// Copyright (C) 2018 Davis E. King (davis@dlib.net)
// License: Boost Software License See LICENSE.txt for the full license.
#include <dlib/optimization.h>
#include <dlib/global_optimization.h>
#include <sstream>
#include <string>
#include <cstdlib>
#include <ctime>
#include <vector>
#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<double> vect;
for (int i = 0; i < 5; ++i)
vect.push_back(put_in_range(-1,1,rnd.get_random_gaussian()));
auto f = [&](const matrix<double,0,1>& 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<double,0,1>& x)
{
return sum(squared(mat(vect)-x));
};
auto is_monotonic = [](const matrix<double,0,1>& x)
{
for (long i = 1; i < x.size(); ++i)
{
if (x(i-1) > x(i))
return false;
}
return true;
};
matrix<double,0,1> 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;
}