[Swift-commit] r5536 - SwiftApps/SciColSim

jonmon at ci.uchicago.edu jonmon at ci.uchicago.edu
Tue Jan 31 13:38:50 CST 2012


Author: jonmon
Date: 2012-01-31 13:38:50 -0600 (Tue, 31 Jan 2012)
New Revision: 5536

Added:
   SwiftApps/SciColSim/annealing.open-issues.swift
Log:
checked in copy of annealing.swift named annealing.open-issues.swift with all comments left intacted.



Added: SwiftApps/SciColSim/annealing.open-issues.swift
===================================================================
--- SwiftApps/SciColSim/annealing.open-issues.swift	                        (rev 0)
+++ SwiftApps/SciColSim/annealing.open-issues.swift	2012-01-31 19:38:50 UTC (rev 5536)
@@ -0,0 +1,379 @@
+import "math";
+import "colortext";
+
+type file;
+
+type Res
+{
+    float loss;
+    float sdev;
+}
+
+global boolean FIX_VARIABLES = true;
+global int var_fixed[] = [1,1,0,0,0];
+global int Nworkers = @toint(@arg("nworkers","4"));
+global int rerunsPerApp;
+
+(float nx) newx(float x, float dx)
+{
+    float r = (random()) ; // / (pow(2.0,31.0)-1.0);
+    if (r > 0.5)
+    {
+        nx = x + (random())*dx; // /(pow(2.0,31.0)-1.0);
+    }
+    else
+    {
+        nx = x - (random())*dx; // /(pow(2.0,31.0)-1.0);
+    }
+    // tracef("newx(%f,%f)=%f\n",x,dx,nx);
+}
+
+app (file outfile, file loss) evolve (string args[], file graph)
+{
+    evolve @loss args stdout=@outfile ;  // graph is passed implicitly
+}
+
+app (file x) sumloss(file loss[])
+{
+    sumloss @filenames(loss) stdout=@x;
+}
+
+/*
+
+  Program structure:
+
+  main
+  optimizer_sweep() - formerly, python script
+  multi_annealing()
+  multi_loss()
+  evolve()
+  sumloss()
+*/
+
+(file bestfile, file maxfile) multi_annealing (
+    float T_start,
+    float T_end,
+    float Target_rejection,
+    int evolve_reruns,
+    float starting_jump,
+    float params0[],
+    float target_innov,
+    int annealing_cycles)
+{
+    int cycle=10;     // const
+    int NEVOPARAMS=5; // const - 5 params, alpha 1,m through delta, does not include target_innovation
+
+    float rejection[][];  // [i][j] where i is cycle and j is evolve-parameter (alpha_i, alpha_m, beta, gamma, delta)
+
+    float x[][], dx[][], curr_loss[], curr_sdev[];
+
+    Res mlres[][];
+    mlres[0][0] = multi_loss( 0, 0, params0, target_innov, evolve_reruns ); // FIXME: serves for all evolve-params ???
+    tracef("multi_annealing: AR: initial: %f +- %f\n",mlres[0][0].loss,mlres[0][0].sdev);
+
+    foreach j in [0:NEVOPARAMS-1]
+    {
+        x[0][j]=params0[j];
+        dx[0][j] = starting_jump;
+        rejection[0][j] = 0.0;
+        curr_loss[j] = mlres[0][0].loss;
+        curr_sdev[j] = mlres[0][0].sdev;
+    }
+
+    iterate iter_i
+    {    // foreach i in [1:annealing_cycles]
+        int i = iter_i + 1;
+
+        // set new temperature, rejection threshold, and dx values for this cycle
+
+        float temperature = T_start*exp( @tofloat(i-1)*(jlog(T_end)-jlog(T_start))/@tofloat(annealing_cycles));
+
+        tracef(@strcat("multi_annealing: AR: i=%i ....T = ",color(3,"%f"),"\n"), i, temperature);
+
+        // On each new "major" cycle within the annealing_cycles (other than the first) set new rejection and dx values
+
+        if ( i %% cycle == 1 && i > 1 )
+        {
+            tracef("multi_annealing: new cycle at i=%i\n",i);
+            tracef(color(Pink, "multi_annealing: AR: New cycle at %i: prev dx[0-4]=[%f %f %f %f %f]\n"),i,dx[i-1][0],dx[i-1][1],dx[i-1][2],dx[i-1][3],dx[i-1][4]);
+            foreach  k in [0:NEVOPARAMS-1]
+            {
+                float newrejection = rejection[i-1][k] / @tofloat(cycle);
+                if (newrejection > 0.0)
+                {
+                    dx[i][k] = dx[i-1][k] / (newrejection / Target_rejection);
+                    // FIXME: re-enable: rejection[i][k]=0.0;
+                }
+                else
+                {
+                    dx[i][k] = dx[i-1][k] * 2.0;
+                    // FIXME: re-enable: rejection[i][k]=rejection[i-1][k];
+                }
+                // FIXME: HANGS? : tracef(color(Red,"Recomputed rejection: i=%d k=%d dx[i][k]=%f\n"), i, k, dx[i][k]);
+            }
+            tracef(color(Blue, "multi_annealing: AR: New cycle at %i: dx[0-4]=[%f %f %f %f %f]\n"),i,dx[i][0],dx[i][1],dx[i][2],dx[i][3],dx[i][4]);
+        }
+        else
+        { // If not new cycle, set dx[i][*] from previous dx ([i-1]). rejection[i]j] is set later.
