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Commit f26b6fd6 authored by Thomas Purcell's avatar Thomas Purcell
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Reparameterization with addtion scheme now working 

_reparam_phi now seems to work correctly
parent 6efe434f
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Inline Side-by-side
src/feature_creation/feature_space/FeatureSpace.cpp
View file @ f26b6fd6
......@@ -237,6 +237,7 @@ void FeatureSpace::initialize_fs_output_files() const
void FeatureSpace::generate_param_feats(
std::vector<node_ptr>::iterator& feat,
std::vector<node_ptr>& feat_set,
const std::vector<node_ptr>::iterator& start,
unsigned long int& feat_ind,
std::shared_ptr<NLOptimizer> optimizer,
const double l_bound,
......@@ -253,14 +254,14 @@ void FeatureSpace::generate_param_feats(
for(auto& op : _com_bin_param_operators)
{
for(auto feat_2 = _phi.begin(); feat_2 != feat; ++feat_2)
for(auto feat_2 = start; feat_2 != feat; ++feat_2)
{
op(feat_set, *feat, *feat_2, feat_ind, l_bound, u_bound, optimizer);
}
}
for(auto& op : _bin_param_operators)
{
for(auto feat_2 = _phi.begin(); feat_2 != feat; ++feat_2)
for(auto feat_2 = start; feat_2 != feat; ++feat_2)
{
op(feat_set, *feat, *feat_2, feat_ind, l_bound, u_bound, optimizer);
op(feat_set, *feat_2, *feat, feat_ind, l_bound, u_bound, optimizer);
......@@ -349,12 +350,12 @@ void FeatureSpace::generate_reparam_feature_set(const std::vector<double>& prop)
#pragma omp for schedule(dynamic)
for(auto feat_1 = _phi_reparam.begin() + _start_gen_reparam.back() + _mpi_comm->rank(); feat_1 < _phi_reparam.end(); feat_1 += _mpi_comm->size())
{
generate_non_param_feats(feat_1, next_phi_private, feat_ind, l_bound, u_bound);
generate_param_feats(feat_1, next_phi_private, feat_ind, optimizer_param, l_bound, u_bound);
generate_non_param_feats(feat_1, next_phi_private, _phi_reparam.begin(), feat_ind, l_bound, u_bound);
generate_param_feats(feat_1, next_phi_private, _phi_reparam.begin(), feat_ind, optimizer_param, l_bound, u_bound);
}
#pragma omp for schedule(dynamic)
for(auto feat_1 = _phi.begin() + _start_gen.back() + _mpi_comm->rank(); feat_1 < _phi.end(); feat_1 += _mpi_comm->size())
for(auto feat_1 = _phi.begin() + _start_gen[nn-1] + _mpi_comm->rank(); feat_1 < _phi.begin() + _end_no_params[nn-1]; feat_1 += _mpi_comm->size())
{
generate_reparam_feats(feat_1, next_phi_private, feat_ind, optimizer_reparam, l_bound, u_bound);
}
......@@ -367,29 +368,29 @@ void FeatureSpace::generate_reparam_feature_set(const std::vector<double>& prop)
if(nn < _max_phi)
{
int new_phi_size;
int phi_size_start = _phi.size();
int phi_size_start = _phi_reparam.size();
if(_mpi_comm->rank() == 0)
{
std::vector<std::vector<node_ptr>> next_phi_gathered;
mpi::gather(*_mpi_comm, next_phi, next_phi_gathered, 0);
feat_ind = _phi.size();
feat_ind = _phi_reparam.size();
for(auto& next_phi_vec : next_phi_gathered)
{
_phi.insert(_phi.end(), next_phi_vec.begin(), next_phi_vec.end());
_phi_reparam.insert(_phi_reparam.end(), next_phi_vec.begin(), next_phi_vec.end());
}
new_phi_size = _phi.size();
new_phi_size = _phi_reparam.size();
// Sort the features to ensure consistent feature spaces for all MPI/OpenMP configurations
std::sort(
_phi.begin() + _start_gen.back(),
_phi.end(),
_phi_reparam.begin() + _start_gen_reparam.back(),
_phi_reparam.end(),
[feat_ind](node_ptr n1, node_ptr n2){return n1->sort_score(feat_ind) < n2->sort_score(feat_ind);}
);
// Reindex sorted features
std::for_each(
_phi.begin() + _start_gen.back(),
_phi.end(),
_phi_reparam.begin() + _start_gen_reparam.back(),
_phi_reparam.end(),
[&feat_ind](node_ptr n){n->reindex(feat_ind); ++feat_ind;}
);
......@@ -397,18 +398,18 @@ void FeatureSpace::generate_reparam_feature_set(const std::vector<double>& prop)
for(int bb = 0; bb <= (new_phi_size - phi_size_start) / 10000; ++bb)
{
mpi::broadcast(*_mpi_comm, &_phi[phi_size_start + bb * 10000], std::min(10000, new_phi_size - phi_size_start - bb * 10000), 0);
