diff options
author | Chris Dyer <cdyer@cs.cmu.edu> | 2012-10-11 14:06:32 -0400 |
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committer | Chris Dyer <cdyer@cs.cmu.edu> | 2012-10-11 14:06:32 -0400 |
commit | 9339c80d465545aec5a6dccfef7c83ca715bf11f (patch) | |
tree | 64c56d558331edad1db3832018c80e799551c39a /gi/posterior-regularisation/prjava/src/optimization | |
parent | 438dac41810b7c69fa10203ac5130d20efa2da9f (diff) | |
parent | afd7da3b2338661657ad0c4e9eec681e014d37bf (diff) |
Merge branch 'master' of https://github.com/redpony/cdec
Diffstat (limited to 'gi/posterior-regularisation/prjava/src/optimization')
42 files changed, 0 insertions, 3582 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); - } - - - - -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/AbstractGradientBaseMethod.java b/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/AbstractGradientBaseMethod.java deleted file mode 100644 index 2fcb7990..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/AbstractGradientBaseMethod.java +++ /dev/null @@ -1,120 +0,0 @@ -package optimization.gradientBasedMethods; - -import optimization.gradientBasedMethods.stats.OptimizerStats; -import optimization.linesearch.DifferentiableLineSearchObjective; -import optimization.linesearch.LineSearchMethod; -import optimization.stopCriteria.StopingCriteria; -import optimization.util.MathUtils; - -/** - * - * @author javg - * - */ -public abstract class AbstractGradientBaseMethod implements Optimizer{ - - protected int maxNumberOfIterations=10000; - - - - protected int currentProjectionIteration; - protected double currValue; - protected double previousValue = Double.MAX_VALUE;; - protected double step; - protected double[] gradient; - public double[] direction; - - //Original values - protected double originalGradientL2Norm; - - protected LineSearchMethod lineSearch; - DifferentiableLineSearchObjective lso; - - - public void reset(){ - direction = null; - gradient = null; - previousValue = Double.MAX_VALUE; - currentProjectionIteration = 0; - originalGradientL2Norm = 0; - step = 0; - currValue = 0; - } - - public void initializeStructures(Objective o,OptimizerStats stats, StopingCriteria stop){ - lso = new DifferentiableLineSearchObjective(o); - } - public void updateStructuresBeforeStep(Objective o,OptimizerStats stats, StopingCriteria stop){ - } - - public void updateStructuresAfterStep(Objective o,OptimizerStats stats, StopingCriteria stop){ - } - - public boolean optimize(Objective o,OptimizerStats stats, StopingCriteria stop){ - //Initialize structures - - stats.collectInitStats(this, o); - direction = new double[o.getNumParameters()]; - initializeStructures(o, stats, stop); - for (currentProjectionIteration = 1; currentProjectionIteration < maxNumberOfIterations; currentProjectionIteration++){ - //System.out.println("\tgradient descent iteration " + currentProjectionIteration); - //System.out.print("\tparameters:" ); - //o.printParameters(); - previousValue = currValue; - currValue = o.getValue(); - gradient = o.getGradient(); - if(stop.stopOptimization(o)){ - stats.collectFinalStats(this, o); - return true; - } - - getDirection(); - if(MathUtils.dotProduct(gradient, direction) > 0){ - System.out.println("Not a descent direction"); - System.out.println(" current stats " + stats.prettyPrint(1)); - System.exit(-1); - } - updateStructuresBeforeStep(o, stats, stop); - lso.reset(direction); - step = lineSearch.getStepSize(lso); - //System.out.println("\t\tLeave with step: " + step); - if(step==-1){ - System.out.println("Failed to find step"); - stats.collectFinalStats(this, o); - return false; - } - updateStructuresAfterStep( o, stats, stop); -// previousValue = currValue; -// currValue = o.getValue(); -// gradient = o.getGradient(); - stats.collectIterationStats(this, o); - } - stats.collectFinalStats(this, o); - return false; - } - - - public int getCurrentIteration() { - return currentProjectionIteration; - } - - - /** - * Method specific - */ - public abstract double[] getDirection(); - - public double getCurrentStep() { - return step; - } - - - - public void setMaxIterations(int max) { - maxNumberOfIterations = max; - } - - public double getCurrentValue() { - return currValue; - } -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/ConjugateGradient.java b/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/ConjugateGradient.java deleted file mode 100644 index 28295729..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/ConjugateGradient.java +++ /dev/null @@ -1,92 +0,0 @@ -package optimization.gradientBasedMethods; - -import optimization.gradientBasedMethods.stats.OptimizerStats; -import optimization.linesearch.DifferentiableLineSearchObjective; -import optimization.linesearch.LineSearchMethod; -import optimization.stopCriteria.StopingCriteria; -import optimization.util.MathUtils; - - - -public class ConjugateGradient extends AbstractGradientBaseMethod{ - - - double[] previousGradient; - double[] previousDirection; - - public ConjugateGradient(LineSearchMethod lineSearch) { - this.lineSearch = lineSearch; - } - - public void reset(){ - super.reset(); - java.util.Arrays.fill(previousDirection, 0); - java.util.Arrays.fill(previousGradient, 0); - } - - public void initializeStructures(Objective o,OptimizerStats stats, StopingCriteria stop){ - super.initializeStructures(o, stats, stop); - previousGradient = new double[o.getNumParameters()]; - previousDirection = new double[o.getNumParameters()]; - } - public void updateStructuresBeforeStep(Objective o,OptimizerStats stats, StopingCriteria stop){ - System.arraycopy(gradient, 0, previousGradient, 0, gradient.length); - System.arraycopy(direction, 0, previousDirection, 0, direction.length); - } - -// public boolean optimize(Objective o,OptimizerStats stats, StopingCriteria stop){ -// DifferentiableLineSearchObjective lso = new DifferentiableLineSearchObjective(o); -// stats.collectInitStats(this, o); -// direction = new double[o.getNumParameters()]; -// initializeStructures(o, stats, stop); -// for (currentProjectionIteration = 0; currentProjectionIteration < maxNumberOfIterations; currentProjectionIteration++){ -// previousValue = currValue; -// currValue = o.getValue(); -// gradient =o.getGradient(); -// if(stop.stopOptimization(gradient)){ -// stats.collectFinalStats(this, o); -// return true; -// } -// getDirection(); -// updateStructures(o, stats, stop); -// lso.reset(direction); -// step = lineSearch.getStepSize(lso); -// if(step==-1){ -// System.out.println("Failed to find a step size"); -// System.out.println("Failed to find step"); -// stats.collectFinalStats(this, o); -// return false; -// } -// -// stats.collectIterationStats(this, o); -// } -// stats.collectFinalStats(this, o); -// return false; -// } - - public double[] getDirection(){ - direction = MathUtils.negation(gradient); - if(currentProjectionIteration != 1){ - //Using Polak-Ribiere method (book equation 5.45) - double b = MathUtils.dotProduct(gradient, MathUtils.arrayMinus(gradient, previousGradient)) - /MathUtils.dotProduct(previousGradient, previousGradient); - if(b<0){ - System.out.println("Defaulting to gradient descent"); - b = Math.max(b, 0); - } - MathUtils.plusEquals(direction, previousDirection, b); - //Debug code - if(MathUtils.dotProduct(direction, gradient) > 0){ - System.out.println("Not an descent direction reseting to gradien"); - direction = MathUtils.negation(gradient); - } - } - return direction; - } - - - - - - -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/DebugHelpers.java b/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/DebugHelpers.java deleted file mode 100644 index 6dc4ef6c..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/DebugHelpers.java +++ /dev/null @@ -1,65 +0,0 @@ -package optimization.gradientBasedMethods; - -import java.util.ArrayList; - -import optimization.util.MathUtils; - - - -public class DebugHelpers { - public static void getLineSearchGraph(Objective o, double[] direction, - double[] parameters, double originalObj, - double originalDot, double c1, double c2){ - ArrayList<Double> stepS = new ArrayList<Double>(); - ArrayList<Double> obj = new ArrayList<Double>(); - ArrayList<Double> norm = new ArrayList<Double>(); - double[] gradient = new double[o.getNumParameters()]; - double[] newParameters = parameters.clone(); - MathUtils.plusEquals(newParameters,direction,0); - o.setParameters(newParameters); - double minValue = o.getValue(); - int valuesBiggerThanMax = 0; - for(double step = 0; step < 2; step +=0.01 ){ - newParameters = parameters.clone(); - MathUtils.plusEquals(newParameters,direction,step); - o.setParameters(newParameters); - double newValue = o.getValue(); - gradient = o.getGradient(); - double newgradDirectionDot = MathUtils.dotProduct(gradient,direction); - stepS.add(step); - obj.add(newValue); - norm.add(newgradDirectionDot); - if(newValue <= minValue){ - minValue = newValue; - }else{ - valuesBiggerThanMax++; - } - - if(valuesBiggerThanMax > 10){ - break; - } - - } - System.out.println("step\torigObj\tobj\tsuffdec\tnorm\tcurvature1"); - for(int i = 0; i < stepS.size(); i++){ - double cnorm= norm.get(i); - System.out.println(stepS.get(i)+"\t"+originalObj +"\t"+obj.get(i) + "\t" + - (originalObj + originalDot*((Double)stepS.get(i))*c1) +"\t"+Math.abs(cnorm) +"\t"+c2*Math.abs(originalDot)); - } - } - - public static double[] getNumericalGradient(Objective o, double[] parameters, double epsilon){ - int nrParameters = o.getNumParameters(); - double[] gradient = new double[nrParameters]; - double[] newParameters; - double originalValue = o.getValue(); - for(int parameter = 0; parameter < nrParameters; parameter++){ - newParameters = parameters.clone(); - newParameters[parameter]+=epsilon; - o.setParameters(newParameters); - double newValue = o.getValue(); - gradient[parameter]=(newValue-originalValue)/epsilon; - } - return gradient; - } -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/GradientDescent.java b/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/GradientDescent.java deleted file mode 100644 index 9a53cef4..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/GradientDescent.java +++ /dev/null @@ -1,19 +0,0 @@ -package optimization.gradientBasedMethods; - -import optimization.linesearch.LineSearchMethod; - - - -public class GradientDescent extends AbstractGradientBaseMethod{ - - public GradientDescent(LineSearchMethod lineSearch) { - this.lineSearch = lineSearch; - } - - public double[] getDirection(){ - for(int i = 0; i< gradient.length; i++){ - direction[i] = -gradient[i]; - } - return direction; - } -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/LBFGS.java b/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/LBFGS.java deleted file mode 100644 index dedbc942..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/LBFGS.java +++ /dev/null @@ -1,234 +0,0 @@ -package optimization.gradientBasedMethods; - - -import optimization.gradientBasedMethods.stats.OptimizerStats; -import optimization.linesearch.DifferentiableLineSearchObjective; -import optimization.linesearch.LineSearchMethod; -import optimization.stopCriteria.StopingCriteria; -import optimization.util.MathUtils; - -public class LBFGS extends AbstractGradientBaseMethod{ - - //How many previous values are being saved - int history; - double[][] skList; - double[][] ykList; - double initialHessianParameters; - double[] previousGradient; - double[] previousParameters; - - //auxiliar structures - double q[]; - double[] roi; - double[] alphai; - - public LBFGS(LineSearchMethod ls, int history) { - lineSearch = ls; - this.history = history; - skList = new double[history][]; - ykList = new double[history][]; - - } - - public void reset(){ - super.reset(); - initialHessianParameters = 0; - previousParameters = null; - previousGradient = null; - skList = new double[history][]; - ykList = new double[history][]; - q = null; - roi = null; - alphai = null; - } - - public double[] LBFGSTwoLoopRecursion(double hessianConst){ - //Only create array once - if(q == null){ - q = new double[gradient.length]; - } - System.arraycopy(gradient, 0, q, 0, gradient.length); - //Only create array once - if(roi == null){ - roi = new double[history]; - } - //Only create array once - if(alphai == null){ - alphai = new double[history]; - } - - for(int i = history-1; i >=0 && skList[i]!= null && ykList[i]!=null; i-- ){ - // System.out.println("New to Old proj " + currentProjectionIteration + " history "+history + " index " + i); - double[] si = skList[i]; - double[] yi = ykList[i]; - roi[i]= 1.0/MathUtils.dotProduct(yi,si); - alphai[i] = MathUtils.dotProduct(si, q)*roi[i]; - MathUtils.plusEquals(q, yi, -alphai[i]); - } - //Initial Hessian is just a constant - MathUtils.scalarMultiplication(q, hessianConst); - for(int i = 0; i <history && skList[i]!