Quadratic Test Problems¶
DeepOBS includes a stochastic quadratic problem with an eigenspectrum similar to what has been reported for neural networks.
Other stochastic quadratic problems (of different dimensionality or with a
different Hessian structure) can be created easily using the net_quadratic_deep
class.
-
class
deepobs.pytorch.testproblems.testproblems_modules.
net_quadratic_deep
(dim, Hessian)[source]¶ This arhcitecture creates an output which corresponds to a loss functions of the form
\(0.5* (\theta - x)^T * Q * (\theta - x)\)
with Hessian
Q
and "data"x
coming from the quadratic data set, i.e., zero-mean normal. The parameters are initialized to 1.