103 lines
2.9 KiB
Python
103 lines
2.9 KiB
Python
from .. import tinytweaks as tt
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from ..utilities import wrap_untrustworthy, check, final
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import numpy as np
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def make_birect(deepness=23, *, longest=False, pruning=False):
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from ..internal.birect import birect
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def f(objective, size, budget):
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feval_count = 0
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def _objective(x):
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nonlocal feval_count
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feval_count += 1
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return objective(x)
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xopt, fopt = birect(
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_objective,
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(0,) * size,
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(1,) * size,
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min_diag=2.0 ** -float(deepness),
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max_evals=budget,
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by_longest=longest,
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pruning=pruning,
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F=np.float64,
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)
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return fopt, xopt, feval_count
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name = f"birect{deepness:02}"
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name += "_longest" if longest else ""
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name += "_pruning" if pruning else ""
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f.__name__ = name + "_cube"
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return f
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def make_soo(deepness=None, *, K=3):
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if deepness is None:
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deepness = int(31 * np.log(2) / np.log(K) - 1e-8)
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assert K >= 2
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from ..internal.soo import soo
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def f(objective, size, budget):
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feval_count = 0
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def _objective(x):
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nonlocal feval_count
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feval_count += 1
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return objective(x)
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xopt, history = soo(
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_objective, np.full(size, 0.5), 0.5, budget, K=K, h_max=deepness
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)
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fopt = history[-1]
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return fopt, xopt, feval_count
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name = f"soo{deepness}_k{K}"
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f.__name__ = name + "_cube"
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return f
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def make_mercury(
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flags, bounding="clip", *, isigma=tt.IV, popsize=2, irate=1, seed=None
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):
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from ..internal.hg import minimize as hg
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def f(objective, size, budget):
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_objective = wrap_untrustworthy(objective, budget, bounding=bounding)
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init = (0.5,) * size
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iterations = (budget - 1 + popsize * 2) // (popsize * 2 + 1)
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center, history = hg(
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_objective,
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init,
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iterations,
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sigma=isigma if callable(isigma) else 1 / isigma,
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popsize=popsize,
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rate=irate if callable(irate) else 1 / irate,
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seed=seed,
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_flags=flags,
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)
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# use our remaining evals on something, anything.
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feval_count = _objective(check)
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wasted = max(0, -(feval_count - budget))
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if wasted:
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print(f"wasting {wasted} of {budget} evaluations")
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for _ in range(wasted):
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prng = np.random.default_rng()
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x = prng.uniform(size=size)
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fx = _objective(x)
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return _objective(final)
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name = f"hg{flags:02}"
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name += f"_{bounding}" if bounding != "clip" else ""
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name += f"_ps{popsize:02}" if popsize != 2 else ""
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if isigma != tt.IV:
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name += f"_is{isigma.__name__}" if callable(isigma) else f"_is{isigma:02}"
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if irate != 1:
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name += f"_ir{irate.__name__}" if callable(irate) else f"_ir{irate:02}"
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f.__name__ = name + "_cube"
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return f
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