Feature/advanced optimization #404
@ -45,6 +45,7 @@
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- MSTExpression
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- MSTExpression
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- Expression algebra builders
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- Expression algebra builders
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- Complex and Quaternion no longer are elements.
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- Complex and Quaternion no longer are elements.
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- Second generic from DifferentiableExpression
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### Fixed
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### Fixed
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- Ring inherits RingOperations, not GroupOperations
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- Ring inherits RingOperations, not GroupOperations
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@ -106,7 +106,7 @@ public class DerivativeStructureField(
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public companion object :
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public companion object :
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AutoDiffProcessor<Double, DerivativeStructure, DerivativeStructureField, Expression<Double>> {
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AutoDiffProcessor<Double, DerivativeStructure, DerivativeStructureField, Expression<Double>> {
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public override fun process(function: DerivativeStructureField.() -> DerivativeStructure): DifferentiableExpression<Double, Expression<Double>> =
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public override fun process(function: DerivativeStructureField.() -> DerivativeStructure): DifferentiableExpression<Double> =
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DerivativeStructureExpression(function)
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DerivativeStructureExpression(function)
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}
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}
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}
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}
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@ -116,7 +116,7 @@ public class DerivativeStructureField(
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*/
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*/
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public class DerivativeStructureExpression(
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public class DerivativeStructureExpression(
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public val function: DerivativeStructureField.() -> DerivativeStructure,
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public val function: DerivativeStructureField.() -> DerivativeStructure,
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) : DifferentiableExpression<Double, Expression<Double>> {
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) : DifferentiableExpression<Double> {
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public override operator fun invoke(arguments: Map<Symbol, Double>): Double =
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public override operator fun invoke(arguments: Map<Symbol, Double>): Double =
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DerivativeStructureField(0, arguments).function().value
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DerivativeStructureField(0, arguments).function().value
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@ -15,6 +15,7 @@ import space.kscience.kmath.expressions.derivative
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import space.kscience.kmath.expressions.withSymbols
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import space.kscience.kmath.expressions.withSymbols
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import space.kscience.kmath.misc.UnstableKMathAPI
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import space.kscience.kmath.misc.UnstableKMathAPI
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import space.kscience.kmath.optimization.*
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import space.kscience.kmath.optimization.*
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import kotlin.collections.set
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import kotlin.reflect.KClass
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import kotlin.reflect.KClass
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public operator fun PointValuePair.component1(): DoubleArray = point
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public operator fun PointValuePair.component1(): DoubleArray = point
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@ -22,7 +22,7 @@ public fun FunctionOptimization.Companion.chiSquaredExpression(
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y: Buffer<Double>,
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y: Buffer<Double>,
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yErr: Buffer<Double>,
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yErr: Buffer<Double>,
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model: DerivativeStructureField.(x: DerivativeStructure) -> DerivativeStructure,
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model: DerivativeStructureField.(x: DerivativeStructure) -> DerivativeStructure,
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): DifferentiableExpression<Double, Expression<Double>> = chiSquaredExpression(DerivativeStructureField, x, y, yErr, model)
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): DifferentiableExpression<Double> = chiSquaredExpression(DerivativeStructureField, x, y, yErr, model)
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/**
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/**
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* Generate a chi squared expression from given x-y-sigma data and inline model. Provides automatic differentiation
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* Generate a chi squared expression from given x-y-sigma data and inline model. Provides automatic differentiation
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@ -32,7 +32,7 @@ public fun FunctionOptimization.Companion.chiSquaredExpression(
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y: Iterable<Double>,
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y: Iterable<Double>,
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yErr: Iterable<Double>,
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yErr: Iterable<Double>,
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model: DerivativeStructureField.(x: DerivativeStructure) -> DerivativeStructure,
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model: DerivativeStructureField.(x: DerivativeStructure) -> DerivativeStructure,
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): DifferentiableExpression<Double, Expression<Double>> = chiSquaredExpression(
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): DifferentiableExpression<Double> = chiSquaredExpression(
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DerivativeStructureField,
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DerivativeStructureField,
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x.toList().asBuffer(),
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x.toList().asBuffer(),
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y.toList().asBuffer(),
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y.toList().asBuffer(),
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@ -56,12 +56,12 @@ public suspend fun Expression<Double>.optimize(
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/**
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/**
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* Optimize differentiable expression
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* Optimize differentiable expression
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*/
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*/
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public suspend fun DifferentiableExpression<Double, Expression<Double>>.optimize(
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public suspend fun DifferentiableExpression<Double>.optimize(
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vararg symbols: Symbol,
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vararg symbols: Symbol,
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configuration: CMOptimization.() -> Unit,
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configuration: CMOptimization.() -> Unit,
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): OptimizationResult<Double> = optimizeWith(CMOptimization, symbols = symbols, configuration)
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): OptimizationResult<Double> = optimizeWith(CMOptimization, symbols = symbols, configuration)
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public suspend fun DifferentiableExpression<Double, Expression<Double>>.minimize(
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public suspend fun DifferentiableExpression<Double>.minimize(
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vararg startPoint: Pair<Symbol, Double>,
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vararg startPoint: Pair<Symbol, Double>,
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configuration: CMOptimization.() -> Unit = {},
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configuration: CMOptimization.() -> Unit = {},
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): OptimizationResult<Double> {
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): OptimizationResult<Double> {
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@ -11,35 +11,51 @@ package space.kscience.kmath.expressions
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* @param T the type this expression takes as argument and returns.
