def increase_p(prev_best_angles, h, jr, jc, qubits, p, num_trials):
next_guess = [0.0] * (2 * p + 2)
prev_x_rots = prev_best_angles[0::2]
prev_z_rots = prev_best_angles[1::2]
next_x_guess = [0.0] * (p + 1)
next_z_guess = [0.0] * (p + 1)
next_x_guess[-1] = prev_x_rots[-1]
next_x_guess[0] = prev_x_rots[0]
next_z_guess[-1] = prev_z_rots[-1]
next_z_guess[0] = prev_z_rots[0]
upper_bound = [8] * (p + 1) * 2
lower_bound = [-8] * (p + 1) * 2
upper_bound[0::2] = [1.1] * (p + 1)
lower_bound[0::2] = [-0.1] * (p + 1)
bound = (np.array(lower_bound), np.array(upper_bound))
for i in range(1, p):
next_x_guess[i] = prev_x_rots[i - 1] * float(i) / float(
p) + prev_x_rots[i] * float(p - i) / float(p)
next_z_guess[i] = prev_z_rots[i - 1] * float(i) / float(
p) + prev_z_rots[i] * float(p - i) / float(p)
next_guess[0::2] = next_x_guess
next_guess[1::2] = next_z_guess
res = pybobyqa.solve(cost_function_multistep,
np.array(next_guess) * 1.0,
args=(h, jr, jc, qubits, num_trials, p + 1),
bounds=bound,
maxfun=1000)
cost = res.f
ground_prob = ground_state_prob(res.x, h, jr, jc, qubits, p)
return cost, ground_prob, res.x
def optimize(self, observable, buffer, optimizer_args, execParams):
super().optimize(observable, buffer, optimizer_args, execParams)
import pybobyqa
if 'options' in self.opt_args:
base_args = self.opt_args['options']
opt_result = pybobyqa.solve(self.energy, self.init_args, **base_args)
else:
opt_result = pybobyqa.solve(self.energy, self.init_args, **self.opt_args)
# Optimizer adds the results to the buffer automatically
buffer.addExtraInfo('vqe-energies', self.energies)
buffer.addExtraInfo('vqe-parameters', self.angles)
optimal_angles = [float(x) for x in self.angles[self.energies.index(min(self.energies))].split(",")]
buffer.addExtraInfo('vqe-angles', optimal_angles)
buffer.addExtraInfo('vqe-energy', min(self.energies))
def otimizar(self, p_inicial):
self.ponto_inicial = np.array(p_inicial)
self.iniciar_tempo()
sol = pybobyqa.solve(self.func_himmelblau, self.ponto_inicial)
self.finalizar_tempo()
self.ponto_final = sol.x
self.valor_final = sol.f
self.chamadas_func_obj = sol.nf
self.num_iteracoes = sol.nruns
def runTest(self):
# n, m = 2, 2
x0 = np.array([-1.2, 1.0])
np.random.seed(0)
soln = pybobyqa.solve(rosenbrock, x0, npt=6)
self.assertTrue(array_compare(soln.x, np.array([1.0, 1.0]), thresh=1e-4), "Wrong xmin")
self.assertTrue(array_compare(soln.f, rosenbrock(soln.x), thresh=1e-10), "Wrong fmin")
self.assertTrue(array_compare(soln.gradient, rosenbrock_gradient(soln.x), thresh=1e-2), "Wrong gradient")
# Hessian entries are quite large, O(100-1000), so can have a fairly large tolerance
# self.assertTrue(array_compare(soln.hessian, rosenbrock_hessian(soln.x), thresh=1e-0), "Wrong Hessian")
self.assertLessEqual(np.max(np.abs(rosenbrock_hessian(soln.x) / soln.hessian)) - 1, 1e-1, "Wrong Hessian")
self.assertTrue(abs(soln.f) < 1e-10, "Wrong fmin")
def blackbox_optimizer_ordered_domain(self, iteration, ord_domain):
# build new inputs, based on current variable value
var = self.real_modifier.copy()
var_size = self.real_modifier.size
NN = self.var_list.size
nn = self.batch_size
if ((iteration + 1) * nn <= NN):
var_indice = ord_domain[iteration * nn:(iteration + 1) * nn]
else:
var_indice = ord_domain[list(range(iteration * nn, NN)) + list(
range(0, (self.batch_size -
(NN - iteration * nn))))] #check if this is true
indice = self.var_list[var_indice]
opt_fun = Objfun(lambda c: self.sess.run(
[self.loss],
feed_dict={
self.use_log: self.use_log2,
self.modifier: vec2mod(c, indice, var)
})[0])
x_o = np.zeros(self.batch_size, )
b = self.modifier_up[indice]
a = self.modifier_down[indice]
soln = pybobyqa.solve(opt_fun,
x_o,
rhobeg=self.L_inf / 3,
bounds=(a, b),
maxfun=self.q + 5,
npt=self.q + 1)
# print(soln)
evaluations = soln.nf
# adjust sample probability, sample around the points with large gradient
nimgs = vec2mod(soln.x, indice, var)
if self.real_modifier.shape[0] > self.resize_init_size:
self.sample_prob = self.get_new_prob(self.real_modifier)
self.sample_prob = self.sample_prob.reshape(var_size)
summary = opt_fun.get_summary(with_xs=False)
distance = self.sess.run(self.distance,
feed_dict={
self.use_log: self.use_log2,
self.modifier: nimgs
})
return soln.f, evaluations, nimgs, summary
def runTest(self):
# n, m = 2, 2
x0 = np.array([-1.2, 0.7]) # standard start point too close to upper bounds
lower = np.array([-2.0, -2.0])
upper = np.array([0.9, 0.9])
xmin = np.array([0.9, 0.81]) # approximate
fmin = rosenbrock(xmin)
np.random.seed(0)
soln = pybobyqa.solve(rosenbrock, x0, bounds=(lower, upper))
self.assertTrue(array_compare(soln.x, xmin, thresh=1e-2), "Wrong xmin")
self.assertTrue(abs(soln.f - fmin) < 1e-4, "Wrong fmin")
self.assertTrue(array_compare(soln.gradient, rosenbrock_gradient(soln.x), thresh=1e-2), "Wrong gradient")
# Hessian entries are quite large, O(100-1000), so can have a fairly large tolerance (use relative terms)
self.assertLessEqual(np.max(np.abs(rosenbrock_hessian(soln.x) / soln.hessian)) - 1, 1e-1, "Wrong Hessian")
def optimal_angle_solver(
qubit_ring: QubitRing,
p_val: int,
num_inits: int = 20) -> Tuple[float, List[Tuple[float, float]]]:
"""Solves for the optimal approximation ratio at a given circuit depth (p).
