added Gradient Descent unit tests

mltool.cabal

@@ -101,6 +101,7 @@ test-suite mltool-test
   main-is:             Main.hs
   build-depends:       base
                      , mltool
+                     , vector
                      , hmatrix
                      , test-framework
                      , test-framework-hunit

test/MachineLearning/Regression/GradientDescentTest.hs

@@ -0,0 +1,45 @@
+module MachineLearning.Regression.GradientDescentTest
+(
+  tests
+)
+
+where
+
+import Test.Framework (testGroup)
+import Test.Framework.Providers.HUnit
+import Test.HUnit
+import Test.HUnit.Approx
+import Test.HUnit.Plus
+
+import qualified Data.Vector.Storable as V
+import qualified Numeric.LinearAlgebra as LA
+
+import qualified MachineLearning as ML
+import MachineLearning.Regression.LeastSquares (LeastSquaresModel(..))
+import MachineLearning.Regression.GradientDescent
+
+import MachineLearning.Regression.DataSets (dataset1)
+
+(x, y) = ML.splitToXY dataset1
+
+muSigma = ML.meanStddev x
+xNorm = ML.featureNormalization muSigma x
+x1 = ML.addColumnOfOnes xNorm
+initialTheta = LA.konst 0 (LA.cols x1)
+lsExpectedTheta = LA.vector [340412.660, 110630.879, -8737.743]
+eps = 1e-3
+
+
+isInDescendingOrder :: [Double] -> Bool
+isInDescendingOrder lst = and . snd . unzip $ scanl (\(prev, _) current -> (current, prev >= current)) (1/0, True) lst
+
+testGradientDescent model expectedTheta = do
+  let (theta, optPath) = gradientDescent 0.01 model eps 5000 0 x1 y initialTheta
+      js = V.toList $ (LA.toColumns optPath) !! 1
+  assertVector "theta" 0.01 expectedTheta theta
+  assertBool "non-increasing errors" $ isInDescendingOrder js
+
+tests = [testGroup "gradientDescent" [
+            testCase "leastSquares" $ testGradientDescent LeastSquares lsExpectedTheta
+            ]
+        ]

test/Main.hs

@@ -4,6 +4,7 @@ import Test.Framework (defaultMain, testGroup)
 import qualified MachineLearning.RegressionTest as Regression
 import qualified MachineLearning.Regression.LeastSquaresTest as LeastSquares
 import qualified MachineLearning.Regression.LogisticTest as Logistic
+import qualified MachineLearning.Regression.GradientDescentTest as GradientDescent
 import qualified MachineLearning.NeuralNetworkTest as NeuralNetwork
 import qualified MachineLearning.PCATest as PCA
 
@@ -13,6 +14,7 @@ tests = [
   testGroup "MachineLearning.Regression" Regression.tests
   , testGroup "MachineLearning.Regression.LeastSquares" LeastSquares.tests
   , testGroup "MachineLearning.Regression.Logistic" Logistic.tests
+  , testGroup "MachineLearning.Regression.GradientDescent" GradientDescent.tests
   , testGroup "MachineLearning.NeuralNetwork" NeuralNetwork.tests
   , testGroup "MachineLearning.PCA" PCA.tests
   ]