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authorChris Dyer <cdyer@cs.cmu.edu>2012-10-11 14:06:32 -0400
committerChris Dyer <cdyer@cs.cmu.edu>2012-10-11 14:06:32 -0400
commit9339c80d465545aec5a6dccfef7c83ca715bf11f (patch)
tree64c56d558331edad1db3832018c80e799551c39a /gi/posterior-regularisation/prjava/src/optimization/examples
parent438dac41810b7c69fa10203ac5130d20efa2da9f (diff)
parentafd7da3b2338661657ad0c4e9eec681e014d37bf (diff)
Merge branch 'master' of https://github.com/redpony/cdec
Diffstat (limited to 'gi/posterior-regularisation/prjava/src/optimization/examples')
-rw-r--r--gi/posterior-regularisation/prjava/src/optimization/examples/GeneralizedRosenbrock.java110
-rw-r--r--gi/posterior-regularisation/prjava/src/optimization/examples/x2y2.java128
-rw-r--r--gi/posterior-regularisation/prjava/src/optimization/examples/x2y2WithConstraints.java127
3 files changed, 0 insertions, 365 deletions
diff --git a/gi/posterior-regularisation/prjava/src/optimization/examples/GeneralizedRosenbrock.java b/gi/posterior-regularisation/prjava/src/optimization/examples/GeneralizedRosenbrock.java
deleted file mode 100644
index 25fa7f09..00000000
--- a/gi/posterior-regularisation/prjava/src/optimization/examples/GeneralizedRosenbrock.java
+++ /dev/null
@@ -1,110 +0,0 @@
-package optimization.examples;
-
-
-import optimization.gradientBasedMethods.ConjugateGradient;
-import optimization.gradientBasedMethods.GradientDescent;
-import optimization.gradientBasedMethods.LBFGS;
-import optimization.gradientBasedMethods.Objective;
-import optimization.gradientBasedMethods.Optimizer;
-import optimization.gradientBasedMethods.stats.OptimizerStats;
-import optimization.linesearch.ArmijoLineSearchMinimization;
-import optimization.linesearch.LineSearchMethod;
-import optimization.stopCriteria.GradientL2Norm;
-import optimization.stopCriteria.StopingCriteria;
-import optimization.util.MathUtils;
-
-/**
- *
- * @author javg
- * f(x) = \sum_{i=1}^{N-1} \left[ (1-x_i)^2+ 100 (x_{i+1} - x_i^2 )^2 \right] \quad \forall x\in\mathbb{R}^N.
- */
-public class GeneralizedRosenbrock extends Objective{
-
-
-
- public GeneralizedRosenbrock(int dimensions){
- parameters = new double[dimensions];
- java.util.Arrays.fill(parameters, 0);
- gradient = new double[dimensions];
-
- }
-
- public GeneralizedRosenbrock(int dimensions, double[] params){
- parameters = params;
- gradient = new double[dimensions];
- }
-
-
- public double getValue() {
- functionCalls++;
- double value = 0;
- for(int i = 0; i < parameters.length-1; i++){
- value += MathUtils.square(1-parameters[i]) + 100*MathUtils.square(parameters[i+1] - MathUtils.square(parameters[i]));
- }
-
- return value;
- }
-
- /**
- * gx = -2(1-x) -2x200(y-x^2)
- * gy = 200(y-x^2)
- */
- public double[] getGradient() {
- gradientCalls++;
- java.util.Arrays.fill(gradient,0);
- for(int i = 0; i < parameters.length-1; i++){
- gradient[i]+=-2*(1-parameters[i]) - 400*parameters[i]*(parameters[i+1] - MathUtils.square(parameters[i]));
- gradient[i+1]+=200*(parameters[i+1] - MathUtils.square(parameters[i]));
- }
- return gradient;
- }
-
-
-
-
-
-
-
- public String toString(){
- String res ="";
- for(int i = 0; i < parameters.length; i++){
- res += "P" + i+ " " + parameters[i];
- }
- res += " Value " + getValue();
- return res;
- }
-
- public static void main(String[] args) {
-
- GeneralizedRosenbrock o = new GeneralizedRosenbrock(2);
- System.out.println("Starting optimization " + " x0 " + o.parameters[0]+ " x1 " + o.parameters[1]);
