nabla-xp: improvements, + test

decons.lisp

@@ -72,6 +72,15 @@
     (lambda (theta)
       (nabla-xp obj theta))))
 
+;;;; optimization by revision (= gradient descent)
+
+(defvar *revisions* 10)
+(defvar *alpha* 0.01)
+
+;;;; experimental differentiation
+
+(defvar *diff-variation* 0.01)
+
 (defun nabla-xp (fn args)
   "Determine gradients by experiment: vary args and record changes."
   (let ((base (funcall fn args))
@@ -82,12 +91,13 @@
     (reverse res)))
 
 (defun diff (fn vargs ix base)
-  (let* ((vx 0.01) argsx r+ r-)
+  (let* ((vdiff *diff-variation*) 
-    (setf argsx (copy-seq vargs))
+         (val (svref vargs ix))
-    (setf (svref argsx ix) (+ (svref vargs ix) vx))
+         (argsx (copy-seq vargs)) r+ r-)
-    (setf r+ (/ (- (funcall fn (map 'list #'identity argsx)) base) vx))
+    (setf (svref argsx ix) (+ val vdiff))
-    (setf (svref argsx ix) (- (svref vargs ix) vx))
+    (setf r+ (/ (- (funcall fn (map 'list #'identity argsx)) base) vdiff))
-    (setf r- (/ (- base (funcall fn (map 'list #'identity argsx))) vx))
+    (setf (svref argsx ix) (- val vdiff))
+    (setf r- (/ (- base (funcall fn (map 'list #'identity argsx))) vdiff))
     ;(util:lgi base r+ r-)
     (/ (+ r+ r-) 2)))
 

test-decons.lisp

@@ -71,4 +71,5 @@
     (setf decons:*trials* nil)
     (decons:try objective '(0.0 0.0))
     (decons:try objective '(0.0099 0.0))
+    (== (decons:nabla-xp objective '(0.0 0.0)) '(-62.999725 -21.0001))
 ))