test_minimizers.py 7.56 KB
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# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program.  If not, see <http://www.gnu.org/licenses/>.
#
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# Copyright(C) 2013-2018 Max-Planck-Society
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#
# NIFTy is being developed at the Max-Planck-Institut fuer Astrophysik
# and financially supported by the Studienstiftung des deutschen Volkes.

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import unittest
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import numpy as np
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from numpy.testing import assert_allclose, assert_equal
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import nifty4 as ift
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from itertools import product
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from test.common import expand
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from nose.plugins.skip import SkipTest
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IC = ift.GradientNormController(tol_abs_gradnorm=1e-5, iteration_limit=1000)

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spaces = [ift.RGSpace([1024], distances=0.123), ift.HPSpace(32)]
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minimizers = ['ift.VL_BFGS(IC)',
              'ift.NonlinearCG(IC, "Polak-Ribiere")',
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              #'ift.NonlinearCG(IC, "Hestenes-Stiefel"),
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              'ift.NonlinearCG(IC, "Fletcher-Reeves")',
              'ift.NonlinearCG(IC, "5.49")',
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              'ift.NewtonCG(xtol=1e-5, maxiter=1000)',
              'ift.L_BFGS_B(ftol=1e-10, gtol=1e-5, maxiter=1000)',
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              'ift.L_BFGS(IC)']
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newton_minimizers = ['ift.RelaxedNewton(IC)']
quadratic_only_minimizers = ['ift.ConjugateGradient(IC)']
slow_minimizers = ['ift.SteepestDescent(IC)']
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class Test_Minimizers(unittest.TestCase):
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    @expand(product(minimizers + newton_minimizers +
                    quadratic_only_minimizers + slow_minimizers, spaces))
    def test_quadratic_minimization(self, minimizer, space):
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        np.random.seed(42)
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        starting_point = ift.Field.from_random('normal', domain=space)*10
        covariance_diagonal = ift.Field.from_random(
                                  'uniform', domain=space) + 0.5
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        covariance = ift.DiagonalOperator(covariance_diagonal)
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        required_result = ift.Field.ones(space, dtype=np.float64)
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        try:
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            minimizer = eval(minimizer)
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            energy = ift.QuadraticEnergy(A=covariance, b=required_result,
                                         position=starting_point)
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            (energy, convergence) = minimizer(energy)
        except NotImplementedError:
            raise SkipTest

        assert_equal(convergence, IC.CONVERGED)
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        assert_allclose(energy.position.to_global_data(),
                        1./covariance_diagonal.to_global_data(),
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                        rtol=1e-3, atol=1e-3)
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    @expand(product(minimizers+newton_minimizers))
    def test_rosenbrock(self, minimizer):
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        try:
            from scipy.optimize import rosen, rosen_der, rosen_hess_prod
        except ImportError:
            raise SkipTest
        np.random.seed(42)
        space = ift.UnstructuredDomain((2,))
        starting_point = ift.Field.from_random('normal', domain=space)*10

        class RBEnergy(ift.Energy):
            def __init__(self, position):
                super(RBEnergy, self).__init__(position)

            @property
            def value(self):
                return rosen(self._position.to_global_data().copy())

            @property
            def gradient(self):
                inp = self._position.to_global_data().copy()
                out = ift.Field.from_global_data(space, rosen_der(inp))
                return out

            @property
            def curvature(self):
                class RBCurv(ift.EndomorphicOperator):
                    def __init__(self, loc):
                        self._loc = loc.to_global_data().copy()

                    @property
                    def domain(self):
                        return space

                    @property
                    def capability(self):
                        return self.TIMES

                    def apply(self, x, mode):
                        self._check_input(x, mode)
                        inp = x.to_global_data().copy()
                        out = ift.Field.from_global_data(
                            space, rosen_hess_prod(self._loc.copy(), inp))
                        return out
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                t1 = ift.GradientNormController(tol_abs_gradnorm=1e-5,
                                                iteration_limit=1000)
                t2 = ift.ConjugateGradient(controller=t1)
                return ift.InversionEnabler(RBCurv(self._position),
                                            inverter=t2)

        try:
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            minimizer = eval(minimizer)
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            energy = RBEnergy(position=starting_point)

            (energy, convergence) = minimizer(energy)
        except NotImplementedError:
            raise SkipTest

        assert_equal(convergence, IC.CONVERGED)
        assert_allclose(energy.position.to_global_data(), 1.,
                        rtol=1e-3, atol=1e-3)
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    @expand(product(minimizers+slow_minimizers))
    def test_gauss(self, minimizer):
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        space = ift.UnstructuredDomain((1,))
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        starting_point = ift.Field(space, val=3.)
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        class ExpEnergy(ift.Energy):
            def __init__(self, position):
                super(ExpEnergy, self).__init__(position)

            @property
            def value(self):
                x = self.position.to_global_data()[0]
                return -np.exp(-(x**2))

            @property
            def gradient(self):
                x = self.position.to_global_data()[0]
                return ift.Field(self.position.domain, val=2*x*np.exp(-(x**2)))

            @property
            def curvature(self):
                x = self.position.to_global_data()[0]
                v = (2 - 4*x*x)*np.exp(-x**2)
                return ift.DiagonalOperator(
                    ift.Field(self.position.domain, val=v))

        try:
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            minimizer = eval(minimizer)
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            energy = ExpEnergy(position=starting_point)

            (energy, convergence) = minimizer(energy)
        except NotImplementedError:
            raise SkipTest

        assert_equal(convergence, IC.CONVERGED)
        assert_allclose(energy.position.to_global_data(), 0.,
                        atol=1e-3)
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    @expand(product(minimizers+newton_minimizers+slow_minimizers))
    def test_cosh(self, minimizer):
        space = ift.UnstructuredDomain((1,))
        starting_point = ift.Field(space, val=3.)

        class CoshEnergy(ift.Energy):
            def __init__(self, position):
                super(CoshEnergy, self).__init__(position)

            @property
            def value(self):
                x = self.position.to_global_data()[0]
                return np.cosh(x)

            @property
            def gradient(self):
                x = self.position.to_global_data()[0]
                return ift.Field(self.position.domain, val=np.sinh(x))

            @property
            def curvature(self):
                x = self.position.to_global_data()[0]
                v = np.cosh(x)
                return ift.DiagonalOperator(
                    ift.Field(self.position.domain, val=v))

        try:
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            minimizer = eval(minimizer)
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            energy = CoshEnergy(position=starting_point)

            (energy, convergence) = minimizer(energy)
        except NotImplementedError:
            raise SkipTest

        assert_equal(convergence, IC.CONVERGED)
        assert_allclose(energy.position.to_global_data(), 0.,
                        atol=1e-3)