Feature/advanced optimization #404
@ -45,6 +45,27 @@ public fun <T, X : T, Y : T> XYColumnarData(x: Buffer<X>, y: Buffer<Y>): XYColum
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}
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}
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}
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}
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/**
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* Represent a [ColumnarData] as an [XYColumnarData]. The presence or respective columns is checked on creation.
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*/
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@UnstableKMathAPI
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public fun <T> ColumnarData<T>.asXYData(
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xSymbol: Symbol,
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ySymbol: Symbol,
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): XYColumnarData<T, T, T> = object : XYColumnarData<T, T, T> {
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init {
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requireNotNull(this@asXYData[xSymbol]){"The column with name $xSymbol is not present in $this"}
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requireNotNull(this@asXYData[ySymbol]){"The column with name $ySymbol is not present in $this"}
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}
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override val size: Int get() = this@asXYData.size
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override val x: Buffer<T> get() = this@asXYData[xSymbol]!!
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override val y: Buffer<T> get() = this@asXYData[ySymbol]!!
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override fun get(symbol: Symbol): Buffer<T>? = when (symbol) {
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Symbol.x -> x
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Symbol.y -> y
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else -> this@asXYData.get(symbol)
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}
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}
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/**
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/**
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* A zero-copy method to represent a [Structure2D] as a two-column x-y data.
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* A zero-copy method to represent a [Structure2D] as a two-column x-y data.
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@ -19,9 +19,12 @@ public interface Symbol : MST {
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public val identity: String
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public val identity: String
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public companion object {
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public companion object {
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public val x: StringSymbol = StringSymbol("x")
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public val x: Symbol = Symbol("x")
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public val y: StringSymbol = StringSymbol("y")
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public val xError: Symbol = Symbol("x.error")
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public val z: StringSymbol = StringSymbol("z")
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public val y: Symbol = Symbol("y")
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public val yError: Symbol = Symbol("y.error")
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public val z: Symbol = Symbol("z")
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public val zError: Symbol = Symbol("z.error")
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}
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}
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}
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}
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@ -29,10 +32,15 @@ public interface Symbol : MST {
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* A [Symbol] with a [String] identity
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* A [Symbol] with a [String] identity
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*/
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*/
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@JvmInline
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@JvmInline
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public value class StringSymbol(override val identity: String) : Symbol {
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internal value class StringSymbol(override val identity: String) : Symbol {
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override fun toString(): String = identity
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override fun toString(): String = identity
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}
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}
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/**
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* Create s Symbols with a string identity
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*/
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public fun Symbol(identity: String): Symbol = StringSymbol(identity)
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/**
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/**
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* A delegate to create a symbol with a string identity in this scope
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* A delegate to create a symbol with a string identity in this scope
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*/
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*/
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@ -5,10 +5,7 @@
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package space.kscience.kmath.optimization
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package space.kscience.kmath.optimization
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import space.kscience.kmath.expressions.AutoDiffProcessor
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import space.kscience.kmath.expressions.*
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import space.kscience.kmath.expressions.DifferentiableExpression
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import space.kscience.kmath.expressions.Expression
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import space.kscience.kmath.expressions.ExpressionAlgebra
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import space.kscience.kmath.misc.FeatureSet
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import space.kscience.kmath.misc.FeatureSet
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import space.kscience.kmath.operations.ExtendedField
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import space.kscience.kmath.operations.ExtendedField
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import space.kscience.kmath.structures.Buffer
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import space.kscience.kmath.structures.Buffer
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@ -67,3 +64,15 @@ public fun <T> FunctionOptimization<T>.withFeatures(
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expression,
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expression,
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)
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)
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/**
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* Optimize differentiable expression using specific [optimizer] form given [startingPoint]
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*/
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public suspend fun <T : Any> DifferentiableExpression<T, Expression<T>>.optimizeWith(
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optimizer: Optimizer<FunctionOptimization<T>>,
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startingPoint: Map<Symbol, T>,
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vararg features: OptimizationFeature,
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): FunctionOptimization<T> {
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val problem = FunctionOptimization<T>(FeatureSet.of(OptimizationStartPoint(startingPoint), *features), this)
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return optimizer.process(problem)
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}
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@ -35,6 +35,7 @@ public class OptimizationLog(private val loggable: Loggable) : Loggable by logga
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}
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}
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public class OptimizationParameters(public val symbols: List<Symbol>): OptimizationFeature{
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public class OptimizationParameters(public val symbols: List<Symbol>): OptimizationFeature{
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public constructor(vararg symbols: Symbol) : this(listOf(*symbols))
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override fun toString(): String = "Parameters($symbols)"
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override fun toString(): String = "Parameters($symbols)"
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}
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}
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@ -1,72 +0,0 @@
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/*
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* Copyright 2018-2021 KMath contributors.
