def optimize(
init_params=init_params,
f=f,
df=df,
barrier=barrier,
callback=callback,
gtol=gtol,
maxiter=maxiter,
full_output=full_output,
**options
):
init_params = flat(init_params)
print "Starting optimization:"
sys.stdout.flush()
t0 = time.time()
x, fx, dfx, _, _, _ = fmin_barrier_bfgs(
f,
init_params,
fprime=df,
gtol=gtol,
maxiter=maxiter,
callback=callback,
barrier=barrier,
disp=disp,
full_output=True,
**options
)
objective.callback(x, force=True)
print "... done optimizing in", time.time() - t0, "sec."
if full_output:
return (x, fx, dfx)
else:
return x
def _sum_objectives( objectives, global_objective, attribute, X ):
x = global_objective.unflat(X)
indices = global_objective.indices
result = kb.zeros_like(x)
for i,obj in enumerate(objectives):
flat = getattr(obj,attribute)(split_params(x,i,indices))
try:
param = obj.unflat(flat)
except:
param = {attribute:flat}
result = fuse_params( result , param , i , indices )
return kb.flat( result )
def optimize(init_params=init_params, f=f,
df=df, barrier=barrier, callback=callback, gtol=gtol,
maxiter=maxiter , full_output=full_output , **options):
init_params = flat(init_params)
# x, fx, dfx, _, _, _, _ = fmin_bfgs(f,init_params,fprime=df,
# gtol=gtol,maxiter=maxiter,
# callback=callback,
# barrier=barrier, disp=disp,
# full_output=True, **options)
x , fx , d = fmin_l_bfgs_barrier(f, init_params, fprime=df, args=(),
approx_grad=0, barrier=barrier,
callback = callback,
bounds=None, m=10, factr=1e0,
pgtol=1e-5, epsilon=1e-8,
iprint=-1, maxfun=15000, disp=disp)
if full_output:
return (x,fx,d)
else:
return x
def packaged_function(params): return some_function(kb.flat(params),*t.ArgValues) return packaged_function
def flat(self,X): return kb.flat(X) def unflat(self,X): return kb.unflat(self.Example_Params,X)
def flat(self,X): return kb.flat(X) def unflat(self,X): return kb.unflat(self.init_params,X)
def packaged_function(params): return some_function(kb.flat(params),*t.args) return packaged_function
