peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/optimize
/_basinhopping.py
""" | |
basinhopping: The basinhopping global optimization algorithm | |
""" | |
import numpy as np | |
import math | |
import inspect | |
import scipy.optimize | |
from scipy._lib._util import check_random_state | |
__all__ = ['basinhopping'] | |
_params = (inspect.Parameter('res_new', kind=inspect.Parameter.KEYWORD_ONLY), | |
inspect.Parameter('res_old', kind=inspect.Parameter.KEYWORD_ONLY)) | |
_new_accept_test_signature = inspect.Signature(parameters=_params) | |
class Storage: | |
""" | |
Class used to store the lowest energy structure | |
""" | |
def __init__(self, minres): | |
self._add(minres) | |
def _add(self, minres): | |
self.minres = minres | |
self.minres.x = np.copy(minres.x) | |
def update(self, minres): | |
if minres.success and (minres.fun < self.minres.fun | |
or not self.minres.success): | |
self._add(minres) | |
return True | |
else: | |
return False | |
def get_lowest(self): | |
return self.minres | |
class BasinHoppingRunner: | |
"""This class implements the core of the basinhopping algorithm. | |
x0 : ndarray | |
The starting coordinates. | |
minimizer : callable | |
The local minimizer, with signature ``result = minimizer(x)``. | |
The return value is an `optimize.OptimizeResult` object. | |
step_taking : callable | |
This function displaces the coordinates randomly. Signature should | |
be ``x_new = step_taking(x)``. Note that `x` may be modified in-place. | |
accept_tests : list of callables | |
Each test is passed the kwargs `f_new`, `x_new`, `f_old` and | |
`x_old`. These tests will be used to judge whether or not to accept | |
the step. The acceptable return values are True, False, or ``"force | |
accept"``. If any of the tests return False then the step is rejected. | |
If ``"force accept"``, then this will override any other tests in | |
order to accept the step. This can be used, for example, to forcefully | |
escape from a local minimum that ``basinhopping`` is trapped in. | |
disp : bool, optional | |
Display status messages. | |
""" | |
def __init__(self, x0, minimizer, step_taking, accept_tests, disp=False): | |
self.x = np.copy(x0) | |
self.minimizer = minimizer | |
self.step_taking = step_taking | |
self.accept_tests = accept_tests | |
self.disp = disp | |
self.nstep = 0 | |
# initialize return object | |
self.res = scipy.optimize.OptimizeResult() | |
self.res.minimization_failures = 0 | |
# do initial minimization | |
minres = minimizer(self.x) | |
if not minres.success: | |
self.res.minimization_failures += 1 | |
if self.disp: | |
print("warning: basinhopping: local minimization failure") | |
self.x = np.copy(minres.x) | |
self.energy = minres.fun | |
self.incumbent_minres = minres # best minimize result found so far | |
if self.disp: | |
print("basinhopping step %d: f %g" % (self.nstep, self.energy)) | |
# initialize storage class | |
self.storage = Storage(minres) | |
if hasattr(minres, "nfev"): | |
self.res.nfev = minres.nfev | |
if hasattr(minres, "njev"): | |
self.res.njev = minres.njev | |
if hasattr(minres, "nhev"): | |
self.res.nhev = minres.nhev | |
def _monte_carlo_step(self): | |
"""Do one Monte Carlo iteration | |
Randomly displace the coordinates, minimize, and decide whether | |
or not to accept the new coordinates. | |
""" | |
# Take a random step. Make a copy of x because the step_taking | |
# algorithm might change x in place | |
x_after_step = np.copy(self.x) | |
x_after_step = self.step_taking(x_after_step) | |
# do a local minimization | |
minres = self.minimizer(x_after_step) | |
x_after_quench = minres.x | |
energy_after_quench = minres.fun | |
if not minres.success: | |
self.res.minimization_failures += 1 | |
if self.disp: | |
print("warning: basinhopping: local minimization failure") | |
if hasattr(minres, "nfev"): | |
self.res.nfev += minres.nfev | |
if hasattr(minres, "njev"): | |
self.res.njev += minres.njev | |
if hasattr(minres, "nhev"): | |
self.res.nhev += minres.nhev | |