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* Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
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*/
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package space.kscience.kmath.optimization
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import space.kscience.kmath.data.ColumnarData
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import space.kscience.kmath.expressions.*
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import space.kscience.kmath.misc.UnstableKMathAPI
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import space.kscience.kmath.operations.ExtendedField
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import space.kscience.kmath.operations.Field
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@UnstableKMathAPI
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public interface XYFit<T> : OptimizationProblem {
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public val algebra: Field<T>
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/**
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* Set X-Y data for this fit optionally including x and y errors
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*/
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public fun data(
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dataSet: ColumnarData<T>,
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xSymbol: Symbol,
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ySymbol: Symbol,
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xErrSymbol: Symbol? = null,
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yErrSymbol: Symbol? = null,
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)
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public fun model(model: (T) -> DifferentiableExpression<T, *>)
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/**
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* Set the differentiable model for this fit
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*/
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public fun <I : Any, A> model(
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autoDiff: AutoDiffProcessor<T, I, A, Expression<T>>,
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modelFunction: A.(I) -> I,
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): Unit where A : ExtendedField<I>, A : ExpressionAlgebra<T, I> = model { arg ->
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autoDiff.process { modelFunction(const(arg)) }
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}
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}
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//
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///**
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// * Define a chi-squared-based objective function
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// */
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//public fun <T : Any, I : Any, A> FunctionOptimization<T>.chiSquared(
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// autoDiff: AutoDiffProcessor<T, I, A, Expression<T>>,
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// x: Buffer<T>,
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// y: Buffer<T>,
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// yErr: Buffer<T>,
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// model: A.(I) -> I,
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//) where A : ExtendedField<I>, A : ExpressionAlgebra<T, I> {
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// val chiSquared = FunctionOptimization.chiSquared(autoDiff, x, y, yErr, model)
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// function(chiSquared)
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// maximize = false
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//}
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/**
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* Optimize differentiable expression using specific [Optimizer]
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*/
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public suspend fun <T : Any, F : FunctionOptimization<T>> DifferentiableExpression<T, Expression<T>>.optimizeWith(
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optimizer: Optimizer<F>,
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startingPoint: Map<Symbol,T>,
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vararg features: OptimizationFeature
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): OptimizationProblem {
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// require(startingPoint.isNotEmpty()) { "Must provide a list of symbols for optimization" }
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// val problem = factory(symbols.toList(), configuration)
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// problem.function(this)
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// return problem.optimize()
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val problem = FunctionOptimization<T>()
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}
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@ -0,0 +1,92 @@
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/*
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* Copyright 2018-2021 KMath contributors.
