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Ignore:
Timestamp:
02/24/21 22:22:21 (3 years ago)
Author:
bburlacu
Message:

#3087: Implement NativeInterpreter and ParameterOptimizer classes. The ParameterOptimizer offers an interface to Ceres and its options and to the variable projection optimization method. Added unit tests.

Location:
branches/3087_Ceres_Integration/HeuristicLab.ExtLibs/HeuristicLab.NativeInterpreter/0.1/HeuristicLab.NativeInterpreter-0.1
Files:
2 edited

Legend:

Unmodified
Added
Removed

  • branches/3087_Ceres_Integration/HeuristicLab.ExtLibs/HeuristicLab.NativeInterpreter/0.1/HeuristicLab.NativeInterpreter-0.1/DllImporter.cs

    r16333 r17844  
    11using System;
     2using System.IO;
     3using System.IO.Compression;
    24using System.Runtime.InteropServices;
    35
    … …  
    57  [StructLayout(LayoutKind.Sequential, CharSet = CharSet.Ansi)]
    68  public struct NativeInstruction {
    7     public byte opcode;
    8     public ushort narg;
    9     public int childIndex;
    10     public double value;
    11     public double weight;
    12 
    13     public IntPtr buf;
    14     public IntPtr data;
     9    public byte OpCode;
     10    public ushort Arity;
     11    public ushort Length;
     12    public double Value;
     13    public IntPtr Data;
     14    public bool Optimize;
    1515  }
    1616
     17  // proxy structure to pass information from Ceres back to the caller
     18  [StructLayout(LayoutKind.Sequential, CharSet = CharSet.Ansi)]
     19  public struct OptimizationSummary {
     20    public double InitialCost; // value of the objective function before the optimization
     21    public double FinalCost; // value of the objective function after the optimization
     22    public int SuccessfulSteps; // number of minimizer iterations in which the step was accepted
     23    public int UnsuccessfulSteps; // number of minimizer iterations in which the step was rejected
     24    public int InnerIterationSteps; // number of times inner iterations were performed
     25    public int ResidualEvaluations; // number of residual only evaluations
     26    public int JacobianEvaluations; // number of Jacobian (and residual) evaluations
     27  };
     28
     29  public enum MinimizerType : int {
     30    LINE_SEARCH = 0,
     31    TRUST_REGION = 1
     32  }
     33
     34  public enum LinearSolverType : int {
     35    DENSE_NORMAL_CHOLESKY = 0,
     36    DENSE_QR = 1,
     37    SPARSE_NORMAL_CHOLESKY = 2,
     38    DENSE_SCHUR = 3,
     39    SPARSE_SCHUR = 4,
     40    ITERATIVE_SCHUR = 5,
     41    CGNR = 6
     42  }
     43
     44  public enum TrustRegionStrategyType : int {
     45    LEVENBERG_MARQUARDT = 0,
     46    DOGLEG = 1
     47  }
     48
     49  public enum DoglegType : int {
     50    TRADITIONAL_DOGLEG = 0,
     51    SUBSPACE_DOGLEG = 1
     52  }
     53
     54  public enum LineSearchDirectionType : int {
     55    STEEPEST_DESCENT = 0,
     56    NONLINEAR_CONJUGATE_GRADIENT = 1,
     57    LBFGS = 2,
     58    BFSG = 3
     59  }
     60
     61  [StructLayout(LayoutKind.Sequential, CharSet = CharSet.Ansi)]
     62  public struct SolverOptions {
     63    public int Iterations;
     64    public int UseNonmonotonicSteps;
     65    public int Minimizer; // type of minimizer (trust region or line search)
     66    public int LinearSolver; // type of linear solver
     67    public int TrustRegionStrategy; // levenberg-marquardt or dogleg
     68    public int Dogleg; // type of dogleg (traditional or subspace)
     69    public int LineSearchDirection; // line search direction type (BFGS, LBFGS, etc)
     70    public int Algorithm;
     71  };
     72
    1773  public static class NativeWrapper {
    18     private const string x86dll = "hl-native-interpreter-msvc-x86.dll";
    19     private const string x64dll = "hl-native-interpreter-msvc-x64.dll";
     74    private const string x86zip = "hl-native-interpreter-x86.zip";
     75    private const string x64zip = "hl-native-interpreter-x64.zip";
     76
     77    private const string x86dll = "hl-native-interpreter-x86.dll";
     78    private const string x64dll = "hl-native-interpreter-x64.dll";
    2079
    2180    private readonly static bool is64;
    … …  
    2382    static NativeWrapper() {
    2483      is64 = Environment.Is64BitProcess;
     84
     85      //using (var zip = new FileStream(is64 ? x64zip : x86zip, FileMode.Open)) {
     86      //  using (var archive = new ZipArchive(zip, ZipArchiveMode.Read)) {
     87      //    foreach (var entry in archive.Entries) {
     88      //      if (File.Exists(entry.Name)) {
     89      //        File.Delete(entry.Name);
     90      //      }
     91      //    }
     92      //    ZipFileExtensions.ExtractToDirectory(archive, Environment.CurrentDirectory);
     93      //  }
     94      //}
    2595    }
    2696
    27     public static double GetValue(NativeInstruction[] code, int len, int row) {
    28       return is64 ? GetValue64(code, len, row) : GetValue32(code, len, row);
     97    public static void GetValues(NativeInstruction[] code, int[] rows, double[] result, double[] target, SolverOptions options, ref OptimizationSummary summary) {
     98      if (is64)
     99        GetValues64(code, code.Length, rows, rows.Length, options, result, target, ref summary);
     100      else
     101        GetValues32(code, code.Length, rows, rows.Length, options, result, target, ref summary);
    29102    }
    30103
    31     public static void GetValues(NativeInstruction[] code, int len, int[] rows, int nRows, double[] result) {
     104    public static void GetValuesVarPro(NativeInstruction[] code, int[] termIndices, int[] rows, double[] coefficients,
     105      double[] result, double[] target, SolverOptions options, ref OptimizationSummary summary) {
    32106      if (is64)
    33         GetValues64(code, len, rows, nRows, result);
     107        GetValuesVarPro64(code, code.Length, termIndices, termIndices.Length, rows, rows.Length, coefficients, options, result, target, ref summary);
    34108      else
    35         GetValues32(code, len, rows, nRows, result);
    36     }
    37 
    38     public static void GetValuesVectorized(NativeInstruction[] code, int len, int[] rows, int nRows, double[] result) {
    39       if (is64)
    40         GetValuesVectorized64(code, len, rows, nRows, result);
    41       else
    42         GetValuesVectorized32(code, len, rows, nRows, result);
     109        GetValuesVarPro32(code, code.Length, termIndices, termIndices.Length, rows, rows.Length, coefficients, options, result, target, ref summary);
    43110    }
    44111
    45112    // x86
    46     [DllImport(x86dll, EntryPoint = "GetValue", CallingConvention = CallingConvention.Cdecl)]
    47     internal static extern double GetValue32(NativeInstruction[] code, int len, int row);
    48 
    49113    [DllImport(x86dll, EntryPoint = "GetValues", CallingConvention = CallingConvention.Cdecl)]
    50     internal static extern void GetValues32(NativeInstruction[] code, int len, int[] rows, int nRows, double[] result);
    51 
    52     [DllImport(x86dll, EntryPoint = "GetValuesVectorized", CallingConvention = CallingConvention.Cdecl)]
    53     internal static extern void GetValuesVectorized32(NativeInstruction[] code, int len, int[] rows, int nRows, double[] result);
     114    internal static extern void GetValues32([In, Out] NativeInstruction[] code, int len, int[] rows, int nRows, SolverOptions options, [In, Out] double[] result, double[] target, ref OptimizationSummary summary);
    54115
    55116    // x64
    56     [DllImport(x64dll, EntryPoint = "GetValue", CallingConvention = CallingConvention.Cdecl)]
    57     internal static extern double GetValue64(NativeInstruction[] code, int len, int row);
     117    [DllImport(x64dll, EntryPoint = "GetValues", CallingConvention = CallingConvention.Cdecl)]
     118    internal static extern void GetValues64([In, Out] NativeInstruction[] code, int len, int[] rows, int nRows, SolverOptions options, [In, Out] double[] result, double[] target, ref OptimizationSummary summary);
    58119
    59     [DllImport(x64dll, EntryPoint = "GetValues", CallingConvention = CallingConvention.Cdecl)]
    60     internal static extern void GetValues64(NativeInstruction[] code, int len, int[] rows, int nRows, double[] result);
     120    [DllImport(x86dll, EntryPoint = "GetValuesVarPro", CallingConvention = CallingConvention.Cdecl)]
     121    internal static extern void GetValuesVarPro32([In, Out] NativeInstruction[] code, int len, int[] termIndices, int nTerms, int[] rows, int nRows, [In, Out] double[] coefficients, SolverOptions options, [In, Out] double[] result, double[] target, ref OptimizationSummary summary);
    61122
    62     [DllImport(x64dll, EntryPoint = "GetValuesVectorized", CallingConvention = CallingConvention.Cdecl)]
    63     internal static extern void GetValuesVectorized64(NativeInstruction[] code, int len, int[] rows, int nRows, double[] result);
     123    [DllImport(x64dll, EntryPoint = "GetValuesVarPro", CallingConvention = CallingConvention.Cdecl)]
     124    internal static extern void GetValuesVarPro64([In, Out] NativeInstruction[] code, int len, int[] termIndices, int nTerms, int[] rows, int nRows, [In, Out] double[] coefficients, SolverOptions options, [In, Out] double[] result, double[] target, ref OptimizationSummary summary);
    64125  }
    65126}