Args:
qubit_ring: Stores information of the Ising Hamiltonian. See
implementation of the QubitRing class.
p_val: Circuit depth (number of (\gamma, \beta) pairs).
num_inits: How many restarts with random initial guesses.
Returns:
best_ratio: The best approximation ratio at circuit depth p.
best_angles: The optimal angles that give the best approximation ratio.
"""
energy_extrema, indices, e_list = qubit_ring.get_all_energies()
def cost_function(angles_list: Sequence[float]) -> float:
angles_list = [(angles_list[k], angles_list[k + 1])
for k in numpy.array(range(p_val)) * 2]
_, state_probs = qubit_ring.compute_wavefunction(angles_list)
return -float(numpy.sum(e_list * state_probs))
lower_bounds = numpy.array([0.0] * (2 * p_val))
upper_bounds = numpy.array([1.0, 2.0] * p_val) * 16
best_cost = None
best_angles = None
for i in range(num_inits):
guess = numpy.random.uniform(0, 4, p_val * 2)
guess[0::2] = guess[0::2] / 2.0
res = pybobyqa.solve(cost_function,
guess,
bounds=(lower_bounds, upper_bounds),
maxfun=1000)
cost = res.f
if best_cost is None or cost < best_cost:
best_cost = cost
best_angles = res.x
best_angles = [(best_angles[i], best_angles[i + 1])
for i in numpy.array(range(p_val)) * 2]
e_max, e_min = energy_extrema['E_max'], energy_extrema['E_min']
best_ratio = (-best_cost - e_min) / (e_max - e_min)
return best_ratio, best_angles
def minimize(func, x0, bounds, budget, optin, **optkwds):
objfunc = ObjectiveFunction(func, {'simple_function' : True })
# massage bounds (force reshaping as bobyqa is picky)
lower = numpy.asarray(bounds[:,0]).reshape(-1)
upper = numpy.asarray(bounds[:,1]).reshape(-1)
x0 = numpy.asarray(x0).reshape(-1)
# actual Py-BOBYQA call
result = pybobyqa.solve(
objfunc, x0, maxfun=budget, bounds=(lower,upper), seek_global_minimum=True, objfun_has_noise=True, **optkwds)
# get collected history and repackage return result
return Result(result.f, result.x), objfunc.get_history()
def runTest(self):
n, m = 2, 5
np.random.seed(0) # (fixing random seed)
A = np.random.rand(m, n)
b = np.random.rand(m)
objfun = lambda x: sumsq(np.dot(A, x) - b)
gradfun = lambda x: 2.0 * np.dot(A.T, np.dot(A,x)) - 2.0 * np.dot(A.T, b)
hessfun = 2.0 * np.dot(A.T, A) # constant Hessian
xmin = np.linalg.lstsq(A, b)[0]
fmin = objfun(xmin)
x0 = np.zeros((n,))
np.random.seed(0)
soln = pybobyqa.solve(objfun, x0, npt=n+1)
self.assertTrue(array_compare(soln.x, xmin, thresh=1e-2), "Wrong xmin")
self.assertTrue(array_compare(soln.gradient, gradfun(soln.x), thresh=1e-2), "Wrong gradient")
# self.assertTrue(array_compare(soln.hessian, hessfun, thresh=1e-1), "Wrong Hessian") # not for linear models
self.assertTrue(abs(soln.f - fmin) < 1e-4, "Wrong fmin")
def bobyqa_cube_factory(objective, n_trials, n_dim, with_count, **kwargs):
global feval_count
feval_count = 0
lb = np.array([0. for _ in range(n_dim)])
ub = np.array([1. for _ in range(n_dim)])
x0 = np.array([0.5]*n_dim)
def _objective(u) -> float:
global feval_count
feval_count += 1
return objective(u)
soln = solve(_objective, x0, bounds=(lb, ub), maxfun=n_trials, do_logging=False)
best_x, best_val = list(soln.x), soln.f
return (best_val, best_x, feval_count) if with_count else (best_val, best_x)
def blackbox_optimizer(self, img, img0):
# build new inputs, based on current variable value
var = 0*np.array([img])
nn = self.batch_size
x_o = np.zeros(nn,)
Random_Matrix = np.random.normal(size=(self.var_size_b,nn))*self.delta
# Define the bounds of the optimisation variable
a = -np.ones((nn,))
b = np.ones((nn,))
bb = self.modifier_up
aa = self.modifier_down
# define the loss function
opt_fun = Objfun(lambda c: self.loss_f(img, vec2modMatRand3(c, Random_Matrix, bb, aa, var),
only_loss=False)
)
initial_loss = opt_fun(x_o)
user_params = {'init.random_initial_directions':False,
'init.random_directions_make_orthogonal':False}
soln = pybobyqa.solve(opt_fun, x_o, rhobeg=np.min(b-a)/3,
bounds=(a, b), maxfun=nn*self.max_f,
rhoend=np.min(b-a)/6,
npt=nn+1, scaling_within_bounds=False,
user_params=user_params)
summary = opt_fun.get_summary(with_xs=False)
minimiser = np.min(summary['fvals'])
distances = np.array(summary['dvals'])
early_discovery=0
if np.any(distances<=0):
# not counting the evaluations done after having found an example
# for which distance <=0 i.e. an adversarial ex was found.
early_discovery = (np.max(summary['neval']) -
summary['neval'][np.where(distances<=0)[0][0]] + 2)
print('Early Discover made at ', early_discovery)
real_oe = self.loss_f(img, vec2modMatRand3(soln.x, Random_Matrix, bb, aa, var), only_loss=True)
if (minimiser != real_oe) and (initial_loss>minimiser):
print('[WARNING] BOBYQA returns not the minimal samples function.')
