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ift
NIFTy
Commits
042528af
Commit
042528af
authored
Mar 07, 2018
by
Martin Reinecke
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more tests and solvers; Hestenes-Stiefel still causes problems
parent
f827fba2
Pipeline
#25849
failed with stage
in 26 minutes and 11 seconds
Changes
2
Pipelines
1
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2 changed files
with
70 additions
and
34 deletions
+70
-34
nifty4/minimization/nonlinear_cg.py
nifty4/minimization/nonlinear_cg.py
+13
-11
test/test_minimization/test_minimizers.py
test/test_minimization/test_minimizers.py
+57
-23
No files found.
nifty4/minimization/nonlinear_cg.py
View file @
042528af
...
...
@@ -25,14 +25,13 @@ class NonlinearCG(Minimizer):
""" Nonlinear Conjugate Gradient scheme according to Polak-Ribiere.
Algorithm 5.4 from Nocedal & Wright.
Eq. (5.41a) has been replaced by eq. (5.49)
Parameters
----------
controller : IterationController
Object that decides when to terminate the minimization.
line_searcher : LineSearch, optional
The line search algorithm to be used
beta_heuristics : str
One of 'Polak-Ribiere', 'Fletcher-Reeves', 'Hestenes-Stiefel'
References
----------
...
...
@@ -40,16 +39,15 @@ class NonlinearCG(Minimizer):
2006, Springer-Verlag New York
"""
def
__init__
(
self
,
controller
,
line_searcher
=
LineSearchStrongWolfe
(
c2
=
0.1
),
beta_heuristics
=
'Polak-Ribiere'
):
def
__init__
(
self
,
controller
,
beta_heuristics
=
'Polak-Ribiere'
):
valid_beta_heuristics
=
[
'Polak-Ribiere'
,
'Fletcher-Reeves'
,
'Hestenes-Stiefel'
]
'Hestenes-Stiefel'
,
"5.49"
]
if
not
(
beta_heuristics
in
valid_beta_heuristics
):
raise
ValueError
(
"beta heuristics must be either 'Polak-Ribiere', "
"'Fletcher-Reeves', or 'Hestenes-Stiefel'"
)
self
.
_beta_heuristic
=
beta_heuristics
self
.
_controller
=
controller
self
.
_line_searcher
=
line_searcher
self
.
_line_searcher
=
LineSearchStrongWolfe
(
c2
=
0.1
)
def
__call__
(
self
,
energy
):
controller
=
self
.
_controller
...
...
@@ -74,14 +72,18 @@ class NonlinearCG(Minimizer):
grad_new
=
energy
.
gradient
if
self
.
_beta_heuristic
==
'Hestenes-Stiefel'
:
# Eq. (5.4
5
) in Nocedal & Wright.
# Eq. (5.4
6
) in Nocedal & Wright.
beta
=
max
(
0.0
,
(
grad_new
.
vdot
(
grad_new
-
grad_old
)
/
(
grad_new
-
grad_old
).
vdot
(
p
)).
real
)
elif
self
.
_beta_heuristic
==
'Polak-Ribiere'
:
# Eq. (5.4
3) in Nocedal & Wright. (with (5.44
) additionally)
# Eq. (5.4
4) in Nocedal & Wright. (with (5.45
) additionally)
beta
=
max
(
0.0
,
(
grad_new
.
vdot
(
grad_new
-
grad_old
)
/
(
grad_old
.
vdot
(
grad_old
))).
real
)
el
se
:
# Eq. (5.4
0
a) in Nocedal & Wright.
el
if
self
.
_beta_heuristic
==
'Fletcher-Reeves'
:
# Eq. (5.4
1
a) in Nocedal & Wright.
beta
=
(
grad_new
.
vdot
(
grad_new
)
/
(
grad_old
.
vdot
(
grad_old
))).
real
else
:
# Eq. (5.49) in Nocedal & Wright.
beta
=
(
grad_new
.
vdot
(
grad_new
)
/
((
grad_new
-
grad_old
).
vdot
(
p
))).
real
p
=
beta
*
p
-
grad_new
test/test_minimization/test_minimizers.py
View file @
042528af
...
...
@@ -24,22 +24,28 @@ from itertools import product
from
test.common
import
expand
from
nose.plugins.skip
import
SkipTest
IC
=
ift
.
GradientNormController
(
tol_abs_gradnorm
=
1e-5
,
iteration_limit
=
1000
)
spaces
=
[
ift
.
RGSpace
([
1024
],
distances
=
0.123
),
ift
.
HPSpace
(
32
)]
minimizers
=
[
ift
.
SteepestDescent
,
ift
.
RelaxedNewton
,
ift
.
VL_BFGS
,
ift
.
ConjugateGradient
,
ift
.
NonlinearCG
,
ift
.
NewtonCG
,
ift
.
L_BFGS_B
]
minimizers2
=
[
ift
.
RelaxedNewton
,
ift
.
VL_BFGS
,
ift
.
NonlinearCG
,
ift
.
NewtonCG
,
ift
.
L_BFGS_B
]
minimizers
=
[
ift
.
