#include "tests.h" #include "dynmlp.h" #include "ode_solver.h" #include "adjoint.h" #include "adam.h" #include "train.h" #include #include #include static void rhs_decay(const double *y, double t, const double *p, int d, double *out, void *ctx) { (void)t; (void)p; (void)d; (void)ctx; out[0] = -y[0]; } static void rhs_rotation(const double *y, double t, const double *p, int d, double *out, void *ctx) { (void)t; (void)p; (void)d; (void)ctx; out[0] = -y[1]; out[1] = y[0]; } void test_ode_solver(void) { const double atol = 1e-8, rtol = 1e-8, tol = 1e-6; { double y0 = 1.0; ODEResult r = ode_solve(rhs_decay, &y0, 0.0, 1.0, NULL, 1, atol, rtol, NULL); double err = fabs(r.y[0] - exp(-1.0)); printf("ODE test 1 (decay): err=%.2e nfe=%d %s\n", err, r.nfe, err < tol ? "PASS" : "FAIL"); free(r.y); } { double y0[2] = {1.0, 0.0}; ODEResult r = ode_solve(rhs_rotation, y0, 0.0, 2.0 * M_PI, NULL, 2, atol, rtol, NULL); double err = sqrt((r.y[0]-1.0)*(r.y[0]-1.0) + r.y[1]*r.y[1]); printf("ODE test 2 (rotation): err=%.2e nfe=%d %s\n", err, r.nfe, err < tol ? "PASS" : "FAIL"); free(r.y); } { double y0 = exp(-1.0); ODEResult r = ode_solve(rhs_decay, &y0, 1.0, 0.0, NULL, 1, atol, rtol, NULL); double err = fabs(r.y[0] - 1.0); printf("ODE test 3 (backward): err=%.2e nfe=%d %s\n", err, r.nfe, err < tol ? "PASS" : "FAIL"); free(r.y); } } void test_dynmlp_gradients(RNG *r) { const int D = 3, H = 8; const double EPS = 1e-7, TOL = 1e-5; int np = dynmlp_nparams(D, H); double *theta = vec_alloc(np); double *z = vec_alloc(D); double *v = vec_alloc(D); double *out_p = vec_alloc(D); double *out_m = vec_alloc(D); DynMLP net; dynmlp_init(&net, D, H, theta, r); for (int i = 0; i < D; i++) z[i] = rng_normal(r); for (int i = 0; i < D; i++) v[i] = rng_normal(r); double t = rng_normal(r); Workspace ws = workspace_alloc(D, H, np); double *vjp_z = vec_zeros(D); double *vjp_theta = vec_zeros(np); dynmlp_vjp(&net, theta, z, t, v, vjp_z, vjp_theta, &ws); double *num_vjp_z = vec_alloc(D); for (int i = 0; i < D; i++) { double zi = z[i]; z[i] = zi + EPS; dynmlp_forward(&net, theta, z, t, out_p, &ws); z[i] = zi - EPS; dynmlp_forward(&net, theta, z, t, out_m, &ws); z[i] = zi; num_vjp_z[i] = (vec_dot(v, out_p, D) - vec_dot(v, out_m, D)) / (2.0 * EPS); } double max_err_z = 0.0; for (int i = 0; i < D; i++) { double e = fabs(vjp_z[i] - num_vjp_z[i]); if (e > max_err_z) max_err_z = e; } double *num_vjp_theta = vec_alloc(np); for (int k = 0; k < np; k++) { double tk = theta[k]; theta[k] = tk + EPS; dynmlp_forward(&net, theta, z, t, out_p, &ws); theta[k] = tk - EPS; dynmlp_forward(&net, theta, z, t, out_m, &ws); theta[k] = tk; num_vjp_theta[k] = (vec_dot(v, out_p, D) - vec_dot(v, out_m, D)) / (2.0 * EPS); } double max_err_theta = 0.0; for (int k = 0; k < np; k++) { double e = fabs(vjp_theta[k] - num_vjp_theta[k]); if (e > max_err_theta) max_err_theta = e; } printf("dL/dz: max_err=%.2e %s\n", max_err_z, max_err_z < TOL ? "PASS" : "FAIL"); printf("dL/dtheta: max_err=%.2e %s\n", max_err_theta, max_err_theta < TOL ? "PASS" : "FAIL"); workspace_free(&ws); free(theta); free(z); free(v); free(out_p); free(out_m); free(vjp_z); free(vjp_theta); free(num_vjp_z); free(num_vjp_theta); } void test_adjoint_gradients(RNG *r) { const int D = 2, H = 8; const double EPS = 1e-5, atol = 1e-7, rtol = 1e-7; const double t0 = 0.0, t1 = 1.0; int np = dynmlp_nparams(D, H); double *theta = vec_alloc(np); double *z0 = vec_alloc(D); double *target = vec_alloc(D); DynMLP net; dynmlp_init(&net, D, H, theta, r); for (int i = 0; i < D; i++) z0[i] = rng_normal(r); for (int i = 0; i < D; i++) target[i] = rng_normal(r); NeuralODEOutput out = neural_ode_forward_backward(&net, theta, z0, t0, t1, target, atol, rtol, 10); Workspace ws = workspace_alloc(D, H, np); #define FWD_LOSS(z0_, theta_) ({ \ AdjointCtx ac_ = { net, (theta_), D, np, &ws }; \ ODEResult r_ = ode_solve(neural_ode_rhs, (z0_), t0, t1, NULL, D, atol, rtol, &ac_); \ double l_ = 0.0; \ for (int _i = 0; _i < D; _i++) { double _d = r_.y[_i] - target[_i]; l_ += 0.5*_d*_d; } \ free(r_.y); l_; \ }) double *num_dL_dtheta = vec_alloc(np); for (int k = 0; k < np; k++) { double tk = theta[k]; theta[k] = tk + EPS; double lp = FWD_LOSS(z0, theta); theta[k] = tk - EPS; double lm = FWD_LOSS(z0, theta); theta[k] = tk; num_dL_dtheta[k] = (lp - lm) / (2.0 * EPS); } double max_num_theta = 0.0; for (int k = 0; k < np; k++) if (fabs(num_dL_dtheta[k]) > max_num_theta) max_num_theta = fabs(num_dL_dtheta[k]); double max_err_theta = 0.0; for (int k = 0; k < np; k++) { double e = fabs(out.dL_dtheta[k] - num_dL_dtheta[k]); if (e > max_err_theta) max_err_theta = e; } double rel_theta = max_err_theta / (max_num_theta + 1e-8); printf("adjoint dL/dtheta: max_rel_err=%.2e nfe_fwd=%d nfe_bwd=%d %s\n", rel_theta, out.nfe_forward, out.nfe_backward, rel_theta < 1e-3 ? "PASS" : "FAIL"); double *num_dL_dz0 = vec_alloc(D); for (int i = 0; i < D; i++) { double zi = z0[i]; z0[i] = zi + EPS; double lp = FWD_LOSS(z0, theta); z0[i] = zi - EPS; double lm = FWD_LOSS(z0, theta); z0[i] = zi; num_dL_dz0[i] = (lp - lm) / (2.0 * EPS); } double max_num_z0 = 0.0; for (int i = 0; i < D; i++) if (fabs(num_dL_dz0[i]) > max_num_z0) max_num_z0 = fabs(num_dL_dz0[i]); double max_err_z0 = 0.0; for (int i = 0; i < D; i++) { double e = fabs(out.dL_dz0[i] - num_dL_dz0[i]); if (e > max_err_z0) max_err_z0 = e; } double rel_z0 = max_err_z0 / (max_num_z0 + 1e-8); printf("adjoint dL/dz0: max_rel_err=%.2e %s\n", rel_z0, rel_z0 < 1e-3 ? "PASS" : "FAIL"); #undef FWD_LOSS workspace_free(&ws); free(out.z1); free(out.dL_dz0); free(out.dL_dtheta); free(num_dL_dtheta); free(num_dL_dz0); free(theta); free(z0); free(target); } void test_multi_obs_adjoint(RNG *r) { const int D = 2, H = 8; const double EPS = 1e-5, atol = 1e-7, rtol = 1e-7; const int ntimes = 5; double times[5] = { 0.0, 0.5, 1.0, 1.5, 2.0 }; int np = dynmlp_nparams(D, H); double *theta = vec_alloc(np); double *z0 = vec_alloc(D); double *targets = vec_alloc(ntimes * D); DynMLP net; dynmlp_init(&net, D, H, theta, r); for (int i = 0; i < D; i++) z0[i] = rng_normal(r); for (int i = 0; i < ntimes * D; i++) targets[i] = rng_normal(r); MultiObsNeuralODEOutput out = neural_ode_forward_backward_multi( &net, theta, z0, times, targets, ntimes, atol, rtol); Workspace ws = workspace_alloc(D, H, np); AdjointCtx ac = { net, theta, D, np, &ws }; /* Numerical dL/dtheta */ double *num_dL_dtheta = vec_alloc(np); for (int k = 0; k < np; k++) { double tk = theta[k]; theta[k] = tk + EPS; ODEResult rp = ode_solve_times(neural_ode_rhs, z0, times, ntimes, NULL, D, atol, rtol, &ac); double lp = 0.0; for (int i = 0; i < ntimes * D; i++) { double d = rp.y[i] - targets[i]; lp += 0.5 * d * d; } free(rp.y); theta[k] = tk - EPS; ODEResult rm = ode_solve_times(neural_ode_rhs, z0, times, ntimes, NULL, D, atol, rtol, &ac); double lm = 0.0; for (int i = 0; i < ntimes * D; i++) { double d = rm.y[i] - targets[i]; lm += 0.5 * d * d; } free(rm.y); theta[k] = tk; num_dL_dtheta[k] = (lp - lm) / (2.0 * EPS); } double max_num_theta = 0.0; for (int k = 0; k < np; k++) if (fabs(num_dL_dtheta[k]) > max_num_theta) max_num_theta = fabs(num_dL_dtheta[k]); double max_err_theta = 0.0; for (int k = 0; k < np; k++) { double e = fabs(out.dL_dtheta[k] - num_dL_dtheta[k]); if (e > max_err_theta) max_err_theta = e; } double rel_theta = max_err_theta / (max_num_theta + 1e-8); printf("multi-obs adjoint dL/dtheta: max_rel_err=%.2e nfe_fwd=%d nfe_bwd=%d %s\n", rel_theta, out.nfe_forward, out.nfe_backward, rel_theta < 1e-3 ? "PASS" : "FAIL"); /* Numerical dL/dz0 */ double *num_dL_dz0 = vec_alloc(D); for (int i = 0; i < D; i++) { double zi = z0[i]; z0[i] = zi + EPS; ODEResult rp = ode_solve_times(neural_ode_rhs, z0, times, ntimes, NULL, D, atol, rtol, &ac); double lp = 0.0; for (int j = 0; j < ntimes * D; j++) { double d = rp.y[j] - targets[j]; lp += 0.5 * d * d; } free(rp.y); z0[i] = zi - EPS; ODEResult rm = ode_solve_times(neural_ode_rhs, z0, times, ntimes, NULL, D, atol, rtol, &ac); double lm = 0.0; for (int j = 0; j < ntimes * D; j++) { double d = rm.y[j] - targets[j]; lm += 0.5 * d * d; } free(rm.y); z0[i] = zi; num_dL_dz0[i] = (lp - lm) / (2.0 * EPS); } double max_num_z0 = 0.0; for (int i = 0; i < D; i++) if (fabs(num_dL_dz0[i]) > max_num_z0) max_num_z0 = fabs(num_dL_dz0[i]); double max_err_z0 = 0.0; for (int i = 0; i < D; i++) { double e = fabs(out.dL_dz0[i] - num_dL_dz0[i]); if (e > max_err_z0) max_err_z0 = e; } double rel_z0 = max_err_z0 / (max_num_z0 + 1e-8); printf("multi-obs adjoint dL/dz0: max_rel_err=%.2e %s\n", rel_z0, rel_z0 < 1e-3 ? "PASS" : "FAIL"); workspace_free(&ws); free(out.z_traj); free(out.dL_dz0); free(out.dL_dtheta); free(num_dL_dtheta); free(num_dL_dz0); free(theta); free(z0); free(targets); } void test_training(RNG *r) { const int D = 2, H = 16; const int N = 50, BATCH = 10, ITERS = 300; const double t0 = 0.0, t1 = 1.0; const double atol = 1e-4, rtol = 1e-4; DynMLP net; int nparams = dynmlp_nparams(D, H); double *theta = vec_alloc(nparams); dynmlp_init(&net, D, H, theta, r); Adam adam = adam_init(nparams, 1e-3, 0.9, 0.999, 1e-8); double **z0s = (double **)xmalloc(N * sizeof(double *)); double **targets = (double **)xmalloc(N * sizeof(double *)); for (int i = 0; i < N; i++) { double angle = 2.0 * M_PI * rng_uniform(r); z0s[i] = vec_alloc(D); targets[i] = vec_alloc(D); z0s[i][0] = cos(angle); z0s[i][1] = sin(angle); targets[i][0] = -z0s[i][1]; targets[i][1] = z0s[i][0]; } const double **batch_z0 = (const double **)xmalloc(BATCH * sizeof(double *)); const double **batch_tgt = (const double **)xmalloc(BATCH * sizeof(double *)); printf("\n--- Training test (D=2, H=16, 90-deg rotation) ---\n"); for (int iter = 0; iter < ITERS; iter++) { for (int b = 0; b < BATCH; b++) { int idx = (int)(rng_next(r) % (uint64_t)N); batch_z0[b] = z0s[idx]; batch_tgt[b] = targets[idx]; } TrainStepResult res = train_step(&net, theta, batch_z0, batch_tgt, t0, t1, BATCH, &adam, atol, rtol, 10); if ((iter + 1) % 50 == 0) printf("iter %3d loss=%.4f nfe_fwd=%d\n", iter + 1, res.loss, res.nfe_fwd); } Workspace ws = workspace_alloc(D, H, nparams); AdjointCtx ac = { net, theta, D, nparams, &ws }; double final_loss = 0.0; for (int i = 0; i < N; i++) { ODEResult fwd = ode_solve(neural_ode_rhs, z0s[i], t0, t1, NULL, D, atol, rtol, &ac); for (int j = 0; j < D; j++) { double d = fwd.y[j] - targets[i][j]; final_loss += 0.5 * d * d; } free(fwd.y); } final_loss /= (double)N; printf("Loss: %.4f\n", final_loss); workspace_free(&ws); adam_free(&adam); free(batch_z0); free(batch_tgt); for (int i = 0; i < N; i++) { free(z0s[i]); free(targets[i]); } free(z0s); free(targets); free(theta); }