evaluations = soln.nf
nimgs = vec2modMatRand3(soln.x, Random_Matrix, bb, aa, var)
distance = self.loss_f(img,nimgs, only_loss=True)
return distance[0], evaluations + 2 - early_discovery, nimgs, summary
def initial_guess_sweep_bobyqa(h, jr, jc, qubits, p, num_trials=1000):
best_cost = 1000
best_angles = None
initial_guesses = list(
itertools.product(
[[0.8, 0.3], [0.8, 0.25], [0.8, 0.35], [0.9, 0.3], [0.9, 0.25],
[0.9, 0.35], [0.95, 0.3], [0.95, 0.25], [0.95, 0.35], [0.85, 0.3],
[0.85, 0.25], [0.85, 0.35]],
repeat=p))
upper_bound = [8] * p * 2
lower_bound = [-8] * p * 2
upper_bound[0::2] = [1.1] * p
lower_bound[0::2] = [-0.1] * p
bound = (np.array(lower_bound), np.array(upper_bound))
result_gnd_prob = []
result_cost_func = []
for guess in initial_guesses:
guess = np.array(sum(guess, []))
res = pybobyqa.solve(cost_function_multistep,
guess,
args=(h, jr, jc, qubits, num_trials, p),
bounds=bound,
maxfun=1000)
cost = res.f
ground_prob = ground_state_prob(res.x, h, jr, jc, qubits, p)
if cost < best_cost:
best_cost = cost
best_angles = res.x
best_ground_prob = ground_prob
print("Current solution is {}".format(cost))
print("Current best solution is {}".format(best_cost))
print("Current ground state prob is {}".format(ground_prob))
print("Current best ground state prob is {}".format(best_ground_prob))
print("")
result_gnd_prob.append(ground_prob)
result_cost_func.append(cost)
print("Final best solution is {}".format(best_cost))
return best_angles, best_ground_prob, best_cost, result_gnd_prob, result_cost_func
def search_bobyqa(arguments, state, log_dir):
arguments.logger = f"{log_dir}/{EVAL_LOG}"
if not arguments.continue_iter:
make_logger(log_dir)
lower = np.array([0 for _ in range(state.size)])
upper = np.array([1 for _ in range(state.size)])
for i in range(arguments.pop_size):
x0 = np.array(state.get_random_individual())
soln = pybobyqa.solve(evaluator_wrapper,
x0,
args=(
arguments,
state,
),
maxfun=arguments.max_iter,
rhobeg=0.3,
bounds=(lower, upper),
seek_global_minimum=True)
print(soln)
def main():
lowerbound=-3*np.ones(50*seq_length)
upperbound=3*np.ones(50*seq_length)
z0=np.load('Healthy_Z1000.npy')
print('Z0 is',z0)
z0=z0.reshape((50*seq_length))
print('Z0 is', z0)
soln=pybobyqa.solve(optimizing_func,z0,maxfun=100)
print(soln)
print('X part is',soln.x)
Z = soln.x
#Z=z0
Z = Z.reshape(seq_length, 1, -1)
model = SeqVaeFull()
modelfull = torch.load('output/modelGaussFull1000', map_location={'cuda:0': 'cpu'})
model.load_state_dict(modelfull['state_dict'])
# ----Loading of previous model ends-----
# ----- Read H,Y,beta-----
pathH = '/Users/sg9872/Desktop/Research/Data/Halifax-EC/Simulation/1862/Input/'
pathU = '/Users/sg9872/Desktop/Research_Projects/Sequence_VAE/BigData/'
H = readH(pathH)
U = readU(pathU)
Y = genNoisy(np.matmul(H, U))
beta = 1e5
Mu, logvar = model.decode(Variable(torch.FloatTensor(Z))) # Converting into torch variable and decoding
Sigma = logvar.exp()
Mu = (Mu.data.view(seq_length, -1)).numpy()
Sigma = (Sigma.data.view(seq_length, -1)).numpy()
MuZ = Mu.transpose()
SigmaZ = Sigma.transpose()
# Sampling ends---------
#print(MuZ.shape, H.shape)
MeanU, logdetPrecisionU = Posterior(MuZ, SigmaZ, H, Y, beta) # Posterior calculation of U given Z, Y
print('Error is',np.linalg.norm(U-MeanU))
sio.savemat('Useg12exc71solBob.mat', {"U": MeanU})
def run(self):
"""
Runs `scipy.Minimize`
"""
results = []
successes = []
def minuslogp_transf(x):
return -self.logp(self.inv_affine_transform(x))
for i, initial_point in enumerate(self.initial_points):
self.log.debug("Starting minimization for starting point %s.", i)
self._affine_transform_baseline = initial_point
initial_point = self.affine_transform(initial_point)
np.testing.assert_allclose(initial_point, np.zeros(initial_point.shape))
bounds = np.array(
[self.affine_transform(self._bounds[:, i]) for i in range(2)]).T
try:
# Configure method
if self.method.lower() == "bobyqa":
self.kwargs = {
"objfun": minuslogp_transf,
"x0": initial_point,
"bounds": np.array(list(zip(*bounds))),
"maxfun": self.max_iter,
"rhobeg": 1.,
"do_logging": (self.log.getEffectiveLevel() == logging.DEBUG)}
self.kwargs = recursive_update(self.kwargs,
self.override_bobyqa or {})
self.log.debug("Arguments for pybobyqa.solve:\n%r",
{k: v for k, v in self.kwargs.items() if
k != "objfun"})
result = pybobyqa.solve(**self.kwargs)
success = result.flag == result.EXIT_SUCCESS
if not success:
self.log.error("Finished unsuccessfully. Reason: "
+ _bobyqa_errors[result.flag])
else:
self.kwargs = {
"fun": minuslogp_transf,
"x0": initial_point,
"bounds": bounds,
"options": {
"maxiter": self.max_iter,
"disp": (self.log.getEffectiveLevel() == logging.DEBUG)}}
self.kwargs = recursive_update(self.kwargs, self.override_scipy or {})
self.log.debug("Arguments for scipy.optimize.Minimize:\n%r",
{k: v for k, v in self.kwargs.items() if k != "fun"})
result = optimize.minimize(**self.kwargs)
success = result.success
if not success:
self.log.error("Finished unsuccessfully.")
