from __future__ import division from itertools import product import numpy as np from numpy.linalg import norm from numpy.testing import (assert_, assert_allclose, assert_equal) from pytest import raises as assert_raises from scipy._lib._numpy_compat import suppress_warnings from scipy.sparse import issparse, lil_matrix from scipy.sparse.linalg import aslinearoperator from scipy.optimize import least_squares from scipy.optimize._lsq.least_squares import IMPLEMENTED_LOSSES from scipy.optimize._lsq.common import EPS, make_strictly_feasible def fun_trivial(x, a=0): return (x - a)**2 + 5.0 def jac_trivial(x, a=0.0): return 2 * (x - a) def fun_2d_trivial(x): return np.array([x[0], x[1]]) def jac_2d_trivial(x): return np.identity(2) def fun_rosenbrock(x): return np.array([10 * (x[1] - x[0]**2), (1 - x[0])]) def jac_rosenbrock(x): return np.array([ [-20 * x[0], 10], [-1, 0] ]) def jac_rosenbrock_bad_dim(x): return np.array([ [-20 * x[0], 10], [-1, 0], [0.0, 0.0] ]) def fun_rosenbrock_cropped(x): return fun_rosenbrock(x)[0] def jac_rosenbrock_cropped(x): return jac_rosenbrock(x)[0] # When x is 1-d array, return is 2-d array. def fun_wrong_dimensions(x): return np.array([x, x**2, x**3]) def jac_wrong_dimensions(x, a=0.0): return np.atleast_3d(jac_trivial(x, a=a)) def fun_bvp(x): n = int(np.sqrt(x.shape[0])) u = np.zeros((n + 2, n + 2)) x = x.reshape((n, n)) u[1:-1, 1:-1] = x y = u[:-2, 1:-1] + u[2:, 1:-1] + u[1:-1, :-2] + u[1:-1, 2:] - 4 * x + x**3 return y.ravel() class BroydenTridiagonal(object): def __init__(self, n=100, mode='sparse'): np.random.seed(0) self.n = n self.x0 = -np.ones(n) self.lb = np.linspace(-2, -1.5, n) self.ub = np.linspace(-0.8, 0.0, n) self.lb += 0.1 * np.random.randn(n) self.ub += 0.1 * np.random.randn(n) self.x0 += 0.1 * np.random.randn(n) self.x0 = make_strictly_feasible(self.x0, self.lb, self.ub) if mode == 'sparse': self.sparsity = lil_matrix((n, n), dtype=int) i = np.arange(n) self.sparsity[i, i] = 1 i = np.arange(1, n) self.sparsity[i, i - 1] = 1 i = np.arange(n - 1) self.sparsity[i, i + 1] = 1 self.jac = self._jac elif mode == 'operator': self.jac = lambda x: aslinearoperator(self._jac(x)) elif mode == 'dense': self.sparsity = None self.jac = lambda x: self._jac(x).toarray() else: assert_(False) def fun(self, x): f = (3 - x) * x + 1 f[1:] -= x[:-1] f[:-1] -= 2 * x[1:] return f def _jac(self, x): J = lil_matrix((self.n, self.n)) i = np.arange(self.n) J[i, i] = 3 - 2 * x i = np.arange(1, self.n) J[i, i - 1] = -1 i = np.arange(self.n - 1) J[i, i + 1] = -2 return J class ExponentialFittingProblem(object): """Provide data and function for exponential fitting in the form y = a + exp(b * x) + noise.""" def __init__(self, a, b, noise, n_outliers=1, x_range=(-1, 1), n_points=11, random_seed=None): np.random.seed(random_seed) self.m = n_points self.n = 2 self.p0 = np.zeros(2) self.x = np.linspace(x_range[0], x_range[1], n_points) self.y = a + np.exp(b * self.x) self.y += noise * np.random.randn(self.m) outliers = np.random.randint(0, self.m, n_outliers) self.y[outliers] += 50 * noise * np.random.rand(n_outliers) self.p_opt = np.array([a, b]) def fun(self, p): return