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Commit fd1af103 authored by Martin Reinecke's avatar Martin Reinecke
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intermediate

parent 7c50e35f
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Showing with 100 additions and 85 deletions
demos/critical_filtering.py
View file @ fd1af103
......@@ -102,8 +102,8 @@ if __name__ == "__main__":
data_power = log(fft(d).power_analyze(logarithmic=p_space.config["logarithmic"],
nbin=p_space.config["nbin"]))
d_data = d.val.get_full_data().real
if rank == 0:
pl.plot([go.Heatmap(z=d_data)], filename='data.html')
#if rank == 0:
# pl.plot([go.Heatmap(z=d_data)], filename='data.html')
# minimization strategy
......@@ -150,7 +150,7 @@ if __name__ == "__main__":
# Plotting current estimate
print i
if i%50 == 0:
plot_parameters(m0,t0,log(sp), data_power)
#if i%50 == 0:
# plot_parameters(m0,t0,log(sp), data_power)
nifty/energies/line_energy.py
View file @ fd1af103
......@@ -16,10 +16,8 @@
# NIFTy is being developed at the Max-Planck-Institut fuer Astrophysik
# and financially supported by the Studienstiftung des deutschen Volkes.
from .energy import Energy
class LineEnergy(Energy):
class LineEnergy:
""" Evaluates an underlying Energy along a certain line direction.
Given an Energy class and a line direction, its position is parametrized by
......@@ -27,34 +25,31 @@ class LineEnergy(Energy):
Parameters
----------
position : float
The step length parameter along the given line direction.
linepos : float
Defines the full spatial position of this energy via
self.energy.position = zero_point + linepos*line_direction
energy : Energy
The Energy object which will be evaluated along the given direction.
line_direction : Field
Direction used for line evaluation.
zero_point : Field *optional*
Fixing the zero point of the line restriction. Used to memorize this
position in new initializations. By the default the current position
of the supplied `energy` instance is used (default : None).
linedir : Field
Direction used for line evaluation. Does not have to be normalized.
offset : float *optional*
Indirectly defines the zero point of the line via the equation
energy.position = zero_point + offset*line_direction
(default : 0.).
Attributes
----------
position : float
linepos : float
The position along the given line direction relative to the zero point.
value : float
The value of the energy functional at given `position`.
gradient : float
The gradient of the underlying energy instance along the line direction
projected on the line direction.
curvature : callable
A positive semi-definite operator or function describing the curvature
of the potential at given `position`.
line_direction : Field
The value of the energy functional at the given position
dd : float
The directional derivative at the given position
linedir : Field
Direction along which the movement is restricted. Does not have to be
normalized.
energy : Energy
The underlying Energy at the `position` along the line direction.
The underlying Energy at the given position
Raises
------
......@@ -72,45 +67,44 @@ class LineEnergy(Energy):
"""
def __init__(self, position, energy, line_direction, zero_point=None):
super(LineEnergy, self).__init__(position=position)
self.line_direction = line_direction
if zero_point is None:
zero_point = energy.position
self._zero_point = zero_point
def __init__(self, linepos, energy, linedir, offset=0.):
self._linepos = float(linepos)
self._linedir = linedir
position_on_line = self._zero_point + self.position*line_direction
self.energy = energy.at(position=position_on_line)
pos = energy.position + (self._linepos-float(offset))*self._linedir
self.energy = energy.at(position=pos)
def at(self, position):
def at(self, linepos):
""" Returns LineEnergy at new position, memorizing the zero point.
Parameters
----------
position : float
linepos : float
Parameter for the new position on the line direction.
Returns
-------
out : LineEnergy
LineEnergy object at new position with same zero point as `self`.
"""
return self.__class__(position,
return self.__class__(linepos,
self.energy,
self.line_direction,
zero_point=self._zero_point)
self.linedir,
offset=self.linepos)
@property
def value(self):
return self.energy.value
@property
def gradient(self):
return self.energy.gradient.vdot(self.line_direction)
def linepos(self):
return self._linepos
@property
def linedir(self):
return self._linedir
@property
def curvature(self):
return self.energy.curvature
def dd(self):
return self.energy.gradient.vdot(self.linedir)
nifty/field.py
View file @ fd1af103
......@@ -181,7 +181,7 @@ class Field(Loggable, Versionable, object):
elif isinstance(val, Field):
distribution_strategy = val.distribution_strategy
else:
self.logger.debug("distribution_strategy set to default!")
