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+# 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()