public virtual double TuneDouble(Func function, double[] initial, long msPerTest, StochasticMinimizer.IPropertySetter <double> ps, double lower, double upper, double Tol)
{
double[] xtest = new double[initial.Length];
this.maxTime = msPerTest;
// check for stochastic derivatives
if (!(function is AbstractStochasticCachingDiffFunction))
{
throw new NotSupportedException();
}
AbstractStochasticCachingDiffFunction dfunction = (AbstractStochasticCachingDiffFunction)function;
IList <Pair <double, double> > res = new List <Pair <double, double> >();
Pair <double, double> best = new Pair <double, double>(lower, double.PositiveInfinity);
//this is set to lower because the first it will always use the lower first, so it has to be best
Pair <double, double> low = new Pair <double, double>(lower, double.PositiveInfinity);
Pair <double, double> high = new Pair <double, double>(upper, double.PositiveInfinity);
Pair <double, double> cur = new Pair <double, double>();
Pair <double, double> tmp = new Pair <double, double>();
IList <double> queue = new List <double>();
queue.Add(lower);
queue.Add(upper);
//queue.add(0.5* (lower + upper));
bool toContinue = true;
this.numPasses = 10000;
do
{
System.Array.Copy(initial, 0, xtest, 0, initial.Length);
if (queue.Count != 0)
{
cur.first = queue.Remove(0);
}
else
{
cur.first = 0.5 * (low.First() + high.First());
}
ps.Set(cur.First());
log.Info(string.Empty);
log.Info("About to test with batch size: " + bSize + " gain: " + gain + " and " + ps.ToString() + " set to " + cur.First());
xtest = this.Minimize(function, 1e-100, xtest);
if (double.IsNaN(xtest[0]))
{
cur.second = double.PositiveInfinity;
}
else
{
cur.second = dfunction.ValueAt(xtest);
}
if (cur.Second() < best.Second())
{
CopyPair(best, tmp);
CopyPair(cur, best);
if (tmp.First() > best.First())
{
CopyPair(tmp, high);
}
else
{
// The old best is now the upper bound
CopyPair(tmp, low);
}
// The old best is now the lower bound
queue.Add(0.5 * (cur.First() + high.First()));
}
else
{
// check in the right interval next
if (cur.First() < best.First())
{
CopyPair(cur, low);
}
else
{
if (cur.First() > best.First())
{
CopyPair(cur, high);
}
}
}
if (System.Math.Abs(low.First() - high.First()) < Tol)
{
toContinue = false;
}
res.Add(new Pair <double, double>(cur.First(), cur.Second()));
log.Info(string.Empty);
log.Info("Final value is: " + nf.Format(cur.Second()));
log.Info("Optimal so far using " + ps.ToString() + " is: " + best.First());
}while (toContinue);
//output the results to screen.
log.Info("-------------");
log.Info(" RESULTS ");
log.Info(ps.GetType().ToString());
log.Info("-------------");
log.Info(" val , function after " + msPerTest + " ms");
foreach (Pair <double, double> re in res)
{
log.Info(re.First() + " , " + re.Second());
}
log.Info(string.Empty);
log.Info(string.Empty);
return(best.First());
}
public virtual double TuneDouble(Func function, double[] initial, long msPerTest, StochasticMinimizer.IPropertySetter <double> ps, double lower, double upper)
{
return(this.TuneDouble(function, initial, msPerTest, ps, lower, upper, 1e-3 * System.Math.Abs(upper - lower)));
}
