jens
7b34529b24
git-svn-id: http://moon:8086/svn/matlab/trunk@91 801c6759-fa7c-4059-a304-17956f83a07c
53 lines
1.4 KiB
Matlab
53 lines
1.4 KiB
Matlab
clear all
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nInst = 250;
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nVars = 10;
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X = randn(nInst,nVars);
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w = randn(nVars,1);
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y = sign(X*w + randn(nInst,1));
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wTest = randn(nVars,1);
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fprintf('Testing gradient using forward-differencing...\n');
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order = 1;
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derivativeCheck(@LogisticLoss,wTest,order,1,X,y);
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fprintf('Testing gradient using central-differencing...\n');
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derivativeCheck(@LogisticLoss,wTest,order,2,X,y);
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fprintf('Testing gradient using complex-step derivative...\n');
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derivativeCheck(@LogisticLoss,wTest,order,3,X,y);
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fprintf('\n\n\n');
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pause
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fprintf('Testing Hessian using forward-differencing\n');
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order = 2;
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derivativeCheck(@LogisticLoss,wTest,order,1,X,y);
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fprintf('Testing Hessian using central-differencing\n');
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order = 2;
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derivativeCheck(@LogisticLoss,wTest,order,2,X,y);
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fprintf('Testing Hessian using complex-step derivative\n');
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order = 2;
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derivativeCheck(@LogisticLoss,wTest,order,3,X,y);
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fprintf('\n\n\n');
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pause
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fprintf('Testing gradient using fastDerivativeCheck...\n');
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order = 1;
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fastDerivativeCheck(@LogisticLoss,wTest,order,1,X,y);
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fastDerivativeCheck(@LogisticLoss,wTest,order,2,X,y);
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fastDerivativeCheck(@LogisticLoss,wTest,order,3,X,y);
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fprintf('\n\n\n');
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pause
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fprintf('Testing Hessian using fastDerivativeCheck...\n');
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order = 2;
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fastDerivativeCheck(@LogisticLoss,wTest,order,1,X,y);
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fastDerivativeCheck(@LogisticLoss,wTest,order,2,X,y);
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fastDerivativeCheck(@LogisticLoss,wTest,order,3,X,y);
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