Add iterator interface #745
Conversation
| @with_kw struct IteratorState{IT <: OptimIterator, TR <: OptimizationTrace} | ||
| # Put `OptimIterator` in iterator state so that `OptimizationResults` can | ||
| # be constructed from `IteratorState`. | ||
| iter::IT |
There was a problem hiding this comment.
We can drop iter field from IteratorState if we change the API to:
let istate
iter = optimizing(args...; kwargs...)
for istate′ in iter
istate = istate′
end
OptimizationResults(iter, istate) # need to pass `iter` here
endThere was a problem hiding this comment.
Accessor functions like iteration_limit_reached(istate) and (f|g|h)_calls(istate) need .iter, too.
|
Interesting, thanks. That took surprisingly few changes, but it was mostly written as an iterator already, just wasn't an actual iterator :laugh . Will have to have a more thorough look! |
Codecov Report
@@ Coverage Diff @@
## master #745 +/- ##
==========================================
- Coverage 81.46% 81.41% -0.05%
==========================================
Files 43 43
Lines 2422 2438 +16
==========================================
+ Hits 1973 1985 +12
- Misses 449 453 +4
Continue to review full report at Codecov.
|
Codecov Report
@@ Coverage Diff @@
## master #745 +/- ##
==========================================
- Coverage 81.53% 81.41% -0.12%
==========================================
Files 43 43
Lines 2431 2470 +39
==========================================
+ Hits 1982 2011 +29
- Misses 449 459 +10
Continue to review full report at Codecov.
|
|
|
||
| function OptimizationResults(istate::IteratorState) | ||
| @unpack_IteratorState istate | ||
| @unpack d, initial_x, method, options, state = iter | ||
|
|
||
| after_while!(d, state, method, options) |
There was a problem hiding this comment.
Executing a mutating-function after_while! inside non-bang function OptimizationResults is not super great. But it looks like after_while! is a no-op mostly except for NelderMead so maybe it's OK? From a quick look, after_while! for NelderMead seems to be idempotent (so that, e.g., calling OptimizationResults(istate) inside a loop multiple times is OK). If that's the case, OptimizationResults(istate) practically has no side-effect?
But using a function like result! sounds good to me as well.
| if !isa(r.method, NelderMead) | ||
| throw(ArgumentError("There is no centroid involved in optimization using $(r.method). Please use x_trace(...) to grab the points from the trace.")) | ||
| function centroid_trace(r::Union{MultivariateOptimizationResults, IteratorState}) | ||
| tr = trace(r) |
There was a problem hiding this comment.
I suppose tr = trace(r) should be added here? I think it'll throw UndefVarError otherwise. There are two more places I did this change.
I'm including these changes (adding tr = trace(r)) although they are not directly related to PR.
|
@pkofod After posted the PR, I realized that the first version didn't provide the way to access iteration state (e.g., getting "best minimizer so far") so I added accessor functions for iterator state by reusing the function names/code already defined for the result type. So the diff may not be as small as you remember now. Anyway, I think I've implemented the APIs I need. I'm looking forward to hear your thoughts on this. |
|
Aside: Using this API a few times, I realized that function Base.foreach(f, iter::OptimIterator)
local istate
for istate′ in iter
istate = istate′
f(istate)
end
return istate
endWe can then use it as result = foreach(optimizing(args...; kwargs...)) do istate
@info "Minimizing..." minimizer(istate) minimum(istate)
end |> Optim.OptimizationResultsalthough this does not let us use (Or we can implement transducer-compatible |
|
Friendly ping :) Is there anything I can do to make it easier to merge? |
|
Sorry, I've had too much on my plate. I'll take a look soon. |
|
Thanks! |
|
🛎️ Can we have this? I am still interested in plotting the evolution of the optimization : https://discourse.julialang.org/t/plotting-the-evolution-of-the-optimization-using-optim-jl/41978 |
This PR adds an iterator interface for optimizer. I tentatively call it
Optim.optimizing. It provides an iterator-based API such thatis equivalent to
optimize(args...; kwargs...)for multivariate optimizations.close #599