ZTWHHH commited on
Commit
a796a78
·
verified ·
1 Parent(s): b61adf2

Add files using upload-large-folder tool

Browse files
This view is limited to 50 files because it contains too many changes.   See raw diff
Files changed (50) hide show
  1. .gitattributes +2 -0
  2. llava_next/lib/python3.10/site-packages/scipy/optimize/_differentiate.py +856 -0
  3. llava_next/lib/python3.10/site-packages/scipy/optimize/_hessian_update_strategy.py +475 -0
  4. llava_next/lib/python3.10/site-packages/scipy/optimize/_linprog_ip.py +1126 -0
  5. llava_next/lib/python3.10/site-packages/scipy/optimize/_linprog_simplex.py +661 -0
  6. llava_next/lib/python3.10/site-packages/scipy/optimize/_minimize.py +1116 -0
  7. llava_next/lib/python3.10/site-packages/scipy/optimize/_minpack2.cpython-310-x86_64-linux-gnu.so +0 -0
  8. llava_next/lib/python3.10/site-packages/scipy/optimize/_nnls.py +164 -0
  9. llava_next/lib/python3.10/site-packages/scipy/optimize/_numdiff.py +779 -0
  10. llava_next/lib/python3.10/site-packages/scipy/optimize/_optimize.py +0 -0
  11. llava_next/lib/python3.10/site-packages/scipy/optimize/_slsqp.cpython-310-x86_64-linux-gnu.so +0 -0
  12. llava_next/lib/python3.10/site-packages/scipy/optimize/_spectral.py +260 -0
  13. llava_next/lib/python3.10/site-packages/scipy/optimize/_trustregion_ncg.py +126 -0
  14. llava_next/lib/python3.10/site-packages/scipy/optimize/cobyla.py +19 -0
  15. llava_next/lib/python3.10/site-packages/scipy/optimize/minpack2.py +17 -0
  16. llava_next/lib/python3.10/site-packages/scipy/optimize/slsqp.py +23 -0
  17. parrot/lib/python3.10/site-packages/gradio_client/__pycache__/media_data.cpython-310.pyc +3 -0
  18. parrot/lib/python3.10/site-packages/torch/cpu/amp/__init__.py +2 -0
  19. parrot/lib/python3.10/site-packages/torch/cpu/amp/__pycache__/__init__.cpython-310.pyc +0 -0
  20. parrot/lib/python3.10/site-packages/torch/cpu/amp/__pycache__/autocast_mode.cpython-310.pyc +0 -0
  21. parrot/lib/python3.10/site-packages/torch/cpu/amp/__pycache__/grad_scaler.cpython-310.pyc +0 -0
  22. parrot/lib/python3.10/site-packages/torch/cpu/amp/autocast_mode.py +50 -0
  23. parrot/lib/python3.10/site-packages/torch/cpu/amp/grad_scaler.py +34 -0
  24. parrot/lib/python3.10/site-packages/torch/distributed/__init__.py +146 -0
  25. parrot/lib/python3.10/site-packages/torch/distributed/_functional_collectives.py +1147 -0
  26. parrot/lib/python3.10/site-packages/torch/distributed/_functional_collectives_impl.py +116 -0
  27. parrot/lib/python3.10/site-packages/torch/distributed/_shard/__init__.py +6 -0
  28. parrot/lib/python3.10/site-packages/torch/distributed/_shard/_utils.py +28 -0
  29. parrot/lib/python3.10/site-packages/torch/distributed/_shard/checkpoint/__init__.py +19 -0
  30. parrot/lib/python3.10/site-packages/torch/distributed/_shard/common_op_utils.py +62 -0
  31. parrot/lib/python3.10/site-packages/torch/distributed/_shard/metadata.py +62 -0
  32. parrot/lib/python3.10/site-packages/torch/distributed/_shard/sharded_optim/__pycache__/__init__.cpython-310.pyc +0 -0
  33. parrot/lib/python3.10/site-packages/torch/distributed/_shard/sharded_optim/__pycache__/api.cpython-310.pyc +0 -0
  34. parrot/lib/python3.10/site-packages/torch/distributed/_shard/sharded_optim/api.py +98 -0
  35. parrot/lib/python3.10/site-packages/torch/distributed/_shard/sharder.py +27 -0
  36. parrot/lib/python3.10/site-packages/torch/distributed/argparse_util.py +104 -0
  37. parrot/lib/python3.10/site-packages/torch/distributed/autograd/__init__.py +53 -0
  38. parrot/lib/python3.10/site-packages/torch/distributed/autograd/__pycache__/__init__.cpython-310.pyc +0 -0
  39. parrot/lib/python3.10/site-packages/torch/distributed/constants.py +23 -0
  40. parrot/lib/python3.10/site-packages/torch/distributed/device_mesh.py +719 -0
  41. parrot/lib/python3.10/site-packages/torch/distributed/distributed_c10d.py +0 -0
  42. parrot/lib/python3.10/site-packages/torch/distributed/launch.py +208 -0
  43. parrot/lib/python3.10/site-packages/torch/distributed/optim/__init__.py +47 -0
  44. parrot/lib/python3.10/site-packages/torch/distributed/optim/__pycache__/__init__.cpython-310.pyc +0 -0
  45. parrot/lib/python3.10/site-packages/torch/distributed/optim/__pycache__/apply_optimizer_in_backward.cpython-310.pyc +0 -0
  46. parrot/lib/python3.10/site-packages/torch/distributed/optim/__pycache__/functional_adam.cpython-310.pyc +0 -0
  47. parrot/lib/python3.10/site-packages/torch/distributed/optim/__pycache__/functional_adamax.cpython-310.pyc +0 -0
  48. parrot/lib/python3.10/site-packages/torch/distributed/optim/__pycache__/functional_rmsprop.cpython-310.pyc +0 -0
  49. parrot/lib/python3.10/site-packages/torch/distributed/optim/__pycache__/functional_rprop.cpython-310.pyc +0 -0
  50. parrot/lib/python3.10/site-packages/torch/distributed/optim/__pycache__/post_localSGD_optimizer.cpython-310.pyc +0 -0
.gitattributes CHANGED
@@ -351,3 +351,5 @@ llava_next/lib/python3.10/site-packages/scipy/stats/tests/__pycache__/test_stats
351
  llava_next/lib/python3.10/site-packages/scipy/stats/__pycache__/_morestats.cpython-310.pyc filter=lfs diff=lfs merge=lfs -text
352
  llava_next/lib/python3.10/site-packages/scipy/cluster/__pycache__/hierarchy.cpython-310.pyc filter=lfs diff=lfs merge=lfs -text
353
  llava_next/lib/python3.10/site-packages/scipy/optimize/_moduleTNC.cpython-310-x86_64-linux-gnu.so filter=lfs diff=lfs merge=lfs -text
 
 
 
351
  llava_next/lib/python3.10/site-packages/scipy/stats/__pycache__/_morestats.cpython-310.pyc filter=lfs diff=lfs merge=lfs -text
352
  llava_next/lib/python3.10/site-packages/scipy/cluster/__pycache__/hierarchy.cpython-310.pyc filter=lfs diff=lfs merge=lfs -text
353
  llava_next/lib/python3.10/site-packages/scipy/optimize/_moduleTNC.cpython-310-x86_64-linux-gnu.so filter=lfs diff=lfs merge=lfs -text
354
+ parrot/lib/python3.10/site-packages/gradio_client/__pycache__/media_data.cpython-310.pyc filter=lfs diff=lfs merge=lfs -text
355
+ parrot/lib/python3.10/site-packages/torchvision.libs/libjpeg.ceea7512.so.62 filter=lfs diff=lfs merge=lfs -text
llava_next/lib/python3.10/site-packages/scipy/optimize/_differentiate.py ADDED
@@ -0,0 +1,856 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # mypy: disable-error-code="attr-defined"
2
+ import numpy as np
3
+ import scipy._lib._elementwise_iterative_method as eim
4
+ from scipy._lib._util import _RichResult
5
+
6
+ _EERRORINCREASE = -1 # used in _differentiate
7
+
8
+ def _differentiate_iv(func, x, args, atol, rtol, maxiter, order, initial_step,
9
+ step_factor, step_direction, preserve_shape, callback):
10
+ # Input validation for `_differentiate`
11
+
12
+ if not callable(func):
13
+ raise ValueError('`func` must be callable.')
14
+
15
+ # x has more complex IV that is taken care of during initialization
16
+ x = np.asarray(x)
17
+ dtype = x.dtype if np.issubdtype(x.dtype, np.inexact) else np.float64
18
+
19
+ if not np.iterable(args):
20
+ args = (args,)
21
+
22
+ if atol is None:
23
+ atol = np.finfo(dtype).tiny
24
+
25
+ if rtol is None:
26
+ rtol = np.sqrt(np.finfo(dtype).eps)
27
+
28
+ message = 'Tolerances and step parameters must be non-negative scalars.'
29
+ tols = np.asarray([atol, rtol, initial_step, step_factor])
30
+ if (not np.issubdtype(tols.dtype, np.number)
31
+ or np.any(tols < 0)
32
+ or tols.shape != (4,)):
33
+ raise ValueError(message)
34
+ initial_step, step_factor = tols[2:].astype(dtype)
35
+
36
+ maxiter_int = int(maxiter)
37
+ if maxiter != maxiter_int or maxiter <= 0:
38
+ raise ValueError('`maxiter` must be a positive integer.')
39
+
40
+ order_int = int(order)
41
+ if order_int != order or order <= 0:
42
+ raise ValueError('`order` must be a positive integer.')
43
+
44
+ step_direction = np.sign(step_direction).astype(dtype)
45
+ x, step_direction = np.broadcast_arrays(x, step_direction)
46
+ x, step_direction = x[()], step_direction[()]
47
+
48
+ message = '`preserve_shape` must be True or False.'
49
+ if preserve_shape not in {True, False}:
50
+ raise ValueError(message)
51
+
52
+ if callback is not None and not callable(callback):
53
+ raise ValueError('`callback` must be callable.')
54
+
55
+ return (func, x, args, atol, rtol, maxiter_int, order_int, initial_step,
56
+ step_factor, step_direction, preserve_shape, callback)
57
+
58
+
59
+ def _differentiate(func, x, *, args=(), atol=None, rtol=None, maxiter=10,
60
+ order=8, initial_step=0.5, step_factor=2.0,
61
+ step_direction=0, preserve_shape=False, callback=None):
62
+ """Evaluate the derivative of an elementwise scalar function numerically.
63
+
64
+ Parameters
65
+ ----------
66
+ func : callable
67
+ The function whose derivative is desired. The signature must be::
68
+
69
+ func(x: ndarray, *fargs) -> ndarray
70
+
71
+ where each element of ``x`` is a finite real number and ``fargs`` is a tuple,
72
+ which may contain an arbitrary number of arrays that are broadcastable
73
+ with `x`. ``func`` must be an elementwise function: each element
74
+ ``func(x)[i]`` must equal ``func(x[i])`` for all indices ``i``.
75
+ x : array_like
76
+ Abscissae at which to evaluate the derivative.
77
+ args : tuple, optional
78
+ Additional positional arguments to be passed to `func`. Must be arrays
79
+ broadcastable with `x`. If the callable to be differentiated requires
80
+ arguments that are not broadcastable with `x`, wrap that callable with
81
+ `func`. See Examples.
82
+ atol, rtol : float, optional
83
+ Absolute and relative tolerances for the stopping condition: iteration
84
+ will stop when ``res.error < atol + rtol * abs(res.df)``. The default
85
+ `atol` is the smallest normal number of the appropriate dtype, and
86
+ the default `rtol` is the square root of the precision of the
87
+ appropriate dtype.
88
+ order : int, default: 8
89
+ The (positive integer) order of the finite difference formula to be
90
+ used. Odd integers will be rounded up to the next even integer.
91
+ initial_step : float, default: 0.5
92
+ The (absolute) initial step size for the finite difference derivative
93
+ approximation.
94
+ step_factor : float, default: 2.0
95
+ The factor by which the step size is *reduced* in each iteration; i.e.
96
+ the step size in iteration 1 is ``initial_step/step_factor``. If
97
+ ``step_factor < 1``, subsequent steps will be greater than the initial
98
+ step; this may be useful if steps smaller than some threshold are
99
+ undesirable (e.g. due to subtractive cancellation error).
100
+ maxiter : int, default: 10
101
+ The maximum number of iterations of the algorithm to perform. See
102
+ notes.
103
+ step_direction : array_like
104
+ An array representing the direction of the finite difference steps (for
105
+ use when `x` lies near to the boundary of the domain of the function.)
106
+ Must be broadcastable with `x` and all `args`.
107
+ Where 0 (default), central differences are used; where negative (e.g.
108
+ -1), steps are non-positive; and where positive (e.g. 1), all steps are
109
+ non-negative.
110
+ preserve_shape : bool, default: False
111
+ In the following, "arguments of `func`" refers to the array ``x`` and
112
+ any arrays within ``fargs``. Let ``shape`` be the broadcasted shape
113
+ of `x` and all elements of `args` (which is conceptually
114
+ distinct from ``fargs`` passed into `f`).
115
+
116
+ - When ``preserve_shape=False`` (default), `f` must accept arguments
117
+ of *any* broadcastable shapes.
118
+
119
+ - When ``preserve_shape=True``, `f` must accept arguments of shape
120
+ ``shape`` *or* ``shape + (n,)``, where ``(n,)`` is the number of
121
+ abscissae at which the function is being evaluated.
122
+
123
+ In either case, for each scalar element ``xi`` within `x`, the array
124
+ returned by `f` must include the scalar ``f(xi)`` at the same index.
125
+ Consequently, the shape of the output is always the shape of the input
126
+ ``x``.
127
+
128
+ See Examples.
129
+ callback : callable, optional
130
+ An optional user-supplied function to be called before the first
131
+ iteration and after each iteration.
132
+ Called as ``callback(res)``, where ``res`` is a ``_RichResult``
133
+ similar to that returned by `_differentiate` (but containing the
134
+ current iterate's values of all variables). If `callback` raises a
135
+ ``StopIteration``, the algorithm will terminate immediately and
136
+ `_differentiate` will return a result.
137
+
138
+ Returns
139
+ -------
140
+ res : _RichResult
141
+ An instance of `scipy._lib._util._RichResult` with the following
142
+ attributes. (The descriptions are written as though the values will be
143
+ scalars; however, if `func` returns an array, the outputs will be
144
+ arrays of the same shape.)
145
+
146
+ success : bool
147
+ ``True`` when the algorithm terminated successfully (status ``0``).
148
+ status : int
149
+ An integer representing the exit status of the algorithm.
150
+ ``0`` : The algorithm converged to the specified tolerances.
151
+ ``-1`` : The error estimate increased, so iteration was terminated.
152
+ ``-2`` : The maximum number of iterations was reached.
153
+ ``-3`` : A non-finite value was encountered.
154
+ ``-4`` : Iteration was terminated by `callback`.
155
+ ``1`` : The algorithm is proceeding normally (in `callback` only).
156
+ df : float
157
+ The derivative of `func` at `x`, if the algorithm terminated
158
+ successfully.
159
+ error : float
160
+ An estimate of the error: the magnitude of the difference between
161
+ the current estimate of the derivative and the estimate in the
162
+ previous iteration.
163
+ nit : int
164
+ The number of iterations performed.
165
+ nfev : int
166
+ The number of points at which `func` was evaluated.
167
+ x : float
168
+ The value at which the derivative of `func` was evaluated
169
+ (after broadcasting with `args` and `step_direction`).
170
+
171
+ Notes
172
+ -----
173
+ The implementation was inspired by jacobi [1]_, numdifftools [2]_, and
174
+ DERIVEST [3]_, but the implementation follows the theory of Taylor series
175
+ more straightforwardly (and arguably naively so).
176
+ In the first iteration, the derivative is estimated using a finite
177
+ difference formula of order `order` with maximum step size `initial_step`.
178
+ Each subsequent iteration, the maximum step size is reduced by
179
+ `step_factor`, and the derivative is estimated again until a termination
180
+ condition is reached. The error estimate is the magnitude of the difference
181
+ between the current derivative approximation and that of the previous
182
+ iteration.
183
+
184
+ The stencils of the finite difference formulae are designed such that
185
+ abscissae are "nested": after `func` is evaluated at ``order + 1``
186
+ points in the first iteration, `func` is evaluated at only two new points
187
+ in each subsequent iteration; ``order - 1`` previously evaluated function
188
+ values required by the finite difference formula are reused, and two
189
+ function values (evaluations at the points furthest from `x`) are unused.
190
+
191
+ Step sizes are absolute. When the step size is small relative to the
192
+ magnitude of `x`, precision is lost; for example, if `x` is ``1e20``, the
193
+ default initial step size of ``0.5`` cannot be resolved. Accordingly,
194
+ consider using larger initial step sizes for large magnitudes of `x`.
195
+
196
+ The default tolerances are challenging to satisfy at points where the
197
+ true derivative is exactly zero. If the derivative may be exactly zero,
198
+ consider specifying an absolute tolerance (e.g. ``atol=1e-16``) to
199
+ improve convergence.
200
+
201
+ References
202
+ ----------
203
+ [1]_ Hans Dembinski (@HDembinski). jacobi.
204
+ https://github.com/HDembinski/jacobi
205
+ [2]_ Per A. Brodtkorb and John D'Errico. numdifftools.
206
+ https://numdifftools.readthedocs.io/en/latest/
207
+ [3]_ John D'Errico. DERIVEST: Adaptive Robust Numerical Differentiation.
208
+ https://www.mathworks.com/matlabcentral/fileexchange/13490-adaptive-robust-numerical-differentiation
209
+ [4]_ Numerical Differentition. Wikipedia.
210
+ https://en.wikipedia.org/wiki/Numerical_differentiation
211
+
212
+ Examples
213
+ --------
214
+ Evaluate the derivative of ``np.exp`` at several points ``x``.
215
+
216
+ >>> import numpy as np
217
+ >>> from scipy.optimize._differentiate import _differentiate
218
+ >>> f = np.exp
219
+ >>> df = np.exp # true derivative
220
+ >>> x = np.linspace(1, 2, 5)
221
+ >>> res = _differentiate(f, x)
222
+ >>> res.df # approximation of the derivative
223
+ array([2.71828183, 3.49034296, 4.48168907, 5.75460268, 7.3890561 ])
224
+ >>> res.error # estimate of the error
225
+ array(
226
+ [7.12940817e-12, 9.16688947e-12, 1.17594823e-11, 1.50972568e-11, 1.93942640e-11]
227
+ )
228
+ >>> abs(res.df - df(x)) # true error
229
+ array(
230
+ [3.06421555e-14, 3.01980663e-14, 5.06261699e-14, 6.30606678e-14, 8.34887715e-14]
231
+ )
232
+
233
+ Show the convergence of the approximation as the step size is reduced.
234
+ Each iteration, the step size is reduced by `step_factor`, so for
235
+ sufficiently small initial step, each iteration reduces the error by a
236
+ factor of ``1/step_factor**order`` until finite precision arithmetic
237
+ inhibits further improvement.
238
+
239
+ >>> iter = list(range(1, 12)) # maximum iterations
240
+ >>> hfac = 2 # step size reduction per iteration
241
+ >>> hdir = [-1, 0, 1] # compare left-, central-, and right- steps
242
+ >>> order = 4 # order of differentiation formula
243
+ >>> x = 1
244
+ >>> ref = df(x)
245
+ >>> errors = [] # true error
246
+ >>> for i in iter:
247
+ ... res = _differentiate(f, x, maxiter=i, step_factor=hfac,
248
+ ... step_direction=hdir, order=order,
249
+ ... atol=0, rtol=0) # prevent early termination
250
+ ... errors.append(abs(res.df - ref))
251
+ >>> errors = np.array(errors)
252
+ >>> plt.semilogy(iter, errors[:, 0], label='left differences')
253
+ >>> plt.semilogy(iter, errors[:, 1], label='central differences')
254
+ >>> plt.semilogy(iter, errors[:, 2], label='right differences')
255
+ >>> plt.xlabel('iteration')
256
+ >>> plt.ylabel('error')
257
+ >>> plt.legend()
258
+ >>> plt.show()
259
+ >>> (errors[1, 1] / errors[0, 1], 1 / hfac**order)
260
+ (0.06215223140159822, 0.0625)
261
+
262
+ The implementation is vectorized over `x`, `step_direction`, and `args`.
263
+ The function is evaluated once before the first iteration to perform input
264
+ validation and standardization, and once per iteration thereafter.
265
+
266
+ >>> def f(x, p):
267
+ ... print('here')
268
+ ... f.nit += 1
269
+ ... return x**p
270
+ >>> f.nit = 0
271
+ >>> def df(x, p):
272
+ ... return p*x**(p-1)
273
+ >>> x = np.arange(1, 5)
274
+ >>> p = np.arange(1, 6).reshape((-1, 1))
275
+ >>> hdir = np.arange(-1, 2).reshape((-1, 1, 1))
276
+ >>> res = _differentiate(f, x, args=(p,), step_direction=hdir, maxiter=1)
277
+ >>> np.allclose(res.df, df(x, p))
278
+ True
279
+ >>> res.df.shape
280
+ (3, 5, 4)
281
+ >>> f.nit
282
+ 2
283
+
284
+ By default, `preserve_shape` is False, and therefore the callable
285
+ `f` may be called with arrays of any broadcastable shapes.
286
+ For example:
287
+
288
+ >>> shapes = []
289
+ >>> def f(x, c):
290
+ ... shape = np.broadcast_shapes(x.shape, c.shape)
291
+ ... shapes.append(shape)
292
+ ... return np.sin(c*x)
293
+ >>>
294
+ >>> c = [1, 5, 10, 20]
295
+ >>> res = _differentiate(f, 0, args=(c,))
296
+ >>> shapes
297
+ [(4,), (4, 8), (4, 2), (3, 2), (2, 2), (1, 2)]
298
+
299
+ To understand where these shapes are coming from - and to better
300
+ understand how `_differentiate` computes accurate results - note that
301
+ higher values of ``c`` correspond with higher frequency sinusoids.
302
+ The higher frequency sinusoids make the function's derivative change
303
+ faster, so more function evaluations are required to achieve the target
304
+ accuracy:
305
+
306
+ >>> res.nfev
307
+ array([11, 13, 15, 17])
308
+
309
+ The initial ``shape``, ``(4,)``, corresponds with evaluating the
310
+ function at a single abscissa and all four frequencies; this is used
311
+ for input validation and to determine the size and dtype of the arrays
312
+ that store results. The next shape corresponds with evaluating the
313
+ function at an initial grid of abscissae and all four frequencies.
314
+ Successive calls to the function evaluate the function at two more
315
+ abscissae, increasing the effective order of the approximation by two.
316
+ However, in later function evaluations, the function is evaluated at
317
+ fewer frequencies because the corresponding derivative has already
318
+ converged to the required tolerance. This saves function evaluations to
319
+ improve performance, but it requires the function to accept arguments of
320
+ any shape.
321
+
322
+ "Vector-valued" functions are unlikely to satisfy this requirement.
323
+ For example, consider
324
+
325
+ >>> def f(x):
326
+ ... return [x, np.sin(3*x), x+np.sin(10*x), np.sin(20*x)*(x-1)**2]
327
+
328
+ This integrand is not compatible with `_differentiate` as written; for instance,
329
+ the shape of the output will not be the same as the shape of ``x``. Such a
330
+ function *could* be converted to a compatible form with the introduction of
331
+ additional parameters, but this would be inconvenient. In such cases,
332
+ a simpler solution would be to use `preserve_shape`.
333
+
334
+ >>> shapes = []
335
+ >>> def f(x):
336
+ ... shapes.append(x.shape)
337
+ ... x0, x1, x2, x3 = x
338
+ ... return [x0, np.sin(3*x1), x2+np.sin(10*x2), np.sin(20*x3)*(x3-1)**2]
339
+ >>>
340
+ >>> x = np.zeros(4)
341
+ >>> res = _differentiate(f, x, preserve_shape=True)
342
+ >>> shapes
343
+ [(4,), (4, 8), (4, 2), (4, 2), (4, 2), (4, 2)]
344
+
345
+ Here, the shape of ``x`` is ``(4,)``. With ``preserve_shape=True``, the
346
+ function may be called with argument ``x`` of shape ``(4,)`` or ``(4, n)``,
347
+ and this is what we observe.
348
+
349
+ """
350
+ # TODO (followup):
351
+ # - investigate behavior at saddle points
352
+ # - array initial_step / step_factor?
353
+ # - multivariate functions?
354
+
355
+ res = _differentiate_iv(func, x, args, atol, rtol, maxiter, order, initial_step,
356
+ step_factor, step_direction, preserve_shape, callback)
357
+ (func, x, args, atol, rtol, maxiter, order,
358
+ h0, fac, hdir, preserve_shape, callback) = res
359
+
360
+ # Initialization
361
+ # Since f(x) (no step) is not needed for central differences, it may be
362
+ # possible to eliminate this function evaluation. However, it's useful for
363
+ # input validation and standardization, and everything else is designed to
364
+ # reduce function calls, so let's keep it simple.
365
+ temp = eim._initialize(func, (x,), args, preserve_shape=preserve_shape)
366
+ func, xs, fs, args, shape, dtype, xp = temp
367
+ x, f = xs[0], fs[0]
368
+ df = np.full_like(f, np.nan)
369
+ # Ideally we'd broadcast the shape of `hdir` in `_elementwise_algo_init`, but
370
+ # it's simpler to do it here than to generalize `_elementwise_algo_init` further.
371
+ # `hdir` and `x` are already broadcasted in `_differentiate_iv`, so we know
372
+ # that `hdir` can be broadcasted to the final shape.
373
+ hdir = np.broadcast_to(hdir, shape).flatten()
374
+
375
+ status = np.full_like(x, eim._EINPROGRESS, dtype=int) # in progress
376
+ nit, nfev = 0, 1 # one function evaluations performed above
377
+ # Boolean indices of left, central, right, and (all) one-sided steps
378
+ il = hdir < 0
379
+ ic = hdir == 0
380
+ ir = hdir > 0
381
+ io = il | ir
382
+
383
+ # Most of these attributes are reasonably obvious, but:
384
+ # - `fs` holds all the function values of all active `x`. The zeroth
385
+ # axis corresponds with active points `x`, the first axis corresponds
386
+ # with the different steps (in the order described in
387
+ # `_differentiate_weights`).
388
+ # - `terms` (which could probably use a better name) is half the `order`,
389
+ # which is always even.
390
+ work = _RichResult(x=x, df=df, fs=f[:, np.newaxis], error=np.nan, h=h0,
391
+ df_last=np.nan, error_last=np.nan, h0=h0, fac=fac,
392
+ atol=atol, rtol=rtol, nit=nit, nfev=nfev,
393
+ status=status, dtype=dtype, terms=(order+1)//2,
394
+ hdir=hdir, il=il, ic=ic, ir=ir, io=io)
395
+ # This is the correspondence between terms in the `work` object and the
396
+ # final result. In this case, the mapping is trivial. Note that `success`
397
+ # is prepended automatically.
398
+ res_work_pairs = [('status', 'status'), ('df', 'df'), ('error', 'error'),
399
+ ('nit', 'nit'), ('nfev', 'nfev'), ('x', 'x')]
400
+
401
+ def pre_func_eval(work):
402
+ """Determine the abscissae at which the function needs to be evaluated.
403
+
404
+ See `_differentiate_weights` for a description of the stencil (pattern
405
+ of the abscissae).
406
+
407
+ In the first iteration, there is only one stored function value in
408
+ `work.fs`, `f(x)`, so we need to evaluate at `order` new points. In
409
+ subsequent iterations, we evaluate at two new points. Note that
410
+ `work.x` is always flattened into a 1D array after broadcasting with
411
+ all `args`, so we add a new axis at the end and evaluate all point
412
+ in one call to the function.
413
+
414
+ For improvement:
415
+ - Consider measuring the step size actually taken, since `(x + h) - x`
416
+ is not identically equal to `h` with floating point arithmetic.
417
+ - Adjust the step size automatically if `x` is too big to resolve the
418
+ step.
419
+ - We could probably save some work if there are no central difference
420
+ steps or no one-sided steps.
421
+ """
422
+ n = work.terms # half the order
423
+ h = work.h # step size
424
+ c = work.fac # step reduction factor
425
+ d = c**0.5 # square root of step reduction factor (one-sided stencil)
426
+ # Note - no need to be careful about dtypes until we allocate `x_eval`
427
+
428
+ if work.nit == 0:
429
+ hc = h / c**np.arange(n)
430
+ hc = np.concatenate((-hc[::-1], hc))
431
+ else:
432
+ hc = np.asarray([-h, h]) / c**(n-1)
433
+
434
+ if work.nit == 0:
435
+ hr = h / d**np.arange(2*n)
436
+ else:
437
+ hr = np.asarray([h, h/d]) / c**(n-1)
438
+
439
+ n_new = 2*n if work.nit == 0 else 2 # number of new abscissae
440
+ x_eval = np.zeros((len(work.hdir), n_new), dtype=work.dtype)
441
+ il, ic, ir = work.il, work.ic, work.ir
442
+ x_eval[ir] = work.x[ir, np.newaxis] + hr
443
+ x_eval[ic] = work.x[ic, np.newaxis] + hc
444
+ x_eval[il] = work.x[il, np.newaxis] - hr
445
+ return x_eval
446
+
447
+ def post_func_eval(x, f, work):
448
+ """ Estimate the derivative and error from the function evaluations
449
+
450
+ As in `pre_func_eval`: in the first iteration, there is only one stored
451
+ function value in `work.fs`, `f(x)`, so we need to add the `order` new
452
+ points. In subsequent iterations, we add two new points. The tricky
453
+ part is getting the order to match that of the weights, which is
454
+ described in `_differentiate_weights`.
455
+
456
+ For improvement:
457
+ - Change the order of the weights (and steps in `pre_func_eval`) to
458
+ simplify `work_fc` concatenation and eliminate `fc` concatenation.
459
+ - It would be simple to do one-step Richardson extrapolation with `df`
460
+ and `df_last` to increase the order of the estimate and/or improve
461
+ the error estimate.
462
+ - Process the function evaluations in a more numerically favorable
463
+ way. For instance, combining the pairs of central difference evals
464
+ into a second-order approximation and using Richardson extrapolation
465
+ to produce a higher order approximation seemed to retain accuracy up
466
+ to very high order.
467
+ - Alternatively, we could use `polyfit` like Jacobi. An advantage of
468
+ fitting polynomial to more points than necessary is improved noise
469
+ tolerance.
470
+ """
471
+ n = work.terms
472
+ n_new = n if work.nit == 0 else 1
473
+ il, ic, io = work.il, work.ic, work.io
474
+
475
+ # Central difference
476
+ # `work_fc` is *all* the points at which the function has been evaluated
477
+ # `fc` is the points we're using *this iteration* to produce the estimate
478
+ work_fc = (f[ic, :n_new], work.fs[ic, :], f[ic, -n_new:])
479
+ work_fc = np.concatenate(work_fc, axis=-1)
480
+ if work.nit == 0:
481
+ fc = work_fc
482
+ else:
483
+ fc = (work_fc[:, :n], work_fc[:, n:n+1], work_fc[:, -n:])
484
+ fc = np.concatenate(fc, axis=-1)
485
+
486
+ # One-sided difference
487
+ work_fo = np.concatenate((work.fs[io, :], f[io, :]), axis=-1)
488
+ if work.nit == 0:
489
+ fo = work_fo
490
+ else:
491
+ fo = np.concatenate((work_fo[:, 0:1], work_fo[:, -2*n:]), axis=-1)
492
+
493
+ work.fs = np.zeros((len(ic), work.fs.shape[-1] + 2*n_new))
494
+ work.fs[ic] = work_fc
495
+ work.fs[io] = work_fo
496
+
497
+ wc, wo = _differentiate_weights(work, n)
498
+ work.df_last = work.df.copy()
499
+ work.df[ic] = fc @ wc / work.h
500
+ work.df[io] = fo @ wo / work.h
501
+ work.df[il] *= -1
502
+
503
+ work.h /= work.fac
504
+ work.error_last = work.error
505
+ # Simple error estimate - the difference in derivative estimates between
506
+ # this iteration and the last. This is typically conservative because if
507
+ # convergence has begin, the true error is much closer to the difference
508
+ # between the current estimate and the *next* error estimate. However,
509
+ # we could use Richarson extrapolation to produce an error estimate that
510
+ # is one order higher, and take the difference between that and
511
+ # `work.df` (which would just be constant factor that depends on `fac`.)
512
+ work.error = abs(work.df - work.df_last)
513
+
514
+ def check_termination(work):
515
+ """Terminate due to convergence, non-finite values, or error increase"""
516
+ stop = np.zeros_like(work.df).astype(bool)
517
+
518
+ i = work.error < work.atol + work.rtol*abs(work.df)
519
+ work.status[i] = eim._ECONVERGED
520
+ stop[i] = True
521
+
522
+ if work.nit > 0:
523
+ i = ~((np.isfinite(work.x) & np.isfinite(work.df)) | stop)
524
+ work.df[i], work.status[i] = np.nan, eim._EVALUEERR
525
+ stop[i] = True
526
+
527
+ # With infinite precision, there is a step size below which
528
+ # all smaller step sizes will reduce the error. But in floating point
529
+ # arithmetic, catastrophic cancellation will begin to cause the error
530
+ # to increase again. This heuristic tries to avoid step sizes that are
531
+ # too small. There may be more theoretically sound approaches for
532
+ # detecting a step size that minimizes the total error, but this
533
+ # heuristic seems simple and effective.
534
+ i = (work.error > work.error_last*10) & ~stop
535
+ work.status[i] = _EERRORINCREASE
536
+ stop[i] = True
537
+
538
+ return stop
539
+
540
+ def post_termination_check(work):
541
+ return
542
+
543
+ def customize_result(res, shape):
544
+ return shape
545
+
546
+ return eim._loop(work, callback, shape, maxiter, func, args, dtype,
547
+ pre_func_eval, post_func_eval, check_termination,
548
+ post_termination_check, customize_result, res_work_pairs,
549
+ xp, preserve_shape)
550
+
551
+
552
+ def _differentiate_weights(work, n):
553
+ # This produces the weights of the finite difference formula for a given
554
+ # stencil. In experiments, use of a second-order central difference formula
555
+ # with Richardson extrapolation was more accurate numerically, but it was
556
+ # more complicated, and it would have become even more complicated when
557
+ # adding support for one-sided differences. However, now that all the
558
+ # function evaluation values are stored, they can be processed in whatever
559
+ # way is desired to produce the derivative estimate. We leave alternative
560
+ # approaches to future work. To be more self-contained, here is the theory
561
+ # for deriving the weights below.
