public void KullbackLeiblerDivergenceTest()
{
var error = 0.0;
var actual = new Matrix(4, 1);
actual.InRandomize();
var expected = new Matrix(4, 1);
expected.InRandomize();
for (var i = 0; i < actual.Rows; i++)
{
for (var j = 0; j < actual.Columns; j++)
{
error += expected[i, j] * Math.Log(expected[i, j] / actual[i, j]);
}
}
var cost = new KullbackLeiblerDivergenceKernel();
var calculatedError = cost.Forward(actual, expected);
Assert.IsTrue(Math.Abs(error - calculatedError) < 0.01f, "Kullback Leibler Divergence Cost successful");
}
public void KullbackLeiblerDivergencePrimeTest()
{
var actual = new Matrix(4, 1);
actual.InRandomize();
var expected = new Matrix(4, 1);
expected.InRandomize();
var gradMatrix = actual.Duplicate();
for (var i = 0; i < actual.Rows; i++)
{
for (var j = 0; j < actual.Columns; j++)
{
gradMatrix[i, j] = -(expected[i, j] / actual[i, j]);
}
}
var cost = new KullbackLeiblerDivergenceKernel();
var calculatedMatrix = cost.Backward(actual, expected);
Assert.IsTrue(gradMatrix == calculatedMatrix, "Kullback Leibler Divergence Derivative successful");
}
