public void Test_Cofi_CostFunction_Regularized()
{
Matrix rMat = Y.ToBinary(i => i > 0d);
ICostFunction costFunction = new CofiCostFunction() { R = rMat, X = X, Y = Y.Unshape(), Lambda = 1.5, Regularizer = null, CollaborativeFeatures = X.Cols };
costFunction.Initialize();
double cost = costFunction.ComputeCost(Vector.Combine(X.Unshape(), Theta.Unshape()));
Vector grad = costFunction.ComputeGradient(Vector.Combine(X.Unshape(), Theta.Unshape()));
Almost.Equal(55.172, System.Math.Round(cost, 3), 0.0011);
this.CheckCofiGradient(1.5);
}
private void CheckCofiGradient(double lambda)
{
Matrix X_s = Matrix.Rand(4, 3);
Matrix T_s = Matrix.Rand(5, 3);
Matrix Y_s = (X_s * T_s.T);
Matrix R_s = Matrix.Zeros(Y_s.Rows, Y_s.Cols);
Y_s[Matrix.Rand(Y_s.Rows, Y_s.Cols) > 0.5] = 0.0;
R_s[Y_s == 0] = 1.0;
Matrix X_ts = Matrix.NormRand(X_s.Rows, X_s.Cols);
Matrix T_ts = Matrix.NormRand(T_s.Rows, T_s.Cols);
ICostFunction costFunction = new CofiCostFunction() { R = R_s, X = X_ts, Y = Y_s.Unshape(), Lambda = 0, Regularizer = null, CollaborativeFeatures = 3 };
costFunction.Initialize();
Vector grad = costFunction.ComputeGradient(Vector.Combine(X_ts.Unshape(), T_ts.Unshape()));
Vector numericalGrad = this.ComputeNumericalGradient(
f => costFunction.ComputeCost(f),
Vector.Combine(X_ts.Unshape(), T_ts.Unshape()));
Assert.True(this.CheckNumericalGradient(numericalGrad, grad) < 0.0000000001);
}