p[0] + np.exp(p[1] * self.x) - self.y def jac(self, p): J = np.empty((self.m, self.n)) J[:, 0] = 1 J[:, 1] = self.x * np.exp(p[1] * self.x) return J def cubic_soft_l1(z): rho = np.empty((3, z.size)) t = 1 + z rho[0] = 3 * (t**(1/3) - 1) rho[1] = t ** (-2/3) rho[2] = -2/3 * t**(-5/3) return rho LOSSES = list(IMPLEMENTED_LOSSES.keys()) + [cubic_soft_l1] class BaseMixin(object): def test_basic(self): # Test that the basic calling sequence works. res = least_squares(fun_trivial, 2., method=self.method) assert_allclose(res.x, 0, atol=1e-4) assert_allclose(res.fun, fun_trivial(res.x)) def test_args_kwargs(self): # Test that args and kwargs are passed correctly to the functions. a = 3.0 for jac in ['2-point', '3-point', 'cs', jac_trivial]: with suppress_warnings() as sup: sup.filter(UserWarning, "jac='(3-point|cs)' works equivalently to '2-point' for method='lm'") res = least_squares(fun_trivial, 2.0, jac, args=(a,), method=self.method) res1 = least_squares(fun_trivial, 2.0, jac, kwargs={'a': a}, method=self.method) assert_allclose(res.x, a, rtol=1e-4) assert_allclose(res1.x, a, rtol=1e-4) assert_raises(TypeError, least_squares, fun_trivial, 2.0, args=(3, 4,), method=self.method) assert_raises(TypeError, least_squares, fun_trivial, 2.0, kwargs={'kaboom': 3}, method=self.method) def test_jac_options(self): for jac in ['2-point', '3-point', 'cs', jac_trivial]: with suppress_warnings() as sup: sup.filter(UserWarning, "jac='(3-point|cs)' works equivalently to '2-point' for method='lm'") res = least_squares(fun_trivial, 2.0, jac, method=self.method) assert_allclose(res.x, 0, atol=1e-4) assert_raises(ValueError, least_squares, fun_trivial, 2.0, jac='oops', method=self.method) def test_nfev_options(self): for max_nfev in [None, 20]: res = least_squares(fun_trivial, 2.0, max_nfev=max_nfev, method=self.method) assert_allclose(res.x, 0, atol=1e-4) def test_x_scale_options(self): for x_scale in [1.0, np.array([0.5]), 'jac']: res = least_squares(fun_trivial, 2.0, x_scale=x_scale) assert_allclose(res.x, 0) assert_raises(ValueError, least_squares, fun_trivial, 2.0, x_scale='auto', method=self.method) assert_raises(ValueError, least_squares, fun_trivial, 2.0, x_scale=-1.0, method=self.method) assert_raises(ValueError, least_squares, fun_trivial, 2.0, x_scale=None, method=self.method) assert_raises(ValueError, least_squares, fun_trivial, 2.0, x_scale=1.0+2.0j, method=self.method) def test_diff_step(self): # res1 and res2 should be equivalent. # res2 and res3 should be different. res1 = least_squares(fun_trivial, 2.0, diff_step=1e-1, method=self.method) res2 = least_squares(fun_trivial, 2.0, diff_step=-1e-1, method=self.method) res3 = least_squares(fun_trivial, 2.0, diff_step=None, method=self.method) assert_allclose(res1.x, 0, atol=1e-4) assert_allclose(res2.x, 0, atol=1e-4) assert_allclose(res3.x, 0, atol=1e-4) assert_equal(res1.x, res2.x) assert_equal(res1.nfev, res2.nfev) assert_(res2.nfev != res3.nfev) def test_incorrect_options_usage(self): assert_raises(TypeError, least_squares, fun_trivial, 2.0, method=self.method, options={'no_such_option': 100}) assert_raises(TypeError, least_squares, fun_trivial, 