+            foreach  k in [0:NEVOPARAMS-1]
+            {
+                dx[i][k] = dx[i-1][k];
+            }
+        }
+        //foreach j in [0:NEVOPARAMS-1] { // Try a new value for each non-fixed param; then write results and accept or reject
+        iterate j
+        {  // Try a new value for each non-fixed param; then write results and accept or reject
+            // float try_x[];
+            int curr = (i * NEVOPARAMS) + j;
+            int prev = curr-1;
+            // tracef("in multi_annealing: i=%i j=%i curr=%i prev=%i\n", i, j, curr, prev);
+            if ( /*(!FIX_VARIABLES) || */ (var_fixed[j]==0) ) {  // Adjustable vars
+                // fixed=1,1,0,0,0: FIXME: FIX_VARIABLES flag has faulty logic but OK when TRUE
+                float try_x[];
+                foreach k in [0:NEVOPARAMS-1]
+                { // Select the evolve params to try
+                    if ( k < j )
+                    {
+                        try_x[k] = x[i][k]; // already set x[i][k]
+                    }
+                    else
+                    {
+                        if ( k == j )
+                        {
+                            try_x[k] = newx(x[i-1][j],dx[i-1][j]); // permute x[i-1][j]
+                        }
+                        else
+                        { // k > j
+                            try_x[k] = x[i-1][k]; // use x[i-1][k] (from prior cycle)
+                        }
+                    }
+                }
+                tracef(@strcat("multi_annealing: AR: ", color(10,"%f"), " ", color(9,"%i"),"\n"), try_x[j],j);
+                // Up to here, x[] and dx[] are only set for previous i
+                mlres[i][j] = multi_loss(i,j,try_x, target_innov, evolve_reruns); // do the N evolve()'s, N=evolve_reruns
+                tracef("multi_annealing: AR: %f +- %f\n", mlres[i][j].loss, mlres[i][j].sdev);
+                // Beyond this point, x[] and dx[] are being set for this i,j
+
+                float ALOT=100000000000.0; // 100,000,000,000. = 10^11
+                if (mlres[i][j].loss < ALOT)
+                {
+                    tracef("multi_annealing: AF: best_opt_some.txt: %f,%f,%f,%f,%f,%f,%f,%f\n",
+                           target_innov,mlres[i][j].loss,try_x[0],try_x[1],try_x[2],try_x[3],try_x[4],mlres[i][j].sdev);
+                    tracef(color(Red,"multi_annealing: AF: max_dist.txt - tbd\n")); // FIXME: max_dist is global set in evolve()
+                }
+                else
+                {  // does this ever occur? if so did we want to still do the ratio computation above???
+                    tracef("multi_annealing: Loss %f > ALOT at [i][j] = [%d][%d]\n", mlres[i][j].loss, i ,j);
+                }
+                float ratio = min(1.0, exp( -(mlres[i][j].loss-curr_loss[prev]) / temperature));
+                float r = (random()) ; // / (pow(2.0,31.0)-1.0);  // FIXME: AR: why all the 2^31's ???
+                tracef("multi_annealing: AR: %f vs %f\n", r, ratio);
+                if (r > ratio)
+                {  // Reject new parameter
+                    x[i][j] = x[i-1][j];
+                    rejection[i][j] = rejection[i-1][j] + 1.0;  // FIXME: AR: Is this correct? incr rejection?
+                    curr_loss[curr] = curr_loss[prev];
+                    curr_sdev[curr] = curr_sdev[prev];
+                    // FIXME: AR: the following prints seem to replicate values in the .cpp version - please clarify.
+                    tracef("multi_annealing: AR: %i,%i %i Did not accept: %f (%i)\n", i, j, i, try_x[j], j);
+                    tracef("multi_annealing: AR: %f %f %f %f %f\n", try_x[0],try_x[1],try_x[2],try_x[3],try_x[4]);
+                }
+                else
+                {           // Accept new parameter
+                    tracef("multi_annealing: Accepting try_x[j], i=%i j=%i\n",i,j);
+                    x[i][j] = try_x[j];
+                    rejection[i][j] = rejection[i-1][j];  // FIXME: AR: Is this correct? no incr of rejection?