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* @param T the type this expression takes as argument and returns.
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* @param R the type of expression this expression can be differentiated to.
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* @param R the type of expression this expression can be differentiated to.
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*/
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*/
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public interface DifferentiableExpression<T, out R : Expression<T>> : Expression<T> {
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public interface DifferentiableExpression<T> : Expression<T> {
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/**
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/**
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* Differentiates this expression by ordered collection of [symbols].
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* Differentiates this expression by ordered collection of [symbols].
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*
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*
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* @param symbols the symbols.
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* @param symbols the symbols.
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* @return the derivative or `null`.
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* @return the derivative or `null`.
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*/
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*/
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public fun derivativeOrNull(symbols: List<Symbol>): R?
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public fun derivativeOrNull(symbols: List<Symbol>): Expression<T>?
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}
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}
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public fun <T, R : Expression<T>> DifferentiableExpression<T, R>.derivative(symbols: List<Symbol>): R =
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public fun <T> DifferentiableExpression<T>.derivative(symbols: List<Symbol>): Expression<T> =
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derivativeOrNull(symbols) ?: error("Derivative by symbols $symbols not provided")
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derivativeOrNull(symbols) ?: error("Derivative by symbols $symbols not provided")
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public fun <T, R : Expression<T>> DifferentiableExpression<T, R>.derivative(vararg symbols: Symbol): R =
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public fun <T> DifferentiableExpression<T>.derivative(vararg symbols: Symbol): Expression<T> =
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derivative(symbols.toList())
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derivative(symbols.toList())
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public fun <T, R : Expression<T>> DifferentiableExpression<T, R>.derivative(name: String): R =
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public fun <T> DifferentiableExpression<T>.derivative(name: String): Expression<T> =
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derivative(StringSymbol(name))
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/**
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* A special type of [DifferentiableExpression] which returns typed expressions as derivatives
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*/
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public interface SpecialDifferentiableExpression<T, R: Expression<T>>: DifferentiableExpression<T> {
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override fun derivativeOrNull(symbols: List<Symbol>): R?
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}
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public fun <T, R : Expression<T>> SpecialDifferentiableExpression<T, R>.derivative(symbols: List<Symbol>): R =
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derivativeOrNull(symbols) ?: error("Derivative by symbols $symbols not provided")
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public fun <T, R : Expression<T>> SpecialDifferentiableExpression<T, R>.derivative(vararg symbols: Symbol): R =
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derivative(symbols.toList())
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public fun <T, R : Expression<T>> SpecialDifferentiableExpression<T, R>.derivative(name: String): R =
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derivative(StringSymbol(name))
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derivative(StringSymbol(name))
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/**
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/**
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* A [DifferentiableExpression] that defines only first derivatives
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* A [DifferentiableExpression] that defines only first derivatives
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*/
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*/
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public abstract class FirstDerivativeExpression<T, R : Expression<T>> : DifferentiableExpression<T, R> {
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public abstract class FirstDerivativeExpression<T> : DifferentiableExpression<T> {
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/**
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/**
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* Returns first derivative of this expression by given [symbol].
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* Returns first derivative of this expression by given [symbol].
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*/
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*/
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public abstract fun derivativeOrNull(symbol: Symbol): R?
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public abstract fun derivativeOrNull(symbol: Symbol): Expression<T>?
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public final override fun derivativeOrNull(symbols: List<Symbol>): R? {
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public final override fun derivativeOrNull(symbols: List<Symbol>): Expression<T>? {
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val dSymbol = symbols.firstOrNull() ?: return null
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val dSymbol = symbols.firstOrNull() ?: return null
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return derivativeOrNull(dSymbol)
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return derivativeOrNull(dSymbol)
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}
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}
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@ -49,5 +65,5 @@ public abstract class FirstDerivativeExpression<T, R : Expression<T>> : Differen
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* A factory that converts an expression in autodiff variables to a [DifferentiableExpression]
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* A factory that converts an expression in autodiff variables to a [DifferentiableExpression]
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*/
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*/
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public fun interface AutoDiffProcessor<T, I, A : ExpressionAlgebra<T, I>, out R : Expression<T>> {
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public fun interface AutoDiffProcessor<T, I, A : ExpressionAlgebra<T, I>, out R : Expression<T>> {
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public fun process(function: A.() -> I): DifferentiableExpression<T, R>
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public fun process(function: A.() -> I): DifferentiableExpression<T>
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}
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}
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@ -232,7 +232,7 @@ public fun <T : Any, F : Field<T>> F.simpleAutoDiff(
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public class SimpleAutoDiffExpression<T : Any, F : Field<T>>(
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public class SimpleAutoDiffExpression<T : Any, F : Field<T>>(
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public val field: F,
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public val field: F,
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public val function: SimpleAutoDiffField<T, F>.() -> AutoDiffValue<T>,
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public val function: SimpleAutoDiffField<T, F>.() -> AutoDiffValue<T>,
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) : FirstDerivativeExpression<T, Expression<T>>() {
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) : FirstDerivativeExpression<T>() {
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public override operator fun invoke(arguments: Map<Symbol, T>): T {
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public override operator fun invoke(arguments: Map<Symbol, T>): T {
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//val bindings = arguments.entries.map { it.key.bind(it.value) }
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//val bindings = arguments.entries.map { it.key.bind(it.value) }
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return SimpleAutoDiffField(field, arguments).function().value
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return SimpleAutoDiffField(field, arguments).function().value
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@ -24,7 +24,7 @@ import space.kscience.kmath.operations.NumericAlgebra
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public class KotlingradExpression<T : Number, A : NumericAlgebra<T>>(
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public class KotlingradExpression<T : Number, A : NumericAlgebra<T>>(
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public val algebra: A,
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public val algebra: A,
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public val mst: MST,
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public val mst: MST,
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) : DifferentiableExpression<T, KotlingradExpression<T, A>> {
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) : SpecialDifferentiableExpression<T, KotlingradExpression<T, A>> {
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public override fun invoke(arguments: Map<Symbol, T>): T = mst.interpret(algebra, arguments)
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public override fun invoke(arguments: Map<Symbol, T>): T = mst.interpret(algebra, arguments)
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public override fun derivativeOrNull(symbols: List<Symbol>): KotlingradExpression<T, A> =
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public override fun derivativeOrNull(symbols: List<Symbol>): KotlingradExpression<T, A> =
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@ -22,7 +22,7 @@ public enum class FunctionOptimizationTarget : OptimizationFeature {
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public class FunctionOptimization<T>(
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public class FunctionOptimization<T>(
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override val features: FeatureSet<OptimizationFeature>,
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override val features: FeatureSet<OptimizationFeature>,
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public val expression: DifferentiableExpression<T, Expression<T>>,
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public val expression: DifferentiableExpression<T>,
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) : OptimizationProblem{
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) : OptimizationProblem{
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public companion object{
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public companion object{
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@ -35,7 +35,7 @@ public class FunctionOptimization<T>(
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y: Buffer<T>,
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y: Buffer<T>,
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yErr: Buffer<T>,
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yErr: Buffer<T>,
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model: A.(I) -> I,
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model: A.(I) -> I,
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): DifferentiableExpression<T, Expression<T>> where A : ExtendedField<I>, A : ExpressionAlgebra<T, I> {
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): DifferentiableExpression<T> where A : ExtendedField<I>, A : ExpressionAlgebra<T, I> {
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require(x.size == y.size) { "X and y buffers should be of the same size" }
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require(x.size == y.size) { "X and y buffers should be of the same size" }
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require(y.size == yErr.size) { "Y and yErr buffer should of the same size" }
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require(y.size == yErr.size) { "Y and yErr buffer should of the same size" }
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Block a user