562
+ #
563
+ # Recall that the Taylor expansion of a univariate, scalar-values function
564
+ # about a point `x` may be expressed as:
565
+ # f(x + h) = f(x) + f'(x)*h + f''(x)/2!*h**2 + O(h**3)
566
+ # Suppose we evaluate f(x), f(x+h), and f(x-h). We have:
567
+ # f(x) = f(x)
568
+ # f(x + h) = f(x) + f'(x)*h + f''(x)/2!*h**2 + O(h**3)
569
+ # f(x - h) = f(x) - f'(x)*h + f''(x)/2!*h**2 + O(h**3)
570
+ # We can solve for weights `wi` such that:
571
+ # w1*f(x) = w1*(f(x))
572
+ # + w2*f(x + h) = w2*(f(x) + f'(x)*h + f''(x)/2!*h**2) + O(h**3)
573
+ # + w3*f(x - h) = w3*(f(x) - f'(x)*h + f''(x)/2!*h**2) + O(h**3)
574
+ # = 0 + f'(x)*h + 0 + O(h**3)
575
+ # Then
576
+ # f'(x) ~ (w1*f(x) + w2*f(x+h) + w3*f(x-h))/h
577
+ # is a finite difference derivative approximation with error O(h**2),
578
+ # and so it is said to be a "second-order" approximation. Under certain
579
+ # conditions (e.g. well-behaved function, `h` sufficiently small), the
580
+ # error in the approximation will decrease with h**2; that is, if `h` is
581
+ # reduced by a factor of 2, the error is reduced by a factor of 4.
582
+ #
583
+ # By default, we use eighth-order formulae. Our central-difference formula
584
+ # uses abscissae:
585
+ # x-h/c**3, x-h/c**2, x-h/c, x-h, x, x+h, x+h/c, x+h/c**2, x+h/c**3
586
+ # where `c` is the step factor. (Typically, the step factor is greater than
587
+ # one, so the outermost points - as written above - are actually closest to
588
+ # `x`.) This "stencil" is chosen so that each iteration, the step can be
589
+ # reduced by the factor `c`, and most of the function evaluations can be
590
+ # reused with the new step size. For example, in the next iteration, we
591
+ # will have:
592
+ # x-h/c**4, x-h/c**3, x-h/c**2, x-h/c, x, x+h/c, x+h/c**2, x+h/c**3, x+h/c**4
593
+ # We do not reuse `x-h` and `x+h` for the new derivative estimate.
594
+ # While this would increase the order of the formula and thus the
595
+ # theoretical convergence rate, it is also less stable numerically.
596
+ # (As noted above, there are other ways of processing the values that are
597
+ # more stable. Thus, even now we store `f(x-h)` and `f(x+h)` in `work.fs`
598
+ # to simplify future development of this sort of improvement.)
599
+ #
600
+ # The (right) one-sided formula is produced similarly using abscissae
601
+ # x, x+h, x+h/d, x+h/d**2, ..., x+h/d**6, x+h/d**7, x+h/d**7
602
+ # where `d` is the square root of `c`. (The left one-sided formula simply
603
+ # uses -h.) When the step size is reduced by factor `c = d**2`, we have
604
+ # abscissae:
605
+ # x, x+h/d**2, x+h/d**3..., x+h/d**8, x+h/d**9, x+h/d**9
606
+ # `d` is chosen as the square root of `c` so that the rate of the step-size
607
+ # reduction is the same per iteration as in the central difference case.
608
+ # Note that because the central difference formulas are inherently of even
609
+ # order, for simplicity, we use only even-order formulas for one-sided
610
+ # differences, too.
611
+
612
+ # It's possible for the user to specify `fac` in, say, double precision but
613
+ # `x` and `args` in single precision. `fac` gets converted to single
614
+ # precision, but we should always use double precision for the intermediate
615
+ # calculations here to avoid additional error in the weights.
616
+ fac = work.fac.astype(np.float64)
617
+
618
+ # Note that if the user switches back to floating point precision with
619
+ # `x` and `args`, then `fac` will not necessarily equal the (lower
620
+ # precision) cached `_differentiate_weights.fac`, and the weights will
621
+ # need to be recalculated. This could be fixed, but it's late, and of
622
+ # low consequence.
623
+ if fac != _differentiate_weights.fac:
624
+ _differentiate_weights.central = []
625
+ _differentiate_weights.right = []
626
+ _differentiate_weights.fac = fac
627
+
628
+ if len(_differentiate_weights.central) != 2*n + 1:
629
+ # Central difference weights. Consider refactoring this; it could
630
+ # probably be more compact.
631
+ i = np.arange(-n, n + 1)
632
+ p = np.abs(i) - 1. # center point has power `p` -1, but sign `s` is 0
633
+ s = np.sign(i)
634
+
635
+ h = s / fac ** p
636
+ A = np.vander(h, increasing=True).T
637
+ b = np.zeros(2*n + 1)
638
+ b[1] = 1
639
+ weights = np.linalg.solve(A, b)
640
+
641
+ # Enforce identities to improve accuracy
642
+ weights[n] = 0
643
+ for i in range(n):
644
+ weights[-i-1] = -weights[i]
645
+
646
+ # Cache the weights. We only need to calculate them once unless
647
+ # the step factor changes.
648
+ _differentiate_weights.central = weights
649
+
650
+ # One-sided difference weights. The left one-sided weights (with
651
+ # negative steps) are simply the negative of the right one-sided
652
+ # weights, so no need to compute them separately.
653
+ i = np.arange(2*n + 1)
654
+ p = i - 1.
655
+ s = np.sign(i)
656
+
657
+ h = s / np.sqrt(fac) ** p
658
+ A = np.vander(h, increasing=True).T
659
+ b = np.zeros(2 * n + 1)
660
+ b[1] = 1
661
+ weights = np.linalg.solve(A, b)
662
+
663
+ _differentiate_weights.right = weights
664
+
665
+ return (_differentiate_weights.central.astype(work.dtype, copy=False),
666
+ _differentiate_weights.right.astype(work.dtype, copy=False))
667
+ _differentiate_weights.central = []
668
+ _differentiate_weights.right = []
669
+ _differentiate_weights.fac = None
670
+
671
+
672
+ def _jacobian(func, x, *, atol=None, rtol=None, maxiter=10,
673
+ order=8, initial_step=0.5, step_factor=2.0):
674
+ r"""Evaluate the Jacobian of a function numerically.
675
+
676
+ Parameters
677
+ ----------
678
+ func : callable
679
+ The function whose Jacobian is desired. The signature must be::
680
+
681
+ func(x: ndarray) -> ndarray
682
+
683
+ where each element of ``x`` is a finite real. If the function to be
684
+ differentiated accepts additional, arguments wrap it (e.g. using
685
+ `functools.partial` or ``lambda``) and pass the wrapped callable
686
+ into `_jacobian`. See Notes regarding vectorization and the dimensionality
687
+ of the input and output.
688
+ x : array_like
689
+ Points at which to evaluate the Jacobian. Must have at least one dimension.
690
+ See Notes regarding the dimensionality and vectorization.
691
+ atol, rtol : float, optional
692
+ Absolute and relative tolerances for the stopping condition: iteration
693
+ will stop for each element of the Jacobian when
694
+ ``res.error < atol + rtol * abs(res.df)``. The default `atol` is the
695
+ smallest normal number of the appropriate dtype, and the default `rtol`
696
+ is the square root of the precision of the appropriate dtype.
697
+ order : int, default: 8
698
+ The (positive integer) order of the finite difference formula to be
699
+ used. Odd integers will be rounded up to the next even integer.
700
+ initial_step : float, default: 0.5
701
+ The (absolute) initial step size for the finite difference derivative
702
+ approximation.
703
+ step_factor : float, default: 2.0
704
+ The factor by which the step size is *reduced* in each iteration; i.e.
705
+ the step size in iteration 1 is ``initial_step/step_factor``. If
706
+ ``step_factor < 1``, subsequent steps will be greater than the initial
707
+ step; this may be useful if steps smaller than some threshold are
708
+ undesirable (e.g. due to subtractive cancellation error).
709
+ maxiter : int, default: 10
710
+ The maximum number of iterations of the algorithm to perform.
711
+
712
+ Returns
713
+ -------
714
+ res : _RichResult
715
+ An instance of `scipy._lib._util._RichResult` with the following
716
+ attributes.
717
+
718
+ success : bool array
719
+ ``True`` when the algorithm terminated successfully (status ``0``).
720
+ status : int array
721
+ An integer representing the exit status of the algorithm.
722
+ ``0`` : The algorithm converged to the specified tolerances.
723
+ ``-1`` : The error estimate increased, so iteration was terminated.
724
+ ``-2`` : The maximum number of iterations was reached.
725
+ ``-3`` : A non-finite value was encountered.
726
+ ``-4`` : Iteration was terminated by `callback`.
727
+ ``1`` : The algorithm is proceeding normally (in `callback` only).
728
+ df : float array
729
+ The Jacobian of `func` at `x`, if the algorithm terminated
730
+ successfully.
731
+ error : float array
732
+ An estimate of the error: the magnitude of the difference between
733
+ the current estimate of the derivative and the estimate in the
734
+ previous iteration.
735
+ nit : int array
736
+ The number of iterations performed.
737
+ nfev : int array
738
+ The number of points at which `func` was evaluated.
739
+ x : float array
740
+ The value at which the derivative of `func` was evaluated.
741
+
742
+ See Also
743
+ --------
744
+ _differentiate
745
+
746
+ Notes
747
+ -----
748
+ Suppose we wish to evaluate the Jacobian of a function
749
+ :math:`f: \mathbf{R^m} \rightarrow \mathbf{R^n}`, and assign to variables
750
+ ``m`` and ``n`` the positive integer values of :math:`m` and :math:`n`,
751
+ respectively. If we wish to evaluate the Jacobian at a single point,
752
+ then:
753
+
754
+ - argument `x` must be an array of shape ``(m,)``
755
+ - argument `func` must be vectorized to accept an array of shape ``(m, p)``.
756
+ The first axis represents the :math:`m` inputs of :math:`f`; the second
757
+ is for evaluating the function at multiple points in a single call.
758
+ - argument `func` must return an array of shape ``(n, p)``. The first
759
+ axis represents the :math:`n` outputs of :math:`f`; the second
760
+ is for the result of evaluating the function at multiple points.
761
+ - attribute ``df`` of the result object will be an array of shape ``(n, m)``,
762
+ the Jacobian.
763
+
764
+ This function is also vectorized in the sense that the Jacobian can be
765
+ evaluated at ``k`` points in a single call. In this case, `x` would be an
766
+ array of shape ``(m, k)``, `func` would accept an array of shape
767
+ ``(m, k, p)`` and return an array of shape ``(n, k, p)``, and the ``df``
768
+ attribute of the result would have shape ``(n, m, k)``.
769
+
770
+ References
771
+ ----------
772
+ .. [1] Jacobian matrix and determinant, *Wikipedia*,
773
+ https://en.wikipedia.org/wiki/Jacobian_matrix_and_determinant
774
+
775
+ Examples
776
+ --------
777
+ The Rosenbrock function maps from :math:`\mathbf{R}^m \righarrow \mathbf{R}`;
778
+ the SciPy implementation `scipy.optimize.rosen` is vectorized to accept an
779
+ array of shape ``(m, p)`` and return an array of shape ``m``. Suppose we wish
780
+ to evaluate the Jacobian (AKA the gradient because the function returns a scalar)
781
+ at ``[0.5, 0.5, 0.5]``.
782
+
783
+ >>> import numpy as np
784
+ >>> from scipy.optimize._differentiate import _jacobian as jacobian
785
+ >>> from scipy.optimize import rosen, rosen_der
786
+ >>> m = 3
787
+ >>> x = np.full(m, 0.5)
788
+ >>> res = jacobian(rosen, x)
789
+ >>> ref = rosen_der(x) # reference value of the gradient
790
+ >>> res.df, ref
791
+ (array([-51., -1., 50.]), array([-51., -1., 50.]))
792
+
793
+ As an example of a function with multiple outputs, consider Example 4
794
+ from [1]_.
795
+
796
+ >>> def f(x):
797
+ ... x1, x2, x3 = x ...
798
+ ... return [x1, 5*x3, 4*x2**2 - 2*x3, x3*np.sin(x1)]
799
+
800
+ The true Jacobian is given by:
801
+
802
+ >>> def df(x):
803
+ ... x1, x2, x3 = x
804
+ ... one = np.ones_like(x1)
805
+ ... return [[one, 0*one, 0*one],
806
+ ... [0*one, 0*one, 5*one],
807
+ ... [0*one, 8*x2, -2*one],
808
+ ... [x3*np.cos(x1), 0*one, np.sin(x1)]]
809
+
810
+ Evaluate the Jacobian at an arbitrary point.
811
+
812
+ >>> rng = np.random.default_rng(389252938452)
813
+ >>> x = rng.random(size=3)
814
+ >>> res = jacobian(f, x)
815
+ >>> ref = df(x)
816
+ >>> res.df.shape == (4, 3)
817
+ True
818
+ >>> np.allclose(res.df, ref)
819
+ True
820
+
821
+ Evaluate the Jacobian at 10 arbitrary points in a single call.
822
+
823
+ >>> x = rng.random(size=(3, 10))
824
+ >>> res = jacobian(f, x)
825
+ >>> ref = df(x)
826
+ >>> res.df.shape == (4, 3, 10)
827
+ True
828
+ >>> np.allclose(res.df, ref)
829
+ True
830
+
831
+ """
832
+ x = np.asarray(x)
833
+ int_dtype = np.issubdtype(x.dtype, np.integer)
834
+ x0 = np.asarray(x, dtype=float) if int_dtype else x
835
+
836
+ if x0.ndim < 1:
837
+ message = "Argument `x` must be at least 1-D."
838
+ raise ValueError(message)
839
+
840
+ m = x0.shape[0]
841
+ i = np.arange(m)
842
+
843
+ def wrapped(x):
844
+ p = () if x.ndim == x0.ndim else (x.shape[-1],) # number of abscissae
845
+ new_dims = (1,) if x.ndim == x0.ndim else (1, -1)
846
+ new_shape = (m, m) + x0.shape[1:] + p
847
+ xph = np.expand_dims(x0, new_dims)
848
+ xph = np.broadcast_to(xph, new_shape).copy()
849
+ xph[i, i] = x
850
+ return func(xph)
851
+
852
+ res = _differentiate(wrapped, x, atol=atol, rtol=rtol,
853
+ maxiter=maxiter, order=order, initial_step=initial_step,
854
+ step_factor=step_factor, preserve_shape=True)
855
+ del res.x # the user knows `x`, and the way it gets broadcasted is meaningless here
856
+ return res
llava_next/lib/python3.10/site-packages/scipy/optimize/_hessian_update_strategy.py ADDED
@@ -0,0 +1,475 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Hessian update strategies for quasi-Newton optimization methods."""
2
+ import numpy as np
3
+ from numpy.linalg import norm
4
+ from scipy.linalg import get_blas_funcs, issymmetric
5
+ from warnings import warn
6
+
7
+
8
+ __all__ = ['HessianUpdateStrategy', 'BFGS', 'SR1']
9
+
10
+
11
+ class HessianUpdateStrategy:
12
+ """Interface for implementing Hessian update strategies.
13
+
14
+ Many optimization methods make use of Hessian (or inverse Hessian)
15
+ approximations, such as the quasi-Newton methods BFGS, SR1, L-BFGS.
16
+ Some of these approximations, however, do not actually need to store
17
+ the entire matrix or can compute the internal matrix product with a
18
+ given vector in a very efficiently manner. This class serves as an
19
+ abstract interface between the optimization algorithm and the
20
+ quasi-Newton update strategies, giving freedom of implementation
21
+ to store and update the internal matrix as efficiently as possible.
22
+ Different choices of initialization and update procedure will result
23
+ in different quasi-Newton strategies.
24
+
25
+ Four methods should be implemented in derived classes: ``initialize``,
26
+ ``update``, ``dot`` and ``get_matrix``.
27
+
28
+ Notes
29
+ -----
30
+ Any instance of a class that implements this interface,
31
+ can be accepted by the method ``minimize`` and used by
32
+ the compatible solvers to approximate the Hessian (or
33
+ inverse Hessian) used by the optimization algorithms.
34
+ """
35
+
36
+ def initialize(self, n, approx_type):
37
+ """Initialize internal matrix.
38
+
39
+ Allocate internal memory for storing and updating
40
+ the Hessian or its inverse.
41
+
42
+ Parameters
43
+ ----------
44
+ n : int
45
+ Problem dimension.
46
+ approx_type : {'hess', 'inv_hess'}
47
+ Selects either the Hessian or the inverse Hessian.
48
+ When set to 'hess' the Hessian will be stored and updated.
49
+ When set to 'inv_hess' its inverse will be used instead.
50
+ """
51
+ raise NotImplementedError("The method ``initialize(n, approx_type)``"
52
+ " is not implemented.")
53
+
54
+ def update(self, delta_x, delta_grad):
55
+ """Update internal matrix.
56
+
57
+ Update Hessian matrix or its inverse (depending on how 'approx_type'
58
+ is defined) using information about the last evaluated points.
59
+
60
+ Parameters
61
+ ----------
62
+ delta_x : ndarray
63
+ The difference between two points the gradient
64
+ function have been evaluated at: ``delta_x = x2 - x1``.
65
+ delta_grad : ndarray
66
+ The difference between the gradients:
67
+ ``delta_grad = grad(x2) - grad(x1)``.
68
+ """
69
+ raise NotImplementedError("The method ``update(delta_x, delta_grad)``"
70
+ " is not implemented.")
71
+
72
+ def dot(self, p):
73
+ """Compute the product of the internal matrix with the given vector.
74
+
75
+ Parameters
76
+ ----------
77
+ p : array_like
78
+ 1-D array representing a vector.
79
+
80
+ Returns
81
+ -------
82
+ Hp : array
83
+ 1-D represents the result of multiplying the approximation matrix
84
+ by vector p.
85
+ """
86
+ raise NotImplementedError("The method ``dot(p)``"
87
+ " is not implemented.")
88
+
89
+ def get_matrix(self):
90
+ """Return current internal matrix.
91
+
92
+ Returns
93
+ -------
94
+ H : ndarray, shape (n, n)
95
+ Dense matrix containing either the Hessian
96
+ or its inverse (depending on how 'approx_type'
97
+ is defined).
98
+ """
99
+ raise NotImplementedError("The method ``get_matrix(p)``"
100
+ " is not implemented.")
101
+
102
+
103
+ class FullHessianUpdateStrategy(HessianUpdateStrategy):
104
+ """Hessian update strategy with full dimensional internal representation.
105
+ """
106
+ _syr = get_blas_funcs('syr', dtype='d') # Symmetric rank 1 update
107
+ _syr2 = get_blas_funcs('syr2', dtype='d') # Symmetric rank 2 update
108
+ # Symmetric matrix-vector product
109
+ _symv = get_blas_funcs('symv', dtype='d')
110
+
111
+ def __init__(self, init_scale='auto'):
112
+ self.init_scale = init_scale
113
+ # Until initialize is called we can't really use the class,
114
+ # so it makes sense to set everything to None.
115
+ self.first_iteration = None
116
+ self.approx_type = None
117
+ self.B = None
118
+ self.H = None
119
+
120
+ def initialize(self, n, approx_type):
121
+ """Initialize internal matrix.
122
+
123
+ Allocate internal memory for storing and updating
124
+ the Hessian or its inverse.
125
+
126
+ Parameters
127
+ ----------
128
+ n : int
129
+ Problem dimension.
130
+ approx_type : {'hess', 'inv_hess'}
131
+ Selects either the Hessian or the inverse Hessian.
132
+ When set to 'hess' the Hessian will be stored and updated.
133
+ When set to 'inv_hess' its inverse will be used instead.
134
+ """
135
+ self.first_iteration = True
136
+ self.n = n
137
+ self.approx_type = approx_type
138
+ if approx_type not in ('hess', 'inv_hess'):
139
+ raise ValueError("`approx_type` must be 'hess' or 'inv_hess'.")
140
+ # Create matrix
141
+ if self.approx_type == 'hess':
142
+ self.B = np.eye(n, dtype=float)
143
+ else:
144
+ self.H = np.eye(n, dtype=float)
145
+
146
+ def _auto_scale(self, delta_x, delta_grad):
147
+ # Heuristic to scale matrix at first iteration.
148
+ # Described in Nocedal and Wright "Numerical Optimization"
149
+ # p.143 formula (6.20).
150
+ s_norm2 = np.dot(delta_x, delta_x)
151
+ y_norm2 = np.dot(delta_grad, delta_grad)
152
+ ys = np.abs(np.dot(delta_grad, delta_x))
153
+ if ys == 0.0 or y_norm2 == 0 or s_norm2 == 0:
154
+ return 1
155
+ if self.approx_type == 'hess':
156
+ return y_norm2 / ys
157
+ else:
158
+ return ys / y_norm2
159
+
160
+ def _update_implementation(self, delta_x, delta_grad):
161
+ raise NotImplementedError("The method ``_update_implementation``"
162
+ " is not implemented.")
163
+
164
+ def update(self, delta_x, delta_grad):
165
+ """Update internal matrix.
166
+
167
+ Update Hessian matrix or its inverse (depending on how 'approx_type'
168
+ is defined) using information about the last evaluated points.
169
+
170
+ Parameters
171
+ ----------
172
+ delta_x : ndarray
173
+ The difference between two points the gradient
174
+ function have been evaluated at: ``delta_x = x2 - x1``.
175
+ delta_grad : ndarray
176
+ The difference between the gradients:
177
+ ``delta_grad = grad(x2) - grad(x1)``.
178
+ """
179
+ if np.all(delta_x == 0.0):
180
+ return
181
+ if np.all(delta_grad == 0.0):
182
+ warn('delta_grad == 0.0. Check if the approximated '
183
+ 'function is linear. If the function is linear '
184
+ 'better results can be obtained by defining the '
185
+ 'Hessian as zero instead of using quasi-Newton '
186
+ 'approximations.',
187
+ UserWarning, stacklevel=2)
188
+ return
189
+ if self.first_iteration:
190
+ # Get user specific scale
191
+ if isinstance(self.init_scale, str) and self.init_scale == "auto":
192
+ scale = self._auto_scale(delta_x, delta_grad)
193
+ else:
194
+ scale = self.init_scale
195
+
196
+ # Check for complex: numpy will silently cast a complex array to
197
+ # a real one but not so for scalar as it raises a TypeError.
198
+ # Checking here brings a consistent behavior.
199
+ replace = False
200
+ if np.size(scale) == 1:
201
+ # to account for the legacy behavior having the exact same cast
202
+ scale = float(scale)
203
+ elif np.iscomplexobj(scale):
204
+ raise TypeError("init_scale contains complex elements, "
205
+ "must be real.")
206
+ else: # test explicitly for allowed shapes and values
207
+ replace = True
208
+ if self.approx_type == 'hess':
209
+ shape = np.shape(self.B)
210
+ dtype = self.B.dtype
211
+ else:
212
+ shape = np.shape(self.H)
213
+ dtype = self.H.dtype
214
+ # copy, will replace the original
215
+ scale = np.array(scale, dtype=dtype, copy=True)
216
+
217
+ # it has to match the shape of the matrix for the multiplication,
218
+ # no implicit broadcasting is allowed
219
+ if shape != (init_shape := np.shape(scale)):
220
+ raise ValueError("If init_scale is an array, it must have the "
221
+ f"dimensions of the hess/inv_hess: {shape}."
222
+ f" Got {init_shape}.")
223
+ if not issymmetric(scale):
224
+ raise ValueError("If init_scale is an array, it must be"
225
+ " symmetric (passing scipy.linalg.issymmetric)"
226
+ " to be an approximation of a hess/inv_hess.")
227
+
228
+ # Scale initial matrix with ``scale * np.eye(n)`` or replace
229
+ # This is not ideal, we could assign the scale directly in
230
+ # initialize, but we would need to
231
+ if self.approx_type == 'hess':
232
+ if replace:
233
+ self.B = scale
234
+ else:
235
+ self.B *= scale
236
+ else:
237
+ if replace:
238
+ self.H = scale
239
+ else:
240
+ self.H *= scale
241
+ self.first_iteration = False
242
+ self._update_implementation(delta_x, delta_grad)
243
+
244
+ def dot(self, p):
245
+ """Compute the product of the internal matrix with the given vector.
246
+
247
+ Parameters
248
+ ----------
249
+ p : array_like
250
+ 1-D array representing a vector.
251
+
252
+ Returns
253
+ -------
254
+ Hp : array
255
+ 1-D represents the result of multiplying the approximation matrix
256
+ by vector p.
257
+ """
258
+ if self.approx_type == 'hess':
259
+ return self._symv(1, self.B, p)
260
+ else:
261
+ return self._symv(1, self.H, p)
262
+
263
+ def get_matrix(self):
264
+ """Return the current internal matrix.
265
+
266
+ Returns
267
+ -------
268
+ M : ndarray, shape (n, n)
269
+ Dense matrix containing either the Hessian or its inverse
270
+ (depending on how `approx_type` was defined).
271
+ """
272
+ if self.approx_type == 'hess':
273
+ M = np.copy(self.B)
274
+ else:
275
+ M = np.copy(self.H)
276
+ li = np.tril_indices_from(M, k=-1)
277
+ M[li] = M.T[li]
278
+ return M
279
+
280
+
281
+ class BFGS(FullHessianUpdateStrategy):
282
+ """Broyden-Fletcher-Goldfarb-Shanno (BFGS) Hessian update strategy.
283
+
284
+ Parameters
285
+ ----------
286
+ exception_strategy : {'skip_update', 'damp_update'}, optional
287
+ Define how to proceed when the curvature condition is violated.
288
+ Set it to 'skip_update' to just skip the update. Or, alternatively,
289
+ set it to 'damp_update' to interpolate between the actual BFGS
290
+ result and the unmodified matrix. Both exceptions strategies
291
+ are explained in [1]_, p.536-537.
292
+ min_curvature : float
293
+ This number, scaled by a normalization factor, defines the
294
+ minimum curvature ``dot(delta_grad, delta_x)`` allowed to go
295
+ unaffected by the exception strategy. By default is equal to
296
+ 1e-8 when ``exception_strategy = 'skip_update'`` and equal
297
+ to 0.2 when ``exception_strategy = 'damp_update'``.
298
+ init_scale : {float, np.array, 'auto'}
299
+ This parameter can be used to initialize the Hessian or its
300
+ inverse. When a float is given, the relevant array is initialized
301
+ to ``np.eye(n) * init_scale``, where ``n`` is the problem dimension.
302
+ Alternatively, if a precisely ``(n, n)`` shaped, symmetric array is given,
303
+ this array will be used. Otherwise an error is generated.
304
+ Set it to 'auto' in order to use an automatic heuristic for choosing
305
+ the initial scale. The heuristic is described in [1]_, p.143.
306
+ The default is 'auto'.
307
+
308
+ Notes
309
+ -----
310
+ The update is based on the description in [1]_, p.140.
311
+
312
+ References
313
+ ----------
314
+ .. [1] Nocedal, Jorge, and Stephen J. Wright. "Numerical optimization"
315
+ Second Edition (2006).
316
+ """
317
+
318
+ def __init__(self, exception_strategy='skip_update', min_curvature=None,
319
+ init_scale='auto'):
320
+ if exception_strategy == 'skip_update':
321
+ if min_curvature is not None:
322
+ self.min_curvature = min_curvature
323
+ else:
324
+ self.min_curvature = 1e-8
325
+ elif exception_strategy == 'damp_update':
326
+ if min_curvature is not None:
327
+ self.min_curvature = min_curvature
328
+ else:
329
+ self.min_curvature = 0.2
330
+ else:
331
+ raise ValueError("`exception_strategy` must be 'skip_update' "
332
+ "or 'damp_update'.")
333
+
334
+ super().__init__(init_scale)
335
+ self.exception_strategy = exception_strategy
336
+
337
+ def _update_inverse_hessian(self, ys, Hy, yHy, s):
338
+ """Update the inverse Hessian matrix.
339
+
340
+ BFGS update using the formula:
341
+
342
+ ``H <- H + ((H*y).T*y + s.T*y)/(s.T*y)^2 * (s*s.T)
343
+ - 1/(s.T*y) * ((H*y)*s.T + s*(H*y).T)``
344
+
345
+ where ``s = delta_x`` and ``y = delta_grad``. This formula is
346
+ equivalent to (6.17) in [1]_ written in a more efficient way
347
+ for implementation.
348
+
349
+ References
350
+ ----------
351
+ .. [1] Nocedal, Jorge, and Stephen J. Wright. "Numerical optimization"
352
+ Second Edition (2006).
353
+ """
354
+ self.H = self._syr2(-1.0 / ys, s, Hy, a=self.H)
355
+ self.H = self._syr((ys + yHy) / ys ** 2, s, a=self.H)
356
+
357
+ def _update_hessian(self, ys, Bs, sBs, y):
358
+ """Update the Hessian matrix.
359
+
360
+ BFGS update using the formula:
361
+
362
+ ``B <- B - (B*s)*(B*s).T/s.T*(B*s) + y*y^T/s.T*y``
363
+
364
+ where ``s`` is short for ``delta_x`` and ``y`` is short
365
+ for ``delta_grad``. Formula (6.19) in [1]_.
366
+
367
+ References
368
+ ----------
369
+ .. [1] Nocedal, Jorge, and Stephen J. Wright. "Numerical optimization"
370
+ Second Edition (2006).
371
+ """
372
+ self.B = self._syr(1.0 / ys, y, a=self.B)
373
+ self.B = self._syr(-1.0 / sBs, Bs, a=self.B)
374
+
375
+ def _update_implementation(self, delta_x, delta_grad):
376
+ # Auxiliary variables w and z
377
+ if self.approx_type == 'hess':
378
+ w = delta_x
379
+ z = delta_grad
380
+ else:
381
+ w = delta_grad
382
+ z = delta_x
383
+ # Do some common operations
384
+ wz = np.dot(w, z)
385
+ Mw = self.dot(w)
386
+ wMw = Mw.dot(w)
387
+ # Guarantee that wMw > 0 by reinitializing matrix.
388
+ # While this is always true in exact arithmetic,
389
+ # indefinite matrix may appear due to roundoff errors.
390
+ if wMw <= 0.0:
391
+ scale = self._auto_scale(delta_x, delta_grad)
392
+ # Reinitialize matrix
393
+ if self.approx_type == 'hess':
394
+ self.B = scale * np.eye(self.n, dtype=float)
395
+ else:
396
+ self.H = scale * np.eye(self.n, dtype=float)
397
+ # Do common operations for new matrix
398
+ Mw = self.dot(w)
399
+ wMw = Mw.dot(w)
400
+ # Check if curvature condition is violated
401
+ if wz <= self.min_curvature * wMw:
402
+ # If the option 'skip_update' is set
403
+ # we just skip the update when the condition
404
+ # is violated.
405
+ if self.exception_strategy == 'skip_update':
406
+ return
407
+ # If the option 'damp_update' is set we
408
+ # interpolate between the actual BFGS
409
+ # result and the unmodified matrix.
410
+ elif self.exception_strategy == 'damp_update':
411
+ update_factor = (1-self.min_curvature) / (1 - wz/wMw)
412
+ z = update_factor*z + (1-update_factor)*Mw
413
+ wz = np.dot(w, z)
414
+ # Update matrix
415
+ if self.approx_type == 'hess':
416
+ self._update_hessian(wz, Mw, wMw, z)
417
+ else:
418
+ self._update_inverse_hessian(wz, Mw, wMw, z)
419
+
420
+
421
+ class SR1(FullHessianUpdateStrategy):
422
+ """Symmetric-rank-1 Hessian update strategy.
423
+
424
+ Parameters
425
+ ----------
426
+ min_denominator : float
427
+ This number, scaled by a normalization factor,
428
+ defines the minimum denominator magnitude allowed
429
+ in the update. When the condition is violated we skip
430
+ the update. By default uses ``1e-8``.
431
+ init_scale : {float, np.array, 'auto'}, optional
432
+ This parameter can be used to initialize the Hessian or its
433
+ inverse. When a float is given, the relevant array is initialized
434
+ to ``np.eye(n) * init_scale``, where ``n`` is the problem dimension.
435
+ Alternatively, if a precisely ``(n, n)`` shaped, symmetric array is given,
436
+ this array will be used. Otherwise an error is generated.
437
+ Set it to 'auto' in order to use an automatic heuristic for choosing
438
+ the initial scale. The heuristic is described in [1]_, p.143.
439
+ The default is 'auto'.
440
+
441
+ Notes
442
+ -----
443
+ The update is based on the description in [1]_, p.144-146.
444
+
445
+ References
446
+ ----------
447
+ .. [1] Nocedal, Jorge, and Stephen J. Wright. "Numerical optimization"
448
+ Second Edition (2006).
449
+ """
450
+
451
+ def __init__(self, min_denominator=1e-8, init_scale='auto'):
452
+ self.min_denominator = min_denominator
453
+ super().__init__(init_scale)
454
+
455
+ def _update_implementation(self, delta_x, delta_grad):
456
+ # Auxiliary variables w and z
457
+ if self.approx_type == 'hess':
458
+ w = delta_x
459
+ z = delta_grad
460
+ else:
461
+ w = delta_grad
462
+ z = delta_x
463
+ # Do some common operations
464
+ Mw = self.dot(w)
465
+ z_minus_Mw = z - Mw
466
+ denominator = np.dot(w, z_minus_Mw)
467
+ # If the denominator is too small
468
+ # we just skip the update.
469
+ if np.abs(denominator) <= self.min_denominator*norm(w)*norm(z_minus_Mw):
470
+ return
471
+ # Update matrix
472
+ if self.approx_type == 'hess':
473
+ self.B = self._syr(1/denominator, z_minus_Mw, a=self.B)
474
+ else:
475
+ self.H = self._syr(1/denominator, z_minus_Mw, a=self.H)
llava_next/lib/python3.10/site-packages/scipy/optimize/_linprog_ip.py ADDED
@@ -0,0 +1,1126 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Interior-point method for linear programming
2
+
3
+ The *interior-point* method uses the primal-dual path following algorithm
4
+ outlined in [1]_. This algorithm supports sparse constraint matrices and
5
+ is typically faster than the simplex methods, especially for large, sparse
6
+ problems. Note, however, that the solution returned may be slightly less
7
+ accurate than those of the simplex methods and will not, in general,
8
+ correspond with a vertex of the polytope defined by the constraints.
9
+
10
+ .. versionadded:: 1.0.0
11
+
12
+ References
13
+ ----------
14
+ .. [1] Andersen, Erling D., and Knud D. Andersen. "The MOSEK interior point
15
+ optimizer for linear programming: an implementation of the
16
+ homogeneous algorithm." High performance optimization. Springer US,
17
+ 2000. 197-232.