- ;
-
- System.out.println("Doing Gradient descent");
- //LineSearchMethod wolfe = new WolfRuleLineSearch(new InterpolationPickFirstStep(1),100,0.001,0.1);
- StopingCriteria stop = new GradientL2Norm(0.001);
- LineSearchMethod ls = new ArmijoLineSearchMinimization();
- Optimizer optimizer = new GradientDescent(ls);
- OptimizerStats stats = new OptimizerStats();
- optimizer.setMaxIterations(1000);
- boolean succed = optimizer.optimize(o,stats, stop);
- System.out.println("Suceess " + succed + "/n"+stats.prettyPrint(1));
- System.out.println("Doing Conjugate Gradient descent");
- o = new GeneralizedRosenbrock(2);
- // wolfe = new WolfRuleLineSearch(new InterpolationPickFirstStep(1),100,0.001,0.1);
- optimizer = new ConjugateGradient(ls);
- stats = new OptimizerStats();
- optimizer.setMaxIterations(1000);
- succed = optimizer.optimize(o,stats,stop);
- System.out.println("Suceess " + succed + "/n"+stats.prettyPrint(1));
- System.out.println("Doing Quasi newton descent");
- o = new GeneralizedRosenbrock(2);
- optimizer = new LBFGS(ls,10);
- stats = new OptimizerStats();
- optimizer.setMaxIterations(1000);
- succed = optimizer.optimize(o,stats,stop);
- System.out.println("Suceess " + succed + "/n"+stats.prettyPrint(1));
-
- }
-
-}
diff --git a/gi/posterior-regularisation/prjava/src/optimization/examples/x2y2.java b/gi/posterior-regularisation/prjava/src/optimization/examples/x2y2.java
deleted file mode 100644
index f087681e..00000000
--- a/gi/posterior-regularisation/prjava/src/optimization/examples/x2y2.java
+++ /dev/null
@@ -1,128 +0,0 @@
-package optimization.examples;
-
-
-import optimization.gradientBasedMethods.ConjugateGradient;
-
-import optimization.gradientBasedMethods.GradientDescent;
-import optimization.gradientBasedMethods.LBFGS;
-import optimization.gradientBasedMethods.Objective;
-import optimization.gradientBasedMethods.stats.OptimizerStats;
-import optimization.linesearch.GenericPickFirstStep;
-import optimization.linesearch.LineSearchMethod;
-import optimization.linesearch.WolfRuleLineSearch;
-import optimization.stopCriteria.GradientL2Norm;
-import optimization.stopCriteria.StopingCriteria;
-
-
-/**
- * @author javg
- *
- */
-public class x2y2 extends Objective{
-
-
- //Implements function ax2+ by2
- double a, b;
- public x2y2(double a, double b){
- this.a = a;
- this.b = b;
- parameters = new double[2];
- parameters[0] = 4;
- parameters[1] = 4;
- gradient = new double[2];
- }
-
- public double getValue() {
- functionCalls++;
- return a*parameters[0]*parameters[0]+b*parameters[1]*parameters[1];
- }
-
- public double[] getGradient() {
- gradientCalls++;
- gradient[0]=2*a*parameters[0];
- gradient[1]=2*b*parameters[1];
- return gradient;
-// if(debugLevel >=2){
-// double[] numericalGradient = DebugHelpers.getNumericalGradient(this, parameters, 0.000001);
-// for(int i = 0; i < parameters.length; i++){
-// double diff = Math.abs(gradient[i]-numericalGradient[i]);
-// if(diff > 0.00001){
-// System.out.println("Numerical Gradient does not match");
-// System.exit(1);
-// }
-// }
-// }
- }
-
-
-
- public void optimizeWithGradientDescent(LineSearchMethod ls, OptimizerStats stats, x2y2 o){
- GradientDescent optimizer = new GradientDescent(ls);
- StopingCriteria stop = new GradientL2Norm(0.001);
-// optimizer.setGradientConvergenceValue(0.001);
- optimizer.setMaxIterations(100);
- boolean succed = optimizer.optimize(o,stats,stop);
- System.out.println("Ended optimzation Gradient Descent\n" + stats.prettyPrint(1));
