criterion.lua

require 'torch'
require 'nn'


local mytester = torch.Tester()
local precision = 1e-5

local critest = {}

function critest.MSECriterion()
   local input = torch.rand(100)
   local target = input:clone():add(torch.rand(100))
   local cri = nn.MSECriterion()
   local eps = 1e-6

   local fx = cri:forward(input, target)
   local dfdx = cri:backward(input, target)
   -- for each input perturbation, do central difference
   local centraldiff_dfdx = torch.Tensor(100)
   for i=1,100 do
      -- f(xi + h)
      input[i] = input[i] + eps
      local fx1 = cri:forward(input, target)
      -- f(xi - h)
      input[i] = input[i] - 2*eps
      local fx2 = cri:forward(input, target)   
      -- f'(xi) = (f(xi + h) - f(xi - h)) / 2h
      local cdfx = (fx1 - fx2) / (2*eps)
      -- store f' in appropriate place
      centraldiff_dfdx[i] = cdfx
      -- reset input[i]
      input[i] = input[i] + eps
   end

   -- compare centraldiff_dfdx with :backward()
   print()
   for i=1,5 do
      print(centraldiff_dfdx[i], dfdx[i])
   end
   local err = (centraldiff_dfdx - dfdx):abs():max()
   mytester:assertlt(err, precision, 'error on state ')
end


mytester:add(critest)
mytester:run()