Merge pull request #50 from rcurtin/grid_search_fixes

Fix and include GridSearch by default

include/ensmallen.hpp

@@ -61,7 +61,6 @@
 
 #include "ensmallen_bits/problems/problems.hpp" // TODO: should move to another place
 
-// TODO: remove mlpack bits from each of these files
 #include "ensmallen_bits/ada_delta/ada_delta.hpp"
 #include "ensmallen_bits/ada_grad/ada_grad.hpp"
 #include "ensmallen_bits/adam/adam.hpp"
@@ -74,7 +73,7 @@
 
 #include "ensmallen_bits/fw/frank_wolfe.hpp"
 #include "ensmallen_bits/gradient_descent/gradient_descent.hpp"
-// #include "ensmallen_bits/grid_search/grid_search.hpp"
+#include "ensmallen_bits/grid_search/grid_search.hpp"
 #include "ensmallen_bits/iqn/iqn.hpp"
 #include "ensmallen_bits/katyusha/katyusha.hpp"
 #include "ensmallen_bits/lbfgs/lbfgs.hpp"

include/ensmallen_bits/grid_search/grid_search_impl.hpp

@@ -24,31 +24,13 @@ double GridSearch::Optimize(
     const std::vector<bool>& categoricalDimensions,
     const arma::Row<size_t>& numCategories)
 {
-  if (categoricalDimensions.size() != iterate.n_rows)
-  {
-    std::ostringstream oss;
-    oss << "GridSearch::Optimize(): expected information about "
-        << iterate.n_rows << " dimensions in categoricalDimensions, "
-        << "but got " << categoricalDimensions.size();
-    throw std::invalid_argument(oss.str());
-  }
-
-  if (numCategories.n_elem != iterate.n_rows)
-  {
-    std::ostringstream oss;
-    oss << "GridSearch::Optimize(): expected numCategories to have length "
-        << "equal to number of dimensions (" << iterate.n_rows << ") but it has"
-        << " length " << numCategories.n_elem;
-    throw std::invalid_argument(oss.str());
-  }
-
   for (size_t i = 0; i < categoricalDimensions.size(); ++i)
   {
-    if (categoricalDimensions[i])
+    if (!categoricalDimensions[i])
     {
       std::ostringstream oss;
       oss << "GridSearch::Optimize(): the dimension " << i
-          << "is not categorical" << std::endl;
+          << " is not categorical" << std::endl;
       throw std::invalid_argument(oss.str());
     }
   }

tests/CMakeLists.txt

@@ -12,6 +12,7 @@ set(ENSMALLEN_TESTS_SOURCES
     frankwolfe_test.cpp
     function_test.cpp
     gradient_descent_test.cpp
+    grid_search_test.cpp
     iqn_test.cpp
     katyusha_test.cpp
     lbfgs_test.cpp

tests/grid_search_test.cpp

@@ -0,0 +1,70 @@
+/**
+ * @file grid_search_test.cpp
+ * @author Ryan Curtin
+ *
+ * Test file for the GridSearch optimizer.
+ *
+ * ensmallen is free software; you may redistribute it and/or modify it under
+ * the terms of the 3-clause BSD license.  You should have received a copy of
+ * the 3-clause BSD license along with ensmallen.  If not, see
+ * http://www.opensource.org/licenses/BSD-3-Clause for more information.
+ */
+
+#include <ensmallen.hpp>
+#include "catch.hpp"
+#include "test_function_tools.hpp"
+
+using namespace ens;
+using namespace ens::test;
+
+// An implementation of a simple categorical function.  The parameters can be
+// understood as x = [c1 c2 c3].  When c1 = 0, c2 = 2, and c3 = 1, the value of
+// f(x) is 0.  In any other case, the value of f(x) is 10.  Therefore, the
+// optimum is found at [0, 2, 1].
+class SimpleCategoricalFunction
+{
+ public:
+  // Return the objective function f(x) as described above.
+  double Evaluate(const arma::mat& x)
+  {
+    if (size_t(x[0]) == 0 &&
+        size_t(x[1]) == 2 &&
+        size_t(x[2]) == 1)
+      return 0.0;
+    else
+      return 10.0;
+  }
+};
+
+TEST_CASE("GridSearchTest", "[GridSearchTest]")
+{
+  // Create and optimize the categorical function with the GridSearch
+  // optimizer.  We must also create a std::vector<bool> that holds the types
+  // of each dimension, and an arma::Row<size_t> that holds the number of
+  // categories in each dimension.
+  SimpleCategoricalFunction c;
+
+  // We have three categorical dimensions only.
+  std::vector<bool> categoricalDimensions;
+  categoricalDimensions.push_back(true);
+  categoricalDimensions.push_back(true);
+  categoricalDimensions.push_back(true);
+
+  // The first category can take 5 values; the second can take 3; the third can
+  // take 12.
+  arma::Row<size_t> numCategories("5 3 12");
+
+  // The initial point for our optimization will be to set all categories to 0.
+  arma::mat params("0 0 0");
+
+  // Now create the GridSearch optimizer with default parameters, and run the
+  // optimization.
+  // The GridSearch type can be replaced with any ensmallen optimizer that
+  // is able to handle categorical functions.
+  GridSearch gs;
+  gs.Optimize(c, params, categoricalDimensions, numCategories);
+
+  REQUIRE(params[0] == 0);
+  REQUIRE(params[1] == 2);
+  REQUIRE(params[2] == 1);
+}