def infer_x(self, y, sigma = 1.0, tolerance = 1e-2):
"""Infer probable x from input y
@param y the desired output for infered x.
@return a list of probable x
"""
OptimizedInverseModel.infer_x(self, y)
if self.fmodel.size() == 0:
return self._random_x()
x_guesses = [self._guess_x_simple(y)[0]]
#x_guesses = self._guess_x_kmeans(y)
if CMA_IMPLEM == "C++":
# C++ IMPLEM
result = []
for xg in x_guesses:
sigma = 0.05
#print self.lower, self.upper
p = lci.to_params(list(xg),
sigma,
lbounds=self.lower,
ubounds=self.upper,
max_fevals=20
)
objfunc = lci.to_fitfunc(self._error)
cmasols = lci.pcmaes(objfunc, p)
# collect and inspect results
bcand = cmasols.best_candidate()
error = bcand.get_fvalue()
x = lcmaes.get_candidate_x(bcand)
result.append((error, x))
#print "x", [xi for fi, xi in sorted(result)]
return [xi for fi, xi in sorted(result)]
elif CMA_IMPLEM == "python":
# PYTHON IMPLEM
result = []
for xg in x_guesses:
res = cma.fmin(self._error, xg, 0.05,
options={'bounds':[self.lower, self.upper],
'verb_log':0,
'verb_disp':False,
#'ftarget':tolerance/2,
'maxfevals':20})
result.append((res[1], res[0]))
# return [xi for fi, i, xi in sorted(result)[:min(N_RESULT, len(result))]]
return [xi for fi, xi in sorted(result)]
def ncsurrfunc(c,m):
x = []
y = []
for ci in c:
x.append(lcmaes.get_candidate_x(ci))
y.append(ci.get_fvalue())
#nx = encode(x,m)
traindt(x,y)
return 1
def ncsurrfunc(c, m):
x = []
y = []
for ci in c:
x.append(lcmaes.get_candidate_x(ci))
y.append(ci.get_fvalue())
#nx = encode(x,m)
traindt(x, y)
return 1
def nsurrfunc(c,m):
x = []
for ci in c:
x.append(lcmaes.get_candidate_x(ci))
#nx = encode(x,m)
y = predict(x)
i = 0
for ci in c:
ci.set_fvalue(y[i])
i = i + 1
return 1
def nsurrfunc(c, m):
x = []
for ci in c:
x.append(lcmaes.get_candidate_x(ci))
#nx = encode(x,m)
y = predict(x)
i = 0
for ci in c:
ci.set_fvalue(y[i])
i = i + 1
return 1
def fit(self, X, y, opt_fit=False, libcma=False, **params):
if opt_fit:
def err_function(params):
mdl = NrmModel(bias=params[0],
conf_threshold=params[1],
mu0=params[2],
kappa0=params[3],
alpha0=params[4],
beta0=params[5])
return -mdl.score(X, y)
start = np.array([self.bias, self.conf_threshold] +
list(self.prior))
if not libcma:
import cma
x = cma.fmin(err_function,
start,
1.5,
restarts=5,
options={'verbose': -9})[0]
else:
import lcmaes
import lcmaes_interface as lci
print(('Start:', err_function(start)))
ffunc = lci.to_fitfunc(err_function)
lbounds = [-np.inf, 0, -np.inf] + 3 * [0]
fopt = lci.to_params(
list(start),
1.5,
str_algo=b'aipop',
lbounds=lbounds,
restarts=5,
)
res = lci.pcmaes(ffunc, fopt)
bcand = res.best_candidate()
print(('End:', bcand.get_fvalue()))
x = lcmaes.get_candidate_x(bcand)
return self.set_params(bias=x[0],
conf_threshold=x[1],
mu0=x[2],
kappa0=x[3],
alpha0=x[4],
beta0=x[5])
return self
# input parameters for a 10-D problem
x = [10]*10
olambda = 10 # lambda is a reserved keyword in python, using olambda instead.
seed = 0 # 0 for seed auto-generated within the lib.
sigma = 0.1
p = lcmaes.make_simple_parameters(x,sigma,olambda,seed)
p.set_str_algo("acmaes")
# objective function.
def nfitfunc(x,n):
val = 0.0
for i in range(0,n):
val += x[i]*x[i]
return val
# generate a function object
objfunc = lcmaes.fitfunc_pbf.from_callable(nfitfunc);
# pass the function and parameter to cmaes, run optimization and collect solution object.
cmasols = lcmaes.pcmaes(objfunc,p)
# collect and inspect results
bcand = cmasols.best_candidate()
bx = lcmaes.get_candidate_x(bcand)
print "best x=",bx
print "distribution mean=",lcmaes.get_solution_xmean(cmasols)
cov = lcmaes.get_solution_cov(cmasols) # numpy array
print "cov=",cov
print "elapsed time=",cmasols.elapsed_time(),"ms"
seed = 0 # 0 for seed auto-generated within the lib.
sigma = 0.1
scaling = [int(1000 * random.random()) for i in xrange(10)]
shift = [int(1000 * random.random()) for i in xrange(10)]
gp = lcmaes.make_genopheno_ls(scaling, shift)
p = lcmaes.make_parameters_ls(x, sigma, gp, lambda_, seed)
# objective function.
def nfitfunc(x, n):
val = 0.0
for i in range(0, n):
val += x[i] * x[i]
return val
# generate a function object
objfunc = lcmaes.fitfunc_pbf.from_callable(nfitfunc)
# pass the function and parameter to cmaes, run optimization and collect solution object.
cmasols = lcmaes.pcmaes_ls(objfunc, p)
# collect and inspect results
bcand = cmasols.best_candidate()
bx = lcmaes.get_candidate_x(bcand)
print("best x=", bx)
print("distribution mean=", lcmaes.get_solution_xmean(cmasols))
cov = lcmaes.get_solution_cov(cmasols) # numpy array
print("cov=", cov)
print("elapsed time=", cmasols.elapsed_time(), "ms")