18
+ """
19
+ # Author: Matt Haberland
20
+
21
+ import numpy as np
22
+ import scipy as sp
23
+ import scipy.sparse as sps
24
+ from warnings import warn
25
+ from scipy.linalg import LinAlgError
26
+ from ._optimize import OptimizeWarning, OptimizeResult, _check_unknown_options
27
+ from ._linprog_util import _postsolve
28
+ has_umfpack = True
29
+ has_cholmod = True
30
+ try:
31
+ import sksparse # noqa: F401
32
+ from sksparse.cholmod import cholesky as cholmod # noqa: F401
33
+ from sksparse.cholmod import analyze as cholmod_analyze
34
+ except ImportError:
35
+ has_cholmod = False
36
+ try:
37
+ import scikits.umfpack # test whether to use factorized # noqa: F401
38
+ except ImportError:
39
+ has_umfpack = False
40
+
41
+
42
+ def _get_solver(M, sparse=False, lstsq=False, sym_pos=True,
43
+ cholesky=True, permc_spec='MMD_AT_PLUS_A'):
44
+ """
45
+ Given solver options, return a handle to the appropriate linear system
46
+ solver.
47
+
48
+ Parameters
49
+ ----------
50
+ M : 2-D array
51
+ As defined in [4] Equation 8.31
52
+ sparse : bool (default = False)
53
+ True if the system to be solved is sparse. This is typically set
54
+ True when the original ``A_ub`` and ``A_eq`` arrays are sparse.
55
+ lstsq : bool (default = False)
56
+ True if the system is ill-conditioned and/or (nearly) singular and
57
+ thus a more robust least-squares solver is desired. This is sometimes
58
+ needed as the solution is approached.
59
+ sym_pos : bool (default = True)
60
+ True if the system matrix is symmetric positive definite
61
+ Sometimes this needs to be set false as the solution is approached,
62
+ even when the system should be symmetric positive definite, due to
63
+ numerical difficulties.
64
+ cholesky : bool (default = True)
65
+ True if the system is to be solved by Cholesky, rather than LU,
66
+ decomposition. This is typically faster unless the problem is very
67
+ small or prone to numerical difficulties.
68
+ permc_spec : str (default = 'MMD_AT_PLUS_A')
69
+ Sparsity preservation strategy used by SuperLU. Acceptable values are:
70
+
71
+ - ``NATURAL``: natural ordering.
72
+ - ``MMD_ATA``: minimum degree ordering on the structure of A^T A.
73
+ - ``MMD_AT_PLUS_A``: minimum degree ordering on the structure of A^T+A.
74
+ - ``COLAMD``: approximate minimum degree column ordering.
75
+
76
+ See SuperLU documentation.
77
+
78
+ Returns
79
+ -------
80
+ solve : function
81
+ Handle to the appropriate solver function
82
+
83
+ """
84
+ try:
85
+ if sparse:
86
+ if lstsq:
87
+ def solve(r, sym_pos=False):
88
+ return sps.linalg.lsqr(M, r)[0]
89
+ elif cholesky:
90
+ try:
91
+ # Will raise an exception in the first call,
92
+ # or when the matrix changes due to a new problem
93
+ _get_solver.cholmod_factor.cholesky_inplace(M)
94
+ except Exception:
95
+ _get_solver.cholmod_factor = cholmod_analyze(M)
96
+ _get_solver.cholmod_factor.cholesky_inplace(M)
97
+ solve = _get_solver.cholmod_factor
98
+ else:
99
+ if has_umfpack and sym_pos:
100
+ solve = sps.linalg.factorized(M)
101
+ else: # factorized doesn't pass permc_spec
102
+ solve = sps.linalg.splu(M, permc_spec=permc_spec).solve
103
+
104
+ else:
105
+ if lstsq: # sometimes necessary as solution is approached
106
+ def solve(r):
107
+ return sp.linalg.lstsq(M, r)[0]
108
+ elif cholesky:
109
+ L = sp.linalg.cho_factor(M)
110
+
111
+ def solve(r):
112
+ return sp.linalg.cho_solve(L, r)
113
+ else:
114
+ # this seems to cache the matrix factorization, so solving
115
+ # with multiple right hand sides is much faster
116
+ def solve(r, sym_pos=sym_pos):
117
+ if sym_pos:
118
+ return sp.linalg.solve(M, r, assume_a="pos")
119
+ else:
120
+ return sp.linalg.solve(M, r)
121
+ # There are many things that can go wrong here, and it's hard to say
122
+ # what all of them are. It doesn't really matter: if the matrix can't be
123
+ # factorized, return None. get_solver will be called again with different
124
+ # inputs, and a new routine will try to factorize the matrix.
125
+ except KeyboardInterrupt:
126
+ raise
127
+ except Exception:
128
+ return None
129
+ return solve
130
+
131
+
132
+ def _get_delta(A, b, c, x, y, z, tau, kappa, gamma, eta, sparse=False,
133
+ lstsq=False, sym_pos=True, cholesky=True, pc=True, ip=False,
134
+ permc_spec='MMD_AT_PLUS_A'):
135
+ """
136
+ Given standard form problem defined by ``A``, ``b``, and ``c``;
137
+ current variable estimates ``x``, ``y``, ``z``, ``tau``, and ``kappa``;
138
+ algorithmic parameters ``gamma and ``eta;
139
+ and options ``sparse``, ``lstsq``, ``sym_pos``, ``cholesky``, ``pc``
140
+ (predictor-corrector), and ``ip`` (initial point improvement),
141
+ get the search direction for increments to the variable estimates.
142
+
143
+ Parameters
144
+ ----------
145
+ As defined in [4], except:
146
+ sparse : bool
147
+ True if the system to be solved is sparse. This is typically set
148
+ True when the original ``A_ub`` and ``A_eq`` arrays are sparse.
149
+ lstsq : bool
150
+ True if the system is ill-conditioned and/or (nearly) singular and
151
+ thus a more robust least-squares solver is desired. This is sometimes
152
+ needed as the solution is approached.
153
+ sym_pos : bool
154
+ True if the system matrix is symmetric positive definite
155
+ Sometimes this needs to be set false as the solution is approached,
156
+ even when the system should be symmetric positive definite, due to
157
+ numerical difficulties.
158
+ cholesky : bool
159
+ True if the system is to be solved by Cholesky, rather than LU,
160
+ decomposition. This is typically faster unless the problem is very
161
+ small or prone to numerical difficulties.
162
+ pc : bool
163
+ True if the predictor-corrector method of Mehrota is to be used. This
164
+ is almost always (if not always) beneficial. Even though it requires
165
+ the solution of an additional linear system, the factorization
166
+ is typically (implicitly) reused so solution is efficient, and the
167
+ number of algorithm iterations is typically reduced.
168
+ ip : bool
169
+ True if the improved initial point suggestion due to [4] section 4.3
170
+ is desired. It's unclear whether this is beneficial.
171
+ permc_spec : str (default = 'MMD_AT_PLUS_A')
172
+ (Has effect only with ``sparse = True``, ``lstsq = False``, ``sym_pos =
173
+ True``.) A matrix is factorized in each iteration of the algorithm.
174
+ This option specifies how to permute the columns of the matrix for
175
+ sparsity preservation. Acceptable values are:
176
+
177
+ - ``NATURAL``: natural ordering.
178
+ - ``MMD_ATA``: minimum degree ordering on the structure of A^T A.
179
+ - ``MMD_AT_PLUS_A``: minimum degree ordering on the structure of A^T+A.
180
+ - ``COLAMD``: approximate minimum degree column ordering.
181
+
182
+ This option can impact the convergence of the
183
+ interior point algorithm; test different values to determine which
184
+ performs best for your problem. For more information, refer to
185
+ ``scipy.sparse.linalg.splu``.
186
+
187
+ Returns
188
+ -------
189
+ Search directions as defined in [4]
190
+
191
+ References
192
+ ----------
193
+ .. [4] Andersen, Erling D., and Knud D. Andersen. "The MOSEK interior point
194
+ optimizer for linear programming: an implementation of the
195
+ homogeneous algorithm." High performance optimization. Springer US,
196
+ 2000. 197-232.
197
+
198
+ """
199
+ if A.shape[0] == 0:
200
+ # If there are no constraints, some solvers fail (understandably)
201
+ # rather than returning empty solution. This gets the job done.
202
+ sparse, lstsq, sym_pos, cholesky = False, False, True, False
203
+ n_x = len(x)
204
+
205
+ # [4] Equation 8.8
206
+ r_P = b * tau - A.dot(x)
207
+ r_D = c * tau - A.T.dot(y) - z
208
+ r_G = c.dot(x) - b.transpose().dot(y) + kappa
209
+ mu = (x.dot(z) + tau * kappa) / (n_x + 1)
210
+
211
+ # Assemble M from [4] Equation 8.31
212
+ Dinv = x / z
213
+
214
+ if sparse:
215
+ M = A.dot(sps.diags(Dinv, 0, format="csc").dot(A.T))
216
+ else:
217
+ M = A.dot(Dinv.reshape(-1, 1) * A.T)
218
+ solve = _get_solver(M, sparse, lstsq, sym_pos, cholesky, permc_spec)
219
+
220
+ # pc: "predictor-corrector" [4] Section 4.1
221
+ # In development this option could be turned off
222
+ # but it always seems to improve performance substantially
223
+ n_corrections = 1 if pc else 0
224
+
225
+ i = 0
226
+ alpha, d_x, d_z, d_tau, d_kappa = 0, 0, 0, 0, 0
227
+ while i <= n_corrections:
228
+ # Reference [4] Eq. 8.6
229
+ rhatp = eta(gamma) * r_P
230
+ rhatd = eta(gamma) * r_D
231
+ rhatg = eta(gamma) * r_G
232
+
233
+ # Reference [4] Eq. 8.7
234
+ rhatxs = gamma * mu - x * z
235
+ rhattk = gamma * mu - tau * kappa
236
+
237
+ if i == 1:
238
+ if ip: # if the correction is to get "initial point"
239
+ # Reference [4] Eq. 8.23
240
+ rhatxs = ((1 - alpha) * gamma * mu -
241
+ x * z - alpha**2 * d_x * d_z)
242
+ rhattk = ((1 - alpha) * gamma * mu -
243
+ tau * kappa -
244
+ alpha**2 * d_tau * d_kappa)
245
+ else: # if the correction is for "predictor-corrector"
246
+ # Reference [4] Eq. 8.13
247
+ rhatxs -= d_x * d_z
248
+ rhattk -= d_tau * d_kappa
249
+
250
+ # sometimes numerical difficulties arise as the solution is approached
251
+ # this loop tries to solve the equations using a sequence of functions
252
+ # for solve. For dense systems, the order is:
253
+ # 1. scipy.linalg.cho_factor/scipy.linalg.cho_solve,
254
+ # 2. scipy.linalg.solve w/ sym_pos = True,
255
+ # 3. scipy.linalg.solve w/ sym_pos = False, and if all else fails
256
+ # 4. scipy.linalg.lstsq
257
+ # For sparse systems, the order is:
258
+ # 1. sksparse.cholmod.cholesky (if available)
259
+ # 2. scipy.sparse.linalg.factorized (if umfpack available)
260
+ # 3. scipy.sparse.linalg.splu
261
+ # 4. scipy.sparse.linalg.lsqr
262
+ solved = False
263
+ while not solved:
264
+ try:
265
+ # [4] Equation 8.28
266
+ p, q = _sym_solve(Dinv, A, c, b, solve)
267
+ # [4] Equation 8.29
268
+ u, v = _sym_solve(Dinv, A, rhatd -
269
+ (1 / x) * rhatxs, rhatp, solve)
270
+ if np.any(np.isnan(p)) or np.any(np.isnan(q)):
271
+ raise LinAlgError
272
+ solved = True
273
+ except (LinAlgError, ValueError, TypeError) as e:
274
+ # Usually this doesn't happen. If it does, it happens when
275
+ # there are redundant constraints or when approaching the
276
+ # solution. If so, change solver.
277
+ if cholesky:
278
+ cholesky = False
279
+ warn(
280
+ "Solving system with option 'cholesky':True "
281
+ "failed. It is normal for this to happen "
282
+ "occasionally, especially as the solution is "
283
+ "approached. However, if you see this frequently, "
284
+ "consider setting option 'cholesky' to False.",
285
+ OptimizeWarning, stacklevel=5)
286
+ elif sym_pos:
287
+ sym_pos = False
288
+ warn(
289
+ "Solving system with option 'sym_pos':True "
290
+ "failed. It is normal for this to happen "
291
+ "occasionally, especially as the solution is "
292
+ "approached. However, if you see this frequently, "
293
+ "consider setting option 'sym_pos' to False.",
294
+ OptimizeWarning, stacklevel=5)
295
+ elif not lstsq:
296
+ lstsq = True
297
+ warn(
298
+ "Solving system with option 'sym_pos':False "
299
+ "failed. This may happen occasionally, "
300
+ "especially as the solution is "
301
+ "approached. However, if you see this frequently, "
302
+ "your problem may be numerically challenging. "
303
+ "If you cannot improve the formulation, consider "
304
+ "setting 'lstsq' to True. Consider also setting "
305
+ "`presolve` to True, if it is not already.",
306
+ OptimizeWarning, stacklevel=5)
307
+ else:
308
+ raise e
309
+ solve = _get_solver(M, sparse, lstsq, sym_pos,
310
+ cholesky, permc_spec)
311
+ # [4] Results after 8.29
312
+ d_tau = ((rhatg + 1 / tau * rhattk - (-c.dot(u) + b.dot(v))) /
313
+ (1 / tau * kappa + (-c.dot(p) + b.dot(q))))
314
+ d_x = u + p * d_tau
315
+ d_y = v + q * d_tau
316
+
317
+ # [4] Relations between after 8.25 and 8.26
318
+ d_z = (1 / x) * (rhatxs - z * d_x)
319
+ d_kappa = 1 / tau * (rhattk - kappa * d_tau)
320
+
321
+ # [4] 8.12 and "Let alpha be the maximal possible step..." before 8.23
322
+ alpha = _get_step(x, d_x, z, d_z, tau, d_tau, kappa, d_kappa, 1)
323
+ if ip: # initial point - see [4] 4.4
324
+ gamma = 10
325
+ else: # predictor-corrector, [4] definition after 8.12
326
+ beta1 = 0.1 # [4] pg. 220 (Table 8.1)
327
+ gamma = (1 - alpha)**2 * min(beta1, (1 - alpha))
328
+ i += 1
329
+
330
+ return d_x, d_y, d_z, d_tau, d_kappa
331
+
332
+
333
+ def _sym_solve(Dinv, A, r1, r2, solve):
334
+ """
335
+ An implementation of [4] equation 8.31 and 8.32
336
+
337
+ References
338
+ ----------
339
+ .. [4] Andersen, Erling D., and Knud D. Andersen. "The MOSEK interior point
340
+ optimizer for linear programming: an implementation of the
341
+ homogeneous algorithm." High performance optimization. Springer US,
342
+ 2000. 197-232.
343
+
344
+ """
345
+ # [4] 8.31
346
+ r = r2 + A.dot(Dinv * r1)
347
+ v = solve(r)
348
+ # [4] 8.32
349
+ u = Dinv * (A.T.dot(v) - r1)
350
+ return u, v
351
+
352
+
353
+ def _get_step(x, d_x, z, d_z, tau, d_tau, kappa, d_kappa, alpha0):
354
+ """
355
+ An implementation of [4] equation 8.21
356
+
357
+ References
358
+ ----------
359
+ .. [4] Andersen, Erling D., and Knud D. Andersen. "The MOSEK interior point
360
+ optimizer for linear programming: an implementation of the
361
+ homogeneous algorithm." High performance optimization. Springer US,
362
+ 2000. 197-232.
363
+
364
+ """
365
+ # [4] 4.3 Equation 8.21, ignoring 8.20 requirement
366
+ # same step is taken in primal and dual spaces
367
+ # alpha0 is basically beta3 from [4] Table 8.1, but instead of beta3
368
+ # the value 1 is used in Mehrota corrector and initial point correction
369
+ i_x = d_x < 0
370
+ i_z = d_z < 0
371
+ alpha_x = alpha0 * np.min(x[i_x] / -d_x[i_x]) if np.any(i_x) else 1
372
+ alpha_tau = alpha0 * tau / -d_tau if d_tau < 0 else 1
373
+ alpha_z = alpha0 * np.min(z[i_z] / -d_z[i_z]) if np.any(i_z) else 1
374
+ alpha_kappa = alpha0 * kappa / -d_kappa if d_kappa < 0 else 1
375
+ alpha = np.min([1, alpha_x, alpha_tau, alpha_z, alpha_kappa])
376
+ return alpha
377
+
378
+
379
+ def _get_message(status):
380
+ """
381
+ Given problem status code, return a more detailed message.
382
+
383
+ Parameters
384
+ ----------
385
+ status : int
386
+ An integer representing the exit status of the optimization::
387
+
388
+ 0 : Optimization terminated successfully
389
+ 1 : Iteration limit reached
390
+ 2 : Problem appears to be infeasible
391
+ 3 : Problem appears to be unbounded
392
+ 4 : Serious numerical difficulties encountered
393
+
394
+ Returns
395
+ -------
396
+ message : str
397
+ A string descriptor of the exit status of the optimization.
398
+
399
+ """
400
+ messages = (
401
+ ["Optimization terminated successfully.",
402
+ "The iteration limit was reached before the algorithm converged.",
403
+ "The algorithm terminated successfully and determined that the "
404
+ "problem is infeasible.",
405
+ "The algorithm terminated successfully and determined that the "
406
+ "problem is unbounded.",
407
+ "Numerical difficulties were encountered before the problem "
408
+ "converged. Please check your problem formulation for errors, "
409
+ "independence of linear equality constraints, and reasonable "
410
+ "scaling and matrix condition numbers. If you continue to "
411
+ "encounter this error, please submit a bug report."
412
+ ])
413
+ return messages[status]
414
+
415
+
416
+ def _do_step(x, y, z, tau, kappa, d_x, d_y, d_z, d_tau, d_kappa, alpha):
417
+ """
418
+ An implementation of [4] Equation 8.9
419
+
420
+ References
421
+ ----------
422
+ .. [4] Andersen, Erling D., and Knud D. Andersen. "The MOSEK interior point
423
+ optimizer for linear programming: an implementation of the
424
+ homogeneous algorithm." High performance optimization. Springer US,
425
+ 2000. 197-232.
426
+
427
+ """
428
+ x = x + alpha * d_x
429
+ tau = tau + alpha * d_tau
430
+ z = z + alpha * d_z
431
+ kappa = kappa + alpha * d_kappa
432
+ y = y + alpha * d_y
433
+ return x, y, z, tau, kappa
434
+
435
+
436
+ def _get_blind_start(shape):
437
+ """
438
+ Return the starting point from [4] 4.4
439
+
440
+ References
441
+ ----------
442
+ .. [4] Andersen, Erling D., and Knud D. Andersen. "The MOSEK interior point
443
+ optimizer for linear programming: an implementation of the
444
+ homogeneous algorithm." High performance optimization. Springer US,
445
+ 2000. 197-232.
446
+
447
+ """
448
+ m, n = shape
449
+ x0 = np.ones(n)
450
+ y0 = np.zeros(m)
451
+ z0 = np.ones(n)
452
+ tau0 = 1
453
+ kappa0 = 1
454
+ return x0, y0, z0, tau0, kappa0
455
+
456
+
457
+ def _indicators(A, b, c, c0, x, y, z, tau, kappa):
458
+ """
459
+ Implementation of several equations from [4] used as indicators of
460
+ the status of optimization.
461
+
462
+ References
463
+ ----------
464
+ .. [4] Andersen, Erling D., and Knud D. Andersen. "The MOSEK interior point
465
+ optimizer for linear programming: an implementation of the
466
+ homogeneous algorithm." High performance optimization. Springer US,
467
+ 2000. 197-232.
468
+
469
+ """
470
+
471
+ # residuals for termination are relative to initial values
472
+ x0, y0, z0, tau0, kappa0 = _get_blind_start(A.shape)
473
+
474
+ # See [4], Section 4 - The Homogeneous Algorithm, Equation 8.8
475
+ def r_p(x, tau):
476
+ return b * tau - A.dot(x)
477
+
478
+ def r_d(y, z, tau):
479
+ return c * tau - A.T.dot(y) - z
480
+
481
+ def r_g(x, y, kappa):
482
+ return kappa + c.dot(x) - b.dot(y)
483
+
484
+ # np.dot unpacks if they are arrays of size one
485
+ def mu(x, tau, z, kappa):
486
+ return (x.dot(z) + np.dot(tau, kappa)) / (len(x) + 1)
487
+
488
+ obj = c.dot(x / tau) + c0
489
+
490
+ def norm(a):
491
+ return np.linalg.norm(a)
492
+
493
+ # See [4], Section 4.5 - The Stopping Criteria
494
+ r_p0 = r_p(x0, tau0)
495
+ r_d0 = r_d(y0, z0, tau0)
496
+ r_g0 = r_g(x0, y0, kappa0)
497
+ mu_0 = mu(x0, tau0, z0, kappa0)
498
+ rho_A = norm(c.T.dot(x) - b.T.dot(y)) / (tau + norm(b.T.dot(y)))
499
+ rho_p = norm(r_p(x, tau)) / max(1, norm(r_p0))
500
+ rho_d = norm(r_d(y, z, tau)) / max(1, norm(r_d0))
501
+ rho_g = norm(r_g(x, y, kappa)) / max(1, norm(r_g0))
502
+ rho_mu = mu(x, tau, z, kappa) / mu_0
503
+ return rho_p, rho_d, rho_A, rho_g, rho_mu, obj
504
+
505
+
506
+ def _display_iter(rho_p, rho_d, rho_g, alpha, rho_mu, obj, header=False):
507
+ """
508
+ Print indicators of optimization status to the console.
509
+
510
+ Parameters
511
+ ----------
512
+ rho_p : float
513
+ The (normalized) primal feasibility, see [4] 4.5
514
+ rho_d : float
515
+ The (normalized) dual feasibility, see [4] 4.5
516
+ rho_g : float
517
+ The (normalized) duality gap, see [4] 4.5
518
+ alpha : float
519
+ The step size, see [4] 4.3
520
+ rho_mu : float
521
+ The (normalized) path parameter, see [4] 4.5
522
+ obj : float
523
+ The objective function value of the current iterate
524
+ header : bool
525
+ True if a header is to be printed
526
+
527
+ References
528
+ ----------
529
+ .. [4] Andersen, Erling D., and Knud D. Andersen. "The MOSEK interior point
530
+ optimizer for linear programming: an implementation of the
531
+ homogeneous algorithm." High performance optimization. Springer US,
532
+ 2000. 197-232.
533
+
534
+ """
535
+ if header:
536
+ print("Primal Feasibility ",
537
+ "Dual Feasibility ",
538
+ "Duality Gap ",
539
+ "Step ",
540
+ "Path Parameter ",
541
+ "Objective ")
542
+
543
+ # no clue why this works
544
+ fmt = '{0:<20.13}{1:<20.13}{2:<20.13}{3:<17.13}{4:<20.13}{5:<20.13}'
545
+ print(fmt.format(
546
+ float(rho_p),
547
+ float(rho_d),
548
+ float(rho_g),
549
+ alpha if isinstance(alpha, str) else float(alpha),
550
+ float(rho_mu),
551
+ float(obj)))
552
+
553
+
554
+ def _ip_hsd(A, b, c, c0, alpha0, beta, maxiter, disp, tol, sparse, lstsq,
555
+ sym_pos, cholesky, pc, ip, permc_spec, callback, postsolve_args):
556
+ r"""
557
+ Solve a linear programming problem in standard form:
558
+
559
+ Minimize::
560
+
561
+ c @ x
562
+
563
+ Subject to::
564
+
565
+ A @ x == b
566
+ x >= 0
567
+
568
+ using the interior point method of [4].
569
+
570
+ Parameters
571
+ ----------
572
+ A : 2-D array
573
+ 2-D array such that ``A @ x``, gives the values of the equality
574
+ constraints at ``x``.
575
+ b : 1-D array
576
+ 1-D array of values representing the RHS of each equality constraint
577
+ (row) in ``A`` (for standard form problem).
578
+ c : 1-D array
579
+ Coefficients of the linear objective function to be minimized (for
580
+ standard form problem).
581
+ c0 : float
582
+ Constant term in objective function due to fixed (and eliminated)
583
+ variables. (Purely for display.)
584
+ alpha0 : float
585
+ The maximal step size for Mehrota's predictor-corrector search
586
+ direction; see :math:`\beta_3`of [4] Table 8.1
587
+ beta : float
588
+ The desired reduction of the path parameter :math:`\mu` (see [6]_)
589
+ maxiter : int
590
+ The maximum number of iterations of the algorithm.
591
+ disp : bool
592
+ Set to ``True`` if indicators of optimization status are to be printed
593
+ to the console each iteration.
594
+ tol : float
595
+ Termination tolerance; see [4]_ Section 4.5.
596
+ sparse : bool
597
+ Set to ``True`` if the problem is to be treated as sparse. However,
598
+ the inputs ``A_eq`` and ``A_ub`` should nonetheless be provided as
599
+ (dense) arrays rather than sparse matrices.
600
+ lstsq : bool
601
+ Set to ``True`` if the problem is expected to be very poorly
602
+ conditioned. This should always be left as ``False`` unless severe
603
+ numerical difficulties are frequently encountered, and a better option
604
+ would be to improve the formulation of the problem.
605
+ sym_pos : bool
606
+ Leave ``True`` if the problem is expected to yield a well conditioned
607
+ symmetric positive definite normal equation matrix (almost always).
608
+ cholesky : bool
609
+ Set to ``True`` if the normal equations are to be solved by explicit
610
+ Cholesky decomposition followed by explicit forward/backward
611
+ substitution. This is typically faster for moderate, dense problems
612
+ that are numerically well-behaved.
613
+ pc : bool
614
+ Leave ``True`` if the predictor-corrector method of Mehrota is to be
615
+ used. This is almost always (if not always) beneficial.
616
+ ip : bool
617
+ Set to ``True`` if the improved initial point suggestion due to [4]_
618
+ Section 4.3 is desired. It's unclear whether this is beneficial.
619
+ permc_spec : str (default = 'MMD_AT_PLUS_A')
620
+ (Has effect only with ``sparse = True``, ``lstsq = False``, ``sym_pos =
621
+ True``.) A matrix is factorized in each iteration of the algorithm.
622
+ This option specifies how to permute the columns of the matrix for
623
+ sparsity preservation. Acceptable values are:
624
+
625
+ - ``NATURAL``: natural ordering.
626
+ - ``MMD_ATA``: minimum degree ordering on the structure of A^T A.
627
+ - ``MMD_AT_PLUS_A``: minimum degree ordering on the structure of A^T+A.
628
+ - ``COLAMD``: approximate minimum degree column ordering.
629
+
630
+ This option can impact the convergence of the
631
+ interior point algorithm; test different values to determine which
632
+ performs best for your problem. For more information, refer to
633
+ ``scipy.sparse.linalg.splu``.
634
+ callback : callable, optional
635
+ If a callback function is provided, it will be called within each
636
+ iteration of the algorithm. The callback function must accept a single
637
+ `scipy.optimize.OptimizeResult` consisting of the following fields:
638
+
639
+ x : 1-D array
640
+ Current solution vector
641
+ fun : float
642
+ Current value of the objective function
643
+ success : bool
644
+ True only when an algorithm has completed successfully,
645
+ so this is always False as the callback function is called
646
+ only while the algorithm is still iterating.
647
+ slack : 1-D array
648
+ The values of the slack variables. Each slack variable
649
+ corresponds to an inequality constraint. If the slack is zero,
650
+ the corresponding constraint is active.
651
+ con : 1-D array
652
+ The (nominally zero) residuals of the equality constraints,
653
+ that is, ``b - A_eq @ x``
654
+ phase : int
655
+ The phase of the algorithm being executed. This is always
656
+ 1 for the interior-point method because it has only one phase.
657
+ status : int
658
+ For revised simplex, this is always 0 because if a different
659
+ status is detected, the algorithm terminates.
660
+ nit : int
661
+ The number of iterations performed.
662
+ message : str
663
+ A string descriptor of the exit status of the optimization.
664
+ postsolve_args : tuple
665
+ Data needed by _postsolve to convert the solution to the standard-form
666
+ problem into the solution to the original problem.
667
+
668
+ Returns
669
+ -------
670
+ x_hat : float
671
+ Solution vector (for standard form problem).
672
+ status : int
673
+ An integer representing the exit status of the optimization::
674
+
675
+ 0 : Optimization terminated successfully
676
+ 1 : Iteration limit reached
677
+ 2 : Problem appears to be infeasible
678
+ 3 : Problem appears to be unbounded
679
+ 4 : Serious numerical difficulties encountered
680
+
681
+ message : str
682
+ A string descriptor of the exit status of the optimization.
683
+ iteration : int
684
+ The number of iterations taken to solve the problem
685
+
686
+ References
687
+ ----------
688
+ .. [4] Andersen, Erling D., and Knud D. Andersen. "The MOSEK interior point
689
+ optimizer for linear programming: an implementation of the
690
+ homogeneous algorithm." High performance optimization. Springer US,
691
+ 2000. 197-232.
692
+ .. [6] Freund, Robert M. "Primal-Dual Interior-Point Methods for Linear
693
+ Programming based on Newton's Method." Unpublished Course Notes,
694
+ March 2004. Available 2/25/2017 at:
695
+ https://ocw.mit.edu/courses/sloan-school-of-management/15-084j-nonlinear-programming-spring-2004/lecture-notes/lec14_int_pt_mthd.pdf
696
+
697
+ """
698
+
699
+ iteration = 0
700
+
701
+ # default initial point
702
+ x, y, z, tau, kappa = _get_blind_start(A.shape)
703
+
704
+ # first iteration is special improvement of initial point
705
+ ip = ip if pc else False
706
+
707
+ # [4] 4.5
708
+ rho_p, rho_d, rho_A, rho_g, rho_mu, obj = _indicators(
709
+ A, b, c, c0, x, y, z, tau, kappa)
710
+ go = rho_p > tol or rho_d > tol or rho_A > tol # we might get lucky : )
711
+
712
+ if disp:
713
+ _display_iter(rho_p, rho_d, rho_g, "-", rho_mu, obj, header=True)
714
+ if callback is not None:
715
+ x_o, fun, slack, con = _postsolve(x/tau, postsolve_args)
716
+ res = OptimizeResult({'x': x_o, 'fun': fun, 'slack': slack,
717
+ 'con': con, 'nit': iteration, 'phase': 1,
718
+ 'complete': False, 'status': 0,
719
+ 'message': "", 'success': False})
720
+ callback(res)
721
+
722
+ status = 0
723
+ message = "Optimization terminated successfully."
724
+
725
+ if sparse:
726
+ A = sps.csc_matrix(A)
727
+
728
+ while go:
729
+
730
+ iteration += 1
731
+
732
+ if ip: # initial point
733
+ # [4] Section 4.4
734
+ gamma = 1
735
+
736
+ def eta(g):
737
+ return 1
738
+ else:
739
+ # gamma = 0 in predictor step according to [4] 4.1
740
+ # if predictor/corrector is off, use mean of complementarity [6]
741
+ # 5.1 / [4] Below Figure 10-4
742
+ gamma = 0 if pc else beta * np.mean(z * x)
743
+ # [4] Section 4.1
744
+
745
+ def eta(g=gamma):
746
+ return 1 - g
747
+
748
+ try:
749
+ # Solve [4] 8.6 and 8.7/8.13/8.23
750
+ d_x, d_y, d_z, d_tau, d_kappa = _get_delta(
751
+ A, b, c, x, y, z, tau, kappa, gamma, eta,
752
+ sparse, lstsq, sym_pos, cholesky, pc, ip, permc_spec)
753
+
754
+ if ip: # initial point
755
+ # [4] 4.4
756
+ # Formula after 8.23 takes a full step regardless if this will
757
+ # take it negative
758
+ alpha = 1.0
759
+ x, y, z, tau, kappa = _do_step(
760
+ x, y, z, tau, kappa, d_x, d_y,
761
+ d_z, d_tau, d_kappa, alpha)
762
+ x[x < 1] = 1
763
+ z[z < 1] = 1
764
+ tau = max(1, tau)
765
+ kappa = max(1, kappa)
766
+ ip = False # done with initial point
767
+ else:
768
+ # [4] Section 4.3
769
+ alpha = _get_step(x, d_x, z, d_z, tau,
770
+ d_tau, kappa, d_kappa, alpha0)
771
+ # [4] Equation 8.9
772
+ x, y, z, tau, kappa = _do_step(
773
+ x, y, z, tau, kappa, d_x, d_y, d_z, d_tau, d_kappa, alpha)
774
+
775
+ except (LinAlgError, FloatingPointError,
776
+ ValueError, ZeroDivisionError):
777
+ # this can happen when sparse solver is used and presolve
778
+ # is turned off. Also observed ValueError in AppVeyor Python 3.6
779
+ # Win32 build (PR #8676). I've never seen it otherwise.
780
+ status = 4
781
+ message = _get_message(status)
782
+ break
783
+
784
+ # [4] 4.5
785
+ rho_p, rho_d, rho_A, rho_g, rho_mu, obj = _indicators(
786
+ A, b, c, c0, x, y, z, tau, kappa)
787
+ go = rho_p > tol or rho_d > tol or rho_A > tol
788
+
789
+ if disp:
790
+ _display_iter(rho_p, rho_d, rho_g, alpha, rho_mu, obj)
791
+ if callback is not None:
792
+ x_o, fun, slack, con = _postsolve(x/tau, postsolve_args)
793
+ res = OptimizeResult({'x': x_o, 'fun': fun, 'slack': slack,
794
+ 'con': con, 'nit': iteration, 'phase': 1,
795
+ 'complete': False, 'status': 0,
796
+ 'message': "", 'success': False})
797
+ callback(res)
798
+
799
+ # [4] 4.5
800
+ inf1 = (rho_p < tol and rho_d < tol and rho_g < tol and tau < tol *
801
+ max(1, kappa))
802
+ inf2 = rho_mu < tol and tau < tol * min(1, kappa)
803
+ if inf1 or inf2:
804
+ # [4] Lemma 8.4 / Theorem 8.3
805
+ if b.transpose().dot(y) > tol:
806
+ status = 2
807
+ else: # elif c.T.dot(x) < tol: ? Probably not necessary.
