hqminh / blackbox-fusion Goto Github PK

In [1]: import random

In [2]: def func(fn, x, y, n, k):
   ...:     d1 = 0
   ...:     d2 = 0
   ...:     py = fn(x, y)
   ...:     for i in range(n):
   ...:         z = random.gauss(0, 1)
   ...:         yz = y + k * z
   ...:         pyz = fn(x, yz)
   ...:         dz1 = z / (n * k) * (pyz - py)   # Original 
   ...:         dz2 = (pyz - py) / (n * k * z)   # My modification with z in the denominator
   ...:         d1 += dz1
   ...:         d2 += dz2
   ...:     return d1, d2
   ...:

In [3]: fn = lambda x,y: -( x**2 + y**2)

In [4]: func(fn, 0, 1, 10, 0.001)
Out[4]: (-4.448181664467705, -1.9997430254634005)

In [5]: func(fn, 0, 1, 10, 0.001)
Out[5]: (-2.7221374341028843, -1.9999746498524409)

In [6]: func(fn, 0, 1, 10, 0.001)
Out[6]: (-2.2207592930502966, -1.9996130200338962)