/*
* @Theory
* public void testOptimizeLogLikelihoodWithConstraints(AbstractBatchOptimizer optimizer,
* @ForAll(sampleSize = 5) @From(LogLikelihoodFunctionTest.GraphicalModelDatasetGenerator.class) GraphicalModel[] dataset,
* @ForAll(sampleSize = 2) @From(LogLikelihoodFunctionTest.WeightsGenerator.class) ConcatVector initialWeights,
* @ForAll(sampleSize = 2) @InRange(minDouble = 0.0, maxDouble = 5.0) double l2regularization) throws Exception {
* Random r = new Random(42);
*
* int constraintComponent = r.nextInt(initialWeights.getNumberOfComponents());
* double constraintValue = r.nextDouble();
*
* if (r.nextBoolean()) {
* optimizer.addSparseConstraint(constraintComponent, 0, constraintValue);
* } else {
* optimizer.addDenseConstraint(constraintComponent, new double[]{constraintValue});
* }
*
* // Put in some constraints
*
* AbstractDifferentiableFunction<GraphicalModel> ll = new LogLikelihoodDifferentiableFunction();
* ConcatVector finalWeights = optimizer.optimize(dataset, ll, initialWeights, l2regularization, 1.0e-9, false);
* System.err.println("Finished optimizing");
*
* assertEquals(constraintValue, finalWeights.getValueAt(constraintComponent, 0), 1.0e-9);
*
* double logLikelihood = getValueSum(dataset, finalWeights, ll, l2regularization);
*
* // Check in a whole bunch of random directions really nearby that there is no nearby point with a higher log
* // likelihood
* for (int i = 0; i < 1000; i++) {
* int size = finalWeights.getNumberOfComponents();
* ConcatVector randomDirection = new ConcatVector(size);
* for (int j = 0; j < size; j++) {
* if (j == constraintComponent) continue;
* double[] dense = new double[finalWeights.isComponentSparse(j) ? finalWeights.getSparseIndex(j) + 1 : finalWeights.getDenseComponent(j).length];
* for (int k = 0; k < dense.length; k++) {
* dense[k] = (r.nextDouble() - 0.5) * 1.0e-3;
* }
* randomDirection.setDenseComponent(j, dense);
* }
*
* ConcatVector randomPerturbation = finalWeights.deepClone();
* randomPerturbation.addVectorInPlace(randomDirection, 1.0);
*
* double randomPerturbedLogLikelihood = getValueSum(dataset, randomPerturbation, ll, l2regularization);
*
* // Check that we're within a very small margin of error (around 3 decimal places) of the randomly
* // discovered value
*
* if (logLikelihood < randomPerturbedLogLikelihood - (1.0e-3 * Math.max(1.0, Math.abs(logLikelihood)))) {
* System.err.println("Thought optimal point was: " + logLikelihood);
* System.err.println("Discovered better point: " + randomPerturbedLogLikelihood);
* }
*
* assertTrue(logLikelihood >= randomPerturbedLogLikelihood - (1.0e-3 * Math.max(1.0, Math.abs(logLikelihood))));
* }
* }
*/
private double GetValueSum <T>(T[] dataset, ConcatVector weights, AbstractDifferentiableFunction <T> fn, double l2regularization)
{
double value = 0.0;
foreach (T t in dataset)
{
value += fn.GetSummaryForInstance(t, weights, new ConcatVector(0));
}
return((value / dataset.Length) - (weights.DotProduct(weights) * l2regularization));
}
public TrainingWorker(AbstractBatchOptimizer _enclosing, T[] dataset, AbstractDifferentiableFunction <T> fn, ConcatVector initialWeights, double l2regularization, double convergenceDerivativeNorm, bool quiet)
{
this._enclosing = _enclosing;
this.optimizationState = this._enclosing.GetFreshOptimizationState(initialWeights);
this.weights = initialWeights.DeepClone();
this.dataset = dataset;
this.fn = fn;
this.l2regularization = l2regularization;
this.convergenceDerivativeNorm = convergenceDerivativeNorm;
this.quiet = quiet;
}
public GradientWorker(AbstractBatchOptimizer.TrainingWorker <T> mainWorker, int threadIdx, int numThreads, IList <T> queue, AbstractDifferentiableFunction <T> fn, ConcatVector weights)
{
// This is to help the dynamic re-balancing of work queues
this.mainWorker = mainWorker;
this.threadIdx = threadIdx;
this.numThreads = numThreads;
this.queue = queue;
this.fn = fn;
this.weights = weights;
localDerivative = weights.NewEmptyClone();
}
public virtual ConcatVector Optimize <T>(T[] dataset, AbstractDifferentiableFunction <T> fn, ConcatVector initialWeights, double l2regularization, double convergenceDerivativeNorm, bool quiet)
{
if (!quiet)
{
log.Info("\n**************\nBeginning training\n");
}
else
{
log.Info("[Beginning quiet training]");
}
AbstractBatchOptimizer.TrainingWorker <T> mainWorker = new AbstractBatchOptimizer.TrainingWorker <T>(this, dataset, fn, initialWeights, l2regularization, convergenceDerivativeNorm, quiet);
new Thread(mainWorker).Start();
BufferedReader br = new BufferedReader(new InputStreamReader(Runtime.@in));
if (!quiet)
{
log.Info("NOTE: you can press any key (and maybe ENTER afterwards to jog stdin) to terminate learning early.");
log.Info("The convergence criteria are quite aggressive if left uninterrupted, and will run for a while");
log.Info("if left to their own devices.\n");
while (true)
{
if (mainWorker.isFinished)
{
log.Info("training completed without interruption");
return(mainWorker.weights);
}
try
{
if (br.Ready())
{
log.Info("received quit command: quitting");
log.Info("training completed by interruption");
mainWorker.isFinished = true;
return(mainWorker.weights);
}
}
catch (IOException e)
{
Sharpen.Runtime.PrintStackTrace(e);
}
}
}
else
{
while (!mainWorker.isFinished)
{
lock (mainWorker.naturalTerminationBarrier)
{
try
{
Sharpen.Runtime.Wait(mainWorker.naturalTerminationBarrier);
}
catch (Exception e)
{
throw new RuntimeInterruptedException(e);
}
}
}
log.Info("[Quiet training complete]");
return(mainWorker.weights);
}
}
public virtual ConcatVector Optimize <T>(T[] dataset, AbstractDifferentiableFunction <T> fn)
{
return(Optimize(dataset, fn, new ConcatVector(0), 0.0, 1.0e-5, false));
}