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agomez |
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#include "optimizer.h" |
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// ********************************************************
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// functions for class Optimizer
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// ********************************************************
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Optimizer::Optimizer(CommandLineInfo* info, NetInterface* net) {
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int i;
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netInt = net;
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// useSA = 0;
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// useHJ = 0;
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// useBFGS = 0;
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// parSA = NULL;
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// parHJ = NULL;
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// parBFGS = NULL;
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// Initialise random number generator
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srand(time(NULL));
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outputfile = info->getOutputFilename();
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if (info->getOptInfoFileGiven())
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this->readOptInfo(info->getOptFilename());
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else {
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cout << "No optimizing information given - using default information\n";
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// parHJ = new ParaminHooke(net);
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// useHJ = 1;
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optvec.resize(new ParaminHooke(net));
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}
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// DoubleVector startx;
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// Set the starting value of x and f
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// startx = net->getInitialX();
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// cout << "best x in optimizer is: " << endl;
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// for (i = 0; i < startx.Size(); i++)
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// cout << startx[i] << " ";
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// cout << endl;
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// startx is scaled if scaling is used
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netInt->startNewDataGroup(1);
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netInt->setX(netInt->getInitialX());
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netInt->sendAndReceiveAllData();
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//cout << "in optmizier got fx " << netInt->getY(0) << endl;
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netInt->setScore(netInt->getY(0));
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// startf = net->getY(0);
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netInt->stopUsingDataGroup();
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}
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Optimizer::~Optimizer() {
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/*
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if (parSA != NULL)
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delete parSA;
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if (parHJ != NULL)
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delete parHJ;
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if (parBFGS != NULL)
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delete parBFGS;
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*/
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int i;
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for (i = 0; i < optvec.Size(); i++)
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delete optvec[i];
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}
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void Optimizer::readOptInfo(char* optfilename) {
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char* text = new char[MaxStrLength];
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strncpy(text, "", MaxStrLength);
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ifstream infile(optfilename);
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CommentStream commin(infile);
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int i = 0;
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// Now need to look for seed, [simann], [hooke] or [bfgs]
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commin >> text;
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while (!commin.eof()) {
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commin >> ws; //trim whitespace from infile
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if ((strcasecmp(text, "seed")) == 0 && (!commin.eof())) {
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commin >> seed >> ws >> text;
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srand(seed);
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} else if (strcasecmp(text, "[simann]") == 0) {
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// parSA = new ParaminSimann(net);
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//useSA = 1;
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optvec.resize(new ParaminSimann(netInt));
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} else if (strcasecmp(text, "[hooke]") == 0) {
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// parHJ = new ParaminHooke(net);
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// useHJ = 1;
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optvec.resize(new ParaminHooke(netInt));
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} else if (strcasecmp(text, "[bfgs]") == 0) {
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//parBFGS = new ParaminBFGS(net);
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// useBFGS = 1;
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optvec.resize(new ParaminBFGS(netInt));
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}
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else {
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// set log failure here...
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cerr << " did not find bfgs, hooke, simann or seed" << endl;
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// exit ..
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}
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if (!commin.eof()) {
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if (optvec.Size() > 0) {
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commin >> text;
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if ((text[0] == '[') || (strcasecmp(text, "seed") == 0))
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cerr << "Warning - no optimisation parameters specified for optimization algorithm\n";
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else {
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optvec[i]->read(commin, text);
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i++;
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}
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}
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} else
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cerr << "Warning - no optimisation parameters specified for optimization algorithm\n";
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}
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if (optvec.Size() == 0) {
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// set here log message...
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optvec.resize(new ParaminHooke(netInt));
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}
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delete [] text;
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infile.close();
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infile.clear();
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}
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void Optimizer::OptimizeFunc() {
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int i;
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ofstream outfile;
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outfile.open(outputfile);
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for (i = 0; i < optvec.Size(); i++)
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{
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// Keep track of how much time has taken for each optimization.
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time_t timestart;
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timestart = time(NULL);
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optvec[i]->OptimiseLikelihood();
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time_t timeafter;
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timeafter = time(NULL);
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//Added 2/07/2012 to measure time of each optimization G.E.
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if(optvec[i]->getType() == OPTSIMANN)
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{
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outfile << "; Simulated annealing optimization finished in " <<": " << difftime(timeafter, timestart) << " seconds\n";
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}
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else if(optvec[i]->getType() == OPTHOOKE)
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{
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outfile << "; Hooke and Jeeves optimization finished in " <<": " << difftime(timeafter, timestart) << " seconds\n";
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}
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else if(optvec[i]->getType() == OPTBFGS)
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{
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outfile << "; BFGS optimization finished in " <<": " << difftime(timeafter, timestart) << " seconds\n";
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}
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else
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{
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outfile << "; New algorithm optimization finished in " <<": " << difftime(timeafter, timestart) << " seconds\n";
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}
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}
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outfile.close();
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}
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void Optimizer::getScore(DoubleVector& x, double fx) {
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//netInt->getInitialScore(x, fx);
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fx = netInt->getInitialScore(x);
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}
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double Optimizer::getBestF() {
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return netInt->getScore();
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}
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void Optimizer::printResult() {
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// write the best point out to a file
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int i;
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time_t timenow;
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timenow = time(NULL);
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ofstream outfile;
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outfile.open(outputfile, ios::out | ios::app);
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DoubleVector x;
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double fx;
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//netInt->getInitialScore(x, fx);
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fx = netInt->getInitialScore(x);
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if (!outfile) {
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cout << "\nWarning - can't open outputfile\nThe best point calculated is f(x) = "
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<< fx << " at\n";
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this->printX(x);
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} else {
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// write the data in the gadget format so this file can be used as a starting point
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outfile << "; Output from Paramin version " << PARAMINVERSION << " on " << ctime(&timenow);
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// AJ must decide on prec... set it somewher eelse. ...
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for (i = 0; i < optvec.Size(); i++)
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optvec[i]->Print(outfile, 8);
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outfile << "; The final likelihood value was " << fx << "\nswitch\tvalue\t\tlower\tupper\toptimise\n";
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for (i = 0; i < x.Size(); i++) {
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outfile << (netInt->getSwitches())[i].getName() << TAB << setw(12) << setprecision(8)
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<< x[i] << TAB << setw(8) << setprecision(4) << netInt->getLowerbound()[i]
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<< setw(8) << setprecision(4) << netInt->getUpperbound()[i]
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<< setw(8) << netInt->getOptInfo()[i] << endl;
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}
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}
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outfile.close();
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}
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void Optimizer::printX(const DoubleVector& vec) {
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int i;
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for (i = 0; i < vec.Size(); i++)
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cout << vec[i] << sep;
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cout << endl;
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}
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