mpi::broadcast(*_mpi_comm, &_phi_reparam[phi_size_start + bb * 10000], std::min(10000, new_phi_size - phi_size_start - bb * 10000), 0);
}
}
else
{
mpi::gather(*_mpi_comm, next_phi, 0);
mpi::broadcast(*_mpi_comm, new_phi_size, 0);
_phi.resize(new_phi_size);
_phi_reparam.resize(new_phi_size);
for(int bb = 0; bb <= (new_phi_size - phi_size_start) / 10000; ++bb)
{
mpi::broadcast(*_mpi_comm, &_phi[phi_size_start + bb * 10000], std::min(10000, new_phi_size - phi_size_start - bb * 10000), 0);
mpi::broadcast(*_mpi_comm, &_phi_reparam[phi_size_start + bb * 10000], std::min(10000, new_phi_size - phi_size_start - bb * 10000), 0);
}
}
......@@ -431,7 +432,7 @@ void FeatureSpace::generate_reparam_feature_set(const std::vector<double>& prop)
_mpi_comm->barrier();
node_value_arrs::clear_temp_reg();
for(int sc = 0; sc < _scores.size() - 1; ++sc)
for(int sc = 0; sc < scores.size() - 1; ++sc)
{
#ifdef PARAMETERIZE
if(_phi_reparam[inds[sc] + _start_gen_reparam.back()]->n_params() > 0)
......@@ -440,7 +441,7 @@ void FeatureSpace::generate_reparam_feature_set(const std::vector<double>& prop)
}
#endif
if(_scores[inds[sc]] > -1e-10)
if(scores[inds[sc]] > -1e-10)
{
double base_val = std::abs(
util_funcs::r(
......@@ -449,7 +450,7 @@ void FeatureSpace::generate_reparam_feature_set(const std::vector<double>& prop)
_n_samp
)
);
for(int sc2 = sc + 1; sc2 < _scores.size(); ++sc2)
for(int sc2 = sc + 1; sc2 < scores.size(); ++sc2)
{
double comp = std::abs(
base_val - std::abs(
......@@ -467,7 +468,7 @@ void FeatureSpace::generate_reparam_feature_set(const std::vector<double>& prop)
}
}
}
else if(_scores[inds[sc + 1]] - _scores[inds[sc]] < 1e-10)
else if(scores[inds[sc + 1]] - scores[inds[sc]] < 1e-10)
{
double base_val = std::abs(
util_funcs::r(
......@@ -499,26 +500,26 @@ void FeatureSpace::generate_reparam_feature_set(const std::vector<double>& prop)
}
// Reindex
for(int ff = _start_gen.back(); ff < _phi_reparam.size(); ++ff)
for(int ff = _start_gen_reparam.back(); ff < _phi_reparam.size(); ++ff)
{
_phi_reparam[ff]->reindex(ff);
_phi_reparam[ff]->reindex(ff + _n_feat);
}
}
}
}
_n_feat = _phi.size();
}
#endif
void FeatureSpace::generate_non_param_feats(
std::vector<node_ptr>::iterator& feat,
std::vector<node_ptr>& feat_set,
const std::vector<node_ptr>::iterator& start,
unsigned long int& feat_ind,
const double l_bound,
const double u_bound
)
{
unsigned long int phi_ind = feat - _phi.begin();
unsigned long int phi_ind = feat - start;
feat_set.reserve(feat_set.size() + _un_operators.size() + phi_ind * (_com_bin_operators.size() + 2 * _bin_operators.size()));
for(auto& op : _un_operators)
......@@ -528,7 +529,7 @@ void FeatureSpace::generate_non_param_feats(
for(auto& op : _com_bin_operators)
{
for(auto feat_2 = _phi.begin(); feat_2 < feat; ++feat_2)
for(auto feat_2 = start; feat_2 < feat; ++feat_2)
{
op(feat_set, *feat, *feat_2, feat_ind, l_bound, u_bound);
}
......@@ -536,7 +537,7 @@ void FeatureSpace::generate_non_param_feats(
for(auto& op : _bin_operators)
{
for(auto feat_2 = _phi.begin(); feat_2 < feat; ++feat_2)
for(auto feat_2 = start; feat_2 < feat; ++feat_2)
{
op(feat_set, *feat, *feat_2, feat_ind, l_bound, u_bound);
op(feat_set, *feat_2, *feat, feat_ind, l_bound, u_bound);
......@@ -574,8 +575,8 @@ void FeatureSpace::generate_feature_space()
#pragma omp for schedule(dynamic)
for(auto feat_1 = _phi.begin() + _start_gen.back() + _mpi_comm->rank(); feat_1 < _phi.end(); feat_1 += _mpi_comm->size())
{
generate_non_param_feats(feat_1, next_phi_private, feat_ind, l_bound, u_bound);
generate_param_feats(feat_1, next_phi_private, feat_ind, optimizer, l_bound, u_bound);
generate_non_param_feats(feat_1, next_phi_private, _phi.begin(), feat_ind, l_bound, u_bound);
generate_param_feats(feat_1, next_phi_private, _phi.begin(), feat_ind, optimizer, l_bound, u_bound);
}
#pragma omp critical