= null && ykList[i]!=null; i++ ){ - // System.out.println("Old to New proj " + currentProjectionIteration + " history "+history + " index " + i); - double beta = MathUtils.dotProduct(ykList[i], q)*roi[i]; - MathUtils.plusEquals(q, skList[i], (alphai[i]-beta)); - } - return q; - } - - - - - @Override - public double[] getDirection() { - - calculateInitialHessianParameter(); -// System.out.println("Initial hessian " + initialHessianParameters); - return direction = MathUtils.negation(LBFGSTwoLoopRecursion(initialHessianParameters)); - } - - public void calculateInitialHessianParameter(){ - if(currentProjectionIteration == 1){ - //Use gradient - initialHessianParameters = 1; - }else if(currentProjectionIteration <= history){ - double[] sk = skList[currentProjectionIteration-2]; - double[] yk = ykList[currentProjectionIteration-2]; - initialHessianParameters = MathUtils.dotProduct(sk, yk)/MathUtils.dotProduct(yk, yk); - }else{ - //get the last one - double[] sk = skList[history-1]; - double[] yk = ykList[history-1]; - initialHessianParameters = MathUtils.dotProduct(sk, yk)/MathUtils.dotProduct(yk, yk); - } - } - - //TODO if structures exit just reset them to zero - public void initializeStructures(Objective o,OptimizerStats stats, StopingCriteria stop){ - super.initializeStructures(o, stats, stop); - previousParameters = new double[o.getNumParameters()]; - previousGradient = new double[o.getNumParameters()]; - } - public void updateStructuresBeforeStep(Objective o,OptimizerStats stats, StopingCriteria stop){ - super.initializeStructures(o, stats, stop); - System.arraycopy(o.getParameters(), 0, previousParameters, 0, previousParameters.length); - System.arraycopy(gradient, 0, previousGradient, 0, gradient.length); - } - - public void updateStructuresAfterStep( Objective o,OptimizerStats stats, StopingCriteria stop){ - double[] diffX = MathUtils.arrayMinus(o.getParameters(), previousParameters); - double[] diffGrad = MathUtils.arrayMinus(gradient, previousGradient); - //Save new values and discard new ones - if(currentProjectionIteration > history){ - for(int i = 0; i < history-1;i++){ - skList[i]=skList[i+1]; - ykList[i]=ykList[i+1]; - } - skList[history-1]=diffX; - ykList[history-1]=diffGrad; - }else{ - skList[currentProjectionIteration-1]=diffX; - ykList[currentProjectionIteration-1]=diffGrad; - } - } - -// public boolean optimize(Objective o, OptimizerStats stats, StopingCriteria stop) { -// DifferentiableLineSearchObjective lso = new DifferentiableLineSearchObjective(o); -// gradient = o.getGradient(); -// direction = new double[o.getNumParameters()]; -// previousGradient = new double[o.getNumParameters()]; -// -// previousParameters = new double[o.getNumParameters()]; -// -// stats.collectInitStats(this, o); -// previousValue = Double.MAX_VALUE; -// currValue= o.getValue(); -// //Used for stopping criteria -// double[] originalGradient = o.getGradient(); -// -// originalGradientL2Norm = MathUtils.L2Norm(originalGradient); -// if(stop.stopOptimization(originalGradient)){ -// stats.collectFinalStats(this, o); -// return true; -// } -// for (currentProjectionIteration = 1; currentProjectionIteration < maxNumberOfIterations; currentProjectionIteration++){ -// -// -// currValue = o.getValue(); -// gradient = o.getGradient(); -// currParameters = o.getParameters(); -// -// -// if(currentProjectionIteration == 1){ -// //Use gradient -// initialHessianParameters = 1; -// }else if(currentProjectionIteration <= history){ -// double[] sk = skList[currentProjectionIteration-2]; -// double[] yk = ykList[currentProjectionIteration-2]; -// initialHessianParameters = MathUtils.dotProduct(sk, yk)/MathUtils.dotProduct(yk, yk); -// }else{ -// //get the last one -// double[] sk = skList[history-1]; -// double[] yk = ykList[history-1]; -// initialHessianParameters = MathUtils.dotProduct(sk, yk)/MathUtils.dotProduct(yk, yk); -// } -// -// getDirection(); -// -// //MatrixOutput.printDoubleArray(direction, "direction"); -// double dot = MathUtils.dotProduct(direction, gradient); -// if(dot > 0){ -// throw new RuntimeException("Not a descent direction"); -// } if (Double.isNaN(dot)){ -// throw new RuntimeException("dot is not a number!!"); -// } -// System.arraycopy(currParameters, 0, previousParameters, 0, currParameters.length); -// System.arraycopy(gradient, 0, previousGradient, 0, gradient.length); -// lso.reset(direction); -// step = lineSearch.getStepSize(lso); -// if(step==-1){ -// System.out.println("Failed to find a step size"); -//// lso.printLineSearchSteps(); -//// System.out.println(stats.prettyPrint(1)); -// stats.collectFinalStats(this, o); -// return false; -// } -// stats.collectIterationStats(this, o); -// -// //We are not updating the alpha since it is done in line search already -// currParameters = o.getParameters(); -// gradient = o.getGradient(); -// -// if(stop.stopOptimization(gradient)){ -// stats.collectFinalStats(this, o); -// return true; -// } -// double[] diffX = MathUtils.arrayMinus(currParameters, previousParameters); -// double[] diffGrad = MathUtils.arrayMinus(gradient, previousGradient); -// //Save new values and discard new ones -// if(currentProjectionIteration > history){ -// for(int i = 0; i < history-1;i++){ -// skList[i]=skList[i+1]; -// ykList[i]=ykList[i+1]; -// } -// skList[history-1]=diffX; -// ykList[history-1]=diffGrad; -// }else{ -// skList[currentProjectionIteration-1]=diffX; -// ykList[currentProjectionIteration-1]=diffGrad; -// } -// previousValue = currValue; -// } -// stats.collectFinalStats(this, o); -// return false; -// } - - - - - - - - - - -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/Objective.java b/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/Objective.java deleted file mode 100644 index 6be01bf9..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/Objective.java +++ /dev/null @@ -1,87 +0,0 @@ -package optimization.gradientBasedMethods; - - -/** - * Defines an optimization objective: - * - * - * @author javg - * - */ -public abstract class Objective { - - protected int functionCalls = 0; - protected int gradientCalls = 0; - protected int updateCalls = 0; - - protected double[] parameters; - - //Contains a cache with the gradient - public double[] gradient; - int debugLevel = 0; - - public void setDebugLevel(int level){ - debugLevel = level; - } - - public int getNumParameters() { - return parameters.length; - } - - public double getParameter(int index) { - return parameters[index]; - } - - public double[] getParameters() { - return parameters; - } - - public abstract double[] getGradient( ); - - public void setParameter(int index, double value) { - parameters[index]=value; - } - - public void setParameters(double[] params) { - if(parameters == null){ - parameters = new double[params.length]; - } - updateCalls++; - System.arraycopy(params, 0, parameters, 0, params.length); - } - - - public int getNumberFunctionCalls() { - return functionCalls; - } - - public int getNumberGradientCalls() { - return gradientCalls; - } - - public int getNumberUpdateCalls() { - return updateCalls; - } - - public String finalInfoString() { - return "FE: " + functionCalls + " GE " + gradientCalls + " Params updates" + - updateCalls; - } - public void printParameters() { - System.out.println(toString()); - } - - public abstract String toString(); - public abstract double getValue (); - - /** - * Sets the initial objective parameters - * For unconstrained models this just sets the objective params = argument no copying - * For a constrained objective project the parameters and then set - * @param params - */ - public void setInitialParameters(double[] params){ - parameters = params; - } - -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/Optimizer.java b/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/Optimizer.java deleted file mode 100644 index 96fce5b0..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/Optimizer.java +++ /dev/null @@ -1,19 +0,0 @@ -package optimization.gradientBasedMethods; - -import optimization.gradientBasedMethods.stats.OptimizerStats; -import optimization.stopCriteria.StopingCriteria; - -public interface Optimizer { - public boolean optimize(Objective o,OptimizerStats stats, StopingCriteria stoping); - - - public double[] getDirection(); - public double getCurrentStep(); - public double getCurrentValue(); - public int getCurrentIteration(); - public void reset(); - - public void setMaxIterations(int max); - - -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/ProjectedAbstractGradientBaseMethod.java b/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/ProjectedAbstractGradientBaseMethod.java deleted file mode 100644 index afb29d04..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/ProjectedAbstractGradientBaseMethod.java +++ /dev/null @@ -1,11 +0,0 @@ -package optimization.gradientBasedMethods; - - -/** - * - * @author javg - * - */ -public abstract class ProjectedAbstractGradientBaseMethod extends AbstractGradientBaseMethod implements ProjectedOptimizer{ - -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/ProjectedGradientDescent.java b/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/ProjectedGradientDescent.java deleted file mode 100644 index 0186e945..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/ProjectedGradientDescent.java +++ /dev/null @@ -1,154 +0,0 @@ -package optimization.gradientBasedMethods; - -import java.io.IOException; - -import optimization.gradientBasedMethods.stats.OptimizerStats; -import optimization.linesearch.DifferentiableLineSearchObjective; -import optimization.linesearch.LineSearchMethod; -import optimization.linesearch.ProjectedDifferentiableLineSearchObjective; -import optimization.stopCriteria.StopingCriteria; -import optimization.util.MathUtils; - - -/** - * This class implements the projected gradiend - * as described in Bertsekas "Non Linear Programming" - * section 2.3. - * - * The update is given by: - * x_k+1 = x_k + alpha^k(xbar_k-x_k) - * Where xbar is: - * xbar = [x_k -s_k grad(f(x_k))]+ - * where []+ is the projection into the feasibility set - * - * alpha is the step size - * s_k - is a positive scalar which can be view as a step size as well, by - * setting alpha to 1, then x_k+1 = [x_k -s_k grad(f(x_k))]+ - * This is called taking a step size along the projection arc (Bertsekas) which - * we will use by default. - * - * Note that the only place where we actually take a step size is on pick a step size - * so this is going to be just like a normal gradient descent but use a different - * armijo line search where we project after taking a step. - * - * - * @author javg - * - */ -public class ProjectedGradientDescent extends ProjectedAbstractGradientBaseMethod{ - - - - - public ProjectedGradientDescent(LineSearchMethod lineSearch) { - this.lineSearch = lineSearch; - } - - //Use projected differential objective instead - public void initializeStructures(Objective o, OptimizerStats stats, StopingCriteria stop) { - lso = new ProjectedDifferentiableLineSearchObjective(o); - }; - - - ProjectedObjective obj; - public boolean optimize(ProjectedObjective o,OptimizerStats stats, StopingCriteria stop){ - obj = o; - return super.optimize(o, stats, stop); - } - - public double[] getDirection(){ - for(int i = 0; i< gradient.length; i++){ - direction[i] = -gradient[i]; - } - return direction; - } - - - - -} - - - - - - - -///OLD CODE - -//Use projected gradient norm -//public boolean stopCriteria(double[] gradient){ -// if(originalDirenctionL2Norm == 0){ -// System.out.println("Leaving original direction norm is zero"); -// return true; -// } -// if(MathUtils.L2Norm(direction)/originalDirenctionL2Norm < gradientConvergenceValue){ -// System.out.println("Leaving projected gradient Norm smaller than epsilon"); -// return true; -// } -// if((previousValue - currValue)/Math.abs(previousValue) < valueConvergenceValue) { -// System.out.println("Leaving value change below treshold " + previousValue + " - " + currValue); -// System.out.println(previousValue/currValue + " - " + currValue/currValue -// + " = " + (previousValue - currValue)/Math.abs(previousValue)); -// return true; -// } -// return false; -//} -// - -//public boolean optimize(ProjectedObjective o,OptimizerStats stats, StopingCriteria stop){ -// stats.collectInitStats(this, o); -// obj = o; -// step = 0; -// currValue = o.getValue(); -// previousValue = Double.MAX_VALUE; -// gradient = o.getGradient(); -// originalGradientL2Norm = MathUtils.L2Norm(gradient); -// parameterChange = new double[gradient.length]; -// getDirection(); -// ProjectedDifferentiableLineSearchObjective lso = new ProjectedDifferentiableLineSearchObjective(o,direction); -// -// originalDirenctionL2Norm = MathUtils.L2Norm(direction); -// //MatrixOutput.printDoubleArray(currParameters, "parameters"); -// for (currentProjectionIteration = 0; currentProjectionIteration < maxNumberOfIterations; currentProjectionIteration++){ -// // System.out.println("Iter " + currentProjectionIteration); -// //o.printParameters(); -// -// -// -// if(stop.stopOptimization(gradient)){ -// stats.collectFinalStats(this, o); -// lastStepUsed = step; -// return true; -// } -// lso.reset(direction); -// step = lineSearch.getStepSize(lso); -// if(step==-1){ -// System.out.println("Failed to find step"); -// stats.collectFinalStats(this, o); -// return false; -// -// } -// -// //Update the direction for stopping criteria -// previousValue = currValue; -// currValue = o.getValue(); -// gradient = o.getGradient(); -// direction = getDirection(); -// if(MathUtils.dotProduct(gradient, direction) > 0){ -// System.out.println("Not a descent direction"); -// System.out.println(" current stats " + stats.prettyPrint(1)); -// System.exit(-1); -// } -// stats.collectIterationStats(this, o); -// } -// lastStepUsed = step; -// stats.collectFinalStats(this, o); -// return false; -// } - -//public boolean optimize(Objective o,OptimizerStats stats, StopingCriteria stop){ -// System.out.println("Objective is not a projected objective"); -// throw new RuntimeException(); -//} - diff --git a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/ProjectedObjective.java b/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/ProjectedObjective.java deleted file mode 100644 index c3d21393..