/**
 * @file sgd_test.cpp
 * @author Ryan Curtin
 * @author Marcus Edel
 * @author Conrad Sanderson
 *
 * 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"

using namespace std;
using namespace arma;
using namespace ens;
using namespace ens::test;

TEST_CASE("SimpleSGDTestFunction", "[SGDTest]")
{
  SGDTestFunction f;
  VanillaUpdate vanillaUpdate;
  StandardSGD s(0.0003, 1, 5000000, 1e-9, true, vanillaUpdate, NoDecay(), true,
      true);

  arma::mat coordinates = f.GetInitialPoint();
  double result = s.Optimize(f, coordinates);

  REQUIRE(result == Approx(-1.0).epsilon(0.0005));
  REQUIRE(coordinates(0) == Approx(0.0).margin(1e-3));
  REQUIRE(coordinates(1) == Approx(0.0).margin(1e-7));
  REQUIRE(coordinates(2) == Approx(0.0).margin(1e-7));
}

TEST_CASE("GeneralizedRosenbrockTest", "[SGDTest]")
{
  // Loop over several variants.
  for (size_t i = 10; i < 50; i += 5)
  {
    // Create the generalized Rosenbrock function.
    GeneralizedRosenbrockFunction f(i);

    VanillaUpdate vanillaUpdate;
    StandardSGD s(0.001, 1, 0, 1e-15, true, vanillaUpdate, NoDecay(), true,
        true);

    arma::mat coordinates = f.GetInitialPoint();
    double result = s.Optimize(f, coordinates);

    REQUIRE(result == Approx(0.0).margin(1e-10));
    for (size_t j = 0; j < i; ++j)
      REQUIRE(coordinates(j) == Approx(1.0).epsilon(1e-5));
  }
}

TEST_CASE("SimpleSGDTestFunctionFloat", "[SGDTest]")
{
  SGDTestFunction f;
  StandardSGD s(0.0003, 1, 5000000, 1e-9, true);
  s.ExactObjective() = true;

  arma::fmat coordinates = f.GetInitialPoint<arma::fmat>();
  float result = s.Optimize(f, coordinates);

  REQUIRE(result == Approx(-1.0).epsilon(0.0005));
  REQUIRE(coordinates(0) == Approx(0.0).margin(1e-3));
  REQUIRE(coordinates(1) == Approx(0.0).margin(1e-5));
  REQUIRE(coordinates(2) == Approx(0.0).margin(1e-5));
}

TEST_CASE("GeneralizedRosenbrockTestFloat", "[SGDTest]")
{
  // Loop over several variants.
  for (size_t i = 10; i < 50; i += 5)
  {
    // Create the generalized Rosenbrock function.
    GeneralizedRosenbrockFunction f(i);

    StandardSGD s(0.001, 1, 0, 1e-15, true);

    arma::fmat coordinates = f.GetInitialPoint<arma::fmat>();
    float result = s.Optimize(f, coordinates);

    REQUIRE(result == Approx(0.0).margin(1e-5));
    for (size_t j = 0; j < i; ++j)
      REQUIRE(coordinates(j) == Approx(1.0).epsilon(1e-3));
  }
}