from base import Struct from log import Log conf = Struct( isPlot = True ) log = Log.fromConf( conf, (['data1', 'data2'], ['data3']) ) log( 1, 2, 3 ) log( 1, 2, 3 ) log( 3, 2, 1 ) log( 0, 4, 1, finished = True )
def fmin_sd(conf, x0, fn_of, fn_ofg, args=()):
nc_of, tt_of, fn_of = wrapFunction(fn_of, args)
nc_ofg, tt_ofg, fn_ofg = wrapFunction(fn_ofg, args)
timeStats = {"of": tt_of, "ofg": tt_ofg, "check": []}
if conf.log:
log = Log.fromConf(conf, (["of"], ["ofgNorm"], ["alpha"]))
ofg = None
it = 0
xit = x0.copy()
while 1:
of = fn_of(xit)
if it == 0:
of0 = ofit0 = ofPrev = of
ofPrevPrev = of + 5000.0
if ofg is None:
ofg = fn_ofg(xit)
if conf.check:
tt = time.clock()
checkGradient(xit, ofg, fn_of, conf.delta, conf.check)
timeStats["check"].append(time.clock() - tt)
ofgNorm = vecNorm(ofg, conf.norm)
status = convTest(conf, it, of, ofit0, ofgNorm)
if status >= 0:
break
# These values are modified by the line search, even if it fails
ofPrev_bak = ofPrev
ofPrevPrev_bak = ofPrevPrev
if conf.ls:
alpha, fc, gc, ofPrev, ofPrevPrev, ofg1 = linesearch.line_search(
fn_of, fn_ofg, xit, -ofg, ofg, ofPrev, ofPrevPrev, c2=0.4
)
if alpha is None: # line search failed -- use different one.
alpha, fc, gc, ofPrev, ofPrevPrev, ofg1 = sopt.line_search(
fn_of, fn_ofg, xit, -ofg, ofg, ofPrev_bak, ofPrevPrev_bak
)
if alpha is None or alpha == 0:
# This line search also failed to find a better solution.
status = 3
break
else:
alpha = 1.0
ofg1 = None
if conf.log:
log(of, ofgNorm, alpha)
xit = xit - alpha * ofg
if ofg1 is None:
ofg = None
else:
ofg = ofg1.copy()
for key, val in timeStats.iteritems():
if len(val):
print "%10s: %7.2f [s]" % (key, val[-1])
ofit0 = of
it = it + 1
print "status: %d" % status
print "initial value: %.8e" % of0
print "current value: %.8e" % of
print "iterations: %d" % it
print "function evaluations: %d in %.2f [s]" % (nc_of[0], nm.sum(timeStats["of"]))
print "gradient evaluations: %d in %.2f [s]" % (nc_ofg[0], nm.sum(timeStats["ofg"]))
if conf.log:
log(of, ofgNorm, alpha, finished=True)
return xit, log
else:
return xit
