// Copyright (C) 2018 Davis E. King (davis@dlib.net) // License: Boost Software License See LICENSE.txt for the full license. #include #include #include #include #include #include #include #include "tester.h" namespace { using namespace test; using namespace dlib; using namespace std; logger dlog("test.isotonic_regression"); // ---------------------------------------------------------------------------------------- class optimization_tester : public tester { public: optimization_tester ( ) : tester ("test_isotonic_regression", "Runs tests on the isotonic_regression object.") {} void perform_test ( ) { dlib::rand rnd; for (int round = 0; round < 100; ++round) { print_spinner(); std::vector vect; for (int i = 0; i < 5; ++i) vect.push_back(put_in_range(-1,1,rnd.get_random_gaussian())); auto f = [&](const matrix& x) { double dist = 0; double sum = 0; for (long i = 0; i < x.size(); ++i) { sum += x(i); dist += (sum-vect[i])*(sum-vect[i]); } return dist; }; auto objval = [vect](const matrix& x) { return sum(squared(mat(vect)-x)); }; auto is_monotonic = [](const matrix& x) { for (long i = 1; i < x.size(); ++i) { if (x(i-1) > x(i)) return false; } return true; }; matrix lower(5), upper(5); lower = 0; lower(0) = -4; upper = 4; // find the solution with find_min_global() and then check that it matches auto result = find_min_global(f, lower, upper, max_function_calls(40)); for (long i = 1; i < result.x.size(); ++i) result.x(i) += result.x(i-1); isotonic_regression mr; mr(vect); dlog << LINFO << "err: "<< objval(mat(vect)) - objval(result.x); DLIB_CASSERT(is_monotonic(mat(vect))); DLIB_CASSERT(is_monotonic(result.x)); // isotonic_regression should be at least as good as find_min_global(). DLIB_CASSERT(objval(mat(vect)) - objval(result.x) < 1e-13); } } } a; }