# accept the move based on self.accept_tests. If any test is False, | |
# then reject the step. If any test returns the special string | |
# 'force accept', then accept the step regardless. This can be used | |
# to forcefully escape from a local minimum if normal basin hopping | |
# steps are not sufficient. | |
accept = True | |
for test in self.accept_tests: | |
if inspect.signature(test) == _new_accept_test_signature: | |
testres = test(res_new=minres, res_old=self.incumbent_minres) | |
else: | |
testres = test(f_new=energy_after_quench, x_new=x_after_quench, | |
f_old=self.energy, x_old=self.x) | |
if testres == 'force accept': | |
accept = True | |
break | |
elif testres is None: | |
raise ValueError("accept_tests must return True, False, or " | |
"'force accept'") | |
elif not testres: | |
accept = False | |
# Report the result of the acceptance test to the take step class. | |
# This is for adaptive step taking | |
if hasattr(self.step_taking, "report"): | |
self.step_taking.report(accept, f_new=energy_after_quench, | |
x_new=x_after_quench, f_old=self.energy, | |
x_old=self.x) | |
return accept, minres | |
def one_cycle(self): | |
"""Do one cycle of the basinhopping algorithm | |
""" | |
self.nstep += 1 | |
new_global_min = False | |
accept, minres = self._monte_carlo_step() | |
if accept: | |
self.energy = minres.fun | |
self.x = np.copy(minres.x) | |
self.incumbent_minres = minres # best minimize result found so far | |
new_global_min = self.storage.update(minres) | |
# print some information | |
if self.disp: | |
self.print_report(minres.fun, accept) | |
if new_global_min: | |
print("found new global minimum on step %d with function" | |
" value %g" % (self.nstep, self.energy)) | |
# save some variables as BasinHoppingRunner attributes | |
self.xtrial = minres.x | |
self.energy_trial = minres.fun | |
self.accept = accept | |
return new_global_min | |
def print_report(self, energy_trial, accept): | |
"""print a status update""" | |
minres = self.storage.get_lowest() | |
print("basinhopping step %d: f %g trial_f %g accepted %d " | |
" lowest_f %g" % (self.nstep, self.energy, energy_trial, | |
accept, minres.fun)) | |
class AdaptiveStepsize: | |
""" | |
Class to implement adaptive stepsize. | |
This class wraps the step taking class and modifies the stepsize to | |
ensure the true acceptance rate is as close as possible to the target. | |
Parameters | |
---------- | |
takestep : callable | |
The step taking routine. Must contain modifiable attribute | |
takestep.stepsize | |
accept_rate : float, optional | |
The target step acceptance rate | |
interval : int, optional | |
Interval for how often to update the stepsize | |
factor : float, optional | |
The step size is multiplied or divided by this factor upon each | |
update. | |
verbose : bool, optional | |
Print information about each update | |
""" | |
def __init__(self, takestep, accept_rate=0.5, interval=50, factor=0.9, | |
verbose=True): | |
self.takestep = takestep | |
self.target_accept_rate = accept_rate | |
self.interval = interval | |
self.factor = factor | |
self.verbose = verbose | |
self.nstep = 0 | |
self.nstep_tot = 0 | |
self.naccept = 0 | |
def __call__(self, x): | |
return self.take_step(x) | |
def _adjust_step_size(self): | |
old_stepsize = self.takestep.stepsize | |
accept_rate = float(self.naccept) / self.nstep | |
if accept_rate > self.target_accept_rate: | |
# We're accepting too many steps. This generally means we're | |
# trapped in a basin. Take bigger steps. | |
self.takestep.stepsize /= self.factor | |
else: | |
# We're not accepting enough steps. Take smaller steps. | |
self.takestep.stepsize *= self.factor | |
if self.verbose: | |
print("adaptive stepsize: acceptance rate {:f} target {:f} new " | |
"stepsize {:g} old stepsize {:g}".format(accept_rate, | |
self.target_accept_rate, self.takestep.stepsize, | |
old_stepsize)) | |
def take_step(self, x): | |
self.nstep += 1 | |
self.nstep_tot += 1 | |
if self.nstep % self.interval == 0: | |