except:
self.log.error("Minimizer '%s' raised an unexpected error:", self.method)
raise
results += [result]
successes += [success]
self.process_results(*mpi.zip_gather(
[results, successes, self.initial_points,
[self._inv_affine_transform_matrix] * len(self.initial_points)]))
),
1,
)
lower = optim_paras_start * 0.9
upper = optim_paras_start * 1.1
# Log
logging.basicConfig(level=logging.INFO, format="%(message)s")
# Optimize
soln = pybobyqa.solve(
objective,
optim_paras_start,
rhobeg=0.01,
rhoend=1e-4,
maxfun=2,
bounds=(lower, upper),
scaling_within_bounds=True,
)
print(soln)
# print("")
# print("** SciPy results **")
# print("Solution xmin = %s" % str(soln.x))
# print("Objective value f(xmin) = %.10g" % (soln.fun))
# print("Needed %g objective evaluations" % soln.nfev)
# print("Exit flag = %g" % soln.status)
# print(soln.message)
def deslant(img: np.ndarray,
optim_algo: 'str' = 'grid',
lower_bound: float = -2,
upper_bound: float = 2,
num_steps: int = 20,
bg_color=255) -> DeslantRes:
"""
Deslants the image by applying a shear transform.
The function searches for a shear transform that yields many long connected vertical lines.
Args:
img: The image to be deslanted with text in black and background in white.
optim_algo: Specify optimization algorithm searching for the best scoring shear value:
'grid': Search on grid defined by the bounds and the number of steps.
'powell': Apply the derivative-free BOBYQA optimizer from Powell within given bounds.
lower_bound: Lower bound of shear values to be considered by optimizer.
upper_bound: Upper bound of shear values to be considered by optimizer.
num_steps: Number of grid points if optim_algo is 'grid'.
bg_color: Color that is used to fill the gaps of the returned sheared image.
Returns:
Object of DeslantRes, holding the deslanted image and (only for optim_algo 'grid') the candidates
with shear value and score.
"""
assert img.ndim == 2
assert img.dtype == np.uint8
assert optim_algo in ['grid', 'powell']
assert lower_bound < upper_bound
# apply Otsu's threshold method to inverted input image
img_binary = cv2.threshold(255 - img, 0, 255,
cv2.THRESH_BINARY + cv2.THRESH_OTSU)[1] // 255
# variables to be set by optimization method
best_shear_val = None
candidates = None
# compute scores on grid points
if optim_algo == 'grid':
step = (upper_bound - lower_bound) / num_steps
shear_vals = _get_shear_vals(lower_bound, upper_bound, step)
candidates = [
Candidate(s, _compute_score(img_binary, s)) for s in shear_vals
]
best_shear_val = sorted(candidates,
key=lambda c: c.score,
reverse=True)[0].shear_val
# use Powell's derivative-free optimization method to find best scoring shear value
elif optim_algo == 'powell':
bounds = [[lower_bound], [upper_bound]]
s0 = [(lower_bound + upper_bound) / 2]
# minimize the negative score
def obj_fun(s):
return -_compute_score(img_binary, s)
# the heuristic to find a global minimum is used, as the negative score contains many small local minima
res = pybobyqa.solve(obj_fun,
x0=s0,
bounds=bounds,
seek_global_minimum=True)
best_shear_val = res.x[0]
res_img = _shear_img(img, best_shear_val, bg_color, cv2.INTER_LINEAR)
return DeslantRes(res_img, best_shear_val, candidates)
else:
ssz.append(table1[i,2] + delta[0])
idx_ssz.append(i)
ssz = np.asarray(np.sort(ssz))
# table2 = np.concatenate((table2[:122,:],table2[121,:].reshape((1,256)),table2[122:,:]))
# table3 = np.concatenate((table3[:122,:],table3[121,:].reshape((1,256)),table3[122:,:]))
# best_approx = np.asarray([table1,table2,table3,table4,table5])
best_approx = [np.asarray(Table1['MUX'][idx_ssz])*2*np.pi,np.asarray(Table1['MUY'][idx_ssz])*2*np.pi]
env = env_mod.OptEnv(ssz[ss], ssz, focusing_list, solver, n_iter, best_approx)
if solver == 'BOBYQA':
solution = pybobyqa.solve(env.step, ssz[ss], bounds=(env.lower, env.upper), seek_global_minimum=True)
elif solver == 'ZOOpt':
solution = ExpOpt.min(env.step, env.parameter, plot=True)
elif solver == 'Bayesian':
env.optimizer.probe(params = ssz[ss], lazy = True)
env.optimizer.maximize(n_iter = int(env._n_iter*0.7), init_points = int(env._n_iter*0.3) )
solution = env.optimizer.max
else:
solution = minimize(env.step, ssz[ss], method=solver, bounds=env.bounds, options={'maxiter': n_iter,
'xtol': 2,
'adaptive': True
})
timer[solver] = env.timer
# Py-BOBYQA example: minimize the Rosenbrock function
from __future__ import print_function
import numpy as np
import pybobyqa
# Define the objective function
def rosenbrock(x):
return 100.0 * (x[1] - x[0]**2)**2 + (1.0 - x[0])**2
# Define the starting point
x0 = np.array([-1.2, 1.0])
# Set random seed (for reproducibility)
np.random.seed(0)
# For optional extra output details
# import logging
# logging.basicConfig(level=logging.INFO, format='%(message)s')
# Call Py-BOBYQA
soln = pybobyqa.solve(rosenbrock, x0)
# Display output
print(soln)
REML = True
if REML:
ld += cholesky(DD).logdet()
fn -= len(beta)
deviance = ld + fn * (1. + np.log(2. * np.pi * pwrss) - np.log(fn))
np.array([deviance]).tofile('deviance-py.bin')
return deviance
return devfun
devfun = pls(X, y, Z, Lambdat, thfun)
upper = np.repeat(np.inf, len(theta0))
lower = np.where(theta0, 0, -np.inf)
# defaults used in minqa::bobyqa according to
# https://www.rdocumentation.org/packages/minqa/versions/1.2.4/topics/bobyqa
n = len(theta0)
npt = min(2 * n, n + 2)
