecision); } TEST(OptimizeTest, PowerFunction) { std::vector x(10); std::vector y(10); for (int ind = 0; ind < 10; ++ind) { x[ind] = 1. * ind; y[ind] = 2. * pow(x[ind], 3) + 5.; } PowerFunction f(x, y); PowerFunction::ArrayType w(0.); static const double kPrecision = 0.01; w = optimize::OptimizeWithScaledConjugateGradientMethod(f, w, kPrecision, kMaxTestIter); EXPECT_NEAR(w[0], 2.0, kPrecision); EXPECT_NEAR(w[1], 3.0, kPrecision); EXPECT_NEAR(w[2], 5.0, kPrecision); } TEST(OptimizeTest, SimplexOptTest) { auto f = [](const std::vector& x) -> double { double t1 = x[0] - 1.0; double t2 = x[1] + 1.5; return 2.0 + t1 * t1 + t2 * t2; }; auto opt = RunSimplex(2, 0.01, 100, f); EXPECT_EQ(opt.size(), 3u); static const double kPrecision = 0.01; EXPECT_NEAR(opt[0], 2.0, kPrecision); EXPECT_NEAR(opt[1], 1.0, kPrecision); EXPECT_NEAR(opt[2], -1.5, kPrecision); } } // namespace } // namespace optimize } // namespace jxl