self._adjust_step_size() | |
return self.takestep(x) | |
def report(self, accept, **kwargs): | |
"called by basinhopping to report the result of the step" | |
if accept: | |
self.naccept += 1 | |
class RandomDisplacement: | |
"""Add a random displacement of maximum size `stepsize` to each coordinate. | |
Calling this updates `x` in-place. | |
Parameters | |
---------- | |
stepsize : float, optional | |
Maximum stepsize in any dimension | |
random_gen : {None, int, `numpy.random.Generator`, | |
`numpy.random.RandomState`}, optional | |
If `seed` is None (or `np.random`), the `numpy.random.RandomState` | |
singleton is used. | |
If `seed` is an int, a new ``RandomState`` instance is used, | |
seeded with `seed`. | |
If `seed` is already a ``Generator`` or ``RandomState`` instance then | |
that instance is used. | |
""" | |
def __init__(self, stepsize=0.5, random_gen=None): | |
self.stepsize = stepsize | |
self.random_gen = check_random_state(random_gen) | |
def __call__(self, x): | |
x += self.random_gen.uniform(-self.stepsize, self.stepsize, | |
np.shape(x)) | |
return x | |
class MinimizerWrapper: | |
""" | |
wrap a minimizer function as a minimizer class | |
""" | |
def __init__(self, minimizer, func=None, **kwargs): | |
self.minimizer = minimizer | |
self.func = func | |
self.kwargs = kwargs | |
def __call__(self, x0): | |
if self.func is None: | |
return self.minimizer(x0, **self.kwargs) | |
else: | |
return self.minimizer(self.func, x0, **self.kwargs) | |
class Metropolis: | |
"""Metropolis acceptance criterion. | |
Parameters | |
---------- | |
T : float | |
The "temperature" parameter for the accept or reject criterion. | |
random_gen : {None, int, `numpy.random.Generator`, | |
`numpy.random.RandomState`}, optional | |
If `seed` is None (or `np.random`), the `numpy.random.RandomState` | |
singleton is used. | |
If `seed` is an int, a new ``RandomState`` instance is used, | |
seeded with `seed`. | |
If `seed` is already a ``Generator`` or ``RandomState`` instance then | |
that instance is used. | |
Random number generator used for acceptance test. | |
""" | |
def __init__(self, T, random_gen=None): | |
# Avoid ZeroDivisionError since "MBH can be regarded as a special case | |
# of the BH framework with the Metropolis criterion, where temperature | |
# T = 0." (Reject all steps that increase energy.) | |
self.beta = 1.0 / T if T != 0 else float('inf') | |
self.random_gen = check_random_state(random_gen) | |
def accept_reject(self, res_new, res_old): | |
""" | |
Assuming the local search underlying res_new was successful: | |
If new energy is lower than old, it will always be accepted. | |
If new is higher than old, there is a chance it will be accepted, | |
less likely for larger differences. | |
""" | |
with np.errstate(invalid='ignore'): | |
# The energy values being fed to Metropolis are 1-length arrays, and if | |
# they are equal, their difference is 0, which gets multiplied by beta, | |
# which is inf, and array([0]) * float('inf') causes | |
# | |
# RuntimeWarning: invalid value encountered in multiply | |
# | |
# Ignore this warning so when the algorithm is on a flat plane, it always | |
# accepts the step, to try to move off the plane. | |
prod = -(res_new.fun - res_old.fun) * self.beta | |
w = math.exp(min(0, prod)) | |
rand = self.random_gen.uniform() | |
return w >= rand and (res_new.success or not res_old.success) | |
def __call__(self, *, res_new, res_old): | |
""" | |
f_new and f_old are mandatory in kwargs | |
""" | |
return bool(self.accept_reject(res_new, res_old)) | |
def basinhopping(func, x0, niter=100, T=1.0, stepsize=0.5, | |
minimizer_kwargs=None, take_step=None, accept_test=None, | |
callback=None, interval=50, disp=False, niter_success=None, | |
seed=None, *, target_accept_rate=0.5, stepwise_factor=0.9): | |
"""Find the global minimum of a function using the basin-hopping algorithm. | |
Basin-hopping is a two-phase method that combines a global stepping | |
algorithm with local minimization at each step. Designed to mimic | |
