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dlib
Commit c91a0473 authored by Davis King's avatar Davis King
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more cleanup

parent 1eee5ccd
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Showing with 117 additions and 26 deletions
dlib/global_optimization/global_function_search.cpp
View file @ c91a0473
......@@ -6,6 +6,9 @@
namespace dlib
{
// ----------------------------------------------------------------------------------------
namespace qopt_impl
{
void fit_qp_mse(
......@@ -320,6 +323,8 @@ namespace dlib
double upper_bound = 0;
};
// ------------------------------------------------------------------------------------
max_upper_bound_function pick_next_sample_max_upper_bound_function (
dlib::rand& rnd,
const upper_bound_function& ub,
......@@ -362,7 +367,11 @@ namespace dlib
// ----------------------------------------------------------------------------------------
// ----------------------------------------------------------------------------------------
function_spec::function_spec(const matrix<double,0,1>& lower_, const matrix<double,0,1>& upper_) : lower(lower_), upper(upper_)
function_spec::function_spec(
const matrix<double,0,1>& lower_,
const matrix<double,0,1>& upper_
) :
lower(lower_), upper(upper_)
{
DLIB_CASSERT(lower.size() == upper.size());
for (size_t i = 0; i < lower.size(); ++i)
......@@ -374,7 +383,14 @@ namespace dlib
is_integer_variable.assign(lower.size(), false);
}
function_spec::function_spec(const matrix<double,0,1>& lower, const matrix<double,0,1>& upper, std::vector<bool> is_integer) : function_spec(std::move(lower),std::move(upper))
// ----------------------------------------------------------------------------------------
function_spec::function_spec(
const matrix<double,0,1>& lower,
const matrix<double,0,1>& upper,
std::vector<bool> is_integer
) :
function_spec(std::move(lower),std::move(upper))
{
is_integer_variable = std::move(is_integer);
DLIB_CASSERT(lower.size() == (long)is_integer_variable.size());
......@@ -416,6 +432,8 @@ namespace dlib
return tmp;
}
// ------------------------------------------------------------------------------------
double funct_info::find_nn (
const std::vector<function_evaluation>& evals,
const matrix<double,0,1>& x
......@@ -435,11 +453,14 @@ namespace dlib
return best_y;
}
}
} // end namespace gopt_impl
// ----------------------------------------------------------------------------------------
// ----------------------------------------------------------------------------------------
function_evaluation_request::function_evaluation_request(function_evaluation_request&& item)
function_evaluation_request::function_evaluation_request(
function_evaluation_request&& item
)
{
m_has_been_evaluated = item.m_has_been_evaluated;
req = item.req;
......@@ -449,21 +470,31 @@ namespace dlib
item.m_has_been_evaluated = true;
}
// ----------------------------------------------------------------------------------------
function_evaluation_request& function_evaluation_request::
operator=(function_evaluation_request&& item)
operator=(
function_evaluation_request&& item
)
{
function_evaluation_request(std::move(item)).swap(*this);
return *this;
}
// ----------------------------------------------------------------------------------------
void function_evaluation_request::
swap(function_evaluation_request& item)
swap(
function_evaluation_request& item
)
{
std::swap(m_has_been_evaluated, item.m_has_been_evaluated);
std::swap(req, item.req);
std::swap(info, item.info);
}
// ----------------------------------------------------------------------------------------
size_t function_evaluation_request::
function_idx (
) const
......@@ -478,6 +509,8 @@ namespace dlib
return req.x;
}
// ----------------------------------------------------------------------------------------
bool function_evaluation_request::
has_been_evaluated (
) const
......@@ -485,6 +518,8 @@ namespace dlib
return m_has_been_evaluated;
}
// ----------------------------------------------------------------------------------------
function_evaluation_request::
~function_evaluation_request()
{
......@@ -498,16 +533,12 @@ namespace dlib
}
}
// ----------------------------------------------------------------------------------------
void function_evaluation_request::
set (
double y
)
/*!
