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Feature parameterize obj #144

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236 changes: 236 additions & 0 deletions examples/basic_optimization_with_arguments.ipynb
Original file line number Diff line number Diff line change
@@ -0,0 +1,236 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Basic Optimization with Arguments"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Here, we will run a basic optimization using an objective function that needs parameterization. We will use the ``single.GBestPSO`` and a version of the rosenbrock function to demonstrate"
]
},
{
"cell_type": "code",
"execution_count": 2,
"metadata": {
"collapsed": false
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Running Python 3.5.2 |Anaconda custom (64-bit)| (default, Jul 2 2016, 17:53:06) \n",
"[GCC 4.4.7 20120313 (Red Hat 4.4.7-1)]\n"
]
}
],
"source": [
"import sys\n",
"# change directory to access pyswarms\n",
"sys.path.append('../')\n",
"\n",
"print(\"Running Python {}\".format(sys.version))"
]
},
{
"cell_type": "code",
"execution_count": 8,
"metadata": {
"collapsed": false,
"scrolled": true
},
"outputs": [],
"source": [
"# import modules\n",
"import numpy as np\n",
"\n",
"# create a parameterized version of the classic Rosenbrock unconstrained optimzation function\n",
"def rosenbrock_with_args(x, a, b, c=0):\n",
"\n",
" f = (a - x[:, 0]) ** 2 + b * (x[:, 1] - x[:, 0] ** 2) ** 2 + c\n",
" return f"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Using Arguments"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Arguments can either be passed in using a tuple or a dictionary, using the ``kwargs={}`` paradigm. First lets optimize the Rosenbrock function using keyword arguments. Note in the definition of the Rosenbrock function above, there were two arguments that need to be passed other than the design variables, and one optional keyword argument, ``a``, ``b``, and ``c``, respectively"
]
},
{
"cell_type": "code",
"execution_count": 12,
"metadata": {
"collapsed": false
},
"outputs": [
{
"name": "stderr",
"output_type": "stream",
"text": [
"INFO:pyswarms.single.global_best:Arguments Passed to Objective Function: {'c': 0, 'b': 100, 'a': 1}\n",
"INFO:pyswarms.single.global_best:Iteration 1/1000, cost: 1022.9667801907804\n",
"INFO:pyswarms.single.global_best:Iteration 101/1000, cost: 0.0011172801146408992\n",
"INFO:pyswarms.single.global_best:Iteration 201/1000, cost: 7.845605970774126e-07\n",
"INFO:pyswarms.single.global_best:Iteration 301/1000, cost: 1.313503109901238e-09\n",
"INFO:pyswarms.single.global_best:Iteration 401/1000, cost: 5.187079604907219e-10\n",
"INFO:pyswarms.single.global_best:Iteration 501/1000, cost: 1.0115283486088853e-10\n",
"INFO:pyswarms.single.global_best:Iteration 601/1000, cost: 2.329870757208421e-13\n",
"INFO:pyswarms.single.global_best:Iteration 701/1000, cost: 4.826176894160183e-15\n",
"INFO:pyswarms.single.global_best:Iteration 801/1000, cost: 3.125715456651088e-17\n",
"INFO:pyswarms.single.global_best:Iteration 901/1000, cost: 1.4236768129666014e-19\n",
"INFO:pyswarms.single.global_best:================================\n",
"Optimization finished!\n",
"Final cost: 0.0000\n",
"Best value: [0.99999999996210465, 0.9999999999218413]\n",
"\n"
]
}
],
"source": [
"from pyswarms.single.global_best import GlobalBestPSO\n",
"\n",
"# instatiate the optimizer\n",
"x_max = 10 * np.ones(2)\n",
"x_min = -1 * x_max\n",
"bounds = (x_min, x_max)\n",
"options = {'c1': 0.5, 'c2': 0.3, 'w': 0.9}\n",
"optimizer = GlobalBestPSO(n_particles=10, dimensions=2, options=options, bounds=bounds)\n",
"\n",
"# now run the optimization, pass a=1 and b=100 as a tuple assigned to args\n",
