108 lines
3.5 KiB
Matlab
108 lines
3.5 KiB
Matlab
function cae = caenumgradcheck(cae, x, y)
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epsilon = 1e-4;
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er = 1e-6;
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disp('performing numerical gradient checking...')
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for i = 1 : numel(cae.o)
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p_cae = cae; p_cae.c{i} = p_cae.c{i} + epsilon;
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m_cae = cae; m_cae.c{i} = m_cae.c{i} - epsilon;
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[m_cae, p_cae] = caerun(m_cae, p_cae, x, y);
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d = (p_cae.L - m_cae.L) / (2 * epsilon);
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e = abs(d - cae.dc{i});
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if e > er
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disp('OUTPUT BIAS numerical gradient checking failed');
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disp(e);
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disp(d / cae.dc{i});
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keyboard
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end
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end
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for a = 1 : numel(cae.a)
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p_cae = cae; p_cae.b{a} = p_cae.b{a} + epsilon;
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m_cae = cae; m_cae.b{a} = m_cae.b{a} - epsilon;
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[m_cae, p_cae] = caerun(m_cae, p_cae, x, y);
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d = (p_cae.L - m_cae.L) / (2 * epsilon);
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% cae.dok{i}{a}(u) = d;
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e = abs(d - cae.db{a});
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if e > er
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disp('BIAS numerical gradient checking failed');
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disp(e);
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disp(d / cae.db{a});
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keyboard
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end
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for i = 1 : numel(cae.o)
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for u = 1 : numel(cae.ok{i}{a})
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p_cae = cae; p_cae.ok{i}{a}(u) = p_cae.ok{i}{a}(u) + epsilon;
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m_cae = cae; m_cae.ok{i}{a}(u) = m_cae.ok{i}{a}(u) - epsilon;
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[m_cae, p_cae] = caerun(m_cae, p_cae, x, y);
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d = (p_cae.L - m_cae.L) / (2 * epsilon);
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% cae.dok{i}{a}(u) = d;
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e = abs(d - cae.dok{i}{a}(u));
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if e > er
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disp('OUTPUT KERNEL numerical gradient checking failed');
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disp(e);
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disp(d / cae.dok{i}{a}(u));
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% keyboard
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end
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end
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end
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for i = 1 : numel(cae.i)
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for u = 1 : numel(cae.ik{i}{a})
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p_cae = cae;
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m_cae = cae;
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p_cae.ik{i}{a}(u) = p_cae.ik{i}{a}(u) + epsilon;
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m_cae.ik{i}{a}(u) = m_cae.ik{i}{a}(u) - epsilon;
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[m_cae, p_cae] = caerun(m_cae, p_cae, x, y);
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d = (p_cae.L - m_cae.L) / (2 * epsilon);
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% cae.dik{i}{a}(u) = d;
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e = abs(d - cae.dik{i}{a}(u));
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if e > er
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disp('INPUT KERNEL numerical gradient checking failed');
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disp(e);
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disp(d / cae.dik{i}{a}(u));
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end
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end
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end
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end
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disp('done')
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end
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function [m_cae, p_cae] = caerun(m_cae, p_cae, x, y)
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m_cae = caeup(m_cae, x); m_cae = caedown(m_cae); m_cae = caebp(m_cae, y);
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p_cae = caeup(p_cae, x); p_cae = caedown(p_cae); p_cae = caebp(p_cae, y);
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end
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%function checknumgrad(cae,what,x,y)
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% epsilon = 1e-4;
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% er = 1e-9;
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%
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% for i = 1 : numel(eval(what))
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% if iscell(eval(['cae.' what]))
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% checknumgrad(cae,[what '{' num2str(i) '}'], x, y)
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% else
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% p_cae = cae;
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% m_cae = cae;
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% eval(['p_cae.' what '(' num2str(i) ')']) = eval([what '(' num2str(i) ')']) + epsilon;
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% eval(['m_cae.' what '(' num2str(i) ')']) = eval([what '(' num2str(i) ')']) - epsilon;
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%
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% m_cae = caeff(m_cae, x); m_cae = caedown(m_cae); m_cae = caebp(m_cae, y);
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% p_cae = caeff(p_cae, x); p_cae = caedown(p_cae); p_cae = caebp(p_cae, y);
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%
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% d = (p_cae.L - m_cae.L) / (2 * epsilon);
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% e = abs(d - eval(['cae.d' what '(' num2str(i) ')']));
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% if e > er
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% error('numerical gradient checking failed');
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% end
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% end
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% end
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%
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% end
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