- System.out.println("Solution: " + " x0 " + o.parameters[0]+ " x1 " + o.parameters[1]);
- if(succed){
- System.out.println("Ended optimization in " + optimizer.getCurrentIteration());
- }else{
- System.out.println("Failed to optimize");
- }
- }
-
- public void optimizeWithConjugateGradient(LineSearchMethod ls, OptimizerStats stats, x2y2 o){
- ConjugateGradient optimizer = new ConjugateGradient(ls);
- StopingCriteria stop = new GradientL2Norm(0.001);
-
- optimizer.setMaxIterations(10);
- boolean succed = optimizer.optimize(o,stats,stop);
- System.out.println("Ended optimzation Conjugate Gradient\n" + stats.prettyPrint(1));
- System.out.println("Solution: " + " x0 " + o.parameters[0]+ " x1 " + o.parameters[1]);
- if(succed){
- System.out.println("Ended optimization in " + optimizer.getCurrentIteration());
- }else{
- System.out.println("Failed to optimize");
- }
- }
-
- public void optimizeWithLBFGS(LineSearchMethod ls, OptimizerStats stats, x2y2 o){
- LBFGS optimizer = new LBFGS(ls,10);
- StopingCriteria stop = new GradientL2Norm(0.001);
- optimizer.setMaxIterations(10);
- boolean succed = optimizer.optimize(o,stats,stop);
- System.out.println("Ended optimzation LBFGS\n" + stats.prettyPrint(1));
- System.out.println("Solution: " + " x0 " + o.parameters[0]+ " x1 " + o.parameters[1]);
- if(succed){
- System.out.println("Ended optimization in " + optimizer.getCurrentIteration());
- }else{
- System.out.println("Failed to optimize");
- }
- }
-
- public static void main(String[] args) {
- x2y2 o = new x2y2(1,10);
- System.out.println("Starting optimization " + " x0 " + o.parameters[0]+ " x1 " + o.parameters[1]);
- o.setDebugLevel(4);
- LineSearchMethod wolfe = new WolfRuleLineSearch(new GenericPickFirstStep(1),0.001,0.9);;
-// LineSearchMethod ls = new ArmijoLineSearchMinimization();
- OptimizerStats stats = new OptimizerStats();
- o.optimizeWithGradientDescent(wolfe, stats, o);
- o = new x2y2(1,10);
- System.out.println("Starting optimization " + " x0 " + o.parameters[0]+ " x1 " + o.parameters[1]);
-// ls = new ArmijoLineSearchMinimization();
- stats = new OptimizerStats();
- o.optimizeWithConjugateGradient(wolfe, stats, o);
- o = new x2y2(1,10);
- System.out.println("Starting optimization " + " x0 " + o.parameters[0]+ " x1 " + o.parameters[1]);
-// ls = new ArmijoLineSearchMinimization();
- stats = new OptimizerStats();
- o.optimizeWithLBFGS(wolfe, stats, o);
- }
-
- public String toString(){
- return "P1: " + parameters[0] + " P2: " + parameters[1] + " value " + getValue();
- }
-
-
-}
diff --git a/gi/posterior-regularisation/prjava/src/optimization/examples/x2y2WithConstraints.java b/gi/posterior-regularisation/prjava/src/optimization/examples/x2y2WithConstraints.java
deleted file mode 100644
index 391775b7..00000000
--- a/gi/posterior-regularisation/prjava/src/optimization/examples/x2y2WithConstraints.java
+++ /dev/null
@@ -1,127 +0,0 @@
-package optimization.examples;
-
-
-import optimization.gradientBasedMethods.ProjectedGradientDescent;
-import optimization.gradientBasedMethods.ProjectedObjective;
-import optimization.gradientBasedMethods.stats.OptimizerStats;
-import optimization.linesearch.ArmijoLineSearchMinimizationAlongProjectionArc;
-import optimization.linesearch.InterpolationPickFirstStep;
-import optimization.linesearch.LineSearchMethod;
-import optimization.projections.BoundsProjection;
-import optimization.projections.Projection;
-import optimization.projections.SimplexProjection;