"\n",
"cost, pos = optimizer.optimize(rosenbrock_with_args, 1000, print_step=100, verbose=3, a=1, b=100, c=0)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"It is also possible to pass a dictionary of key word arguments by using ``**`` decorator when passing the dict"
]
},
{
"cell_type": "code",
"execution_count": 13,
"metadata": {
"collapsed": false
},
"outputs": [
{
"name": "stderr",
"output_type": "stream",
"text": [
"INFO:pyswarms.single.global_best:Arguments Passed to Objective Function: {'c': 0, 'b': 100.0, 'a': 1.0}\n",
"INFO:pyswarms.single.global_best:Iteration 1/1000, cost: 1.996797703363527e-21\n",
"INFO:pyswarms.single.global_best:Iteration 101/1000, cost: 1.0061676299213387e-24\n",
"INFO:pyswarms.single.global_best:Iteration 201/1000, cost: 4.8140236741112245e-28\n",
"INFO:pyswarms.single.global_best:Iteration 301/1000, cost: 2.879342304056693e-29\n",
"INFO:pyswarms.single.global_best:Iteration 401/1000, cost: 0.0\n",
"INFO:pyswarms.single.global_best:Iteration 501/1000, cost: 0.0\n",
"INFO:pyswarms.single.global_best:Iteration 601/1000, cost: 0.0\n",
"INFO:pyswarms.single.global_best:Iteration 701/1000, cost: 0.0\n",
"INFO:pyswarms.single.global_best:Iteration 801/1000, cost: 0.0\n",
"INFO:pyswarms.single.global_best:Iteration 901/1000, cost: 0.0\n",
"INFO:pyswarms.single.global_best:================================\n",
"Optimization finished!\n",
"Final cost: 0.0000\n",
"Best value: [1.0, 1.0]\n",
"\n"
]
}
],
"source": [
"kwargs={\"a\": 1.0, \"b\": 100.0, 'c':0}\n",
"cost, pos = optimizer.optimize(rosenbrock_with_args, 1000, print_step=100, verbose=3, **kwargs)"
]
},
{
"cell_type": "markdown",
"metadata": {
"collapsed": true
},
"source": [
"Any key word arguments in the objective function can be left out as they will be passed the default as defined in the prototype. Note here, ``c`` is not passed into the function."
]
},
{
"cell_type": "code",
"execution_count": 14,
"metadata": {
"collapsed": false
},
"outputs": [
{
"name": "stderr",
"output_type": "stream",
"text": [
"INFO:pyswarms.single.global_best:Arguments Passed to Objective Function: {'b': 100, 'a': 1}\n",
"INFO:pyswarms.single.global_best:Iteration 1/1000, cost: 0.0\n",
"INFO:pyswarms.single.global_best:Iteration 101/1000, cost: 0.0\n",
"INFO:pyswarms.single.global_best:Iteration 201/1000, cost: 0.0\n",
"INFO:pyswarms.single.global_best:Iteration 301/1000, cost: 0.0\n",
"INFO:pyswarms.single.global_best:Iteration 401/1000, cost: 0.0\n",
"INFO:pyswarms.single.global_best:Iteration 501/1000, cost: 0.0\n",
"INFO:pyswarms.single.global_best:Iteration 601/1000, cost: 0.0\n",
"INFO:pyswarms.single.global_best:Iteration 701/1000, cost: 0.0\n",
"INFO:pyswarms.single.global_best:Iteration 801/1000, cost: 0.0\n",
"INFO:pyswarms.single.global_best:Iteration 901/1000, cost: 0.0\n",
"INFO:pyswarms.single.global_best:================================\n",
"Optimization finished!\n",
"Final cost: 0.0000\n",
"Best value: [1.0, 1.0]\n",
"\n"
]
}
],
"source": [
"cost, pos = optimizer.optimize(rosenbrock_with_args, 1000, print_step=100, verbose=3, a=1, b=100)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"outputs": [],
"source": []
}
],
"metadata": {
"anaconda-cloud": {},
"kernelspec": {
"display_name": "Python [conda env:anaconda3]",
"language": "python",
"name": "conda-env-anaconda3-py"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.5.2"
}
},
"nbformat": 4,
"nbformat_minor": 1
}
4 changes: 3 additions & 1 deletion pyswarms/base/base_discrete.py
Original file line number Diff line number Diff line change
Expand Up @@ -193,7 +193,7 @@ def _populate_history(self, hist):
self.pos_history.append(hist.position)
self.velocity_history.append(hist.velocity)