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/ProjectedObjective.java +++ /dev/null @@ -1,29 +0,0 @@ -package optimization.gradientBasedMethods; - -import optimization.util.MathUtils; - - -/** - * Computes a projected objective - * When we tell it to set some parameters it automatically projects the parameters back into the simplex: - * - * - * When we tell it to get the gradient in automatically returns the projected gradient: - * @author javg - * - */ -public abstract class ProjectedObjective extends Objective{ - - public abstract double[] projectPoint (double[] point); - - public double[] auxParameters; - - - public void setInitialParameters(double[] params){ - setParameters(projectPoint(params)); - } - - - - -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/ProjectedOptimizer.java b/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/ProjectedOptimizer.java deleted file mode 100644 index 81d8403e..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/ProjectedOptimizer.java +++ /dev/null @@ -1,10 +0,0 @@ -package optimization.gradientBasedMethods; - - - -public interface ProjectedOptimizer extends Optimizer{ - - - - -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/stats/OptimizerStats.java b/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/stats/OptimizerStats.java deleted file mode 100644 index 6340ef73..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/stats/OptimizerStats.java +++ /dev/null @@ -1,86 +0,0 @@ -package optimization.gradientBasedMethods.stats; - -import java.util.ArrayList; - -import optimization.gradientBasedMethods.Objective; -import optimization.gradientBasedMethods.Optimizer; -import optimization.util.MathUtils; -import optimization.util.StaticTools; - - -public class OptimizerStats { - - double start = 0; - double totalTime = 0; - - String objectiveFinalStats; - - ArrayList<Double> gradientNorms = new ArrayList<Double>(); - ArrayList<Double> steps = new ArrayList<Double>(); - ArrayList<Double> value = new ArrayList<Double>(); - ArrayList<Integer> iterations = new ArrayList<Integer>(); - double prevValue =0; - - public void reset(){ - start = 0; - totalTime = 0; - - objectiveFinalStats=""; - - gradientNorms.clear(); - steps.clear(); - value.clear(); - iterations.clear(); - prevValue =0; - } - - public void startTime() { - start = System.currentTimeMillis(); - } - public void stopTime() { - totalTime += System.currentTimeMillis() - start; - } - - public String prettyPrint(int level){ - StringBuffer res = new StringBuffer(); - res.append("Total time " + totalTime/1000 + " seconds \n" + "Iterations " + iterations.size() + "\n"); - res.append(objectiveFinalStats+"\n"); - if(level > 0){ - if(iterations.size() > 0){ - res.append("\tIteration"+iterations.get(0)+"\tstep: "+StaticTools.prettyPrint(steps.get(0), "0.00E00", 6)+ "\tgradientNorm "+ - StaticTools.prettyPrint(gradientNorms.get(0), "0.00000E00", 10)+ "\tvalue "+ StaticTools.prettyPrint(value.get(0), "0.000000E00",11)+"\n"); - } - for(int i = 1; i < iterations.size(); i++){ - res.append("\tIteration:\t"+iterations.get(i)+"\tstep:"+StaticTools.prettyPrint(steps.get(i), "0.00E00", 6)+ "\tgradientNorm "+ - StaticTools.prettyPrint(gradientNorms.get(i), "0.00000E00", 10)+ - "\tvalue:\t"+ StaticTools.prettyPrint(value.get(i), "0.000000E00",11)+ - "\tvalueDiff:\t"+ StaticTools.prettyPrint((value.get(i-1)-value.get(i)), "0.000000E00",11)+ - "\n"); - } - } - return res.toString(); - } - - - public void collectInitStats(Optimizer optimizer, Objective objective){ - startTime(); - iterations.add(-1); - gradientNorms.add(MathUtils.L2Norm(objective.getGradient())); - steps.add(0.0); - value.add(objective.getValue()); - } - - public void collectIterationStats(Optimizer optimizer, Objective objective){ - iterations.add(optimizer.getCurrentIteration()); - gradientNorms.add(MathUtils.L2Norm(objective.getGradient())); - steps.add(optimizer.getCurrentStep()); - value.add(optimizer.getCurrentValue()); - } - - - public void collectFinalStats(Optimizer optimizer, Objective objective){ - stopTime(); - objectiveFinalStats = objective.finalInfoString(); - } - -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/stats/ProjectedOptimizerStats.java b/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/stats/ProjectedOptimizerStats.java deleted file mode 100644 index d65a1267..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/stats/ProjectedOptimizerStats.java +++ /dev/null @@ -1,70 +0,0 @@ -package optimization.gradientBasedMethods.stats; - -import java.util.ArrayList; - -import optimization.gradientBasedMethods.Objective; -import optimization.gradientBasedMethods.Optimizer; -import optimization.gradientBasedMethods.ProjectedObjective; -import optimization.gradientBasedMethods.ProjectedOptimizer; -import optimization.util.MathUtils; -import optimization.util.StaticTools; - - -public class ProjectedOptimizerStats extends OptimizerStats{ - - - - public void reset(){ - super.reset(); - projectedGradientNorms.clear(); - } - - ArrayList<Double> projectedGradientNorms = new ArrayList<Double>(); - - public String prettyPrint(int level){ - StringBuffer res = new StringBuffer(); - res.append("Total time " + totalTime/1000 + " seconds \n" + "Iterations " + iterations.size() + "\n"); - res.append(objectiveFinalStats+"\n"); - if(level > 0){ - if(iterations.size() > 0){ - res.append("\tIteration"+iterations.get(0)+"\tstep: "+ - StaticTools.prettyPrint(steps.get(0), "0.00E00", 6)+ "\tgradientNorm "+ - StaticTools.prettyPrint(gradientNorms.get(0), "0.00000E00", 10) - + "\tdirection"+ - StaticTools.prettyPrint(projectedGradientNorms.get(0), "0.00000E00", 10)+ - "\tvalue "+ StaticTools.prettyPrint(value.get(0), "0.000000E00",11)+"\n"); - } - for(int i = 1; i < iterations.size(); i++){ - res.append("\tIteration"+iterations.get(i)+"\tstep: "+StaticTools.prettyPrint(steps.get(i), "0.00E00", 6)+ "\tgradientNorm "+ - StaticTools.prettyPrint(gradientNorms.get(i), "0.00000E00", 10)+ - "\t direction "+ - StaticTools.prettyPrint(projectedGradientNorms.get(i), "0.00000E00", 10)+ - "\tvalue "+ StaticTools.prettyPrint(value.get(i), "0.000000E00",11)+ - "\tvalueDiff "+ StaticTools.prettyPrint((value.get(i-1)-value.get(i)), "0.000000E00",11)+ - "\n"); - } - } - return res.toString(); - } - - - public void collectInitStats(Optimizer optimizer, Objective objective){ - startTime(); - } - - public void collectIterationStats(Optimizer optimizer, Objective objective){ - iterations.add(optimizer.getCurrentIteration()); - gradientNorms.add(MathUtils.L2Norm(objective.getGradient())); - projectedGradientNorms.add(MathUtils.L2Norm(optimizer.getDirection())); - steps.add(optimizer.getCurrentStep()); - value.add(optimizer.getCurrentValue()); - } - - - - public void collectFinalStats(Optimizer optimizer, Objective objective){ - stopTime(); - objectiveFinalStats = objective.finalInfoString(); - } - -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/linesearch/ArmijoLineSearchMinimization.java b/gi/posterior-regularisation/prjava/src/optimization/linesearch/ArmijoLineSearchMinimization.java deleted file mode 100644 index c9f9b8df..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/linesearch/ArmijoLineSearchMinimization.java +++ /dev/null @@ -1,102 +0,0 @@ -package optimization.linesearch; - -import optimization.util.Interpolation; - - -/** - * Implements Back Tracking Line Search as described on page 37 of Numerical Optimization. - * Also known as armijo rule - * @author javg - * - */ -public class ArmijoLineSearchMinimization implements LineSearchMethod{ - - /** - * How much should the step size decrease at each iteration. - */ - double contractionFactor = 0.5; - double c1 = 0.0001; - - double sigma1 = 0.1; - double sigma2 = 0.9; - - - - double initialStep; - int maxIterations = 10; - - - public ArmijoLineSearchMinimization(){ - this.initialStep = 1; - } - - //Experiment - double previousStepPicked = -1;; - double previousInitGradientDot = -1; - double currentInitGradientDot = -1; - - - public void reset(){ - previousStepPicked = -1;; - previousInitGradientDot = -1; - currentInitGradientDot = -1; - } - - public void setInitialStep(double initial){ - initialStep = initial; - } - - /** - * - */ - - public double getStepSize(DifferentiableLineSearchObjective o) { - currentInitGradientDot = o.getInitialGradient(); - //Should update all in the objective - o.updateAlpha(initialStep); - int nrIterations = 0; - //System.out.println("tried alpha" + initialStep + " value " + o.getCurrentValue()); - while(!WolfeConditions.suficientDecrease(o,c1)){ - if(nrIterations >= maxIterations){ - o.printLineSearchSteps(); - return -1; - } - double alpha=o.getAlpha(); - double alphaTemp = - Interpolation.quadraticInterpolation(o.getOriginalValue(), o.getInitialGradient(), alpha, o.getCurrentValue()); - if(alphaTemp >= sigma1 || alphaTemp <= sigma2*o.getAlpha()){ -// System.out.println("using alpha temp " + alphaTemp); - alpha = alphaTemp; - }else{ -// System.out.println("Discarding alpha temp " + alphaTemp); - alpha = alpha*contractionFactor; - } -// double alpha =o.getAlpha()*contractionFactor; - - o.updateAlpha(alpha); - //System.out.println("tried alpha" + alpha+ " value " + o.getCurrentValue()); - nrIterations++; - } - - //System.out.println("Leavning line search used:"); - //o.printLineSearchSteps(); - - previousInitGradientDot = currentInitGradientDot; - previousStepPicked = o.getAlpha(); - return o.getAlpha(); - } - - public double getInitialGradient() { - return currentInitGradientDot; - - } - - public double getPreviousInitialGradient() { - return previousInitGradientDot; - } - - public double getPreviousStepUsed() { - return previousStepPicked; - } - -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/linesearch/ArmijoLineSearchMinimizationAlongProjectionArc.java b/gi/posterior-regularisation/prjava/src/optimization/linesearch/ArmijoLineSearchMinimizationAlongProjectionArc.java deleted file mode 100644 index e153f2da..