ad 3.1.2 → 3.1.3

raw patch · 7 files changed

+46/−10 lines, 7 filesdep +mtlsetup-changedPVP ok

version bump matches the API change (PVP)

Dependencies added: mtl

API changes (from Hackage documentation)

Files

• CHANGELOG.markdown +4/−0
• Setup.hs +0/−2
• Setup.lhs +7/−0
• ad.cabal +4/−2
• src/Numeric/AD/Internal/Composition.hs +1/−1
• src/Numeric/AD/Internal/Reverse.hs +1/−1
• src/Numeric/AD/Newton.hs +29/−4

@@ -1,3 +1,7 @@+3.1.3+-----+* Added `conjugateGradientDescent` and `conjugateGradientAscent` to `Numeric.AD.Newton`.+ 3.1.2 ----- * Dependency bump

@@ -1,2 +0,0 @@-import Distribution.Simple-main = defaultMain

@@ -0,0 +1,7 @@+#!/usr/bin/runhaskell+> module Main (main) where++> import Distribution.Simple++> main :: IO ()+> main = defaultMain

@@ -1,5 +1,5 @@ name:         ad-version:      3.1.2+version:      3.1.3 license:      BSD3 license-File: LICENSE copyright:    (c) Edward Kmett 2010-2012,@@ -92,6 +92,7 @@     containers       >= 0.2 && < 0.6,     data-reify       >= 0.6 && < 0.7,     free             >= 3.0 && <= 3.3,+    mtl,     reflection       >= 1.1.6 && < 1.2,     tagged           >= 0.4.2.1 && < 0.5,     template-haskell >= 2.5 && < 2.9@@ -140,6 +141,7 @@     base == 4.*,     directory >= 1.0 && < 1.2,     doctest >= 0.8 && <= 0.9,-    filepath >= 1.3 && < 1.4+    filepath >= 1.3 && < 1.4,+    mtl   ghc-options: -Wall -Werror -threaded   hs-source-dirs: tests

@@ -173,7 +173,7 @@  instance (Typeable1 f, Typeable1 g, Typeable a) => Typeable (ComposeMode f g a) where     typeOf = typeOfDefault-    + composeModeTyCon :: TyCon #if MIN_VERSION_base(4,4,0) composeModeTyCon = mkTyCon3 "ad" "Numeric.AD.Internal.Composition" "ComposeMode"

@@ -78,7 +78,7 @@     isKnownZero _    = False      isKnownConstant (Reverse Zero) = True-    isKnownConstant (Reverse (Lift a)) = True+    isKnownConstant (Reverse (Lift _)) = True     isKnownConstant _ = False      lift a = Reverse (Lift a)

@@ -20,14 +20,18 @@     -- * Gradient Ascent/Descent (Reverse AD)     , gradientDescent     , gradientAscent+    , conjugateGradientDescent+    , conjugateGradientAscent     ) where -import Prelude hiding (all)-import Data.Foldable (all)-import Data.Traversable (Traversable)+import Prelude hiding (all, mapM, sum)+import Data.Functor+import Data.Foldable (all, sum)+import Data.Traversable import Numeric.AD.Types import Numeric.AD.Mode.Forward (diff, diff')-import Numeric.AD.Mode.Reverse (gradWith')+import Numeric.AD.Mode.Reverse (grad, gradWith')+import Numeric.AD.Internal.Combinators import Numeric.AD.Internal.Composition  -- | The 'findZero' function finds a zero of a scalar function using@@ -109,3 +113,24 @@ gradientAscent :: (Traversable f, Fractional a, Ord a) => (forall s. Mode s => f (AD s a) -> AD s a) -> f a -> [f a] gradientAscent f = gradientDescent (negate . f) {-# INLINE gradientAscent #-}+++conjugateGradientDescent :: (Traversable f, Fractional a, Ord a) =>+                (forall s. Mode s => f (AD s a) -> AD s a) -> f a -> [f a]+conjugateGradientDescent f x0 = go x0 d0 d0+  where+    dot x y = sum $ zipWithT (*) x y+    d0 = negate <$> grad f x0+    go xi ri di = xi : go xi1 ri1 di1+      where+        ai  = last $ take 20 $ extremum (\a -> f $ zipWithT (\x d -> lift x + a * lift d) xi di) 0+        xi1 = zipWithT (\x d -> x + ai*d) xi di+        ri1 = negate <$> grad f xi1+        bi1 = max 0 $ dot ri1 (zipWithT (-) ri1 ri) / dot ri1 ri1+        -- bi1 = max 0 $ sum (zipWithT (\a b -> a * (a - b)) ri1 ri) / dot ri1 ri1+        di1 = zipWithT (\r d -> r * bi1*d) ri1 di+{-# INLINE conjugateGradientDescent #-}++conjugateGradientAscent :: (Traversable f, Fractional a, Ord a) => (forall s. Mode s => f (AD s a) -> AD s a) -> f a -> [f a]+conjugateGradientAscent f = conjugateGradientDescent (negate . f)+{-# INLINE conjugateGradientAscent #-}