808
+ status = 3
809
+ message = _get_message(status)
810
+ break
811
+ elif iteration >= maxiter:
812
+ status = 1
813
+ message = _get_message(status)
814
+ break
815
+
816
+ x_hat = x / tau
817
+ # [4] Statement after Theorem 8.2
818
+ return x_hat, status, message, iteration
819
+
820
+
821
+ def _linprog_ip(c, c0, A, b, callback, postsolve_args, maxiter=1000, tol=1e-8,
822
+ disp=False, alpha0=.99995, beta=0.1, sparse=False, lstsq=False,
823
+ sym_pos=True, cholesky=None, pc=True, ip=False,
824
+ permc_spec='MMD_AT_PLUS_A', **unknown_options):
825
+ r"""
826
+ Minimize a linear objective function subject to linear
827
+ equality and non-negativity constraints using the interior point method
828
+ of [4]_. Linear programming is intended to solve problems
829
+ of the following form:
830
+
831
+ Minimize::
832
+
833
+ c @ x
834
+
835
+ Subject to::
836
+
837
+ A @ x == b
838
+ x >= 0
839
+
840
+ User-facing documentation is in _linprog_doc.py.
841
+
842
+ Parameters
843
+ ----------
844
+ c : 1-D array
845
+ Coefficients of the linear objective function to be minimized.
846
+ c0 : float
847
+ Constant term in objective function due to fixed (and eliminated)
848
+ variables. (Purely for display.)
849
+ A : 2-D array
850
+ 2-D array such that ``A @ x``, gives the values of the equality
851
+ constraints at ``x``.
852
+ b : 1-D array
853
+ 1-D array of values representing the right hand side of each equality
854
+ constraint (row) in ``A``.
855
+ callback : callable, optional
856
+ Callback function to be executed once per iteration.
857
+ postsolve_args : tuple
858
+ Data needed by _postsolve to convert the solution to the standard-form
859
+ problem into the solution to the original problem.
860
+
861
+ Options
862
+ -------
863
+ maxiter : int (default = 1000)
864
+ The maximum number of iterations of the algorithm.
865
+ tol : float (default = 1e-8)
866
+ Termination tolerance to be used for all termination criteria;
867
+ see [4]_ Section 4.5.
868
+ disp : bool (default = False)
869
+ Set to ``True`` if indicators of optimization status are to be printed
870
+ to the console each iteration.
871
+ alpha0 : float (default = 0.99995)
872
+ The maximal step size for Mehrota's predictor-corrector search
873
+ direction; see :math:`\beta_{3}` of [4]_ Table 8.1.
874
+ beta : float (default = 0.1)
875
+ The desired reduction of the path parameter :math:`\mu` (see [6]_)
876
+ when Mehrota's predictor-corrector is not in use (uncommon).
877
+ sparse : bool (default = False)
878
+ Set to ``True`` if the problem is to be treated as sparse after
879
+ presolve. If either ``A_eq`` or ``A_ub`` is a sparse matrix,
880
+ this option will automatically be set ``True``, and the problem
881
+ will be treated as sparse even during presolve. If your constraint
882
+ matrices contain mostly zeros and the problem is not very small (less
883
+ than about 100 constraints or variables), consider setting ``True``
884
+ or providing ``A_eq`` and ``A_ub`` as sparse matrices.
885
+ lstsq : bool (default = False)
886
+ Set to ``True`` if the problem is expected to be very poorly
887
+ conditioned. This should always be left ``False`` unless severe
888
+ numerical difficulties are encountered. Leave this at the default
889
+ unless you receive a warning message suggesting otherwise.
890
+ sym_pos : bool (default = True)
891
+ Leave ``True`` if the problem is expected to yield a well conditioned
892
+ symmetric positive definite normal equation matrix
893
+ (almost always). Leave this at the default unless you receive
894
+ a warning message suggesting otherwise.
895
+ cholesky : bool (default = True)
896
+ Set to ``True`` if the normal equations are to be solved by explicit
897
+ Cholesky decomposition followed by explicit forward/backward
898
+ substitution. This is typically faster for problems
899
+ that are numerically well-behaved.
900
+ pc : bool (default = True)
901
+ Leave ``True`` if the predictor-corrector method of Mehrota is to be
902
+ used. This is almost always (if not always) beneficial.
903
+ ip : bool (default = False)
904
+ Set to ``True`` if the improved initial point suggestion due to [4]_
905
+ Section 4.3 is desired. Whether this is beneficial or not
906
+ depends on the problem.
907
+ permc_spec : str (default = 'MMD_AT_PLUS_A')
908
+ (Has effect only with ``sparse = True``, ``lstsq = False``, ``sym_pos =
909
+ True``, and no SuiteSparse.)
910
+ A matrix is factorized in each iteration of the algorithm.
911
+ This option specifies how to permute the columns of the matrix for
912
+ sparsity preservation. Acceptable values are:
913
+
914
+ - ``NATURAL``: natural ordering.
915
+ - ``MMD_ATA``: minimum degree ordering on the structure of A^T A.
916
+ - ``MMD_AT_PLUS_A``: minimum degree ordering on the structure of A^T+A.
917
+ - ``COLAMD``: approximate minimum degree column ordering.
918
+
919
+ This option can impact the convergence of the
920
+ interior point algorithm; test different values to determine which
921
+ performs best for your problem. For more information, refer to
922
+ ``scipy.sparse.linalg.splu``.
923
+ unknown_options : dict
924
+ Optional arguments not used by this particular solver. If
925
+ `unknown_options` is non-empty a warning is issued listing all
926
+ unused options.
927
+
928
+ Returns
929
+ -------
930
+ x : 1-D array
931
+ Solution vector.
932
+ status : int
933
+ An integer representing the exit status of the optimization::
934
+
935
+ 0 : Optimization terminated successfully
936
+ 1 : Iteration limit reached
937
+ 2 : Problem appears to be infeasible
938
+ 3 : Problem appears to be unbounded
939
+ 4 : Serious numerical difficulties encountered
940
+
941
+ message : str
942
+ A string descriptor of the exit status of the optimization.
943
+ iteration : int
944
+ The number of iterations taken to solve the problem.
945
+
946
+ Notes
947
+ -----
948
+ This method implements the algorithm outlined in [4]_ with ideas from [8]_
949
+ and a structure inspired by the simpler methods of [6]_.
950
+
951
+ The primal-dual path following method begins with initial 'guesses' of
952
+ the primal and dual variables of the standard form problem and iteratively
953
+ attempts to solve the (nonlinear) Karush-Kuhn-Tucker conditions for the
954
+ problem with a gradually reduced logarithmic barrier term added to the
955
+ objective. This particular implementation uses a homogeneous self-dual
956
+ formulation, which provides certificates of infeasibility or unboundedness
957
+ where applicable.
958
+
959
+ The default initial point for the primal and dual variables is that
960
+ defined in [4]_ Section 4.4 Equation 8.22. Optionally (by setting initial
961
+ point option ``ip=True``), an alternate (potentially improved) starting
962
+ point can be calculated according to the additional recommendations of
963
+ [4]_ Section 4.4.
964
+
965
+ A search direction is calculated using the predictor-corrector method
966
+ (single correction) proposed by Mehrota and detailed in [4]_ Section 4.1.
967
+ (A potential improvement would be to implement the method of multiple
968
+ corrections described in [4]_ Section 4.2.) In practice, this is
969
+ accomplished by solving the normal equations, [4]_ Section 5.1 Equations
970
+ 8.31 and 8.32, derived from the Newton equations [4]_ Section 5 Equations
971
+ 8.25 (compare to [4]_ Section 4 Equations 8.6-8.8). The advantage of
972
+ solving the normal equations rather than 8.25 directly is that the
973
+ matrices involved are symmetric positive definite, so Cholesky
974
+ decomposition can be used rather than the more expensive LU factorization.
975
+
976
+ With default options, the solver used to perform the factorization depends
977
+ on third-party software availability and the conditioning of the problem.
978
+
979
+ For dense problems, solvers are tried in the following order:
980
+
981
+ 1. ``scipy.linalg.cho_factor``
982
+
983
+ 2. ``scipy.linalg.solve`` with option ``sym_pos=True``
984
+
985
+ 3. ``scipy.linalg.solve`` with option ``sym_pos=False``
986
+
987
+ 4. ``scipy.linalg.lstsq``
988
+
989
+ For sparse problems:
990
+
991
+ 1. ``sksparse.cholmod.cholesky`` (if scikit-sparse and SuiteSparse are installed)
992
+
993
+ 2. ``scipy.sparse.linalg.factorized``
994
+ (if scikit-umfpack and SuiteSparse are installed)
995
+
996
+ 3. ``scipy.sparse.linalg.splu`` (which uses SuperLU distributed with SciPy)
997
+
998
+ 4. ``scipy.sparse.linalg.lsqr``
999
+
1000
+ If the solver fails for any reason, successively more robust (but slower)
1001
+ solvers are attempted in the order indicated. Attempting, failing, and
1002
+ re-starting factorization can be time consuming, so if the problem is
1003
+ numerically challenging, options can be set to bypass solvers that are
1004
+ failing. Setting ``cholesky=False`` skips to solver 2,
1005
+ ``sym_pos=False`` skips to solver 3, and ``lstsq=True`` skips
1006
+ to solver 4 for both sparse and dense problems.
1007
+
1008
+ Potential improvements for combatting issues associated with dense
1009
+ columns in otherwise sparse problems are outlined in [4]_ Section 5.3 and
1010
+ [10]_ Section 4.1-4.2; the latter also discusses the alleviation of
1011
+ accuracy issues associated with the substitution approach to free
1012
+ variables.
1013
+
1014
+ After calculating the search direction, the maximum possible step size
1015
+ that does not activate the non-negativity constraints is calculated, and
1016
+ the smaller of this step size and unity is applied (as in [4]_ Section
1017
+ 4.1.) [4]_ Section 4.3 suggests improvements for choosing the step size.
1018
+
1019
+ The new point is tested according to the termination conditions of [4]_
1020
+ Section 4.5. The same tolerance, which can be set using the ``tol`` option,
1021
+ is used for all checks. (A potential improvement would be to expose
1022
+ the different tolerances to be set independently.) If optimality,
1023
+ unboundedness, or infeasibility is detected, the solve procedure
1024
+ terminates; otherwise it repeats.
1025
+
1026
+ The expected problem formulation differs between the top level ``linprog``
1027
+ module and the method specific solvers. The method specific solvers expect a
1028
+ problem in standard form:
1029
+
1030
+ Minimize::
1031
+
1032
+ c @ x
1033
+
1034
+ Subject to::
1035
+
1036
+ A @ x == b
1037
+ x >= 0
1038
+
1039
+ Whereas the top level ``linprog`` module expects a problem of form:
1040
+
1041
+ Minimize::
1042
+
1043
+ c @ x
1044
+
1045
+ Subject to::
1046
+
1047
+ A_ub @ x <= b_ub
1048
+ A_eq @ x == b_eq
1049
+ lb <= x <= ub
1050
+
1051
+ where ``lb = 0`` and ``ub = None`` unless set in ``bounds``.
1052
+
1053
+ The original problem contains equality, upper-bound and variable constraints
1054
+ whereas the method specific solver requires equality constraints and
1055
+ variable non-negativity.
1056
+
1057
+ ``linprog`` module converts the original problem to standard form by
1058
+ converting the simple bounds to upper bound constraints, introducing
1059
+ non-negative slack variables for inequality constraints, and expressing
1060
+ unbounded variables as the difference between two non-negative variables.
1061
+
1062
+
1063
+ References
1064
+ ----------
1065
+ .. [4] Andersen, Erling D., and Knud D. Andersen. "The MOSEK interior point
1066
+ optimizer for linear programming: an implementation of the
1067
+ homogeneous algorithm." High performance optimization. Springer US,
1068
+ 2000. 197-232.
1069
+ .. [6] Freund, Robert M. "Primal-Dual Interior-Point Methods for Linear
1070
+ Programming based on Newton's Method." Unpublished Course Notes,
1071
+ March 2004. Available 2/25/2017 at
1072
+ https://ocw.mit.edu/courses/sloan-school-of-management/15-084j-nonlinear-programming-spring-2004/lecture-notes/lec14_int_pt_mthd.pdf
1073
+ .. [8] Andersen, Erling D., and Knud D. Andersen. "Presolving in linear
1074
+ programming." Mathematical Programming 71.2 (1995): 221-245.
1075
+ .. [9] Bertsimas, Dimitris, and J. Tsitsiklis. "Introduction to linear
1076
+ programming." Athena Scientific 1 (1997): 997.
1077
+ .. [10] Andersen, Erling D., et al. Implementation of interior point methods
1078
+ for large scale linear programming. HEC/Universite de Geneve, 1996.
1079
+
1080
+ """
1081
+
1082
+ _check_unknown_options(unknown_options)
1083
+
1084
+ # These should be warnings, not errors
1085
+ if (cholesky or cholesky is None) and sparse and not has_cholmod:
1086
+ if cholesky:
1087
+ warn("Sparse cholesky is only available with scikit-sparse. "
1088
+ "Setting `cholesky = False`",
1089
+ OptimizeWarning, stacklevel=3)
1090
+ cholesky = False
1091
+
1092
+ if sparse and lstsq:
1093
+ warn("Option combination 'sparse':True and 'lstsq':True "
1094
+ "is not recommended.",
1095
+ OptimizeWarning, stacklevel=3)
1096
+
1097
+ if lstsq and cholesky:
1098
+ warn("Invalid option combination 'lstsq':True "
1099
+ "and 'cholesky':True; option 'cholesky' has no effect when "
1100
+ "'lstsq' is set True.",
1101
+ OptimizeWarning, stacklevel=3)
1102
+
1103
+ valid_permc_spec = ('NATURAL', 'MMD_ATA', 'MMD_AT_PLUS_A', 'COLAMD')
1104
+ if permc_spec.upper() not in valid_permc_spec:
1105
+ warn("Invalid permc_spec option: '" + str(permc_spec) + "'. "
1106
+ "Acceptable values are 'NATURAL', 'MMD_ATA', 'MMD_AT_PLUS_A', "
1107
+ "and 'COLAMD'. Reverting to default.",
1108
+ OptimizeWarning, stacklevel=3)
1109
+ permc_spec = 'MMD_AT_PLUS_A'
1110
+
1111
+ # This can be an error
1112
+ if not sym_pos and cholesky:
1113
+ raise ValueError(
1114
+ "Invalid option combination 'sym_pos':False "
1115
+ "and 'cholesky':True: Cholesky decomposition is only possible "
1116
+ "for symmetric positive definite matrices.")
1117
+
1118
+ cholesky = cholesky or (cholesky is None and sym_pos and not lstsq)
1119
+
1120
+ x, status, message, iteration = _ip_hsd(A, b, c, c0, alpha0, beta,
1121
+ maxiter, disp, tol, sparse,
1122
+ lstsq, sym_pos, cholesky,
1123
+ pc, ip, permc_spec, callback,
1124
+ postsolve_args)
1125
+
1126
+ return x, status, message, iteration
llava_next/lib/python3.10/site-packages/scipy/optimize/_linprog_simplex.py ADDED
@@ -0,0 +1,661 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Simplex method for linear programming
2
+
3
+ The *simplex* method uses a traditional, full-tableau implementation of
4
+ Dantzig's simplex algorithm [1]_, [2]_ (*not* the Nelder-Mead simplex).
5
+ This algorithm is included for backwards compatibility and educational
6
+ purposes.
7
+
8
+ .. versionadded:: 0.15.0
9
+
10
+ Warnings
11
+ --------
12
+
13
+ The simplex method may encounter numerical difficulties when pivot
14
+ values are close to the specified tolerance. If encountered try
15
+ remove any redundant constraints, change the pivot strategy to Bland's
16
+ rule or increase the tolerance value.
17
+
18
+ Alternatively, more robust methods maybe be used. See
19
+ :ref:`'interior-point' <optimize.linprog-interior-point>` and
20
+ :ref:`'revised simplex' <optimize.linprog-revised_simplex>`.
21
+
22
+ References
23
+ ----------
24
+ .. [1] Dantzig, George B., Linear programming and extensions. Rand
25
+ Corporation Research Study Princeton Univ. Press, Princeton, NJ,
26
+ 1963
27
+ .. [2] Hillier, S.H. and Lieberman, G.J. (1995), "Introduction to
28
+ Mathematical Programming", McGraw-Hill, Chapter 4.
29
+ """
30
+
31
+ import numpy as np
32
+ from warnings import warn
33
+ from ._optimize import OptimizeResult, OptimizeWarning, _check_unknown_options
34
+ from ._linprog_util import _postsolve
35
+
36
+
37
+ def _pivot_col(T, tol=1e-9, bland=False):
38
+ """
39
+ Given a linear programming simplex tableau, determine the column
40
+ of the variable to enter the basis.
41
+
42
+ Parameters
43
+ ----------
44
+ T : 2-D array
45
+ A 2-D array representing the simplex tableau, T, corresponding to the
46
+ linear programming problem. It should have the form:
47
+
48
+ [[A[0, 0], A[0, 1], ..., A[0, n_total], b[0]],
49
+ [A[1, 0], A[1, 1], ..., A[1, n_total], b[1]],
50
+ .
51
+ .
52
+ .
53
+ [A[m, 0], A[m, 1], ..., A[m, n_total], b[m]],
54
+ [c[0], c[1], ..., c[n_total], 0]]
55
+
56
+ for a Phase 2 problem, or the form:
57
+
58
+ [[A[0, 0], A[0, 1], ..., A[0, n_total], b[0]],
59
+ [A[1, 0], A[1, 1], ..., A[1, n_total], b[1]],
60
+ .
61
+ .
62
+ .
63
+ [A[m, 0], A[m, 1], ..., A[m, n_total], b[m]],
64
+ [c[0], c[1], ..., c[n_total], 0],
65
+ [c'[0], c'[1], ..., c'[n_total], 0]]
66
+
67
+ for a Phase 1 problem (a problem in which a basic feasible solution is
68
+ sought prior to maximizing the actual objective. ``T`` is modified in
69
+ place by ``_solve_simplex``.
70
+ tol : float
71
+ Elements in the objective row larger than -tol will not be considered
72
+ for pivoting. Nominally this value is zero, but numerical issues
73
+ cause a tolerance about zero to be necessary.
74
+ bland : bool
75
+ If True, use Bland's rule for selection of the column (select the
76
+ first column with a negative coefficient in the objective row,
77
+ regardless of magnitude).
78
+
79
+ Returns
80
+ -------
81
+ status: bool
82
+ True if a suitable pivot column was found, otherwise False.
83
+ A return of False indicates that the linear programming simplex
84
+ algorithm is complete.
85
+ col: int
86
+ The index of the column of the pivot element.
87
+ If status is False, col will be returned as nan.
88
+ """
89
+ ma = np.ma.masked_where(T[-1, :-1] >= -tol, T[-1, :-1], copy=False)
90
+ if ma.count() == 0:
91
+ return False, np.nan
92
+ if bland:
93
+ # ma.mask is sometimes 0d
94
+ return True, np.nonzero(np.logical_not(np.atleast_1d(ma.mask)))[0][0]
95
+ return True, np.ma.nonzero(ma == ma.min())[0][0]
96
+
97
+
98
+ def _pivot_row(T, basis, pivcol, phase, tol=1e-9, bland=False):
99
+ """
100
+ Given a linear programming simplex tableau, determine the row for the
101
+ pivot operation.
102
+
103
+ Parameters
104
+ ----------
105
+ T : 2-D array
106
+ A 2-D array representing the simplex tableau, T, corresponding to the
107
+ linear programming problem. It should have the form:
108
+
109
+ [[A[0, 0], A[0, 1], ..., A[0, n_total], b[0]],
110
+ [A[1, 0], A[1, 1], ..., A[1, n_total], b[1]],
111
+ .
112
+ .
113
+ .
114
+ [A[m, 0], A[m, 1], ..., A[m, n_total], b[m]],
115
+ [c[0], c[1], ..., c[n_total], 0]]
116
+
117
+ for a Phase 2 problem, or the form:
118
+
119
+ [[A[0, 0], A[0, 1], ..., A[0, n_total], b[0]],
120
+ [A[1, 0], A[1, 1], ..., A[1, n_total], b[1]],
121
+ .
122
+ .
123
+ .
124
+ [A[m, 0], A[m, 1], ..., A[m, n_total], b[m]],
125
+ [c[0], c[1], ..., c[n_total], 0],
126
+ [c'[0], c'[1], ..., c'[n_total], 0]]
127
+
128
+ for a Phase 1 problem (a Problem in which a basic feasible solution is
129
+ sought prior to maximizing the actual objective. ``T`` is modified in
130
+ place by ``_solve_simplex``.
131
+ basis : array
132
+ A list of the current basic variables.
133
+ pivcol : int
134
+ The index of the pivot column.
135
+ phase : int
136
+ The phase of the simplex algorithm (1 or 2).
137
+ tol : float
138
+ Elements in the pivot column smaller than tol will not be considered
139
+ for pivoting. Nominally this value is zero, but numerical issues
140
+ cause a tolerance about zero to be necessary.
141
+ bland : bool
142
+ If True, use Bland's rule for selection of the row (if more than one
143
+ row can be used, choose the one with the lowest variable index).
144
+
145
+ Returns
146
+ -------
147
+ status: bool
148
+ True if a suitable pivot row was found, otherwise False. A return
149
+ of False indicates that the linear programming problem is unbounded.
150
+ row: int
151
+ The index of the row of the pivot element. If status is False, row
152
+ will be returned as nan.
153
+ """
154
+ if phase == 1:
155
+ k = 2
156
+ else:
157
+ k = 1
158
+ ma = np.ma.masked_where(T[:-k, pivcol] <= tol, T[:-k, pivcol], copy=False)
159
+ if ma.count() == 0:
160
+ return False, np.nan
161
+ mb = np.ma.masked_where(T[:-k, pivcol] <= tol, T[:-k, -1], copy=False)
162
+ q = mb / ma
163
+ min_rows = np.ma.nonzero(q == q.min())[0]
164
+ if bland:
165
+ return True, min_rows[np.argmin(np.take(basis, min_rows))]
166
+ return True, min_rows[0]
167
+
168
+
169
+ def _apply_pivot(T, basis, pivrow, pivcol, tol=1e-9):
170
+ """
171
+ Pivot the simplex tableau inplace on the element given by (pivrow, pivol).
172
+ The entering variable corresponds to the column given by pivcol forcing
173
+ the variable basis[pivrow] to leave the basis.
174
+
175
+ Parameters
176
+ ----------
177
+ T : 2-D array
178
+ A 2-D array representing the simplex tableau, T, corresponding to the
179
+ linear programming problem. It should have the form:
180
+
181
+ [[A[0, 0], A[0, 1], ..., A[0, n_total], b[0]],
182
+ [A[1, 0], A[1, 1], ..., A[1, n_total], b[1]],
183
+ .
184
+ .
185
+ .
186
+ [A[m, 0], A[m, 1], ..., A[m, n_total], b[m]],
187
+ [c[0], c[1], ..., c[n_total], 0]]
188
+
189
+ for a Phase 2 problem, or the form:
190
+
191
+ [[A[0, 0], A[0, 1], ..., A[0, n_total], b[0]],
192
+ [A[1, 0], A[1, 1], ..., A[1, n_total], b[1]],
193
+ .
194
+ .
195
+ .
196
+ [A[m, 0], A[m, 1], ..., A[m, n_total], b[m]],
197
+ [c[0], c[1], ..., c[n_total], 0],
198
+ [c'[0], c'[1], ..., c'[n_total], 0]]
199
+
200
+ for a Phase 1 problem (a problem in which a basic feasible solution is
201
+ sought prior to maximizing the actual objective. ``T`` is modified in
202
+ place by ``_solve_simplex``.
203
+ basis : 1-D array
204
+ An array of the indices of the basic variables, such that basis[i]
205
+ contains the column corresponding to the basic variable for row i.
206
+ Basis is modified in place by _apply_pivot.
207
+ pivrow : int
208
+ Row index of the pivot.
209
+ pivcol : int
210
+ Column index of the pivot.
211
+ """
212
+ basis[pivrow] = pivcol
213
+ pivval = T[pivrow, pivcol]
214
+ T[pivrow] = T[pivrow] / pivval
215
+ for irow in range(T.shape[0]):
216
+ if irow != pivrow:
217
+ T[irow] = T[irow] - T[pivrow] * T[irow, pivcol]
218
+
219
+ # The selected pivot should never lead to a pivot value less than the tol.
220
+ if np.isclose(pivval, tol, atol=0, rtol=1e4):
221
+ message = (
222
+ f"The pivot operation produces a pivot value of:{pivval: .1e}, "
223
+ "which is only slightly greater than the specified "
224
+ f"tolerance{tol: .1e}. This may lead to issues regarding the "
225
+ "numerical stability of the simplex method. "
226
+ "Removing redundant constraints, changing the pivot strategy "
227
+ "via Bland's rule or increasing the tolerance may "
228
+ "help reduce the issue.")
229
+ warn(message, OptimizeWarning, stacklevel=5)
230
+
231
+
232
+ def _solve_simplex(T, n, basis, callback, postsolve_args,
233
+ maxiter=1000, tol=1e-9, phase=2, bland=False, nit0=0,
234
+ ):
235
+ """
236
+ Solve a linear programming problem in "standard form" using the Simplex
237
+ Method. Linear Programming is intended to solve the following problem form:
238
+
239
+ Minimize::
240
+
241
+ c @ x
242
+
243
+ Subject to::
244
+
245
+ A @ x == b
246
+ x >= 0
247
+
248
+ Parameters
249
+ ----------
250
+ T : 2-D array
251
+ A 2-D array representing the simplex tableau, T, corresponding to the
252
+ linear programming problem. It should have the form:
253
+
254
+ [[A[0, 0], A[0, 1], ..., A[0, n_total], b[0]],
255
+ [A[1, 0], A[1, 1], ..., A[1, n_total], b[1]],
256
+ .
257
+ .
258
+ .
259
+ [A[m, 0], A[m, 1], ..., A[m, n_total], b[m]],
260
+ [c[0], c[1], ..., c[n_total], 0]]
261
+
262
+ for a Phase 2 problem, or the form:
263
+
264
+ [[A[0, 0], A[0, 1], ..., A[0, n_total], b[0]],
265
+ [A[1, 0], A[1, 1], ..., A[1, n_total], b[1]],
266
+ .
267
+ .
268
+ .
269
+ [A[m, 0], A[m, 1], ..., A[m, n_total], b[m]],
270
+ [c[0], c[1], ..., c[n_total], 0],
271
+ [c'[0], c'[1], ..., c'[n_total], 0]]
272
+
273
+ for a Phase 1 problem (a problem in which a basic feasible solution is
274
+ sought prior to maximizing the actual objective. ``T`` is modified in
275
+ place by ``_solve_simplex``.
276
+ n : int
277
+ The number of true variables in the problem.
278
+ basis : 1-D array
279
+ An array of the indices of the basic variables, such that basis[i]
280
+ contains the column corresponding to the basic variable for row i.
281
+ Basis is modified in place by _solve_simplex
282
+ callback : callable, optional
283
+ If a callback function is provided, it will be called within each
284
+ iteration of the algorithm. The callback must accept a
285
+ `scipy.optimize.OptimizeResult` consisting of the following fields:
286
+
287
+ x : 1-D array
288
+ Current solution vector
289
+ fun : float
290
+ Current value of the objective function
291
+ success : bool
292
+ True only when a phase has completed successfully. This
293
+ will be False for most iterations.
294
+ slack : 1-D array
295
+ The values of the slack variables. Each slack variable
296
+ corresponds to an inequality constraint. If the slack is zero,
297
+ the corresponding constraint is active.
298
+ con : 1-D array
299
+ The (nominally zero) residuals of the equality constraints,
300
+ that is, ``b - A_eq @ x``
301
+ phase : int
302
+ The phase of the optimization being executed. In phase 1 a basic
303
+ feasible solution is sought and the T has an additional row
304
+ representing an alternate objective function.
305
+ status : int
306
+ An integer representing the exit status of the optimization::
307
+
308
+ 0 : Optimization terminated successfully
309
+ 1 : Iteration limit reached
310
+ 2 : Problem appears to be infeasible
311
+ 3 : Problem appears to be unbounded
312
+ 4 : Serious numerical difficulties encountered
313
+
314
+ nit : int
315
+ The number of iterations performed.
316
+ message : str
317
+ A string descriptor of the exit status of the optimization.
318
+ postsolve_args : tuple
319
+ Data needed by _postsolve to convert the solution to the standard-form
320
+ problem into the solution to the original problem.
321
+ maxiter : int
322
+ The maximum number of iterations to perform before aborting the
323
+ optimization.
324
+ tol : float
325
+ The tolerance which determines when a solution is "close enough" to
326
+ zero in Phase 1 to be considered a basic feasible solution or close
327
+ enough to positive to serve as an optimal solution.
328
+ phase : int
329
+ The phase of the optimization being executed. In phase 1 a basic
330
+ feasible solution is sought and the T has an additional row
331
+ representing an alternate objective function.
332
+ bland : bool
333
+ If True, choose pivots using Bland's rule [3]_. In problems which
334
+ fail to converge due to cycling, using Bland's rule can provide
335
+ convergence at the expense of a less optimal path about the simplex.
336
+ nit0 : int
337
+ The initial iteration number used to keep an accurate iteration total
338
+ in a two-phase problem.
339
+
340
+ Returns
341
+ -------
342
+ nit : int
343
+ The number of iterations. Used to keep an accurate iteration total
344
+ in the two-phase problem.
345
+ status : int
346
+ An integer representing the exit status of the optimization::
347
+
348
+ 0 : Optimization terminated successfully
349
+ 1 : Iteration limit reached
350
+ 2 : Problem appears to be infeasible
351
+ 3 : Problem appears to be unbounded
352
+ 4 : Serious numerical difficulties encountered
353
+
354
+ """
355
+ nit = nit0
356
+ status = 0
357
+ message = ''
358
+ complete = False
359
+
360
+ if phase == 1:
361
+ m = T.shape[1]-2
362
+ elif phase == 2:
363
+ m = T.shape[1]-1
364
+ else:
365
+ raise ValueError("Argument 'phase' to _solve_simplex must be 1 or 2")
366
+
367
+ if phase == 2:
368
+ # Check if any artificial variables are still in the basis.
369
+ # If yes, check if any coefficients from this row and a column
370
+ # corresponding to one of the non-artificial variable is non-zero.
371
+ # If found, pivot at this term. If not, start phase 2.
372
+ # Do this for all artificial variables in the basis.
373
+ # Ref: "An Introduction to Linear Programming and Game Theory"
374
+ # by Paul R. Thie, Gerard E. Keough, 3rd Ed,
375
+ # Chapter 3.7 Redundant Systems (pag 102)
376
+ for pivrow in [row for row in range(basis.size)
377
+ if basis[row] > T.shape[1] - 2]:
378
+ non_zero_row = [col for col in range(T.shape[1] - 1)
379
+ if abs(T[pivrow, col]) > tol]
380
+ if len(non_zero_row) > 0:
381
+ pivcol = non_zero_row[0]
382
+ _apply_pivot(T, basis, pivrow, pivcol, tol)
383
+ nit += 1
384
+
385
+ if len(basis[:m]) == 0:
386
+ solution = np.empty(T.shape[1] - 1, dtype=np.float64)
387
+ else:
388
+ solution = np.empty(max(T.shape[1] - 1, max(basis[:m]) + 1),
389
+ dtype=np.float64)
390
+
391
+ while not complete:
392
+ # Find the pivot column
393
+ pivcol_found, pivcol = _pivot_col(T, tol, bland)
394
+ if not pivcol_found:
395
+ pivcol = np.nan
396
+ pivrow = np.nan
397
+ status = 0
398
+ complete = True
399
+ else:
400
+ # Find the pivot row
401
+ pivrow_found, pivrow = _pivot_row(T, basis, pivcol, phase, tol, bland)
402
+ if not pivrow_found:
403
+ status = 3
404
+ complete = True
405
+
406
+ if callback is not None:
407
+ solution[:] = 0
408
+ solution[basis[:n]] = T[:n, -1]
409
+ x = solution[:m]
410
+ x, fun, slack, con = _postsolve(
411
+ x, postsolve_args
412
+ )
413
+ res = OptimizeResult({
414
+ 'x': x,
415
+ 'fun': fun,
416
+ 'slack': slack,
417
+ 'con': con,
418
+ 'status': status,
419
+ 'message': message,
420
+ 'nit': nit,
421
+ 'success': status == 0 and complete,
422
+ 'phase': phase,
423
+ 'complete': complete,
424
+ })
425
+ callback(res)
426
+
427
+ if not complete:
428
+ if nit >= maxiter:
429
+ # Iteration limit exceeded
430
+ status = 1
431
+ complete = True
432
+ else:
433
+ _apply_pivot(T, basis, pivrow, pivcol, tol)
434
+ nit += 1
435
+ return nit, status
436
+
437
+
438
+ def _linprog_simplex(c, c0, A, b, callback, postsolve_args,
439
+ maxiter=1000, tol=1e-9, disp=False, bland=False,
440
+ **unknown_options):
441
+ """
442
+ Minimize a linear objective function subject to linear equality and
443
+ non-negativity constraints using the two phase simplex method.
444
+ Linear programming is intended to solve problems of the following form:
445
+
446
+ Minimize::
447
+
448
+ c @ x
449
+
450
+ Subject to::
451
+
452
+ A @ x == b
453
+ x >= 0
454
+
455
+ User-facing documentation is in _linprog_doc.py.
456
+
457
+ Parameters
458
+ ----------
459
+ c : 1-D array
460
+ Coefficients of the linear objective function to be minimized.
461
+ c0 : float
462
+ Constant term in objective function due to fixed (and eliminated)
463
+ variables. (Purely for display.)
464
+ A : 2-D array
465
+ 2-D array such that ``A @ x``, gives the values of the equality
466
+ constraints at ``x``.
467
+ b : 1-D array
468
+ 1-D array of values representing the right hand side of each equality
469
+ constraint (row) in ``A``.
470
+ callback : callable, optional
471
+ If a callback function is provided, it will be called within each
472
+ iteration of the algorithm. The callback function must accept a single
473
+ `scipy.optimize.OptimizeResult` consisting of the following fields:
474
+
475
+ x : 1-D array
476
+ Current solution vector
477
+ fun : float
478
+ Current value of the objective function
479
+ success : bool
480
+ True when an algorithm has completed successfully.
481
+ slack : 1-D array
482
+ The values of the slack variables. Each slack variable
483
+ corresponds to an inequality constraint. If the slack is zero,
484
+ the corresponding constraint is active.
485
+ con : 1-D array
486
+ The (nominally zero) residuals of the equality constraints,
487
+ that is, ``b - A_eq @ x``
488
+ phase : int
489
+ The phase of the algorithm being executed.
490
+ status : int
491
+ An integer representing the status of the optimization::
492
+
493
+ 0 : Algorithm proceeding nominally
494
+ 1 : Iteration limit reached
495
+ 2 : Problem appears to be infeasible
496
+ 3 : Problem appears to be unbounded
497
+ 4 : Serious numerical difficulties encountered
498
+ nit : int
499
+ The number of iterations performed.
500
+ message : str
501
+ A string descriptor of the exit status of the optimization.
