def gradcheck_naive(f, x):
"""
Gradient check for a function f
- f should be a function that takes a single argument and outputs the cost and its gradients
- x is the point (numpy array) to check the gradient at
"""
rndstate = random.getstate()
random.setstate(rndstate)
fx, grad = f(x) # Evaluate function value at original point
h = 1e-4
# Iterate over all indexes in x
it = np.nditer(x, flags=['multi_index'], op_flags=['readwrite'])
while not it.finished:
ix = it.multi_index
### try modifying x[ix] with h defined above to compute numerical gradients
### make sure you call random.setstate(rndstate) before calling f(x) each time, this will make it
### possible to test cost functions with built in randomness later
### YOUR CODE HERE:
x_ = x.copy()
random.setstate(rndstate)
x_[ix] += h
fx1, _ = f(x_)
random.setstate(rndstate)
x_ = x.copy()
x_[ix] -= h
fx2 , _ = f(x_)
numgrad = (fx1 - fx2) / (2 * h)
### END YOUR CODE
# Compare gradients
reldiff = abs(numgrad - grad[ix]) / max(1, abs(numgrad), abs(grad[ix]))
if reldiff > 1e-5:
print "Gradient check failed."
print "First gradient error found at index %s" % str(ix)
print "Your gradient: %f \t Numerical gradient: %f" % (grad[ix], numgrad)
return
it.iternext() # Step to next dimension
print "Gradient check passed!"
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