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/linesearch/ArmijoLineSearchMinimizationAlongProjectionArc.java +++ /dev/null @@ -1,141 +0,0 @@ -package optimization.linesearch; - -import optimization.gradientBasedMethods.ProjectedObjective; -import optimization.util.Interpolation; -import optimization.util.MathUtils; - - - - - -/** - * Implements Armijo Rule Line search along the projection arc (Non-Linear Programming page 230) - * To be used with Projected gradient Methods. - * - * Recall that armijo tries successive step sizes alpha until the sufficient decrease is satisfied: - * f(x+alpha*direction) < f(x) + alpha*c1*grad(f)*direction - * - * In this case we are optimizing over a convex set X so we must guarantee that the new point stays inside the - * constraints. - * First the direction as to be feasible (inside constraints) and will be define as: - * d = (x_k_f - x_k) where x_k_f is a feasible point. - * so the armijo condition can be rewritten as: - * f(x+alpha(x_k_f - x_k)) < f(x) + c1*grad(f)*(x_k_f - x_k) - * and x_k_f is defined as: - * [x_k-alpha*grad(f)]+ - * where []+ mean a projection to the feasibility set. - * So this means that we take a step on the negative gradient (gradient descent) and then obtain then project - * that point to the feasibility set. - * Note that if the point is already feasible then we are back to the normal armijo rule. - * - * @author javg - * - */ -public class ArmijoLineSearchMinimizationAlongProjectionArc implements LineSearchMethod{ - - /** - * How much should the step size decrease at each iteration. - */ - double contractionFactor = 0.5; - double c1 = 0.0001; - - - double initialStep; - int maxIterations = 100; - - - double sigma1 = 0.1; - double sigma2 = 0.9; - - //Experiment - double previousStepPicked = -1;; - double previousInitGradientDot = -1; - double currentInitGradientDot = -1; - - GenericPickFirstStep strategy; - - - public void reset(){ - previousStepPicked = -1;; - previousInitGradientDot = -1; - currentInitGradientDot = -1; - } - - - public ArmijoLineSearchMinimizationAlongProjectionArc(){ - this.initialStep = 1; - } - - public ArmijoLineSearchMinimizationAlongProjectionArc(GenericPickFirstStep strategy){ - this.strategy = strategy; - this.initialStep = strategy.getFirstStep(this); - } - - - public void setInitialStep(double initial){ - this.initialStep = initial; - } - - /** - * - */ - - public double getStepSize(DifferentiableLineSearchObjective o) { - - - //Should update all in the objective - initialStep = strategy.getFirstStep(this); - o.updateAlpha(initialStep); - previousInitGradientDot=currentInitGradientDot; - currentInitGradientDot=o.getCurrentGradient(); - int nrIterations = 0; - - //Armijo rule, the current value has to be smaller than the original value plus a small step of the gradient - while(o.getCurrentValue() > - o.getOriginalValue() + c1*(o.getCurrentGradient())){ -// System.out.println("curr value "+o.getCurrentValue()); -// System.out.println("original value "+o.getOriginalValue()); -// System.out.println("GRADIENT decrease" +(MathUtils.dotProduct(o.o.gradient, -// MathUtils.arrayMinus(o.originalParameters,((ProjectedObjective)o.o).auxParameters)))); -// System.out.println("GRADIENT SAVED" + o.getCurrentGradient()); - if(nrIterations >= maxIterations){ - System.out.println("Could not find a step leaving line search with -1"); - o.printLineSearchSteps(); - return -1; - } - double alpha=o.getAlpha(); - double alphaTemp = - Interpolation.quadraticInterpolation(o.getOriginalValue(), o.getInitialGradient(), alpha, o.getCurrentValue()); - if(alphaTemp >= sigma1 || alphaTemp <= sigma2*o.getAlpha()){ - alpha = alphaTemp; - }else{ - alpha = alpha*contractionFactor; - } -// double alpha =obj.getAlpha()*contractionFactor; - o.updateAlpha(alpha); - nrIterations++; - } -// System.out.println("curr value "+o.getCurrentValue()); -// System.out.println("original value "+o.getOriginalValue()); -// System.out.println("sufficient decrease" +c1*o.getCurrentGradient()); -// System.out.println("Leavning line search used:"); -// o.printSmallLineSearchSteps(); - - previousStepPicked = o.getAlpha(); - return o.getAlpha(); - } - - public double getInitialGradient() { - return currentInitGradientDot; - - } - - public double getPreviousInitialGradient() { - return previousInitGradientDot; - } - - public double getPreviousStepUsed() { - return previousStepPicked; - } - -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/linesearch/DifferentiableLineSearchObjective.java b/gi/posterior-regularisation/prjava/src/optimization/linesearch/DifferentiableLineSearchObjective.java deleted file mode 100644 index a5bc958e..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/linesearch/DifferentiableLineSearchObjective.java +++ /dev/null @@ -1,185 +0,0 @@ -package optimization.linesearch; - -import gnu.trove.TDoubleArrayList; -import gnu.trove.TIntArrayList; - -import java.util.ArrayList; -import java.util.Arrays; -import java.util.Collections; -import java.util.Comparator; - -import optimization.gradientBasedMethods.Objective; -import optimization.util.MathUtils; -import optimization.util.StaticTools; - - - -import util.MathUtil; -import util.Printing; - - -/** - * A wrapper class for the actual objective in order to perform - * line search. The optimization code assumes that this does a lot - * of caching in order to simplify legibility. For the applications - * we use it for, caching the entire history of evaluations should be - * a win. - * - * Note: the lastEvaluatedAt value is very important, since we will use - * it to avoid doing an evaluation of the gradient after the line search. - * - * The differentiable line search objective defines a search along the ray - * given by a direction of the main objective. - * It defines the following function, - * where f is the original objective function: - * g(alpha) = f(x_0 + alpha*direction) - * g'(alpha) = f'(x_0 + alpha*direction)*direction - * - * @author joao - * - */ -public class DifferentiableLineSearchObjective { - - - - Objective o; - int nrIterations; - TDoubleArrayList steps; - TDoubleArrayList values; - TDoubleArrayList gradients; - - //This variables cannot change - public double[] originalParameters; - public double[] searchDirection; - - - /** - * Defines a line search objective: - * Receives: - * Objective to each we are performing the line search, is used to calculate values and gradients - * Direction where to do the ray search, note that the direction does not depend of the - * objective but depends from the method. - * @param o - * @param direction - */ - public DifferentiableLineSearchObjective(Objective o) { - this.o = o; - originalParameters = new double[o.getNumParameters()]; - searchDirection = new double[o.getNumParameters()]; - steps = new TDoubleArrayList(); - values = new TDoubleArrayList(); - gradients = new TDoubleArrayList(); - } - /** - * Called whenever we start a new iteration. - * Receives the ray where we are searching for and resets all values - * - */ - public void reset(double[] direction){ - //Copy initial values - System.arraycopy(o.getParameters(), 0, originalParameters, 0, o.getNumParameters()); - System.arraycopy(direction, 0, searchDirection, 0, o.getNumParameters()); - - //Initialize variables - nrIterations = 0; - steps.clear(); - values.clear(); - gradients.clear(); - - values.add(o.getValue()); - gradients.add(MathUtils.dotProduct(o.getGradient(),direction)); - steps.add(0); - } - - - /** - * update the current value of alpha. - * Takes a step with that alpha in direction - * Get the real objective value and gradient and calculate all required information. - */ - public void updateAlpha(double alpha){ - if(alpha < 0){ - System.out.println("alpha may not be smaller that zero"); - throw new RuntimeException(); - } - nrIterations++; - steps.add(alpha); - //x_t+1 = x_t + alpha*direction - System.arraycopy(originalParameters,0, o.getParameters(), 0, originalParameters.length); - MathUtils.plusEquals(o.getParameters(), searchDirection, alpha); - o.setParameters(o.getParameters()); -// System.out.println("Took a step of " + alpha + " new value " + o.getValue()); - values.add(o.getValue()); - gradients.add(MathUtils.dotProduct(o.getGradient(),searchDirection)); - } - - - - public int getNrIterations(){ - return nrIterations; - } - - /** - * return g(alpha) for the current value of alpha - * @param iter - * @return - */ - public double getValue(int iter){ - return values.get(iter); - } - - public double getCurrentValue(){ - return values.get(nrIterations); - } - - public double getOriginalValue(){ - return values.get(0); - } - - /** - * return g'(alpha) for the current value of alpha - * @param iter - * @return - */ - public double getGradient(int iter){ - return gradients.get(iter); - } - - public double getCurrentGradient(){ - return gradients.get(nrIterations); - } - - public double getInitialGradient(){ - return gradients.get(0); - } - - - - - public double getAlpha(){ - return steps.get(nrIterations); - } - - public void printLineSearchSteps(){ - System.out.println( - " Steps size "+steps.size() + - "Values size "+values.size() + - "Gradeients size "+gradients.size()); - for(int i =0; i < steps.size();i++){ - System.out.println("Iter " + i + " step " + steps.get(i) + - " value " + values.get(i) + " grad " + gradients.get(i)); - } - } - - public void printSmallLineSearchSteps(){ - for(int i =0; i < steps.size();i++){ - System.out.print(StaticTools.prettyPrint(steps.get(i), "0.0000E00",8) + " "); - } - System.out.println(); - } - - public static void main(String[] args) { - - } - -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/linesearch/GenericPickFirstStep.java b/gi/posterior-regularisation/prjava/src/optimization/linesearch/GenericPickFirstStep.java deleted file mode 100644 index a33eb311..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/linesearch/GenericPickFirstStep.java +++ /dev/null @@ -1,20 +0,0 @@ -package optimization.linesearch; - - -public class GenericPickFirstStep{ - double _initValue; - public GenericPickFirstStep(double initValue) { - _initValue = initValue; - } - - public double getFirstStep(LineSearchMethod ls){ - return _initValue; - } - public void collectInitValues(LineSearchMethod ls){ - - } - - public void collectFinalValues(LineSearchMethod ls){ - - } -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/linesearch/InterpolationPickFirstStep.java b/gi/posterior-regularisation/prjava/src/optimization/linesearch/InterpolationPickFirstStep.java deleted file mode 100644 index 0deebcdb..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/linesearch/InterpolationPickFirstStep.java +++ /dev/null @@ -1,25 +0,0 @@ -package optimization.linesearch; - - -public class InterpolationPickFirstStep extends GenericPickFirstStep{ - public InterpolationPickFirstStep(double initValue) { - super(initValue); - } - - public double getFirstStep(LineSearchMethod ls){ - if(ls.getPreviousStepUsed() != -1 && ls.getPreviousInitialGradient()!=0){ - double newStep = Math.min(300, 1.02*ls.getPreviousInitialGradient()*ls.getPreviousStepUsed()/ls.getInitialGradient()); - // System.out.println("proposing " + newStep); - return newStep; - - } - return _initValue; - } - public void collectInitValues(WolfRuleLineSearch ls){ - - } - - public void collectFinalValues(WolfRuleLineSearch ls){ - - } -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/linesearch/LineSearchMethod.java b/gi/posterior-regularisation/prjava/src/optimization/linesearch/LineSearchMethod.java deleted file mode 100644 index 80cd7f39..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/linesearch/LineSearchMethod.java +++ /dev/null @@ -1,14 +0,0 @@ -package optimization.linesearch; - - -public interface LineSearchMethod { - - double getStepSize(DifferentiableLineSearchObjective o); - - public double getInitialGradient(); - public double getPreviousInitialGradient(); - public double getPreviousStepUsed(); - - public void setInitialStep(double initial); - public void reset(); -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/linesearch/NonNewtonInterpolationPickFirstStep.java b/gi/posterior-regularisation/prjava/src/optimization/linesearch/NonNewtonInterpolationPickFirstStep.java deleted file mode 100644 index 4b354fd9..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/linesearch/NonNewtonInterpolationPickFirstStep.java +++ /dev/null @@ -1,33 +0,0 @@ -package optimization.linesearch; - -/** - * Non newtwon since we don't always try 1... - * Not sure if that is even usefull for newton - * @author javg - * - */ -public class NonNewtonInterpolationPickFirstStep extends GenericPickFirstStep{ - public NonNewtonInterpolationPickFirstStep(double initValue) { - super(initValue); - } - - public double getFirstStep(LineSearchMethod ls){ -// System.out.println("Previous step used " + ls.getPreviousStepUsed()); -// System.out.println("PreviousGradinebt " + ls.getPreviousInitialGradient()); -// System.out.println("CurrentGradinebt " + ls.getInitialGradient()); - if(ls.getPreviousStepUsed() != -1 && ls.getPreviousInitialGradient()!=0){ - double newStep = 1.01*ls.getPreviousInitialGradient()*ls.getPreviousStepUsed()/ls.getInitialGradient(); - //System.out.println("Suggesting " + newStep); - return newStep; - - } - return _initValue; - } - public void collectInitValues(WolfRuleLineSearch ls){ - - } - - public void collectFinalValues(WolfRuleLineSearch ls){ - - } -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/linesearch/ProjectedDifferentiableLineSearchObjective.java b/gi/posterior-regularisation/prjava/src/optimization/linesearch/ProjectedDifferentiableLineSearchObjective.java deleted file mode 100644 index 29ccbc32..