2.0, method=self.method, options={'max_nfev': 100}) def test_full_result(self): # MINPACK doesn't work very well with factor=100 on this problem, # thus using low 'atol'. res = least_squares(fun_trivial, 2.0, method=self.method) assert_allclose(res.x, 0, atol=1e-4) assert_allclose(res.cost, 12.5) assert_allclose(res.fun, 5) assert_allclose(res.jac, 0, atol=1e-4) assert_allclose(res.grad, 0, atol=1e-2) assert_allclose(res.optimality, 0, atol=1e-2) assert_equal(res.active_mask, 0) if self.method == 'lm': assert_(res.nfev < 30) assert_(res.njev is None) else: assert_(res.nfev < 10) assert_(res.njev < 10) assert_(res.status > 0) assert_(res.success) def test_full_result_single_fev(self): # MINPACK checks the number of nfev after the iteration, # so it's hard to tell what he is going to compute. if self.method == 'lm': return res = least_squares(fun_trivial, 2.0, method=self.method, max_nfev=1) assert_equal(res.x, np.array([2])) assert_equal(res.cost, 40.5) assert_equal(res.fun, np.array([9])) assert_equal(res.jac, np.array([[4]])) assert_equal(res.grad, np.array([36])) assert_equal(res.optimality, 36) assert_equal(res.active_mask, np.array([0])) assert_equal(res.nfev, 1) assert_equal(res.njev, 1) assert_equal(res.status, 0) assert_equal(res.success, 0) def test_rosenbrock(self): x0 = [-2, 1] x_opt = [1, 1] for jac, x_scale, tr_solver in product( ['2-point', '3-point', 'cs', jac_rosenbrock], [1.0, np.array([1.0, 0.2]), 'jac'], ['exact', 'lsmr']): with suppress_warnings() as sup: sup.filter(UserWarning, "jac='(3-point|cs)' works equivalently to '2-point' for method='lm'") res = least_squares(fun_rosenbrock, x0, jac, x_scale=x_scale, tr_solver=tr_solver, method=self.method) assert_allclose(res.x, x_opt) def test_rosenbrock_cropped(self): x0 = [-2, 1] if self.method == 'lm': assert_raises(ValueError, least_squares, fun_rosenbrock_cropped, x0, method='lm') else: for jac, x_scale, tr_solver in product( ['2-point', '3-point', 'cs', jac_rosenbrock_cropped], [1.0, np.array([1.0, 0.2]), 'jac'], ['exact', 'lsmr']): res = least_squares( fun_rosenbrock_cropped, x0, jac, x_scale=x_scale, tr_solver=tr_solver, method=self.method) assert_allclose(res.cost, 0, atol=1e-14) def test_fun_wrong_dimensions(self): assert_raises(ValueError, least_squares, fun_wrong_dimensions, 2.0, method=self.method) def test_jac_wrong_dimensions(self): assert_raises(ValueError, least_squares, fun_trivial, 2.0, jac_wrong_dimensions, method=self.method) def test_fun_and_jac_inconsistent_dimensions(self): x0 = [1, 2] assert_raises(ValueError, least_squares, fun_rosenbrock, x0, jac_rosenbrock_bad_dim, method=self.method) def test_x0_multidimensional(self): x0 = np.ones(4).reshape(2, 2) assert_raises(ValueError, least_squares, fun_trivial, x0, method=self.method) def test_x0_complex_scalar(self): x0 = 2.0 + 0.0*1j assert_raises(ValueError, least_squares, fun_trivial, x0, method=self.method) def test_x0_complex_array(self): x0 = [1.0, 2.0 + 0.0*1j] assert_raises(ValueError, least_squares, fun_trivial, x0, method=self.method) def test_bvp(self): # This test was introduced with fix #5556. It turned out that # dogbox solver had a bug with trust-region