dlib C++ Library - least_squares.cpp

// Copyright (C) 2010 Davis E. King (davis@dlib.net)
// License: Boost Software License See LICENSE.txt for the full license.
#include <dlib/optimization.h>
#include "optimization_test_functions.h"
#include <sstream>
#include <string>
#include <cstdlib>
#include <ctime>
#include <vector>
#include "../rand.h"
#include "tester.h"
namespace 
{
 using namespace test;
 using namespace dlib;
 using namespace std;
 using namespace dlib::test_functions;
 logger dlog("test.least_squares");
// ----------------------------------------------------------------------------------------
 void test_with_chebyquad()
 {
 print_spinner();
 {
 matrix<double,0,1> ch;
 ch = chebyquad_start(2);
 solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
 chebyquad_residual,
 derivative(chebyquad_residual),
 range(0,ch.size()-1),
 ch);
 dlog << LINFO << "chebyquad 2 obj: " << chebyquad(ch);
 dlog << LINFO << "chebyquad 2 der: " << length(chebyquad_derivative(ch));
 dlog << LINFO << "chebyquad 2 error: " << length(ch - chebyquad_solution(2));
 DLIB_TEST(length(ch - chebyquad_solution(2)) < 1e-5);
 }
 {
 matrix<double,0,1> ch;
 ch = chebyquad_start(2);
 solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
 chebyquad_residual,
 derivative(chebyquad_residual),
 range(0,ch.size()-1),
 ch);
 dlog << LINFO << "LM chebyquad 2 obj: " << chebyquad(ch);
 dlog << LINFO << "LM chebyquad 2 der: " << length(chebyquad_derivative(ch));
 dlog << LINFO << "LM chebyquad 2 error: " << length(ch - chebyquad_solution(2));
 DLIB_TEST(length(ch - chebyquad_solution(2)) < 1e-5);
 }
 print_spinner();
 {
 matrix<double,2,1> ch;
 ch = chebyquad_start(2);
 solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
 chebyquad_residual,
 derivative(chebyquad_residual),
 range(0,ch.size()-1),
 ch);
 dlog << LINFO << "chebyquad 2 obj: " << chebyquad(ch);
 dlog << LINFO << "chebyquad 2 der: " << length(chebyquad_derivative(ch));
 dlog << LINFO << "chebyquad 2 error: " << length(ch - chebyquad_solution(2));
 DLIB_TEST(length(ch - chebyquad_solution(2)) < 1e-5);
 }
 print_spinner();
 {
 matrix<double,2,1> ch;
 ch = chebyquad_start(2);
 solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
 chebyquad_residual,
 derivative(chebyquad_residual),
 range(0,ch.size()-1),
 ch);
 dlog << LINFO << "LM chebyquad 2 obj: " << chebyquad(ch);
 dlog << LINFO << "LM chebyquad 2 der: " << length(chebyquad_derivative(ch));
 dlog << LINFO << "LM chebyquad 2 error: " << length(ch - chebyquad_solution(2));
 DLIB_TEST(length(ch - chebyquad_solution(2)) < 1e-5);
 }
 print_spinner();
 {
 matrix<double,0,1> ch;
 ch = chebyquad_start(4);
 solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
 chebyquad_residual,
 derivative(chebyquad_residual),
 range(0,ch.size()-1),
 ch);
 dlog << LINFO << "chebyquad 4 obj: " << chebyquad(ch);
 dlog << LINFO << "chebyquad 4 der: " << length(chebyquad_derivative(ch));
 dlog << LINFO << "chebyquad 4 error: " << length(ch - chebyquad_solution(4));
 DLIB_TEST(length(ch - chebyquad_solution(4)) < 1e-5);
 }
 print_spinner();
 {
 matrix<double,0,1> ch;
 ch = chebyquad_start(4);
 solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
 chebyquad_residual,
 derivative(chebyquad_residual),
 range(0,ch.size()-1),
 ch);
 dlog << LINFO << "LM chebyquad 4 obj: " << chebyquad(ch);
 dlog << LINFO << "LM chebyquad 4 der: " << length(chebyquad_derivative(ch));
 dlog << LINFO << "LM chebyquad 4 error: " << length(ch - chebyquad_solution(4));
 DLIB_TEST(length(ch - chebyquad_solution(4)) < 1e-5);
 }
 print_spinner();
 {
 matrix<double,0,1> ch;
 ch = chebyquad_start(6);
 solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
 chebyquad_residual,
 derivative(chebyquad_residual),
 range(0,ch.size()-1),
 ch);
 dlog << LINFO << "chebyquad 6 obj: " << chebyquad(ch);
 dlog << LINFO << "chebyquad 6 der: " << length(chebyquad_derivative(ch));
 dlog << LINFO << "chebyquad 6 error: " << length(ch - chebyquad_solution(6));
 // the ch variable contains a permutation of what is in chebyquad_solution(6).
