diff --git a/examples/src/main/kotlin/space/kscience/kmath/tensors/LevenbergMarquardt/StaticLm/staticDifficultTest.kt b/examples/src/main/kotlin/space/kscience/kmath/tensors/LevenbergMarquardt/StaticLm/staticDifficultTest.kt index 621943aea..0a502afa8 100644 --- a/examples/src/main/kotlin/space/kscience/kmath/tensors/LevenbergMarquardt/StaticLm/staticDifficultTest.kt +++ b/examples/src/main/kotlin/space/kscience/kmath/tensors/LevenbergMarquardt/StaticLm/staticDifficultTest.kt @@ -52,8 +52,8 @@ fun main() { val consts = BroadcastDoubleTensorAlgebra.fromArray( ShapeND(intArrayOf(1, 1)), doubleArrayOf(0.0) ).as2D() - val opts = doubleArrayOf(3.0, 10000.0, 1e-2, 0.015, 1e-2, 1e-2, 1e-2, 11.0, 9.0, 1.0) -// val opts = doubleArrayOf(3.0, 10000.0, 1e-5, 1e-5, 1e-5, 1e-5, 1e-3, 11.0, 9.0, 1.0) + val opts = doubleArrayOf(3.0, 10000.0, 1e-6, 1e-6, 1e-6, 1e-6, 1e-2, 11.0, 9.0, 1.0) +// val opts = doubleArrayOf(3.0, 10000.0, 1e-6, 1e-6, 1e-6, 1e-6, 1e-3, 11.0, 9.0, 1.0) val result = DoubleTensorAlgebra.lm( ::funcDifficultForLm, diff --git a/examples/src/main/kotlin/space/kscience/kmath/tensors/LevenbergMarquardt/StaticLm/staticMiddleTest.kt b/examples/src/main/kotlin/space/kscience/kmath/tensors/LevenbergMarquardt/StaticLm/staticMiddleTest.kt index a39572858..02917caf2 100644 --- a/examples/src/main/kotlin/space/kscience/kmath/tensors/LevenbergMarquardt/StaticLm/staticMiddleTest.kt +++ b/examples/src/main/kotlin/space/kscience/kmath/tensors/LevenbergMarquardt/StaticLm/staticMiddleTest.kt @@ -12,6 +12,7 @@ import space.kscience.kmath.tensors.LevenbergMarquardt.funcMiddleForLm import space.kscience.kmath.tensors.core.BroadcastDoubleTensorAlgebra import space.kscience.kmath.tensors.core.BroadcastDoubleTensorAlgebra.div import space.kscience.kmath.tensors.core.DoubleTensorAlgebra +import space.kscience.kmath.tensors.core.DoubleTensorAlgebra.Companion.times import space.kscience.kmath.tensors.core.internal.LMSettings import kotlin.math.roundToInt fun main() { @@ -52,7 +53,7 @@ fun main() { val consts = BroadcastDoubleTensorAlgebra.fromArray( ShapeND(intArrayOf(1, 1)), doubleArrayOf(0.0) ).as2D() - val opts = doubleArrayOf(3.0, 10000.0, 1e-5, 1e-5, 1e-5, 1e-5, 1e-5, 11.0, 9.0, 1.0) + val opts = doubleArrayOf(3.0, 10000.0, 1e-3, 1e-3, 1e-3, 1e-3, 1e-15, 11.0, 9.0, 1.0) val result = DoubleTensorAlgebra.lm( ::funcMiddleForLm, @@ -76,7 +77,7 @@ fun main() { } println() - println("Y true and y received:") + var y_hat_after = funcMiddleForLm(t_example, result.result_parameters, settings) for (i in 0 until y_hat.shape.component1()) { val x = (y_hat[i, 0] * 10000).roundToInt() / 10000.0 diff --git a/examples/src/main/kotlin/space/kscience/kmath/tensors/LevenbergMarquardt/StreamingLm/streamingLmTest.kt b/examples/src/main/kotlin/space/kscience/kmath/tensors/LevenbergMarquardt/StreamingLm/streamingLmTest.kt index f81b048e5..c9dd5029e 100644 --- a/examples/src/main/kotlin/space/kscience/kmath/tensors/LevenbergMarquardt/StreamingLm/streamingLmTest.kt +++ b/examples/src/main/kotlin/space/kscience/kmath/tensors/LevenbergMarquardt/StreamingLm/streamingLmTest.kt @@ -6,20 +6,27 @@ package space.kscience.kmath.tensors.LevenbergMarquardt.StreamingLm import space.kscience.kmath.nd.* -import space.kscience.kmath.tensors.LevenbergMarquardt.funcEasyForLm -import space.kscience.kmath.tensors.LevenbergMarquardt.getStartDataForFuncEasy +import space.kscience.kmath.tensors.LevenbergMarquardt.