radius update, which # could block its progress and create an infinite loop. And this # discrete boundary value problem is the one which triggers it. n = 10 x0 = np.ones(n**2) if self.method == 'lm': max_nfev = 5000 # To account for Jacobian estimation. else: max_nfev = 100 res = least_squares(fun_bvp, x0, ftol=1e-2, method=self.method, max_nfev=max_nfev) assert_(res.nfev < max_nfev) assert_(res.cost < 0.5) class BoundsMixin(object): def test_inconsistent(self): assert_raises(ValueError, least_squares, fun_trivial, 2.0, bounds=(10.0, 0.0), method=self.method) def test_infeasible(self): assert_raises(ValueError, least_squares, fun_trivial, 2.0, bounds=(3., 4), method=self.method) def test_wrong_number(self): assert_raises(ValueError, least_squares, fun_trivial, 2., bounds=(1., 2, 3), method=self.method) def test_inconsistent_shape(self): assert_raises(ValueError, least_squares, fun_trivial, 2.0, bounds=(1.0, [2.0, 3.0]), method=self.method) # 1-D array wont't be broadcasted assert_raises(ValueError, least_squares, fun_rosenbrock, [1.0, 2.0], bounds=([0.0], [3.0, 4.0]), method=self.method) def test_in_bounds(self): for jac in ['2-point', '3-point', 'cs', jac_trivial]: res = least_squares(fun_trivial, 2.0, jac=jac, bounds=(-1.0, 3.0), method=self.method) assert_allclose(res.x, 0.0, atol=1e-4) assert_equal(res.active_mask, [0]) assert_(-1 <= res.x <= 3) res = least_squares(fun_trivial, 2.0, jac=jac, bounds=(0.5, 3.0), method=self.method) assert_allclose(res.x, 0.5, atol=1e-4) assert_equal(res.active_mask, [-1]) assert_(0.5 <= res.x <= 3) def test_bounds_shape(self): for jac in ['2-point', '3-point', 'cs', jac_2d_trivial]: x0 = [1.0, 1.0] res = least_squares(fun_2d_trivial, x0, jac=jac) assert_allclose(res.x, [0.0, 0.0]) res = least_squares(fun_2d_trivial, x0, jac=jac, bounds=(0.5, [2.0, 2.0]), method=self.method) assert_allclose(res.x, [0.5, 0.5]) res = least_squares(fun_2d_trivial, x0, jac=jac, bounds=([0.3, 0.2], 3.0), method=self.method) assert_allclose(res.x, [0.3, 0.2]) res = least_squares( fun_2d_trivial, x0, jac=jac, bounds=([-1, 0.5], [1.0, 3.0]), method=self.method) assert_allclose(res.x, [0.0, 0.5], atol=1e-5) def test_rosenbrock_bounds(self): x0_1 = np.array([-2.0, 1.0]) x0_2 = np.array([2.0, 2.0]) x0_3 = np.array([-2.0, 2.0]) x0_4 = np.array([0.0, 2.0]) x0_5 = np.array([-1.2, 1.0]) problems = [ (x0_1, ([-np.inf, -1.5], np.inf)), (x0_2, ([-np.inf, 1.5], np.inf)), (x0_3, ([-np.inf, 1.5], np.inf)), (x0_4, ([-np.inf, 1.5], [1.0, np.inf])), (x0_2, ([1.0, 1.5], [3.0, 3.0])), (x0_5, ([-50.0, 0.0], [0.5, 100])) ] for x0, bounds in problems: for jac, x_scale, tr_solver in product( ['2-point', '3-point', 'cs', jac_rosenbrock], [1.0, [1.0, 0.5], 'jac'], ['exact', 'lsmr']): res = least_squares(fun_rosenbrock, x0, jac, bounds, x_scale=x_scale, tr_solver=tr_solver, method=self.method) assert_allclose(res.optimality, 0.0, atol=1e-5) class SparseMixin(object): def test_exact_tr_solver(self): p = BroydenTridiagonal() assert_raises(ValueError, least_squares, p.fun, p.x0, p.jac, tr_solver='exact', method=self.method) assert_raises(ValueError, least_squares, p.fun, p.x0, tr_solver='exact', jac_sparsity=p.sparsity, method=self.method) def