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_cascade(verbose=True): """Optimize with cascading resolution: start coarse, upsample, refine.""" best_params_np = None for stage, (N, adam_steps, lr_peak) in enumerate([ (1000, 60000, 0.01), (2000, 60000, 0.005), (4000, 80000, 0.003), ]): dx = 0.5 / N if verbose: print(f"\n=== Stage {stage}: N={N}, steps={adam_steps} ===") @jax.jit def objective_smooth(params, temp): f = jax.nn.softplus(params) # smooth non-negativity, allows zeros 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 = jax.nn.softplus(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)) # Initialize if best_params_np is None: np.random.seed(42) init_f = np.ones(N) * 0.5 init_f += 0.02 * np.random.randn(N) # Inverse softplus params = jnp.array(np.log(np.expm1(np.maximum(init_f, 1e-4)))) else: # Upsample from previous stage old_f = np.log1p(np.exp(best_params_np)) # softplus new_f = np.interp(np.linspace(0, 1, N), np.linspace(0, 1, len(old_f)), old_f) params = jnp.array(np.log(np.expm1(np.maximum(new_f, 1e-4)))) # Adam optimization 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-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): # Fixed high temperature temp = 200.0 loss, grads = jax.value_and_grad(objective_smooth)(params, temp) 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 # L-BFGS polishing if verbose: print(f" L-BFGS polishing from C1={best_c1:.8f}") params_np = np.array(best_params, dtype=np.float64) for temp in [500.0, 2000.0, 10000.0]: def scipy_obj(p): p_jax = jnp.array(p) val = float(objective_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-12}, ) params_np = result.x f_opt = np.log1p(np.exp(params_np)) c1 = compute_c1_numpy(f_opt, N) if verbose: print(f" temp={temp:.0f}: C1={c1:.10f}") if c1 < best_c1: best_c1 = c1 best_params = jnp.array(params_np) best_params_np = np.array(best_params) if verbose: print(f" Stage {stage} best: C1={best_c1:.10f}") # Final result f_final = np.log1p(np.exp(best_params_np)) c1_final = compute_c1_numpy(f_final, N) return f_final, c1_final, N def run(): f, c1, N = optimize_cascade(verbose=True) print(f"\nFinal C1: {c1:.10f}") return f, c1, c1, N