cmaes 0.2.0 → 0.2.1

raw patch · 2 files changed

+38/−16 lines, 2 filesPVP: major bump suggested

API removals or changes: PVP suggests a major version bump

API changes (from Hackage documentation)

Files

• Numeric/Optimization/Algorithms/CMAES.hs +37/−15
• cmaes.cabal +1/−1

@@ -11,13 +11,12 @@  (2) `run` it. - Let's optimize the following function /f(xs)/. @xs@ is a list of Double and @f@ has its minimum at @xs !! i = sqrt(i)@.  >>> import Test.DocTest.Prop >>> let f = sum . zipWith (\i x -> (x*abs x - i)**2) [0..] :: [Double] -> Double->>> let initXs = replicate 10 0                            :: [Double]+>>> let initXs = replicate 10 0                            :: [Double]      >>> bestXs <- run $ minimize f initXs >>> assert $ f bestXs < 1e-10 @@ -46,38 +45,54 @@ Use `minimizeT` to optimize functions on traversable structures.  >>> import qualified Data.Vector as V->>> let f4 = V.sum . V.imap (\i x -> (x*abs x - fromIntegral i)**2) :: V.Vector Double -> Double+>>> let f4 = V.sum . V.imap (\i x -> (x*abs x - fromIntegral i)**2)++>>> :t f4+f4 :: V.Vector Double -> Double >>> bestVx <- run $ minimizeT f4 $ V.replicate 10 0 >>> assert $ f4 bestVx < 1e-10 +Or use `minimizeG` to optimize functions of any type that is Data+and that contains `Double`s. Here is an example that deal with +Triangles. +>>> :set -XDeriveDataTypeable+>>> import Data.Data+>>> data Pt = Pt Double Double deriving (Typeable,Data)+>>> let dist (Pt ax ay) (Pt bx by) = ((ax-bx)**2 + (ay-by)**2)**0.5+>>> data Triangle = Triangle Pt Pt Pt deriving (Typeable,Data) -Or use `minimizeG` to optimize functions of almost any type. Let's create a triangle ABC-so that AB = 3, AC = 4, BC = 5.+Let us create a triangle ABC so that AB = 3, AC = 4, BC = 5. ->>> let dist (ax,ay) (bx,by) = ((ax-bx)**2 + (ay-by)**2)**0.5->>> let f5 [a,b,c] = (dist a b - 3.0)**2 + (dist a c - 4.0)**2 + (dist b c - 5.0)**2->>> bestTriangle <- run $ (minimizeG f5 [(0,0),(0,0),(0,0)]){tolFun = Just 1e-20}+>>> let f5 (Triangle a b c) = (dist a b - 3.0)**2 + (dist a c - 4.0)**2 + (dist b c - 5.0)**2+>>> let triangle0 = Triangle o o o where o = Pt 0 0+>>> :t f5+f5 :: Triangle -> Double+>>> bestTriangle <- run $ (minimizeG f5 triangle0){tolFun = Just 1e-20} >>> assert $ f5 bestTriangle < 1e-10 - Then the angle BAC should be orthogonal. ->>> let [(ax,ay),(bx,by),(cx,cy)] = bestTriangle+>>> let (Triangle (Pt ax ay) (Pt bx by) (Pt cx cy)) = bestTriangle >>> assert $ abs ((bx-ax)*(cx-ax) + (by-ay)*(cy-ay)) < 1e-10  -When optimizing noisy functions, set `noiseHandling` = @True@ for better results.+When optimizing noisy functions, set `noiseHandling` = @True@ (and+increase `noiseReEvals`) for better results.  >>> import System.Random >>> let noise = randomRIO (0,1e-2) >>> let f6Pure = sum . zipWith (\i x -> (x*abs x - i)**2) [0..] >>> let f6 xs = fmap (f6Pure xs +) noise+>>> :t f6+f6 :: [Double] -> IO Double >>> xs60 <- run $ (minimizeIO f6 $ replicate 10 0) {noiseHandling = False}->>> xs61 <- run $ (minimizeIO f6 $ replicate 10 0) {noiseHandling = True}+>>> xs61 <- run $ (minimizeIO f6 $ replicate 10 0) {noiseHandling = True,noiseReEvals=Just 10} >>> assert $ f6Pure xs61 < f6Pure xs60 -+(note : with the default value of `noiseReEvals` the test above failed+335 times out of 1111 trials. When noiseReEvals == 10 it passed consecutive+1111 trials.)   -}@@ -88,6 +103,7 @@        minimize, minimizeIO,        minimizeT, minimizeTIO,        minimizeG, minimizeGIO,+       getDoubles, putDoubles )where  @@ -152,10 +168,15 @@     -- than this value.   , verbose       :: Bool     -- ^ Repeat the CMA-ES output into stderr.+  , otherArgs     :: [(String, String)]+    -- ^ Interfaces for passing other configuration arguments directly to+    -- @cma.py@   }  --- | The default @Config@ values.+-- | The default @Config@ values. Also consult the original document+-- <http://www.lri.fr/~hansen/pythoncma.html#-fmin> for default values+-- of the parameters not listed here. defaultConfig :: Config a defaultConfig = Config   { funcIO        = error "funcIO undefined"@@ -174,6 +195,7 @@   , tolStagnation = Nothing   , tolX          = Just 1e-11   , verbose       = False+  , otherArgs     = []   }  @@ -271,7 +293,7 @@         , "tolfunhist"           `is` tolFun         , "tolstagnation"        `is` tolStagnation         , "tolx"                 `is` tolX-        ]+        ] ++ [otherArgs]        is :: Show a => String -> Maybe a -> Maybe (String,String)       is key = fmap (\val -> (key, show val))

@@ -1,5 +1,5 @@ name:                cmaes-version:             0.2.0+version:             0.2.1 synopsis:            CMA-ES wrapper in Haskell description: