""" 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