A big part of the code is writing gradients for integrators, objectives, and constraints for custom objects.
ForwardDiff.jl allows us to calculate analytic gradients, so we should have a function that automates testing the accuracy of our gradients and Jacobians. The function should dispatch over generic Integrators, Objectives, or Constraints, separately. The function should make informative error reporting about where and how the gradients or Jacobians differ.
A useful starting point is the undocumented function show_diffs in test/test_utils.jl, which starts this process of informative error reporting. An updated version of that function is included here:
function show_diffs(A::AbstractMatrix, B::AbstractMatrix; return_indices=false, atol=0, components=nothing)
@assert size(A) == size(B)
matrix_is_square = size(A, 1) == size(A, 2)
indices = []
for (i, (a, b)) in enumerate(zip(A, B))
inds = Tuple(CartesianIndices(A)[i])
if matrix_is_square
if !isapprox(a, b; atol=atol) && inds[1] ≤ inds[2]
println((a, b), " @ ", inds)
end
else
if !isapprox(a, b; atol=atol)
println((a, b), " @ ", inds)
if return_indices
push!(indices, inds)
end
end
end
end
return return_indices ? indices : nothing
end
These functions can be added to the _testutils.jl file, and should use a few kinds of NamedTrajectory's to be robust to different cases when checking derivatives (e.g. named_trajectory_type_1(...) in _testutils.jl).
Suggested checklist
[ ] Write an automated gradient tester and test on Objectives
[ ] Extend the automated gradient tester to Jacobians, and test on Constraints
[ ] Extend the Jacobian tester to Integratators
[ ] Check that the coverage of named trajectory test objects is sufficient
[ ] Add tests items for current objectives, constraints, and integrators.
Feature Description
Background
A big part of the code is writing gradients for integrators, objectives, and constraints for custom objects.
ForwardDiff.jl allows us to calculate analytic gradients, so we should have a function that automates testing the accuracy of our gradients and Jacobians. The function should dispatch over generic Integrators, Objectives, or Constraints, separately. The function should make informative error reporting about where and how the gradients or Jacobians differ.
A useful starting point is the undocumented function
show_diffsin test/test_utils.jl, which starts this process of informative error reporting. An updated version of that function is included here:These functions can be added to the _testutils.jl file, and should use a few kinds of NamedTrajectory's to be robust to different cases when checking derivatives (e.g.
named_trajectory_type_1(...)in _testutils.jl).Suggested checklist
Importance
1 (lowest)
What does this feature affect?
Other information
No response