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/linesearch/ProjectedDifferentiableLineSearchObjective.java +++ /dev/null @@ -1,137 +0,0 @@ -package optimization.linesearch; - -import optimization.gradientBasedMethods.Objective; -import optimization.gradientBasedMethods.ProjectedObjective; -import optimization.util.MathUtils; -import optimization.util.MatrixOutput; - - -/** - * See ArmijoLineSearchMinimizationAlongProjectionArc for description - * @author javg - * - */ -public class ProjectedDifferentiableLineSearchObjective extends DifferentiableLineSearchObjective{ - - - - ProjectedObjective obj; - public ProjectedDifferentiableLineSearchObjective(Objective o) { - super(o); - if(!(o instanceof ProjectedObjective)){ - System.out.println("Must receive a projected objective"); - throw new RuntimeException(); - } - obj = (ProjectedObjective) o; - } - - - - public double[] projectPoint (double[] point){ - return ((ProjectedObjective)o).projectPoint(point); - } - public void updateAlpha(double alpha){ - if(alpha < 0){ - System.out.println("alpha may not be smaller that zero"); - throw new RuntimeException(); - } - - if(obj.auxParameters == null){ - obj.auxParameters = new double[obj.getParameters().length]; - } - - nrIterations++; - - steps.add(alpha); - System.arraycopy(originalParameters, 0, obj.auxParameters, 0, obj.auxParameters.length); - - //Take a step into the search direction - -// MatrixOutput.printDoubleArray(obj.getGradient(), "gradient"); - -// alpha=gradients.get(0)*alpha/(gradients.get(gradients.size()-1)); - - //x_t+1 = x_t - alpha*gradient = x_t + alpha*direction - MathUtils.plusEquals(obj.auxParameters, searchDirection, alpha); -// MatrixOutput.printDoubleArray(obj.auxParameters, "before projection"); - obj.auxParameters = projectPoint(obj.auxParameters); -// MatrixOutput.printDoubleArray(obj.auxParameters, "after projection"); - o.setParameters(obj.auxParameters); -// System.out.println("new parameters"); -// o.printParameters(); - values.add(o.getValue()); - //Computes the new gradient x_k-[x_k-alpha*Gradient(x_k)]+ - MathUtils.minusEqualsInverse(originalParameters,obj.auxParameters,1); -// MatrixOutput.printDoubleArray(obj.auxParameters, "new gradient"); - //Dot product between the new direction and the new gradient - double gradient = MathUtils.dotProduct(obj.auxParameters,searchDirection); - gradients.add(gradient); - if(gradient > 0){ - System.out.println("Gradient on line search has to be smaller than zero"); - System.out.println("Iter: " + nrIterations); - MatrixOutput.printDoubleArray(obj.auxParameters, "new direction"); - MatrixOutput.printDoubleArray(searchDirection, "search direction"); - throw new RuntimeException(); - - } - - } - - /** - * - */ -// public void updateAlpha(double alpha){ -// -// if(alpha < 0){ -// System.out.println("alpha may not be smaller that zero"); -// throw new RuntimeException(); -// } -// -// nrIterations++; -// steps.add(alpha); -// //x_t+1 = x_t - alpha*direction -// System.arraycopy(originalParameters, 0, parametersChange, 0, parametersChange.length); -//// MatrixOutput.printDoubleArray(parametersChange, "parameters before step"); -//// System.out.println("Step" + alpha); -// MatrixOutput.printDoubleArray(originalGradient, "gradient + " + alpha); -// -// MathUtils.minusEquals(parametersChange, originalGradient, alpha); -// -// //Project the points into the feasibility set -//// MatrixOutput.printDoubleArray(parametersChange, "before projection"); -// //x_k(alpha) = [x_k - alpha*grad f(x_k)]+ -// parametersChange = projectPoint(parametersChange); -//// MatrixOutput.printDoubleArray(parametersChange, "after projection"); -// o.setParameters(parametersChange); -// values.add(o.getValue()); -// //Computes the new direction x_k-[x_k-alpha*Gradient(x_k)]+ -// -// direction=MathUtils.arrayMinus(parametersChange,originalParameters); -//// MatrixOutput.printDoubleArray(direction, "new direction"); -// -// double gradient = MathUtils.dotProduct(originalGradient,direction); -// gradients.add(gradient); -// if(gradient > 1E-10){ -// System.out.println("cosine " + gradient/(MathUtils.L2Norm(originalGradient)*MathUtils.L2Norm(direction))); -// -// -// System.out.println("not a descent direction for alpha " + alpha); -// System.arraycopy(originalParameters, 0, parametersChange, 0, parametersChange.length); -// MathUtils.minusEquals(parametersChange, originalGradient, 1E-20); -// -// parametersChange = projectPoint(parametersChange); -// direction=MathUtils.arrayMinus(parametersChange,originalParameters); -// gradient = MathUtils.dotProduct(originalGradient,direction); -// if(gradient > 0){ -// System.out.println("Direction is really non-descent evern for small alphas:" + gradient); -// } -// System.out.println("ProjecteLineSearchObjective: Should be a descent direction at " + nrIterations + ": "+ gradient); -//// System.out.println(Printing.doubleArrayToString(originalGradient, null,"Original gradient")); -//// System.out.println(Printing.doubleArrayToString(originalParameters, null,"Original parameters")); -//// System.out.println(Printing.doubleArrayToString(parametersChange, null,"Projected parameters")); -//// System.out.println(Printing.doubleArrayToString(direction, null,"Direction")); -// throw new RuntimeException(); -// } -// } - -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/linesearch/WolfRuleLineSearch.java b/gi/posterior-regularisation/prjava/src/optimization/linesearch/WolfRuleLineSearch.java deleted file mode 100644 index 5489f2d0..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/linesearch/WolfRuleLineSearch.java +++ /dev/null @@ -1,300 +0,0 @@ -package optimization.linesearch; - -import java.io.PrintStream; -import java.util.ArrayList; - -import optimization.util.Interpolation; - - - - -/** - * - * @author javg - * - */ -public class WolfRuleLineSearch implements LineSearchMethod{ - - GenericPickFirstStep pickFirstStep; - - double c1 = 1.0E-4; - double c2 = 0.9; - - //Application dependent - double maxStep=100; - - int extrapolationIteration; - int maxExtrapolationIteration = 1000; - - - double minZoomDiffTresh = 10E-10; - - - ArrayList<Double> steps; - ArrayList<Double> gradientDots; - ArrayList<Double> functionVals; - - int debugLevel = 0; - boolean foudStep = false; - - public WolfRuleLineSearch(GenericPickFirstStep pickFirstStep){ - this.pickFirstStep = pickFirstStep; - - } - - - - - public WolfRuleLineSearch(GenericPickFirstStep pickFirstStep, double c1, double c2){ - this.pickFirstStep = pickFirstStep; - initialStep = pickFirstStep.getFirstStep(this); - this.c1 = c1; - this.c2 = c2; - } - - public void setDebugLevel(int level){ - debugLevel = level; - } - - //Experiment - double previousStepPicked = -1;; - double previousInitGradientDot = -1; - double currentInitGradientDot = -1; - - double initialStep; - - - public void reset(){ - previousStepPicked = -1;; - previousInitGradientDot = -1; - currentInitGradientDot = -1; - if(steps != null) - steps.clear(); - if(gradientDots != null) - gradientDots.clear(); - if(functionVals != null) - functionVals.clear(); - } - - public void setInitialStep(double initial){ - initialStep = pickFirstStep.getFirstStep(this); - } - - - - /** - * Implements Wolf Line search as described in nocetal. - * This process consists in two stages. The first stage we try to satisfy the - * biggest step size that still satisfies the curvature condition. We keep increasing - * the initial step size until we find a step satisfying the curvature condition, we return - * success, we failed the sufficient increase so we cannot increase more and we can call zoom with - * that maximum step, or we pass the minimum in which case we can call zoom the same way. - * - */ - public double getStepSize(DifferentiableLineSearchObjective objective){ - //System.out.println("entering line search"); - - foudStep = false; - if(debugLevel >= 1){ - steps = new ArrayList<Double>(); - gradientDots = new ArrayList<Double>(); - functionVals =new ArrayList<Double>(); - } - - //test - currentInitGradientDot = objective.getInitialGradient(); - - - double previousValue = objective.getCurrentValue(); - double previousStep = 0; - double currentStep =pickFirstStep.getFirstStep(this); - for(extrapolationIteration = 0; - extrapolationIteration < maxExtrapolationIteration; extrapolationIteration++){ - - objective.updateAlpha(currentStep); - double currentValue = objective.getCurrentValue(); - if(debugLevel >= 1){ - steps.add(currentStep); - functionVals.add(currentValue); - gradientDots.add(objective.getCurrentGradient()); - } - - - //The current step does not satisfy the sufficient decrease condition anymore - // so we cannot get bigger than that calling zoom. - if(!WolfeConditions.suficientDecrease(objective,c1)|| - (extrapolationIteration > 0 && currentValue >= previousValue)){ - currentStep = zoom(objective,previousStep,currentStep,objective.nrIterations-1,objective.nrIterations); - break; - } - - //Satisfying both conditions ready to leave - if(WolfeConditions.sufficientCurvature(objective,c1,c2)){ - //Found step - foudStep = true; - break; - } - - /** - * This means that we passed the minimum already since the dot product that should be - * negative (descent direction) is now positive. So we cannot increase more. On the other hand - * since we know the direction is a descent direction the value the objective at the current step - * is for sure smaller than the preivous step so we change the order. - */ - if(objective.getCurrentGradient() >= 0){ - currentStep = zoom(objective,currentStep,previousStep,objective.nrIterations,objective.nrIterations-1); - break; - } - - - //Ok, so we can still get a bigger step, - double aux = currentStep; - //currentStep = currentStep*2; - if(Math.abs(currentStep-maxStep)>1.1e-2){ - currentStep = (currentStep+maxStep)/2; - }else{ - currentStep = currentStep*2; - } - previousStep = aux; - previousValue = currentValue; - //Could be done better - if(currentStep >= maxStep){ - System.out.println("Excedded max step...calling zoom with maxStepSize"); - currentStep = zoom(objective,previousStep,currentStep,objective.nrIterations-1,objective.nrIterations); - } - } - if(!foudStep){ - System.out.println("Wolfe Rule exceed number of iterations"); - if(debugLevel >= 1){ - printSmallWolfeStats(System.out); -// System.out.println("Line search values"); -// DebugHelpers.getLineSearchGraph(o, direction, originalParameters,origValue, origGradDirectionDot,c1,c2); - } - return -1; - } - if(debugLevel >= 1){ - printSmallWolfeStats(System.out); - } - - previousStepPicked = currentStep; - previousInitGradientDot = currentInitGradientDot; -// objective.printLineSearchSteps(); - return currentStep; - } - - - - - - public void printWolfeStats(PrintStream out){ - for(int i = 0; i < steps.size(); i++){ - out.println("Step " + steps.get(i) + " value " + functionVals.get(i) + " dot " + gradientDots.get(i)); - } - } - - public void printSmallWolfeStats(PrintStream out){ - for(int i = 0; i < steps.size(); i++){ - out.print(steps.get(i) + ":"+functionVals.get(i)+":"+gradientDots.get(i)+" "); - } - System.out.println(); - } - - - - /** - * Pick a step satisfying the strong wolfe condition from an given from lowerStep and higherStep - * picked on the routine above. - * - * Both lowerStep and higherStep have been evaluated, so we only need to pass the iteration where they have - * been evaluated and save extra evaluations. - * - * We know that lowerStepValue as to be smaller than higherStepValue, and that a point - * satisfying both conditions exists in such interval. - * - * LowerStep always satisfies at least the sufficient decrease - * @return - */ - public double zoom(DifferentiableLineSearchObjective o, double lowerStep, double higherStep, - int lowerStepIter, int higherStepIter){ - - if(debugLevel >=2){ - System.out.println("Entering zoom with " + lowerStep+"-"+higherStep); - } - - double currentStep=-1; - - int zoomIter = 0; - while(zoomIter < 1000){ - if(Math.abs(lowerStep-higherStep) < minZoomDiffTresh){ - o.updateAlpha(lowerStep); - if(debugLevel >= 1){ - steps.add(lowerStep); - functionVals.add(o.getCurrentValue()); - gradientDots.add(o.getCurrentGradient()); - } - foudStep = true; - return lowerStep; - } - - //Cubic interpolation - currentStep = - Interpolation.cubicInterpolation(lowerStep, o.getValue(lowerStepIter), o.getGradient(lowerStepIter), - higherStep, o.getValue(higherStepIter), o.getGradient(higherStepIter)); - - //Safeguard.... should not be required check in what condtions it is required - if(currentStep < 0 ){ - currentStep = (lowerStep+higherStep)/2; - } - if(Double.isNaN(currentStep) || Double.isInfinite(currentStep)){ - currentStep = (lowerStep+higherStep)/2; - } -// currentStep = (lowerStep+higherStep)/2; -// System.out.println("Trying "+currentStep); - o.updateAlpha(currentStep); - if(debugLevel >=1){ - steps.add(currentStep); - functionVals.add(o.getCurrentValue()); - gradientDots.add(o.getCurrentGradient()); - } - if(!WolfeConditions.suficientDecrease(o,c1) - || o.getCurrentValue() >= o.getValue(lowerStepIter)){ - higherStepIter = o.nrIterations; - higherStep = currentStep; - } - //Note when entering here the new step satisfies the sufficent decrease and - // or as a function value that is better than the previous best (lowerStepFunctionValues) - // so we either leave or change the value of the alpha low. - else{ - if(WolfeConditions.sufficientCurvature(o,c1,c2)){ - //Satisfies the both wolf conditions - foudStep = true; - break; - } - //If does not satisfy curvature - if(o.getCurrentGradient()*(higherStep-lowerStep) >= 0){ - higherStep = lowerStep; - higherStepIter = lowerStepIter; - } - lowerStep = currentStep; - lowerStepIter = o.nrIterations; - } - zoomIter++; - } - return currentStep; - } - - public double getInitialGradient() { - return currentInitGradientDot; - - } - - public double getPreviousInitialGradient() { - return previousInitGradientDot; - } - - public double getPreviousStepUsed() { - return previousStepPicked; - } - - -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/linesearch/WolfeConditions.java b/gi/posterior-regularisation/prjava/src/optimization/linesearch/WolfeConditions.java deleted file mode 100644 index dcc704eb..