# Copyright 2017 Artem Artemev @awav # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. from . import external_optimizer, optimizer from ..core.compilable import Build from ..core.errors import GPflowError from ..models.model import Model class ScipyOptimizer(optimizer.Optimizer): def __init__(self, **kwargs): self._optimizer_kwargs = kwargs self._optimizer = None self._model = None def make_optimize_tensor(self, model, session=None, var_list=None, **kwargs): """ Make SciPy optimization tensor. The `make_optimize_tensor` method builds optimization tensor and initializes all necessary variables created by optimizer. :param model: GPflow model. :param session: Tensorflow session. :param var_list: List of variables for training. :param kwargs: Scipy optional optimization parameters, - `maxiter`, maximal number of iterations to perform. - `disp`, if True, prints convergence messages. :return: Tensorflow operation. """ session = model.enquire_session(session) with session.as_default(): var_list = self._gen_var_list(model, var_list) optimizer_kwargs = self._optimizer_kwargs.copy() options = optimizer_kwargs.get('options', {}) options.update(kwargs) optimizer_kwargs.update(dict(options=options)) objective = model.objective optimizer = external_optimizer.ScipyOptimizerInterface( objective, var_list=var_list, **optimizer_kwargs) model.initialize(session=session) return optimizer def minimize(self, model, session=None, var_list=None, feed_dict=None, maxiter=1000, disp=False, initialize=False, anchor=True, step_callback=None, **kwargs): """ Minimizes objective function of the model. :param model: GPflow model with objective tensor. :param session: Session where optimization will be run. :param var_list: List of extra variables which should be trained during optimization. :param feed_dict: Feed dictionary of tensors passed to session run method. :param maxiter: Number of run interation. Note: scipy optimizer can do early stopping if model converged. :param disp: ScipyOptimizer option. Set to True to print convergence messages. :param initialize: If `True` model parameters will be re-initialized even if they were initialized before for gotten session. :param anchor: If `True` trained parameters computed during optimization at particular session will be synchronized with internal parameter values. :param step_callback: A function to be called at each optimization step; arguments are the current values of all optimization variables flattened into a single vector. :type step_callback: Callable[[np.ndarray], None] :param kwargs: This is a dictionary of extra parameters for session run method. """ if model is None or not isinstance(model, Model): raise ValueError('Unknown type passed for optimization.') if model.is_built_coherence() is Build.NO: raise GPflowError('Model is not built.') session = model.enquire_session(session) self._model = model optimizer = self.make_optimize_tensor(model, session, var_list=var_list, maxiter=maxiter, disp=disp) self._optimizer = optimizer feed_dict = self._gen_feed_dict(model, feed_dict) optimizer.minimize(session=session, feed_dict=feed_dict, step_callback=step_callback, **kwargs) if anchor: model.anchor(session) @property def model(self): return self._model @property def optimizer(self): return self._optimizer