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"""
Take best approach (v14 seed 2) and push further:
1. Higher N (6000)
2. More Adam steps (200k)
3. Multi-phase: Adam -> smooth L-BFGS -> hard L-BFGS -> perturb -> repeat
"""
import sys
import jax
import jax.numpy as jnp
import numpy as np
from scipy.optimize import minimize as scipy_minimize
import optax
def compute_c1_numpy(f_values, n_points):
dx = 0.5 / n_points
f_nn = np.maximum(f_values, 0.0)
autoconv = np.convolve(f_nn, f_nn, mode='full') * dx
integral_sq = (np.sum(f_nn) * dx) ** 2
if integral_sq < 1e-12:
return 1e10
return np.max(autoconv) / integral_sq
def make_fns(N):
dx = 0.5 / N
@jax.jit
def obj_smooth(params, temp):
f = jnp.exp(jnp.clip(params, -8, 4))
padded = jnp.zeros(2 * N)
padded = padded.at[:N].set(f)
fft_f = jnp.fft.rfft(padded)
conv = jnp.fft.irfft(fft_f * fft_f, n=2 * N) * dx
integral_sq = (jnp.sum(f) * dx) ** 2
smooth_max = jax.nn.logsumexp(temp * conv) / temp
return smooth_max / integral_sq
@jax.jit
def obj_hard(params):
f = jnp.exp(jnp.clip(params, -8, 4))
padded = jnp.zeros(2 * N)
padded = padded.at[:N].set(f)
fft_f = jnp.fft.rfft(padded)
conv = jnp.fft.irfft(fft_f * fft_f, n=2 * N) * dx
integral_sq = (jnp.sum(f) * dx) ** 2
return jnp.max(conv) / integral_sq
grad_smooth = jax.jit(jax.grad(obj_smooth))
grad_hard = jax.jit(jax.grad(obj_hard))
return obj_smooth, obj_hard, grad_smooth, grad_hard
def adam_phase(params, N, steps, lr_peak, temp=300.0):
obj_smooth, obj_hard, _, _ = make_fns(N)
lr_schedule = optax.warmup_cosine_decay_schedule(
init_value=0.0, peak_value=lr_peak, warmup_steps=2000,
decay_steps=steps - 2000, end_value=lr_peak * 1e-4,
)
optimizer = optax.adam(learning_rate=lr_schedule)
opt_state = optimizer.init(params)
best_c1 = float('inf')
best_params = params
for step in range(steps):
loss, grads = jax.value_and_grad(obj_smooth)(params, temp)
updates, opt_state = optimizer.update(grads, opt_state, params)
params = optax.apply_updates(params, updates)
if step % 25000 == 0 or step == steps - 1:
hc = float(obj_hard(params))
sys.stdout.write(f" Adam {step:7d} | C1={hc:.10f}\n")
sys.stdout.flush()
if hc < best_c1:
best_c1 = hc
best_params = params
return best_params, best_c1
def lbfgs_phase(params_np, N):
obj_smooth, obj_hard, grad_smooth, grad_hard = make_fns(N)
# Smooth L-BFGS at increasing temperature
for temp in [1000.0, 10000.0, 100000.0]:
def scipy_obj(p):
p_jax = jnp.array(p)
val = float(obj_smooth(p_jax, temp))
g = np.array(grad_smooth(p_jax, temp), dtype=np.float64)
return val, g
result = scipy_minimize(
scipy_obj, params_np, method='L-BFGS-B', jac=True,
options={'maxiter': 5000, 'ftol': 1e-15, 'gtol': 1e-14, 'maxcor': 100},
)
params_np = result.x
# Hard max L-BFGS
def scipy_obj_hard(p):
p_jax = jnp.array(p)
val = float(obj_hard(p_jax))
g = np.array(grad_hard(p_jax), dtype=np.float64)
return val, g
for _ in range(3): # Multiple passes
result = scipy_minimize(
scipy_obj_hard, params_np, method='L-BFGS-B', jac=True,
options={'maxiter': 20000, 'ftol': 1e-16, 'gtol': 1e-15, 'maxcor': 100},
)
params_np = result.x
return params_np
def run():
N = 6000
dx = 0.5 / N
best_c1_overall = float('inf')
best_f_overall = None
for seed in [2, 0, 42]: # Start with seed 2 (best from v14)
sys.stdout.write(f"\n=== Seed {seed}, N={N} ===\n")
sys.stdout.flush()
np.random.seed(seed)
init_f = np.ones(N) * 0.5 + 0.02 * np.random.randn(N)
params = jnp.array(np.log(np.maximum(init_f, 1e-6)))
# Phase 1: Extended Adam
params, c1 = adam_phase(params, N, steps=150000, lr_peak=0.005)
sys.stdout.write(f" After Adam: C1={c1:.10f}\n")
sys.stdout.flush()
# Phase 2: L-BFGS polish
params_np = np.array(params, dtype=np.float64)
params_np = lbfgs_phase(params_np, N)
f_final = np.exp(np.clip(params_np, -8, 4))
c1_final = compute_c1_numpy(f_final, N)
sys.stdout.write(f" After L-BFGS: C1={c1_final:.10f}\n")
sys.stdout.flush()
# Phase 3: Perturbation restarts from best
best_params_np = params_np
best_c1_seed = c1_final
for pert in range(3):
key = jax.random.PRNGKey(seed * 100 + pert)
noise = 0.05 * jax.random.normal(key, shape=(N,))
perturbed = jnp.array(best_params_np) + noise
# Short Adam refinement
perturbed, c1_p = adam_phase(perturbed, N, steps=30000, lr_peak=0.002)
# L-BFGS
p_np = np.array(perturbed, dtype=np.float64)
p_np = lbfgs_phase(p_np, N)
f_p = np.exp(np.clip(p_np, -8, 4))
c1_p = compute_c1_numpy(f_p, N)
sys.stdout.write(f" Perturbation {pert}: C1={c1_p:.10f}\n")
sys.stdout.flush()
if c1_p < best_c1_seed:
best_c1_seed = c1_p
best_params_np = p_np
f_final = f_p
if best_c1_seed < best_c1_overall:
best_c1_overall = best_c1_seed
best_f_overall = f_final
sys.stdout.write(f"*** GLOBAL BEST: C1={best_c1_overall:.10f}\n")
sys.stdout.flush()
sys.stdout.write(f"\nFinal C1: {best_c1_overall:.10f}\n")
sys.stdout.flush()
return best_f_overall, best_c1_overall, best_c1_overall, N