the natural process of energy minimization of clusters of atoms, it works | |
well for similar problems with "funnel-like, but rugged" energy landscapes | |
[5]_. | |
As the step-taking, step acceptance, and minimization methods are all | |
customizable, this function can also be used to implement other two-phase | |
methods. | |
Parameters | |
---------- | |
func : callable ``f(x, *args)`` | |
Function to be optimized. ``args`` can be passed as an optional item | |
in the dict `minimizer_kwargs` | |
x0 : array_like | |
Initial guess. | |
niter : integer, optional | |
The number of basin-hopping iterations. There will be a total of | |
``niter + 1`` runs of the local minimizer. | |
T : float, optional | |
The "temperature" parameter for the acceptance or rejection criterion. | |
Higher "temperatures" mean that larger jumps in function value will be | |
accepted. For best results `T` should be comparable to the | |
separation (in function value) between local minima. | |
stepsize : float, optional | |
Maximum step size for use in the random displacement. | |
minimizer_kwargs : dict, optional | |
Extra keyword arguments to be passed to the local minimizer | |
`scipy.optimize.minimize` Some important options could be: | |
method : str | |
The minimization method (e.g. ``"L-BFGS-B"``) | |
args : tuple | |
Extra arguments passed to the objective function (`func`) and | |
its derivatives (Jacobian, Hessian). | |
take_step : callable ``take_step(x)``, optional | |
Replace the default step-taking routine with this routine. The default | |
step-taking routine is a random displacement of the coordinates, but | |
other step-taking algorithms may be better for some systems. | |
`take_step` can optionally have the attribute ``take_step.stepsize``. | |
If this attribute exists, then `basinhopping` will adjust | |
``take_step.stepsize`` in order to try to optimize the global minimum | |
search. | |
accept_test : callable, ``accept_test(f_new=f_new, x_new=x_new, f_old=fold, x_old=x_old)``, optional | |
Define a test which will be used to judge whether to accept the | |
step. This will be used in addition to the Metropolis test based on | |
"temperature" `T`. The acceptable return values are True, | |
False, or ``"force accept"``. If any of the tests return False | |
then the step is rejected. If the latter, then this will override any | |
other tests in order to accept the step. This can be used, for example, | |
to forcefully escape from a local minimum that `basinhopping` is | |
trapped in. | |
callback : callable, ``callback(x, f, accept)``, optional | |
A callback function which will be called for all minima found. ``x`` | |
and ``f`` are the coordinates and function value of the trial minimum, | |
and ``accept`` is whether that minimum was accepted. This can | |
be used, for example, to save the lowest N minima found. Also, | |
`callback` can be used to specify a user defined stop criterion by | |
optionally returning True to stop the `basinhopping` routine. | |
interval : integer, optional | |
interval for how often to update the `stepsize` | |
disp : bool, optional | |
Set to True to print status messages | |
niter_success : integer, optional | |
Stop the run if the global minimum candidate remains the same for this | |
number of iterations. | |
seed : {None, int, `numpy.random.Generator`, `numpy.random.RandomState`}, optional | |
If `seed` is None (or `np.random`), the `numpy.random.RandomState` | |
singleton is used. | |
If `seed` is an int, a new ``RandomState`` instance is used, | |
seeded with `seed`. | |
If `seed` is already a ``Generator`` or ``RandomState`` instance then | |
that instance is used. | |
Specify `seed` for repeatable minimizations. The random numbers | |
generated with this seed only affect the default Metropolis | |
`accept_test` and the default `take_step`. If you supply your own | |
`take_step` and `accept_test`, and these functions use random | |