 // Apparently there is more than one minimum?. Just check that the objective 
 // goes to zero.
 DLIB_TEST(chebyquad(ch) < 1e-10);
 }
 print_spinner();
 {
 matrix<double,0,1> ch;
 ch = chebyquad_start(6);
 solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
 chebyquad_residual,
 derivative(chebyquad_residual),
 range(0,ch.size()-1),
 ch);
 dlog << LINFO << "LM chebyquad 6 obj: " << chebyquad(ch);
 dlog << LINFO << "LM chebyquad 6 der: " << length(chebyquad_derivative(ch));
 dlog << LINFO << "LM chebyquad 6 error: " << length(ch - chebyquad_solution(6));
 DLIB_TEST(chebyquad(ch) < 1e-10);
 }
 print_spinner();
 {
 matrix<double,0,1> ch;
 ch = chebyquad_start(8);
 solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
 chebyquad_residual,
 derivative(chebyquad_residual),
 range(0,ch.size()-1),
 ch);
 dlog << LINFO << "chebyquad 8 obj: " << chebyquad(ch);
 dlog << LINFO << "chebyquad 8 der: " << length(chebyquad_derivative(ch));
 dlog << LINFO << "chebyquad 8 error: " << length(ch - chebyquad_solution(8));
 DLIB_TEST(length(ch - chebyquad_solution(8)) < 1e-5);
 }
 print_spinner();
 {
 matrix<double,0,1> ch;
 ch = chebyquad_start(8);
 solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
 chebyquad_residual,
 derivative(chebyquad_residual),
 range(0,ch.size()-1),
 ch);
 dlog << LINFO << "LM chebyquad 8 obj: " << chebyquad(ch);
 dlog << LINFO << "LM chebyquad 8 der: " << length(chebyquad_derivative(ch));
 dlog << LINFO << "LM chebyquad 8 error: " << length(ch - chebyquad_solution(8));
 DLIB_TEST(length(ch - chebyquad_solution(8)) < 1e-5);
 }
 }
// ----------------------------------------------------------------------------------------
 void test_with_brown()
 {
 print_spinner();
 {
 matrix<double,4,1> ch;
 ch = brown_start();
 solve_least_squares(objective_delta_stop_strategy(1e-13, 300),
 brown_residual,
 derivative(brown_residual),
 range(1,20),
 ch);
 dlog << LINFO << "brown obj: " << brown(ch);
 dlog << LINFO << "brown der: " << length(brown_derivative(ch));
 dlog << LINFO << "brown error: " << length(ch - brown_solution());
 DLIB_TEST_MSG(length(ch - brown_solution()) < 1e-5,length(ch - brown_solution()) );
 }
 print_spinner();
 {
 matrix<double,4,1> ch;
 ch = brown_start();
 solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
 brown_residual,
 derivative(brown_residual),
 range(1,20),
 ch);
 dlog << LINFO << "LM brown obj: " << brown(ch);
 dlog << LINFO << "LM brown der: " << length(brown_derivative(ch));
 dlog << LINFO << "LM brown error: " << length(ch - brown_solution());
 DLIB_TEST(length(ch - brown_solution()) < 1e-5);
 }
 }
// ----------------------------------------------------------------------------------------
// These functions are declared here because wrapping the real rosen functions in this
// way avoids triggering a bug in visual studio 2005 which prevents this code from compiling.