-import optimization.stopCriteria.CompositeStopingCriteria;
-import optimization.stopCriteria.GradientL2Norm;
-import optimization.stopCriteria.ProjectedGradientL2Norm;
-import optimization.stopCriteria.StopingCriteria;
-import optimization.stopCriteria.ValueDifference;
-
-
-/**
- * @author javg
- *
- *
- *ax2+ b(y2 -displacement)
- */
-public class x2y2WithConstraints extends ProjectedObjective{
-
-
- double a, b;
- double dx;
- double dy;
- Projection projection;
-
-
- public x2y2WithConstraints(double a, double b, double[] params, double dx, double dy, Projection proj){
- //projection = new BoundsProjection(0.2,Double.MAX_VALUE);
- super();
- projection = proj;
- this.a = a;
- this.b = b;
- this.dx = dx;
- this.dy = dy;
- setInitialParameters(params);
- System.out.println("Function " +a+"(x-"+dx+")^2 + "+b+"(y-"+dy+")^2");
- System.out.println("Gradient " +(2*a)+"(x-"+dx+") ; "+(b*2)+"(y-"+dy+")");
- printParameters();
- projection.project(parameters);
- printParameters();
- gradient = new double[2];
- }
-
- public double getValue() {
- functionCalls++;
- return a*(parameters[0]-dx)*(parameters[0]-dx)+b*((parameters[1]-dy)*(parameters[1]-dy));
- }
-
- public double[] getGradient() {
- if(gradient == null){
- gradient = new double[2];
- }
- gradientCalls++;
- gradient[0]=2*a*(parameters[0]-dx);
- gradient[1]=2*b*(parameters[1]-dy);
- return gradient;
- }
-
-
- public double[] projectPoint(double[] point) {
- double[] newPoint = point.clone();
- projection.project(newPoint);
- return newPoint;
- }
-
- public void optimizeWithProjectedGradientDescent(LineSearchMethod ls, OptimizerStats stats, x2y2WithConstraints o){
- ProjectedGradientDescent optimizer = new ProjectedGradientDescent(ls);
- StopingCriteria stopGrad = new ProjectedGradientL2Norm(0.001);
- StopingCriteria stopValue = new ValueDifference(0.001);
- CompositeStopingCriteria compositeStop = new CompositeStopingCriteria();
- compositeStop.add(stopGrad);
- compositeStop.add(stopValue);
-
- optimizer.setMaxIterations(5);
- boolean succed = optimizer.optimize(o,stats,compositeStop);
- System.out.println("Ended optimzation Projected Gradient Descent\n" + stats.prettyPrint(1));
- System.out.println("Solution: " + " x0 " + o.parameters[0]+ " x1 " + o.parameters[1]);
- if(succed){
- System.out.println("Ended optimization in " + optimizer.getCurrentIteration());
- }else{
- System.out.println("Failed to optimize");
- }
- }
-
-
-
- public String toString(){
-
- return "P1: " + parameters[0] + " P2: " + parameters[1] + " value " + getValue() + " grad (" + getGradient()[0] + ":" + getGradient()[1]+")";
- }
-
- public static void main(String[] args) {
- double a = 1;
- double b=1;
- double x0 = 0;
- double y0 =1;
- double dx = 0.5;
- double dy = 0.5 ;
- double [] parameters = new double[2];
- parameters[0] = x0;
- parameters[1] = y0;
- x2y2WithConstraints o = new x2y2WithConstraints(a,b,parameters,dx,dy, new SimplexProjection(0.5));
- System.out.println("Starting optimization " + " x0 " + o.parameters[0]+ " x1 " + o.parameters[1] + " a " + a + " b "+b );
- o.setDebugLevel(4);
-
- LineSearchMethod ls = new ArmijoLineSearchMinimizationAlongProjectionArc(new InterpolationPickFirstStep(1));
-
- OptimizerStats stats = new OptimizerStats();
- o.optimizeWithProjectedGradientDescent(ls, stats, o);
-
-// o = new x2y2WithConstraints(a,b,x0,y0,dx,dy);
-// stats = new OptimizerStats();
-// o.optimizeWithSpectralProjectedGradientDescent(stats, o);
- }
-
-
-
-
-}