scripts/nn/test/util.dml

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/*
 * Test utility functions.
 */

all_equal = function(matrix[double] X1, matrix[double] X2)
    return(boolean equivalent) {
  /*
   * Determine if two matrices are equivalent.
   *
   * Inputs:
   *  - X1: Inputs, of shape (any, any).
   *  - X2: Inputs, of same shape as X1.
   *
   * Outputs:
   *  - equivalent: Whether or not the two matrices are equivalent.
   */
  equivalent = as.logical(prod(X1 == X2))
}

check_all_equal = function(matrix[double] X1, matrix[double] X2)
    return(boolean equivalent) {
  /*
   * Check if two matrices are equivalent, and report any issues.
   *
   * Issues an "ERROR" statement if elements of the two matrices are
   * not equal.
   *
   * Inputs:
   *  - X1: Inputs, of shape (any, any).
   *  - X2: Inputs, of same shape as X1.
   *
   * Outputs:
   *  - equivalent: Whether or not the two matrices are equivalent.
   */
  # Determine if matrices are equivalent
  equivalent = all_equal(X1, X2)

  # Evaluate relative error
  if (!equivalent) {
    print("ERROR: The two matrices are not equivalent.")
  }
}

compute_rel_error = function(double x1, double x2)
    return (double rel_error) {
  /*
   * Relative error measure between two values.
   *
   * Uses smoothing to avoid divide-by-zero errors.
   *
   * Inputs:
   *  - x1: First value.
   *  - x2: Second value.
   *
   * Outputs:
   *  - rel_error: Relative error measure between the two values.
   */
  rel_error = abs(x1-x2) / max(1e-8, abs(x1)+abs(x2))
}

check_rel_error = function(double x1, double x2, double thresh_error, double thresh_warn)
    return (double rel_error) {
  /*
   * Check and report any issues with the relative error measure between
   * two values.
   *
   * Issues an "ERROR" statement for relative errors > thresh_error,
   * indicating that the implementation is likely incorrect.
   *
   * Issues a "WARNING" statement for relative errors < thresh_error
   * but > thresh_warn, indicating that the implementation may be
   * incorrect.
   *
   * Inputs:
   *  - x1: First value.
   *  - x2: Second value.
   *  - thresh_error: Error threshold.
   *  - thresh_warn: Warning threshold.
   *
   * Outputs:
   *  - rel_error: Relative error measure between the two values.
   */
  # Compute relative error
  rel_error = compute_rel_error(x1, x2)

  # Evaluate relative error
  if (rel_error > thresh_error) {
    print("ERROR: Relative error " + rel_error + " > " + thresh_error + " with " + x1 +
          " vs " + x2 + ".")
  }
  else if (rel_error > thresh_warn & rel_error <= thresh_error) {
    print("WARNING: Relative error " + rel_error + " > " + thresh_warn + " & <= " + thresh_error +
          " with " + x1 + " vs " + x2 + ".")
  }
}

check_rel_grad_error = function(double dw_a, double dw_n, double lossph, double lossmh)
    return (double rel_error) {
  /*
   * Check and report any issues with the relative error measure between
   * the analytical and numerical partial derivatives.
   *
   *  - Issues an "ERROR" statement for relative errors > 1e-2,
   *  indicating that the gradient is likely incorrect.
   *  - Issues a "WARNING" statement for relative errors < 1e-2
   *  but > 1e-4, indicating that the may be incorrect.
   *
   * Inputs:
   *  - dw_a: Analytical partial derivative wrt w.
   *  - dw_n: Numerical partial derivative wrt w.
   *  - lossph: Loss evaluated with w set to w+h.
   *  - lossmh: Loss evaluated with w set to w-h.
   *
   * Outputs:
   *  - rel_error: Relative error measure between the two derivatives.
   */
  # Compute relative error
  rel_error = compute_rel_error(dw_a, dw_n)

  # Evaluate relative error
  thresh_error = 1e-2
  thresh_warn = 1e-4
  if (rel_error > thresh_error) {
    print("ERROR: Relative error " + rel_error + " > " + thresh_error + " with " + dw_a +
          " analytical vs " + dw_n + " numerical, with lossph " + lossph +
          " and lossmh " + lossmh)
  }
  else if (rel_error > thresh_warn & rel_error <= thresh_error) {
    print("WARNING: Relative error " + rel_error + " > " + thresh_warn + " & <= " + thresh_error +
          " with " + dw_a + " analytical vs " + dw_n + " numerical, with lossph " + lossph +
          " and lossmh " + lossmh)
  }
}