def optimize(self, objective_func, iters, print_step=1, verbose=1):
def optimize(self, objective_func, iters, print_step=1, verbose=1, **kwargs):
"""Optimizes the swarm for a number of iterations.
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Maybe *args and **kwargs will work here instead of args=() and kwargs={}?


Performs the optimization to evaluate the objective
Expand All @@ -210,6 +210,8 @@ def optimize(self, objective_func, iters, print_step=1, verbose=1):
amount of steps for printing into console.
verbose : int (the default is 1)
verbosity setting.
kwargs : dict
arguments for objective function

Raises
------
Expand Down
4 changes: 3 additions & 1 deletion pyswarms/base/base_single.py
Original file line number Diff line number Diff line change
Expand Up @@ -224,7 +224,7 @@ def _populate_history(self, hist):
self.pos_history.append(hist.position)
self.velocity_history.append(hist.velocity)

def optimize(self, objective_func, iters, print_step=1, verbose=1):
def optimize(self, objective_func, iters, print_step=1, verbose=1, **kwargs):
"""Optimizes the swarm for a number of iterations.

Performs the optimization to evaluate the objective
Expand All @@ -241,6 +241,8 @@ def optimize(self, objective_func, iters, print_step=1, verbose=1):
amount of steps for printing into console.
verbose : int (the default is 1)
verbosity setting.
kwargs : dict
arguments for objective function

Raises
------
Expand Down
14 changes: 9 additions & 5 deletions pyswarms/discrete/binary.py
Original file line number Diff line number Diff line change
Expand Up @@ -149,7 +149,7 @@ def __init__(
# Initialize the topology
self.top = Ring()

def optimize(self, objective_func, iters, print_step=1, verbose=1):
def optimize(self, objective_func, iters, print_step=1, verbose=1,**kwargs):
"""Optimizes the swarm for a number of iterations.
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Maybe *args and **kwargs will work here instead of args=() and kwargs={}?


Performs the optimization to evaluate the objective
Expand All @@ -165,17 +165,22 @@ def optimize(self, objective_func, iters, print_step=1, verbose=1):
amount of steps for printing into console.
verbose : int (the default is 1)
verbosity setting.
kwargs : dict
arguments for objective function

Returns
-------
tuple
the local best cost and the local best position among the
swarm.
"""
cli_print("Arguments Passed to Objective Function: {}".format(kwargs),
verbose, 2, logger=self.logger)

for i in range(iters):
# Compute cost for current position and personal best
self.swarm.current_cost = objective_func(self.swarm.position)
self.swarm.pbest_cost = objective_func(self.swarm.pbest_pos)
self.swarm.current_cost = objective_func(self.swarm.position, **kwargs)
self.swarm.pbest_cost = objective_func(self.swarm.pbest_pos, **kwargs)
self.swarm.pbest_pos, self.swarm.pbest_cost = compute_pbest(
self.swarm
)
Expand All @@ -187,8 +192,7 @@ def optimize(self, objective_func, iters, print_step=1, verbose=1):
# Print to console
if i % print_step == 0:
cli_print(
"Iteration %s/%s, cost: %s"
% (i + 1, iters, np.min(self.swarm.best_cost)),
"Iteration {}/{}, cost: {}".format(i + 1, iters, np.min(self.swarm.best_cost)),
verbose,
2,
logger=self.logger,
Expand Down
15 changes: 10 additions & 5 deletions pyswarms/single/global_best.py
Original file line number Diff line number Diff line change
Expand Up @@ -131,7 +131,7 @@ def __init__(
# Initialize the topology
self.top = Star()

def optimize(self, objective_func, iters, print_step=1, verbose=1):
def optimize(self, objective_func, iters, print_step=1, verbose=1, **kwargs):
"""Optimizes the swarm for a number of iterations.

Performs the optimization to evaluate the objective
Expand All @@ -147,16 +147,22 @@ def optimize(self, objective_func, iters, print_step=1, verbose=1):
amount of steps for printing into console.
verbose : int (default is 1)
verbosity setting.
kwargs : dict
arguments for the objective function

Returns
-------
tuple
the global best cost and the global best position.
"""

cli_print("Arguments Passed to Objective Function: {}".format(kwargs),
verbose, 2, logger=self.logger)

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This is good, keep this. I'd suggest using:

cli_print("Arguments passed to objective function: \nargs: %s \nkwargs: %s\n" % (*args, **kwargs),
                  verbose, 2, logger=self.logger)

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It appears that using ** outside of a function call throws an IndexError. The Python documentation around this uses them without the decorators in the outside of the function call.
https://docs.python.org/dev/tutorial/controlflow.html#more-on-defining-functions
Thoughts?

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@ljvmiranda921 ljvmiranda921 Jun 27, 2018

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Whoops. Yes, you are correct, just remove ** and it should print. One last Python 3.X thing, perhaps a .format() is better?

name = 'ljvmiranda921'
print("Hi my name is: {}".format(name))

I'd probably update my cli_print soon to make everything uniform.

for i in range(iters):
# Compute cost for current position and personal best
self.swarm.current_cost = objective_func(self.swarm.position)
self.swarm.pbest_cost = objective_func(self.swarm.pbest_pos)
self.swarm.current_cost = objective_func(self.swarm.position, **kwargs)
self.swarm.pbest_cost = objective_func(self.swarm.pbest_pos, **kwargs)
self.swarm.pbest_pos, self.swarm.pbest_cost = compute_pbest(
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In my opinion, this is just the modification we need. That is, to provide flexibility in the objective_function by providing an optional *args or **kwargs argument. There's no need to put args = () or kwargs = {} in the main optimize() method.

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Sure! I fixed the optimize prototypes. The only goofy thing there is the *args had to be listed before the other key word arguments i.e. def fun(foo, bar, *args, baz=3, **kwargs)

self.swarm
)
Expand All @@ -169,8 +175,7 @@ def optimize(self, objective_func, iters, print_step=1, verbose=1):
# Print to console
if i % print_step == 0:
cli_print(
"Iteration %s/%s, cost: %s"
% (i + 1, iters, self.swarm.best_cost),
"Iteration {}/{}, cost: {}".format(i + 1, iters, self.swarm.best_cost),
verbose,
2,
logger=self.logger,
Expand Down
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