From c2df5e1612eab5d1d5d071b411ff27e797a98a21 Mon Sep 17 00:00:00 2001
From: Erik Strand <erik.strand@cba.mit.edu>
Date: Fri, 17 Apr 2020 10:29:48 -0400
Subject: [PATCH] Make objectives compatible with lambda functions
Now everything uses operator() instead of eval.
---
optimization/objectives/paraboloid.h | 4 ++--
optimization/objectives/rosenbrock.h | 4 ++--
optimization/optimizers/cma_es/cma_es.h | 2 +-
.../conjugate_gradient_descent.h | 4 ++--
.../gradient_descent/gradient_descent.h | 2 +-
optimization/optimizers/line_search/bracket.h | 16 ++++++++--------
optimization/optimizers/line_search/brent.h | 2 +-
.../optimizers/line_search/golden_section.h | 8 ++++----
.../optimizers/line_search/line_objective.h | 8 ++++----
.../optimizers/nelder_mead/nelder_mead.h | 6 +++---
test/optimizers/line_search/bracket.cpp | 2 +-
test/optimizers/line_search/brent.cpp | 2 +-
test/optimizers/line_search/golden_section.cpp | 2 +-
13 files changed, 31 insertions(+), 31 deletions(-)
diff --git a/optimization/objectives/paraboloid.h b/optimization/objectives/paraboloid.h
index 7352f60..c10e1db 100644
--- a/optimization/objectives/paraboloid.h
+++ b/optimization/objectives/paraboloid.h
@@ -20,14 +20,14 @@ public:
uint32_t dim() const { return dim_; }
uint32_t& dim() { return dim_; }
- void eval(Input const& x, Scalar& value) const {
+ void operator()(Input const& x, Scalar& value) const {
value = 0;
for (uint32_t d = 0; d < dim_; ++d) {
value += x[d] * x[d];
}
}
- void eval(Input const& x, Scalar& value, Gradient& gradient) const {
+ void operator()(Input const& x, Scalar& value, Gradient& gradient) const {
value = 0;
for (uint32_t d = 0; d < dim_; ++d) {
value += x[d] * x[d];
diff --git a/optimization/objectives/rosenbrock.h b/optimization/objectives/rosenbrock.h
index 7c5aaae..607436d 100644
--- a/optimization/objectives/rosenbrock.h
+++ b/optimization/objectives/rosenbrock.h
@@ -16,7 +16,7 @@ public:
uint32_t dim() const { return dim_; }
uint32_t& dim() { return dim_; }
- void eval(VectorNs<N> const& x, Scalar& value) {
+ void operator()(VectorNs<N> const& x, Scalar& value) {
value = Scalar(0);
for (uint32_t i = 1; i < dim_; ++i) {
Scalar const x_squared = x[i - 1] * x[i - 1];
@@ -26,7 +26,7 @@ public:
}
}
- void eval(VectorNs<N> const& x, Scalar& value, VectorNs<N>& gradient) {
+ void operator()(VectorNs<N> const& x, Scalar& value, VectorNs<N>& gradient) {
value = Scalar(0);
gradient.resize(dim_);
gradient.setZero();
diff --git a/optimization/optimizers/cma_es/cma_es.h b/optimization/optimizers/cma_es/cma_es.h
index dbf8f12..7cdfa00 100644
--- a/optimization/optimizers/cma_es/cma_es.h
+++ b/optimization/optimizers/cma_es/cma_es.h
@@ -171,7 +171,7 @@ Eigen::Map<const Eigen::MatrixXd> CmaEs::optimize(
auto point_map = Eigen::Map<const Eigen::MatrixXd>(points_[i], dim_, 1);
// TODO: make objectives handle Maps so we don't have to copy the data.
point_vec = point_map;
- objective.eval(point_vec, values_[i]);
+ objective(point_vec, values_[i]);
}
log.push_back(points_, values_, dim_, pop_size_);
diff --git a/optimization/optimizers/conjugate_gradient_descent/conjugate_gradient_descent.h b/optimization/optimizers/conjugate_gradient_descent/conjugate_gradient_descent.h
index 13a5d5c..1dcb6b9 100644
--- a/optimization/optimizers/conjugate_gradient_descent/conjugate_gradient_descent.h
+++ b/optimization/optimizers/conjugate_gradient_descent/conjugate_gradient_descent.h
@@ -94,7 +94,7 @@ VectorNs<N> const& ConjugateGradientDescent<N>::optimize(
BracketFinder bracket;
Brent line_minimizer;
- objective.eval(point_, value_, gradient_);
+ objective(point_, value_, gradient_);
++n_evaluations_;
direction_ = gradient_;
@@ -119,7 +119,7 @@ VectorNs<N> const& ConjugateGradientDescent<N>::optimize(
// which point it evaluated last. Probably best to do this after I've written dbrent.
