second_order_tests.py 文件源码

def test_hessian_quadratic(self):
    rnd = np.random.RandomState(0)
    dtype = tf.float64
    with tf.Graph().as_default():
      r = tf.Variable(0.0, dtype=dtype)
      x = tf.constant(rnd.uniform(-1.0, 1.0, [2, 27]), dtype=dtype, name="x")
      w2 = tf.constant(rnd.uniform(-1.0, 1.0, [27, 1]), dtype=dtype, name="w2")
      v2 = tf.constant(rnd.uniform(-1.0, 1.0, [27, 1]), dtype=dtype, name="v2")
      w2v = tf.add(w2, tf.multiply(r, v2))
      h2 = tf.matmul(x, w2v)
      y2 = tf.reduce_sum(h2 * h2)

      grad_w = tf.gradients(y2, w2)
      hv_fw = hessian_vec_fw(y2, [w2v], [v2])
      hv_bk = hessian_vec_bk(y2, [w2], [v2])

      with self.test_session() as sess:
        sess.run(tf.global_variables_initializer())
        grad_w = sess.run(grad_w)
        hv_fw_val = sess.run(hv_fw)
        hv_bk_val = sess.run(hv_bk)
        np.testing.assert_allclose(hv_fw_val, hv_bk_val, rtol=1e-5)