502
+ postsolve_args : tuple
503
+ Data needed by _postsolve to convert the solution to the standard-form
504
+ problem into the solution to the original problem.
505
+
506
+ Options
507
+ -------
508
+ maxiter : int
509
+ The maximum number of iterations to perform.
510
+ disp : bool
511
+ If True, print exit status message to sys.stdout
512
+ tol : float
513
+ The tolerance which determines when a solution is "close enough" to
514
+ zero in Phase 1 to be considered a basic feasible solution or close
515
+ enough to positive to serve as an optimal solution.
516
+ bland : bool
517
+ If True, use Bland's anti-cycling rule [3]_ to choose pivots to
518
+ prevent cycling. If False, choose pivots which should lead to a
519
+ converged solution more quickly. The latter method is subject to
520
+ cycling (non-convergence) in rare instances.
521
+ unknown_options : dict
522
+ Optional arguments not used by this particular solver. If
523
+ `unknown_options` is non-empty a warning is issued listing all
524
+ unused options.
525
+
526
+ Returns
527
+ -------
528
+ x : 1-D array
529
+ Solution vector.
530
+ status : int
531
+ An integer representing the exit status of the optimization::
532
+
533
+ 0 : Optimization terminated successfully
534
+ 1 : Iteration limit reached
535
+ 2 : Problem appears to be infeasible
536
+ 3 : Problem appears to be unbounded
537
+ 4 : Serious numerical difficulties encountered
538
+
539
+ message : str
540
+ A string descriptor of the exit status of the optimization.
541
+ iteration : int
542
+ The number of iterations taken to solve the problem.
543
+
544
+ References
545
+ ----------
546
+ .. [1] Dantzig, George B., Linear programming and extensions. Rand
547
+ Corporation Research Study Princeton Univ. Press, Princeton, NJ,
548
+ 1963
549
+ .. [2] Hillier, S.H. and Lieberman, G.J. (1995), "Introduction to
550
+ Mathematical Programming", McGraw-Hill, Chapter 4.
551
+ .. [3] Bland, Robert G. New finite pivoting rules for the simplex method.
552
+ Mathematics of Operations Research (2), 1977: pp. 103-107.
553
+
554
+
555
+ Notes
556
+ -----
557
+ The expected problem formulation differs between the top level ``linprog``
558
+ module and the method specific solvers. The method specific solvers expect a
559
+ problem in standard form:
560
+
561
+ Minimize::
562
+
563
+ c @ x
564
+
565
+ Subject to::
566
+
567
+ A @ x == b
568
+ x >= 0
569
+
570
+ Whereas the top level ``linprog`` module expects a problem of form:
571
+
572
+ Minimize::
573
+
574
+ c @ x
575
+
576
+ Subject to::
577
+
578
+ A_ub @ x <= b_ub
579
+ A_eq @ x == b_eq
580
+ lb <= x <= ub
581
+
582
+ where ``lb = 0`` and ``ub = None`` unless set in ``bounds``.
583
+
584
+ The original problem contains equality, upper-bound and variable constraints
585
+ whereas the method specific solver requires equality constraints and
586
+ variable non-negativity.
587
+
588
+ ``linprog`` module converts the original problem to standard form by
589
+ converting the simple bounds to upper bound constraints, introducing
590
+ non-negative slack variables for inequality constraints, and expressing
591
+ unbounded variables as the difference between two non-negative variables.
592
+ """
593
+ _check_unknown_options(unknown_options)
594
+
595
+ status = 0
596
+ messages = {0: "Optimization terminated successfully.",
597
+ 1: "Iteration limit reached.",
598
+ 2: "Optimization failed. Unable to find a feasible"
599
+ " starting point.",
600
+ 3: "Optimization failed. The problem appears to be unbounded.",
601
+ 4: "Optimization failed. Singular matrix encountered."}
602
+
603
+ n, m = A.shape
604
+
605
+ # All constraints must have b >= 0.
606
+ is_negative_constraint = np.less(b, 0)
607
+ A[is_negative_constraint] *= -1
608
+ b[is_negative_constraint] *= -1
609
+
610
+ # As all constraints are equality constraints the artificial variables
611
+ # will also be basic variables.
612
+ av = np.arange(n) + m
613
+ basis = av.copy()
614
+
615
+ # Format the phase one tableau by adding artificial variables and stacking
616
+ # the constraints, the objective row and pseudo-objective row.
617
+ row_constraints = np.hstack((A, np.eye(n), b[:, np.newaxis]))
618
+ row_objective = np.hstack((c, np.zeros(n), c0))
619
+ row_pseudo_objective = -row_constraints.sum(axis=0)
620
+ row_pseudo_objective[av] = 0
621
+ T = np.vstack((row_constraints, row_objective, row_pseudo_objective))
622
+
623
+ nit1, status = _solve_simplex(T, n, basis, callback=callback,
624
+ postsolve_args=postsolve_args,
625
+ maxiter=maxiter, tol=tol, phase=1,
626
+ bland=bland
627
+ )
628
+ # if pseudo objective is zero, remove the last row from the tableau and
629
+ # proceed to phase 2
630
+ nit2 = nit1
631
+ if abs(T[-1, -1]) < tol:
632
+ # Remove the pseudo-objective row from the tableau
633
+ T = T[:-1, :]
634
+ # Remove the artificial variable columns from the tableau
635
+ T = np.delete(T, av, 1)
636
+ else:
637
+ # Failure to find a feasible starting point
638
+ status = 2
639
+ messages[status] = (
640
+ "Phase 1 of the simplex method failed to find a feasible "
641
+ "solution. The pseudo-objective function evaluates to {0:.1e} "
642
+ "which exceeds the required tolerance of {1} for a solution to be "
643
+ "considered 'close enough' to zero to be a basic solution. "
644
+ "Consider increasing the tolerance to be greater than {0:.1e}. "
645
+ "If this tolerance is unacceptably large the problem may be "
646
+ "infeasible.".format(abs(T[-1, -1]), tol)
647
+ )
648
+
649
+ if status == 0:
650
+ # Phase 2
651
+ nit2, status = _solve_simplex(T, n, basis, callback=callback,
652
+ postsolve_args=postsolve_args,
653
+ maxiter=maxiter, tol=tol, phase=2,
654
+ bland=bland, nit0=nit1
655
+ )
656
+
657
+ solution = np.zeros(n + m)
658
+ solution[basis[:n]] = T[:n, -1]
659
+ x = solution[:m]
660
+
661
+ return x, status, messages[status], int(nit2)
llava_next/lib/python3.10/site-packages/scipy/optimize/_minimize.py ADDED
@@ -0,0 +1,1116 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Unified interfaces to minimization algorithms.
3
+
4
+ Functions
5
+ ---------
6
+ - minimize : minimization of a function of several variables.
7
+ - minimize_scalar : minimization of a function of one variable.
8
+ """
9
+
10
+ __all__ = ['minimize', 'minimize_scalar']
11
+
12
+
13
+ from warnings import warn
14
+
15
+ import numpy as np
16
+
17
+ # unconstrained minimization
18
+ from ._optimize import (_minimize_neldermead, _minimize_powell, _minimize_cg,
19
+ _minimize_bfgs, _minimize_newtoncg,
20
+ _minimize_scalar_brent, _minimize_scalar_bounded,
21
+ _minimize_scalar_golden, MemoizeJac, OptimizeResult,
22
+ _wrap_callback, _recover_from_bracket_error)
23
+ from ._trustregion_dogleg import _minimize_dogleg
24
+ from ._trustregion_ncg import _minimize_trust_ncg
25
+ from ._trustregion_krylov import _minimize_trust_krylov
26
+ from ._trustregion_exact import _minimize_trustregion_exact
27
+ from ._trustregion_constr import _minimize_trustregion_constr
28
+
29
+ # constrained minimization
30
+ from ._lbfgsb_py import _minimize_lbfgsb
31
+ from ._tnc import _minimize_tnc
32
+ from ._cobyla_py import _minimize_cobyla
33
+ from ._cobyqa_py import _minimize_cobyqa
34
+ from ._slsqp_py import _minimize_slsqp
35
+ from ._constraints import (old_bound_to_new, new_bounds_to_old,
36
+ old_constraint_to_new, new_constraint_to_old,
37
+ NonlinearConstraint, LinearConstraint, Bounds,
38
+ PreparedConstraint)
39
+ from ._differentiable_functions import FD_METHODS
40
+
41
+ MINIMIZE_METHODS = ['nelder-mead', 'powell', 'cg', 'bfgs', 'newton-cg',
42
+ 'l-bfgs-b', 'tnc', 'cobyla', 'cobyqa', 'slsqp',
43
+ 'trust-constr', 'dogleg', 'trust-ncg', 'trust-exact',
44
+ 'trust-krylov']
45
+
46
+ # These methods support the new callback interface (passed an OptimizeResult)
47
+ MINIMIZE_METHODS_NEW_CB = ['nelder-mead', 'powell', 'cg', 'bfgs', 'newton-cg',
48
+ 'l-bfgs-b', 'trust-constr', 'dogleg', 'trust-ncg',
49
+ 'trust-exact', 'trust-krylov', 'cobyqa']
50
+
51
+ MINIMIZE_SCALAR_METHODS = ['brent', 'bounded', 'golden']
52
+
53
+ def minimize(fun, x0, args=(), method=None, jac=None, hess=None,
54
+ hessp=None, bounds=None, constraints=(), tol=None,
55
+ callback=None, options=None):
56
+ """Minimization of scalar function of one or more variables.
57
+
58
+ Parameters
59
+ ----------
60
+ fun : callable
61
+ The objective function to be minimized.
62
+
63
+ ``fun(x, *args) -> float``
64
+
65
+ where ``x`` is a 1-D array with shape (n,) and ``args``
66
+ is a tuple of the fixed parameters needed to completely
67
+ specify the function.
68
+ x0 : ndarray, shape (n,)
69
+ Initial guess. Array of real elements of size (n,),
70
+ where ``n`` is the number of independent variables.
71
+ args : tuple, optional
72
+ Extra arguments passed to the objective function and its
73
+ derivatives (`fun`, `jac` and `hess` functions).
74
+ method : str or callable, optional
75
+ Type of solver. Should be one of
76
+
77
+ - 'Nelder-Mead' :ref:`(see here) <optimize.minimize-neldermead>`
78
+ - 'Powell' :ref:`(see here) <optimize.minimize-powell>`
79
+ - 'CG' :ref:`(see here) <optimize.minimize-cg>`
80
+ - 'BFGS' :ref:`(see here) <optimize.minimize-bfgs>`
81
+ - 'Newton-CG' :ref:`(see here) <optimize.minimize-newtoncg>`
82
+ - 'L-BFGS-B' :ref:`(see here) <optimize.minimize-lbfgsb>`
83
+ - 'TNC' :ref:`(see here) <optimize.minimize-tnc>`
84
+ - 'COBYLA' :ref:`(see here) <optimize.minimize-cobyla>`
85
+ - 'COBYQA' :ref:`(see here) <optimize.minimize-cobyqa>`
86
+ - 'SLSQP' :ref:`(see here) <optimize.minimize-slsqp>`
87
+ - 'trust-constr':ref:`(see here) <optimize.minimize-trustconstr>`
88
+ - 'dogleg' :ref:`(see here) <optimize.minimize-dogleg>`
89
+ - 'trust-ncg' :ref:`(see here) <optimize.minimize-trustncg>`
90
+ - 'trust-exact' :ref:`(see here) <optimize.minimize-trustexact>`
91
+ - 'trust-krylov' :ref:`(see here) <optimize.minimize-trustkrylov>`
92
+ - custom - a callable object, see below for description.
93
+
94
+ If not given, chosen to be one of ``BFGS``, ``L-BFGS-B``, ``SLSQP``,
95
+ depending on whether or not the problem has constraints or bounds.
96
+ jac : {callable, '2-point', '3-point', 'cs', bool}, optional
97
+ Method for computing the gradient vector. Only for CG, BFGS,
98
+ Newton-CG, L-BFGS-B, TNC, SLSQP, dogleg, trust-ncg, trust-krylov,
99
+ trust-exact and trust-constr.
100
+ If it is a callable, it should be a function that returns the gradient
101
+ vector:
102
+
103
+ ``jac(x, *args) -> array_like, shape (n,)``
104
+
105
+ where ``x`` is an array with shape (n,) and ``args`` is a tuple with
106
+ the fixed parameters. If `jac` is a Boolean and is True, `fun` is
107
+ assumed to return a tuple ``(f, g)`` containing the objective
108
+ function and the gradient.
109
+ Methods 'Newton-CG', 'trust-ncg', 'dogleg', 'trust-exact', and
110
+ 'trust-krylov' require that either a callable be supplied, or that
111
+ `fun` return the objective and gradient.
112
+ If None or False, the gradient will be estimated using 2-point finite
113
+ difference estimation with an absolute step size.
114
+ Alternatively, the keywords {'2-point', '3-point', 'cs'} can be used
115
+ to select a finite difference scheme for numerical estimation of the
116
+ gradient with a relative step size. These finite difference schemes
117
+ obey any specified `bounds`.
118
+ hess : {callable, '2-point', '3-point', 'cs', HessianUpdateStrategy}, optional
119
+ Method for computing the Hessian matrix. Only for Newton-CG, dogleg,
120
+ trust-ncg, trust-krylov, trust-exact and trust-constr.
121
+ If it is callable, it should return the Hessian matrix:
122
+
123
+ ``hess(x, *args) -> {LinearOperator, spmatrix, array}, (n, n)``
124
+
125
+ where ``x`` is a (n,) ndarray and ``args`` is a tuple with the fixed
126
+ parameters.
127
+ The keywords {'2-point', '3-point', 'cs'} can also be used to select
128
+ a finite difference scheme for numerical estimation of the hessian.
129
+ Alternatively, objects implementing the `HessianUpdateStrategy`
130
+ interface can be used to approximate the Hessian. Available
131
+ quasi-Newton methods implementing this interface are:
132
+
133
+ - `BFGS`;
134
+ - `SR1`.
135
+
136
+ Not all of the options are available for each of the methods; for
137
+ availability refer to the notes.
138
+ hessp : callable, optional
139
+ Hessian of objective function times an arbitrary vector p. Only for
140
+ Newton-CG, trust-ncg, trust-krylov, trust-constr.
141
+ Only one of `hessp` or `hess` needs to be given. If `hess` is
142
+ provided, then `hessp` will be ignored. `hessp` must compute the
143
+ Hessian times an arbitrary vector:
144
+
145
+ ``hessp(x, p, *args) -> ndarray shape (n,)``
146
+
147
+ where ``x`` is a (n,) ndarray, ``p`` is an arbitrary vector with
148
+ dimension (n,) and ``args`` is a tuple with the fixed
149
+ parameters.
150
+ bounds : sequence or `Bounds`, optional
151
+ Bounds on variables for Nelder-Mead, L-BFGS-B, TNC, SLSQP, Powell,
152
+ trust-constr, COBYLA, and COBYQA methods. There are two ways to specify
153
+ the bounds:
154
+
155
+ 1. Instance of `Bounds` class.
156
+ 2. Sequence of ``(min, max)`` pairs for each element in `x`. None
157
+ is used to specify no bound.
158
+
159
+ constraints : {Constraint, dict} or List of {Constraint, dict}, optional
160
+ Constraints definition. Only for COBYLA, COBYQA, SLSQP and trust-constr.
161
+
162
+ Constraints for 'trust-constr' and 'cobyqa' are defined as a single object
163
+ or a list of objects specifying constraints to the optimization problem.
164
+ Available constraints are:
165
+
166
+ - `LinearConstraint`
167
+ - `NonlinearConstraint`
168
+
169
+ Constraints for COBYLA, SLSQP are defined as a list of dictionaries.
170
+ Each dictionary with fields:
171
+
172
+ type : str
173
+ Constraint type: 'eq' for equality, 'ineq' for inequality.
174
+ fun : callable
175
+ The function defining the constraint.
176
+ jac : callable, optional
177
+ The Jacobian of `fun` (only for SLSQP).
178
+ args : sequence, optional
179
+ Extra arguments to be passed to the function and Jacobian.
180
+
181
+ Equality constraint means that the constraint function result is to
182
+ be zero whereas inequality means that it is to be non-negative.
183
+ Note that COBYLA only supports inequality constraints.
184
+
185
+ tol : float, optional
186
+ Tolerance for termination. When `tol` is specified, the selected
187
+ minimization algorithm sets some relevant solver-specific tolerance(s)
188
+ equal to `tol`. For detailed control, use solver-specific
189
+ options.
190
+ options : dict, optional
191
+ A dictionary of solver options. All methods except `TNC` accept the
192
+ following generic options:
193
+
194
+ maxiter : int
195
+ Maximum number of iterations to perform. Depending on the
196
+ method each iteration may use several function evaluations.
197
+
198
+ For `TNC` use `maxfun` instead of `maxiter`.
199
+ disp : bool
200
+ Set to True to print convergence messages.
201
+
202
+ For method-specific options, see :func:`show_options()`.
203
+ callback : callable, optional
204
+ A callable called after each iteration.
205
+
206
+ All methods except TNC, SLSQP, and COBYLA support a callable with
207
+ the signature:
208
+
209
+ ``callback(intermediate_result: OptimizeResult)``
210
+
211
+ where ``intermediate_result`` is a keyword parameter containing an
212
+ `OptimizeResult` with attributes ``x`` and ``fun``, the present values
213
+ of the parameter vector and objective function. Note that the name
214
+ of the parameter must be ``intermediate_result`` for the callback
215
+ to be passed an `OptimizeResult`. These methods will also terminate if
216
+ the callback raises ``StopIteration``.
217
+
218
+ All methods except trust-constr (also) support a signature like:
219
+
220
+ ``callback(xk)``
221
+
222
+ where ``xk`` is the current parameter vector.
223
+
224
+ Introspection is used to determine which of the signatures above to
225
+ invoke.
226
+
227
+ Returns
228
+ -------
229
+ res : OptimizeResult
230
+ The optimization result represented as a ``OptimizeResult`` object.
231
+ Important attributes are: ``x`` the solution array, ``success`` a
232
+ Boolean flag indicating if the optimizer exited successfully and
233
+ ``message`` which describes the cause of the termination. See
234
+ `OptimizeResult` for a description of other attributes.
235
+
236
+ See also
237
+ --------
238
+ minimize_scalar : Interface to minimization algorithms for scalar
239
+ univariate functions
240
+ show_options : Additional options accepted by the solvers
241
+
242
+ Notes
243
+ -----
244
+ This section describes the available solvers that can be selected by the
245
+ 'method' parameter. The default method is *BFGS*.
246
+
247
+ **Unconstrained minimization**
248
+
249
+ Method :ref:`CG <optimize.minimize-cg>` uses a nonlinear conjugate
250
+ gradient algorithm by Polak and Ribiere, a variant of the
251
+ Fletcher-Reeves method described in [5]_ pp.120-122. Only the
252
+ first derivatives are used.
253
+
254
+ Method :ref:`BFGS <optimize.minimize-bfgs>` uses the quasi-Newton
255
+ method of Broyden, Fletcher, Goldfarb, and Shanno (BFGS) [5]_
256
+ pp. 136. It uses the first derivatives only. BFGS has proven good
257
+ performance even for non-smooth optimizations. This method also
258
+ returns an approximation of the Hessian inverse, stored as
259
+ `hess_inv` in the OptimizeResult object.
260
+
261
+ Method :ref:`Newton-CG <optimize.minimize-newtoncg>` uses a
262
+ Newton-CG algorithm [5]_ pp. 168 (also known as the truncated
263
+ Newton method). It uses a CG method to the compute the search
264
+ direction. See also *TNC* method for a box-constrained
265
+ minimization with a similar algorithm. Suitable for large-scale
266
+ problems.
267
+
268
+ Method :ref:`dogleg <optimize.minimize-dogleg>` uses the dog-leg
269
+ trust-region algorithm [5]_ for unconstrained minimization. This
270
+ algorithm requires the gradient and Hessian; furthermore the
271
+ Hessian is required to be positive definite.
272
+
273
+ Method :ref:`trust-ncg <optimize.minimize-trustncg>` uses the
274
+ Newton conjugate gradient trust-region algorithm [5]_ for
275
+ unconstrained minimization. This algorithm requires the gradient
276
+ and either the Hessian or a function that computes the product of
277
+ the Hessian with a given vector. Suitable for large-scale problems.
278
+
279
+ Method :ref:`trust-krylov <optimize.minimize-trustkrylov>` uses
280
+ the Newton GLTR trust-region algorithm [14]_, [15]_ for unconstrained
281
+ minimization. This algorithm requires the gradient
282
+ and either the Hessian or a function that computes the product of
283
+ the Hessian with a given vector. Suitable for large-scale problems.
284
+ On indefinite problems it requires usually less iterations than the
285
+ `trust-ncg` method and is recommended for medium and large-scale problems.
286
+
287
+ Method :ref:`trust-exact <optimize.minimize-trustexact>`
288
+ is a trust-region method for unconstrained minimization in which
289
+ quadratic subproblems are solved almost exactly [13]_. This
290
+ algorithm requires the gradient and the Hessian (which is
291
+ *not* required to be positive definite). It is, in many
292
+ situations, the Newton method to converge in fewer iterations
293
+ and the most recommended for small and medium-size problems.
294
+
295
+ **Bound-Constrained minimization**
296
+
297
+ Method :ref:`Nelder-Mead <optimize.minimize-neldermead>` uses the
298
+ Simplex algorithm [1]_, [2]_. This algorithm is robust in many
299
+ applications. However, if numerical computation of derivative can be
300
+ trusted, other algorithms using the first and/or second derivatives
301
+ information might be preferred for their better performance in
302
+ general.
303
+
304
+ Method :ref:`L-BFGS-B <optimize.minimize-lbfgsb>` uses the L-BFGS-B
305
+ algorithm [6]_, [7]_ for bound constrained minimization.
306
+
307
+ Method :ref:`Powell <optimize.minimize-powell>` is a modification
308
+ of Powell's method [3]_, [4]_ which is a conjugate direction
309
+ method. It performs sequential one-dimensional minimizations along
310
+ each vector of the directions set (`direc` field in `options` and
311
+ `info`), which is updated at each iteration of the main
312
+ minimization loop. The function need not be differentiable, and no
313
+ derivatives are taken. If bounds are not provided, then an
314
+ unbounded line search will be used. If bounds are provided and
315
+ the initial guess is within the bounds, then every function
316
+ evaluation throughout the minimization procedure will be within
317
+ the bounds. If bounds are provided, the initial guess is outside
318
+ the bounds, and `direc` is full rank (default has full rank), then
319
+ some function evaluations during the first iteration may be
320
+ outside the bounds, but every function evaluation after the first
321
+ iteration will be within the bounds. If `direc` is not full rank,
322
+ then some parameters may not be optimized and the solution is not
323
+ guaranteed to be within the bounds.
324
+
325
+ Method :ref:`TNC <optimize.minimize-tnc>` uses a truncated Newton
326
+ algorithm [5]_, [8]_ to minimize a function with variables subject
327
+ to bounds. This algorithm uses gradient information; it is also
328
+ called Newton Conjugate-Gradient. It differs from the *Newton-CG*
329
+ method described above as it wraps a C implementation and allows
330
+ each variable to be given upper and lower bounds.
331
+
332
+ **Constrained Minimization**
333
+
334
+ Method :ref:`COBYLA <optimize.minimize-cobyla>` uses the
335
+ Constrained Optimization BY Linear Approximation (COBYLA) method
336
+ [9]_, [10]_, [11]_. The algorithm is based on linear
337
+ approximations to the objective function and each constraint. The
338
+ method wraps a FORTRAN implementation of the algorithm. The
339
+ constraints functions 'fun' may return either a single number
340
+ or an array or list of numbers.
341
+
342
+ Method :ref:`COBYQA <optimize.minimize-cobyqa>` uses the Constrained
343
+ Optimization BY Quadratic Approximations (COBYQA) method [18]_. The
344
+ algorithm is a derivative-free trust-region SQP method based on quadratic
345
+ approximations to the objective function and each nonlinear constraint. The
346
+ bounds are treated as unrelaxable constraints, in the sense that the
347
+ algorithm always respects them throughout the optimization process.
348
+
349
+ Method :ref:`SLSQP <optimize.minimize-slsqp>` uses Sequential
350
+ Least SQuares Programming to minimize a function of several
351
+ variables with any combination of bounds, equality and inequality
352
+ constraints. The method wraps the SLSQP Optimization subroutine
353
+ originally implemented by Dieter Kraft [12]_. Note that the
354
+ wrapper handles infinite values in bounds by converting them into
355
+ large floating values.
356
+
357
+ Method :ref:`trust-constr <optimize.minimize-trustconstr>` is a
358
+ trust-region algorithm for constrained optimization. It switches
359
+ between two implementations depending on the problem definition.
360
+ It is the most versatile constrained minimization algorithm
361
+ implemented in SciPy and the most appropriate for large-scale problems.
362
+ For equality constrained problems it is an implementation of Byrd-Omojokun
363
+ Trust-Region SQP method described in [17]_ and in [5]_, p. 549. When
364
+ inequality constraints are imposed as well, it switches to the trust-region
365
+ interior point method described in [16]_. This interior point algorithm,
366
+ in turn, solves inequality constraints by introducing slack variables
367
+ and solving a sequence of equality-constrained barrier problems
368
+ for progressively smaller values of the barrier parameter.
369
+ The previously described equality constrained SQP method is
370
+ used to solve the subproblems with increasing levels of accuracy
371
+ as the iterate gets closer to a solution.
372
+
373
+ **Finite-Difference Options**
374
+
375
+ For Method :ref:`trust-constr <optimize.minimize-trustconstr>`
376
+ the gradient and the Hessian may be approximated using
377
+ three finite-difference schemes: {'2-point', '3-point', 'cs'}.
378
+ The scheme 'cs' is, potentially, the most accurate but it
379
+ requires the function to correctly handle complex inputs and to
380
+ be differentiable in the complex plane. The scheme '3-point' is more
381
+ accurate than '2-point' but requires twice as many operations. If the
382
+ gradient is estimated via finite-differences the Hessian must be
383
+ estimated using one of the quasi-Newton strategies.
384
+
385
+ **Method specific options for the** `hess` **keyword**
386
+
387
+ +--------------+------+----------+-------------------------+-----+
388
+ | method/Hess | None | callable | '2-point/'3-point'/'cs' | HUS |
389
+ +==============+======+==========+=========================+=====+
390
+ | Newton-CG | x | (n, n) | x | x |
391
+ | | | LO | | |
392
+ +--------------+------+----------+-------------------------+-----+
393
+ | dogleg | | (n, n) | | |
394
+ +--------------+------+----------+-------------------------+-----+
395
+ | trust-ncg | | (n, n) | x | x |
396
+ +--------------+------+----------+-------------------------+-----+
397
+ | trust-krylov | | (n, n) | x | x |
398
+ +--------------+------+----------+-------------------------+-----+
399
+ | trust-exact | | (n, n) | | |
400
+ +--------------+------+----------+-------------------------+-----+
401
+ | trust-constr | x | (n, n) | x | x |
402
+ | | | LO | | |
403
+ | | | sp | | |
404
+ +--------------+------+----------+-------------------------+-----+
405
+
406
+ where LO=LinearOperator, sp=Sparse matrix, HUS=HessianUpdateStrategy
407
+
408
+ **Custom minimizers**
409
+
410
+ It may be useful to pass a custom minimization method, for example
411
+ when using a frontend to this method such as `scipy.optimize.basinhopping`
412
+ or a different library. You can simply pass a callable as the ``method``
413
+ parameter.
414
+
415
+ The callable is called as ``method(fun, x0, args, **kwargs, **options)``
416
+ where ``kwargs`` corresponds to any other parameters passed to `minimize`
417
+ (such as `callback`, `hess`, etc.), except the `options` dict, which has
418
+ its contents also passed as `method` parameters pair by pair. Also, if
419
+ `jac` has been passed as a bool type, `jac` and `fun` are mangled so that
420
+ `fun` returns just the function values and `jac` is converted to a function
421
+ returning the Jacobian. The method shall return an `OptimizeResult`
422
+ object.
423
+
424
+ The provided `method` callable must be able to accept (and possibly ignore)
425
+ arbitrary parameters; the set of parameters accepted by `minimize` may
426
+ expand in future versions and then these parameters will be passed to
427
+ the method. You can find an example in the scipy.optimize tutorial.
428
+
429
+ References
430
+ ----------
431
+ .. [1] Nelder, J A, and R Mead. 1965. A Simplex Method for Function
432
+ Minimization. The Computer Journal 7: 308-13.
433
+ .. [2] Wright M H. 1996. Direct search methods: Once scorned, now
434
+ respectable, in Numerical Analysis 1995: Proceedings of the 1995
435
+ Dundee Biennial Conference in Numerical Analysis (Eds. D F
436
+ Griffiths and G A Watson). Addison Wesley Longman, Harlow, UK.
437
+ 191-208.
438
+ .. [3] Powell, M J D. 1964. An efficient method for finding the minimum of
439
+ a function of several variables without calculating derivatives. The
440
+ Computer Journal 7: 155-162.
441
+ .. [4] Press W, S A Teukolsky, W T Vetterling and B P Flannery.
442
+ Numerical Recipes (any edition), Cambridge University Press.
443
+ .. [5] Nocedal, J, and S J Wright. 2006. Numerical Optimization.
444
+ Springer New York.
445
+ .. [6] Byrd, R H and P Lu and J. Nocedal. 1995. A Limited Memory
446
+ Algorithm for Bound Constrained Optimization. SIAM Journal on
447
+ Scientific and Statistical Computing 16 (5): 1190-1208.
448
+ .. [7] Zhu, C and R H Byrd and J Nocedal. 1997. L-BFGS-B: Algorithm
449
+ 778: L-BFGS-B, FORTRAN routines for large scale bound constrained
450
+ optimization. ACM Transactions on Mathematical Software 23 (4):
451
+ 550-560.
452
+ .. [8] Nash, S G. Newton-Type Minimization Via the Lanczos Method.
453
+ 1984. SIAM Journal of Numerical Analysis 21: 770-778.
454
+ .. [9] Powell, M J D. A direct search optimization method that models
455
+ the objective and constraint functions by linear interpolation.
456
+ 1994. Advances in Optimization and Numerical Analysis, eds. S. Gomez
457
+ and J-P Hennart, Kluwer Academic (Dordrecht), 51-67.
458
+ .. [10] Powell M J D. Direct search algorithms for optimization
459
+ calculations. 1998. Acta Numerica 7: 287-336.
460
+ .. [11] Powell M J D. A view of algorithms for optimization without
461
+ derivatives. 2007.Cambridge University Technical Report DAMTP
462
+ 2007/NA03
463
+ .. [12] Kraft, D. A software package for sequential quadratic
464
+ programming. 1988. Tech. Rep. DFVLR-FB 88-28, DLR German Aerospace
465
+ Center -- Institute for Flight Mechanics, Koln, Germany.
466
+ .. [13] Conn, A. R., Gould, N. I., and Toint, P. L.
467
+ Trust region methods. 2000. Siam. pp. 169-200.
468
+ .. [14] F. Lenders, C. Kirches, A. Potschka: "trlib: A vector-free
469
+ implementation of the GLTR method for iterative solution of
470
+ the trust region problem", :arxiv:`1611.04718`
471
+ .. [15] N. Gould, S. Lucidi, M. Roma, P. Toint: "Solving the
472
+ Trust-Region Subproblem using the Lanczos Method",
473
+ SIAM J. Optim., 9(2), 504--525, (1999).
474
+ .. [16] Byrd, Richard H., Mary E. Hribar, and Jorge Nocedal. 1999.
475
+ An interior point algorithm for large-scale nonlinear programming.
476
+ SIAM Journal on Optimization 9.4: 877-900.
477
+ .. [17] Lalee, Marucha, Jorge Nocedal, and Todd Plantega. 1998. On the
478
+ implementation of an algorithm for large-scale equality constrained
479
+ optimization. SIAM Journal on Optimization 8.3: 682-706.
480
+ .. [18] Ragonneau, T. M. *Model-Based Derivative-Free Optimization Methods
481
+ and Software*. PhD thesis, Department of Applied Mathematics, The Hong
482
+ Kong Polytechnic University, Hong Kong, China, 2022. URL:
483
+ https://theses.lib.polyu.edu.hk/handle/200/12294.
484
+
485
+ Examples
486
+ --------
487
+ Let us consider the problem of minimizing the Rosenbrock function. This
488
+ function (and its respective derivatives) is implemented in `rosen`
489
+ (resp. `rosen_der`, `rosen_hess`) in the `scipy.optimize`.
490
+
491
+ >>> from scipy.optimize import minimize, rosen, rosen_der
492
+
493
+ A simple application of the *Nelder-Mead* method is:
494
+
495
+ >>> x0 = [1.3, 0.7, 0.8, 1.9, 1.2]
496
+ >>> res = minimize(rosen, x0, method='Nelder-Mead', tol=1e-6)
497
+ >>> res.x
498
+ array([ 1., 1., 1., 1., 1.])
499
+
500
+ Now using the *BFGS* algorithm, using the first derivative and a few
501
+ options:
502
+
503
+ >>> res = minimize(rosen, x0, method='BFGS', jac=rosen_der,
504
+ ... options={'gtol': 1e-6, 'disp': True})
505
+ Optimization terminated successfully.
506
+ Current function value: 0.000000
507
+ Iterations: 26
508
+ Function evaluations: 31
509
+ Gradient evaluations: 31
510
+ >>> res.x
511
+ array([ 1., 1., 1., 1., 1.])
512
+ >>> print(res.message)
513
+ Optimization terminated successfully.
514
+ >>> res.hess_inv
515
+ array([
516
+ [ 0.00749589, 0.01255155, 0.02396251, 0.04750988, 0.09495377], # may vary
517
+ [ 0.01255155, 0.02510441, 0.04794055, 0.09502834, 0.18996269],
518
+ [ 0.02396251, 0.04794055, 0.09631614, 0.19092151, 0.38165151],
519
+ [ 0.04750988, 0.09502834, 0.19092151, 0.38341252, 0.7664427 ],
520
+ [ 0.09495377, 0.18996269, 0.38165151, 0.7664427, 1.53713523]
521
+ ])
522
+
523
+
524
+ Next, consider a minimization problem with several constraints (namely
525
+ Example 16.4 from [5]_). The objective function is:
526
+
527
+ >>> fun = lambda x: (x[0] - 1)**2 + (x[1] - 2.5)**2
528
+
529
+ There are three constraints defined as:
530
+
531
+ >>> cons = ({'type': 'ineq', 'fun': lambda x: x[0] - 2 * x[1] + 2},
532
+ ... {'type': 'ineq', 'fun': lambda x: -x[0] - 2 * x[1] + 6},
533
+ ... {'type': 'ineq', 'fun': lambda x: -x[0] + 2 * x[1] + 2})
534
+
535
+ And variables must be positive, hence the following bounds:
536
+
537
+ >>> bnds = ((0, None), (0, None))
538
+
539
+ The optimization problem is solved using the SLSQP method as:
540
+
541
+ >>> res = minimize(fun, (2, 0), method='SLSQP', bounds=bnds,
542
+ ... constraints=cons)
543
+
544
+ It should converge to the theoretical solution (1.4 ,1.7).