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/linesearch/WolfeConditions.java +++ /dev/null @@ -1,45 +0,0 @@ -package optimization.linesearch; - - -public class WolfeConditions { - - /** - * Sufficient Increase number. Default constant - */ - - - /** - * Value for suficient curvature: - * 0.9 - For newton and quase netwon methods - * 0.1 - Non linear conhugate gradient - */ - - int debugLevel = 0; - public void setDebugLevel(int level){ - debugLevel = level; - } - - public static boolean suficientDecrease(DifferentiableLineSearchObjective o, double c1){ - double value = o.getOriginalValue()+c1*o.getAlpha()*o.getInitialGradient(); -// System.out.println("Sufficient Decrease original "+value+" new "+ o.getCurrentValue()); - return o.getCurrentValue() <= value; - } - - - - - public static boolean sufficientCurvature(DifferentiableLineSearchObjective o, double c1, double c2){ -// if(debugLevel >= 2){ -// double current = Math.abs(o.getCurrentGradient()); -// double orig = -c2*o.getInitialGradient(); -// if(current <= orig){ -// return true; -// }else{ -// System.out.println("Not satistfying curvature condition curvature " + current + " wants " + orig); -// return false; -// } -// } - return Math.abs(o.getCurrentGradient()) <= -c2*o.getInitialGradient(); - } - -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/projections/BoundsProjection.java b/gi/posterior-regularisation/prjava/src/optimization/projections/BoundsProjection.java deleted file mode 100644 index 0429d531..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/projections/BoundsProjection.java +++ /dev/null @@ -1,104 +0,0 @@ -package optimization.projections; - - -import java.util.Random; - -import optimization.util.MathUtils; -import optimization.util.MatrixOutput; - -/** - * Implements a projection into a box set defined by a and b. - * If either a or b are infinity then that bound is ignored. - * @author javg - * - */ -public class BoundsProjection extends Projection{ - - double a,b; - boolean ignoreA = false; - boolean ignoreB = false; - public BoundsProjection(double lowerBound, double upperBound) { - if(Double.isInfinite(lowerBound)){ - this.ignoreA = true; - }else{ - this.a =lowerBound; - } - if(Double.isInfinite(upperBound)){ - this.ignoreB = true; - }else{ - this.b =upperBound; - } - } - - - - /** - * Projects into the bounds - * a <= x_i <=b - */ - public void project(double[] original){ - for (int i = 0; i < original.length; i++) { - if(!ignoreA && original[i] < a){ - original[i] = a; - }else if(!ignoreB && original[i]>b){ - original[i]=b; - } - } - } - - /** - * Generates a random number between a and b. - */ - - Random r = new Random(); - - public double[] samplePoint(int numParams) { - double[] point = new double[numParams]; - for (int i = 0; i < point.length; i++) { - double rand = r.nextDouble(); - if(ignoreA && ignoreB){ - //Use const to avoid number near overflow - point[i] = rand*(1.E100+1.E100)-1.E100; - }else if(ignoreA){ - point[i] = rand*(b-1.E100)-1.E100; - }else if(ignoreB){ - point[i] = rand*(1.E100-a)-a; - }else{ - point[i] = rand*(b-a)-a; - } - } - return point; - } - - public static void main(String[] args) { - BoundsProjection sp = new BoundsProjection(0,Double.POSITIVE_INFINITY); - - - MatrixOutput.printDoubleArray(sp.samplePoint(3), "random 1"); - MatrixOutput.printDoubleArray(sp.samplePoint(3), "random 2"); - MatrixOutput.printDoubleArray(sp.samplePoint(3), "random 3"); - - double[] d = {-1.1,1.2,1.4}; - double[] original = d.clone(); - MatrixOutput.printDoubleArray(d, "before"); - - sp.project(d); - MatrixOutput.printDoubleArray(d, "after"); - System.out.println("Test projection: " + sp.testProjection(original, d)); - } - - double epsilon = 1.E-10; - public double[] perturbePoint(double[] point, int parameter){ - double[] newPoint = point.clone(); - if(!ignoreA && MathUtils.almost(point[parameter], a)){ - newPoint[parameter]+=epsilon; - }else if(!ignoreB && MathUtils.almost(point[parameter], b)){ - newPoint[parameter]-=epsilon; - }else{ - newPoint[parameter]-=epsilon; - } - return newPoint; - } - - -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/projections/Projection.java b/gi/posterior-regularisation/prjava/src/optimization/projections/Projection.java deleted file mode 100644 index b5a9f92f..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/projections/Projection.java +++ /dev/null @@ -1,72 +0,0 @@ -package optimization.projections; - -import optimization.util.MathUtils; -import optimization.util.MatrixOutput; -import util.ArrayMath; -import util.Printing; - - - -public abstract class Projection { - - - public abstract void project(double[] original); - - - /** - * From the projection theorem "Non-Linear Programming" page - * 201 fact 2. - * - * Given some z in R, and a vector x* in X; - * x* = z+ iif for all x in X - * (z-x*)'(x-x*) <= 0 where 0 is when x*=x - * See figure 2.16 in book - * - * @param original - * @param projected - * @return - */ - public boolean testProjection(double[] original, double[] projected){ - double[] original1 = original.clone(); - //System.out.println(Printing.doubleArrayToString(original1, null, "original")); - //System.out.println(Printing.doubleArrayToString(projected, null, "projected")); - MathUtils.minusEquals(original1, projected, 1); - //System.out.println(Printing.doubleArrayToString(original1, null, "minus1")); - for(int i = 0; i < 10; i++){ - double[] x = samplePoint(original.length); - // System.out.println(Printing.doubleArrayToString(x, null, "sample")); - //If the same this returns zero so we are there. - MathUtils.minusEquals(x, projected, 1); - // System.out.println(Printing.doubleArrayToString(x, null, "minus2")); - double dotProd = MathUtils.dotProduct(original1, x); - - // System.out.println("dot " + dotProd); - if(dotProd > 0) return false; - } - - //Perturbs the point a bit in all possible directions - for(int i = 0; i < original.length; i++){ - double[] x = perturbePoint(projected,i); - // System.out.println(Printing.doubleArrayToString(x, null, "perturbed")); - //If the same this returns zero so we are there. - MathUtils.minusEquals(x, projected, 1); - // System.out.println(Printing.doubleArrayToString(x, null, "minus2")); - double dotProd = MathUtils.dotProduct(original1, x); - - // System.out.println("dot " + dotProd); - if(dotProd > 0) return false; - } - - - - return true; - } - - //Samples a point from the constrained set - public abstract double[] samplePoint(int dimensions); - - //Perturbs a point a bit still leaving it at the constraints set - public abstract double[] perturbePoint(double[] point, int parameter); - - -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/projections/SimplexProjection.java b/gi/posterior-regularisation/prjava/src/optimization/projections/SimplexProjection.java deleted file mode 100644 index f22afcaf..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/projections/SimplexProjection.java +++ /dev/null @@ -1,127 +0,0 @@ -package optimization.projections; - - - -import java.util.Random; - -import optimization.util.MathUtils; -import optimization.util.MatrixOutput; - -public class SimplexProjection extends Projection{ - - double scale; - public SimplexProjection(double scale) { - this.scale = scale; - } - - /** - * projects the numbers of the array - * into a simplex of size. - * We follow the description of the paper - * "Efficient Projetions onto the l1-Ball - * for learning in high dimensions" - */ - public void project(double[] original){ - double[] ds = new double[original.length]; - System.arraycopy(original, 0, ds, 0, ds.length); - //If sum is smaller then zero then its ok - for (int i = 0; i < ds.length; i++) ds[i] = ds[i]>0? ds[i]:0; - double sum = MathUtils.sum(ds); - if (scale - sum >= -1.E-10 ){ - System.arraycopy(ds, 0, original, 0, ds.length); - //System.out.println("Not projecting"); - return; - } - //System.out.println("projecting " + sum + " scontraints " + scale); - util.Array.sortDescending(ds); - double currentSum = 0; - double previousTheta = 0; - double theta = 0; - for (int i = 0; i < ds.length; i++) { - currentSum+=ds[i]; - theta = (currentSum-scale)/(i+1); - if(ds[i]-theta < -1e-10){ - break; - } - previousTheta = theta; - } - //DEBUG - if(previousTheta < 0){ - System.out.println("Simple Projection: Theta is smaller than zero: " + previousTheta); - System.exit(-1); - } - for (int i = 0; i < original.length; i++) { - original[i] = Math.max(original[i]-previousTheta, 0); - } - } - - - - - - - /** - * Samples a point from the simplex of scale. Just sample - * random number from 0-scale and then if - * their sum is bigger then sum make them normalize. - * This is probably not sampling uniformly from the simplex but it is - * enough for our goals in here. - */ - Random r = new Random(); - public double[] samplePoint(int dimensions) { - double[] newPoint = new double[dimensions]; - double sum =0; - for (int i = 0; i < newPoint.length; i++) { - double rand = r.nextDouble()*scale; - sum+=rand; - newPoint[i]=rand; - } - //Normalize - if(sum > scale){ - for (int i = 0; i < newPoint.length; i++) { - newPoint[i]=scale*newPoint[i]/sum; - } - } - return newPoint; - } - - public static void main(String[] args) { - SimplexProjection sp = new SimplexProjection(1); - - - double[] point = sp.samplePoint(3); - MatrixOutput.printDoubleArray(point , "random 1 sum:" + MathUtils.sum(point)); - point = sp.samplePoint(3); - MatrixOutput.printDoubleArray(point , "random 2 sum:" + MathUtils.sum(point)); - point = sp.samplePoint(3); - MatrixOutput.printDoubleArray(point , "random 3 sum:" + MathUtils.sum(point)); - - double[] d = {0,1.1,-10}; - double[] original = d.clone(); - MatrixOutput.printDoubleArray(d, "before"); - - sp.project(d); - MatrixOutput.printDoubleArray(d, "after"); - System.out.println("Test projection: " + sp.testProjection(original, d)); - - } - - - double epsilon = 1.E-10; - public double[] perturbePoint(double[] point, int parameter){ - double[] newPoint = point.clone(); - if(MathUtils.almost(MathUtils.sum(point), scale)){ - newPoint[parameter]-=epsilon; - } - else if(point[parameter]==0){ - newPoint[parameter]+=epsilon; - }else if(MathUtils.almost(point[parameter], scale)){ - newPoint[parameter]-=epsilon; - } - else{ - newPoint[parameter]-=epsilon; - } - return newPoint; - } - -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/CompositeStopingCriteria.java b/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/CompositeStopingCriteria.java deleted file mode 100644 index 15760f18..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/CompositeStopingCriteria.java +++ /dev/null @@ -1,33 +0,0 @@ -package optimization.stopCriteria; - -import java.util.ArrayList; - -import optimization.gradientBasedMethods.Objective; - -public class CompositeStopingCriteria implements StopingCriteria { - - ArrayList<StopingCriteria> criterias; - - public CompositeStopingCriteria() { - criterias = new ArrayList<StopingCriteria>(); - } - - public void add(StopingCriteria criteria){ - criterias.add(criteria); - } - - public boolean stopOptimization(Objective obj){ - for(StopingCriteria criteria: criterias){ - if(criteria.stopOptimization(obj)){ - return true; - } - } - return false; - } - - public void reset(){ - for(StopingCriteria criteria: criterias){ - criteria.reset(); - } - } -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/GradientL2Norm.java b/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/GradientL2Norm.java deleted file mode 100644 index 534ff833..