* import kotlin.math.roundToInt suspend fun main(){ - val startData = getStartDataForFuncEasy() + val startData = getStartDataForFuncDifficult() // Создание потока: - val lmFlow = streamLm(::funcEasyForLm, startData, 1000, 10) + val lmFlow = streamLm(::funcDifficultForLm, startData, 0, 100) + var initialTime = System.currentTimeMillis() + var lastTime: Long + val launches = mutableListOf() // Запуск потока lmFlow.collect { parameters -> + lastTime = System.currentTimeMillis() + launches.add(lastTime - initialTime) + initialTime = lastTime for (i in 0 until parameters.shape.component1()) { val x = (parameters[i, 0] * 10000).roundToInt() / 10000.0 print("$x ") if (i == parameters.shape.component1() - 1) println() } } + + println("Average without first is: ${launches.subList(1, launches.size - 1).average()}") } \ No newline at end of file diff --git a/examples/src/main/kotlin/space/kscience/kmath/tensors/LevenbergMarquardt/functionsToOptimize.kt b/examples/src/main/kotlin/space/kscience/kmath/tensors/LevenbergMarquardt/functionsToOptimize.kt index 191dc5c67..5b194ab6b 100644 --- a/examples/src/main/kotlin/space/kscience/kmath/tensors/LevenbergMarquardt/functionsToOptimize.kt +++ b/examples/src/main/kotlin/space/kscience/kmath/tensors/LevenbergMarquardt/functionsToOptimize.kt @@ -10,6 +10,7 @@ import space.kscience.kmath.nd.ShapeND import space.kscience.kmath.nd.as2D import space.kscience.kmath.nd.component1 import space.kscience.kmath.tensors.core.BroadcastDoubleTensorAlgebra +import space.kscience.kmath.tensors.core.BroadcastDoubleTensorAlgebra.div import space.kscience.kmath.tensors.core.DoubleTensorAlgebra import space.kscience.kmath.tensors.core.DoubleTensorAlgebra.Companion.max import space.kscience.kmath.tensors.core.DoubleTensorAlgebra.Companion.plus @@ -17,6 +18,7 @@ import space.kscience.kmath.tensors.core.DoubleTensorAlgebra.Companion.pow import space.kscience.kmath.tensors.core.DoubleTensorAlgebra.Companion.times import space.kscience.kmath.tensors.core.asDoubleTensor import space.kscience.kmath.tensors.core.internal.LMSettings +import kotlin.math.roundToInt public data class StartDataLm ( var lm_matx_y_dat: MutableStructure2D, @@ -88,6 +90,91 @@ fun funcEasyForLm(t: MutableStructure2D, p: MutableStructure2D, return y_hat.as2D() } +fun getStartDataForFuncDifficult(): StartDataLm { + val NData = 200 + var t_example = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(NData, 1))).as2D() + for (i in 0 until NData) { + t_example[i, 0] = t_example[i, 0] * (i + 1) - 104 + } + + val Nparams = 15 + var p_example = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(Nparams, 1))).as2D() + for (i in 0 until Nparams) { + p_example[i, 0] = p_example[i, 0] + i - 25 + } + + val settings = LMSettings(0, 0, 1) + + var y_hat = funcDifficultForLm(t_example, p_example, settings) + + var p_init = DoubleTensorAlgebra.zeros(ShapeND(intArrayOf(Nparams, 1))).as2D() + for (i in 0 until Nparams) { + p_init[i, 0] = (p_example[i, 0] + 0.9) + } + + var t = t_example + val y_dat = y_hat + val weight = BroadcastDoubleTensorAlgebra.fromArray( + ShapeND(intArrayOf(1, 1)), DoubleArray(1) { 1.0 / Nparams * 1.0 - 0.085 } + ).as2D() + val dp = BroadcastDoubleTensorAlgebra.fromArray( + ShapeND(intArrayOf(1, 1)), DoubleArray(1) { -0.01 } + ).as2D() + var p_min = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(Nparams, 1))) + p_min = p_min.div(1.0 / -50.0) + val p_max = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(Nparams, 1))) + p_min = p_min.div(1.0 / 50.0) + val consts = BroadcastDoubleTensorAlgebra.fromArray( + ShapeND(intArrayOf(1, 1)), doubleArrayOf(0.0) + ).as2D() + val opts = doubleArrayOf(3.0, 10000.0, 1e-2, 1e-3, 1e-2, 1e-2, 1e-2, 11.0, 9.0, 1.0) + + return StartDataLm(y_dat, 1, p_init, t, y_dat, weight, dp, p_min.as2D(), p_max.as2D(), consts, opts) +} + +fun getStartDataForFuncMiddle(): StartDataLm { + val NData = 100 + var t_example = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(NData, 1))).as2D() + for (i in 0 until NData) { + t_example[i, 0] = t_example[i, 0] * (i + 1) + } + + val Nparams = 20 + var p_example = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(Nparams, 1))).as2D() + for (i in 0 until Nparams) { + p_example[i, 0] = p_example[i, 0] + i - 25 + } + + val settings = LMSettings(0, 0, 1) + + var y_hat = funcMiddleForLm(t_example, p_example, settings) + + var p_init = DoubleTensorAlgebra.zeros(ShapeND(intArrayOf(Nparams, 1))).as2D() + for (i in 0 until Nparams) { + p_init[i, 0] = (p_example[i, 0] + 10.0) + } + var t = t_example + val y_dat = y_hat + val weight = BroadcastDoubleTensorAlgebra.fromArray( + ShapeND(intArrayOf(1, 1)), DoubleArray(1) { 1.0 } + ).as2D() + val dp = BroadcastDoubleTensorAlgebra.fromArray( + ShapeND(intArrayOf(1, 1)), DoubleArray(1) { -0.01 } + ).as2D() + var p_min = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(Nparams, 1))) + p_min = p_min.div(1.0 / -50.0) + val p_max = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(Nparams, 1))) + p_min = p_min.div(1.0 / 50.0) + val consts = BroadcastDoubleTensorAlgebra.fromArray( + ShapeND(intArrayOf(1, 1)), doubleArrayOf(0.0) + ).as2D() + val opts = doubleArrayOf(3.0, 10000.0, 1e-5, 1e-5, 1e-5, 1e-5, 1e-5, 11.0, 9.0, 1.0) + + var example_number = 1 + + return StartDataLm(y_dat, example_number, p_init, t, y_dat, weight, dp, p_min.as2D(), p_max.as2D(), consts, opts) +} + fun getStartDataForFuncEasy(): StartDataLm { val lm_matx_y_dat = doubleArrayOf( 19.6594, 18.6096, 17.6792, 17.2747, 16.3065, 17.1458, 16.0467, 16.7023, 15.7809, 15.9807, diff --git a/kmath-tensors/build.gradle.kts b/kmath-tensors/build.gradle.kts index fdd841bc3..5e82835a7 100644 --- a/kmath-tensors/build.gradle.kts +++ b/kmath-tensors/build.gradle.kts @@ -7,7 +7,7 @@ kscience{ js { browser { testTask { - useMocha().timeout = "100000" + useMocha().timeout = "0" } } } diff --git a/kmath-tensors/src/commonTest/kotlin/space/kscience/kmath/tensors/core/TestLmAlgorithm.kt b/kmath-tensors/src/commonTest/kotlin/space/kscience/kmath/tensors/core/TestLmAlgorithm.kt index 29accbbfa..f554a742c 100644 --- a/kmath-tensors/src/commonTest/kotlin/space/kscience/kmath/tensors/core/TestLmAlgorithm.kt +++ b/kmath-tensors/src/commonTest/kotlin/space/kscience/kmath/tensors/core/TestLmAlgorithm.kt @@ -245,7 +245,7 @@ class TestLmAlgorithm { val consts = BroadcastDoubleTensorAlgebra.fromArray( ShapeND(intArrayOf(1, 1)), doubleArrayOf(0.0) ).as2D() - val opts = doubleArrayOf(3.0, 7000.0, 1e-2, 1e-1, 1e-2, 1e-2, 1e-2, 11.0, 9.0, 1.0) + val opts = doubleArrayOf(3.0, 7000.0, 1e-2, 1e-3, 1e-2, 1e-2, 1e-2, 11.0, 9.0, 1.0) val result = DoubleTensorAlgebra.lm( ::funcDifficultForLm, @@ -261,7 +261,5 @@ class TestLmAlgorithm { 10, 1 ) - -// assertEquals(1.15, (result.result_chi_sq * 1e2).roundToLong() / 1e2) } } \ No newline at end of file