+                    tracef("multi_annealing: Accepting try_x[j], i=%i j=%i try_x[j]=%f\n",i,j,try_x[j]);
+                    curr_loss[curr] = mlres[i][j].loss;
+                    curr_sdev[curr] = mlres[i][j].sdev;
+                    float rj[];
+                    foreach k in [0:NEVOPARAMS-1]
+                    {  // FIXME!!!
+                        if (k <= j)
+                        {
+                            rj[k] = rejection[i][k]; // Was either set from previous j or just set for this j
+                        }
+                        else
+                        {
+                            rj[k] = rejection[i-1][k]; // Not yet set, use previous
+                        }
+                    }
+                    tracef(@strcat("multi_annealing: AR: [%i][%i] ", color(8,"Rejection counts: "),
+                                   color(1,"%f"), " ", color(7,"%f"), " ", color(5,"%f"), " ", color(9,"%f"), " ", color(6,"%f"), "\n\n"),
+                           i, j, rj[0], rj[1], rj[2], rj[3], rj[4]);
+                    tracef(@strcat("multi_annealing: AR: %i ", color(8,"***** Did accept! "),
+                                   color(1,"%f"), " ", color(7,"%f"), " ", color(5,"%f"), " ", color(9,"%f"), " ", color(6,"%f"), "\n\n"),
+                           i, try_x[0], try_x[1], try_x[2], try_x[3], try_x[4]);
+                }
+            }
+            else
+            { // Fixed Vars
+                x[i][j] = x[i-1][j];
+                rejection[i][j] = rejection[i-1][j];
+                curr_loss[curr] = curr_loss[prev];
+                curr_sdev[curr] = curr_sdev[prev];
+                // dx[i][j] not set for fixed vars
+            }
+        } until(j == NEVOPARAMS-1);
+    } until(iter_i == (annealing_cycles-1));
+}
+
+(Res r) multi_loss( int ci, int cj, float x[], float target_innov, int evolve_reruns )
+// (Res r, Stats s) multi_loss( int ci, int cj, float x[], float target_innov, int evolve_reruns ) FIXME: To obtain stats
+{
+    file rfile[];
+    file ofile[]; // FIXME: to obtain timings and otehr stats
+    tracef("multi_loss: entered: ci=%i cj=%i target_innov=%f evolve_reruns=%i x=%q\n",ci, cj, target_innov,evolve_reruns,x);
+
+    int appCalls = @toint(@tofloat(evolve_reruns) / @tofloat(rerunsPerApp));  // FIXME: handle fractional issues and rounding etc. For now must divide evenly
+
+    tracef("multi_loss appCalls=%i\n", appCalls);
+    foreach i in [1:appCalls] {  // repeats of the evolove() - same as n_reruns
+        file outfile; // FIXME: map and save in future
+        string args[] = [ // FIXME: move this to a setargs() function
+            //    alpha_i        alpha_m        beta           gamma          delta          target_innov
+            @strcat(x[0]), @strcat(x[1]), @strcat(x[2]), @strcat(x[3]), @strcat(x[4]), @strcat(target_innov),
+
+            //     n_epochs n_steps evolve_reruns           range
+            //    "40000",  "20",   @strcat(evolve_reruns), "2",
+            "40000",  "20",   @strcat(rerunsPerApp),  "2",
+
+            //    verbose_level
+            "1",
+
+            //    T_start T_end   Annealing_steps Target_rejection Starting_jump
+            "2.",   "0.01", "2",            "0.3",           "2.3",
+
+            //    FREEZE: alpha_i alpha_m beta gamma delta
+            "1",    "1",    "0", "0",  "0",
+
+            //   operation-code:(m,a) Nworkers           seed
+            "m",                 @strcat(Nworkers), "1234567" ];
+
+        file graph <"movie_graph.txt">;
+        (outfile, rfile[i]) = evolve(args,graph);
+        // (ofile[i], rfile[i]) = evolve(args,graph);
+        tracef("multi_loss: i=%i calling evolve, args=%q\n", i, args);
+        // tracef("multi_loss: after evolve: i=%i %k %k\n", i, outfile, rfile[i]);
+    }
+    file sumfile = sumloss(rfile);
+    r = readData(sumfile);
+    tracef("multi_loss: returning: ci=%i cj=%i r.loss=%f r.sdev=%f\n",ci,cj,r.loss,r.sdev);
