Plotting script for msp diffs

manifold_sampling/compare_matlab_and_python.m

@@ -0,0 +1,86 @@
+% Compares the matlab and python implementations of a method.
+
+method = 'manifold_sampling';
+
+LW = 2;
+FS = 12;
+Label_FS = 12;
+
+nfmax = 1000;
+
+filename = ['m/tests/benchmark_results/' method 'M_nfmax=' int2str(nfmax) '_gentype=3.mat'];
+M1 = load(filename);
+
+rows = [1, 2, 7, 8, 43, 44, 45];
+cols = [1:7];
+
+countm = 0;
+for row = rows
+    for col = cols
+        countm = countm + 1';
+        M{countm} = M1.Results{col, row};
+    end
+end
+filename = ['py/tests/benchmark_results/' method '_py_nfmax=' int2str(nfmax) '.mat'];
+P1 = load(filename);
+
+countpy = 0;
+for row = rows
+    for col = cols
+        countpy = countpy + 1';
+        P{countpy} = P1.(['MSP_' int2str(row) '_' int2str(col - 1)]);
+    end
+end
+
+assert(all(size(M1) == size(P1)));
+
+np = countm;
+ns = 2;
+prob_dim = zeros(np, 1);
+H = inf(nfmax, np, ns);
+Solvers = {[method '-M'], [method '-py']};
+
+addpath('../../BenDFO/profiling/');
+
+for k = 1:np
+    for s = 1:ns
+        if s == 1
+            len = min([nfmax, length(M{k}.H)]);
+            H(1:len, k, s) = M{k}.H(1:len);
+        elseif s == 2
+            len = min([nfmax, length(P{k}.H)]);
+            H(1:len, k, s) = P{k}.H(1:len);
+        end
+    end
+    prob_dim(k) = size(M{k}.X, 2);
+    %     assert(all(all(M{k}.X(1:n+1,:) == P{k}.X(1:n+1,:))), "The first n+1 points differ between the Matlab and Python versions");
+    %     if method == 'pounders'
+    %         assert(all(all(M{k}.Fvec(1:n+1,:) == P{k}.Fvec(1:n+1,:))), "The first n+1 Fvec values differ between the Matlab and Python versions");
+    %     end
+    %     assert(all(all(M{k}.H(1:n+1) == P{k}.H(1:n+1)')), "The first n+1 H values differ between the Matlab and Python versions");
+end
+
+for tau = logspace(-5, -1, 3)
+    f = figure;
+    h = data_profile(H, prob_dim + 1, tau);
+
+    set(findall(f, 'type', 'line'), 'LineWidth', LW);
+    set(gca, 'FontSize', FS);
+
+    legend(h, Solvers, 'Location', 'SouthEast');
+
+    xlabel('Function evaluations divided by (n+1)', 'FontSize', Label_FS);
+    ylabel('Fraction of problems solved', 'FontSize', Label_FS);
+
+    ax = gca;
+    outerpos = ax.OuterPosition;
+    ti = ax.TightInset;
+    left = outerpos(1) + ti(1);
+    bottom = outerpos(2) + ti(2);
+    ax_width = outerpos(3) - ti(1) - ti(3);
+    ax_height = outerpos(4) - ti(2) - ti(4);
+    ax.Position = [left bottom ax_width ax_height];
+
+    print(f, ['Fvalue_data_tau=' num2str(tau) '_nfmax=' int2str(nfmax) '_' Solvers{1} '_vs_' Solvers{2} '.png'], '-dpng', '-r400');
+    close all;
+end