def optimize(latent_dim, bounds, n_eval, run_id):
# Optimize in the latent space
n_pre_samples = 10
bounds = np.tile(bounds, (latent_dim, 1))
kernel = gp.kernels.Matern()
gp_model = gp.GaussianProcessRegressor(kernel=kernel,
alpha=1e-4,
n_restarts_optimizer=100,
normalize_y=False)
zp = []
perfs = []
opt_perfs = [0]
s = 1.0
gamma = 0.99
for i in range(n_eval):
if i < n_pre_samples:
z = np.random.uniform(bounds[:, 0], bounds[:, 1], size=latent_dim)
else:
perf_normalized = normalize(perfs)
gp_model.fit(np.array(zp), np.array(perf_normalized))
length_scale = gp_model.kernel_.length_scale
print('Length scale = {}'.format(length_scale))
previous_optimum = perf_normalized[opt_idx]
if np.all(np.array(perfs[-5:]) ==
-1): # in case getting stuck in infeasible region
print('Back to {} ...'.format(opt_z))
previous_point = opt_z
else:
previous_point = z
# z = sample_next_point(latent_dim, neg_expected_improvement, gp_model, previous_optimum, bounds, n_restarts=100)
z = sample_next_point(latent_dim,
neg_expected_improvement,
gp_model,
previous_optimum,
bounds=None,
random_search=100000,
previous_point=previous_point,
scale=s)
s *= gamma
x = synthesize(z.reshape(1, -1), model)
perf = evaluate(x)
z = np.squeeze(z)
zp.append(z)
perfs.append(perf)
opt_idx = np.argmax(perfs)
opt_z = zp[opt_idx]
opt_perf = perfs[opt_idx]
opt_perfs.append(opt_perf) # Best performance so far
print('GAN-BO {}-{}: z {} CL/CD {:.2f} best-so-far {:.2f}'.format(
run_id, i + 1, z, perf, opt_perf))
opt_z = opt_z.reshape(1, -1)
opt_airfoil = synthesize(opt_z, model)
print('Optimal: z {} CL/CD {}'.format(opt_z, opt_perfs[-1]))
return opt_airfoil, opt_perfs
def optimize(bounds, n_eval, run_id):
# Optimize using BO
n_pre_samples = 10
kernel = gp.kernels.Matern()
gp_model = gp.GaussianProcessRegressor(kernel=kernel,
alpha=1e-4,
n_restarts_optimizer=100,
normalize_y=False)
xs = []
perfs = []
opt_perfs = [0]
for i in range(n_eval):
if len(xs) < n_pre_samples:
x = np.random.uniform(bounds[:, 0], bounds[:, 1], size=d)
else:
perfs_normalized = normalize(perfs)
gp_model.fit(np.array(xs), np.array(perfs_normalized))
print('Length scale = {}'.format(gp_model.kernel_.length_scale))
previous_optimum = np.max(perfs_normalized)
# x = sample_next_point(d, neg_expected_improvement, gp_model, previous_optimum, bounds, n_restarts=100)
x = sample_next_point(d,
neg_expected_improvement,
gp_model,
previous_optimum,
bounds,
random_search=100000)
airfoil = synthesize(x, U_upper, U_lower, p, n_points)
perf = evaluate(airfoil)
print('NURBS-BO %d-%d: CL/CD %.2f' % (run_id, i + 1, perf))
xs.append(x)
perfs.append(perf)
opt_perfs.append(np.max(perfs)) # Best performance so far
opt_x = xs[np.argmax(perfs)]
opt_airfoil = synthesize(opt_x, U_upper, U_lower, p, n_points)
print('Optimal CL/CD: {}'.format(opt_perfs[-1]))
return opt_airfoil, opt_perfs