+    // file statfile = sumstats(ofile);  FIXME: to obtain timings and otehr stats
+    // s = readStat(statsfile);          FIXME: to obtain timings and otehr stats
+}
+
+optimizer_sweep() // Implements logic of python driver script
+{
+    int minrange=58;
+    int maxrange=59;
+    int rangeinc=50;
+
+    //int maxrange=1009;
+    //int maxrange=209;
+
+    // FIXME: add provision for random priming and random param values when x[i] == -100 (see optimizer.cpp main())
+
+    int nreps=1; // 15
+
+//    file bestfile <single_file_mapper; file=@strcat("output/T",target,".R",rep,".best_opt_some")>;
+//    file maxfile <single_file_mapper; file=@strcat("output/T",target,".R",rep,".max_dist")>;
+
+    foreach target_innov in [minrange:maxrange:rangeinc]
+    {
+        foreach rep in [1:nreps]
+        {
+            file outfile;  // <single_file_mapper; file=@strcat("output/T",target_innov,".R",rep,".out")>;
+            file lossfile; // <single_file_mapper; file=@strcat("output/T",target_innov,".R",rep,".loss_data")>;
+/*
+  (outfile,lossfile) = multi_annealing(
+  T_start          = 2.0,
+  T_end            = 0.01,
+  Target_rejection = 0.3,
+  evolve_reruns    = 10,
+  starting_jump    = 2.3,
+  params0[]        = [0.0, 0.0, 4.0, 50.0, -1.0],
+  @tofloat(target_innov),
+  annealing_cycles = 2);
+*/
+            (outfile,lossfile) = multi_annealing(
+                2.0,
+                0.01,
+                0.3,
+                100,
+                2.3,
+                [0.0, 0.0, 4.0, 50.0, -1.0],
+                @tofloat(target_innov),
+                30);
+        }
+    }
+}
+
+rerunsPerApp = 100;
+
+main()
+{
+    optimizer_sweep();
+}
+
+main();
+
+/*
+
+  Program structure:
+
+  main
+  optimizer_sweep()
+  multi_annealing()
+  multi_loss()
+  evolve()
+  sumloss()
+
+  Example parameter sets:
+
+  for target in range(58,59,50):
+  for i in range(1):
+  args="./toptimizer 0 0 4 50 -1 "+target+" 40000 20 75    2 1 2. 0.01 2 0.3 2.3 1 1 1 0 0 m // > out.T"+str(target)+".i"+str(i)
+  os.system(args);
+
+  string fastargs1[] = [
+  "0", "0", "4", "50", "-1", @strcat(target),
+  "40000", "20", "1000", "2",
+  "1",
+  "2.", "0.01", "100", "0.3", "2.3",
+  "1", "1", "0", "0", "0"];
+  string fastargs2[] = [
+  "0", "0", "4", "50", "-1", @strcat(target),
+  "40000", "20", "1000", "2",
+  "1",
+  "2.", "0.01",  "5", "0.3", "2.3",
+  "1", "1", "0", "0", "0", "m"];
+  string fastargs3[] = [
+  "0", "0", "4", "50", "-1", @strcat(target),
+  "40000", "20", @strcat(repeats), "2",
+  "1",
+  "2.", "0.01",  "2", "0.3", "2.3",
+  "1", "1", "0", "0", "0", "m"];
+*/
+
+(string args[]) setargs()
+{
+    // string longargs[] = @strcat("0 0 4 50 -1 ",target," 40000 20 1000 2 1 2. 0.01 100 0.3 2.3 1 1 0 0 0 m");
+
+    //  [alpha_i alpha_m beta gamma delta target_innov
+    //  [n_epochs n_steps n_reruns] [range]
+    //  [verbose_level]
+    //  [T_start T_end Annealing_steps Target_rejection Starting_jump]
+    //  [FREEZE_alpha_i FREEZE_alpha_m FREEZE_beta FREEZE_gamma FREEZE_delta] [operation-code:(m,a) Nworkers]
+}
+
+////////////////// HOLD JUNK
+
+//                    tracef(@strcat("multi_annealing: AR: %i ", color(8,"Rejection counts: "),
+//                                   color( /* 2 */ 1," %f"), "\n\n"),
+//                                   i, rejection[i][j] ); // , rejection[i][1], rejection[i][2], rejection[i][3], rejection[i][4]);
+// FIXME: determine correct rejection[] values to avoid hanging:
+//                    tracef(@strcat("multi_annealing: AR: %i ", color(8,"Rejection counts: "),
+//                                   color( /* 2 */ 1," %f"), color(7," %f"), color(5," %f"), color(9," %f"), color(6," %f"), "\n\n"),
+//                                   rejection[i][0], rejection[i][1], rejection[i][2], rejection[i][3], rejection[i][4]);
+// END FIXME




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