 double rosen_residual_double (int i, const matrix<double,2,1>& m)
 { return rosen_residual(i,m); }
 float rosen_residual_float (int i, const matrix<float,2,1>& m)
 { return rosen_residual(i,m); }
 matrix<double,2,1> rosen_residual_derivative_double (int i, const matrix<double,2,1>& m)
 { return rosen_residual_derivative(i,m); }
 /*
 matrix<float,2,1> rosen_residual_derivative_float (int i, const matrix<float,2,1>& m)
 { return rosen_residual_derivative(i,m); }
 */
 double rosen_big_residual_double (int i, const matrix<double,2,1>& m)
 { return rosen_big_residual(i,m); }
// ----------------------------------------------------------------------------------------
 void test_with_rosen()
 {
 print_spinner();
 {
 matrix<double,2,1> ch;
 ch = rosen_start<double>();
 solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
 rosen_residual_double,
 rosen_residual_derivative_double,
 range(1,20),
 ch);
 dlog << LINFO << "rosen obj: " << rosen(ch);
 dlog << LINFO << "rosen error: " << length(ch - rosen_solution<double>());
 DLIB_TEST(length(ch - rosen_solution<double>()) < 1e-5);
 }
 print_spinner();
 {
 matrix<double,2,1> ch;
 ch = rosen_start<double>();
 solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
 rosen_residual_double,
 rosen_residual_derivative_double,
 range(1,20),
 ch);
 dlog << LINFO << "lm rosen obj: " << rosen(ch);
 dlog << LINFO << "lm rosen error: " << length(ch - rosen_solution<double>());
 DLIB_TEST(length(ch - rosen_solution<double>()) < 1e-5);
 }
 print_spinner();
 {
 matrix<double,2,1> ch;
 ch = rosen_start<double>();
 solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
 rosen_residual_double,
 derivative(rosen_residual_double),
 range(1,20),
 ch);
 dlog << LINFO << "rosen obj: " << rosen(ch);
 dlog << LINFO << "rosen error: " << length(ch - rosen_solution<double>());
 DLIB_TEST(length(ch - rosen_solution<double>()) < 1e-5);
 }
 print_spinner();
 {
 matrix<float,2,1> ch;
 ch = rosen_start<float>();
 solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
 rosen_residual_float,
 derivative(rosen_residual_float),
 range(1,20),
 ch);
 dlog << LINFO << "float rosen obj: " << rosen(ch);
 dlog << LINFO << "float rosen error: " << length(ch - rosen_solution<float>());
 DLIB_TEST(length(ch - rosen_solution<float>()) < 1e-5);
 }
 print_spinner();
 {
 matrix<float,2,1> ch;
 ch = rosen_start<float>();
 solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
 rosen_residual_float,
 derivative(rosen_residual_float),
 range(1,20),
 ch);
 dlog << LINFO << "LM float rosen obj: " << rosen(ch);
 dlog << LINFO << "LM float rosen error: " << length(ch - rosen_solution<float>());
 DLIB_TEST(length(ch - rosen_solution<float>()) < 1e-5);
 }
 print_spinner();
 {
 matrix<double,2,1> ch;
 ch = rosen_start<double>();
 solve_least_squares_lm(objective_delta_stop_strategy(1e-13, 80),
 rosen_residual_double,
 derivative(rosen_residual_double),
 range(1,20),
 ch);
 dlog << LINFO << "LM rosen obj: " << rosen(ch);
 dlog << LINFO << "LM rosen error: " << length(ch - rosen_solution<double>());
 DLIB_TEST(length(ch - rosen_solution<double>()) < 1e-5);
 }
 print_spinner();
 {
 matrix<double,2,1> ch;
 ch = rosen_big_start<double>();
 solve_least_squares(objective_delta_stop_strategy(1e-13, 80),
 rosen_big_residual_double,
 derivative(rosen_big_residual_double),
 range(1,2),
 ch);
 dlog << LINFO << "rosen big obj: " << rosen_big(ch);
 dlog << LINFO << "rosen big error: " << length(ch - rosen_big_solution<double>());
 DLIB_TEST(length(ch - rosen_big_solution<double>()) < 1e-5);
 }
 }
// ----------------------------------------------------------------------------------------
 class optimization_tester : public tester
 {
 public:
 optimization_tester (
 ) :
 tester ("test_least_squares",
 "Runs tests on the least squares optimization component.")
 {}
 void perform_test (
 )
 {
 test_with_chebyquad();
 test_with_brown();
 test_with_rosen();
 }
 } a;
}