test_equivalence(self): sparse = BroydenTridiagonal(mode='sparse') dense = BroydenTridiagonal(mode='dense') res_sparse = least_squares( sparse.fun, sparse.x0, jac=sparse.jac, method=self.method) res_dense = least_squares( dense.fun, dense.x0, jac=sparse.jac, method=self.method) assert_equal(res_sparse.nfev, res_dense.nfev) assert_allclose(res_sparse.x, res_dense.x, atol=1e-20) assert_allclose(res_sparse.cost, 0, atol=1e-20) assert_allclose(res_dense.cost, 0, atol=1e-20) def test_tr_options(self): p = BroydenTridiagonal() res = least_squares(p.fun, p.x0, p.jac, method=self.method, tr_options={'btol': 1e-10}) assert_allclose(res.cost, 0, atol=1e-20) def test_wrong_parameters(self): p = BroydenTridiagonal() assert_raises(ValueError, least_squares, p.fun, p.x0, p.jac, tr_solver='best', method=self.method) assert_raises(TypeError, least_squares, p.fun, p.x0, p.jac, tr_solver='lsmr', tr_options={'tol': 1e-10}) def test_solver_selection(self): sparse = BroydenTridiagonal(mode='sparse') dense = BroydenTridiagonal(mode='dense') res_sparse = least_squares(sparse.fun, sparse.x0, jac=sparse.jac, method=self.method) res_dense = least_squares(dense.fun, dense.x0, jac=dense.jac, method=self.method) assert_allclose(res_sparse.cost, 0, atol=1e-20) assert_allclose(res_dense.cost, 0, atol=1e-20) assert_(issparse(res_sparse.jac)) assert_(isinstance(res_dense.jac, np.ndarray)) def test_numerical_jac(self): p = BroydenTridiagonal() for jac in ['2-point', '3-point', 'cs']: res_dense = least_squares(p.fun, p.x0, jac, method=self.method) res_sparse = least_squares( p.fun, p.x0, jac,method=self.method, jac_sparsity=p.sparsity) assert_equal(res_dense.nfev, res_sparse.nfev) assert_allclose(res_dense.x, res_sparse.x, atol=1e-20) assert_allclose(res_dense.cost, 0, atol=1e-20) assert_allclose(res_sparse.cost, 0, atol=1e-20) def test_with_bounds(self): p = BroydenTridiagonal() for jac, jac_sparsity in product( [p.jac, '2-point', '3-point', 'cs'], [None, p.sparsity]): res_1 = least_squares( p.fun, p.x0, jac, bounds=(p.lb, np.inf), method=self.method,jac_sparsity=jac_sparsity) res_2 = least_squares( p.fun, p.x0, jac, bounds=(-np.inf, p.ub), method=self.method, jac_sparsity=jac_sparsity) res_3 = least_squares( p.fun, p.x0, jac, bounds=(p.lb, p.ub), method=self.method, jac_sparsity=jac_sparsity) assert_allclose(res_1.optimality, 0, atol=1e-10) assert_allclose(res_2.optimality, 0, atol=1e-10) assert_allclose(res_3.optimality, 0, atol=1e-10) def test_wrong_jac_sparsity(self): p = BroydenTridiagonal() sparsity = p.sparsity[:-1] assert_raises(ValueError, least_squares, p.fun, p.x0, jac_sparsity=sparsity, method=self.method) def test_linear_operator(self): p = BroydenTridiagonal(mode='operator') res = least_squares(p.fun, p.x0, p.jac, method=self.method) assert_allclose(res.cost, 0.0, atol=1e-20) assert_raises(ValueError, least_squares, p.fun, p.x0, p.jac, method=self.method, tr_solver='exact') def test_x_scale_jac_scale(self): p = BroydenTridiagonal() res = least_squares(p.fun, p.x0, p.jac, method=self.method, x_scale='jac') assert_allclose(res.cost, 0.0, atol=1e-20) p = BroydenTridiagonal(mode='operator') assert_raises(ValueError, least_squares, p.fun, p.x0, p.jac, method=self.method, x_scale='jac') class LossFunctionMixin(object): def test_options(self): for loss in LOSSES: res = least_squares(fun_trivial, 2.0, loss=loss, method=self.method) assert_allclose(res.x, 0, atol=1e-15) assert_raises(ValueError, least_squares, fun_trivial, 2.0, loss='hinge', method=self.method) def test_fun(self): # Test that res.fun is actual residuals, and not modified by loss # function stuff. for loss in LOSSES: res = least_squares(fun_trivial, 2.0, loss=loss, method=self.method) assert_equal(res.fun, fun_trivial(res.x)) def test_grad(self): # Test that res.grad is true gradient of loss function at the # solution. Use max_nfev = 1, to avoid reaching minimum. x = np.array([2.0]) # res.x will be this. res = least_squares(fun_trivial, x, jac_trivial, loss='linear', max_nfev=1, method=self.method) assert_equal(res.grad, 2 * x * (x**2 + 5)) res = least_squares(fun_trivial, x, jac_trivial, loss='huber', max_nfev=1, method=self.method) assert_equal(res.grad, 2 * x) res = least_squares(fun_trivial, x, jac_trivial, loss='soft_l1', max_nfev=1, method=self.method) assert_allclose(res.grad, 2 * x * (x**2 + 5) / (1 + (x**2 + 5)**2)**0.5) res = least_squares(fun_trivial, x, jac_trivial, loss='cauchy', max_nfev=1, method=self.method) assert_allclose(res.grad, 2 * x * (x**2 + 5) / (1 + (x**2 + 5)**2)) res = least_squares(fun_trivial, x, jac_trivial, loss='arctan', max_nfev=1, method=self.method) assert_allclose(res.grad, 2 * x * (x**2 + 5) / (1 + (x**2 + 5)**4)) res = least_squares(fun_trivial, x, jac_trivial, loss=cubic_soft_l1, max_nfev=1, method=self.method) assert_allclose(res.grad, 2 * x * (x**2 + 5) / (1 + (x**2 + 5)**2)**(2/3)) def test_jac(self): # Test that res.jac.T.dot(res.jac) gives Gauss-Newton approximation # of Hessian. This approximation is computed by doubly differentiating # the cost function and dropping the part containing second derivative # of f. For a scalar function it is computed as # H = (rho' + 2 * rho'' * f**2) * f'**2, if the expression inside the # brackets is less than EPS it is replaced by EPS. Here we check # against the root of H. x = 2.0 # res.x will be this. f = x**2 + 5 # res.fun will be this. res = least_squares(fun_trivial, x, jac_trivial, loss='linear', max_nfev=1, method=self.method) assert_equal(res.jac, 2 * x) # For `huber` loss the Jacobian correction is identically zero # in outlier region, in such cases it is modified to be equal EPS**0.5. res = least_squares(fun_trivial, x, jac_trivial, loss='huber', max_nfev=1, method=self.method) assert_equal(res.jac, 2 * x * EPS**0.5) # Now let's apply `loss_scale` to turn the residual into an inlier. # The loss function becomes linear. res = least_squares(fun_trivial, x, jac_trivial, loss='huber', f_scale=10, max_nfev=1) assert_equal(res.jac, 2 * x) # 'soft_l1' always gives a positive scaling. res = least_squares(fun_trivial, x, jac_trivial, loss='soft_l1', max_nfev=1, method=self.method) assert_allclose(res.jac, 2 * x * (1 + f**2)**-0.75) # For 'cauchy' the correction term turns out to be negative, and it # replaced by