number generation, then those functions are responsible for the state | |
of their random number generator. | |
target_accept_rate : float, optional | |
The target acceptance rate that is used to adjust the `stepsize`. | |
If the current acceptance rate is greater than the target, | |
then the `stepsize` is increased. Otherwise, it is decreased. | |
Range is (0, 1). Default is 0.5. | |
.. versionadded:: 1.8.0 | |
stepwise_factor : float, optional | |
The `stepsize` is multiplied or divided by this stepwise factor upon | |
each update. Range is (0, 1). Default is 0.9. | |
.. versionadded:: 1.8.0 | |
Returns | |
------- | |
res : OptimizeResult | |
The optimization result represented as a `OptimizeResult` object. | |
Important attributes are: ``x`` the solution array, ``fun`` the value | |
of the function at the solution, and ``message`` which describes the | |
cause of the termination. The ``OptimizeResult`` object returned by the | |
selected minimizer at the lowest minimum is also contained within this | |
object and can be accessed through the ``lowest_optimization_result`` | |
attribute. See `OptimizeResult` for a description of other attributes. | |
See Also | |
-------- | |
minimize : | |
The local minimization function called once for each basinhopping step. | |
`minimizer_kwargs` is passed to this routine. | |
Notes | |
----- | |
Basin-hopping is a stochastic algorithm which attempts to find the global | |
minimum of a smooth scalar function of one or more variables [1]_ [2]_ [3]_ | |
[4]_. The algorithm in its current form was described by David Wales and | |
Jonathan Doye [2]_ http://www-wales.ch.cam.ac.uk/. | |
The algorithm is iterative with each cycle composed of the following | |
features | |
1) random perturbation of the coordinates | |
2) local minimization | |
3) accept or reject the new coordinates based on the minimized function | |
value | |
The acceptance test used here is the Metropolis criterion of standard Monte | |
Carlo algorithms, although there are many other possibilities [3]_. | |
This global minimization method has been shown to be extremely efficient | |
for a wide variety of problems in physics and chemistry. It is | |
particularly useful when the function has many minima separated by large | |
barriers. See the `Cambridge Cluster Database | |
<https://www-wales.ch.cam.ac.uk/CCD.html>`_ for databases of molecular | |
systems that have been optimized primarily using basin-hopping. This | |
database includes minimization problems exceeding 300 degrees of freedom. | |
See the free software program `GMIN <https://www-wales.ch.cam.ac.uk/GMIN>`_ | |
for a Fortran implementation of basin-hopping. This implementation has many | |
variations of the procedure described above, including more | |
advanced step taking algorithms and alternate acceptance criterion. | |
For stochastic global optimization there is no way to determine if the true | |
global minimum has actually been found. Instead, as a consistency check, | |
the algorithm can be run from a number of different random starting points | |
to ensure the lowest minimum found in each example has converged to the | |
global minimum. For this reason, `basinhopping` will by default simply | |
run for the number of iterations `niter` and return the lowest minimum | |
found. It is left to the user to ensure that this is in fact the global | |
minimum. | |
Choosing `stepsize`: This is a crucial parameter in `basinhopping` and | |
depends on the problem being solved. The step is chosen uniformly in the | |
region from x0-stepsize to x0+stepsize, in each dimension. Ideally, it | |
should be comparable to the typical separation (in argument values) between | |
local minima of the function being optimized. `basinhopping` will, by | |
default, adjust `stepsize` to find an optimal value, but this may take | |
many iterations. You will get quicker results if you set a sensible | |
initial value for ``stepsize``. | |
Choosing `T`: The parameter `T` is the "temperature" used in the | |