545
+
546
+ """
547
+ x0 = np.atleast_1d(np.asarray(x0))
548
+
549
+ if x0.ndim != 1:
550
+ raise ValueError("'x0' must only have one dimension.")
551
+
552
+ if x0.dtype.kind in np.typecodes["AllInteger"]:
553
+ x0 = np.asarray(x0, dtype=float)
554
+
555
+ if not isinstance(args, tuple):
556
+ args = (args,)
557
+
558
+ if method is None:
559
+ # Select automatically
560
+ if constraints:
561
+ method = 'SLSQP'
562
+ elif bounds is not None:
563
+ method = 'L-BFGS-B'
564
+ else:
565
+ method = 'BFGS'
566
+
567
+ if callable(method):
568
+ meth = "_custom"
569
+ else:
570
+ meth = method.lower()
571
+
572
+ if options is None:
573
+ options = {}
574
+ # check if optional parameters are supported by the selected method
575
+ # - jac
576
+ if meth in ('nelder-mead', 'powell', 'cobyla', 'cobyqa') and bool(jac):
577
+ warn('Method %s does not use gradient information (jac).' % method,
578
+ RuntimeWarning, stacklevel=2)
579
+ # - hess
580
+ if meth not in ('newton-cg', 'dogleg', 'trust-ncg', 'trust-constr',
581
+ 'trust-krylov', 'trust-exact', '_custom') and hess is not None:
582
+ warn('Method %s does not use Hessian information (hess).' % method,
583
+ RuntimeWarning, stacklevel=2)
584
+ # - hessp
585
+ if meth not in ('newton-cg', 'trust-ncg', 'trust-constr',
586
+ 'trust-krylov', '_custom') \
587
+ and hessp is not None:
588
+ warn('Method %s does not use Hessian-vector product '
589
+ 'information (hessp).' % method,
590
+ RuntimeWarning, stacklevel=2)
591
+ # - constraints or bounds
592
+ if (meth not in ('cobyla', 'cobyqa', 'slsqp', 'trust-constr', '_custom') and
593
+ np.any(constraints)):
594
+ warn('Method %s cannot handle constraints.' % method,
595
+ RuntimeWarning, stacklevel=2)
596
+ if meth not in (
597
+ 'nelder-mead', 'powell', 'l-bfgs-b', 'cobyla', 'cobyqa', 'slsqp',
598
+ 'tnc', 'trust-constr', '_custom') and bounds is not None:
599
+ warn('Method %s cannot handle bounds.' % method,
600
+ RuntimeWarning, stacklevel=2)
601
+ # - return_all
602
+ if (meth in ('l-bfgs-b', 'tnc', 'cobyla', 'cobyqa', 'slsqp') and
603
+ options.get('return_all', False)):
604
+ warn('Method %s does not support the return_all option.' % method,
605
+ RuntimeWarning, stacklevel=2)
606
+
607
+ # check gradient vector
608
+ if callable(jac):
609
+ pass
610
+ elif jac is True:
611
+ # fun returns func and grad
612
+ fun = MemoizeJac(fun)
613
+ jac = fun.derivative
614
+ elif (jac in FD_METHODS and
615
+ meth in ['trust-constr', 'bfgs', 'cg', 'l-bfgs-b', 'tnc', 'slsqp']):
616
+ # finite differences with relative step
617
+ pass
618
+ elif meth in ['trust-constr']:
619
+ # default jac calculation for this method
620
+ jac = '2-point'
621
+ elif jac is None or bool(jac) is False:
622
+ # this will cause e.g. LBFGS to use forward difference, absolute step
623
+ jac = None
624
+ else:
625
+ # default if jac option is not understood
626
+ jac = None
627
+
628
+ # set default tolerances
629
+ if tol is not None:
630
+ options = dict(options)
631
+ if meth == 'nelder-mead':
632
+ options.setdefault('xatol', tol)
633
+ options.setdefault('fatol', tol)
634
+ if meth in ('newton-cg', 'powell', 'tnc'):
635
+ options.setdefault('xtol', tol)
636
+ if meth in ('powell', 'l-bfgs-b', 'tnc', 'slsqp'):
637
+ options.setdefault('ftol', tol)
638
+ if meth in ('bfgs', 'cg', 'l-bfgs-b', 'tnc', 'dogleg',
639
+ 'trust-ncg', 'trust-exact', 'trust-krylov'):
640
+ options.setdefault('gtol', tol)
641
+ if meth in ('cobyla', '_custom'):
642
+ options.setdefault('tol', tol)
643
+ if meth == 'cobyqa':
644
+ options.setdefault('final_tr_radius', tol)
645
+ if meth == 'trust-constr':
646
+ options.setdefault('xtol', tol)
647
+ options.setdefault('gtol', tol)
648
+ options.setdefault('barrier_tol', tol)
649
+
650
+ if meth == '_custom':
651
+ # custom method called before bounds and constraints are 'standardised'
652
+ # custom method should be able to accept whatever bounds/constraints
653
+ # are provided to it.
654
+ return method(fun, x0, args=args, jac=jac, hess=hess, hessp=hessp,
655
+ bounds=bounds, constraints=constraints,
656
+ callback=callback, **options)
657
+
658
+ constraints = standardize_constraints(constraints, x0, meth)
659
+
660
+ remove_vars = False
661
+ if bounds is not None:
662
+ # convert to new-style bounds so we only have to consider one case
663
+ bounds = standardize_bounds(bounds, x0, 'new')
664
+ bounds = _validate_bounds(bounds, x0, meth)
665
+
666
+ if meth in {"tnc", "slsqp", "l-bfgs-b"}:
667
+ # These methods can't take the finite-difference derivatives they
668
+ # need when a variable is fixed by the bounds. To avoid this issue,
669
+ # remove fixed variables from the problem.
670
+ # NOTE: if this list is expanded, then be sure to update the
671
+ # accompanying tests and test_optimize.eb_data. Consider also if
672
+ # default OptimizeResult will need updating.
673
+
674
+ # determine whether any variables are fixed
675
+ i_fixed = (bounds.lb == bounds.ub)
676
+
677
+ if np.all(i_fixed):
678
+ # all the parameters are fixed, a minimizer is not able to do
679
+ # anything
680
+ return _optimize_result_for_equal_bounds(
681
+ fun, bounds, meth, args=args, constraints=constraints
682
+ )
683
+
684
+ # determine whether finite differences are needed for any grad/jac
685
+ fd_needed = (not callable(jac))
686
+ for con in constraints:
687
+ if not callable(con.get('jac', None)):
688
+ fd_needed = True
689
+
690
+ # If finite differences are ever used, remove all fixed variables
691
+ # Always remove fixed variables for TNC; see gh-14565
692
+ remove_vars = i_fixed.any() and (fd_needed or meth == "tnc")
693
+ if remove_vars:
694
+ x_fixed = (bounds.lb)[i_fixed]
695
+ x0 = x0[~i_fixed]
696
+ bounds = _remove_from_bounds(bounds, i_fixed)
697
+ fun = _remove_from_func(fun, i_fixed, x_fixed)
698
+ if callable(callback):
699
+ callback = _remove_from_func(callback, i_fixed, x_fixed)
700
+ if callable(jac):
701
+ jac = _remove_from_func(jac, i_fixed, x_fixed, remove=1)
702
+
703
+ # make a copy of the constraints so the user's version doesn't
704
+ # get changed. (Shallow copy is ok)
705
+ constraints = [con.copy() for con in constraints]
706
+ for con in constraints: # yes, guaranteed to be a list
707
+ con['fun'] = _remove_from_func(con['fun'], i_fixed,
708
+ x_fixed, min_dim=1,
709
+ remove=0)
710
+ if callable(con.get('jac', None)):
711
+ con['jac'] = _remove_from_func(con['jac'], i_fixed,
712
+ x_fixed, min_dim=2,
713
+ remove=1)
714
+ bounds = standardize_bounds(bounds, x0, meth)
715
+
716
+ callback = _wrap_callback(callback, meth)
717
+
718
+ if meth == 'nelder-mead':
719
+ res = _minimize_neldermead(fun, x0, args, callback, bounds=bounds,
720
+ **options)
721
+ elif meth == 'powell':
722
+ res = _minimize_powell(fun, x0, args, callback, bounds, **options)
723
+ elif meth == 'cg':
724
+ res = _minimize_cg(fun, x0, args, jac, callback, **options)
725
+ elif meth == 'bfgs':
726
+ res = _minimize_bfgs(fun, x0, args, jac, callback, **options)
727
+ elif meth == 'newton-cg':
728
+ res = _minimize_newtoncg(fun, x0, args, jac, hess, hessp, callback,
729
+ **options)
730
+ elif meth == 'l-bfgs-b':
731
+ res = _minimize_lbfgsb(fun, x0, args, jac, bounds,
732
+ callback=callback, **options)
733
+ elif meth == 'tnc':
734
+ res = _minimize_tnc(fun, x0, args, jac, bounds, callback=callback,
735
+ **options)
736
+ elif meth == 'cobyla':
737
+ res = _minimize_cobyla(fun, x0, args, constraints, callback=callback,
738
+ bounds=bounds, **options)
739
+ elif meth == 'cobyqa':
740
+ res = _minimize_cobyqa(fun, x0, args, bounds, constraints, callback,
741
+ **options)
742
+ elif meth == 'slsqp':
743
+ res = _minimize_slsqp(fun, x0, args, jac, bounds,
744
+ constraints, callback=callback, **options)
745
+ elif meth == 'trust-constr':
746
+ res = _minimize_trustregion_constr(fun, x0, args, jac, hess, hessp,
747
+ bounds, constraints,
748
+ callback=callback, **options)
749
+ elif meth == 'dogleg':
750
+ res = _minimize_dogleg(fun, x0, args, jac, hess,
751
+ callback=callback, **options)
752
+ elif meth == 'trust-ncg':
753
+ res = _minimize_trust_ncg(fun, x0, args, jac, hess, hessp,
754
+ callback=callback, **options)
755
+ elif meth == 'trust-krylov':
756
+ res = _minimize_trust_krylov(fun, x0, args, jac, hess, hessp,
757
+ callback=callback, **options)
758
+ elif meth == 'trust-exact':
759
+ res = _minimize_trustregion_exact(fun, x0, args, jac, hess,
760
+ callback=callback, **options)
761
+ else:
762
+ raise ValueError('Unknown solver %s' % method)
763
+
764
+ if remove_vars:
765
+ res.x = _add_to_array(res.x, i_fixed, x_fixed)
766
+ res.jac = _add_to_array(res.jac, i_fixed, np.nan)
767
+ if "hess_inv" in res:
768
+ res.hess_inv = None # unknown
769
+
770
+ if getattr(callback, 'stop_iteration', False):
771
+ res.success = False
772
+ res.status = 99
773
+ res.message = "`callback` raised `StopIteration`."
774
+
775
+ return res
776
+
777
+
778
+ def minimize_scalar(fun, bracket=None, bounds=None, args=(),
779
+ method=None, tol=None, options=None):
780
+ """Local minimization of scalar function of one variable.
781
+
782
+ Parameters
783
+ ----------
784
+ fun : callable
785
+ Objective function.
786
+ Scalar function, must return a scalar.
787
+ bracket : sequence, optional
788
+ For methods 'brent' and 'golden', `bracket` defines the bracketing
789
+ interval and is required.
790
+ Either a triple ``(xa, xb, xc)`` satisfying ``xa < xb < xc`` and
791
+ ``func(xb) < func(xa) and func(xb) < func(xc)``, or a pair
792
+ ``(xa, xb)`` to be used as initial points for a downhill bracket search
793
+ (see `scipy.optimize.bracket`).
794
+ The minimizer ``res.x`` will not necessarily satisfy
795
+ ``xa <= res.x <= xb``.
796
+ bounds : sequence, optional
797
+ For method 'bounded', `bounds` is mandatory and must have two finite
798
+ items corresponding to the optimization bounds.
799
+ args : tuple, optional
800
+ Extra arguments passed to the objective function.
801
+ method : str or callable, optional
802
+ Type of solver. Should be one of:
803
+
804
+ - :ref:`Brent <optimize.minimize_scalar-brent>`
805
+ - :ref:`Bounded <optimize.minimize_scalar-bounded>`
806
+ - :ref:`Golden <optimize.minimize_scalar-golden>`
807
+ - custom - a callable object (added in version 0.14.0), see below
808
+
809
+ Default is "Bounded" if bounds are provided and "Brent" otherwise.
810
+ See the 'Notes' section for details of each solver.
811
+
812
+ tol : float, optional
813
+ Tolerance for termination. For detailed control, use solver-specific
814
+ options.
815
+ options : dict, optional
816
+ A dictionary of solver options.
817
+
818
+ maxiter : int
819
+ Maximum number of iterations to perform.
820
+ disp : bool
821
+ Set to True to print convergence messages.
822
+
823
+ See :func:`show_options()` for solver-specific options.
824
+
825
+ Returns
826
+ -------
827
+ res : OptimizeResult
828
+ The optimization result represented as a ``OptimizeResult`` object.
829
+ Important attributes are: ``x`` the solution array, ``success`` a
830
+ Boolean flag indicating if the optimizer exited successfully and
831
+ ``message`` which describes the cause of the termination. See
832
+ `OptimizeResult` for a description of other attributes.
833
+
834
+ See also
835
+ --------
836
+ minimize : Interface to minimization algorithms for scalar multivariate
837
+ functions
838
+ show_options : Additional options accepted by the solvers
839
+
840
+ Notes
841
+ -----
842
+ This section describes the available solvers that can be selected by the
843
+ 'method' parameter. The default method is the ``"Bounded"`` Brent method if
844
+ `bounds` are passed and unbounded ``"Brent"`` otherwise.
845
+
846
+ Method :ref:`Brent <optimize.minimize_scalar-brent>` uses Brent's
847
+ algorithm [1]_ to find a local minimum. The algorithm uses inverse
848
+ parabolic interpolation when possible to speed up convergence of
849
+ the golden section method.
850
+
851
+ Method :ref:`Golden <optimize.minimize_scalar-golden>` uses the
852
+ golden section search technique [1]_. It uses analog of the bisection
853
+ method to decrease the bracketed interval. It is usually
854
+ preferable to use the *Brent* method.
855
+
856
+ Method :ref:`Bounded <optimize.minimize_scalar-bounded>` can
857
+ perform bounded minimization [2]_ [3]_. It uses the Brent method to find a
858
+ local minimum in the interval x1 < xopt < x2.
859
+
860
+ Note that the Brent and Golden methods do not guarantee success unless a
861
+ valid ``bracket`` triple is provided. If a three-point bracket cannot be
862
+ found, consider `scipy.optimize.minimize`. Also, all methods are intended
863
+ only for local minimization. When the function of interest has more than
864
+ one local minimum, consider :ref:`global_optimization`.
865
+
866
+ **Custom minimizers**
867
+
868
+ It may be useful to pass a custom minimization method, for example
869
+ when using some library frontend to minimize_scalar. You can simply
870
+ pass a callable as the ``method`` parameter.
871
+
872
+ The callable is called as ``method(fun, args, **kwargs, **options)``
873
+ where ``kwargs`` corresponds to any other parameters passed to `minimize`
874
+ (such as `bracket`, `tol`, etc.), except the `options` dict, which has
875
+ its contents also passed as `method` parameters pair by pair. The method
876
+ shall return an `OptimizeResult` object.
877
+
878
+ The provided `method` callable must be able to accept (and possibly ignore)
879
+ arbitrary parameters; the set of parameters accepted by `minimize` may
880
+ expand in future versions and then these parameters will be passed to
881
+ the method. You can find an example in the scipy.optimize tutorial.
882
+
883
+ .. versionadded:: 0.11.0
884
+
885
+ References
886
+ ----------
887
+ .. [1] Press, W., S.A. Teukolsky, W.T. Vetterling, and B.P. Flannery.
888
+ Numerical Recipes in C. Cambridge University Press.
889
+ .. [2] Forsythe, G.E., M. A. Malcolm, and C. B. Moler. "Computer Methods
890
+ for Mathematical Computations." Prentice-Hall Series in Automatic
891
+ Computation 259 (1977).
892
+ .. [3] Brent, Richard P. Algorithms for Minimization Without Derivatives.
893
+ Courier Corporation, 2013.
894
+
895
+ Examples
896
+ --------
897
+ Consider the problem of minimizing the following function.
898
+
899
+ >>> def f(x):
900
+ ... return (x - 2) * x * (x + 2)**2
901
+
902
+ Using the *Brent* method, we find the local minimum as:
903
+
904
+ >>> from scipy.optimize import minimize_scalar
905
+ >>> res = minimize_scalar(f)
906
+ >>> res.fun
907
+ -9.9149495908
908
+
909
+ The minimizer is:
910
+
911
+ >>> res.x
912
+ 1.28077640403
913
+
914
+ Using the *Bounded* method, we find a local minimum with specified
915
+ bounds as:
916
+
917
+ >>> res = minimize_scalar(f, bounds=(-3, -1), method='bounded')
918
+ >>> res.fun # minimum
919
+ 3.28365179850e-13
920
+ >>> res.x # minimizer
921
+ -2.0000002026
922
+
923
+ """
924
+ if not isinstance(args, tuple):
925
+ args = (args,)
926
+
927
+ if callable(method):
928
+ meth = "_custom"
929
+ elif method is None:
930
+ meth = 'brent' if bounds is None else 'bounded'
931
+ else:
932
+ meth = method.lower()
933
+ if options is None:
934
+ options = {}
935
+
936
+ if bounds is not None and meth in {'brent', 'golden'}:
937
+ message = f"Use of `bounds` is incompatible with 'method={method}'."
938
+ raise ValueError(message)
939
+
940
+ if tol is not None:
941
+ options = dict(options)
942
+ if meth == 'bounded' and 'xatol' not in options:
943
+ warn("Method 'bounded' does not support relative tolerance in x; "
944
+ "defaulting to absolute tolerance.",
945
+ RuntimeWarning, stacklevel=2)
946
+ options['xatol'] = tol
947
+ elif meth == '_custom':
948
+ options.setdefault('tol', tol)
949
+ else:
950
+ options.setdefault('xtol', tol)
951
+
952
+ # replace boolean "disp" option, if specified, by an integer value.
953
+ disp = options.get('disp')
954
+ if isinstance(disp, bool):
955
+ options['disp'] = 2 * int(disp)
956
+
957
+ if meth == '_custom':
958
+ res = method(fun, args=args, bracket=bracket, bounds=bounds, **options)
959
+ elif meth == 'brent':
960
+ res = _recover_from_bracket_error(_minimize_scalar_brent,
961
+ fun, bracket, args, **options)
962
+ elif meth == 'bounded':
963
+ if bounds is None:
964
+ raise ValueError('The `bounds` parameter is mandatory for '
965
+ 'method `bounded`.')
966
+ res = _minimize_scalar_bounded(fun, bounds, args, **options)
967
+ elif meth == 'golden':
968
+ res = _recover_from_bracket_error(_minimize_scalar_golden,
969
+ fun, bracket, args, **options)
970
+ else:
971
+ raise ValueError('Unknown solver %s' % method)
972
+
973
+ # gh-16196 reported inconsistencies in the output shape of `res.x`. While
974
+ # fixing this, future-proof it for when the function is vectorized:
975
+ # the shape of `res.x` should match that of `res.fun`.
976
+ res.fun = np.asarray(res.fun)[()]
977
+ res.x = np.reshape(res.x, res.fun.shape)[()]
978
+ return res
979
+
980
+
981
+ def _remove_from_bounds(bounds, i_fixed):
982
+ """Removes fixed variables from a `Bounds` instance"""
983
+ lb = bounds.lb[~i_fixed]
984
+ ub = bounds.ub[~i_fixed]
985
+ return Bounds(lb, ub) # don't mutate original Bounds object
986
+
987
+
988
+ def _remove_from_func(fun_in, i_fixed, x_fixed, min_dim=None, remove=0):
989
+ """Wraps a function such that fixed variables need not be passed in"""
990
+ def fun_out(x_in, *args, **kwargs):
991
+ x_out = np.zeros_like(i_fixed, dtype=x_in.dtype)
992
+ x_out[i_fixed] = x_fixed
993
+ x_out[~i_fixed] = x_in
994
+ y_out = fun_in(x_out, *args, **kwargs)
995
+ y_out = np.array(y_out)
996
+
997
+ if min_dim == 1:
998
+ y_out = np.atleast_1d(y_out)
999
+ elif min_dim == 2:
1000
+ y_out = np.atleast_2d(y_out)
1001
+
1002
+ if remove == 1:
1003
+ y_out = y_out[..., ~i_fixed]
1004
+ elif remove == 2:
1005
+ y_out = y_out[~i_fixed, ~i_fixed]
1006
+
1007
+ return y_out
1008
+ return fun_out
1009
+
1010
+
1011
+ def _add_to_array(x_in, i_fixed, x_fixed):
1012
+ """Adds fixed variables back to an array"""
1013
+ i_free = ~i_fixed
1014
+ if x_in.ndim == 2:
1015
+ i_free = i_free[:, None] @ i_free[None, :]
1016
+ x_out = np.zeros_like(i_free, dtype=x_in.dtype)
1017
+ x_out[~i_free] = x_fixed
1018
+ x_out[i_free] = x_in.ravel()
1019
+ return x_out
1020
+
1021
+
1022
+ def _validate_bounds(bounds, x0, meth):
1023
+ """Check that bounds are valid."""
1024
+
1025
+ msg = "An upper bound is less than the corresponding lower bound."
1026
+ if np.any(bounds.ub < bounds.lb):
1027
+ raise ValueError(msg)
1028
+
1029
+ msg = "The number of bounds is not compatible with the length of `x0`."
1030
+ try:
1031
+ bounds.lb = np.broadcast_to(bounds.lb, x0.shape)
1032
+ bounds.ub = np.broadcast_to(bounds.ub, x0.shape)
1033
+ except Exception as e:
1034
+ raise ValueError(msg) from e
1035
+
1036
+ return bounds
1037
+
1038
+ def standardize_bounds(bounds, x0, meth):
1039
+ """Converts bounds to the form required by the solver."""
1040
+ if meth in {'trust-constr', 'powell', 'nelder-mead', 'cobyla', 'cobyqa',
1041
+ 'new'}:
1042
+ if not isinstance(bounds, Bounds):
1043
+ lb, ub = old_bound_to_new(bounds)
1044
+ bounds = Bounds(lb, ub)
1045
+ elif meth in ('l-bfgs-b', 'tnc', 'slsqp', 'old'):
1046
+ if isinstance(bounds, Bounds):
1047
+ bounds = new_bounds_to_old(bounds.lb, bounds.ub, x0.shape[0])
1048
+ return bounds
1049
+
1050
+
1051
+ def standardize_constraints(constraints, x0, meth):
1052
+ """Converts constraints to the form required by the solver."""
1053
+ all_constraint_types = (NonlinearConstraint, LinearConstraint, dict)
1054
+ new_constraint_types = all_constraint_types[:-1]
1055
+ if constraints is None:
1056
+ constraints = []
1057
+ elif isinstance(constraints, all_constraint_types):
1058
+ constraints = [constraints]
1059
+ else:
1060
+ constraints = list(constraints) # ensure it's a mutable sequence
1061
+
1062
+ if meth in ['trust-constr', 'cobyqa', 'new']:
1063
+ for i, con in enumerate(constraints):
1064
+ if not isinstance(con, new_constraint_types):
1065
+ constraints[i] = old_constraint_to_new(i, con)
1066
+ else:
1067
+ # iterate over copy, changing original
1068
+ for i, con in enumerate(list(constraints)):
1069
+ if isinstance(con, new_constraint_types):
1070
+ old_constraints = new_constraint_to_old(con, x0)
1071
+ constraints[i] = old_constraints[0]
1072
+ constraints.extend(old_constraints[1:]) # appends 1 if present
1073
+
1074
+ return constraints
1075
+
1076
+
1077
+ def _optimize_result_for_equal_bounds(
1078
+ fun, bounds, method, args=(), constraints=()
1079
+ ):
1080
+ """
1081
+ Provides a default OptimizeResult for when a bounded minimization method
1082
+ has (lb == ub).all().
1083
+
1084
+ Parameters
1085
+ ----------
1086
+ fun: callable
1087
+ bounds: Bounds
1088
+ method: str
1089
+ constraints: Constraint
1090
+ """
1091
+ success = True
1092
+ message = 'All independent variables were fixed by bounds.'
1093
+
1094
+ # bounds is new-style
1095
+ x0 = bounds.lb
1096
+
1097
+ if constraints:
1098
+ message = ("All independent variables were fixed by bounds at values"
1099
+ " that satisfy the constraints.")
1100
+ constraints = standardize_constraints(constraints, x0, 'new')
1101
+
1102
+ maxcv = 0
1103
+ for c in constraints:
1104
+ pc = PreparedConstraint(c, x0)
1105
+ violation = pc.violation(x0)
1106
+ if np.sum(violation):
1107
+ maxcv = max(maxcv, np.max(violation))
1108
+ success = False
1109
+ message = (f"All independent variables were fixed by bounds, but "
1110
+ f"the independent variables do not satisfy the "
1111
+ f"constraints exactly. (Maximum violation: {maxcv}).")
1112
+
1113
+ return OptimizeResult(
1114
+ x=x0, fun=fun(x0, *args), success=success, message=message, nfev=1,
1115
+ njev=0, nhev=0,
1116
+ )
llava_next/lib/python3.10/site-packages/scipy/optimize/_minpack2.cpython-310-x86_64-linux-gnu.so ADDED
Binary file (61.1 kB). View file
 
llava_next/lib/python3.10/site-packages/scipy/optimize/_nnls.py ADDED
@@ -0,0 +1,164 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+ from scipy.linalg import solve, LinAlgWarning
3
+ import warnings
4
+
5
+ __all__ = ['nnls']
6
+
7
+
8
+ def nnls(A, b, maxiter=None, *, atol=None):
9
+ """
10
+ Solve ``argmin_x || Ax - b ||_2`` for ``x>=0``.
11
+
12
+ This problem, often called as NonNegative Least Squares, is a convex
13
+ optimization problem with convex constraints. It typically arises when
14
+ the ``x`` models quantities for which only nonnegative values are
15
+ attainable; weight of ingredients, component costs and so on.
16
+
17
+ Parameters
18
+ ----------
19
+ A : (m, n) ndarray
20
+ Coefficient array
21
+ b : (m,) ndarray, float
22
+ Right-hand side vector.
23
+ maxiter: int, optional
24
+ Maximum number of iterations, optional. Default value is ``3 * n``.
25
+ atol: float
26
+ Tolerance value used in the algorithm to assess closeness to zero in
27
+ the projected residual ``(A.T @ (A x - b)`` entries. Increasing this
28
+ value relaxes the solution constraints. A typical relaxation value can
29
+ be selected as ``max(m, n) * np.linalg.norm(a, 1) * np.spacing(1.)``.
30
+ This value is not set as default since the norm operation becomes
31
+ expensive for large problems hence can be used only when necessary.
32
+
33
+ Returns
34
+ -------
35
+ x : ndarray
36
+ Solution vector.
37
+ rnorm : float
38
+ The 2-norm of the residual, ``|| Ax-b ||_2``.
39
+
40
+ See Also
41
+ --------
42
+ lsq_linear : Linear least squares with bounds on the variables
43
+
44
+ Notes
45
+ -----
46
+ The code is based on [2]_ which is an improved version of the classical
47
+ algorithm of [1]_. It utilizes an active set method and solves the KKT
48
+ (Karush-Kuhn-Tucker) conditions for the non-negative least squares problem.
49
+
50
+ References
51
+ ----------
52
+ .. [1] : Lawson C., Hanson R.J., "Solving Least Squares Problems", SIAM,
53
+ 1995, :doi:`10.1137/1.9781611971217`
54
+ .. [2] : Bro, Rasmus and de Jong, Sijmen, "A Fast Non-Negativity-
55
+ Constrained Least Squares Algorithm", Journal Of Chemometrics, 1997,
56
+ :doi:`10.1002/(SICI)1099-128X(199709/10)11:5<393::AID-CEM483>3.0.CO;2-L`
57
+
58
+ Examples
59
+ --------
60
+ >>> import numpy as np
61
+ >>> from scipy.optimize import nnls
62
+ ...
63
+ >>> A = np.array([[1, 0], [1, 0], [0, 1]])
64
+ >>> b = np.array([2, 1, 1])
65
+ >>> nnls(A, b)
66
+ (array([1.5, 1. ]), 0.7071067811865475)
67
+
68
+ >>> b = np.array([-1, -1, -1])
69
+ >>> nnls(A, b)
70
+ (array([0., 0.]), 1.7320508075688772)
71
+
72
+ """
73
+
74
+ A = np.asarray_chkfinite(A)
75
+ b = np.asarray_chkfinite(b)
76
+
77
+ if len(A.shape) != 2:
78
+ raise ValueError("Expected a two-dimensional array (matrix)" +
79
+ f", but the shape of A is {A.shape}")
80
+ if len(b.shape) != 1:
81
+ raise ValueError("Expected a one-dimensional array (vector)" +
82
+ f", but the shape of b is {b.shape}")
83
+
84
+ m, n = A.shape
85
+
86
+ if m != b.shape[0]:
87
+ raise ValueError(
88
+ "Incompatible dimensions. The first dimension of " +
89
+ f"A is {m}, while the shape of b is {(b.shape[0], )}")
90
+
91
+ x, rnorm, mode = _nnls(A, b, maxiter, tol=atol)
92
+ if mode != 1:
93
+ raise RuntimeError("Maximum number of iterations reached.")
94
+
95
+ return x, rnorm
96
+
97
+
98
+ def _nnls(A, b, maxiter=None, tol=None):
99
+ """
100
+ This is a single RHS algorithm from ref [2] above. For multiple RHS
101
+ support, the algorithm is given in :doi:`10.1002/cem.889`
102
+ """
103
+ m, n = A.shape
104
+
105
+ AtA = A.T @ A
106
+ Atb = b @ A # Result is 1D - let NumPy figure it out
107
+
108
+ if not maxiter:
109
+ maxiter = 3*n
110
+ if tol is None:
111
+ tol = 10 * max(m, n) * np.spacing(1.)
112
+
113
+ # Initialize vars
114
+ x = np.zeros(n, dtype=np.float64)
115
+ s = np.zeros(n, dtype=np.float64)
116
+ # Inactive constraint switches
117
+ P = np.zeros(n, dtype=bool)
118
+
119
+ # Projected residual
120
+ w = Atb.copy().astype(np.float64) # x=0. Skip (-AtA @ x) term
121
+
122
+ # Overall iteration counter
123
+ # Outer loop is not counted, inner iter is counted across outer spins
124
+ iter = 0
125
+
126
+ while (not P.all()) and (w[~P] > tol).any(): # B
127
+ # Get the "most" active coeff index and move to inactive set
128
+ k = np.argmax(w * (~P)) # B.2
129
+ P[k] = True # B.3
130
+
131
+ # Iteration solution
132
+ s[:] = 0.
133
+ # B.4
134
+ with warnings.catch_warnings():
135
+ warnings.filterwarnings('ignore', message='Ill-conditioned matrix',
136
+ category=LinAlgWarning)
137
+ s[P] = solve(AtA[np.ix_(P, P)], Atb[P], assume_a='sym', check_finite=False)
138
+
139
+ # Inner loop
140
+ while (iter < maxiter) and (s[P].min() < 0): # C.1
141
+ iter += 1
142
+ inds = P * (s < 0)
143
+ alpha = (x[inds] / (x[inds] - s[inds])).min() # C.2
144
+ x *= (1 - alpha)
145
+ x += alpha*s
146
+ P[x <= tol] = False
147
+ with warnings.catch_warnings():
148
+ warnings.filterwarnings('ignore', message='Ill-conditioned matrix',
149
+ category=LinAlgWarning)
150
+ s[P] = solve(AtA[np.ix_(P, P)], Atb[P], assume_a='sym',
151
+ check_finite=False)
152
+ s[~P] = 0 # C.6
153
+
154
+ x[:] = s[:]
155
+ w[:] = Atb - AtA @ x
156
+
157
+ if iter == maxiter:
158
+ # Typically following line should return
159
+ # return x, np.linalg.norm(A@x - b), -1
160
+ # however at the top level, -1 raises an exception wasting norm
161
+ # Instead return dummy number 0.
162
+ return x, 0., -1
163
+
164
+ return x, np.linalg.norm(A@x - b), 1
llava_next/lib/python3.10/site-packages/scipy/optimize/_numdiff.py ADDED
@@ -0,0 +1,779 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Routines for numerical differentiation."""
2
+ import functools
3
+ import numpy as np
4
+ from numpy.linalg import norm
5
+
6
+ from scipy.sparse.linalg import LinearOperator
7
+ from ..sparse import issparse, csc_matrix, csr_matrix, coo_matrix, find
8
+ from ._group_columns import group_dense, group_sparse
9
+ from scipy._lib._array_api import atleast_nd, array_namespace
10
+
11
+
12
+ def _adjust_scheme_to_bounds(x0, h, num_steps, scheme, lb, ub):
13
+ """Adjust final difference scheme to the presence of bounds.
14
+
15
+ Parameters
16
+ ----------
17
+ x0 : ndarray, shape (n,)
18
+ Point at which we wish to estimate derivative.
19
+ h : ndarray, shape (n,)
20
+ Desired absolute finite difference steps.
21
+ num_steps : int
22
+ Number of `h` steps in one direction required to implement finite
23
+ difference scheme. For example, 2 means that we need to evaluate
24
+ f(x0 + 2 * h) or f(x0 - 2 * h)
25
+ scheme : {'1-sided', '2-sided'}
26
+ Whether steps in one or both directions are required. In other
27
+ words '1-sided' applies to forward and backward schemes, '2-sided'
28
+ applies to center schemes.
29
+ lb : ndarray, shape (n,)
30
+ Lower bounds on independent variables.
31
+ ub : ndarray, shape (n,)
32
+ Upper bounds on independent variables.
33
+
34
+ Returns
35
+ -------
36
+ h_adjusted : ndarray, shape (n,)
37
+ Adjusted absolute step sizes. Step size decreases only if a sign flip
38
+ or switching to one-sided scheme doesn't allow to take a full step.
39
+ use_one_sided : ndarray of bool, shape (n,)
40
+ Whether to switch to one-sided scheme. Informative only for
41
+ ``scheme='2-sided'``.