VL_BFGS
(
IC
),
ift
.
NonlinearCG
(
IC
,
"Polak-Ribiere"
),
# ift.NonlinearCG(IC, "Hestenes-Stiefel"),
ift
.
NonlinearCG
(
IC
,
"Fletcher-Reeves"
),
ift
.
NonlinearCG
(
IC
,
"5.49"
),
ift
.
NewtonCG
(
IC
),
ift
.
L_BFGS_B
(
IC
)]
minimizers3
=
[
ift
.
SteepestDescent
,
ift
.
RelaxedNewton
,
ift
.
VL_BFGS
,
ift
.
NonlinearCG
,
ift
.
NewtonCG
,
ift
.
L_BFGS_B
]
newton_minimizers
=
[
ift
.
RelaxedNewton
(
IC
)]
quadratic_only_minimizers
=
[
ift
.
ConjugateGradient
(
IC
)]
slow_minimizers
=
[
ift
.
SteepestDescent
(
IC
)]
class
Test_Minimizers
(
unittest
.
TestCase
):
@
expand
(
product
(
minimizers
,
spaces
))
def
test_quadratic_minimization
(
self
,
minimizer_class
,
space
):
@
expand
(
product
(
minimizers
+
newton_minimizers
+
quadratic_only_minimizers
+
slow_minimizers
,
spaces
))
def
test_quadratic_minimization
(
self
,
minimizer
,
space
):
np
.
random
.
seed
(
42
)
starting_point
=
ift
.
Field
.
from_random
(
'normal'
,
domain
=
space
)
*
10
covariance_diagonal
=
ift
.
Field
.
from_random
(
...
...
@@ -47,10 +53,7 @@ class Test_Minimizers(unittest.TestCase):
covariance
=
ift
.
DiagonalOperator
(
covariance_diagonal
)
required_result
=
ift
.
Field
.
ones
(
space
,
dtype
=
np
.
float64
)
IC
=
ift
.
GradientNormController
(
tol_abs_gradnorm
=
1e-5
,
iteration_limit
=
1000
)
try
:
minimizer
=
minimizer_class
(
controller
=
IC
)
energy
=
ift
.
QuadraticEnergy
(
A
=
covariance
,
b
=
required_result
,
position
=
starting_point
)
...
...
@@ -63,8 +66,8 @@ class Test_Minimizers(unittest.TestCase):
1.
/
covariance_diagonal
.
to_global_data
(),
rtol
=
1e-3
,
atol
=
1e-3
)
@
expand
(
product
(
minimizers
2
))
def
test_rosenbrock
(
self
,
minimizer
_class
):
@
expand
(
product
(
minimizers
+
newton_minimizers
))
def
test_rosenbrock
(
self
,
minimizer
):
try
:
from
scipy.optimize
import
rosen
,
rosen_der
,
rosen_hess_prod
except
ImportError
:
...
...
@@ -114,10 +117,7 @@ class Test_Minimizers(unittest.TestCase):
return
ift
.
InversionEnabler
(
RBCurv
(
self
.
_position
),
inverter
=
t2
)
IC
=
ift
.
GradientNormController
(
tol_abs_gradnorm
=
1e-5
,
iteration_limit
=
10000
)
try
:
minimizer
=
minimizer_class
(
controller
=
IC
)
energy
=
RBEnergy
(
position
=
starting_point
)
(
energy
,
convergence
)
=
minimizer
(
energy
)
...
...
@@ -128,10 +128,10 @@ class Test_Minimizers(unittest.TestCase):
assert_allclose
(
energy
.
position
.
to_global_data
(),
1.
,
rtol
=
1e-3
,
atol
=
1e-3
)
@
expand
(
product
(
minimizers
3
))
def
DISABLEDtest_nonlinear
(
self
,
minimizer_class
):
@
expand
(
product
(
minimizers
+
slow_minimizers
))
def
test_gauss
(
self
,
minimizer
):
space
=
ift
.
UnstructuredDomain
((
1
,))
starting_point
=
ift
.
Field
(
space
,
val
=
5
.
)
starting_point
=
ift
.
Field
(
space
,
val
=
3
.
)
class
ExpEnergy
(
ift
.
Energy
):
def
__init__
(
self
,
position
):
...
...
@@ -154,10 +154,7 @@ class Test_Minimizers(unittest.TestCase):
return
ift
.
DiagonalOperator
(
ift
.
Field
(
self
.
position
.
domain
,
val
=
v
))
IC
=
ift
.
GradientNormController
(
tol_abs_gradnorm
=
1e-10
,
iteration_limit
=
10000
)
try
:
minimizer
=
minimizer_class
(
controller
=
IC
)
energy
=
ExpEnergy
(
position
=
starting_point
)
(
energy
,
convergence
)
=
minimizer
(
energy
)
...
...
@@ -167,3 +164,40 @@ class Test_Minimizers(unittest.TestCase):
assert_equal
(
convergence
,
IC
.
CONVERGED
)
assert_allclose
(
energy
.
position
.
to_global_data
(),
0.
,
atol
=
1e-3
)
@
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
:
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
)
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