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_run(N, seed, adam_steps=100000, verbose=True): dx = 0.5 / N @jax.jit def get_f(params): return jax.nn.relu(params) # ReLU allows exact zeros @jax.jit def compute_conv(f): 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 return conv @jax.jit def objective_reg(params, temp, lam): """Smooth max + flatness regularization""" f = get_f(params) conv = compute_conv(f) integral = jnp.sum(f) * dx integral_sq = jnp.maximum(integral, 1e-9) ** 2 # Smooth max of convolution smooth_max = jax.nn.logsumexp(temp * conv) / temp # Flatness regularization: penalize variance of autoconvolution # Only in the region where conv is significant conv_mean = jnp.sum(conv) / (2 * N) conv_var = jnp.sum((conv - conv_mean) ** 2) / (2 * N) c1 = smooth_max / integral_sq flatness_penalty = lam * conv_var / integral_sq ** 2 return c1 + flatness_penalty @jax.jit def objective_hard(params): f = get_f(params) conv = compute_conv(f) integral = jnp.sum(f) * dx integral_sq = jnp.maximum(integral, 1e-9) ** 2 return jnp.max(conv) / integral_sq @jax.jit def objective_smooth_only(params, temp): f = get_f(params) conv = compute_conv(f) integral = jnp.sum(f) * dx integral_sq = jnp.maximum(integral, 1e-9) ** 2 smooth_max = jax.nn.logsumexp(temp * conv) / temp return smooth_max / integral_sq grad_smooth = jax.jit(jax.grad(objective_smooth_only)) grad_reg = jax.jit(jax.grad(objective_reg)) # Initialize with diverse shapes np.random.seed(seed) x = np.linspace(0, 1, N) inits = { 0: np.ones(N) * 0.5 + 0.02 * np.random.randn(N), 1: np.exp(-10 * (x - 0.5) ** 2) + 0.1, 2: np.exp(-5 * (x - 0.3) ** 2) + 0.05, # asymmetric 3: np.exp(-5 * (x - 0.7) ** 2) + 0.05, # asymmetric other way 4: 0.3 + 0.7 * np.sin(np.pi * x) ** 2 + 0.02 * np.random.randn(N), 5: np.where(x < 0.5, 1.0, 0.3) + 0.02 * np.random.randn(N), 6: np.where(x > 0.5, 1.0, 0.3) + 0.02 * np.random.randn(N), 7: np.exp(-30 * (x - 0.5) ** 2) + 0.01, # sharp peak 8: 0.5 * (1 + np.cos(4 * np.pi * x)) + 0.1 + 0.02 * np.random.randn(N), 9: np.abs(np.random.randn(N)) * 0.3 + 0.1, } init_f = inits.get(seed % 10, np.ones(N) * 0.5) init_f = np.maximum(init_f, 0.01) params = jnp.array(init_f) # Adam optimization lr_schedule = optax.warmup_cosine_decay_schedule( init_value=0.0, peak_value=0.005, warmup_steps=2000, decay_steps=adam_steps - 2000, end_value=1e-6, ) 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): progress = min(step / adam_steps, 1.0) temp = 100.0 + progress * 200.0 # Decrease flatness regularization over time lam = 0.1 * max(1.0 - progress * 2, 0.0) loss, grads = jax.value_and_grad(objective_reg)(params, temp, lam) updates, opt_state = optimizer.update(grads, opt_state, params) params = optax.apply_updates(params, updates) if step % 20000 == 0 or step == adam_steps - 1: hard_c1 = float(objective_hard(params)) if verbose: print(f" [{seed}] Step {step:6d} | C1={hard_c1:.8f}") if hard_c1 < best_c1: best_c1 = hard_c1 best_params = params # L-BFGS polishing (no regularization) params_np = np.array(best_params, dtype=np.float64) for temp_lbfgs in [1000.0, 5000.0, 20000.0]: def scipy_obj(p): p_jax = jnp.array(p) val = float(objective_smooth_only(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, bounds=[(0, None)] * N, # Non-negativity constraint options={'maxiter': 5000, 'ftol': 1e-15, 'gtol': 1e-12}, ) params_np = result.x f_opt = np.maximum(params_np, 0.0) c1 = compute_c1_numpy(f_opt, N) if verbose: print(f" [{seed}] L-BFGS temp={temp_lbfgs:.0f}: C1={c1:.10f}") if c1 < best_c1: best_c1 = c1 best_params = jnp.array(params_np) f_final = np.maximum(np.array(best_params), 0.0) return f_final, best_c1 def run(): N = 3000 best_c1 = float('inf') best_f = None for seed in range(10): f, c1 = optimize_run(N, seed, adam_steps=80000) print(f" Seed {seed}: C1={c1:.10f}") if c1 < best_c1: best_c1 = c1 best_f = f print(f" *** NEW GLOBAL BEST: C1={c1:.10f}") print(f"\nFinal best C1: {best_c1:.10f}") return best_f, best_c1, best_c1, N