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* Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
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*/
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@file:OptIn(UnstableKMathAPI::class)
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package space.kscience.kmath.optimization
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import space.kscience.kmath.data.XYColumnarData
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import space.kscience.kmath.expressions.DifferentiableExpression
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import space.kscience.kmath.expressions.Expression
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import space.kscience.kmath.expressions.Symbol
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import space.kscience.kmath.misc.FeatureSet
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import space.kscience.kmath.misc.UnstableKMathAPI
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import space.kscience.kmath.operations.Field
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import space.kscience.kmath.operations.invoke
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public fun interface PointToCurveDistance<T> {
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public fun distance(problem: XYOptimization<T>, index: Int): DifferentiableExpression<T, Expression<T>>
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public companion object {
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public fun <T> byY(
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algebra: Field<T>,
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): PointToCurveDistance<T> = PointToCurveDistance { problem, index ->
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algebra {
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val x = problem.data.x[index]
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val y = problem.data.y[index]
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val model = problem.model(args + (Symbol.x to x))
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model - y
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}
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}
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// val default = PointToCurveDistance<Double>{args, data, index ->
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//
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// }
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}
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}
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public class XYOptimization<T>(
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override val features: FeatureSet<OptimizationFeature>,
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public val data: XYColumnarData<T, T, T>,
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public val model: DifferentiableExpression<T, Expression<T>>,
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) : OptimizationProblem
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//
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//@UnstableKMathAPI
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//public interface XYFit<T> : OptimizationProblem {
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//
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// public val algebra: Field<T>
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//
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// /**
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// * Set X-Y data for this fit optionally including x and y errors
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// */
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// public fun data(
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// dataSet: ColumnarData<T>,
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// xSymbol: Symbol,
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// ySymbol: Symbol,
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// xErrSymbol: Symbol? = null,
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// yErrSymbol: Symbol? = null,
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// )
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//
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// public fun model(model: (T) -> DifferentiableExpression<T, *>)
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//
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// /**
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// * Set the differentiable model for this fit
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// */
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// public fun <I : Any, A> model(
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// autoDiff: AutoDiffProcessor<T, I, A, Expression<T>>,
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// modelFunction: A.(I) -> I,
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// ): Unit where A : ExtendedField<I>, A : ExpressionAlgebra<T, I> = model { arg ->
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// autoDiff.process { modelFunction(const(arg)) }
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// }
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//}
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//
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///**
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// * Define a chi-squared-based objective function
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// */
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//public fun <T : Any, I : Any, A> FunctionOptimization<T>.chiSquared(
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// autoDiff: AutoDiffProcessor<T, I, A, Expression<T>>,
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// x: Buffer<T>,
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// y: Buffer<T>,
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// yErr: Buffer<T>,
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// model: A.(I) -> I,
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//) where A : ExtendedField<I>, A : ExpressionAlgebra<T, I> {
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// val chiSquared = FunctionOptimization.chiSquared(autoDiff, x, y, yErr, model)
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// function(chiSquared)
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// maximize = false
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//}
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@ -15,7 +15,7 @@ import space.kscience.kmath.operations.Field
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import space.kscience.kmath.optimization.OptimizationFeature
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import space.kscience.kmath.optimization.OptimizationFeature
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import space.kscience.kmath.optimization.OptimizationProblemFactory
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import space.kscience.kmath.optimization.OptimizationProblemFactory
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import space.kscience.kmath.optimization.OptimizationResult
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import space.kscience.kmath.optimization.OptimizationResult
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import space.kscience.kmath.optimization.XYFit
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import space.kscience.kmath.optimization.XYOptimization
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import space.kscience.kmath.structures.DoubleBuffer
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import space.kscience.kmath.structures.DoubleBuffer
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import space.kscience.kmath.structures.DoubleL2Norm
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import space.kscience.kmath.structures.DoubleL2Norm
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import kotlin.math.pow
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import kotlin.math.pow
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@ -28,7 +28,7 @@ public class QowFit(
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override val symbols: List<Symbol>,
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override val symbols: List<Symbol>,
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private val space: LinearSpace<Double, DoubleField>,
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private val space: LinearSpace<Double, DoubleField>,
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private val solver: LinearSolver<Double>,
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private val solver: LinearSolver<Double>,
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) : XYFit<Double>, SymbolIndexer {
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) : XYOptimization<Double>, SymbolIndexer {
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private var logger: FitLogger? = null
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private var logger: FitLogger? = null
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Reference in New Issue
Block a user