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| author | R. Gokberk Cinbis <gokberkcinbis@gmail.com> | 2016-08-25 00:12:00 +0300 |
|---|---|---|
| committer | GitHub <noreply@github.com> | 2016-08-25 00:12:00 +0300 |
| commit | 40ff09870167a11a1c2eab1041d7ec8204aa47cf (patch) | |
| tree | ff1863de343246f71ddce4cc03635798dc48f850 | |
| parent | 6c59c359d199417e1cf1b65b42d2d614713e4749 (diff) | |
Reduce numerical errors.
x[i]+eps-2*eps may not result in exactly the same x[i], which may increase approximation error in the gradient estimate.
| -rw-r--r-- | checkgrad.lua | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/checkgrad.lua b/checkgrad.lua index aecb969..402d9fc 100644 --- a/checkgrad.lua +++ b/checkgrad.lua @@ -27,11 +27,12 @@ function optim.checkgrad(opfunc, x, eps) local eps = eps or 1e-7 local dC_est = torch.Tensor():typeAs(dC):resizeAs(dC) for i = 1,dC:size(1) do + local tmp = x[i] x[i] = x[i] + eps local C1 = opfunc(x) x[i] = x[i] - 2 * eps local C2 = opfunc(x) - x[i] = x[i] + eps + x[i] = tmp dC_est[i] = (C1 - C2) / (2 * eps) end |