rhobeg = min(0.95, 0.2 * np.max(np.abs(theta0)))
rhoend = 1e-6 * rhobeg
soln = pybobyqa.solve(devfun,
theta0,
bounds=(lower, upper),
npt=npt,
rhobeg=rhobeg,
rhoend=rhoend)
print(soln)
'logging.save_diagnostic_info': True,
'logging.save_xk': True,
"noise.quit_on_noise_level": False,
'init.run_in_parallel': True,
'general.check_objfun_for_overflow': False
}
# merge in values from namedSetting into userParams
namedSettings = optimise.get('BOBYQA_namedSettings', {})
for k in namedSettings.keys(): # loop over keys
if not re.search('_comment\s*$', k): # not a comment
userParams[k] = namedSettings[k]
solution = pybobyqa.solve(optFunctionBOBYQA,
start.values,
objfun_has_noise=False,
bounds=prange,
maxfun=optimise.get('maxfun', 100),
rhobeg=optimise.get('rhobeg', 1e-1),
rhoend=optimise.get('rhoend', 1e-3),
user_params=userParams,
scaling_within_bounds=True)
if solution.flag == solution.EXIT_LINALG_ERROR: # linear algebra error
raise np.linalg.LinAlgError # re-raise the linear algebra error which will trigger doing more runs..
elif solution.flag not in (solution.EXIT_SUCCESS,
solution.EXIT_MAXFUN_WARNING):
print("bobyqa failed with flag %i error : %s" %
(solution.flag, solution.msg))
raise Exception("Problem with bobyqa")
## code here will be run when PYBOBYQA has completed. It mostly is to put stuff in the final JSON file
## so can easily be looked at for subsequent analysis.
## some of it could be done even if DFOLS did not complete.
print("BOBYQA completed: Solution status: %s" % (solution.msg))
r2 = -29.0 + x[0] + ((1.0 + x[1]) * x[1] - 14.0) * x[1]
return r1**2 + r2**2
# Define the starting point
x0 = np.array([5.0, -20.0])
# Define bounds (required for global optimization)
lower = np.array([-30.0, -30.0])
upper = np.array([30.0, 30.0])
# Set random seed (for reproducibility)
np.random.seed(0)
print("First run - search for local minimum only")
print("")
soln = pybobyqa.solve(freudenstein_roth, x0, maxfun=500, bounds=(lower, upper))
print(soln)
print("")
print("")
print("Second run - search for global minimum")
print("")
soln = pybobyqa.solve(freudenstein_roth,
x0,
maxfun=500,
bounds=(lower, upper),
seek_global_minimum=True)
print(soln)
# Py-BOBYQA example: minimize the Rosenbrock function with bounds
from __future__ import print_function
import numpy as np
import pybobyqa
# Define the objective function
def rosenbrock(x):
return 100.0 * (x[1] - x[0]**2)**2 + (1.0 - x[0])**2
# Define the starting point
x0 = np.array([-1.2, 1.0])
# Set random seed (for reproducibility)
np.random.seed(0)
# Define bound constraints (lower <= x <= upper)
lower = np.array([-10.0, -10.0])
upper = np.array([0.9, 0.85])
# For optional extra output details
#import logging
#logging.basicConfig(level=logging.INFO, format='%(message)s')
# Call Py-BOBYQA (with bounds)
soln = pybobyqa.solve(rosenbrock, x0, bounds=(lower, upper))
# Display output
print(soln)
return rosenbrock(x) * (1.0 + 1e-2 * np.random.normal(size=(1, ))[0])
# Define the starting point
x0 = np.array([-1.2, 1.0])
# Set random seed (for reproducibility)
np.random.seed(0)
print("Demonstrate noise in function evaluation:")
for i in range(5):
print("objfun(x0) = %s" % str(rosenbrock_noisy(x0)))
print("")
# Call Py-BOBYQA
soln = pybobyqa.solve(rosenbrock_noisy, x0)
#soln = pybobyqa.solve(rosenbrock_noisy, x0, objfun_has_noise=True)
# Display output
print(soln)
# Compare with a derivative-based solver
import scipy.optimize as opt
soln = opt.minimize(rosenbrock_noisy, x0)
print("")
print("** SciPy results **")
print("Solution xmin = %s" % str(soln.x))
print("Objective value f(xmin) = %.10g" % (soln.fun))
print("Needed %g objective evaluations" % soln.nfev)
print("Exit flag = %g" % soln.status)
f1 = rosenbrock_f
g1 = rosenbrock_g1
g2 = rosenbrock_g2
aug_functions = PenaltyFunctions(f1,[g1,g2],type_penalty='le', mu=100)#functools.partial(penalized_objective,f1,[g1,g2], 100)
f_pen = aug_functions.aug_obj
bounds = np.array([[-1.5,1.5],[-1.5,1.5]])
x0 = np.array([0.5,0.5])
user_params = {'logging.save_diagnostic_info': True}
user_params['logging.save_xk'] = True
user_params['logging.save_xk'] = True
soln = pybobyqa.solve(f_pen, x0, bounds=bounds.T, user_params=user_params, maxfun=100)
def quadratic_g(x):
'''
test constraint
g(x) <= 0
'''
return 1 - x[0] - x[1]
def quadratic_f(x):
'''
test objective
'''
return x[0]**2 + 10 * x[1]**2 + x[0] * x[1]
f1 = quadratic_f
def optimize(inputInfos, outputInfos, aspenModel, calculator, outDir):
'''
Parameters
inputInfos: df, input infos for optimization, columns are ['Input', 'Path', 'Range', 'Fortran']
outputInfos: df, output infos, columns are ['Output', 'Unit', 'Location']
aspenModel: instance of Aspen class
calculator: instance of Excel class
outDir: str, output directory
Returns
solutions: df, index are outputs, index are ['Objective'] + inputs
'''
tmpDir = outDir + '/tmp'
os.makedirs(tmpDir, exist_ok=True)
## setting
inputSettings = inputInfos.copy()
inputSettings[['LB', 'UB']] = inputSettings['Range'].str.split(
',', expand=True).astype(np.float)
outputSettings = outputInfos.copy()
outputSettings[['Sheet', 'Cell'
]] = outputSettings['Location'].str.split('!', expand=True)
## optimization
lb = inputSettings['LB'].values
ub = inputSettings['UB'].values
nvars = inputSettings.shape[0]
x0 = uniform(low=lb, high=ub, size=nvars)
rhoend = 0.001 #!