requires
- has_been_evaluated() == false
ensures
- #has_been_evaluated() == true
!*/
{
DLIB_CASSERT(has_been_evaluated() == false);
std::lock_guard<std::mutex> lock(*info->m);
......@@ -559,6 +590,8 @@ namespace dlib
const function_spec& function
) : global_function_search(std::vector<function_spec>(1,function)) {}
// ----------------------------------------------------------------------------------------
global_function_search::
global_function_search(
const std::vector<function_spec>& functions_
......@@ -570,12 +603,15 @@ namespace dlib
functions.emplace_back(std::make_shared<gopt_impl::funct_info>(functions_[i],i,m));
}
// ----------------------------------------------------------------------------------------
global_function_search::
global_function_search(
const std::vector<function_spec>& functions_,
const std::vector<std::vector<function_evaluation>>& initial_function_evals,
const double relative_noise_magnitude_
) : global_function_search(functions_)
) :
global_function_search(functions_)
{
DLIB_CASSERT(functions_.size() == initial_function_evals.size());
DLIB_CASSERT(relative_noise_magnitude >= 0);
......@@ -586,13 +622,17 @@ namespace dlib
}
}
// ----------------------------------------------------------------------------------------
size_t global_function_search::
num_functions() const
num_functions(
) const
{
return functions.size();
}
// ----------------------------------------------------------------------------------------
void global_function_search::
set_seed (
time_t seed
......@@ -601,6 +641,8 @@ namespace dlib
rnd = dlib::rand(seed);
}
// ----------------------------------------------------------------------------------------
void global_function_search::
get_function_evaluations (
std::vector<function_spec>& specs,
......@@ -617,6 +659,8 @@ namespace dlib
}
}
// ----------------------------------------------------------------------------------------
void global_function_search::
get_best_function_eval (
matrix<double,0,1>& x,
......@@ -634,6 +678,8 @@ namespace dlib
x = info.best_x;
}
// ----------------------------------------------------------------------------------------
function_evaluation_request global_function_search::
get_next_x (
)
......@@ -734,9 +780,16 @@ namespace dlib
}
// ----------------------------------------------------------------------------------------
double global_function_search::
get_pure_random_search_probability (
) const { return pure_random_search_probability; }
) const
{
return pure_random_search_probability;
}
// ----------------------------------------------------------------------------------------
void global_function_search::
set_pure_random_search_probability (
......@@ -747,9 +800,16 @@ namespace dlib
pure_random_search_probability = prob;
}
// ----------------------------------------------------------------------------------------
double global_function_search::
get_solver_epsilon (
) const { return min_trust_region_epsilon; }
) const
{
return min_trust_region_epsilon;
}
// ----------------------------------------------------------------------------------------
void global_function_search::
set_solver_epsilon (
......@@ -760,6 +820,8 @@ namespace dlib
min_trust_region_epsilon = eps;
}
// ----------------------------------------------------------------------------------------
double global_function_search::
get_relative_noise_magnitude (
) const
......@@ -767,6 +829,8 @@ namespace dlib
return relative_noise_magnitude;
}
// ----------------------------------------------------------------------------------------
void global_function_search::
set_relative_noise_magnitude (
double value
......@@ -779,6 +843,8 @@ namespace dlib
f->ub = upper_bound_function(f->ub.get_points(), relative_noise_magnitude);
}
// ----------------------------------------------------------------------------------------
size_t global_function_search::
get_monte_carlo_upper_bound_sample_num (
) const
......@@ -786,6 +852,8 @@ namespace dlib
return num_random_samples;
}
// ----------------------------------------------------------------------------------------
void global_function_search::
set_monte_carlo_upper_bound_sample_num (
size_t num
......@@ -795,16 +863,22 @@ namespace dlib
num_random_samples = num;
}
// ----------------------------------------------------------------------------------------
std::shared_ptr<gopt_impl::funct_info> global_function_search::
best_function() const
best_function(
) const
{
size_t idx = 0;
return best_function(idx);
}
// ----------------------------------------------------------------------------------------
std::shared_ptr<gopt_impl::funct_info> global_function_search::
best_function(size_t& idx) const
best_function(
size_t& idx
) const
{
auto i = std::max_element(functions.begin(), functions.end(),
[](const std::shared_ptr<gopt_impl::funct_info>& a, const std::shared_ptr<gopt_impl::funct_info>& b) { return a->best_objective_value < b->best_objective_value; });
......@@ -813,6 +887,8 @@ namespace dlib
return *i;
}
// ----------------------------------------------------------------------------------------
bool global_function_search::
has_incomplete_trust_region_request (
) const
......
dlib/global_optimization/global_function_search.h
View file @ c91a0473
......@@ -16,9 +16,16 @@ namespace dlib
struct function_spec
{
function_spec(const matrix<double,0,1>& lower_, const matrix<double,0,1>& upper_);
function_spec(
const matrix<double,0,1>& lower_,
const matrix<double,0,1>& upper_
);
function_spec(const matrix<double,0,1>& lower, const matrix<double,0,1>& upper, std::vector<bool> is_integer);
function_spec(
const matrix<double,0,1>& lower,
const matrix<double,0,1>& upper,
std::vector<bool> is_integer
);
matrix<double,0,1> lower;
matrix<double,0,1> upper;
......@@ -48,7 +55,12 @@ namespace dlib
funct_info(const funct_info&) = delete;
funct_info& operator=(const funct_info&) = delete;
funct_info(const function_spec& spec, size_t function_idx, const std::shared_ptr<std::mutex>& m) : spec(spec), function_idx(function_idx), m(m)
funct_info(
const function_spec& spec,
size_t function_idx,
const std::shared_ptr<std::mutex>& m
) :
spec(spec), function_idx(function_idx), m(m)
{
best_x = zeros_matrix(spec.lower);
}
......@@ -81,12 +93,11 @@ namespace dlib
public:
function_evaluation_request() = delete;
function_evaluation_request(const function_evaluation_request&) = delete;
function_evaluation_request& operator=(const function_evaluation_request&) = delete;
function_evaluation_request(function_evaluation_request&& item);
function_evaluation_request(function_evaluation_request&& item);
function_evaluation_request& operator=(function_evaluation_request&& item);
void swap(function_evaluation_request& item);
......@@ -151,7 +162,8 @@ namespace dlib
global_function_search(const global_function_search&) = delete;
global_function_search& operator=(const global_function_search& item) = delete;
size_t num_functions() const;
size_t num_functions(
) const;
void set_seed (
time_t seed
......@@ -201,9 +213,12 @@ namespace dlib
private:
std::shared_ptr<gopt_impl::funct_info> best_function() const;
std::shared_ptr<gopt_impl::funct_info> best_function(
) const;
std::shared_ptr<gopt_impl::funct_info> best_function(size_t& idx) const;
std::shared_ptr<gopt_impl::funct_info> best_function(
size_t& idx
) const;
bool has_incomplete_trust_region_request (
) const;
......
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