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Add differentiation tests #139

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Jul 30, 2019
Merged

Add differentiation tests #139

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bc84520
Add differentiation tests
devmotion Jul 29, 2019
849214f
Set low tolerances
devmotion Jul 29, 2019
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4 changes: 3 additions & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -27,14 +27,16 @@ Unitful = "≥ 0.7.1"
julia = "≥ 1.0.0"

[extras]
Calculus = "49dc2e85-a5d0-5ad3-a950-438e2897f1b9"
DiffEqCallbacks = "459566f4-90b8-5000-8ac3-15dfb0a30def"
DiffEqDevTools = "f3b72e0c-5b89-59e1-b016-84e28bfd966d"
DiffEqProblemLibrary = "a077e3f3-b75c-5d7f-a0c6-6bc4c8ec64a9"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
RecursiveArrayTools = "731186ca-8d62-57ce-b412-fbd966d074cd"
SafeTestsets = "1bc83da4-3b8d-516f-aca4-4fe02f6d838f"
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
Unitful = "1986cc42-f94f-5a68-af5c-568840ba703d"

[targets]
test = ["DiffEqCallbacks", "DiffEqDevTools", "DiffEqProblemLibrary", "Random", "RecursiveArrayTools", "SafeTestsets", "Test", "Unitful"]
test = ["Calculus", "DiffEqCallbacks", "DiffEqDevTools", "DiffEqProblemLibrary", "LinearAlgebra", "Random", "RecursiveArrayTools", "SafeTestsets", "Test", "Unitful"]
56 changes: 56 additions & 0 deletions test/differentiation.jl
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@@ -0,0 +1,56 @@
using DelayDiffEq, Calculus, ForwardDiff
using LinearAlgebra, Test

# Hutchinson's equation
function f(du, u, h, p, t)
du[1] = p[1] * u[1] * (1 - h(p, t - p[2])[1] / p[3])
nothing
end

h(p, t) = [p[4]]

@testset "Gradient" begin
function test(p)
prob = DDEProblem(f, [p[5]], h, eltype(p).((0.0, 20.0)), copy(p);
constant_lags = [p[2]])
sol = solve(prob, MethodOfSteps(Tsit5()))
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you have to set the tolerance really low to test the difference here, since finite difference is really sensitive.

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Ah OK. However, I guess it does not matter at the moment - the values are off by multiple orders of magnitude, and even the signs do not match.

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yeah that's bad haha

diff = @. sol[1, :] - 10 * exp(-sol.t)
dot(diff, diff)
end

p = [1.0, 1.0, 1.0, 0.0, 1.0]
findiff = Calculus.finite_difference(test, p)
fordiff = ForwardDiff.gradient(test, p)

@test_broken findiff ≈ fordiff
end

@testset "Jacobian" begin
function test(p)
prob = DDEProblem(f, [p[5]], h, eltype(p).((0.0, 20.0)), copy(p);
constant_lags = [p[2]])
solve(prob, MethodOfSteps(Tsit5())).u[end]
end

p = [1.0, 1.0, 1.0, 0.0, 1.0]
findiff = Calculus.finite_difference_jacobian(test, p)
fordiff = ForwardDiff.jacobian(test, p)

@test_broken findiff ≈ fordiff
end

@testset "Hessian" begin
function test(p)
prob = DDEProblem(f, [p[5]], h, eltype(p).((0.0, 20.0)), copy(p);
constant_lags = [p[2]])
sol = solve(prob, MethodOfSteps(Tsit5()))
diff = @. sol[1, :] - 10 * exp(-sol.t)
dot(diff, diff)
end

p = [1.0, 1.0, 1.0, 0.0, 1.0]
findiff = Calculus.finite_difference_hessian(test, p)
fordiff = ForwardDiff.hessian(test, p)

@test_broken findiff ≈ fordiff
end
1 change: 1 addition & 0 deletions test/runtests.jl
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Expand Up @@ -14,6 +14,7 @@ if GROUP == "All" || GROUP == "Interface"
@time @safetestset "saveat Tests" begin include("saveat.jl") end
@time @safetestset "save_idxs Tests" begin include("save_idxs.jl") end
@time @safetestset "Event Tests" begin include("events.jl") end
@time @safetestset "Differentiation Tests" begin include("differentiation.jl") end
@time @safetestset "Cache Tests" begin include("cache.jl") end
@time @safetestset "Iterator Tests" begin include("iterator.jl") end
@time @safetestset "Units Tests" begin include("units.jl") end
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