  • branches/3087_Ceres_Integration/HeuristicLab.ExtLibs/HeuristicLab.NativeInterpreter/0.1/HeuristicLab.NativeInterpreter-0.1/Plugin.cs

    r17180 r17844  
    2020#endregion
    2121
     22using System;
     23using System.IO;
     24
    2225using HeuristicLab.PluginInfrastructure;
    2326
    … …  
    2528  [Plugin("HeuristicLab.NativeInterpreter", "Provides a native (C++) interpreter for symbolic expression trees", "0.0.0.1")]
    2629  [PluginFile("HeuristicLab.Problems.DataAnalysis.Symbolic.NativeInterpreter-0.1.dll", PluginFileType.Assembly)]
    27   [PluginFile("hl-native-interpreter-msvc-x86.dll", PluginFileType.NativeDll)]
    28   [PluginFile("hl-native-interpreter-msvc-x64.dll", PluginFileType.NativeDll)]
    2930  public class HeuristicLabNativeInterpreterPlugin : PluginBase {
     31    public override void OnLoad() {
     32      base.OnLoad();
     33      // add path for native dlls to PATH env variable
     34
     35      var is64 = Environment.Is64BitProcess;
     36      string nativeDllPath = Path.Combine(Environment.CurrentDirectory, is64 ? "x64" : "x86");
     37      var envPath = Environment.GetEnvironmentVariable("PATH");
     38      if (!envPath.Contains(nativeDllPath))
     39        Environment.SetEnvironmentVariable("PATH", envPath + ";" + nativeDllPath);
     40    }
    3041  }
    3142}
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