42
+ """
43
+ if scheme == '1-sided':
44
+ use_one_sided = np.ones_like(h, dtype=bool)
45
+ elif scheme == '2-sided':
46
+ h = np.abs(h)
47
+ use_one_sided = np.zeros_like(h, dtype=bool)
48
+ else:
49
+ raise ValueError("`scheme` must be '1-sided' or '2-sided'.")
50
+
51
+ if np.all((lb == -np.inf) & (ub == np.inf)):
52
+ return h, use_one_sided
53
+
54
+ h_total = h * num_steps
55
+ h_adjusted = h.copy()
56
+
57
+ lower_dist = x0 - lb
58
+ upper_dist = ub - x0
59
+
60
+ if scheme == '1-sided':
61
+ x = x0 + h_total
62
+ violated = (x < lb) | (x > ub)
63
+ fitting = np.abs(h_total) <= np.maximum(lower_dist, upper_dist)
64
+ h_adjusted[violated & fitting] *= -1
65
+
66
+ forward = (upper_dist >= lower_dist) & ~fitting
67
+ h_adjusted[forward] = upper_dist[forward] / num_steps
68
+ backward = (upper_dist < lower_dist) & ~fitting
69
+ h_adjusted[backward] = -lower_dist[backward] / num_steps
70
+ elif scheme == '2-sided':
71
+ central = (lower_dist >= h_total) & (upper_dist >= h_total)
72
+
73
+ forward = (upper_dist >= lower_dist) & ~central
74
+ h_adjusted[forward] = np.minimum(
75
+ h[forward], 0.5 * upper_dist[forward] / num_steps)
76
+ use_one_sided[forward] = True
77
+
78
+ backward = (upper_dist < lower_dist) & ~central
79
+ h_adjusted[backward] = -np.minimum(
80
+ h[backward], 0.5 * lower_dist[backward] / num_steps)
81
+ use_one_sided[backward] = True
82
+
83
+ min_dist = np.minimum(upper_dist, lower_dist) / num_steps
84
+ adjusted_central = (~central & (np.abs(h_adjusted) <= min_dist))
85
+ h_adjusted[adjusted_central] = min_dist[adjusted_central]
86
+ use_one_sided[adjusted_central] = False
87
+
88
+ return h_adjusted, use_one_sided
89
+
90
+
91
+ @functools.lru_cache
92
+ def _eps_for_method(x0_dtype, f0_dtype, method):
93
+ """
94
+ Calculates relative EPS step to use for a given data type
95
+ and numdiff step method.
96
+
97
+ Progressively smaller steps are used for larger floating point types.
98
+
99
+ Parameters
100
+ ----------
101
+ f0_dtype: np.dtype
102
+ dtype of function evaluation
103
+
104
+ x0_dtype: np.dtype
105
+ dtype of parameter vector
106
+
107
+ method: {'2-point', '3-point', 'cs'}
108
+
109
+ Returns
110
+ -------
111
+ EPS: float
112
+ relative step size. May be np.float16, np.float32, np.float64
113
+
114
+ Notes
115
+ -----
116
+ The default relative step will be np.float64. However, if x0 or f0 are
117
+ smaller floating point types (np.float16, np.float32), then the smallest
118
+ floating point type is chosen.
119
+ """
120
+ # the default EPS value
121
+ EPS = np.finfo(np.float64).eps
122
+
123
+ x0_is_fp = False
124
+ if np.issubdtype(x0_dtype, np.inexact):
125
+ # if you're a floating point type then over-ride the default EPS
126
+ EPS = np.finfo(x0_dtype).eps
127
+ x0_itemsize = np.dtype(x0_dtype).itemsize
128
+ x0_is_fp = True
129
+
130
+ if np.issubdtype(f0_dtype, np.inexact):
131
+ f0_itemsize = np.dtype(f0_dtype).itemsize
132
+ # choose the smallest itemsize between x0 and f0
133
+ if x0_is_fp and f0_itemsize < x0_itemsize:
134
+ EPS = np.finfo(f0_dtype).eps
135
+
136
+ if method in ["2-point", "cs"]:
137
+ return EPS**0.5
138
+ elif method in ["3-point"]:
139
+ return EPS**(1/3)
140
+ else:
141
+ raise RuntimeError("Unknown step method, should be one of "
142
+ "{'2-point', '3-point', 'cs'}")
143
+
144
+
145
+ def _compute_absolute_step(rel_step, x0, f0, method):
146
+ """
147
+ Computes an absolute step from a relative step for finite difference
148
+ calculation.
149
+
150
+ Parameters
151
+ ----------
152
+ rel_step: None or array-like
153
+ Relative step for the finite difference calculation
154
+ x0 : np.ndarray
155
+ Parameter vector
156
+ f0 : np.ndarray or scalar
157
+ method : {'2-point', '3-point', 'cs'}
158
+
159
+ Returns
160
+ -------
161
+ h : float
162
+ The absolute step size
163
+
164
+ Notes
165
+ -----
166
+ `h` will always be np.float64. However, if `x0` or `f0` are
167
+ smaller floating point dtypes (e.g. np.float32), then the absolute
168
+ step size will be calculated from the smallest floating point size.
169
+ """
170
+ # this is used instead of np.sign(x0) because we need
171
+ # sign_x0 to be 1 when x0 == 0.
172
+ sign_x0 = (x0 >= 0).astype(float) * 2 - 1
173
+
174
+ rstep = _eps_for_method(x0.dtype, f0.dtype, method)
175
+
176
+ if rel_step is None:
177
+ abs_step = rstep * sign_x0 * np.maximum(1.0, np.abs(x0))
178
+ else:
179
+ # User has requested specific relative steps.
180
+ # Don't multiply by max(1, abs(x0) because if x0 < 1 then their
181
+ # requested step is not used.
182
+ abs_step = rel_step * sign_x0 * np.abs(x0)
183
+
184
+ # however we don't want an abs_step of 0, which can happen if
185
+ # rel_step is 0, or x0 is 0. Instead, substitute a realistic step
186
+ dx = ((x0 + abs_step) - x0)
187
+ abs_step = np.where(dx == 0,
188
+ rstep * sign_x0 * np.maximum(1.0, np.abs(x0)),
189
+ abs_step)
190
+
191
+ return abs_step
192
+
193
+
194
+ def _prepare_bounds(bounds, x0):
195
+ """
196
+ Prepares new-style bounds from a two-tuple specifying the lower and upper
197
+ limits for values in x0. If a value is not bound then the lower/upper bound
198
+ will be expected to be -np.inf/np.inf.
199
+
200
+ Examples
201
+ --------
202
+ >>> _prepare_bounds([(0, 1, 2), (1, 2, np.inf)], [0.5, 1.5, 2.5])
203
+ (array([0., 1., 2.]), array([ 1., 2., inf]))
204
+ """
205
+ lb, ub = (np.asarray(b, dtype=float) for b in bounds)
206
+ if lb.ndim == 0:
207
+ lb = np.resize(lb, x0.shape)
208
+
209
+ if ub.ndim == 0:
210
+ ub = np.resize(ub, x0.shape)
211
+
212
+ return lb, ub
213
+
214
+
215
+ def group_columns(A, order=0):
216
+ """Group columns of a 2-D matrix for sparse finite differencing [1]_.
217
+
218
+ Two columns are in the same group if in each row at least one of them
219
+ has zero. A greedy sequential algorithm is used to construct groups.
220
+
221
+ Parameters
222
+ ----------
223
+ A : array_like or sparse matrix, shape (m, n)
224
+ Matrix of which to group columns.
225
+ order : int, iterable of int with shape (n,) or None
226
+ Permutation array which defines the order of columns enumeration.
227
+ If int or None, a random permutation is used with `order` used as
228
+ a random seed. Default is 0, that is use a random permutation but
229
+ guarantee repeatability.
230
+
231
+ Returns
232
+ -------
233
+ groups : ndarray of int, shape (n,)
234
+ Contains values from 0 to n_groups-1, where n_groups is the number
235
+ of found groups. Each value ``groups[i]`` is an index of a group to
236
+ which ith column assigned. The procedure was helpful only if
237
+ n_groups is significantly less than n.
238
+
239
+ References
240
+ ----------
241
+ .. [1] A. Curtis, M. J. D. Powell, and J. Reid, "On the estimation of
242
+ sparse Jacobian matrices", Journal of the Institute of Mathematics
243
+ and its Applications, 13 (1974), pp. 117-120.
244
+ """
245
+ if issparse(A):
246
+ A = csc_matrix(A)
247
+ else:
248
+ A = np.atleast_2d(A)
249
+ A = (A != 0).astype(np.int32)
250
+
251
+ if A.ndim != 2:
252
+ raise ValueError("`A` must be 2-dimensional.")
253
+
254
+ m, n = A.shape
255
+
256
+ if order is None or np.isscalar(order):
257
+ rng = np.random.RandomState(order)
258
+ order = rng.permutation(n)
259
+ else:
260
+ order = np.asarray(order)
261
+ if order.shape != (n,):
262
+ raise ValueError("`order` has incorrect shape.")
263
+
264
+ A = A[:, order]
265
+
266
+ if issparse(A):
267
+ groups = group_sparse(m, n, A.indices, A.indptr)
268
+ else:
269
+ groups = group_dense(m, n, A)
270
+
271
+ groups[order] = groups.copy()
272
+
273
+ return groups
274
+
275
+
276
+ def approx_derivative(fun, x0, method='3-point', rel_step=None, abs_step=None,
277
+ f0=None, bounds=(-np.inf, np.inf), sparsity=None,
278
+ as_linear_operator=False, args=(), kwargs={}):
279
+ """Compute finite difference approximation of the derivatives of a
280
+ vector-valued function.
281
+
282
+ If a function maps from R^n to R^m, its derivatives form m-by-n matrix
283
+ called the Jacobian, where an element (i, j) is a partial derivative of
284
+ f[i] with respect to x[j].
285
+
286
+ Parameters
287
+ ----------
288
+ fun : callable
289
+ Function of which to estimate the derivatives. The argument x
290
+ passed to this function is ndarray of shape (n,) (never a scalar
291
+ even if n=1). It must return 1-D array_like of shape (m,) or a scalar.
292
+ x0 : array_like of shape (n,) or float
293
+ Point at which to estimate the derivatives. Float will be converted
294
+ to a 1-D array.
295
+ method : {'3-point', '2-point', 'cs'}, optional
296
+ Finite difference method to use:
297
+ - '2-point' - use the first order accuracy forward or backward
298
+ difference.
299
+ - '3-point' - use central difference in interior points and the
300
+ second order accuracy forward or backward difference
301
+ near the boundary.
302
+ - 'cs' - use a complex-step finite difference scheme. This assumes
303
+ that the user function is real-valued and can be
304
+ analytically continued to the complex plane. Otherwise,
305
+ produces bogus results.
306
+ rel_step : None or array_like, optional
307
+ Relative step size to use. If None (default) the absolute step size is
308
+ computed as ``h = rel_step * sign(x0) * max(1, abs(x0))``, with
309
+ `rel_step` being selected automatically, see Notes. Otherwise
310
+ ``h = rel_step * sign(x0) * abs(x0)``. For ``method='3-point'`` the
311
+ sign of `h` is ignored. The calculated step size is possibly adjusted
312
+ to fit into the bounds.
313
+ abs_step : array_like, optional
314
+ Absolute step size to use, possibly adjusted to fit into the bounds.
315
+ For ``method='3-point'`` the sign of `abs_step` is ignored. By default
316
+ relative steps are used, only if ``abs_step is not None`` are absolute
317
+ steps used.
318
+ f0 : None or array_like, optional
319
+ If not None it is assumed to be equal to ``fun(x0)``, in this case
320
+ the ``fun(x0)`` is not called. Default is None.
321
+ bounds : tuple of array_like, optional
322
+ Lower and upper bounds on independent variables. Defaults to no bounds.
323
+ Each bound must match the size of `x0` or be a scalar, in the latter
324
+ case the bound will be the same for all variables. Use it to limit the
325
+ range of function evaluation. Bounds checking is not implemented
326
+ when `as_linear_operator` is True.
327
+ sparsity : {None, array_like, sparse matrix, 2-tuple}, optional
328
+ Defines a sparsity structure of the Jacobian matrix. If the Jacobian
329
+ matrix is known to have only few non-zero elements in each row, then
330
+ it's possible to estimate its several columns by a single function
331
+ evaluation [3]_. To perform such economic computations two ingredients
332
+ are required:
333
+
334
+ * structure : array_like or sparse matrix of shape (m, n). A zero
335
+ element means that a corresponding element of the Jacobian
336
+ identically equals to zero.
337
+ * groups : array_like of shape (n,). A column grouping for a given
338
+ sparsity structure, use `group_columns` to obtain it.
339
+
340
+ A single array or a sparse matrix is interpreted as a sparsity
341
+ structure, and groups are computed inside the function. A tuple is
342
+ interpreted as (structure, groups). If None (default), a standard
343
+ dense differencing will be used.
344
+
345
+ Note, that sparse differencing makes sense only for large Jacobian
346
+ matrices where each row contains few non-zero elements.
347
+ as_linear_operator : bool, optional
348
+ When True the function returns an `scipy.sparse.linalg.LinearOperator`.
349
+ Otherwise it returns a dense array or a sparse matrix depending on
350
+ `sparsity`. The linear operator provides an efficient way of computing
351
+ ``J.dot(p)`` for any vector ``p`` of shape (n,), but does not allow
352
+ direct access to individual elements of the matrix. By default
353
+ `as_linear_operator` is False.
354
+ args, kwargs : tuple and dict, optional
355
+ Additional arguments passed to `fun`. Both empty by default.
356
+ The calling signature is ``fun(x, *args, **kwargs)``.
357
+
358
+ Returns
359
+ -------
360
+ J : {ndarray, sparse matrix, LinearOperator}
361
+ Finite difference approximation of the Jacobian matrix.
362
+ If `as_linear_operator` is True returns a LinearOperator
363
+ with shape (m, n). Otherwise it returns a dense array or sparse
364
+ matrix depending on how `sparsity` is defined. If `sparsity`
365
+ is None then a ndarray with shape (m, n) is returned. If
366
+ `sparsity` is not None returns a csr_matrix with shape (m, n).
367
+ For sparse matrices and linear operators it is always returned as
368
+ a 2-D structure, for ndarrays, if m=1 it is returned
369
+ as a 1-D gradient array with shape (n,).
370
+
371
+ See Also
372
+ --------
373
+ check_derivative : Check correctness of a function computing derivatives.
374
+
375
+ Notes
376
+ -----
377
+ If `rel_step` is not provided, it assigned as ``EPS**(1/s)``, where EPS is
378
+ determined from the smallest floating point dtype of `x0` or `fun(x0)`,
379
+ ``np.finfo(x0.dtype).eps``, s=2 for '2-point' method and
380
+ s=3 for '3-point' method. Such relative step approximately minimizes a sum
381
+ of truncation and round-off errors, see [1]_. Relative steps are used by
382
+ default. However, absolute steps are used when ``abs_step is not None``.
383
+ If any of the absolute or relative steps produces an indistinguishable
384
+ difference from the original `x0`, ``(x0 + dx) - x0 == 0``, then a
385
+ automatic step size is substituted for that particular entry.
386
+
387
+ A finite difference scheme for '3-point' method is selected automatically.
388
+ The well-known central difference scheme is used for points sufficiently
389
+ far from the boundary, and 3-point forward or backward scheme is used for
390
+ points near the boundary. Both schemes have the second-order accuracy in
391
+ terms of Taylor expansion. Refer to [2]_ for the formulas of 3-point
392
+ forward and backward difference schemes.
393
+
394
+ For dense differencing when m=1 Jacobian is returned with a shape (n,),
395
+ on the other hand when n=1 Jacobian is returned with a shape (m, 1).
396
+ Our motivation is the following: a) It handles a case of gradient
397
+ computation (m=1) in a conventional way. b) It clearly separates these two
398
+ different cases. b) In all cases np.atleast_2d can be called to get 2-D
399
+ Jacobian with correct dimensions.
400
+
401
+ References
402
+ ----------
403
+ .. [1] W. H. Press et. al. "Numerical Recipes. The Art of Scientific
404
+ Computing. 3rd edition", sec. 5.7.
405
+
406
+ .. [2] A. Curtis, M. J. D. Powell, and J. Reid, "On the estimation of
407
+ sparse Jacobian matrices", Journal of the Institute of Mathematics
408
+ and its Applications, 13 (1974), pp. 117-120.
409
+
410
+ .. [3] B. Fornberg, "Generation of Finite Difference Formulas on
411
+ Arbitrarily Spaced Grids", Mathematics of Computation 51, 1988.
412
+
413
+ Examples
414
+ --------
415
+ >>> import numpy as np
416
+ >>> from scipy.optimize._numdiff import approx_derivative
417
+ >>>
418
+ >>> def f(x, c1, c2):
419
+ ... return np.array([x[0] * np.sin(c1 * x[1]),
420
+ ... x[0] * np.cos(c2 * x[1])])
421
+ ...
422
+ >>> x0 = np.array([1.0, 0.5 * np.pi])
423
+ >>> approx_derivative(f, x0, args=(1, 2))
424
+ array([[ 1., 0.],
425
+ [-1., 0.]])
426
+
427
+ Bounds can be used to limit the region of function evaluation.
428
+ In the example below we compute left and right derivative at point 1.0.
429
+
430
+ >>> def g(x):
431
+ ... return x**2 if x >= 1 else x
432
+ ...
433
+ >>> x0 = 1.0
434
+ >>> approx_derivative(g, x0, bounds=(-np.inf, 1.0))
435
+ array([ 1.])
436
+ >>> approx_derivative(g, x0, bounds=(1.0, np.inf))
437
+ array([ 2.])
438
+ """
439
+ if method not in ['2-point', '3-point', 'cs']:
440
+ raise ValueError("Unknown method '%s'. " % method)
441
+
442
+ xp = array_namespace(x0)
443
+ _x = atleast_nd(x0, ndim=1, xp=xp)
444
+ _dtype = xp.float64
445
+ if xp.isdtype(_x.dtype, "real floating"):
446
+ _dtype = _x.dtype
447
+
448
+ # promotes to floating
449
+ x0 = xp.astype(_x, _dtype)
450
+
451
+ if x0.ndim > 1:
452
+ raise ValueError("`x0` must have at most 1 dimension.")
453
+
454
+ lb, ub = _prepare_bounds(bounds, x0)
455
+
456
+ if lb.shape != x0.shape or ub.shape != x0.shape:
457
+ raise ValueError("Inconsistent shapes between bounds and `x0`.")
458
+
459
+ if as_linear_operator and not (np.all(np.isinf(lb))
460
+ and np.all(np.isinf(ub))):
461
+ raise ValueError("Bounds not supported when "
462
+ "`as_linear_operator` is True.")
463
+
464
+ def fun_wrapped(x):
465
+ # send user function same fp type as x0. (but only if cs is not being
466
+ # used
467
+ if xp.isdtype(x.dtype, "real floating"):
468
+ x = xp.astype(x, x0.dtype)
469
+
470
+ f = np.atleast_1d(fun(x, *args, **kwargs))
471
+ if f.ndim > 1:
472
+ raise RuntimeError("`fun` return value has "
473
+ "more than 1 dimension.")
474
+ return f
475
+
476
+ if f0 is None:
477
+ f0 = fun_wrapped(x0)
478
+ else:
479
+ f0 = np.atleast_1d(f0)
480
+ if f0.ndim > 1:
481
+ raise ValueError("`f0` passed has more than 1 dimension.")
482
+
483
+ if np.any((x0 < lb) | (x0 > ub)):
484
+ raise ValueError("`x0` violates bound constraints.")
485
+
486
+ if as_linear_operator:
487
+ if rel_step is None:
488
+ rel_step = _eps_for_method(x0.dtype, f0.dtype, method)
489
+
490
+ return _linear_operator_difference(fun_wrapped, x0,
491
+ f0, rel_step, method)
492
+ else:
493
+ # by default we use rel_step
494
+ if abs_step is None:
495
+ h = _compute_absolute_step(rel_step, x0, f0, method)
496
+ else:
497
+ # user specifies an absolute step
498
+ sign_x0 = (x0 >= 0).astype(float) * 2 - 1
499
+ h = abs_step
500
+
501
+ # cannot have a zero step. This might happen if x0 is very large
502
+ # or small. In which case fall back to relative step.
503
+ dx = ((x0 + h) - x0)
504
+ h = np.where(dx == 0,
505
+ _eps_for_method(x0.dtype, f0.dtype, method) *
506
+ sign_x0 * np.maximum(1.0, np.abs(x0)),
507
+ h)
508
+
509
+ if method == '2-point':
510
+ h, use_one_sided = _adjust_scheme_to_bounds(
511
+ x0, h, 1, '1-sided', lb, ub)
512
+ elif method == '3-point':
513
+ h, use_one_sided = _adjust_scheme_to_bounds(
514
+ x0, h, 1, '2-sided', lb, ub)
515
+ elif method == 'cs':
516
+ use_one_sided = False
517
+
518
+ if sparsity is None:
519
+ return _dense_difference(fun_wrapped, x0, f0, h,
520
+ use_one_sided, method)
521
+ else:
522
+ if not issparse(sparsity) and len(sparsity) == 2:
523
+ structure, groups = sparsity
524
+ else:
525
+ structure = sparsity
526
+ groups = group_columns(sparsity)
527
+
528
+ if issparse(structure):
529
+ structure = csc_matrix(structure)
530
+ else:
531
+ structure = np.atleast_2d(structure)
532
+
533
+ groups = np.atleast_1d(groups)
534
+ return _sparse_difference(fun_wrapped, x0, f0, h,
535
+ use_one_sided, structure,
536
+ groups, method)
537
+
538
+
539
+ def _linear_operator_difference(fun, x0, f0, h, method):
540
+ m = f0.size
541
+ n = x0.size
542
+
543
+ if method == '2-point':
544
+ def matvec(p):
545
+ if np.array_equal(p, np.zeros_like(p)):
546
+ return np.zeros(m)
547
+ dx = h / norm(p)
548
+ x = x0 + dx*p
549
+ df = fun(x) - f0
550
+ return df / dx
551
+
552
+ elif method == '3-point':
553
+ def matvec(p):
554
+ if np.array_equal(p, np.zeros_like(p)):
555
+ return np.zeros(m)
556
+ dx = 2*h / norm(p)
557
+ x1 = x0 - (dx/2)*p
558
+ x2 = x0 + (dx/2)*p
559
+ f1 = fun(x1)
560
+ f2 = fun(x2)
561
+ df = f2 - f1
562
+ return df / dx
563
+
564
+ elif method == 'cs':
565
+ def matvec(p):
566
+ if np.array_equal(p, np.zeros_like(p)):
567
+ return np.zeros(m)
568
+ dx = h / norm(p)
569
+ x = x0 + dx*p*1.j
570
+ f1 = fun(x)
571
+ df = f1.imag
572
+ return df / dx
573
+
574
+ else:
575
+ raise RuntimeError("Never be here.")
576
+
577
+ return LinearOperator((m, n), matvec)
578
+
579
+
580
+ def _dense_difference(fun, x0, f0, h, use_one_sided, method):
581
+ m = f0.size
582
+ n = x0.size
583
+ J_transposed = np.empty((n, m))
584
+ x1 = x0.copy()
585
+ x2 = x0.copy()
586
+ xc = x0.astype(complex, copy=True)
587
+
588
+ for i in range(h.size):
589
+ if method == '2-point':
590
+ x1[i] += h[i]
591
+ dx = x1[i] - x0[i] # Recompute dx as exactly representable number.
592
+ df = fun(x1) - f0
593
+ elif method == '3-point' and use_one_sided[i]:
594
+ x1[i] += h[i]
595
+ x2[i] += 2 * h[i]
596
+ dx = x2[i] - x0[i]
597
+ f1 = fun(x1)
598
+ f2 = fun(x2)
599
+ df = -3.0 * f0 + 4 * f1 - f2
600
+ elif method == '3-point' and not use_one_sided[i]:
601
+ x1[i] -= h[i]
602
+ x2[i] += h[i]
603
+ dx = x2[i] - x1[i]
604
+ f1 = fun(x1)
605
+ f2 = fun(x2)
606
+ df = f2 - f1
607
+ elif method == 'cs':
608
+ xc[i] += h[i] * 1.j
609
+ f1 = fun(xc)
610
+ df = f1.imag
611
+ dx = h[i]
612
+ else:
613
+ raise RuntimeError("Never be here.")
614
+
615
+ J_transposed[i] = df / dx
616
+ x1[i] = x2[i] = xc[i] = x0[i]
617
+
618
+ if m == 1:
619
+ J_transposed = np.ravel(J_transposed)
620
+
621
+ return J_transposed.T
622
+
623
+
624
+ def _sparse_difference(fun, x0, f0, h, use_one_sided,
625
+ structure, groups, method):
626
+ m = f0.size
627
+ n = x0.size
628
+ row_indices = []
629
+ col_indices = []
630
+ fractions = []
631
+
632
+ n_groups = np.max(groups) + 1
633
+ for group in range(n_groups):
634
+ # Perturb variables which are in the same group simultaneously.
635
+ e = np.equal(group, groups)
636
+ h_vec = h * e
637
+ if method == '2-point':
638
+ x = x0 + h_vec
639
+ dx = x - x0
640
+ df = fun(x) - f0
641
+ # The result is written to columns which correspond to perturbed
642
+ # variables.
643
+ cols, = np.nonzero(e)
644
+ # Find all non-zero elements in selected columns of Jacobian.
645
+ i, j, _ = find(structure[:, cols])
646
+ # Restore column indices in the full array.
647
+ j = cols[j]
648
+ elif method == '3-point':
649
+ # Here we do conceptually the same but separate one-sided
650
+ # and two-sided schemes.
651
+ x1 = x0.copy()
652
+ x2 = x0.copy()
653
+
654
+ mask_1 = use_one_sided & e
655
+ x1[mask_1] += h_vec[mask_1]
656
+ x2[mask_1] += 2 * h_vec[mask_1]
657
+
658
+ mask_2 = ~use_one_sided & e
659
+ x1[mask_2] -= h_vec[mask_2]
660
+ x2[mask_2] += h_vec[mask_2]
661
+
662
+ dx = np.zeros(n)
663
+ dx[mask_1] = x2[mask_1] - x0[mask_1]
664
+ dx[mask_2] = x2[mask_2] - x1[mask_2]
665
+
666
+ f1 = fun(x1)
667
+ f2 = fun(x2)
668
+
669
+ cols, = np.nonzero(e)
670
+ i, j, _ = find(structure[:, cols])
671
+ j = cols[j]
672
+
673
+ mask = use_one_sided[j]
674
+ df = np.empty(m)
675
+
676
+ rows = i[mask]
677
+ df[rows] = -3 * f0[rows] + 4 * f1[rows] - f2[rows]
678
+
679
+ rows = i[~mask]
680
+ df[rows] = f2[rows] - f1[rows]
681
+ elif method == 'cs':
682
+ f1 = fun(x0 + h_vec*1.j)
683
+ df = f1.imag
684
+ dx = h_vec
685
+ cols, = np.nonzero(e)
686
+ i, j, _ = find(structure[:, cols])
687
+ j = cols[j]
688
+ else:
689
+ raise ValueError("Never be here.")
690
+
691
+ # All that's left is to compute the fraction. We store i, j and
692
+ # fractions as separate arrays and later construct coo_matrix.
693
+ row_indices.append(i)
694
+ col_indices.append(j)
695
+ fractions.append(df[i] / dx[j])
696
+
697
+ row_indices = np.hstack(row_indices)
698
+ col_indices = np.hstack(col_indices)
699
+ fractions = np.hstack(fractions)
700
+ J = coo_matrix((fractions, (row_indices, col_indices)), shape=(m, n))
701
+ return csr_matrix(J)
702
+
703
+
704
+ def check_derivative(fun, jac, x0, bounds=(-np.inf, np.inf), args=(),
705
+ kwargs={}):
706
+ """Check correctness of a function computing derivatives (Jacobian or
707
+ gradient) by comparison with a finite difference approximation.
708
+
709
+ Parameters
710
+ ----------
711
+ fun : callable
712
+ Function of which to estimate the derivatives. The argument x
713
+ passed to this function is ndarray of shape (n,) (never a scalar
714
+ even if n=1). It must return 1-D array_like of shape (m,) or a scalar.
715
+ jac : callable
716
+ Function which computes Jacobian matrix of `fun`. It must work with
717
+ argument x the same way as `fun`. The return value must be array_like
718
+ or sparse matrix with an appropriate shape.
719
+ x0 : array_like of shape (n,) or float
720
+ Point at which to estimate the derivatives. Float will be converted
721
+ to 1-D array.
722
+ bounds : 2-tuple of array_like, optional
723
+ Lower and upper bounds on independent variables. Defaults to no bounds.
724
+ Each bound must match the size of `x0` or be a scalar, in the latter
725
+ case the bound will be the same for all variables. Use it to limit the
726
+ range of function evaluation.
727
+ args, kwargs : tuple and dict, optional
728
+ Additional arguments passed to `fun` and `jac`. Both empty by default.
729
+ The calling signature is ``fun(x, *args, **kwargs)`` and the same
730
+ for `jac`.
731
+
732
+ Returns
733
+ -------
734
+ accuracy : float
735
+ The maximum among all relative errors for elements with absolute values
736
+ higher than 1 and absolute errors for elements with absolute values
737
+ less or equal than 1. If `accuracy` is on the order of 1e-6 or lower,
738
+ then it is likely that your `jac` implementation is correct.
739
+
740
+ See Also
741
+ --------
742
+ approx_derivative : Compute finite difference approximation of derivative.
743
+
744
+ Examples
745
+ --------
746
+ >>> import numpy as np
747
+ >>> from scipy.optimize._numdiff import check_derivative
748
+ >>>
749
+ >>>
750
+ >>> def f(x, c1, c2):
751
+ ... return np.array([x[0] * np.sin(c1 * x[1]),
752
+ ... x[0] * np.cos(c2 * x[1])])
753
+ ...
754
+ >>> def jac(x, c1, c2):
755
+ ... return np.array([
756
+ ... [np.sin(c1 * x[1]), c1 * x[0] * np.cos(c1 * x[1])],
757
+ ... [np.cos(c2 * x[1]), -c2 * x[0] * np.sin(c2 * x[1])]
758
+ ... ])
759
+ ...
760
+ >>>
761
+ >>> x0 = np.array([1.0, 0.5 * np.pi])
762
+ >>> check_derivative(f, jac, x0, args=(1, 2))
763
+ 2.4492935982947064e-16
764
+ """
765
+ J_to_test = jac(x0, *args, **kwargs)
766
+ if issparse(J_to_test):
767
+ J_diff = approx_derivative(fun, x0, bounds=bounds, sparsity=J_to_test,
768
+ args=args, kwargs=kwargs)
769
+ J_to_test = csr_matrix(J_to_test)
770
+ abs_err = J_to_test - J_diff
771
+ i, j, abs_err_data = find(abs_err)
772
+ J_diff_data = np.asarray(J_diff[i, j]).ravel()
773
+ return np.max(np.abs(abs_err_data) /
774
+ np.maximum(1, np.abs(J_diff_data)))
775
+ else:
776
+ J_diff = approx_derivative(fun, x0, bounds=bounds,
777
+ args=args, kwargs=kwargs)
778
+ abs_err = np.abs(J_to_test - J_diff)
779
+ return np.max(abs_err / np.maximum(1, np.abs(J_diff)))
llava_next/lib/python3.10/site-packages/scipy/optimize/_optimize.py ADDED
The diff for this file is too large to render. See raw diff
 
llava_next/lib/python3.10/site-packages/scipy/optimize/_slsqp.cpython-310-x86_64-linux-gnu.so ADDED
Binary file (86.6 kB). View file
 
llava_next/lib/python3.10/site-packages/scipy/optimize/_spectral.py ADDED
@@ -0,0 +1,260 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Spectral Algorithm for Nonlinear Equations
3
+ """
4
+ import collections
5
+
6
+ import numpy as np
7
+ from scipy.optimize import OptimizeResult
8
+ from scipy.optimize._optimize import _check_unknown_options
9
+ from ._linesearch import _nonmonotone_line_search_cruz, _nonmonotone_line_search_cheng
10
+
11
+ class _NoConvergence(Exception):
12
+ pass
13
+
14
+
15
+ def _root_df_sane(func, x0, args=(), ftol=1e-8, fatol=1e-300, maxfev=1000,
16
+ fnorm=None, callback=None, disp=False, M=10, eta_strategy=None,
17
+ sigma_eps=1e-10, sigma_0=1.0, line_search='cruz', **unknown_options):
18
+ r"""
19
+ Solve nonlinear equation with the DF-SANE method
20
+
21
+ Options
22
+ -------
23
+ ftol : float, optional
24
+ Relative norm tolerance.
25
+ fatol : float, optional
26
+ Absolute norm tolerance.
27
+ Algorithm terminates when ``||func(x)|| < fatol + ftol ||func(x_0)||``.
28
+ fnorm : callable, optional
29
+ Norm to use in the convergence check. If None, 2-norm is used.
30
+ maxfev : int, optional
31
+ Maximum number of function evaluations.
32
+ disp : bool, optional
33
+ Whether to print convergence process to stdout.
34
+ eta_strategy : callable, optional
35
+ Choice of the ``eta_k`` parameter, which gives slack for growth
36
+ of ``||F||**2``. Called as ``eta_k = eta_strategy(k, x, F)`` with
37
+ `k` the iteration number, `x` the current iterate and `F` the current
38
+ residual. Should satisfy ``eta_k > 0`` and ``sum(eta, k=0..inf) < inf``.
39
+ Default: ``||F||**2 / (1 + k)**2``.
40
+ sigma_eps : float, optional
41
+ The spectral coefficient is constrained to ``sigma_eps < sigma < 1/sigma_eps``.
42
+ Default: 1e-10
43
+ sigma_0 : float, optional
44
+ Initial spectral coefficient.
45
+ Default: 1.0
46
+ M : int, optional
47
+ Number of iterates to include in the nonmonotonic line search.
48
+ Default: 10
49
+ line_search : {'cruz', 'cheng'}
50
+ Type of line search to employ. 'cruz' is the original one defined in
51
+ [Martinez & Raydan. Math. Comp. 75, 1429 (2006)], 'cheng' is
52
+ a modified search defined in [Cheng & Li. IMA J. Numer. Anal. 29, 814 (2009)].
53
+ Default: 'cruz'
54
+
55
+ References
56
+ ----------
57
+ .. [1] "Spectral residual method without gradient information for solving
58
+ large-scale nonlinear systems of equations." W. La Cruz,
59
+ J.M. Martinez, M. Raydan. Math. Comp. **75**, 1429 (2006).
