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I1083 l bfgs optimiser #1149

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I1083 l bfgs optimiser #1149

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7e36b83
abstract class LineSearchBasedOptimiser
May 24, 2020
ab50fa8
:construction: lbfgs algorithm
May 24, 2020
a350cb6
Removing none ASCII characters
May 24, 2020
6d71df4
:fire:
May 24, 2020
635acc3
removing non ASCII characters
May 24, 2020
7ea50f4
LBFGS ready for sepration into abstract class
Jul 16, 2020
3985888
deleting bfgs_scipy
Jul 21, 2020
ec2b7c7
seperating linsearch
Aug 12, 2020
ef4de15
renaming bfgs to lbfgs
Nov 8, 2020
e1b3585
splitting optimser and linesearch
Nov 8, 2020
3c0244b
documentation related to LBFGS and linesearch
Nov 8, 2020
009e7be
Delete bfgs_trial.ipynb
alisterde Nov 8, 2020
1d94914
Merge branch 'i1083_l-bfgs_optimiser' of https://github.com/pints-tea…
Nov 8, 2020
683a2a5
Adding convergence stopping crtirea to lbfgs
Nov 8, 2020
858857f
lbfgs example (needs improving)
Nov 8, 2020
10c8f35
style fix
Nov 8, 2020
4369b39
Adding lbfgs notebook to documentation
Nov 8, 2020
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5 changes: 4 additions & 1 deletion pints/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -166,7 +166,8 @@ def version(formatted=False):
optimise,
Optimiser,
PopulationBasedOptimiser,
TriangleWaveTransform,
LineSearchBasedOptimiser,
TriangleWaveTransform
)
from ._optimisers._cmaes import CMAES
from ._optimisers._cmaes_bare import BareCMAES
Expand All @@ -175,6 +176,8 @@ def version(formatted=False):
from ._optimisers._pso import PSO
from ._optimisers._snes import SNES
from ._optimisers._xnes import XNES
from ._optimisers._bfgs_scipy import BFGS_scipy
from ._optimisers._bfgs_linesearch import BFGS


#
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25 changes: 25 additions & 0 deletions pints/_optimisers/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -279,6 +279,29 @@ def set_hyper_parameters(self, x):
self.set_population_size(x[0])


class LineSearchBasedOptimiser(Optimiser):
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I'm not 100% sure this is the best way to do it yet, but let's leave all that till after we have a working prototype!

"""
Base class for optimisers that incorporate a line search
within their algorithm.

Extends :class:`Optimiser`.
"""

def __init__(self, x0, sigma0=None, boundaries=None):
super(LineSearchBasedOptimiser, self).__init__(x0, sigma0, boundaries)

self._evaluator = None

def _set_function_evaluator(self, function):

f = function
if self.needs_sensitivities:
f = f.evaluateS1

# Create evaluator object
self._evaluator = pints.SequentialEvaluator(f)


class OptimisationController(object):
"""
Finds the parameter values that minimise an :class:`ErrorMeasure` or
Expand Down Expand Up @@ -337,6 +360,8 @@ def __init__(
elif not issubclass(method, pints.Optimiser):
raise ValueError('Method must be subclass of pints.Optimiser.')
self._optimiser = method(x0, sigma0, boundaries)
if issubclass(method, pints.LineSearchBasedOptimiser):
self._optimiser._set_function_evaluator(self._function)

# Check if sensitivities are required
self._needs_sensitivities = self._optimiser.needs_sensitivities()
Expand Down
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