#self.logger.debug("distribution_strategy set to default!")
distribution_strategy = gc['default_distribution_strategy']
elif distribution_strategy not in DISTRIBUTION_STRATEGIES['global']:
raise ValueError(
......
nifty/minimization/descent_minimizer.py
View file @ fd1af103
......@@ -121,12 +121,18 @@ class DescentMinimizer(Loggable, object):
"""
print "into line search:"
print " pos: ",energy.position.val[0]
print " ene: ",energy.value
convergence = 0
f_k_minus_1 = None
step_length = 0
iteration_number = 1
while True:
print "line search next iteration:"
print " pos: ",energy.position.val[0]
print " ene: ",energy.value
if self.callback is not None:
try:
self.callback(energy, iteration_number)
......@@ -147,7 +153,7 @@ class DescentMinimizer(Loggable, object):
# current position is encoded in energy object
descent_direction = self.get_descent_direction(energy)
print "descent direction:",descent_direction.val[0]
# compute the step length, which minimizes energy.value along the
# search direction
step_length, f_k, new_energy = \
......@@ -155,10 +161,20 @@ class DescentMinimizer(Loggable, object):
energy=energy,
pk=descent_direction,
f_k_minus_1=f_k_minus_1)
print "out of wolfe:"
print " old pos: ",energy.position.val[0]
print " old ene: ",energy.value
print " new pos: ",new_energy.position.val[0]
print " new ene: ",new_energy.value
print " f_k: ",f_k
f_k_minus_1 = energy.value
print " step length: ", step_length
tx1=energy.position-new_energy.position
print " step length 2: ", (energy.position-new_energy.position).norm()
print " step length 3: ", new_energy.position.val[0]-energy.position.val[0]
# check if new energy value is bigger than old energy value
if (new_energy.value - energy.value) > 0:
print "Line search algorithm returned a new energy that was larger than the old one. Stopping."
self.logger.info("Line search algorithm returned a new energy "
"that was larger than the old one. Stopping.")
break
......
nifty/minimization/line_searching/line_search.py
View file @ fd1af103
......@@ -66,9 +66,9 @@ class LineSearch(Loggable, object):
iteration of the line search procedure. (Default: None)
"""
self.line_energy = LineEnergy(position=0.,
self.line_energy = LineEnergy(linepos=0.,
energy=energy,
line_direction=pk)
linedir=pk)
if f_k_minus_1 is not None:
f_k_minus_1 = f_k_minus_1.copy()
self.f_k_minus_1 = f_k_minus_1
......
nifty/minimization/line_searching/line_search_strong_wolfe.py
View file @ fd1af103
......@@ -103,16 +103,14 @@ class LineSearchStrongWolfe(LineSearch):
"""
self._set_line_energy(energy, pk, f_k_minus_1=f_k_minus_1)
c1 = self.c1
c2 = self.c2
max_step_size = self.max_step_size
max_iterations = self.max_iterations
# initialize the zero phis
old_phi_0 = self.f_k_minus_1
energy_0 = self.line_energy.at(0)
phi_0 = energy_0.value
phiprime_0 = energy_0.gradient
le_0 = self.line_energy.at(0)
phi_0 = le_0.value
phiprime_0 = le_0.dd
if phiprime_0 == 0:
self.logger.warn("Flat gradient in search direction.")
......@@ -135,45 +133,52 @@ class LineSearchStrongWolfe(LineSearch):
# start the minimization loop
for i in xrange(max_iterations):
energy_alpha1 = self.line_energy.at(alpha1)
phi_alpha1 = energy_alpha1.value
print "a0a1:",alpha0, alpha1
print "line search outer iteration", i
le_alpha1 = self.line_energy.at(alpha1)
print "position:", le_alpha1.energy.position.val[0]
phi_alpha1 = le_alpha1.value
print "energy:", le_alpha1.value
if alpha1 == 0:
self.logger.warn("Increment size became 0.")
alpha_star = 0.
phi_star = phi_0
energy_star = energy_0
le_star = le_0
break
if (phi_alpha1 > phi_0 + c1*alpha1*phiprime_0) or \
if (phi_alpha1 > phi_0 + self.c1*alpha1*phiprime_0) or \
((phi_alpha1 >= phi_alpha0) and (i > 1)):
(alpha_star, phi_star, energy_star) = self._zoom(
(alpha_star, phi_star, le_star) = self._zoom(
alpha0, alpha1,
phi_0, phiprime_0,
phi_alpha0,
phiprime_alpha0,
phi_alpha1,
c1, c2)
phi_alpha1)
break
phiprime_alpha1 = energy_alpha1.gradient
if abs(phiprime_alpha1) <= -c2*phiprime_0:
phiprime_alpha1 = le_alpha1.dd
if abs(phiprime_alpha1) <= -self.c2*phiprime_0:
alpha_star = alpha1
phi_star = phi_alpha1
energy_star = energy_alpha1
le_star = le_alpha1
break
if phiprime_alpha1 >= 0:
(alpha_star, phi_star, energy_star) = self._zoom(
(alpha_star, phi_star, le_star) = self._zoom(
alpha1, alpha0,
phi_0, phiprime_0,
phi_alpha1,
phiprime_alpha1,
phi_alpha0,
c1, c2)
phi_alpha0)
break
# update alphas
alpha0, alpha1 = alpha1, min(2*alpha1, max_step_size)
if alpha1 == max_step_size:
alpha_star = alpha1
phi_star = phi_alpha1
le_star = le_alpha1
break
phi_alpha0 = phi_alpha1
phiprime_alpha0 = phiprime_alpha1
# phi_alpha1 = self._phi(alpha1)
......@@ -182,17 +187,17 @@ class LineSearchStrongWolfe(LineSearch):
# max_iterations was reached
alpha_star = alpha1
phi_star = phi_alpha1
energy_star = energy_alpha1
le_star = le_alpha1
self.logger.error("The line search algorithm did not converge.")
