add stress test for lms and lts

Author: jbytecode

src/lms.jl

@@ -68,21 +68,21 @@ function lms(X::AbstractMatrix{Float64}, y::AbstractVector{Float64}; iters = not
         iters = minimum([500 * p, 3000])
     end
     bestobjective = Inf
-    bestparamaters = zeros(Float64, p)
-    bestres = zeros(Float64, n)
-    origres = zeros(Float64, n)
+    bestparamaters = Array{Float64}(undef, p)
+    bestres = Array{Float64}(undef, n)
+    origres = Array{Float64}(undef, n)
     indices = collect(1:n)
     kindices = collect(p:n)
-    betas = zeros(Float64, p)
-    res = zeros(Float64, n)
+    betas = Array{Float64}(undef, p)
+    res = Array{Float64}(undef, n)
 
     for _ = 1:iters
         try
             k = rand(kindices, 1)[1]
             sampledindices = sample(indices, k, replace = false)
-            betas .= X[sampledindices, :] \ y[sampledindices]
-            origres .= y .- X * betas
-            res .= sort(origres .^ 2.0)
+            betas = X[sampledindices, :] \ y[sampledindices]
+            origres = y .- X * betas
+            res = sort(origres .^ 2.0)
             m2 = res[h]
             if m2 < bestobjective
                 bestparamaters .= betas

src/lts.jl

@@ -150,17 +150,17 @@ function lts(X::AbstractMatrix{Float64}, y::AbstractVector{Float64}; iters=nothi
 
     allindices = collect(1:n)
     bestobjective = Inf
-    besthsubset = zeros(Int, h)
-    subsetindices = zeros(Int, p)
+    besthsubset = Array{Int}(undef, h)
+    subsetindices = Array{Int}(undef, p)
 
     bestobjectiveunchanged = 0
 
     for _ = 1:iters
-        subsetindices .= sample(allindices, p, replace=false)
+        subsetindices = sample(allindices, p, replace=false)
         objective, hsubsetindices = iterateCSteps(X, y, subsetindices, h)
         if objective < bestobjective
             bestobjective = objective
-            besthsubset .= hsubsetindices
+            besthsubset = hsubsetindices
             bestobjectiveunchanged = 0
         else
             bestobjectiveunchanged += 1

test/testlms.jl

@@ -1,4 +1,4 @@
-@testset "LMS" begin
+@testset "LMS" verbose = true begin
 
     @testset "LMS - Algorithm - Random data" begin
         # Create simple data
@@ -33,4 +33,14 @@
         @test 21 in outset
     end
 
+
+    @testset "LMS - Stress test (n=1000, p=10)" begin
+        n = 1000
+        p = 10
+        x = rand(Float64, n, p)
+        y = rand(Float64, n)
+        result = lms(x, y)
+        @test true 
+    end 
+
 end

test/testlts.jl

@@ -1,4 +1,4 @@
-@testset "LTS" begin
+@testset "LTS" verbose = true begin
 
     @testset "LTS - Algorithm - Random data" begin
         # Create simple data
@@ -32,4 +32,21 @@
         @test 21 in outset
     end
 
+    @testset "LTS - Stress test (n = 1000, p = 10)" begin
+        n = 1000
+        p = 10
+        x = rand(Float64, n, p)
+        y = rand(Float64, n)
+        result = lts(x, y)
+        @test true 
+    end 
+
+    @testset "LTS - Stress test (n = 10000, p = 10)" begin
+        n = 10000
+        p = 10
+        x = rand(Float64, n, p)
+        y = rand(Float64, n)
+        result = lts(x, y)
+        @test true 
+    end 
 end