Metropolis criterion. Basinhopping steps are always accepted if | |
``func(xnew) < func(xold)``. Otherwise, they are accepted with | |
probability:: | |
exp( -(func(xnew) - func(xold)) / T ) | |
So, for best results, `T` should to be comparable to the typical | |
difference (in function values) between local minima. (The height of | |
"walls" between local minima is irrelevant.) | |
If `T` is 0, the algorithm becomes Monotonic Basin-Hopping, in which all | |
steps that increase energy are rejected. | |
.. versionadded:: 0.12.0 | |
References | |
---------- | |
.. [1] Wales, David J. 2003, Energy Landscapes, Cambridge University Press, | |
Cambridge, UK. | |
.. [2] Wales, D J, and Doye J P K, Global Optimization by Basin-Hopping and | |
the Lowest Energy Structures of Lennard-Jones Clusters Containing up to | |
110 Atoms. Journal of Physical Chemistry A, 1997, 101, 5111. | |
.. [3] Li, Z. and Scheraga, H. A., Monte Carlo-minimization approach to the | |
multiple-minima problem in protein folding, Proc. Natl. Acad. Sci. USA, | |
1987, 84, 6611. | |
.. [4] Wales, D. J. and Scheraga, H. A., Global optimization of clusters, | |
crystals, and biomolecules, Science, 1999, 285, 1368. | |
.. [5] Olson, B., Hashmi, I., Molloy, K., and Shehu1, A., Basin Hopping as | |
a General and Versatile Optimization Framework for the Characterization | |
of Biological Macromolecules, Advances in Artificial Intelligence, | |
Volume 2012 (2012), Article ID 674832, :doi:`10.1155/2012/674832` | |
Examples | |
-------- | |
The following example is a 1-D minimization problem, with many | |
local minima superimposed on a parabola. | |
>>> import numpy as np | |
>>> from scipy.optimize import basinhopping | |
>>> func = lambda x: np.cos(14.5 * x - 0.3) + (x + 0.2) * x | |
>>> x0 = [1.] | |
Basinhopping, internally, uses a local minimization algorithm. We will use | |
the parameter `minimizer_kwargs` to tell basinhopping which algorithm to | |
use and how to set up that minimizer. This parameter will be passed to | |
`scipy.optimize.minimize`. | |
>>> minimizer_kwargs = {"method": "BFGS"} | |
>>> ret = basinhopping(func, x0, minimizer_kwargs=minimizer_kwargs, | |
... niter=200) | |
>>> print("global minimum: x = %.4f, f(x) = %.4f" % (ret.x, ret.fun)) | |
global minimum: x = -0.1951, f(x) = -1.0009 | |
Next consider a 2-D minimization problem. Also, this time, we | |
will use gradient information to significantly speed up the search. | |
>>> def func2d(x): | |
... f = np.cos(14.5 * x[0] - 0.3) + (x[1] + 0.2) * x[1] + (x[0] + | |
... 0.2) * x[0] | |
... df = np.zeros(2) | |
... df[0] = -14.5 * np.sin(14.5 * x[0] - 0.3) + 2. * x[0] + 0.2 | |
... df[1] = 2. * x[1] + 0.2 | |
... return f, df | |
We'll also use a different local minimization algorithm. Also, we must tell | |
the minimizer that our function returns both energy and gradient (Jacobian). | |
>>> minimizer_kwargs = {"method":"L-BFGS-B", "jac":True} | |
>>> x0 = [1.0, 1.0] | |
>>> ret = basinhopping(func2d, x0, minimizer_kwargs=minimizer_kwargs, | |
... niter=200) | |
>>> print("global minimum: x = [%.4f, %.4f], f(x) = %.4f" % (ret.x[0], | |
... ret.x[1], | |
... ret.fun)) | |
global minimum: x = [-0.1951, -0.1000], f(x) = -1.0109 | |
Here is an example using a custom step-taking routine. Imagine you want | |
the first coordinate to take larger steps than the rest of the coordinates. | |
This can be implemented like so: | |
>>> class MyTakeStep: | |
... def __init__(self, stepsize=0.5): | |
... self.stepsize = stepsize | |
... self.rng = np.random.default_rng() | |
... def __call__(self, x): | |
... s = self.stepsize | |
... x[0] += self.rng.uniform(-2.*s, 2.*s) | |
... x[1:] += self.rng.uniform(-s, s, x[1:].shape) | |
... return x | |
Since ``MyTakeStep.stepsize`` exists basinhopping will adjust the magnitude | |
of `stepsize` to optimize the search. We'll use the same 2-D function as | |
before | |
>>> mytakestep = MyTakeStep() | |
>>> ret = basinhopping(func2d, x0, minimizer_kwargs=minimizer_kwargs, | |