EPS**0.5. res = least_squares(fun_trivial, x, jac_trivial, loss='cauchy', max_nfev=1, method=self.method) assert_allclose(res.jac, 2 * x * EPS**0.5) # Now use scaling to turn the residual to inlier. res = least_squares(fun_trivial, x, jac_trivial, loss='cauchy', f_scale=10, max_nfev=1, method=self.method) fs = f / 10 assert_allclose(res.jac, 2 * x * (1 - fs**2)**0.5 / (1 + fs**2)) # 'arctan' gives an outlier. res = least_squares(fun_trivial, x, jac_trivial, loss='arctan', max_nfev=1, method=self.method) assert_allclose(res.jac, 2 * x * EPS**0.5) # Turn to inlier. res = least_squares(fun_trivial, x, jac_trivial, loss='arctan', f_scale=20.0, max_nfev=1, method=self.method) fs = f / 20 assert_allclose(res.jac, 2 * x * (1 - 3 * fs**4)**0.5 / (1 + fs**4)) # cubic_soft_l1 will give an outlier. res = least_squares(fun_trivial, x, jac_trivial, loss=cubic_soft_l1, max_nfev=1) assert_allclose(res.jac, 2 * x * EPS**0.5) # Turn to inlier. res = least_squares(fun_trivial, x, jac_trivial, loss=cubic_soft_l1, f_scale=6, max_nfev=1) fs = f / 6 assert_allclose(res.jac, 2 * x * (1 - fs**2 / 3)**0.5 * (1 + fs**2)**(-5/6)) def test_robustness(self): for noise in [0.1, 1.0]: p = ExponentialFittingProblem(1, 0.1, noise, random_seed=0) for jac in ['2-point', '3-point', 'cs', p.jac]: res_lsq = least_squares(p.fun, p.p0, jac=jac, method=self.method) assert_allclose(res_lsq.optimality, 0, atol=1e-2) for loss in LOSSES: if loss == 'linear': continue res_robust = least_squares( p.fun, p.p0, jac=jac, loss=loss, f_scale=noise, method=self.method) assert_allclose(res_robust.optimality, 0, atol=1e-2) assert_(norm(res_robust.x - p.p_opt) < norm(res_lsq.x - p.p_opt)) class TestDogbox(BaseMixin, BoundsMixin, SparseMixin, LossFunctionMixin): method = 'dogbox' class TestTRF(BaseMixin, BoundsMixin, SparseMixin, LossFunctionMixin): method = 'trf' def test_lsmr_regularization(self): p = BroydenTridiagonal() for regularize in [True, False]: res = least_squares(p.fun, p.x0, p.jac, method='trf', tr_options={'regularize': regularize}) assert_allclose(res.cost, 0, atol=1e-20) class TestLM(BaseMixin): method = 'lm' def test_bounds_not_supported(self): assert_raises(ValueError, least_squares, fun_trivial, 2.0, bounds=(-3.0, 3.0), method='lm') def test_m_less_n_not_supported(self): x0 = [-2, 1] assert_raises(ValueError, least_squares, fun_rosenbrock_cropped, x0, method='lm') def test_sparse_not_supported(self): p = BroydenTridiagonal() assert_raises(ValueError, least_squares, p.fun, p.x0, p.jac, method='lm') def test_jac_sparsity_not_supported(self): assert_raises(ValueError, least_squares, fun_trivial, 2.0, jac_sparsity=[1], method='lm') def test_LinearOperator_not_supported(self): p = BroydenTridiagonal(mode="operator") assert_raises(ValueError, least_squares, p.fun, p.x0, p.jac, method='lm') def test_loss(self): res = least_squares(fun_trivial, 2.0, loss='linear', method='lm') assert_allclose(res.x, 0.0, atol=1e-4) assert_raises(ValueError, least_squares, fun_trivial, 2.0, method='lm', loss='huber') def test_basic(): # test that 'method' arg is really optional res = least_squares(fun_trivial, 2.0) assert_allclose(res.x, 0, atol=1e-10)