General Optimization Tasks

In general, GloMPO is very flexible in terms of the optimization functions it accepts. Both methods and functions may be used. At the absolute minimum GloMPO expects a single numerical value to be returned when the task is called with a vector of numbers from within the bounded parameter space. GloMPO does, however, support extended functionality.

The BaseFunction class provided in the package, and detailed below, serves as an API guide to what is expected and possible.

class BaseFunction

Template class for the optimization task GloMPO supports. Direct use of this class for the minimization task is not required. However, this class does define the minimum and optional API, and can be helpful in creating a cost function.

abstract __call__(x)

Minimum cost function requirement. Accepts a parameter vector x and returns the function evaluation’s result.

Parameters

x

Vector in parameter space at which to evaluate the function.

Returns

float

Result of the function evaluation which is trying to be minimized.

classmethod checkpoint_load(path)

Creates an instance of the BaseFunction from sources.

These source are the products of checkpoint_save(). In order to use this method, it should be sent to the task_loader argument of GloMPOManager.load_checkpoint().

Parameters

path

str or Path to a directory which contains the files which will be loaded.

checkpoint_save(path)

Persists the function into a file or files from which it can be reconstructed.

This method is used when a checkpoint of the manager is made and the function cannot be persisted directly. A checkpoint is a compressed directory of files which persists all aspects of an in-progress optimization. These checkpoints can be loaded by GloMPOManager and the optimization resumed.

Implementing this function is optional and only required if directly pickling the function is not possible. In order to load a checkpoint in which checkpoint_save() was used, see GloMPOManager.load_checkpoint()).

Parameters

path

str or pathlib.Path to a directory into which files will be saved.

detailed_call(x)

Optional function evaluation method. When called with a parameter vector (x) it returns a sequence of data. The first element of this sequence is expected to be the function evaluation result (as returned by __call__()). Subsequent elements of the sequence may take any form. This function may be used to return information needed by the optimizer algorithm or extra information which will be added to the log.

Parameters

x

Vector in parameter space at which to evaluate the function.

Returns

float

Result of the function evaluation which is trying to be minimized.

args

Additional returns of any type and length.

headers()

Optional implementation. If detailed_call() is being used, this method returns a dictionary descriptor for each extra column of the return. Keys represent the name of each extra element of the return, values represent the corresponding tables.Col data type.

If headers is not defined, GloMPO will attempt to infer types from a function evaluation return. Be warned that this is a risky approach as incorrect inferences could be made. Numerical data types are also set to the largest possible type (i.e. float64) and strings are limited to 280 characters. This may lead to inefficient use of space or data being truncated. If detailed_call() is being used, implementation of headers is strongly recommended.

Returns

Dict[str, tables.Col]

Mapping of heading names to the tables.Col type which indicates the type of data the column of information will store.

Examples

>>> import tables
>>> header = {'training_set_residuals': tables.Float64Col(shape=100, pos=0),
...           'validation_set_fx': tables.Float64Col(pos=1),
...           'errors': tables.StringCol(itemsize=280, dflt=b'None', pos=2)}