Changeset 82

Timestamp:

01/26/09 16:12:08 (7 years ago)

Author:

mmckerns

Message:

scipy.optimize.fmin fit to mystic.Solve interface;
mystic handlers, etc added to fmin solver;
VerboseSow? edited to handle simplex-type cloud of results per iteration

Files:

• python/Make.mm (modified) (1 diff)
• python/nelder_mead.py (deleted)
• python/nmtools.py (added)
• python/scipy_optimize_fmin.py (added)
• python/tools.py (modified) (1 diff)
• tests/sam_corana2.py (modified) (2 diffs)
• tests/sam_mogi.py (modified) (3 diffs)
• tests/sam_rosenbrock.py (modified) (2 diffs)
• tests/sam_zimmermann.py (modified) (2 diffs)
• tests/test_dejong3.py (modified) (1 diff)
• tests/test_mogi.py (modified) (3 diffs)
• tests/test_rosenbrock.py (modified) (2 diffs)
• tests/test_zimmermann.py (modified) (1 diff)

python/Make.mm

@@ -31 +31 @@
     const.py \
     differential_evolution.py \
-    nelder_mead.py \
+    scipy_optimize_fmin.py \
+    nmtools.py \
     detools.py \
     tools.py \

python/tools.py

@@ -110 +110 @@
 class Sow(object):
     """
-# Instances of objects can be passed as parameters to fmin:
+# Instances of objects can be passed as parameters to solver.Solve():
 
 sow = Sow()
-fmin(rosen, x0, EvaulationMonitor=sow)
+solver.Solve(rosen, x0, EvaulationMonitor=sow)
 
 # Then parameters used to call the CostFunction can be retrieved via

tests/sam_corana2.py

@@ -11 +11 @@
 import sam
 from test_corana import *
-from mystic.nelder_mead import fmin, Sow
-from mystic import getch
+from mystic.scipy_optimize_fmin import NelderMeadSimplexSolver as fmin
+from mystic.nmtools import IterationRelativeError as IRE
+from mystic import getch, Sow
 
 def Corana2(x):
@@ -42 +43 @@
 def run_once():
     simplex = Sow()
-    sol = fmin(Corana2, [random.uniform(0,2), random.uniform(0,2)], retall = True, StepMonitor = simplex)
+    solver = fmin(2)
+    solver.SetRandomInitialPoints([0,0],[2,2])
+    killme = IRE(1e-4,1e-4)
+    solver.Solve(Corana2, termination=killme, StepMonitor = simplex)
+    sol = solver.Solution()
     
     for x in simplex.x:

tests/sam_mogi.py

@@ -9 +9 @@
 import sam
 from test_mogi import *
-from mystic.nelder_mead import fmin
+from mystic.scipy_optimize_fmin import NelderMeadSimplexSolver as fmin
+from mystic.nmtools import IterationRelativeError as IRE
 from mystic import getch, Sow
 
@@ -61 +62 @@
     z1 = z0*random.uniform(0.5,1.5)
     v1 = v0*random.uniform(0.5,1.5)
-    sol = fmin(cost_function, [random.uniform(x0-40,x0+40), random.uniform(y0-40,y0+40), z1, v1], retall = True, StepMonitor = simplex)
-    print sol[0]
+    xinit = [random.uniform(x0-40,x0+40), random.uniform(y0-40,y0+40), z1, v1]
+
+    solver = fmin(len(xinit))
+    solver.SetInitialPoints(xinit)
+    killme = IRE(1e-4,1e-4)
+    solver.Solve(cost_function, termination=killme, StepMonitor = simplex)
+    sol = solver.Solution()
+    print sol
     
     for x in simplex.x:
         sam.putarray('x',x)
         sam.eval("plot(x([1,2,3,1],1),x([1,2,3,1],4),'w-','LineWidth',2)")
-    return sol[0]
+    return sol
 
 
@@ -74 +81 @@
     y1 = y0*random.uniform(0.5,1.5)
     z1 = z0*random.uniform(0.5,1.5)
-    sol = fmin(cost_function, [random.uniform(x0-40,x0+40), y1, z1, random.uniform(v0-0.1,v0+0.1)], retall = True, StepMonitor = simplex)
-    print sol[0]
-    
+    xinit = [random.uniform(x0-40,x0+40), y1, z1, random.uniform(v0-0.1,v0+0.1)]
+
+    solver = fmin(len(xinit))
+    solver.SetInitialPoints(xinit)
+    killme = IRE(1e-4,1e-4)
+    solver.Solve(cost_function, termination=killme, StepMonitor = simplex)
+    sol = solver.Solution()
+    print sol
+
     for x in simplex.x:
         sam.putarray('x',x)
         sam.eval("plot(x([1,2,3,1],1),x([1,2,3,1],2),'w-','LineWidth',2)")
-    return sol[0]
+    return sol
 
 draw_contour_xv()

tests/sam_rosenbrock.py

@@ -12 +12 @@
 import sam
 from test_rosenbrock import *
-from mystic.nelder_mead import fmin, Sow
-from mystic import getch
+from mystic.scipy_optimize_fmin import NelderMeadSimplexSolver as fmin
+from mystic.nmtools import IterationRelativeError as IRE
+from mystic import getch, Sow
 