# extract the full energy from the line_energy
energy_star = energy_star.energy
energy_star = le_star.energy
direction_length = pk.norm()
step_length = alpha_star * direction_length
return step_length, phi_star, energy_star
def _zoom(self, alpha_lo, alpha_hi, phi_0, phiprime_0,
phi_lo, phiprime_lo, phi_hi, c1, c2):
phi_lo, phiprime_lo, phi_hi):
"""Performs the second stage of the line search algorithm.
If the first stage was not successful then the Zoom algorithm tries to
......@@ -203,7 +208,7 @@ class LineSearchStrongWolfe(LineSearch):
----------
alpha_lo : float
The lower boundary for the step length interval.
alph_hi : float
alpha_hi : float
The upper boundary for the step length interval.
phi_0 : float
Value of the energy at the starting point of the line search
......@@ -219,10 +224,6 @@ class LineSearchStrongWolfe(LineSearch):
phi_hi : float
Value of the energy if we perform a step of length alpha_hi in
descent direction.
c1 : float
Parameter for Armijo condition rule.
c2 : float
Parameter for curvature condition rule.
Returns
-------
......@@ -234,6 +235,10 @@ class LineSearchStrongWolfe(LineSearch):
The new Energy object on the new position.
"""
print "entering zoom"
print alpha_lo, alpha_hi
print "pos1:",self.line_energy.at(alpha_lo).energy.position.val[0]
print "pos2:",self.line_energy.at(alpha_hi).energy.position.val[0]
max_iterations = self.max_zoom_iterations
# define the cubic and quadratic interpolant checks
cubic_delta = 0.2 # cubic
......@@ -262,28 +267,28 @@ class LineSearchStrongWolfe(LineSearch):
quad_check = quad_delta * delta_alpha
alpha_j = self._quadmin(alpha_lo, phi_lo, phiprime_lo,
alpha_hi, phi_hi)
# If quadratic was not successfull, try bisection
# If quadratic was not successful, try bisection
if (alpha_j is None) or (alpha_j > b - quad_check) or \
(alpha_j < a + quad_check):
alpha_j = alpha_lo + 0.5*delta_alpha
# Check if the current value of alpha_j is already sufficient
energy_alphaj = self.line_energy.at(alpha_j)
phi_alphaj = energy_alphaj.value
le_alphaj = self.line_energy.at(alpha_j)
phi_alphaj = le_alphaj.value
# If the first Wolfe condition is not met replace alpha_hi
# by alpha_j
if (phi_alphaj > phi_0 + c1*alpha_j*phiprime_0) or\
if (phi_alphaj > phi_0 + self.c1*alpha_j*phiprime_0) or\
(phi_alphaj >= phi_lo):
alpha_recent, phi_recent = alpha_hi, phi_hi
alpha_hi, phi_hi = alpha_j, phi_alphaj
else:
phiprime_alphaj = energy_alphaj.gradient
phiprime_alphaj = le_alphaj.dd
# If the second Wolfe condition is met, return the result
if abs(phiprime_alphaj) <= -c2*phiprime_0:
if abs(phiprime_alphaj) <= -self.c2*phiprime_0:
alpha_star = alpha_j
phi_star = phi_alphaj
energy_star = energy_alphaj
le_star = le_alphaj
break
# If not, check the sign of the slope
if phiprime_alphaj*delta_alpha >= 0:
......@@ -296,12 +301,12 @@ class LineSearchStrongWolfe(LineSearch):
phiprime_alphaj)
else:
alpha_star, phi_star, energy_star = \
alpha_j, phi_alphaj, energy_alphaj
alpha_star, phi_star, le_star = \
alpha_j, phi_alphaj, le_alphaj
self.logger.error("The line search algorithm (zoom) did not "
"converge.")
return alpha_star, phi_star, energy_star
return alpha_star, phi_star, le_star
def _cubicmin(self, a, fa, fpa, b, fb, c, fc):
"""Estimating the minimum with cubic interpolation.
......
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