/usr/lib/python2.7/dist-packages/cogent/maths/scipy_optimisers.py is in python-cogent 1.9-9.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 | #!/usr/bin/env python
from __future__ import division
import numpy, math, warnings
from cogent.maths.scipy_optimize import fmin_bfgs, fmin_powell, fmin, brent
__author__ = "Peter Maxwell and Gavin Huttley"
__copyright__ = "Copyright 2007-2016, The Cogent Project"
__credits__ = ["Peter Maxwell", "Gavin Huttley"]
__license__ = "GPL"
__version__ = "1.9"
__maintainer__ = "Gavin Huttley"
__email__ = "gavin.huttley@anu.edu.au"
__status__ = "Production"
def bound_brent(func, brack=None, **kw):
"""Given a function and an initial point, find another
point within the bounds, then use the two points to
bracket a minimum.
This differs from ordinary brent() only in that it protects
bracket() from infinities. bracket() may find an infinity as the
third point, but that's OK because it finishes as soon as that happens.
If bracket() returns an invalid 3rd point then we will pass it on
to brent(), but brent() knows to use golden section until all 3
points are finite so it will cope OK.
"""
assert not brack, brack
xa = 0.0
fa = func(xa)
assert fa is not numpy.inf, "Starting point is infinite"
# if dx sends us over the boundry shrink and reflect it until
# it doesn't any more.
dx = -2.0 # this would be -2.0 in orig impl, but is smaller better?
xb = xa + dx
fb = numpy.inf
while fb is numpy.inf and xb != xa:
dx = dx * -0.5
xb = xa + dx
fb = func(xb)
assert xb != xa, "Can't find a second in-bounds point on this line"
return brent(func, brack=(xa, xb), **kw)
class _SciPyOptimiser(object):
"""This class is abstract. Subclasses must provide a
_minimise(self, f, x) that can sanely handle +inf.
Since these are local optimisers, we sometimes restart them to
check the result is stable. Cost is less than 2-fold slowdown"""
def maximise(self, function, *args, **kw):
def nf(x):
return -1 * function(x)
return self.minimise(nf, *args, **kw)
def minimise(self, function, xopt, show_remaining,
max_restarts=None, tolerance=None):
if max_restarts is None:
max_restarts = 0
if tolerance is None:
tolerance = 1e-6
fval_last = fval = numpy.inf
if len(xopt) == 0:
return function(xopt), xopt
if show_remaining:
def _callback(fcalls, x, fval, delta):
remaining = math.log(max(abs(delta)/tolerance, 1.0))
show_remaining(remaining, -fval, delta, fcalls)
else:
_callback = None
for i in range((max_restarts + 1)):
(xopt, fval, iterations, func_calls, warnflag) = self._minimise(
function, xopt, disp=False, callback=_callback,
ftol=tolerance, full_output=True)
xopt = numpy.atleast_1d(xopt) # unsqueeze incase only one param
if warnflag:
warnings.warn('Unexpected warning from scipy %s' % warnflag)
# same tolerance check as in fmin_powell
if abs(fval_last - fval) < tolerance:
break
fval_last = fval # fval <= fval_last
return xopt
class Powell(_SciPyOptimiser):
"""Uses an infinity avoiding version of the Brent line search."""
def _minimise(self, f, x, **kw):
result = fmin_powell(f, x, linesearch=bound_brent, **kw)
# same length full-results tuple as simplex:
(xopt, fval, directions, iterations, func_calls, warnflag) = result
return (xopt, fval, iterations, func_calls, warnflag)
class DownhillSimplex(_SciPyOptimiser):
"""On a small brca1 tree this fails to find a minimum as good as the
other optimisers. Restarts help a lot though."""
def _minimise(self, f, x, **kw):
return fmin(f, x, **kw)
DefaultLocalOptimiser = Powell
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