 def draw_contour():
@@ -40 +41 @@
 def run_once(x0,x1):
     simplex = Sow()
-    sol = fmin(rosen, [x0, x1], retall = True, StepMonitor = simplex)
+    xinit = [x0, x1]
+
+    solver = fmin(len(xinit))
+    solver.SetInitialPoints(xinit)
+    killme = IRE(1e-4,1e-4)
+    solver.Solve(rosen, termination=killme, StepMonitor = simplex)
+    sol = solver.Solution()
     
     for x in simplex.x:

tests/sam_zimmermann.py

@@ -12 +12 @@
 import sam
 from test_zimmermann import *
-from mystic.nelder_mead import fmin
+from mystic.scipy_optimize_fmin import NelderMeadSimplexSolver as fmin
+from mystic.nmtools import IterationRelativeError as IRE
 from mystic import getch, Sow
 
@@ -39 +40 @@
 def run_once():
     simplex = Sow()
-    sol = fmin(CostFunction, [random.uniform(0,7), random.uniform(0,7)], retall = True, StepMonitor = simplex)
-    
+    solver = fmin(2)
+    solver.SetRandomInitialPoints([0,0],[7,7])
+    killme = IRE(1e-4,1e-4)
+    solver.Solve(CostFunction, termination=killme, StepMonitor = simplex)
+    sol = solver.Solution()
+
     for x in simplex.x:
         sam.putarray('x',x)

tests/test_dejong3.py

@@ -63 +63 @@
     print "CPU Time: %s" % timetaken
 
-    from mystic.nelder_mead import fmin 
+    from mystic.scipy_optimize_fmin import fmin
 
     print fmin(DeJong3, [0 for i in range(5)])

tests/test_mogi.py

@@ -110 +110 @@
 if __name__ == '__main__':
 
-    from mystic.nelder_mead import fmin
+    from mystic.scipy_optimize_fmin import NelderMeadSimplexSolver as fmin
+    from mystic.nmtools import IterationRelativeError as IRE
     from scipy.optimize import leastsq, fmin_cg
     #
@@ -125 +126 @@
     #
     simplex, esow = Sow(), Sow()
-    sol = fmin(cost_function, point,  EvaluationMonitor = esow, retall = True, StepMonitor = simplex)
-    print "simplex solution: ", sol[1][-1]
+    solver = fmin(len(point))
+    solver.SetInitialPoints(point)
+    killme = IRE(1e-4,1e-4)
+    solver.Solve(cost_function, killme, EvaluationMonitor = esow, StepMonitor = simplex)
+    sol = solver.Solution()
+
+    print "simplex solution: ", sol
     #
     solcg = fmin_cg(cost_function, point)
@@ -137 +143 @@
     plot_noisy_data()
     plot_sol(desol,'r-')
-    plot_sol(sol[1][-1],'k--')
+    plot_sol(sol,'k--')
     plot_sol(solcg,'b-.')
     pylab.legend(('Noisy data', 'Differential Evolution', 'Nelder Mead', 'Polak Ribiere')) 

tests/test_rosenbrock.py

@@ -13 +13 @@
 from mystic.differential_evolution import DifferentialEvolutionSolver
 from mystic.detools import Best1Exp, Rand1Exp, Best2Bin, ChangeOverGeneration, VTR
-from mystic.nelder_mead import fmin, rosen
+from mystic.scipy_optimize_fmin import __rosen as rosen
+from mystic.scipy_optimize_fmin import NelderMeadSimplexSolver as fmin
+from mystic.nmtools import IterationRelativeError as IRE
 from mystic import Sow
 
@@ -45 +47 @@
     esow= Sow()
     ssow= Sow()
-    sol = fmin(rosen, [random.random() for j in range(ND)], full_output=1, retall=1, EvaluationMonitor=esow, SimplexMonitor=ssow)
-    print sol[0]
+    xinit = [random.random() for j in range(ND)]
+
+    solver = fmin(len(xinit))
+    solver.SetInitialPoints(xinit)
+    killme = IRE(1e-4,1e-4)
+    solver.Solve(rosen, killme, EvaluationMonitor = esow, StepMonitor = ssow)
+    sol = solver.Solution()
+    print sol
  
     print len(esow.x)

tests/test_zimmermann.py

@@ -63 +63 @@
 
     from mystic import Sow
-    from mystic.nelder_mead import fmin
+    from mystic.scipy_optimize_fmin import NelderMeadSimplexSolver as fmin
+    from mystic.nmtools import IterationRelativeError as IRE
 
     simplex = Sow()
     esow = Sow()
-    sol = fmin(CostFunction, [random.uniform(0,5) for j in range(ND)], EvaluationMonitor = esow, retall = True, StepMonitor = simplex)
-    #print "solution: ", sol
+    xinit = [random.uniform(0,5) for j in range(ND)]
+
+    solver = fmin(len(xinit))
+    solver.SetInitialPoints(xinit)
+    killme = IRE(1e-4,1e-4)
+    solver.Solve(CostFunction, killme, EvaluationMonitor = esow, StepMonitor = simplex)
+    sol = solver.Solution()
+    print "solution: ", sol
 
 # end of file