import jax import jax.numpy as jnp import optax import numpy as np from dataclasses import dataclass @dataclass class Hyperparameters: num_intervals: int = 1000 learning_rate: float = 0.01 end_lr_factor: float = 1e-5 num_steps: int = 80000 warmup_steps: int = 3000 smooth_max_temp: float = 100.0 # temperature for log-sum-exp smooth max class AutocorrelationOptimizer: def __init__(self, hypers: Hyperparameters): self.hypers = hypers self.domain_width = 0.5 self.dx = self.domain_width / self.hypers.num_intervals def _objective_fn(self, f_values: jnp.ndarray, temp: float) -> jnp.ndarray: f_non_negative = jax.nn.softplus(f_values) # smooth non-negativity integral_f = jnp.sum(f_non_negative) * self.dx eps = 1e-12 integral_f_safe = jnp.maximum(integral_f, eps) N = self.hypers.num_intervals padded_f = jnp.pad(f_non_negative, (0, N)) fft_f = jnp.fft.rfft(padded_f) fft_conv = fft_f * fft_f conv_f_f = jnp.fft.irfft(fft_conv, n=2 * N) scaled_conv_f_f = conv_f_f * self.dx # Use log-sum-exp smooth max for better gradients smooth_max = jax.nn.logsumexp(temp * scaled_conv_f_f) / temp c1_ratio = smooth_max / (integral_f_safe ** 2) return c1_ratio def _hard_objective(self, f_values: jnp.ndarray) -> jnp.ndarray: f_non_negative = jax.nn.softplus(f_values) integral_f = jnp.sum(f_non_negative) * self.dx eps = 1e-12 integral_f_safe = jnp.maximum(integral_f, eps) N = self.hypers.num_intervals padded_f = jnp.pad(f_non_negative, (0, N)) fft_f = jnp.fft.rfft(padded_f) fft_conv = fft_f * fft_f conv_f_f = jnp.fft.irfft(fft_conv, n=2 * N) scaled_conv_f_f = conv_f_f * self.dx max_conv = jnp.max(scaled_conv_f_f) c1_ratio = max_conv / (integral_f_safe ** 2) return c1_ratio def train_step(self, f_values, opt_state, temp): loss, grads = jax.value_and_grad(self._objective_fn)(f_values, temp) updates, opt_state = self.optimizer.update(grads, opt_state, f_values) f_values = optax.apply_updates(f_values, updates) hard_loss = self._hard_objective(f_values) return f_values, opt_state, loss, hard_loss def run_optimization(self, seed=42): schedule = optax.warmup_cosine_decay_schedule( init_value=0.0, peak_value=self.hypers.learning_rate, warmup_steps=self.hypers.warmup_steps, decay_steps=self.hypers.num_steps - self.hypers.warmup_steps, end_value=self.hypers.learning_rate * self.hypers.end_lr_factor, ) self.optimizer = optax.adam(learning_rate=schedule) key = jax.random.PRNGKey(seed) N = self.hypers.num_intervals # Better initialization: triangle-like shape centered x = jnp.linspace(0, 1, N) # Start with a bump function shape f_values = jnp.exp(-20.0 * (x - 0.5) ** 2) f_values = f_values + 0.05 * jax.random.uniform(key, (N,)) opt_state = self.optimizer.init(f_values) train_step_jit = jax.jit(self.train_step) best_loss = jnp.inf best_f = f_values for step in range(self.hypers.num_steps): # Anneal temperature: start low, increase progress = min(step / (self.hypers.num_steps * 0.5), 1.0) temp = 10.0 + progress * (self.hypers.smooth_max_temp - 10.0) f_values, opt_state, loss, hard_loss = train_step_jit(f_values, opt_state, temp) if hard_loss < best_loss: best_loss = hard_loss best_f = f_values if step % 5000 == 0 or step == self.hypers.num_steps - 1: print(f"Step {step:5d} | C1(smooth) ≈ {loss:.8f} | C1(hard) ≈ {hard_loss:.8f} | temp={temp:.1f}") print(f"Best C1 found: {best_loss:.8f}") # Convert softplus to actual non-negative values final_f = jax.nn.softplus(best_f) final_c1 = float(best_loss) return final_f, final_c1 def run(): best_c1 = float('inf') best_result = None # Try multiple seeds and configs configs = [ (1000, 0.01, 80000, 42), (1000, 0.005, 80000, 123), (1500, 0.008, 60000, 42), ] for n_intervals, lr, steps, seed in configs: print(f"\n--- Config: N={n_intervals}, lr={lr}, steps={steps}, seed={seed} ---") hypers = Hyperparameters( num_intervals=n_intervals, learning_rate=lr, num_steps=steps, ) optimizer = AutocorrelationOptimizer(hypers) optimized_f, final_c1 = optimizer.run_optimization(seed=seed) if final_c1 < best_c1: best_c1 = final_c1 f_values_np = np.array(optimized_f) best_result = (f_values_np, best_c1, best_c1, hypers.num_intervals) print(f"*** New best: C1 = {best_c1:.10f}") return best_result