......@@ -588,7 +589,7 @@ void FeatureSpace::generate_feature_space()
#pragma omp for schedule(dynamic)
for(auto feat_1 = _phi.begin() + _start_gen.back() + _mpi_comm->rank(); feat_1 < _phi.end(); feat_1 += _mpi_comm->size())
{
generate_non_param_feats(feat_1, next_phi_private, feat_ind, l_bound, u_bound);
generate_non_param_feats(feat_1, next_phi_private, _phi.begin(), feat_ind, l_bound, u_bound);
}
#pragma omp critical
......@@ -917,12 +918,11 @@ void FeatureSpace::generate_feature_space()
_phi.begin() + _start_gen.back(),
[&next_phi](int ind){return next_phi[ind];}
);
int cur_ind = _start_gen.back();
std::for_each(
_phi.begin() + _start_gen.back(),
_phi.end(),
[&cur_ind](node_ptr feat){feat->reindex(cur_ind); ++cur_ind;}
);
for(int ff = _start_gen.back(); ff < _phi.size(); ++ff)
{
_phi[ff]->reindex(ff);
_phi[ff]->set_value();
}
// Set how many features have no parameters
_end_no_params.push_back(
......@@ -977,16 +977,16 @@ void FeatureSpace::project_generated(const double* prop, const int size, std::ve
bool is_sel = (*feat)->selected();
(*feat)->set_selected(false);
#ifdef PARAMETERIZE
generate_non_param_feats(feat, generated_phi, feat_ind, _l_bound, _u_bound);
generate_param_feats(feat, generated_phi, feat_ind, optimizer, _l_bound, _u_bound);
if(reparam_optimizer)
#ifdef PARAMETERIZE
generate_non_param_feats(feat, generated_phi, _phi.begin(), feat_ind, _l_bound, _u_bound);
generate_param_feats(feat, generated_phi, _phi.begin(), feat_ind, optimizer, _l_bound, _u_bound);
if(reparam_optimizer && (feat < _phi.begin() + _end_no_params.back()))
{
generate_reparam_feats(feat, generated_phi, feat_ind, reparam_optimizer, _l_bound, _u_bound);
}
#else
generate_non_param_feats(feat, generated_phi, feat_ind, _l_bound, _u_bound);
#endif
#else
generate_non_param_feats(feat, generated_phi, _phi.begin(), feat_ind, _l_bound, _u_bound);
#endif
(*feat)->set_selected(is_sel);
if(generated_phi.size() == 0)
......@@ -1092,8 +1092,12 @@ void FeatureSpace::sis(const std::vector<double>& prop)
if(_reparam_residual && (_phi_selected.size() > 0))
{
double start_time = omp_get_wtime();
_phi.resize(_n_feat);
_phi_reparam.resize(0);
_start_gen_reparam.resize(0);
generate_reparam_feature_set(prop);
_phi.insert(_phi.end(), _phi_reparam.begin(), _phi_reparam.end());
_scores.resize(_phi.size());
}
#endif
// Create output directories if needed
......@@ -1180,6 +1184,11 @@ void FeatureSpace::sis(const std::vector<double>& prop)
// Generate features on the fly and get the best features for this rank
if(_n_rung_generate > 0)
{
#ifdef PARAMETERIZE
_phi.resize(_n_feat);
_phi.insert(_phi.end(), _phi_reparam.begin() + _start_gen_reparam.back(), _phi_reparam.end());
_scores.resize(_phi.size());
#endif
start_time = omp_get_wtime();
phi_sel.resize(cur_feat_local);
scores_sel.resize(cur_feat_local);
......
src/feature_creation/feature_space/FeatureSpace.hpp
View file @ f26b6fd6
......@@ -286,12 +286,13 @@ public:
void generate_non_param_feats(
std::vector<node_ptr>::iterator& feat,
std::vector<node_ptr>& feat_set,
const std::vector<node_ptr>::iterator& start,
unsigned long int& feat_ind,
const double l_bound=1e-50,
const double u_bound=1e50
);
#ifdef PARAMETERIZE
#ifdef PARAMETERIZE
/**
* @brief Generate a new set of parameterized features from a single feature
* @details Take in the feature and perform all valid algebraic operations on it.
......@@ -306,6 +307,7 @@ public:
void generate_param_feats(
std::vector<node_ptr>::iterator& feat,
std::vector<node_ptr>& feat_set,
const std::vector<node_ptr>::iterator& start,
unsigned long int& feat_ind,
std::shared_ptr<NLOptimizer> optimizer,
const double l_bound=1e-50,
......@@ -337,7 +339,7 @@ public:
* @param prop The property to optimize against
*/
void generate_reparam_feature_set(const std::vector<double>& prop);
#endif
#endif
/**
* @brief Calculate the SIS Scores for feature generated on the fly
......
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