last_value_ = value_;
gradient_.swap(last_gradient_);
- objective.eval(point_, value_, gradient_);
+ objective(point_, value_, gradient_);
++n_iterations_;
log.push_back(
diff --git a/optimization/optimizers/gradient_descent/gradient_descent.h b/optimization/optimizers/gradient_descent/gradient_descent.h
index 1a92096..e8a7bf6 100644
--- a/optimization/optimizers/gradient_descent/gradient_descent.h
+++ b/optimization/optimizers/gradient_descent/gradient_descent.h
@@ -69,7 +69,7 @@ VectorNs<N> const& GradientDescent<N>::optimize(
log.initialize(objective);
while (true) {
- objective.eval(point_, value_, gradient_);
+ objective(point_, value_, gradient_);
++n_evaluations_;
log.push_back(point_, value_, gradient_);
diff --git a/optimization/optimizers/line_search/bracket.h b/optimization/optimizers/line_search/bracket.h
index 8d94f05..89de998 100644
--- a/optimization/optimizers/line_search/bracket.h
+++ b/optimization/optimizers/line_search/bracket.h
@@ -61,8 +61,8 @@ void BracketFinder::bracket(Objective& objective, Scalar x_1, Scalar x_2) {
// Copy in starting values and perform first evaluations.
x_1_ = x_1;
x_2_ = x_2;
- objective.eval(x_1_, y_1_);
- objective.eval(x_2_, y_2_);
+ objective(x_1_, y_1_);
+ objective(x_2_, y_2_);
n_evaluations_ = 2;
// Ensure that y_2_ < y_1_.
@@ -75,7 +75,7 @@ void BracketFinder::bracket(Objective& objective, Scalar x_1, Scalar x_2) {
// First try a golden ratio step.
// From here on out, either x_1_ < x_2_ < x_3_ or x_1_ > x_2_ > x_3_.
x_3_ = x_2_ + golden_ratio_ * (x_2_ - x_1_);
- objective.eval(x_3_, y_3_);
+ objective(x_3_, y_3_);
++n_evaluations_;
// Search until we have a bracket.
@@ -100,7 +100,7 @@ void BracketFinder::bracket(Objective& objective, Scalar x_1, Scalar x_2) {
if ((x_new - x_2_) * (x_3_ - x_new) > Scalar(0)) {
// If the new point between x_2_ and x_3_, try it.
- objective.eval(x_new, y_new);
+ objective(x_new, y_new);
++n_evaluations_;
if (y_new < y_3_) {
@@ -118,7 +118,7 @@ void BracketFinder::bracket(Objective& objective, Scalar x_1, Scalar x_2) {
}
} else if ((x_new - x_3_) * (x_lim - x_new) > Scalar(0)) {
// If the new point seems to be downhill and is not super far away, try it.
- objective.eval(x_new, y_new);
+ objective(x_new, y_new);
++n_evaluations_;
if (y_new < y_3_) {
@@ -129,18 +129,18 @@ void BracketFinder::bracket(Objective& objective, Scalar x_1, Scalar x_2) {
x_new += step;
y_2_ = y_3_;
y_3_ = y_new;
- objective.eval(x_new, y_new);
+ objective(x_new, y_new);
++n_evaluations_;
}
} else if ((x_lim - x_3_) * (x_new - x_lim) >= Scalar(0)) {
// If the new point is past x_lim, try x_lim next.
x_new = x_lim;
- objective.eval(x_new, y_new);
+ objective(x_new, y_new);
++n_evaluations_;
} else {
// If the new point seems to be too far uphill, just do a golden ratio step.
x_new = x_3_ + golden_ratio_ * (x_3_ - x_2_);
- objective.eval(x_new, y_new);
+ objective(x_new, y_new);
++n_evaluations_;
}
diff --git a/optimization/optimizers/line_search/brent.h b/optimization/optimizers/line_search/brent.h
index 26f65d6..4c5b9ac 100644
--- a/optimization/optimizers/line_search/brent.h
+++ b/optimization/optimizers/line_search/brent.h
@@ -156,7 +156,7 @@ Sample<Scalar> Brent::optimize(Objective& objective, Bracket const& bracket) {
// Take the step and evaluate the result.
Scalar const x_new = x_1 + step;
Scalar y_new;
- objective.eval(x_new, y_new);
+ objective(x_new, y_new);
++n_evaluations_;
if (y_new <= y_1) {
diff --git a/optimization/optimizers/line_search/golden_section.h b/optimization/optimizers/line_search/golden_section.h
index 17eb700..0d19417 100644
--- a/optimization/optimizers/line_search/golden_section.h
+++ b/optimization/optimizers/line_search/golden_section.h
@@ -61,14 +61,14 @@ Sample<Scalar> GoldenSection::optimize(Objective& objective, Bracket const& brac
x_1 = bracket.x_2();
y_1 = bracket.y_2();
x_2 = x_1 + golden_ratio_small_ * (x_3 - x_1);
- objective.eval(x_2, y_2);
+ objective(x_2, y_2);
} else {
// If the middle of the bracket is closer to the right edge, interpolate into the left half
// of the bracket.