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/GradientL2Norm.java +++ /dev/null @@ -1,30 +0,0 @@ -package optimization.stopCriteria; - -import optimization.gradientBasedMethods.Objective; -import optimization.util.MathUtils; - -public class GradientL2Norm implements StopingCriteria{ - - /** - * Stop if gradientNorm/(originalGradientNorm) smaller - * than gradientConvergenceValue - */ - protected double gradientConvergenceValue; - - - public GradientL2Norm(double gradientConvergenceValue){ - this.gradientConvergenceValue = gradientConvergenceValue; - } - - public void reset(){} - - public boolean stopOptimization(Objective obj){ - double norm = MathUtils.L2Norm(obj.gradient); - if(norm < gradientConvergenceValue){ - System.out.println("Gradient norm below treshold"); - return true; - } - return false; - - } -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/NormalizedGradientL2Norm.java b/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/NormalizedGradientL2Norm.java deleted file mode 100644 index 4a489641..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/NormalizedGradientL2Norm.java +++ /dev/null @@ -1,48 +0,0 @@ -package optimization.stopCriteria; - -import optimization.gradientBasedMethods.Objective; -import optimization.gradientBasedMethods.ProjectedObjective; -import optimization.util.MathUtils; - -/** - * Divides the norm by the norm at the begining of the iteration - * @author javg - * - */ -public class NormalizedGradientL2Norm extends GradientL2Norm{ - - /** - * Stop if gradientNorm/(originalGradientNorm) smaller - * than gradientConvergenceValue - */ - protected double originalGradientNorm = -1; - - public void reset(){ - originalGradientNorm = -1; - } - public NormalizedGradientL2Norm(double gradientConvergenceValue){ - super(gradientConvergenceValue); - } - - - - - public boolean stopOptimization(Objective obj){ - double norm = MathUtils.L2Norm(obj.gradient); - if(originalGradientNorm == -1){ - originalGradientNorm = norm; - } - if(originalGradientNorm < 1E-10){ - System.out.println("Gradient norm is zero " + originalGradientNorm); - return true; - } - double normalizedNorm = 1.0*norm/originalGradientNorm; - if( normalizedNorm < gradientConvergenceValue){ - System.out.println("Gradient norm below normalized normtreshold: " + norm + " original: " + originalGradientNorm + " normalized norm: " + normalizedNorm); - return true; - }else{ -// System.out.println("projected gradient norm: " + norm); - return false; - } - } -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/NormalizedProjectedGradientL2Norm.java b/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/NormalizedProjectedGradientL2Norm.java deleted file mode 100644 index 5ae554c2..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/NormalizedProjectedGradientL2Norm.java +++ /dev/null @@ -1,60 +0,0 @@ -package optimization.stopCriteria; - -import optimization.gradientBasedMethods.Objective; -import optimization.gradientBasedMethods.ProjectedObjective; -import optimization.util.MathUtils; - -/** - * Divides the norm by the norm at the begining of the iteration - * @author javg - * - */ -public class NormalizedProjectedGradientL2Norm extends ProjectedGradientL2Norm{ - - /** - * Stop if gradientNorm/(originalGradientNorm) smaller - * than gradientConvergenceValue - */ - double originalProjectedNorm = -1; - - public NormalizedProjectedGradientL2Norm(double gradientConvergenceValue){ - super(gradientConvergenceValue); - } - - public void reset(){ - originalProjectedNorm = -1; - } - - - double[] projectGradient(ProjectedObjective obj){ - - if(obj.auxParameters == null){ - obj.auxParameters = new double[obj.getNumParameters()]; - } - System.arraycopy(obj.getParameters(), 0, obj.auxParameters, 0, obj.getNumParameters()); - MathUtils.minusEquals(obj.auxParameters, obj.gradient, 1); - obj.auxParameters = obj.projectPoint(obj.auxParameters); - MathUtils.minusEquals(obj.auxParameters,obj.getParameters(),1); - return obj.auxParameters; - } - - public boolean stopOptimization(Objective obj){ - if(obj instanceof ProjectedObjective) { - ProjectedObjective o = (ProjectedObjective) obj; - double norm = MathUtils.L2Norm(projectGradient(o)); - if(originalProjectedNorm == -1){ - originalProjectedNorm = norm; - } - double normalizedNorm = 1.0*norm/originalProjectedNorm; - if( normalizedNorm < gradientConvergenceValue){ - System.out.println("Gradient norm below normalized normtreshold: " + norm + " original: " + originalProjectedNorm + " normalized norm: " + normalizedNorm); - return true; - }else{ -// System.out.println("projected gradient norm: " + norm); - return false; - } - } - System.out.println("Not a projected objective"); - throw new RuntimeException(); - } -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/NormalizedValueDifference.java b/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/NormalizedValueDifference.java deleted file mode 100644 index 6dbbc50d..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/NormalizedValueDifference.java +++ /dev/null @@ -1,54 +0,0 @@ -package optimization.stopCriteria; - -import optimization.gradientBasedMethods.Objective; -import optimization.util.MathUtils; - -public class NormalizedValueDifference implements StopingCriteria{ - - /** - * Stop if the different between values is smaller than a treshold - */ - protected double valueConvergenceValue=0.01; - protected double previousValue = Double.NaN; - protected double currentValue = Double.NaN; - - public NormalizedValueDifference(double valueConvergenceValue){ - this.valueConvergenceValue = valueConvergenceValue; - } - - public void reset(){ - previousValue = Double.NaN; - currentValue = Double.NaN; - } - - - public boolean stopOptimization(Objective obj){ - if(Double.isNaN(currentValue)){ - currentValue = obj.getValue(); - return false; - }else { - previousValue = currentValue; - currentValue = obj.getValue(); - if(previousValue != 0){ - double valueDiff = Math.abs(previousValue - currentValue)/Math.abs(previousValue); - if( valueDiff < valueConvergenceValue){ - System.out.println("Leaving different in values is to small: Prev " - + (previousValue/previousValue) + " Curr: " + (currentValue/previousValue) - + " diff: " + valueDiff); - return true; - } - }else{ - double valueDiff = Math.abs(previousValue - currentValue); - if( valueDiff < valueConvergenceValue){ - System.out.println("Leaving different in values is to small: Prev " - + (previousValue) + " Curr: " + (currentValue) - + " diff: " + valueDiff); - return true; - } - } - - return false; - } - - } -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/ProjectedGradientL2Norm.java b/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/ProjectedGradientL2Norm.java deleted file mode 100644 index aadf1fd5..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/ProjectedGradientL2Norm.java +++ /dev/null @@ -1,51 +0,0 @@ -package optimization.stopCriteria; - -import optimization.gradientBasedMethods.Objective; -import optimization.gradientBasedMethods.ProjectedObjective; -import optimization.util.MathUtils; - -public class ProjectedGradientL2Norm implements StopingCriteria{ - - /** - * Stop if gradientNorm/(originalGradientNorm) smaller - * than gradientConvergenceValue - */ - protected double gradientConvergenceValue; - - - public ProjectedGradientL2Norm(double gradientConvergenceValue){ - this.gradientConvergenceValue = gradientConvergenceValue; - } - - public void reset(){ - - } - - double[] projectGradient(ProjectedObjective obj){ - - if(obj.auxParameters == null){ - obj.auxParameters = new double[obj.getNumParameters()]; - } - System.arraycopy(obj.getParameters(), 0, obj.auxParameters, 0, obj.getNumParameters()); - MathUtils.minusEquals(obj.auxParameters, obj.gradient, 1); - obj.auxParameters = obj.projectPoint(obj.auxParameters); - MathUtils.minusEquals(obj.auxParameters,obj.getParameters(),1); - return obj.auxParameters; - } - - public boolean stopOptimization(Objective obj){ - if(obj instanceof ProjectedObjective) { - ProjectedObjective o = (ProjectedObjective) obj; - double norm = MathUtils.L2Norm(projectGradient(o)); - if(norm < gradientConvergenceValue){ - // System.out.println("Gradient norm below treshold: " + norm); - return true; - }else{ -// System.out.println("projected gradient norm: " + norm); - return false; - } - } - System.out.println("Not a projected objective"); - throw new RuntimeException(); - } -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/StopingCriteria.java b/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/StopingCriteria.java deleted file mode 100644 index 10cf0522..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/StopingCriteria.java +++ /dev/null @@ -1,8 +0,0 @@ -package optimization.stopCriteria; - -import optimization.gradientBasedMethods.Objective; - -public interface StopingCriteria { - public boolean stopOptimization(Objective obj); - public void reset(); -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/ValueDifference.java b/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/ValueDifference.java deleted file mode 100644 index e5d07229..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/ValueDifference.java +++ /dev/null @@ -1,41 +0,0 @@ -package optimization.stopCriteria; - -import optimization.gradientBasedMethods.Objective; -import optimization.util.MathUtils; - -public class ValueDifference implements StopingCriteria{ - - /** - * Stop if the different between values is smaller than a treshold - */ - protected double valueConvergenceValue=0.01; - protected double previousValue = Double.NaN; - protected double currentValue = Double.NaN; - - public ValueDifference(double valueConvergenceValue){ - this.valueConvergenceValue = valueConvergenceValue; - } - - public void reset(){ - previousValue = Double.NaN; - currentValue = Double.NaN; - } - - public boolean stopOptimization(Objective obj){ - if(Double.isNaN(currentValue)){ - currentValue = obj.getValue(); - return false; - }else { - previousValue = currentValue; - currentValue = obj.getValue(); - if(previousValue - currentValue < valueConvergenceValue){ -// System.out.println("Leaving different in values is to small: Prev " -// + previousValue + " Curr: " + currentValue -// + " diff: " + (previousValue - currentValue)); - return true; - } - return false; - } - - } -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/util/Interpolation.java b/gi/posterior-regularisation/prjava/src/optimization/util/Interpolation.java deleted file mode 100644 index cdbdefc6..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/util/Interpolation.java +++ /dev/null @@ -1,37 +0,0 @@ -package optimization.util; - -public class Interpolation { - - /** - * Fits a cubic polinomyal to a function given two points, - * such that either gradB is bigger than zero or funcB >= funcA - * - * NonLinear Programming appendix C - * @param funcA - * @param gradA - * @param funcB - * @param gradB - */ - public final static double cubicInterpolation(double a, - double funcA, double gradA, double b,double funcB, double gradB ){ - if(gradB < 0 && funcA > funcB){ - System.out.println("Cannot call cubic interpolation"); - return -1; - } - - double z = 3*(funcA-funcB)/(b-a) + gradA + gradB; - double w = Math.sqrt(z*z - gradA*gradB); - double min = b -(gradB+w-z)*(b-a)/(gradB-gradA+2*w); - return min; - } - - public final static double quadraticInterpolation(double initFValue, - double initGrad, double point,double pointFValue){ - double min = -1*initGrad*point*point/(2*(pointFValue-initGrad*point-initFValue)); - return min; - } - - public static void main(String[] args) { - - } -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/util/Logger.java b/gi/posterior-regularisation/prjava/src/optimization/util/Logger.java deleted file mode 100644 index 5343a39b..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/util/Logger.java +++ /dev/null @@ -1,7 +0,0 @@ -package optimization.util; - -public class Logger { - - - -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/util/MathUtils.java b/gi/posterior-regularisation/prjava/src/optimization/util/MathUtils.java deleted file mode 100644 index af66f82c..