extern crate peroxide;
use peroxide::{fuga::*, hstack};
#[test]
#[allow(non_snake_case)]
fn test_LM() {
let x = seq(0, 10, 0.1);
let p_true = vec![1.0, 2.0, 3.0];
let y = x.fmap(|t| p_true[0] * t.powi(2) + p_true[1] * t + p_true[2]);
let p_init = vec![1f64, 1f64, 1f64];
let data = hstack!(x, y);
let mut opt = Optimizer::new(data, f);
let p_est = opt
.set_init_param(p_init)
.set_max_iter(50)
.set_method(LevenbergMarquardt)
.set_lambda_init(1e-3)
.set_lambda_max(1e+3)
.optimize();
p_est.print();
}
#[test]
#[allow(non_snake_case)]
fn test_GD() {
let x = seq(0, 10, 0.1);
let p_true = vec![1.0, 2.0, 3.0];
let y = x.fmap(|t| p_true[0] * t.powi(2) + p_true[1] * t + p_true[2]);
let p_init = vec![1f64, 1f64, 1f64];
let data = hstack!(x, y);
let mut opt = Optimizer::new(data, f);
let p_est = opt
.set_init_param(p_init)
.set_max_iter(1000)
.set_method(GradientDescent)
.set_lr(1e-6)
.optimize();
p_est.print();
}
fn f(x: &Vec<f64>, p: Vec<AD>) -> Option<Vec<AD>> {
Some (
x.iter()
.map(|t| AD1(*t, 0f64))
.map(|t| p[0] * t.powi(2) + p[1] * t + p[2])
.collect()
)
}