x_2 = bracket.x_2();
y_2 = bracket.y_2();
x_1 = x_2 - golden_ratio_small_ * (x_2 - x_0);
- objective.eval(x_1, y_1);
+ objective(x_1, y_1);
}
n_evaluations_ = 1;
@@ -83,7 +83,7 @@ Sample<Scalar> GoldenSection::optimize(Objective& objective, Bracket const& brac
x_1 = x_2;
x_2 = golden_ratio_big_ * x_2 + golden_ratio_small_ * x_3;
y_1 = y_2;
- objective.eval(x_2, y_2);
+ objective(x_2, y_2);
++n_evaluations_;
} else {
// x_2 is our new left edge; interpolate between x_0 and x_1
@@ -91,7 +91,7 @@ Sample<Scalar> GoldenSection::optimize(Objective& objective, Bracket const& brac
x_2 = x_1;
x_1 = golden_ratio_small_ * x_0 + golden_ratio_big_ * x_1;
y_2 = y_1;
- objective.eval(x_1, y_1);
+ objective(x_1, y_1);
++n_evaluations_;
}
}
diff --git a/optimization/optimizers/line_search/line_objective.h b/optimization/optimizers/line_search/line_objective.h
index e52b8f9..7a7bb55 100644
--- a/optimization/optimizers/line_search/line_objective.h
+++ b/optimization/optimizers/line_search/line_objective.h
@@ -13,14 +13,14 @@ public:
objective_(o), x0_(x0), dir_(dir), x_(x)
{}
- void eval(Scalar t, Scalar& value) {
+ void operator()(Scalar t, Scalar& value) {
x_ = x0_ + t * dir_;
- objective_.eval(x_, value);
+ objective_(x_, value);
}
- void eval(Scalar t, Scalar& value, VectorNs<N>& gradient) {
+ void operator()(Scalar t, Scalar& value, VectorNs<N>& gradient) {
x_ = x0_ + t * dir_;
- objective_.eval(x_, value, gradient);
+ objective_(x_, value, gradient);
}
private:
diff --git a/optimization/optimizers/nelder_mead/nelder_mead.h b/optimization/optimizers/nelder_mead/nelder_mead.h
index 477065c..2f0fbcb 100644
--- a/optimization/optimizers/nelder_mead/nelder_mead.h
+++ b/optimization/optimizers/nelder_mead/nelder_mead.h
@@ -156,7 +156,7 @@ decltype(auto) NelderMead<D>::optimize(Objective& objective, MatrixDN const& sim
// Evaluate the objective at all simplex vertices.
for (uint32_t i = 0u; i < n_vertices_; ++i) {
- objective.eval(simplex_vertices_.col(i), simplex_values_[i]);
+ objective(simplex_vertices_.col(i), simplex_values_[i]);
}
n_evaluations_ = n_vertices_;
@@ -224,7 +224,7 @@ decltype(auto) NelderMead<D>::optimize(Objective& objective, MatrixDN const& sim
if (i != i_lowest_) {
simplex_vertices_.col(i) =
shrinking_coefficient_ * (simplex_vertices_.col(i_lowest_) + simplex_vertices_.col(i));
- objective.eval(simplex_vertices_.col(i), simplex_values_[i]);
+ objective(simplex_vertices_.col(i), simplex_values_[i]);
}
}
n_evaluations_ += dim_;
@@ -244,7 +244,7 @@ Scalar NelderMead<D>::try_new_point(Objective& objective, Scalar factor) {
// Evaluate the new point.
Scalar y_new;
- objective.eval(x_new, y_new);
+ objective(x_new, y_new);
++n_evaluations_;
// If the new point is an improvement, keep it.
diff --git a/test/optimizers/line_search/bracket.cpp b/test/optimizers/line_search/bracket.cpp
index b2dd1ae..6440509 100644
--- a/test/optimizers/line_search/bracket.cpp
+++ b/test/optimizers/line_search/bracket.cpp
@@ -9,7 +9,7 @@ TEST_CASE("Bracket", "[Bracket]") {
SECTION("parabola") {
struct Parabola {
- void eval(Scalar x, Scalar& y) const { y = x * x; }
+ void operator()(Scalar x, Scalar& y) const { y = x * x; }
};
Parabola parabola;
diff --git a/test/optimizers/line_search/brent.cpp b/test/optimizers/line_search/brent.cpp
index 2cca032..0c3e5f6 100644
--- a/test/optimizers/line_search/brent.cpp
+++ b/test/optimizers/line_search/brent.cpp
@@ -13,7 +13,7 @@ TEST_CASE("Brent", "[Brent]") {
SECTION("parabola") {
struct Parabola {
- void eval(Scalar x, Scalar& y) const { y = x * x; }
+ void operator()(Scalar x, Scalar& y) const { y = x * x; }
};
Parabola parabola;
diff --git a/test/optimizers/line_search/golden_section.cpp b/test/optimizers/line_search/golden_section.cpp
index 875c659..7f81325 100644
--- a/test/optimizers/line_search/golden_section.cpp
+++ b/test/optimizers/line_search/golden_section.cpp
@@ -13,7 +13,7 @@ TEST_CASE("GoldenSection", "[GoldenSection]") {
SECTION("parabola") {
struct Parabola {
- void eval(Scalar x, Scalar& y) const { y = x * x; }
+ void operator()(Scalar x, Scalar& y) const { y = x * x; }
};
Parabola parabola;
--
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