peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/sklearn
/utils
/tests
/test_optimize.py
import numpy as np | |
from scipy.optimize import fmin_ncg | |
from sklearn.utils._testing import assert_array_almost_equal | |
from sklearn.utils.optimize import _newton_cg | |
def test_newton_cg(): | |
# Test that newton_cg gives same result as scipy's fmin_ncg | |
rng = np.random.RandomState(0) | |
A = rng.normal(size=(10, 10)) | |
x0 = np.ones(10) | |
def func(x): | |
Ax = A.dot(x) | |
return 0.5 * (Ax).dot(Ax) | |
def grad(x): | |
return A.T.dot(A.dot(x)) | |
def hess(x, p): | |
return p.dot(A.T.dot(A.dot(x.all()))) | |
def grad_hess(x): | |
return grad(x), lambda x: A.T.dot(A.dot(x)) | |
assert_array_almost_equal( | |
_newton_cg(grad_hess, func, grad, x0, tol=1e-10)[0], | |
fmin_ncg(f=func, x0=x0, fprime=grad, fhess_p=hess), | |
) | |