maxfun = 100 #!
solutions = pd.DataFrame(columns=['Objective'] +
inputSettings['Input'].tolist())
for idx, row in outputSettings.iterrows():
output, sheet, cell = row[['Output', 'Sheet', 'Cell']]
count = 0
def f(x, aspenModel, calculator, inputSettings, tmpDir):
# set ASPEN model variables
for idx, row in inputSettings.iterrows():
input, path, ifFortran = row[['Input', 'Path', 'Fortran']]
aspenModel.set_value(path, x[idx], bool(ifFortran))
# run ASPEN model
aspenModel.run_model()
nonlocal count
count += 1
tmpFile = '%s/%s.bkp' % (tmpDir, count)
aspenModel.save_model(tmpFile)
# run excel calculator
calculator.load_aspenModel(tmpFile)
calculator.run_macro('solvedcfror')
res = np.float(calculator.get_cell(sheet, loc=cell))
return res
basicConfig(filename='%s/%s_opt.log' % (outDir, output),
level=INFO,
format='%(message)s',
filemode='w')
res = solve(f,
x0,
args=(aspenModel, calculator, inputSettings, tmpDir),
bounds=(lb, ub),
rhoend=rhoend,
maxfun=maxfun,
scaling_within_bounds=True)
solutions.loc[output, :] = [res.f] + res.x.tolist()
return solutions
def blackbox_optimizer_ordered_domain(self, iteration, ord_domain,
Random_Matrix, super_dependency, img,
k, img0):
# build new inputs, based on current variable value
times = np.zeros(8, )
var = 0 * np.array([img])
# print('the type of var is', type(var[0]))
# print('the shape of var is',var[0].shape)
NN = self.var_list.size
if len(ord_domain) < self.batch_size:
nn = len(ord_domain)
else:
nn = self.batch_size
# We choose the elements of ord_domain that are inherent to the step. So it is already
# limited to the variable's dimension
# print('inner iteration', iteration)
if (iteration + 1) * nn <= NN:
var_indice = ord_domain[iteration * nn:(iteration + 1) * nn]
else:
var_indice = ord_domain[
list(range(iteration * nn, NN)) +
list(range(0, (self.batch_size - (NN - iteration * nn))))]
# print('======> optimised indices', var_indice)
indice = self.var_list[var_indice]
x_o = np.zeros(nn, )
# Changing the bounds according to the problem being resized or not
eta_hat = np.array(
cv2.resize((img - img0)[0], (self.small_x, self.small_y),
interpolation=cv2.INTER_LINEAR)).reshape(-1, )
mod_up = self.modifier_up.reshape((self.size_img, self.size_img, 3))
mod_up_hat = cv2.resize(mod_up, (self.small_x, self.small_y),
interpolation=cv2.INTER_LINEAR).reshape(-1, )
mod_down = self.modifier_down.reshape(
(self.size_img, self.size_img, 3))
mod_down_hat = cv2.resize(mod_down, (self.small_x, self.small_y),
interpolation=cv2.INTER_LINEAR).reshape(
-1, )
# check if th e interpolations are correct
if self.use_resize:
a = -np.ones((nn, ))
b = np.ones((nn, ))
for i in range(nn):
# indices = finding_indices(super_dependency.reshape(-1, ),
x_o[i] = np.clip(
eta_hat[indice[i]] /
(mod_up_hat[indice[i]] - mod_down_hat[indice[i]]) * 2, -1,
1)
# print(x_o[i])
else:
b = self.modifier_up[indice]
a = self.modifier_down[indice]
bb = self.modifier_up
aa = self.modifier_down
# print(indice)img
opt_fun = Objfun(lambda c: self.loss_f(img, [
vec2modMatRand3(c, indice, eta_hat, b, a, bb, aa, self.image_size,
self.small_x)
],
only_loss=True)[0])
initial_loss = opt_fun(x_o)
print('Initial Loss', initial_loss)
if initial_loss != self.l:
print(' COULD NOT REBUILD pert', initial_loss - self.l)
user_params = {
'init.random_initial_directions': False,
'init.random_directions_make_orthogonal': False
}
soln = pybobyqa.solve(opt_fun,
x_o,
rhobeg=np.min(b - a) / 3,
bounds=(a, b),
maxfun=nn * 1.3,
rhoend=np.min(b - a) / 6,
npt=nn + 1,
scaling_within_bounds=False,
user_params=user_params)
summary = opt_fun.get_summary(with_xs=False)
minimiser = np.min(summary['fvals'])
# real_oe = self.loss_f(img, vec2modMatRand3(soln.x, indice, var, Random_Matrix, super_dependency, bb, aa,
# self.overshoot), only_loss=True)
if (minimiser != soln.f): # and (initial_loss>minimiser):
print('########################## ERRRORROR')
# print(a,b)
evaluations = soln.nf
# print(soln)
# print('========== a ', a)
# print('========== b ', b)
# print('========== soln ', soln.x)
# print(soln)
nimgs = vec2modMatRand3(soln.x, indice, eta_hat, b, a, bb, aa,