... niter=200, take_step=mytakestep) | |
>>> print("global minimum: x = [%.4f, %.4f], f(x) = %.4f" % (ret.x[0], | |
... ret.x[1], | |
... ret.fun)) | |
global minimum: x = [-0.1951, -0.1000], f(x) = -1.0109 | |
Now, let's do an example using a custom callback function which prints the | |
value of every minimum found | |
>>> def print_fun(x, f, accepted): | |
... print("at minimum %.4f accepted %d" % (f, int(accepted))) | |
We'll run it for only 10 basinhopping steps this time. | |
>>> rng = np.random.default_rng() | |
>>> ret = basinhopping(func2d, x0, minimizer_kwargs=minimizer_kwargs, | |
... niter=10, callback=print_fun, seed=rng) | |
at minimum 0.4159 accepted 1 | |
at minimum -0.4317 accepted 1 | |
at minimum -1.0109 accepted 1 | |
at minimum -0.9073 accepted 1 | |
at minimum -0.4317 accepted 0 | |
at minimum -0.1021 accepted 1 | |
at minimum -0.7425 accepted 1 | |
at minimum -0.9073 accepted 1 | |
at minimum -0.4317 accepted 0 | |
at minimum -0.7425 accepted 1 | |
at minimum -0.9073 accepted 1 | |
The minimum at -1.0109 is actually the global minimum, found already on the | |
8th iteration. | |
""" # numpy/numpydoc#87 # noqa: E501 | |
if target_accept_rate <= 0. or target_accept_rate >= 1.: | |
raise ValueError('target_accept_rate has to be in range (0, 1)') | |
if stepwise_factor <= 0. or stepwise_factor >= 1.: | |
raise ValueError('stepwise_factor has to be in range (0, 1)') | |
x0 = np.array(x0) | |
# set up the np.random generator | |
rng = check_random_state(seed) | |
# set up minimizer | |
if minimizer_kwargs is None: | |
minimizer_kwargs = dict() | |
wrapped_minimizer = MinimizerWrapper(scipy.optimize.minimize, func, | |
**minimizer_kwargs) | |
# set up step-taking algorithm | |
if take_step is not None: | |
if not callable(take_step): | |
raise TypeError("take_step must be callable") | |
# if take_step.stepsize exists then use AdaptiveStepsize to control | |
# take_step.stepsize | |
if hasattr(take_step, "stepsize"): | |
take_step_wrapped = AdaptiveStepsize( | |
take_step, interval=interval, | |
accept_rate=target_accept_rate, | |
factor=stepwise_factor, | |
verbose=disp) | |
else: | |
take_step_wrapped = take_step | |
else: | |
# use default | |
displace = RandomDisplacement(stepsize=stepsize, random_gen=rng) | |
take_step_wrapped = AdaptiveStepsize(displace, interval=interval, | |
accept_rate=target_accept_rate, | |
factor=stepwise_factor, | |
verbose=disp) | |
# set up accept tests | |
accept_tests = [] | |
if accept_test is not None: | |
if not callable(accept_test): | |
raise TypeError("accept_test must be callable") | |
accept_tests = [accept_test] | |
# use default | |
metropolis = Metropolis(T, random_gen=rng) | |
accept_tests.append(metropolis) | |
if niter_success is None: | |
niter_success = niter + 2 | |
bh = BasinHoppingRunner(x0, wrapped_minimizer, take_step_wrapped, | |
accept_tests, disp=disp) | |
# The wrapped minimizer is called once during construction of | |
# BasinHoppingRunner, so run the callback | |
if callable(callback): | |
callback(bh.storage.minres.x, bh.storage.minres.fun, True) | |
# start main iteration loop | |
count, i = 0, 0 | |
message = ["requested number of basinhopping iterations completed" | |
" successfully"] | |
for i in range(niter): | |
new_global_min = bh.one_cycle() | |
if callable(callback): | |
# should we pass a copy of x? | |
val = callback(bh.xtrial, bh.energy_trial, bh.accept) | |
if val is not None: | |
if val: | |
message = ["callback function requested stop early by" | |
"returning True"] | |
break | |
count += 1 | |
if new_global_min: | |
count = 0 | |
elif count > niter_success: | |
message = ["success condition satisfied"] | |
break | |
# prepare return object | |
res = bh.res | |
res.lowest_optimization_result = bh.storage.get_lowest() | |
res.x = np.copy(res.lowest_optimization_result.x) | |
res.fun = res.lowest_optimization_result.fun | |
res.message = message | |
res.nit = i + 1 | |
res.success = res.lowest_optimization_result.success | |
return res | |