def __init__(
self, ccm, alpha0=1e-3, beta1=0.9, beta2=0.999, beta3=0.9, noise=1e-8,
maxit=100, epsilon=1e-5, convergence_prev=5, early_stopping=False,
decay_type="step", decay_rate=1e1, decay=False, decay_start=1e-4,
fix_v=False, plotfile=None):
self.alpha0 = alpha0
self.beta1 = beta1
self.beta2 = beta2
self.beta3 = beta3
self.noise = noise
self.decay=decay
self.it_succesfull_stop_condition=-1
self.decay_rate = decay_rate
self.decay_start = decay_start
self.decay_type = decay_type
self.fix_v = fix_v
self.maxit = maxit
self.early_stopping = early_stopping
self.epsilon = epsilon
self.convergence_prev=convergence_prev
plot_title = "L={0} N={1} Neff={2} Diversity={3}<br>".format(
ccm.L, ccm.N, np.round(ccm.neff, decimals=3),
np.round(ccm.diversity, decimals=3)
)
self.progress = pr.Progress(plotfile, plot_title)
if self.alpha0 == 0:
self.alpha0 = 2e-3 * np.log(ccm.neff)
def initiate_logging(self, plot_file=None):
# setup progress logging
self.progress = pr.Progress()
if plot_file is not None:
plot_title = "L={0} N={1} Neff={2} Diversity={3}<br>".format(
self.L, self.N, np.round(self.neff, decimals=3), np.round(self.diversity, decimals=3))
self.progress.set_plot_title(plot_title)
if plot_file.split(".")[-1] != "html":
plot_file += ".html"
print("Plot with optimization statistics will be written to {0}".format(plot_file))
self.progress.set_plot_file(plot_file)
def __init__(self,
ccm,
maxit=100,
alpha0=5e-3,
decay=True,
decay_start=1e-3,
decay_rate=10,
decay_type="lin",
fix_v=False,
epsilon=1e-5,
convergence_prev=5,
early_stopping=False,
plotfile=None):
self.maxit = maxit
self.alpha0 = alpha0
#decay settings
self.decay = decay
self.decay_start = decay_start
self.decay_rate = np.float(decay_rate)
self.decay_type = decay_type
self.it_succesfull_stop_condition = -1
self.fix_v = fix_v
self.early_stopping = early_stopping
self.epsilon = epsilon
self.convergence_prev = convergence_prev
plot_title = "L={0} N={1} Neff={2} Diversity={3}<br>".format(
ccm.L, ccm.N, np.round(ccm.neff, decimals=3),
np.round(ccm.diversity, decimals=3))
self.progress = pr.Progress(plotfile, plot_title)
if self.alpha0 == 0:
self.alpha0 = 5e-2 / np.sqrt(ccm.neff)
def __init__(self,
ccm,
maxit=100,
ftol=1e-4,
max_linesearch=5,
alpha_mul=0.5,
wolfe=0.2,
epsilon=1e-3,
convergence_prev=5,
plotfile=None):
self.maxit = maxit
self.ftol = ftol
self.max_linesearch = max_linesearch
self.alpha_mul = alpha_mul
self.wolfe = wolfe
self.epsilon = epsilon
self.convergence_prev = convergence_prev
plot_title = "L={0} N={1} Neff={2} Diversity={3}<br>".format(
ccm.L, ccm.N, np.round(ccm.neff, decimals=3),
np.round(ccm.diversity, decimals=3))
self.progress = pr.Progress(plotfile, plot_title)
self.g_x = None