Changeset 18163 for branches/2994-AutoDiffForIntervals/HeuristicLab.Problems.DataAnalysis.Regression.Symbolic.Extensions

Timestamp:

12/21/21 08:51:49 (3 years ago)

Author:

gkronber

Message:

#2994: push of old local changes

Location:

branches/2994-AutoDiffForIntervals/HeuristicLab.Problems.DataAnalysis.Regression.Symbolic.Extensions

Files:

• ConstrainedNLSInternal.cs (modified) (5 diffs)
• NLOptEvaluator.cs (modified) (3 diffs)

branches/2994-AutoDiffForIntervals/HeuristicLab.Problems.DataAnalysis.Regression.Symbolic.Extensions/ConstrainedNLSInternal.cs

@@ -43 +43 @@
 
     public NLOpt.nlopt_result OptResult { get; private set; }
+
+    public int NumObjectiveFunctionEvaluations { get; private set; }
+    public int NumObjectiveGradientEvaluations { get; private set; }
+    public int NumConstraintEvaluations { get; private set; }
+    public int NumConstraintGradientEvaluations { get; private set; }
 
     private bool disposed = false;
@@ -249 +254 @@
       double minf = double.MaxValue; /* minimum objective value upon return */
       OptResult = NLOpt.nlopt_optimize(nlopt, x, ref minf);
-
+       
       if (OptResult < 0 && OptResult != NLOpt.nlopt_result.NLOPT_FORCED_STOP) {
         // throw new InvalidOperationException($"NLOpt failed {res} {NLOpt.nlopt_get_errmsg(nlopt)}");
@@ -294 +299 @@
       UpdateThetaValues(curX);
       var sse = 0.0;
+      NumObjectiveFunctionEvaluations++;
 
       if (grad != null) {
+        NumObjectiveGradientEvaluations++;
         autoDiffEval.Evaluate(preparedTree, problemData.Dataset, trainingRows,
           preparedTreeParameterNodes, fi_eval, jac_eval);
@@ -414 +421 @@
     double CalculateConstraint(uint dim, double[] curX, double[] grad, IntPtr data) {
       UpdateThetaValues(curX);
+      NumConstraintEvaluations++;
       var intervalEvaluator = new IntervalEvaluator();
       var refIntervalEvaluator = new IntervalInterpreter();
@@ -420 +428 @@
 
       if (grad != null) Array.Clear(grad, 0, grad.Length);
+      if (grad != null) NumConstraintGradientEvaluations++;
 
       var interval = intervalEvaluator.Evaluate(constraintData.Tree, dataIntervals, constraintData.ParameterNodes,

branches/2994-AutoDiffForIntervals/HeuristicLab.Problems.DataAnalysis.Regression.Symbolic.Extensions/NLOptEvaluator.cs

@@ -210 +210 @@
            constantOptimizationRows, ApplyLinearScalingParameter.ActualValue.Value, Solver, 
            out double qDiff, out double[] constraintsBefore, out double[] constraintsAfter,
-           ConstantOptimizationIterations.Value, updateVariableWeights: UpdateVariableWeights, lowerEstimationLimit: EstimationLimitsParameter.ActualValue.Lower, upperEstimationLimit: EstimationLimitsParameter.ActualValue.Upper, updateConstantsInTree: UpdateConstantsInTree, counter: counter);
+           ConstantOptimizationIterations.Value, updateVariableWeights: UpdateVariableWeights, 
+           lowerEstimationLimit: EstimationLimitsParameter.ActualValue.Lower, upperEstimationLimit: EstimationLimitsParameter.ActualValue.Upper,
+           updateConstantsInTree: UpdateConstantsInTree, counter: counter);
 
         AchievedQualityImprovementParameter.ActualValue = new DoubleValue(qDiff);
@@ -272 +274 @@
       if (!updateConstantsInTree) throw new NotSupportedException("not updating tree parameters is not supported");
       if (!applyLinearScaling) throw new NotSupportedException("application without linear scaling is not supported");
-
 
       using (var state = new ConstrainedNLSInternal(solver, tree, maxIterations, problemData, 0, 0, 0)) {
@@ -282 +283 @@
         if (constraintsAfter.Any(cv => cv > 1e-8)) qOpt = qBefore;
         qDiff = qOpt - qBefore;
+
+        if(counter != null) {
+          counter.FunctionEvaluations += state.NumObjectiveFunctionEvaluations;
+          counter.GradientEvaluations += state.NumObjectiveGradientEvaluations;
+        }
+
         return qOpt;
       }