# NIFTy
# Copyright (C) 2017 Theo Steininger
#
# Author: Theo Steininger
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see .
import abc
from nifty.nifty_meta import NiftyMeta
import numpy as np
from keepers import Loggable
from .line_searching import LineSearchStrongWolfe
class DescentMinimizer(Loggable, object):
""" A base class used by gradient methods to find a local minimum.
Descent minimization methods are used to find a local minimum of a scalar
function by following a descent direction. This class implements the
minimization procedure once a descent direction is known. The descent
direction has to be implemented separately.
Parameters
----------
line_searcher : callable *optional*
Function which infers the step size in the descent direction
(default : LineSearchStrongWolfe()).
callback : callable *optional*
Function f(energy, iteration_number) supplied by the user to perform
in-situ analysis at every iteration step. When being called the
current energy and iteration_number are passed. (default: None)
convergence_tolerance : float *optional*
Tolerance specifying the case of convergence. (default: 1E-4)
convergence_level : integer *optional*
Number of times the tolerance must be undershot before convergence
is reached. (default: 3)
iteration_limit : integer *optional*
Maximum number of iterations performed (default: None).
Attributes
----------
convergence_tolerance : float
Tolerance specifying the case of convergence.
convergence_level : integer
Number of times the tolerance must be undershot before convergence
is reached. (default: 3)
iteration_limit : integer
Maximum number of iterations performed.
line_searcher : LineSearch
Function which infers the optimal step size for functional minization
given a descent direction.
callback : function
Function f(energy, iteration_number) supplied by the user to perform
in-situ analysis at every iteration step. When being called the
current energy and iteration_number are passed.
Notes
------
The callback function can be used to externally stop the minimization by
raising a `StopIteration` exception.
Check `get_descent_direction` of a derived class for information on the
concrete minization scheme.
"""
__metaclass__ = NiftyMeta
def __init__(self, line_searcher=LineSearchStrongWolfe(), callback=None,
convergence_tolerance=1E-4, convergence_level=3,
iteration_limit=None):
self.convergence_tolerance = np.float(convergence_tolerance)
self.convergence_level = np.int(convergence_level)
if iteration_limit is not None:
iteration_limit = int(iteration_limit)
self.iteration_limit = iteration_limit
self.line_searcher = line_searcher
self.callback = callback
def __call__(self, energy):
""" Performs the minimization of the provided Energy functional.
Parameters
----------
energy : Energy object
Energy object which provides value, gradient and curvature at a
specific position in parameter space.
Returns
-------
energy : Energy object
Latest `energy` of the minimization.
convergence : integer
Latest convergence level indicating whether the minimization
has converged or not.
Note
----
The minimization is stopped if
* the callback function raises a `StopIteration` exception,
* a perfectly flat point is reached,
* according to the line-search the minimum is found,
* the target convergence level is reached,
* the iteration limit is reached.
"""
convergence = 0
f_k_minus_1 = None
step_length = 0
iteration_number = 1
while True:
if self.callback is not None:
try:
self.callback(energy, iteration_number)
except StopIteration:
self.logger.info("Minimization was stopped by callback "
"function.")
break
# compute the the gradient for the current location
gradient = energy.gradient
gradient_norm = gradient.dot(gradient)
# check if position is at a flat point
if gradient_norm == 0:
self.logger.info("Reached perfectly flat point. Stopping.")
convergence = self.convergence_level+2
break
# current position is encoded in energy object
descend_direction = self.get_descend_direction(energy)
# compute the step length, which minimizes energy.value along the
# search direction
step_length, f_k, new_energy = \
self.line_searcher.perform_line_search(
energy=energy,
pk=descend_direction,
f_k_minus_1=f_k_minus_1)
f_k_minus_1 = energy.value
energy = new_energy
# check convergence
delta = abs(gradient).max() * (step_length/gradient_norm)
self.logger.debug("Iteration : %08u step_length = %3.1E "
"delta = %3.1E" %
(iteration_number, step_length, delta))
if delta == 0:
convergence = self.convergence_level + 2
self.logger.info("Found minimum according to line-search. "
"Stopping.")
break
elif delta < self.convergence_tolerance:
convergence += 1
self.logger.info("Updated convergence level to: %u" %
convergence)
if convergence == self.convergence_level:
self.logger.info("Reached target convergence level.")
break
else:
convergence = max(0, convergence-1)
if self.iteration_limit is not None:
if iteration_number == self.iteration_limit:
self.logger.warn("Reached iteration limit. Stopping.")
break
iteration_number += 1
return energy, convergence
@abc.abstractmethod
def get_descend_direction(self, energy):
raise NotImplementedError