self.image_size, self.small_x)
loss_at_min = opt_fun(soln.x)
print('SOLUTION ANSWER', minimiser, ' EMPIRICAL ', loss_at_min)
nimg2 = nimgs.copy()
nimg2.reshape(
-1, )[bb - nimgs.reshape(-1, ) < nimgs.reshape(-1, ) -
aa] = bb[bb - nimgs.reshape(-1, ) < nimgs.reshape(-1, ) - aa]
nimg2.reshape(
-1, )[bb - nimgs.reshape(-1, ) > nimgs.reshape(-1, ) -
aa] = aa[bb - nimgs.reshape(-1, ) > nimgs.reshape(-1, ) - aa]
distance = [minimiser] #self.loss_f(img,nimgs, only_loss=True)
distance2 = self.loss_f(img, [nimg2], only_loss=True)
# print(distance, real_oe)
if soln.f > initial_loss:
print('The optimisation is not working. THe diff is ',
initial_loss - soln.f)
return initial_loss, evaluations + 2, var, times, summary
elif distance2 < distance:
print('USING ROUNDED with loss ', distance2)
return distance2[0], evaluations + 2, np.array([nimg2
]), times, summary
else:
# print('The optimisation is working. THe diff is ', initial_loss - soln.f)
return distance[0], evaluations + 2, np.array([nimgs
]), times, summary
f1 = rosenbrock_f
g1 = rosenbrock_g1
g2 = rosenbrock_g2
f_pen = PenaltyFunctions(f1,[g1,g2],type_penalty='l2', mu=100)#functools.partial(penalized_objective,f1,[g1,g2], 100)
bounds = np.array([[-1.5,1.5],[-1.5,1.5]])
x0 = np.array([0.5,0.5])
soln = pybobyqa.solve(f_pen, x0, bounds=bounds.T)
#solution1 = BayesOpt().solve(f1, x0, bounds=bounds.T, print_iteration=True, constraints=[g1,g2])
solution = BayesOpt().solve(f1, x0, acquisition='EIC',bounds=bounds.T, print_iteration=True, constraints=[g1, g2], casadi=True)
def quadratic_g(x):
'''
test constraint
g(x) <= 0
'''
return 1 - x[0] - x[1]
def blackbox_optimizer(self, iteration, ord_domain, super_dependency, img, img0):
# build new inputs, based on current variable value
var = 0*np.array([img])
NN = self.var_list.size
if len(ord_domain)<self.batch_size:
nn = len(ord_domain)
else:
nn = self.batch_size
# We choose the elements of ord_domain that are inherent to the step.
# So it is already limited to the variable's dimension
if (iteration+1)*nn <= NN:
var_indice = ord_domain[iteration*nn: (iteration+1)*nn]
else:
var_indice = ord_domain[list(range(iteration*nn, NN))]
nn = NN - iteration*nn#+
# list(range(0, (self.batch_size-(NN-iteration*nn))))]
indice = self.var_list[var_indice]
x_o = np.zeros(nn,)
# Define the bounds of the optimisation variable
if self.use_resize:
a = -np.ones((nn,))
b = np.ones((nn,))
# find the initial condition that identifies the previous perturbation
for i in range(nn):
indices = finding_indices(super_dependency.reshape(-1, ), indice[i])
up = self.modifier_up[indices]
down = self.modifier_down[indices]
max_ind = np.argmax(up-down)
xs = np.divide( -(up+down),
(up-down))
x_o[i] = np.clip(xs[max_ind],-1,1)
else:
b = self.modifier_up[indice]
a = self.modifier_down[indice]
bb = self.modifier_up
aa = self.modifier_down
# define the loss function
opt_fun = Objfun(lambda c: self.loss_f(img, vec2modMatRand3(c, indice, var, super_dependency, bb, aa,
self.overshoot), only_loss=False))
initial_loss = opt_fun(x_o)
if np.abs(initial_loss - self.l)>10e-6:
print('[WARNING] Rebuilt intial vecotr has a loss different by', initial_loss-self.l)
user_params = {'init.random_initial_directions':False,
'init.random_directions_make_orthogonal':False}
soln = pybobyqa.solve(opt_fun, x_o, rhobeg=np.min(b-a)/3,
bounds=(a, b), maxfun=nn*self.max_f,
rhoend=np.min(b-a)/6,
npt=nn+1, scaling_within_bounds=False,
user_params=user_params)
summary = opt_fun.get_summary(with_xs=False)
minimiser = np.min(summary['fvals'])
distances = np.array(summary['dvals'])
early_discovery=0
if np.any(distances<=0):
# not counting the evaluations done after having found an example
# for which distance <=0 i.e. an adversarial ex was found.
early_discovery = (np.max(summary['neval']) -
summary['neval'][np.where(distances<=0)[0][0]] + 2)
print('Early Discover made at ', early_discovery)
real_oe = self.loss_f(img, vec2modMatRand3(soln.x, indice, var, super_dependency, bb, aa,
self.overshoot), only_loss=True)
if (minimiser != real_oe) and (initial_loss>minimiser):
print('[WARNING] BOBYQA returns not the minimal samples function.')