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/util/MathUtils.java +++ /dev/null @@ -1,339 +0,0 @@ -package optimization.util; - -import java.util.Arrays; - - - -public class MathUtils { - - /** - * - * @param vector - * @return - */ - public static double L2Norm(double[] vector){ - double value = 0; - for(int i = 0; i < vector.length; i++){ - double v = vector[i]; - value+=v*v; - } - return Math.sqrt(value); - } - - public static double sum(double[] v){ - double sum = 0; - for (int i = 0; i < v.length; i++) { - sum+=v[i]; - } - return sum; - } - - - - - /** - * w = w + v - * @param w - * @param v - */ - public static void plusEquals(double[] w, double[] v) { - for(int i=0; i<w.length;i++){ - w[i] += w[i] + v[i]; - } - } - - /** - * w[i] = w[i] + v - * @param w - * @param v - */ - public static void plusEquals(double[] w, double v) { - for(int i=0; i<w.length;i++){ - w[i] += w[i] + v; - } - } - - /** - * w[i] = w[i] - v - * @param w - * @param v - */ - public static void minusEquals(double[] w, double v) { - for(int i=0; i<w.length;i++){ - w[i] -= w[i] + v; - } - } - - /** - * w = w + a*v - * @param w - * @param v - * @param a - */ - public static void plusEquals(double[] w, double[] v, double a) { - for(int i=0; i<w.length;i++){ - w[i] += a*v[i]; - } - } - - /** - * w = w - a*v - * @param w - * @param v - * @param a - */ - public static void minusEquals(double[] w, double[] v, double a) { - for(int i=0; i<w.length;i++){ - w[i] -= a*v[i]; - } - } - /** - * v = w - a*v - * @param w - * @param v - * @param a - */ - public static void minusEqualsInverse(double[] w, double[] v, double a) { - for(int i=0; i<w.length;i++){ - v[i] = w[i] - a*v[i]; - } - } - - public static double dotProduct(double[] w, double[] v){ - double accum = 0; - for(int i=0; i<w.length;i++){ - accum += w[i]*v[i]; - } - return accum; - } - - public static double[] arrayMinus(double[]w, double[]v){ - double result[] = w.clone(); - for(int i=0; i<w.length;i++){ - result[i] -= v[i]; - } - return result; - } - - public static double[] arrayMinus(double[] result , double[]w, double[]v){ - for(int i=0; i<w.length;i++){ - result[i] = w[i]-v[i]; - } - return result; - } - - public static double[] negation(double[]w){ - double result[] = new double[w.length]; - for(int i=0; i<w.length;i++){ - result[i] = -w[i]; - } - return result; - } - - public static double square(double value){ - return value*value; - } - public static double[][] outerProduct(double[] w, double[] v){ - double[][] result = new double[w.length][v.length]; - for(int i = 0; i < w.length; i++){ - for(int j = 0; j < v.length; j++){ - result[i][j] = w[i]*v[j]; - } - } - return result; - } - /** - * results = a*W*V - * @param w - * @param v - * @param a - * @return - */ - public static double[][] weightedouterProduct(double[] w, double[] v, double a){ - double[][] result = new double[w.length][v.length]; - for(int i = 0; i < w.length; i++){ - for(int j = 0; j < v.length; j++){ - result[i][j] = a*w[i]*v[j]; - } - } - return result; - } - - public static double[][] identity(int size){ - double[][] result = new double[size][size]; - for(int i = 0; i < size; i++){ - result[i][i] = 1; - } - return result; - } - - /** - * v -= w - * @param v - * @param w - */ - public static void minusEquals(double[][] w, double[][] v){ - for(int i = 0; i < w.length; i++){ - for(int j = 0; j < w[0].length; j++){ - w[i][j] -= v[i][j]; - } - } - } - - /** - * v[i][j] -= a*w[i][j] - * @param v - * @param w - */ - public static void minusEquals(double[][] w, double[][] v, double a){ - for(int i = 0; i < w.length; i++){ - for(int j = 0; j < w[0].length; j++){ - w[i][j] -= a*v[i][j]; - } - } - } - - /** - * v += w - * @param v - * @param w - */ - public static void plusEquals(double[][] w, double[][] v){ - for(int i = 0; i < w.length; i++){ - for(int j = 0; j < w[0].length; j++){ - w[i][j] += v[i][j]; - } - } - } - - /** - * v[i][j] += a*w[i][j] - * @param v - * @param w - */ - public static void plusEquals(double[][] w, double[][] v, double a){ - for(int i = 0; i < w.length; i++){ - for(int j = 0; j < w[0].length; j++){ - w[i][j] += a*v[i][j]; - } - } - } - - - /** - * results = w*v - * @param w - * @param v - * @return - */ - public static double[][] matrixMultiplication(double[][] w,double[][] v){ - int w1 = w.length; - int w2 = w[0].length; - int v1 = v.length; - int v2 = v[0].length; - - if(w2 != v1){ - System.out.println("Matrix dimensions do not agree..."); - System.exit(-1); - } - - double[][] result = new double[w1][v2]; - for(int w_i1 = 0; w_i1 < w1; w_i1++){ - for(int v_i2 = 0; v_i2 < v2; v_i2++){ - double sum = 0; - for(int w_i2 = 0; w_i2 < w2; w_i2++){ - sum += w[w_i1 ][w_i2]*v[w_i2][v_i2]; - } - result[w_i1][v_i2] = sum; - } - } - return result; - } - - /** - * w = w.*v - * @param w - * @param v - */ - public static void matrixScalarMultiplication(double[][] w,double v){ - int w1 = w.length; - int w2 = w[0].length; - for(int w_i1 = 0; w_i1 < w1; w_i1++){ - for(int w_i2 = 0; w_i2 < w2; w_i2++){ - w[w_i1 ][w_i2] *= v; - } - } - } - - public static void scalarMultiplication(double[] w,double v){ - int w1 = w.length; - for(int w_i1 = 0; w_i1 < w1; w_i1++){ - w[w_i1 ] *= v; - } - - } - - public static double[] matrixVector(double[][] w,double[] v){ - int w1 = w.length; - int w2 = w[0].length; - int v1 = v.length; - - if(w2 != v1){ - System.out.println("Matrix dimensions do not agree..."); - System.exit(-1); - } - - double[] result = new double[w1]; - for(int w_i1 = 0; w_i1 < w1; w_i1++){ - double sum = 0; - for(int w_i2 = 0; w_i2 < w2; w_i2++){ - sum += w[w_i1 ][w_i2]*v[w_i2]; - } - result[w_i1] = sum; - } - return result; - } - - public static boolean allPositive(double[] array){ - for (int i = 0; i < array.length; i++) { - if(array[i] < 0) return false; - } - return true; - } - - - - - - public static void main(String[] args) { - double[][] m1 = new double[2][2]; - m1[0][0]=2; - m1[1][0]=2; - m1[0][1]=2; - m1[1][1]=2; - MatrixOutput.printDoubleArray(m1, "m1"); - double[][] m2 = new double[2][2]; - m2[0][0]=3; - m2[1][0]=3; - m2[0][1]=3; - m2[1][1]=3; - MatrixOutput.printDoubleArray(m2, "m2"); - double[][] result = matrixMultiplication(m1, m2); - MatrixOutput.printDoubleArray(result, "result"); - matrixScalarMultiplication(result, 3); - MatrixOutput.printDoubleArray(result, "result after multiply by 3"); - } - - public static boolean almost(double a, double b, double prec){ - return Math.abs(a-b)/Math.abs(a+b) <= prec || (almostZero(a) && almostZero(b)); - } - - public static boolean almost(double a, double b){ - return Math.abs(a-b)/Math.abs(a+b) <= 1e-10 || (almostZero(a) && almostZero(b)); - } - - public static boolean almostZero(double a) { - return Math.abs(a) <= 1e-30; - } - -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/util/MatrixOutput.java b/gi/posterior-regularisation/prjava/src/optimization/util/MatrixOutput.java deleted file mode 100644 index 9fbdf955..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/util/MatrixOutput.java +++ /dev/null @@ -1,28 +0,0 @@ -package optimization.util; - - -public class MatrixOutput { - public static void printDoubleArray(double[][] array, String arrayName) { - int size1 = array.length; - int size2 = array[0].length; - System.out.println(arrayName); - for (int i = 0; i < size1; i++) { - for (int j = 0; j < size2; j++) { - System.out.print(" " + StaticTools.prettyPrint(array[i][j], - "00.00E00", 4) + " "); - - } - System.out.println(); - } - System.out.println(); - } - - public static void printDoubleArray(double[] array, String arrayName) { - System.out.println(arrayName); - for (int i = 0; i < array.length; i++) { - System.out.print(" " + StaticTools.prettyPrint(array[i], - "00.00E00", 4) + " "); - } - System.out.println(); - } -} diff --git a/gi/posterior-regularisation/prjava/src/optimization/util/StaticTools.java b/gi/posterior-regularisation/prjava/src/optimization/util/StaticTools.java deleted file mode 100644 index bcabee06..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/util/StaticTools.java +++ /dev/null @@ -1,180 +0,0 @@ -package optimization.util; - - -import java.io.File; -import java.io.PrintStream; - -public class StaticTools { - - static java.text.DecimalFormat fmt = new java.text.DecimalFormat(); - - public static void createDir(String directory) { - - File dir = new File(directory); - if (!dir.isDirectory()) { - boolean success = dir.mkdirs(); - if (!success) { - System.out.println("Unable to create directory " + directory); - System.exit(0); - } - System.out.println("Created directory " + directory); - } else { - System.out.println("Reusing directory " + directory); - } - } - - /* - * q and p are indexed by source/foreign Sum_S(q) = 1 the same for p KL(q,p) = - * Eq*q/p - */ - public static double KLDistance(double[][] p, double[][] q, int sourceSize, - int foreignSize) { - double totalKL = 0; - // common.StaticTools.printMatrix(q, sourceSize, foreignSize, "q", - // System.out); - // common.StaticTools.printMatrix(p, sourceSize, foreignSize, "p", - // System.out); - for (int i = 0; i < sourceSize; i++) { - double kl = 0; - for (int j = 0; j < foreignSize; j++) { - assert !Double.isNaN(q[i][j]) : "KLDistance q: prob is NaN"; - assert !Double.isNaN(p[i][j]) : "KLDistance p: prob is NaN"; - if (p[i][j] == 0 || q[i][j] == 0) { - continue; - } else { - kl += q[i][j] * Math.log(q[i][j] / p[i][j]); - } - - } - totalKL += kl; - } - assert !Double.isNaN(totalKL) : "KLDistance: prob is NaN"; - if (totalKL < -1.0E-10) { - System.out.println("KL Smaller than zero " + totalKL); - System.out.println("Source Size" + sourceSize); - System.out.println("Foreign Size" + foreignSize); - StaticTools.printMatrix(q, sourceSize, foreignSize, "q", - System.out); - StaticTools.printMatrix(p, sourceSize, foreignSize, "p", - System.out); - System.exit(-1); - } - return totalKL / sourceSize; - } - - /* - * indexed the by [fi][si] - */ - public static double KLDistancePrime(double[][] p, double[][] q, - int sourceSize, int foreignSize) { - double totalKL = 0; - for (int i = 0; i < sourceSize; i++) { - double kl = 0; - for (int j = 0; j < foreignSize; j++) { - assert !Double.isNaN(q[j][i]) : "KLDistance q: prob is NaN"; - assert !Double.isNaN(p[j][i]) : "KLDistance p: prob is NaN"; - if (p[j][i] == 0 || q[j][i] == 0) { - continue; - } else { - kl += q[j][i] * Math.log(q[j][i] / p[j][i]); - } - - } - totalKL += kl; - } - assert !Double.isNaN(totalKL) : "KLDistance: prob is NaN"; - return totalKL / sourceSize; - } - - public static double Entropy(double[][] p, int sourceSize, int foreignSize) { - double totalE = 0; - for (int i = 0; i < foreignSize; i++) { - double e = 0; - for (int j = 0; j < sourceSize; j++) { - e += p[i][j] * Math.log(p[i][j]); - } - totalE += e; - } - return totalE / sourceSize; - } - - public static double[][] copyMatrix(double[][] original, int sourceSize, - int foreignSize) { - double[][] result = new double[sourceSize][foreignSize]; - for (int i = 0; i < sourceSize; i++) { - for (int j = 0; j < foreignSize; j++) { - result[i][j] = original[i][j]; - } - } - return result; - } - - public static void printMatrix(double[][] matrix, int sourceSize, - int foreignSize, String info, PrintStream out) { - - java.text.DecimalFormat fmt = new java.text.DecimalFormat(); - fmt.setMaximumFractionDigits(3); - fmt.setMaximumIntegerDigits(3); - fmt.setMinimumFractionDigits(3); - fmt.setMinimumIntegerDigits(3); - - out.println(info); - - for (int i = 0; i < foreignSize; i++) { - for (int j = 0; j < sourceSize; j++) { - out.print(prettyPrint(matrix[j][i], ".00E00", 6) + " "); - } - out.println(); - } - out.println(); - out.println(); - } - - public static void printMatrix(int[][] matrix, int sourceSize, - int foreignSize, String info, PrintStream out) { - - out.println(info); - for (int i = 0; i < foreignSize; i++) { - for (int j = 0; j < sourceSize; j++) { - out.print(matrix[j][i] + " "); - } - out.println(); - } - out.println(); - out.println(); - } - - public static String formatTime(long duration) { - StringBuilder sb = new StringBuilder(); - double d = duration / 1000; - fmt.applyPattern("00"); - sb.append(fmt.format((int) (d / (60 * 60))) + ":"); - d -= ((int) d / (60 * 60)) * 60 * 60; - sb.append(fmt.format((int) (d / 60)) + ":"); - d -= ((int) d / 60) * 60; - fmt.applyPattern("00.0"); - sb.append(fmt.format(d)); - return sb.toString(); - } - - public static String prettyPrint(double d, String patt, int len) { - fmt.applyPattern(patt); - String s = fmt.format(d); - while (s.length() < len) { - s = " " + s; - } - return s; - } - - - public static long getUsedMemory(){ - System.gc(); - return (Runtime.getRuntime().totalMemory() - Runtime.getRuntime().freeMemory())/ (1024 * 1024); - } - - public final static boolean compareDoubles(double d1, double d2){ - return Math.abs(d1-d2) <= 1.E-10; - } - - -} |