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Diffstat (limited to 'tensorflow/compiler/tests/proximal_gradient_descent_test.py')
-rw-r--r-- | tensorflow/compiler/tests/proximal_gradient_descent_test.py | 156 |
1 files changed, 156 insertions, 0 deletions
diff --git a/tensorflow/compiler/tests/proximal_gradient_descent_test.py b/tensorflow/compiler/tests/proximal_gradient_descent_test.py new file mode 100644 index 0000000000..11eb768711 --- /dev/null +++ b/tensorflow/compiler/tests/proximal_gradient_descent_test.py @@ -0,0 +1,156 @@ +# Copyright 2015 The TensorFlow Authors. All Rights Reserved. +# +# Licensed under the Apache License, Version 2.0 (the "License"); +# you may not use this file except in compliance with the License. +# You may obtain a copy of the License at +# +# http://www.apache.org/licenses/LICENSE-2.0 +# +# Unless required by applicable law or agreed to in writing, software +# distributed under the License is distributed on an "AS IS" BASIS, +# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +# See the License for the specific language governing permissions and +# limitations under the License. +# ============================================================================== +"""Tests for Proximal Gradient Descent optimizer.""" + +from __future__ import absolute_import +from __future__ import division +from __future__ import print_function + +import numpy as np + +from tensorflow.compiler.tests import xla_test +from tensorflow.python.framework import constant_op +from tensorflow.python.ops import resource_variable_ops +from tensorflow.python.ops import variables +from tensorflow.python.platform import test +from tensorflow.python.training import gradient_descent +from tensorflow.python.training import proximal_gradient_descent + + +class ProximalGradientDescentOptimizerTest(xla_test.XLATestCase): + + def testResourceProximalGradientDescentwithoutRegularization(self): + with self.test_session(), self.test_scope(): + var0 = resource_variable_ops.ResourceVariable([0.0, 0.0]) + var1 = resource_variable_ops.ResourceVariable([0.0, 0.0]) + grads0 = constant_op.constant([0.1, 0.2]) + grads1 = constant_op.constant([0.01, 0.02]) + opt = proximal_gradient_descent.ProximalGradientDescentOptimizer( + 3.0, l1_regularization_strength=0.0, l2_regularization_strength=0.0) + update = opt.apply_gradients(zip([grads0, grads1], [var0, var1])) + variables.global_variables_initializer().run() + + self.assertAllClose([0.0, 0.0], var0.eval()) + self.assertAllClose([0.0, 0.0], var1.eval()) + + # Run 3 steps Proximal Gradient Descent. + for _ in range(3): + update.run() + + self.assertAllClose(np.array([-0.9, -1.8]), var0.eval()) + self.assertAllClose(np.array([-0.09, -0.18]), var1.eval()) + + def testProximalGradientDescentwithoutRegularization2(self): + with self.test_session(), self.test_scope(): + var0 = resource_variable_ops.ResourceVariable([1.0, 2.0]) + var1 = resource_variable_ops.ResourceVariable([4.0, 3.0]) + grads0 = constant_op.constant([0.1, 0.2]) + grads1 = constant_op.constant([0.01, 0.02]) + + opt = proximal_gradient_descent.ProximalGradientDescentOptimizer( + 3.0, l1_regularization_strength=0.0, l2_regularization_strength=0.0) + update = opt.apply_gradients(zip([grads0, grads1], [var0, var1])) + variables.global_variables_initializer().run() + + self.assertAllClose([1.0, 2.0], var0.eval()) + self.assertAllClose([4.0, 3.0], var1.eval()) + + # Run 3 steps Proximal Gradient Descent + for _ in range(3): + update.run() + + self.assertAllClose(np.array([0.1, 0.2]), var0.eval()) + self.assertAllClose(np.array([3.91, 2.82]), var1.eval()) + + def testProximalGradientDescentWithL1(self): + with self.test_session(), self.test_scope(): + var0 = resource_variable_ops.ResourceVariable([1.0, 2.0]) + var1 = resource_variable_ops.ResourceVariable([4.0, 3.0]) + grads0 = constant_op.constant([0.1, 0.2]) + grads1 = constant_op.constant([0.01, 0.02]) + + opt = proximal_gradient_descent.ProximalGradientDescentOptimizer( + 3.0, l1_regularization_strength=0.001, l2_regularization_strength=0.0) + update = opt.apply_gradients(zip([grads0, grads1], [var0, var1])) + variables.global_variables_initializer().run() + + self.assertAllClose([1.0, 2.0], var0.eval()) + self.assertAllClose([4.0, 3.0], var1.eval()) + + # Run 10 steps proximal gradient descent. + for _ in range(10): + update.run() + + self.assertAllClose(np.array([-1.988, -3.988001]), var0.eval()) + self.assertAllClose(np.array([3.67, 2.37]), var1.eval()) + + def testProximalGradientDescentWithL1_L2(self): + with self.test_session(), self.test_scope(): + var0 = resource_variable_ops.ResourceVariable([1.0, 2.0]) + var1 = resource_variable_ops.ResourceVariable([4.0, 3.0]) + grads0 = constant_op.constant([0.1, 0.2]) + grads1 = constant_op.constant([0.01, 0.02]) + + opt = proximal_gradient_descent.ProximalGradientDescentOptimizer( + 3.0, l1_regularization_strength=0.001, l2_regularization_strength=2.0) + update = opt.apply_gradients(zip([grads0, grads1], [var0, var1])) + variables.global_variables_initializer().run() + + self.assertAllClose([1.0, 2.0], var0.eval()) + self.assertAllClose([4.0, 3.0], var1.eval()) + + # Run 10 steps Proximal Gradient Descent + for _ in range(10): + update.run() + + self.assertAllClose(np.array([-0.0495, -0.0995]), var0.eval()) + self.assertAllClose(np.array([-0.0045, -0.0095]), var1.eval()) + + def applyOptimizer(self, opt, steps=5): + var0 = resource_variable_ops.ResourceVariable([1.0, 2.0]) + var1 = resource_variable_ops.ResourceVariable([3.0, 4.0]) + grads0 = constant_op.constant([0.1, 0.2]) + grads1 = constant_op.constant([0.01, 0.02]) + + update = opt.apply_gradients(zip([grads0, grads1], [var0, var1])) + variables.global_variables_initializer().run() + + self.assertAllClose([1.0, 2.0], var0.eval()) + self.assertAllClose([3.0, 4.0], var1.eval()) + + # Run ProximalAdagrad for a few steps + for _ in range(steps): + update.run() + + return var0.eval(), var1.eval() + + def testEquivGradientDescentwithoutRegularization(self): + with self.test_session(), self.test_scope(): + val0, val1 = self.applyOptimizer( + proximal_gradient_descent.ProximalGradientDescentOptimizer( + 3.0, + l1_regularization_strength=0.0, + l2_regularization_strength=0.0)) + + with self.test_session(), self.test_scope(): + val2, val3 = self.applyOptimizer( + gradient_descent.GradientDescentOptimizer(3.0)) + + self.assertAllClose(val0, val2) + self.assertAllClose(val1, val3) + + +if __name__ == "__main__": + test.main() |