""" 1. Run seed 100 at N=4000, save params 2. Upsample to N=8000, refine 3. Perturbation restarts from best 4. Also scan seeds 80-130 for better starts """ 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 optimize(N, seed=None, init_params_np=None, adam_steps=80000, lr=0.005, temp=300.0): dx = 0.5 / N @jax.jit def obj_smooth(params, t): 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(t * conv) / t 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)) if init_params_np is not None: if len(init_params_np) != N: # Upsample old_f = np.exp(np.clip(init_params_np, -8, 4)) new_f = np.interp(np.linspace(0, 1, N), np.linspace(0, 1, len(init_params_np)), old_f) params = jnp.array(np.log(np.maximum(new_f, 1e-6))) else: params = jnp.array(init_params_np) 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, warmup_steps=min(2000, adam_steps//5), decay_steps=adam_steps - min(2000, adam_steps//5), end_value=lr * 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(adam_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 >= adam_steps - 2000: hc = float(obj_hard(params)) if hc < best_c1: best_c1 = hc best_params = params # L-BFGS polish params_np = np.array(best_params, dtype=np.float64) for t in [1000.0, 10000.0]: def scipy_obj(p): p_jax = jnp.array(p) val = float(obj_smooth(p_jax, t)) g = np.array(grad_smooth(p_jax, t), 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 for _ in range(3): def scipy_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 result = scipy_minimize( scipy_hard, params_np, method='L-BFGS-B', jac=True, options={'maxiter': 20000, 'ftol': 1e-16, 'gtol': 1e-15, 'maxcor': 100}, ) params_np = result.x f_final = np.exp(np.clip(params_np, -8, 4)) c1_final = compute_c1_numpy(f_final, N) return params_np, f_final, c1_final def run(): N = 4000 best_c1_overall = float('inf') best_f_overall = None best_params_overall = None # Scan seeds 80-130 (neighborhood of best seed 100) sys.stdout.write("Phase 1: Scanning seeds at N=4000\n") sys.stdout.flush() for seed in range(80, 131): params, f, c1 = optimize(N, seed=seed, adam_steps=60000) sys.stdout.write(f" Seed {seed:3d}: C1={c1:.10f}") if c1 < best_c1_overall: best_c1_overall = c1 best_f_overall = f best_params_overall = params sys.stdout.write(" ***") sys.stdout.write("\n") sys.stdout.flush() sys.stdout.write(f"\nBest after scan: C1={best_c1_overall:.10f}\n") # Phase 2: Upsample best to N=8000 and refine sys.stdout.write("Phase 2: Upsample to N=8000\n") sys.stdout.flush() N2 = 8000 params2, f2, c1_2 = optimize(N2, init_params_np=best_params_overall, adam_steps=40000, lr=0.002) sys.stdout.write(f" N=8000: C1={c1_2:.10f}\n") sys.stdout.flush() if c1_2 < best_c1_overall: best_c1_overall = c1_2 best_f_overall = f2 best_params_overall = params2 N = N2 # Phase 3: Perturbation restarts sys.stdout.write("Phase 3: Perturbation restarts\n") sys.stdout.flush() for i in range(5): key = jax.random.PRNGKey(i * 17) noise = 0.03 * jax.random.normal(key, shape=(len(best_params_overall),)) perturbed = best_params_overall + np.array(noise) p, f, c1 = optimize(len(best_f_overall), init_params_np=perturbed, adam_steps=30000, lr=0.002) sys.stdout.write(f" Perturb {i}: C1={c1:.10f}") if c1 < best_c1_overall: best_c1_overall = c1 best_f_overall = f best_params_overall = p N = len(f) sys.stdout.write(" ***") sys.stdout.write("\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, len(best_f_overall)