evaluations = soln.nf
nimgs = vec2modMatRand3(soln.x, indice, var, super_dependency, bb, aa, self.overshoot)
distance = self.loss_f(img,nimgs, only_loss=True)
if self.rounding:
# checking if the rounded image works better
nimg2 = nimgs.copy()
nimg2.reshape(-1,)[bb-nimgs.reshape(-1,)<nimgs.reshape(-1,)-aa] = bb[bb-nimgs.reshape(-1,)<nimgs.reshape(-1,)-aa]
nimg2.reshape(-1,)[bb-nimgs.reshape(-1,)>nimgs.reshape(-1,)-aa] = aa[bb-nimgs.reshape(-1,)>nimgs.reshape(-1,)-aa]
distance2 = self.loss_f(img, nimg2, only_loss=True)
if distance2 < distance:
print('[WARNING][L5] Using rounded perturbation to the domain')
return distance2[0], evaluations + 2 - early_discovery, nimg2, summary
return distance[0], evaluations + 2 - early_discovery, nimgs, summary
def blackbox_optimizer_ordered_domain(self, iteration, ord_domain,
Random_Matrix, super_dependency, img,
k, img0):
# build new inputs, based on current variable value
times = np.zeros(8, )
var = 0 * np.array([img])
# print('the type of var is', type(var[0]))
# print('the shape of var is',var[0].shape)
NN = self.var_list.size
nn = len(ord_domain)
nn_var = nn if nn < self.batch_size else self.batch_size
# We choose the elements of ord_domain that are inherent to the step. So it is already
# limited to the variable's dimension
# print('inner iteration', iteration)
var_indice = np.arange(nn)
# print('======> optimised indices', var_indice)
indice = self.var_list[var_indice]
x_o = np.zeros(nn_var, )
s_o = np.zeros(nn, )
# Changing the bounds according to the problem being resized or not
# print('############')
# print('nn_var',nn_var)
# print('nn',nn)
if self.use_resize:
a = -3 * np.ones((nn_var, ))
b = +3 * np.ones((nn_var, ))
for i in range(nn):
# if nn < self.batch_size:
indices = finding_indices(super_dependency.reshape(-1, ),
indice[i])
up = self.modifier_up[indices]
down = self.modifier_down[indices]
max_ind = np.argmax(up - down)
xs = np.divide(-(up + down), (up - down))
s_o[i] = np.clip(np.arctanh(np.clip(xs[max_ind], -1, 1)), -3,
3)
if i == 0:
x_o[i] = 3
if nn < self.batch_size:
S = np.eye(nn_var) / np.sqrt(nn_var)
# print('nn_var',nn_var)
# print('nn',nn)
# print(S.shape)
x_o = s_o
else:
# print('s_o', s_o)
# print('S_k', (nn_var-1,nn_var))
S_n = np.concatenate(
(s_o.reshape(1, nn) / 3, np.random.randn(nn_var - 1, nn) /
np.sqrt(nn_var))).transpose()
S = Graham_Schmidt(S_n)
# print(S[:,:2])
# print(S_n[:,:2])
# np.array([s_o,
# np.random.randn(nn_var-1,nn_var)/np.sqrt(nn_var)]).transpose()
else:
b = self.modifier_up[indice]
a = self.modifier_down[indice]
bb = self.modifier_up
aa = self.modifier_down
# print(x_o)
# print(np.dot(S,x_o))
opt_fun = Objfun(lambda c: self.loss_f(
img,
vec2modMatRand3(np.dot(S, c), indice, var, Random_Matrix,
super_dependency, bb, aa, self.overshoot),
only_loss=True)[0])
initial_loss = opt_fun(x_o)
if initial_loss != self.l:
print(' COULD NOT REBUILD pert', initial_loss - self.l)
user_params = {
'init.random_initial_directions': False,
'init.random_directions_make_orthogonal': False
}
soln = pybobyqa.solve(opt_fun,
x_o,
rhobeg=np.min(b - a) / 3,
bounds=(a, b),
maxfun=nn_var * 1.5,
rhoend=np.min(b - a) / 6,
npt=nn_var + 1,
scaling_within_bounds=False,
user_params=user_params)
summary = opt_fun.get_summary(with_xs=True)
minimiser = np.min(summary['fvals'])
# print(soln)
real_oe = self.loss_f(img,
vec2modMatRand3(np.dot(S, soln.x), indice, var,
Random_Matrix, super_dependency,
bb, aa, self.overshoot),
only_loss=True)
if (minimiser != real_oe) and (initial_loss > minimiser):
print('########################## ERRRORROR')
# print(a,b)
evaluations = soln.nf
# print('========== a ', a)
# print('========== b ', b)
print('========== soln ', soln.x)
# print(soln)
nimgs = vec2modMatRand3(np.dot(S, soln.x), indice, var, Random_Matrix,
super_dependency, bb, aa, self.overshoot)
nimg2 = nimgs.copy()
nimg2.reshape(
-1, )[bb - nimgs.reshape(-1, ) < nimgs.reshape(-1, ) -
aa] = bb[bb - nimgs.reshape(-1, ) < nimgs.reshape(-1, ) - aa]
nimg2.reshape(
-1, )[bb - nimgs.reshape(-1, ) > nimgs.reshape(-1, ) -
aa] = aa[bb - nimgs.reshape(-1, ) > nimgs.reshape(-1, ) - aa]
distance = self.loss_f(img, nimgs, only_loss=True)
distance2 = self.loss_f(img, nimg2, only_loss=True)
if soln.f > initial_loss:
print('The optimisation is not working. THe diff is ',
initial_loss - soln.f)
return initial_loss, evaluations + 2, var, times, summary
elif distance2 < distance:
print('USING ROUNDED')
return distance2[0], evaluations + 2, nimg2, times, summary
else:
# print('The optimisation is working. THe diff is ', initial_loss - soln.f)
return distance[0], evaluations + 2, nimgs, times, summary
