Changeset 16275 for branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Problems.DynamicalSystemsModelling

Timestamp:

11/05/18 13:19:38 (6 years ago)

Author:

gkronber

Message:

#2925: changed random initialization of parameters and fixed two non-critical bugs in the implementation

File:

• branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Problems.DynamicalSystemsModelling/3.3/Problem.cs (modified) (5 diffs)

branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Problems.DynamicalSystemsModelling/3.3/Problem.cs

@@ -259 +259 @@
       }
       // init params randomly from Unif(-1e-5, 1e-5)
-      var theta = paramNodes.Select(_ => random.NextDouble() * 2.0e-5 - 1.0e-5).ToArray();
+      var theta = paramNodes.Select(_ => random.NextDouble() * 2.0e-2 - 1.0e-2).ToArray();
 
       optTheta = new double[0];
@@ -267 +267 @@
         alglib.minlbfgscreate(Math.Min(theta.Length, 5), theta, out state);
         alglib.minlbfgssetcond(state, 0.0, 0.0, 0.0, MaximumParameterOptimizationIterations);
-        alglib.minlbfgssetgradientcheck(state, 1e-6);
+        //alglib.minlbfgssetgradientcheck(state, 1e-6);
         alglib.minlbfgsoptimize(state, EvaluateObjectiveAndGradient, null,
           new object[] { trees, targetVars, problemData, targetValues, episodes.ToArray(), NumericIntegrationSteps, latentVariables, OdeSolver }); //TODO: create a type
@@ -491 +491 @@
         var models = new VariableCollection();    // to store target var names and original version of tree
 
+        int nextParIdx = 0;
         foreach (var tup in targetVars.Zip(trees, Tuple.Create)) {
           var targetVarName = tup.Item1;
@@ -496 +497 @@
 
           // when we reference HeuristicLab.Problems.DataAnalysis.Symbolic we can translate symbols
-          int nextParIdx = 0;
           var shownTree = new SymbolicExpressionTree(TranslateTreeNode(tree.Root, optTheta, ref nextParIdx));
 
@@ -579 +579 @@
           prevT = t;
 
-          if (variableValues.Count == targetVariables.Length) {
-            // only return the target variables for calculation of errors
-            var res = targetVariables
-              .Select(targetVar => variableValues[targetVar])
-              .ToArray();
-            if (res.Any(ri => double.IsNaN(ri.Item1) || double.IsInfinity(ri.Item1))) yield break;
-            yield return res;
-          } else {
-            yield break; // stop early on problems
-          }
+          // This check doesn't work with the HeuristicLab integrator if there are input variables 
+          //if (variableValues.Count == targetVariables.Length) {
+          // only return the target variables for calculation of errors
+          var res = targetVariables
+            .Select(targetVar => variableValues[targetVar])
+            .ToArray();
+          if (res.Any(ri => double.IsNaN(ri.Item1) || double.IsInfinity(ri.Item1))) yield break;
+          yield return res;
+          //} else {
+          //  yield break; // stop early on problems
+          //}