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Commit ec7a4af1 authored by Davis King's avatar Davis King
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A bit of cleanup and documentation

parent e7e5d238
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Showing with 254 additions and 17 deletions
dlib/global_optimization/find_global_maximum_abstract.h 0 → 100644
View file @ ec7a4af1
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dlib/global_optimization/global_function_search.cpp
View file @ ec7a4af1
......@@ -368,10 +368,10 @@ namespace dlib
// ----------------------------------------------------------------------------------------
function_spec::function_spec(
const matrix<double,0,1>& lower_,
const matrix<double,0,1>& upper_
matrix<double,0,1> bound1,
matrix<double,0,1> bound2
) :
lower(lower_), upper(upper_)
lower(std::move(bound1)), upper(std::move(bound2))
{
DLIB_CASSERT(lower.size() == upper.size());
for (size_t i = 0; i < lower.size(); ++i)
......@@ -386,11 +386,11 @@ namespace dlib
// ----------------------------------------------------------------------------------------
function_spec::function_spec(
const matrix<double,0,1>& lower,
const matrix<double,0,1>& upper,
matrix<double,0,1> bound1,
matrix<double,0,1> bound2,
std::vector<bool> is_integer
) :
function_spec(std::move(lower),std::move(upper))
function_spec(std::move(bound1),std::move(bound2))
{
is_integer_variable = std::move(is_integer);
DLIB_CASSERT(lower.size() == (long)is_integer_variable.size());
......@@ -597,6 +597,7 @@ namespace dlib
const std::vector<function_spec>& functions_
)
{
DLIB_CASSERT(functions_.size() > 0);
m = std::make_shared<std::mutex>();
functions.reserve(functions_.size());
for (size_t i = 0; i < functions_.size(); ++i)
......@@ -613,6 +614,7 @@ namespace dlib
) :
global_function_search(functions_)
{
DLIB_CASSERT(functions_.size() > 0);
DLIB_CASSERT(functions_.size() == initial_function_evals.size());
DLIB_CASSERT(relative_noise_magnitude >= 0);
relative_noise_magnitude = relative_noise_magnitude_;
......
dlib/global_optimization/global_function_search.h
View file @ ec7a4af1
......@@ -3,6 +3,7 @@
#ifndef DLIB_GLOBAL_FuNCTION_SEARCH_Hh_
#define DLIB_GLOBAL_FuNCTION_SEARCH_Hh_
#include "global_function_search_abstract.h"
#include <vector>
#include "../matrix.h"
#include <mutex>
......@@ -17,13 +18,13 @@ namespace dlib
struct function_spec
{
function_spec(
const matrix<double,0,1>& lower_,
const matrix<double,0,1>& upper_
matrix<double,0,1> bound1,
matrix<double,0,1> bound2
);
function_spec(
const matrix<double,0,1>& lower,
const matrix<double,0,1>& upper,
matrix<double,0,1> bound1,
matrix<double,0,1> bound2,
std::vector<bool> is_integer
);
......@@ -116,12 +117,6 @@ namespace dlib
void set (
double y
);
/*!
requires
- has_been_evaluated() == false
ensures
- #has_been_evaluated() == true
!*/
private:
......@@ -143,7 +138,7 @@ namespace dlib
{
public:
global_function_search() = delete;
global_function_search() = default;
explicit global_function_search(
const function_spec& function
......@@ -162,6 +157,9 @@ namespace dlib
global_function_search(const global_function_search&) = delete;
global_function_search& operator=(const global_function_search& item) = delete;
global_function_search(global_function_search&& item) = default;
global_function_search& operator=(global_function_search&& item) = default;
size_t num_functions(
) const;
......
dlib/global_optimization/global_function_search_abstract.h 0 → 100644
View file @ ec7a4af1
// Copyright (C) 2017 Davis E. King (davis@dlib.net)
// License: Boost Software License See LICENSE.txt for the full license.
#undef DLIB_GLOBAL_FuNCTION_SEARCH_ABSTRACT_Hh_
#ifdef DLIB_GLOBAL_FuNCTION_SEARCH_ABSTRACT_Hh_
#include <vector>
#include "../matrix.h"
#include "upper_bound_function_abstract.h"
namespace dlib
{
// ----------------------------------------------------------------------------------------
struct function_spec
{
/*!
WHAT THIS OBJECT REPRESENTS
This object is a simple struct that lets you define the valid inputs to a
multivariate function. It lets you define bounds constraints for each
variable as well as say if a variable is integer valued or not. Therefore,
an instance of this struct says that a function takes upper.size() input
variables, where the ith variable must be in the range [lower(i) upper(i)]
and be an integer if is_integer_variable[i]==true.
!*/
function_spec(
matrix<double,0,1> bound1,
matrix<double,0,1> bound2
);
/*!
requires
- bound1.size() == bound2.size()
- for all valid i: bound1(i) != bound2(i)
ensures
- #is_integer_variable.size() == bound1.size()
- #lower.size() == bound1.size()
- #upper.size() == bound1.size()
- for all valid i:
- #is_integer_variable[i] == false
- #lower(i) == min(bound1(i), bound2(i))
- #upper(i) == max(bound1(i), bound2(i))
!*/
function_spec(
matrix<double,0,1> lower,
matrix<double,0,1> upper,
std::vector<bool> is_integer
);
/*!
requires
- bound1.size() == bound2.size() == is_integer.size()
- for all valid i: bound1(i) != bound2(i)
ensures
- #is_integer_variable.size() == bound1.size()
- #lower.size() == bound1.size()
- #upper.size() == bound1.size()
- for all valid i:
- #is_integer_variable[i] == is_integer[i]
- #lower(i) == min(bound1(i), bound2(i))
- #upper(i) == max(bound1(i), bound2(i))
!*/
matrix<double,0,1> lower;
matrix<double,0,1> upper;
std::vector<bool> is_integer_variable;
};
// ----------------------------------------------------------------------------------------
class function_evaluation_request
{
/*!
WHAT THIS OBJECT REPRESENTS
!*/
public:
// You can't make or copy this object, the only way to get one is from the
// global_function_search class via get_next_x().
function_evaluation_request() = delete;
function_evaluation_request(const function_evaluation_request&) = delete;
function_evaluation_request& operator=(const function_evaluation_request&) = delete;
// You can however move and swap this object.
function_evaluation_request(function_evaluation_request&& item);
function_evaluation_request& operator=(function_evaluation_request&& item);
/*!
moving from item causes item.has_been_evaluated() == true, TODO, clarify
!*/
void swap(
function_evaluation_request& item
);
/*!
ensures
- swaps the state of *this and item
!*/
~function_evaluation_request(
);
/*!
ensures
- frees all resources associated with this object.
!*/
size_t function_idx (
) const;
const matrix<double,0,1>& x (
) const;
bool has_been_evaluated (
) const;
void set (
double y
);
/*!
requires
- has_been_evaluated() == false
ensures
- #has_been_evaluated() == true
!*/
};
// ----------------------------------------------------------------------------------------
class global_function_search
{
/*!
WHAT THIS OBJECT REPRESENTS
!*/
public:
global_function_search(
);
/*!
ensures
- #num_functions() == 0
!*/
// This object can't be copied.
global_function_search(const global_function_search&) = delete;
global_function_search& operator=(const global_function_search& item) = delete;
global_function_search(global_function_search&& item) = default;
global_function_search& operator=(global_function_search&& item) = default;
/*!
ensures
- moves the state of item into *this
- #item.num_functions() == 0
!*/
explicit global_function_search(
const function_spec& function
);
explicit global_function_search(
const std::vector<function_spec>& functions_
);
global_function_search(
const std::vector<function_spec>& functions_,
const std::vector<std::vector<function_evaluation>>& initial_function_evals,
const double relative_noise_magnitude = 0.001
);
size_t num_functions(
) const;
void set_seed (
time_t seed
);
void get_function_evaluations (
std::vector<function_spec>& specs,
std::vector<std::vector<function_evaluation>>& function_evals
) const;
void get_best_function_eval (
matrix<double,0,1>& x,
double& y,
size_t& function_idx
) const;
/*!
requires
- num_functions() != 0
!*/
function_evaluation_request get_next_x (
);
/*!
requires
- num_functions() != 0
!*/
double get_pure_random_search_probability (
) const;
void set_pure_random_search_probability (
double prob
);
double get_solver_epsilon (
) const;
void set_solver_epsilon (
double eps
);
double get_relative_noise_magnitude (
) const;
void set_relative_noise_magnitude (
double value
);
size_t get_monte_carlo_upper_bound_sample_num (
) const;
void set_monte_carlo_upper_bound_sample_num (
size_t num
);
};
// ----------------------------------------------------------------------------------------
}
#endif // DLIB_GLOBAL_FuNCTION_SEARCH_ABSTRACT_Hh_
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