| 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 get_f(params): |
| return jnp.exp(jnp.clip(params, -8, 4)) |
|
|
| @jax.jit |
| def objective_smooth(params, temp): |
| f = get_f(params) |
| 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 objective_hard(params): |
| f = get_f(params) |
| 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(objective_smooth)) |
|
|
| return get_f, objective_smooth, objective_hard, grad_smooth |
|
|
|
|
| def optimize(N, adam_steps, lr_peak, seed=42, init_params=None, verbose=True): |
| dx = 0.5 / N |
| get_f, objective_smooth, objective_hard, grad_smooth = make_fns(N) |
|
|
| if init_params is not None: |
| |
| old_f = np.exp(np.clip(init_params, -8, 4)) |
| new_f = np.interp(np.linspace(0, 1, N), np.linspace(0, 1, len(init_params)), old_f) |
| params = jnp.array(np.log(np.maximum(new_f, 1e-6))) |
| else: |
| 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))) |
|
|
| |
| lr_schedule = optax.warmup_cosine_decay_schedule( |
| init_value=0.0, peak_value=lr_peak, warmup_steps=2000, |
| decay_steps=adam_steps - 2000, end_value=lr_peak * 1e-5, |
| ) |
| optimizer = optax.adam(learning_rate=lr_schedule) |
| opt_state = optimizer.init(params) |
|
|
| best_c1 = float('inf') |
| best_params = params |
| temp = 200.0 |
|
|
| for step in range(adam_steps): |
| loss, grads = jax.value_and_grad(objective_smooth)(params, temp) |
| |
| grads = jnp.clip(grads, -1.0, 1.0) |
| updates, opt_state = optimizer.update(grads, opt_state, params) |
| params = optax.apply_updates(params, updates) |
|
|
| if step % 10000 == 0 or step == adam_steps - 1: |
| hard_c1 = float(objective_hard(params)) |
| if verbose: |
| print(f" Step {step:6d} | C1={hard_c1:.8f}") |
| if hard_c1 < best_c1: |
| best_c1 = hard_c1 |
| best_params = params |
|
|
| |
| if verbose: |
| print(f" L-BFGS polishing from C1={best_c1:.8f}") |
|
|
| params_np = np.array(best_params, dtype=np.float64) |
| for temp_lbfgs in [500.0, 2000.0, 5000.0, 20000.0]: |
| def scipy_obj(p): |
| p_jax = jnp.array(p) |
| val = float(objective_smooth(p_jax, temp_lbfgs)) |
| g = np.array(grad_smooth(p_jax, temp_lbfgs), 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-12}, |
| ) |
| params_np = result.x |
| f_opt = np.exp(np.clip(params_np, -8, 4)) |
| c1 = compute_c1_numpy(f_opt, N) |
| if verbose: |
| print(f" temp={temp_lbfgs:.0f}: C1={c1:.10f}") |
| if c1 < best_c1: |
| best_c1 = c1 |
| best_params = jnp.array(params_np) |
|
|
| return np.array(best_params), best_c1 |
|
|
|
|
| def run(): |
| best_c1 = float('inf') |
| best_f = None |
| best_n = None |
|
|
| |
| print("=== Stage 1: N=1500 ===") |
| params, c1 = optimize(1500, 80000, 0.008, seed=42) |
| print(f" Stage 1 C1: {c1:.10f}") |
|
|
| |
| print("\n=== Stage 2: N=3000 ===") |
| params, c1 = optimize(3000, 80000, 0.004, init_params=params) |
| print(f" Stage 2 C1: {c1:.10f}") |
|
|
| |
| print("\n=== Stage 3: N=5000 ===") |
| params, c1 = optimize(5000, 60000, 0.002, init_params=params) |
| print(f" Stage 3 C1: {c1:.10f}") |
|
|
| N = 5000 |
| f_final = np.exp(np.clip(params, -8, 4)) |
| c1_final = compute_c1_numpy(f_final, N) |
|
|
| if c1_final < best_c1: |
| best_c1 = c1_final |
| best_f = f_final |
| best_n = N |
|
|
| |
| print("\n=== Direct: N=4000 seed=0 ===") |
| params2, c1_2 = optimize(4000, 100000, 0.005, seed=0) |
| print(f" Direct C1: {c1_2:.10f}") |
| if c1_2 < best_c1: |
| N2 = 4000 |
| f2 = np.exp(np.clip(params2, -8, 4)) |
| best_c1 = c1_2 |
| best_f = f2 |
| best_n = N2 |
|
|
| print(f"\nFinal best C1: {best_c1:.10f}") |
| return best_f, best_c1, best_c1, best_n |
|
|