func direcbetween(from, to *optim.Point, m optim.Mesh) []int {
d := make([]int, from.Len())
step := m.Step()
for i, x0 := range from.Pos {
d[i] = int((to.Pos[i] - x0) / step)
}
return d
}
func (p *Particle) Update(newp *optim.Point) {
// DO NOT update p's position with newp's position - it may have been
// projected onto a mesh and be different.
p.Val = newp.Val
if p.Val < p.Best.Val {
p.Best = newp.Clone()
}
}
func pointFromDirec(from *optim.Point, direc []int, m optim.Mesh) *optim.Point {
pos := make([]float64, from.Len())
step := m.Step()
for i, x0 := range from.Pos {
pos[i] = x0 + float64(direc[i])*step
}
return &optim.Point{m.Nearest(pos), math.Inf(1)}
}
func genPollPoints(from *optim.Point, span Spanner, m optim.Mesh) []*optim.Point {
ndim := from.Len()
dirs := span.Span(ndim)
polls := make([]*optim.Point, 0, len(dirs))
for _, d := range dirs {
polls = append(polls, pointFromDirec(from, d, m))
}
return polls
}
func New(start *optim.Point, opts ...Option) *Method {
m := &Method{
Curr: start,
ev: optim.SerialEvaler{},
Poller: &Poller{Nkeep: start.Len() / 4, SkipEps: 1e-10},
Searcher: NullSearcher{},
NsuccessGrow: -1,
}
for _, opt := range opts {
opt(m)
}
m.initdb()
return m
}
// Poll polls on mesh m centered on point from. It is responsible for
// selecting points and evaluating them with ev using obj. If a better
// point was found, it returns success == true, the point, and number of
// evaluations. If a better point was not found, it returns false, the
// from point, and the number of evaluations. If err is non-nil, success
// must be false and best must be from - neval may be non-zero.
func (cp *Poller) Poll(obj optim.Objectiver, ev optim.Evaler, m optim.Mesh, from *optim.Point) (success bool, best *optim.Point, neval int, err error) {
best = from
if cp.Spanner == nil {
cp.Spanner = Compass2N{}
}
pollpoints := []*optim.Point{}
// Only poll compass directions if we haven't polled from this point
// before. DONT DELETE - this can fire sometimes if the mesh isn't
// allowed to contract below a certain step (i.e. integer meshes).
h := from.Hash()
if h != cp.prevhash || cp.prevstep != m.Step() {
// TODO: write test that checks we poll compass dirs again if only mesh
// step changed (and not from point)
pollpoints = genPollPoints(from, cp.Spanner, m)
cp.prevhash = h
} else {
// Use random directions instead.
n := len(genPollPoints(from, cp.Spanner, m))
pollpoints = genPollPoints(from, &RandomN{N: n}, m)
}
cp.prevstep = m.Step()
// Add successful directions from last poll. We want to add these points
// in front of the other points so we can potentially stop earlier if
// polling opportunistically.
perms := optim.Rand.Perm(len(pollpoints))
// this is an extra safety check to make sure we don't index out of bounds
// on the perms slice
max := len(cp.keepdirecs)
if max > len(perms) {
max = len(perms)
}
for i, dir := range cp.keepdirecs[:max] {
swapindex := perms[i]
pollpoints[swapindex] = pointFromDirec(from, dir.dir, m)
}
// project points onto feasible region and mesh grid
if m != nil {
for _, p := range pollpoints {
p.Pos = m.Nearest(p.Pos)
}
}
cp.points = make([]*optim.Point, 0, len(pollpoints))
if cp.SkipEps == 0 {
cp.points = pollpoints
} else {
for _, p := range pollpoints {
// It is possible that due to the mesh gridding, the poll point is
// outside of constraints or bounds and will be rounded back to the
// current point. Check for this and skip the poll point if this is
// the case.
dist := optim.L2Dist(from, p)
if dist > cp.SkipEps {
cp.points = append(cp.points, p)
}
}
}
objstop := &objStopper{Objectiver: obj, Best: from.Val}
results, n, err := ev.Eval(objstop, cp.points...)
if err != nil && err != FoundBetterErr {
return false, best, n, err
}
// this is separate from best to allow all points better than from to be
// added to keepdirecs before we update the best point.
nextbest := from
// Sort results and keep the best Nkeep as poll directions.
for _, p := range results {
if p.Val < best.Val {
cp.keepdirecs = append(cp.keepdirecs, direc{direcbetween(from, p, m), p.Val})
}
if p.Val < nextbest.Val {
nextbest = p
}
}
best = nextbest
nkeep := cp.Nkeep
if max := len(pollpoints) / 4; max < nkeep {
nkeep = max
}
sort.Sort(byval(cp.keepdirecs))
if len(cp.keepdirecs) > nkeep {
cp.keepdirecs = cp.keepdirecs[:nkeep]
}
if best.Val < from.Val {
return true, best, n, nil
} else {
return false, from, n, nil
}
}