60
+ .. [2] W. La Cruz, Opt. Meth. Software, 29, 24 (2014).
61
+ .. [3] W. Cheng, D.-H. Li. IMA J. Numer. Anal. **29**, 814 (2009).
62
+
63
+ """
64
+ _check_unknown_options(unknown_options)
65
+
66
+ if line_search not in ('cheng', 'cruz'):
67
+ raise ValueError(f"Invalid value {line_search!r} for 'line_search'")
68
+
69
+ nexp = 2
70
+
71
+ if eta_strategy is None:
72
+ # Different choice from [1], as their eta is not invariant
73
+ # vs. scaling of F.
74
+ def eta_strategy(k, x, F):
75
+ # Obtain squared 2-norm of the initial residual from the outer scope
76
+ return f_0 / (1 + k)**2
77
+
78
+ if fnorm is None:
79
+ def fnorm(F):
80
+ # Obtain squared 2-norm of the current residual from the outer scope
81
+ return f_k**(1.0/nexp)
82
+
83
+ def fmerit(F):
84
+ return np.linalg.norm(F)**nexp
85
+
86
+ nfev = [0]
87
+ f, x_k, x_shape, f_k, F_k, is_complex = _wrap_func(func, x0, fmerit,
88
+ nfev, maxfev, args)
89
+
90
+ k = 0
91
+ f_0 = f_k
92
+ sigma_k = sigma_0
93
+
94
+ F_0_norm = fnorm(F_k)
95
+
96
+ # For the 'cruz' line search
97
+ prev_fs = collections.deque([f_k], M)
98
+
99
+ # For the 'cheng' line search
100
+ Q = 1.0
101
+ C = f_0
102
+
103
+ converged = False
104
+ message = "too many function evaluations required"
105
+
106
+ while True:
107
+ F_k_norm = fnorm(F_k)
108
+
109
+ if disp:
110
+ print("iter %d: ||F|| = %g, sigma = %g" % (k, F_k_norm, sigma_k))
111
+
112
+ if callback is not None:
113
+ callback(x_k, F_k)
114
+
115
+ if F_k_norm < ftol * F_0_norm + fatol:
116
+ # Converged!
117
+ message = "successful convergence"
118
+ converged = True
119
+ break
120
+
121
+ # Control spectral parameter, from [2]
122
+ if abs(sigma_k) > 1/sigma_eps:
123
+ sigma_k = 1/sigma_eps * np.sign(sigma_k)
124
+ elif abs(sigma_k) < sigma_eps:
125
+ sigma_k = sigma_eps
126
+
127
+ # Line search direction
128
+ d = -sigma_k * F_k
129
+
130
+ # Nonmonotone line search
131
+ eta = eta_strategy(k, x_k, F_k)
132
+ try:
133
+ if line_search == 'cruz':
134
+ alpha, xp, fp, Fp = _nonmonotone_line_search_cruz(f, x_k, d, prev_fs,
135
+ eta=eta)
136
+ elif line_search == 'cheng':
137
+ alpha, xp, fp, Fp, C, Q = _nonmonotone_line_search_cheng(f, x_k, d, f_k,
138
+ C, Q, eta=eta)
139
+ except _NoConvergence:
140
+ break
141
+
142
+ # Update spectral parameter
143
+ s_k = xp - x_k
144
+ y_k = Fp - F_k
145
+ sigma_k = np.vdot(s_k, s_k) / np.vdot(s_k, y_k)
146
+
147
+ # Take step
148
+ x_k = xp
149
+ F_k = Fp
150
+ f_k = fp
151
+
152
+ # Store function value
153
+ if line_search == 'cruz':
154
+ prev_fs.append(fp)
155
+
156
+ k += 1
157
+
158
+ x = _wrap_result(x_k, is_complex, shape=x_shape)
159
+ F = _wrap_result(F_k, is_complex)
160
+
161
+ result = OptimizeResult(x=x, success=converged,
162
+ message=message,
163
+ fun=F, nfev=nfev[0], nit=k, method="df-sane")
164
+
165
+ return result
166
+
167
+
168
+ def _wrap_func(func, x0, fmerit, nfev_list, maxfev, args=()):
169
+ """
170
+ Wrap a function and an initial value so that (i) complex values
171
+ are wrapped to reals, and (ii) value for a merit function
172
+ fmerit(x, f) is computed at the same time, (iii) iteration count
173
+ is maintained and an exception is raised if it is exceeded.
174
+
175
+ Parameters
176
+ ----------
177
+ func : callable
178
+ Function to wrap
179
+ x0 : ndarray
180
+ Initial value
181
+ fmerit : callable
182
+ Merit function fmerit(f) for computing merit value from residual.
183
+ nfev_list : list
184
+ List to store number of evaluations in. Should be [0] in the beginning.
185
+ maxfev : int
186
+ Maximum number of evaluations before _NoConvergence is raised.
187
+ args : tuple
188
+ Extra arguments to func
189
+
190
+ Returns
191
+ -------
192
+ wrap_func : callable
193
+ Wrapped function, to be called as
194
+ ``F, fp = wrap_func(x0)``
195
+ x0_wrap : ndarray of float
196
+ Wrapped initial value; raveled to 1-D and complex
197
+ values mapped to reals.
198
+ x0_shape : tuple
199
+ Shape of the initial value array
200
+ f : float
201
+ Merit function at F
202
+ F : ndarray of float
203
+ Residual at x0_wrap
204
+ is_complex : bool
205
+ Whether complex values were mapped to reals
206
+
207
+ """
208
+ x0 = np.asarray(x0)
209
+ x0_shape = x0.shape
210
+ F = np.asarray(func(x0, *args)).ravel()
211
+ is_complex = np.iscomplexobj(x0) or np.iscomplexobj(F)
212
+ x0 = x0.ravel()
213
+
214
+ nfev_list[0] = 1
215
+
216
+ if is_complex:
217
+ def wrap_func(x):
218
+ if nfev_list[0] >= maxfev:
219
+ raise _NoConvergence()
220
+ nfev_list[0] += 1
221
+ z = _real2complex(x).reshape(x0_shape)
222
+ v = np.asarray(func(z, *args)).ravel()
223
+ F = _complex2real(v)
224
+ f = fmerit(F)
225
+ return f, F
226
+
227
+ x0 = _complex2real(x0)
228
+ F = _complex2real(F)
229
+ else:
230
+ def wrap_func(x):
231
+ if nfev_list[0] >= maxfev:
232
+ raise _NoConvergence()
233
+ nfev_list[0] += 1
234
+ x = x.reshape(x0_shape)
235
+ F = np.asarray(func(x, *args)).ravel()
236
+ f = fmerit(F)
237
+ return f, F
238
+
239
+ return wrap_func, x0, x0_shape, fmerit(F), F, is_complex
240
+
241
+
242
+ def _wrap_result(result, is_complex, shape=None):
243
+ """
244
+ Convert from real to complex and reshape result arrays.
245
+ """
246
+ if is_complex:
247
+ z = _real2complex(result)
248
+ else:
249
+ z = result
250
+ if shape is not None:
251
+ z = z.reshape(shape)
252
+ return z
253
+
254
+
255
+ def _real2complex(x):
256
+ return np.ascontiguousarray(x, dtype=float).view(np.complex128)
257
+
258
+
259
+ def _complex2real(z):
260
+ return np.ascontiguousarray(z, dtype=complex).view(np.float64)
llava_next/lib/python3.10/site-packages/scipy/optimize/_trustregion_ncg.py ADDED
@@ -0,0 +1,126 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Newton-CG trust-region optimization."""
2
+ import math
3
+
4
+ import numpy as np
5
+ import scipy.linalg
6
+ from ._trustregion import (_minimize_trust_region, BaseQuadraticSubproblem)
7
+
8
+ __all__ = []
9
+
10
+
11
+ def _minimize_trust_ncg(fun, x0, args=(), jac=None, hess=None, hessp=None,
12
+ **trust_region_options):
13
+ """
14
+ Minimization of scalar function of one or more variables using
15
+ the Newton conjugate gradient trust-region algorithm.
16
+
17
+ Options
18
+ -------
19
+ initial_trust_radius : float
20
+ Initial trust-region radius.
21
+ max_trust_radius : float
22
+ Maximum value of the trust-region radius. No steps that are longer
23
+ than this value will be proposed.
24
+ eta : float
25
+ Trust region related acceptance stringency for proposed steps.
26
+ gtol : float
27
+ Gradient norm must be less than `gtol` before successful
28
+ termination.
29
+
30
+ """
31
+ if jac is None:
32
+ raise ValueError('Jacobian is required for Newton-CG trust-region '
33
+ 'minimization')
34
+ if hess is None and hessp is None:
35
+ raise ValueError('Either the Hessian or the Hessian-vector product '
36
+ 'is required for Newton-CG trust-region minimization')
37
+ return _minimize_trust_region(fun, x0, args=args, jac=jac, hess=hess,
38
+ hessp=hessp, subproblem=CGSteihaugSubproblem,
39
+ **trust_region_options)
40
+
41
+
42
+ class CGSteihaugSubproblem(BaseQuadraticSubproblem):
43
+ """Quadratic subproblem solved by a conjugate gradient method"""
44
+ def solve(self, trust_radius):
45
+ """
46
+ Solve the subproblem using a conjugate gradient method.
47
+
48
+ Parameters
49
+ ----------
50
+ trust_radius : float
51
+ We are allowed to wander only this far away from the origin.
52
+
53
+ Returns
54
+ -------
55
+ p : ndarray
56
+ The proposed step.
57
+ hits_boundary : bool
58
+ True if the proposed step is on the boundary of the trust region.
59
+
60
+ Notes
61
+ -----
62
+ This is algorithm (7.2) of Nocedal and Wright 2nd edition.
63
+ Only the function that computes the Hessian-vector product is required.
64
+ The Hessian itself is not required, and the Hessian does
65
+ not need to be positive semidefinite.
66
+ """
67
+
68
+ # get the norm of jacobian and define the origin
69
+ p_origin = np.zeros_like(self.jac)
70
+
71
+ # define a default tolerance
72
+ tolerance = min(0.5, math.sqrt(self.jac_mag)) * self.jac_mag
73
+
74
+ # Stop the method if the search direction
75
+ # is a direction of nonpositive curvature.
76
+ if self.jac_mag < tolerance:
77
+ hits_boundary = False
78
+ return p_origin, hits_boundary
79
+
80
+ # init the state for the first iteration
81
+ z = p_origin
82
+ r = self.jac
83
+ d = -r
84
+
85
+ # Search for the min of the approximation of the objective function.
86
+ while True:
87
+
88
+ # do an iteration
89
+ Bd = self.hessp(d)
90
+ dBd = np.dot(d, Bd)
91
+ if dBd <= 0:
92
+ # Look at the two boundary points.
93
+ # Find both values of t to get the boundary points such that
94
+ # ||z + t d|| == trust_radius
95
+ # and then choose the one with the predicted min value.
96
+ ta, tb = self.get_boundaries_intersections(z, d, trust_radius)
97
+ pa = z + ta * d
98
+ pb = z + tb * d
99
+ if self(pa) < self(pb):
100
+ p_boundary = pa
101
+ else:
102
+ p_boundary = pb
103
+ hits_boundary = True
104
+ return p_boundary, hits_boundary
105
+ r_squared = np.dot(r, r)
106
+ alpha = r_squared / dBd
107
+ z_next = z + alpha * d
108
+ if scipy.linalg.norm(z_next) >= trust_radius:
109
+ # Find t >= 0 to get the boundary point such that
110
+ # ||z + t d|| == trust_radius
111
+ ta, tb = self.get_boundaries_intersections(z, d, trust_radius)
112
+ p_boundary = z + tb * d
113
+ hits_boundary = True
114
+ return p_boundary, hits_boundary
115
+ r_next = r + alpha * Bd
116
+ r_next_squared = np.dot(r_next, r_next)
117
+ if math.sqrt(r_next_squared) < tolerance:
118
+ hits_boundary = False
119
+ return z_next, hits_boundary
120
+ beta_next = r_next_squared / r_squared
121
+ d_next = -r_next + beta_next * d
122
+
123
+ # update the state for the next iteration
124
+ z = z_next
125
+ r = r_next
126
+ d = d_next
llava_next/lib/python3.10/site-packages/scipy/optimize/cobyla.py ADDED
@@ -0,0 +1,19 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # This file is not meant for public use and will be removed in SciPy v2.0.0.
2
+ # Use the `scipy.optimize` namespace for importing the functions
3
+ # included below.
4
+
5
+ from scipy._lib.deprecation import _sub_module_deprecation
6
+
7
+
8
+ __all__ = [ # noqa: F822
9
+ 'OptimizeResult',
10
+ 'fmin_cobyla',
11
+ ]
12
+
13
+ def __dir__():
14
+ return __all__
15
+
16
+ def __getattr__(name):
17
+ return _sub_module_deprecation(sub_package="optimize", module="cobyla",
18
+ private_modules=["_cobyla_py"], all=__all__,
19
+ attribute=name)
llava_next/lib/python3.10/site-packages/scipy/optimize/minpack2.py ADDED
@@ -0,0 +1,17 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # This file is not meant for public use and will be removed in SciPy v2.0.0.
2
+ # Use the `scipy.optimize` namespace for importing the functions
3
+ # included below.
4
+
5
+ from scipy._lib.deprecation import _sub_module_deprecation
6
+
7
+ __all__: list[str] = []
8
+
9
+
10
+ def __dir__():
11
+ return __all__
12
+
13
+
14
+ def __getattr__(name):
15
+ return _sub_module_deprecation(sub_package="optimize", module="minpack2",
16
+ private_modules=["_minpack2"], all=__all__,
17
+ attribute=name)
llava_next/lib/python3.10/site-packages/scipy/optimize/slsqp.py ADDED
@@ -0,0 +1,23 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # This file is not meant for public use and will be removed in SciPy v2.0.0.
2
+ # Use the `scipy.optimize` namespace for importing the functions
3
+ # included below.
4
+
5
+ from scipy._lib.deprecation import _sub_module_deprecation
6
+
7
+
8
+ __all__ = [ # noqa: F822
9
+ 'OptimizeResult',
10
+ 'fmin_slsqp',
11
+ 'slsqp',
12
+ 'zeros',
13
+ ]
14
+
15
+
16
+ def __dir__():
17
+ return __all__
18
+
19
+
20
+ def __getattr__(name):
21
+ return _sub_module_deprecation(sub_package="optimize", module="slsqp",
22
+ private_modules=["_slsqp_py"], all=__all__,
23
+ attribute=name)
parrot/lib/python3.10/site-packages/gradio_client/__pycache__/media_data.cpython-310.pyc ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:b7eb9550628889b4477639bb4c3b301fea459f135cdd6b5b1dc975fdb55a0a43
3
+ size 452036
parrot/lib/python3.10/site-packages/torch/cpu/amp/__init__.py ADDED
@@ -0,0 +1,2 @@
 
 
 
1
+ from .autocast_mode import autocast
2
+ from .grad_scaler import GradScaler
parrot/lib/python3.10/site-packages/torch/cpu/amp/__pycache__/__init__.cpython-310.pyc ADDED
Binary file (257 Bytes). View file
 
parrot/lib/python3.10/site-packages/torch/cpu/amp/__pycache__/autocast_mode.cpython-310.pyc ADDED
Binary file (1.82 kB). View file
 
parrot/lib/python3.10/site-packages/torch/cpu/amp/__pycache__/grad_scaler.cpython-310.pyc ADDED
Binary file (1.24 kB). View file
 
parrot/lib/python3.10/site-packages/torch/cpu/amp/autocast_mode.py ADDED
@@ -0,0 +1,50 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # mypy: allow-untyped-defs
2
+ from typing import Any
3
+ from typing_extensions import deprecated
4
+
5
+ import torch
6
+
7
+ __all__ = ["autocast"]
8
+
9
+
10
+ class autocast(torch.amp.autocast_mode.autocast):
11
+ r"""
12
+ See :class:`torch.autocast`.
13
+ ``torch.cpu.amp.autocast(args...)`` is deprecated. Please use ``torch.amp.autocast("cpu", args...)`` instead.
14
+ """
15
+
16
+ @deprecated(
17
+ "`torch.cpu.amp.autocast(args...)` is deprecated. "
18
+ "Please use `torch.amp.autocast('cpu', args...)` instead.",
19
+ category=FutureWarning,
20
+ )
21
+ def __init__(
22
+ self,
23
+ enabled: bool = True,
24
+ dtype: torch.dtype = torch.bfloat16,
25
+ cache_enabled: bool = True,
26
+ ):
27
+ if torch._jit_internal.is_scripting():
28
+ self._enabled = enabled
29
+ self.device = "cpu"
30
+ self.fast_dtype = dtype
31
+ return
32
+ super().__init__(
33
+ "cpu", enabled=enabled, dtype=dtype, cache_enabled=cache_enabled
34
+ )
35
+
36
+ def __enter__(self):
37
+ if torch._jit_internal.is_scripting():
38
+ return self
39
+ return super().__enter__()
40
+
41
+ # TODO: discuss a unified TorchScript-friendly API for autocast
42
+ def __exit__(self, exc_type: Any, exc_val: Any, exc_tb: Any): # type: ignore[override]
43
+ if torch._jit_internal.is_scripting():
44
+ return
45
+ return super().__exit__(exc_type, exc_val, exc_tb)
46
+
47
+ def __call__(self, func):
48
+ if torch._jit_internal.is_scripting():
49
+ return func
50
+ return super().__call__(func)
parrot/lib/python3.10/site-packages/torch/cpu/amp/grad_scaler.py ADDED
@@ -0,0 +1,34 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from typing_extensions import deprecated
2
+
3
+ import torch
4
+
5
+ __all__ = ["GradScaler"]
6
+
7
+
8
+ class GradScaler(torch.amp.GradScaler):
9
+ r"""
10
+ See :class:`torch.amp.GradScaler`.
11
+ ``torch.cpu.amp.GradScaler(args...)`` is deprecated. Please use ``torch.amp.GradScaler("cpu", args...)`` instead.
12
+ """
13
+
14
+ @deprecated(
15
+ "`torch.cpu.amp.GradScaler(args...)` is deprecated. "
16
+ "Please use `torch.amp.GradScaler('cpu', args...)` instead.",
17
+ category=FutureWarning,
18
+ )
19
+ def __init__(
20
+ self,
21
+ init_scale: float = 2.0**16,
22
+ growth_factor: float = 2.0,
23
+ backoff_factor: float = 0.5,
24
+ growth_interval: int = 2000,
25
+ enabled: bool = True,
26
+ ) -> None:
27
+ super().__init__(
28
+ "cpu",
29
+ init_scale=init_scale,
30
+ growth_factor=growth_factor,
31
+ backoff_factor=backoff_factor,
32
+ growth_interval=growth_interval,
33
+ enabled=enabled,
34
+ )
parrot/lib/python3.10/site-packages/torch/distributed/__init__.py ADDED
@@ -0,0 +1,146 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # mypy: allow-untyped-defs
2
+ import os
3
+ import sys
4
+ from enum import Enum
5
+ import pdb
6
+ import io
7
+
8
+ import torch
9
+
10
+ def is_available() -> bool:
11
+ """
12
+ Return ``True`` if the distributed package is available.
13
+
14
+ Otherwise,
15
+ ``torch.distributed`` does not expose any other APIs. Currently,
16
+ ``torch.distributed`` is available on Linux, MacOS and Windows. Set
17
+ ``USE_DISTRIBUTED=1`` to enable it when building PyTorch from source.
18
+ Currently, the default value is ``USE_DISTRIBUTED=1`` for Linux and Windows,
19
+ ``USE_DISTRIBUTED=0`` for MacOS.
20
+ """
21
+ return hasattr(torch._C, "_c10d_init")
22
+
23
+
24
+ if is_available() and not torch._C._c10d_init():
25
+ raise RuntimeError("Failed to initialize torch.distributed")
26
+
27
+ # Custom Runtime Errors thrown from the distributed package
28
+ DistError = torch._C._DistError
29
+ DistBackendError = torch._C._DistBackendError
30
+ DistNetworkError = torch._C._DistNetworkError
31
+ DistStoreError = torch._C._DistStoreError
32
+
33
+ if is_available():
34
+ from torch._C._distributed_c10d import (
35
+ Store,
36
+ FileStore,
37
+ TCPStore,
38
+ ProcessGroup as ProcessGroup,
39
+ Backend as _Backend,
40
+ PrefixStore,
41
+ Reducer,
42
+ Logger,
43
+ BuiltinCommHookType,
44
+ GradBucket,
45
+ Work as _Work,
46
+ _DEFAULT_FIRST_BUCKET_BYTES,
47
+ _register_comm_hook,
48
+ _register_builtin_comm_hook,
49
+ _broadcast_coalesced,
50
+ _compute_bucket_assignment_by_size,
51
+ _verify_params_across_processes,
52
+ _test_python_store,
53
+ DebugLevel,
54
+ get_debug_level,
55
+ set_debug_level,
56
+ set_debug_level_from_env,
57
+ _make_nccl_premul_sum,
58
+ _ControlCollectives,
59
+ _StoreCollectives,
60
+ )
61
+
62
+ class _DistributedPdb(pdb.Pdb):
63
+ """
64
+ Supports using PDB from inside a multiprocessing child process.
65
+
66
+ Usage:
67
+ _DistributedPdb().set_trace()
68
+ """
69
+ def interaction(self, *args, **kwargs):
70
+ _stdin = sys.stdin
71
+ try:
72
+ sys.stdin = open('/dev/stdin')
73
+ pdb.Pdb.interaction(self, *args, **kwargs)
74
+ finally:
75
+ sys.stdin = _stdin
76
+
77
+ def breakpoint(rank: int = 0):
78
+ """
79
+ Set a breakpoint, but only on a single rank. All other ranks will wait for you to be
80
+ done with the breakpoint before continuing.
81
+
82
+ Args:
83
+ rank (int): Which rank to break on. Default: ``0``
84
+ """
85
+ if get_rank() == rank:
86
+ pdb = _DistributedPdb()
87
+ pdb.message(
88
+ "\n!!! ATTENTION !!!\n\n"
89
+ f"Type 'up' to get to the frame that called dist.breakpoint(rank={rank})\n"
90
+ )
91
+ pdb.set_trace()
92
+ # If Meta/Python keys are in the TLS, we want to make sure that we ignore them
93
+ # and hit the (default) CPU/CUDA implementation of barrier.
94
+ meta_in_tls = torch._C._meta_in_tls_dispatch_include()
95
+ guard = torch._C._DisableTorchDispatch() # type: ignore[attr-defined]
96
+ torch._C._set_meta_in_tls_dispatch_include(False)
97
+ try:
98
+ barrier()
99
+ finally:
100
+ torch._C._set_meta_in_tls_dispatch_include(meta_in_tls)
101
+ del guard
102
+
103
+ if sys.platform != "win32":
104
+ from torch._C._distributed_c10d import (
105
+ HashStore,
106
+ _round_robin_process_groups,
107
+ )
108
+
109
+ from .distributed_c10d import * # noqa: F403
110
+
111
+ # Variables prefixed with underscore are not auto imported
112
+ # See the comment in `distributed_c10d.py` above `_backend` on why we expose
113
+ # this.
114
+
115
+ from .distributed_c10d import (
116
+ _all_gather_base,
117
+ _reduce_scatter_base,
118
+ _create_process_group_wrapper,
119
+ _rank_not_in_group,
120
+ _coalescing_manager,
121
+ _CoalescingManager,
122
+ _get_process_group_name,
123
+ get_node_local_rank,
124
+ )
125
+
126
+ from .rendezvous import (
127
+ rendezvous,
128
+ _create_store_from_options,
129
+ register_rendezvous_handler,
130
+ )
131
+
132
+ from .remote_device import _remote_device
133
+ from .device_mesh import init_device_mesh, DeviceMesh
134
+
135
+ set_debug_level_from_env()
136
+
137
+ else:
138
+ # This stub is sufficient to get
139
+ # python test/test_public_bindings.py -k test_correct_module_names
140
+ # working even when USE_DISTRIBUTED=0. Feel free to add more
141
+ # stubs as necessary.
142
+ # We cannot define stubs directly because they confuse pyre
143
+
144
+ class _ProcessGroupStub:
145
+ pass
146
+ sys.modules["torch.distributed"].ProcessGroup = _ProcessGroupStub # type: ignore[attr-defined]
parrot/lib/python3.10/site-packages/torch/distributed/_functional_collectives.py ADDED
@@ -0,0 +1,1147 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # mypy: allow-untyped-defs
2
+ import sys
3
+ import warnings
4
+ from typing import cast, List, Optional, Tuple, TYPE_CHECKING, Union
5
+
6
+ import torch
7
+ import torch.distributed as dist
8
+ import torch.distributed.distributed_c10d as c10d
9
+ from torch.distributed.device_mesh import DeviceMesh
10
+ from torch.fx.experimental.proxy_tensor import get_innermost_proxy_mode
11
+
12
+ from . import _functional_collectives_impl as fun_col_impl
13
+
14
+ try:
15
+ from torch.utils._cxx_pytree import tree_map_only
16
+ except ImportError:
17
+ from torch.utils._pytree import tree_map_only # type: ignore[no-redef]
18
+
19
+
20
+ if torch._running_with_deploy():
21
+
22
+ def is_torchdynamo_compiling():
23
+ """Can't import torchdynamo in torchdeploy builds currently."""
24
+ return False
25
+
26
+ else:
27
+ try:
28
+ from torch.compiler import is_dynamo_compiling as is_torchdynamo_compiling
29
+ except Exception:
30
+ warnings.warn(
31
+ "Unable to import torchdynamo util `is_torchdynamo_compiling`, so won't support torchdynamo correctly"
32
+ )
33
+
34
+ def is_torchdynamo_compiling():
35
+ return False
36
+
37
+
38
+ """
39
+ New traceable, functional collectives.
40
+ RFC: https://github.com/pytorch/pytorch/issues/93173
41
+
42
+ compiler: trace these ops with plain-old-data schemas, then choose how to lower them.
43
+ eager: execute these 'functional' ops which in eager return AsyncCollectiveTensor subclasses,
44
+ automatically calling .wait() on underlying/hidden async 'work' obj only when fed to
45
+ a downstream op.
46
+
47
+ Issues:
48
+ * Where should these ops live? Couldn't `import torch` if putting these ops in existing torch.distributed files
49
+ * Proper support for eager requires inplace ops. We should explore having it as an option for the API.
50
+ """
51
+
52
+ """
53
+ Functional collectives are asynchronous only and we perform implicit stream synchronization
54
+ on behalf of the user.
55
+
56
+ We use AsyncCollectiveTensor to wrap the result tensor of a collective and it lets us witness
57
+ first usage of the tensor and insert cross stream sync at the right place.
58
+
59
+ The above are the easy bits, the hard one is how we match the Work object returned by
60
+ c10d and the tensor AsyncCollectiveTensor wraps. We alloc the tensor inside the collective
61
+ op implementation (see ``clone()`` call in ``_all_reduce``) and then it's handled by the
62
+ dispatcher which might call other implementations that are allowed to change the returned
63
+ tensor - even return a tensor with a different shape (see ``torch.vmap``).
64
+
65
+ This means the caller of our ops receives a Tensor that is not guaranteed to be the same
66
+ allocated by our implementations and that makes pairing The AsyncTensor to the original
67
+ tensor a lot harder. This pairing is needed so we can lookup the Work object to use.
68
+
69
+ Originally, we tried WeakKeyDictionary to map from Tensor to Work, but because Tensor's
70
+ identity is not stable across dispatch, the op caller would end up with a different Tensor
71
+ instance that would not match any in the dictionary.
72
+
73
+ With Tensor identity out of the question, we decided use the tensor data pointer, which
74
+ should be stable across all the Tensor changes done during dispatch.
75
+
76
+ We have a dictionary of tensor::data_ptr -> Work that we insert right after we call into c10d.
77
+
78
+ We use this dictionary when AsyncCollectiveTensor is used to invoke Work::wait()
79
+
80
+ Finally, we setup a finalizer against the tensor wrapper to observe it getting collected so we
81
+ can clean up stale entries in the dictionary.
82
+
83
+ To eliminate the possibility of races we have a global version counter that is used by the finalizer.
84
+
85
+ As a wise man said once: Don't cross the streams (https://www.youtube.com/watch?v=wyKQe_i9yyo)
86
+
87
+ """
88
+
89
+ """
90
+ Functional collectives can accept any of these types to describe the ranks participating in collectives.
91
+
92
+ The different types will be desugared to a canonical format
93
+ """
94
+ RANK_TYPES = Union[
95
+ List[int],
96
+ List[List[int]],
97
+ dist.ProcessGroup,
98
+ DeviceMesh,
99
+ Tuple["dist._tensor.DeviceMesh", int],
100
+ str,
101
+ ]
102
+
103
+
104
+ """
105
+ User facing APIs for functional collectives
106
+ -------------------------------------------
107
+
108
+ These apis are called by user code and expected to work both in eager execution and compilation,
109
+ but there are significant differences to how the two modes are implemented underneath.
110
+
111
+ Eager execution is 'optimized' using a tensor subclass that schedules the synchronization (via wait_tensor() op)
112
+ just before the tensor is first used. Compiled tracing currently relies on the compiler to perform this optimization,
113
+ and cannot yet correctly trace the AsyncTensor wrapper class. In the future, these paths may be unified
114
+ if sufficient subclass support is added in dynamo.
115
+
116
+ Example: all_reduce is an entrypoint API, and other collectives follow a similar pattern.
117
+
118
+ Here's how it works under torch.compile/dynamo:
119
+ all_reduce(...)
120
+ |--> _expand_group(...) - desugars processgroup into canonical/traceable format
121
+ |--> c10d_functional.all_reduce(...) - dynamo captures this op call, doesn't trace deeper
122
+ |--> _maybe_wrap_tensor(...) - wait_tensor() op is immediately called, no AsyncTensor subclass needed
123
+
124
+ And under eager execution:
125
+ all_reduce(...)
126
+ |--> _expand_group(...) - same as above, but less critical for eager
127
+ |--> c10d_functional.all_reduce(...) - dispatches to real kernel OR records op in trace
128
+ |--> _maybe_wrap_tensor(...) - AsyncTensor wrapper applied to returned tensor,
129
+ which issues wait_tensor() at the time of first use
130
+ """
131
+
132
+
133
+ def wait_tensor(tensor):
134
+ """
135
+ Wait on a tensor returned by the collectives ops.
136
+
137
+ Waiting follows device semantics, which means blocking on CPU and synchronizing streams on CUDA.
138
+ """
139
+ return torch.ops._c10d_functional.wait_tensor(tensor) # type: ignore[attr-defined]
140
+
141
+
142
+ def broadcast(self: torch.Tensor, src: int, group: RANK_TYPES, tag: str = ""):
143
+ """
144
+ Broadcasts the tensor to all processes in the given process group.
145
+
146
+ Args:
147
+ src (int): Source rank
148
+ group (ProcessGroup or List[int]): The process group to work on.
149
+ tag (str, optional): A unique identifier for the collective. Default: empty string
150
+ """
151
+ group_name = _resolve_group_name(group, tag)
152
+ tensor = torch.ops._c10d_functional.broadcast(self, src, group_name)
153
+ return _maybe_wrap_tensor(tensor)
154
+
155
+
156
+ def all_reduce(self: torch.Tensor, reduceOp: str, group: RANK_TYPES, tag: str = ""):
157
+ """
158
+ Reduces the tensor data across all machines in such a way that all get
159
+ the final result.
160
+
161
+ The input tensor is left unmodified.
162
+
163
+ Group can be one of:
164
+ List[int]: ranks participating in the collective.
165
+ List[List[int]]: 2D mesh of ranks taking part of this collective in MPMD.
166
+ ProcessGroup: Will perform a collective using the ranks and tag of the PG.
167
+ DeviceMesh: Do a SPMD collective over all ranks of the mesh
168
+ (DeviceMesh, int): Do a MPMD collective over one dimension of the DeviceMesh
169
+
170
+ :: N.B. If you pass a PG or a 1D list to perform a MPMD collective, the compiler won't be able to recover
171
+ that information and perform collective algebraic optimization. Use other forms of input for that.
172
+ """
173
+ group_name = _resolve_group_name(group, tag)
174
+ tensor = torch.ops._c10d_functional.all_reduce(self, reduceOp.lower(), group_name)
175
+ return _maybe_wrap_tensor(tensor)
176
+
177
+
178
+ def all_gather_tensor(
179
+ self: torch.Tensor,
180
+ gather_dim: int,
181
+ group: RANK_TYPES,
182
+ tag: str = "",
183
+ ):
184
+ """
185
+ Gather tensor data across from all machines and concatenate over ``gather_dim``.
186
+
187
+ Note that it currently only supports gather_dim = 0.
188
+
189
+ The input tensor is left unmodified.
190
+ Group can be one of:
191
+ List[int]: ranks participating in the collective.
192
+ List[List[int]]: 2D mesh of ranks taking part of this collective in MPMD.
193
+ ProcessGroup: Will perform a collective using the ranks and tag of the PG.
194
+ DeviceMesh: Do a SPMD collective over all ranks of the mesh
195
+ (DeviceMesh, int): Do a MPMD collective over one dimension of the DeviceMesh
196
+
197
+ :: N.B. If you pass a PG or a 1D list to perform a MPMD collective, the compiler won't be able to recover
198
+ that information and perform collective algebraic optimization. Use other forms of input for that.
199
+ """
200
+ assert self.is_contiguous()
201
+ group_name = _resolve_group_name(group, tag)
202
+ group_size = c10d._get_group_size_by_name(group_name)
203
+ tensor = torch.ops._c10d_functional.all_gather_into_tensor(
204
+ self, group_size, group_name
205
+ )
206
+ res = _maybe_wrap_tensor(tensor)
207
+ # TODO this should be done inside AsyncCollectiveTensor to delay the wait() call
208
+ if gather_dim != 0:
209
+ # torch.cat access the data so we already need to wait here, first do wait
210
+ # and then chunk + cat avoid us going through ACT dispatching logic again
211
+ if isinstance(res, AsyncCollectiveTensor):
212
+ res = res.wait() # type: ignore[attr-defined]
213
+ res = torch.cat(torch.chunk(res, group_size, dim=0), dim=gather_dim)
214
+ return res
215
+
216
+
217
+ def all_gather_tensor_autograd(
218
+ self: torch.Tensor,
219
+ gather_dim: int,
220
+ group: RANK_TYPES,
221
+ tag: str = "",
222
+ ):
223
+ """
224
+ Gather tensor data across from all machines and concatenate over ``gather_dim``.
225
+
226
+ Note that it currently only supports gather_dim = 0.
227
+
228
+ This function is the same as all_gather_tensor but will propagate the
229
+ backwards gradient across workers.
230
+
231
+ See all_gather_tensor for more details on usage.
232
+ """
233
+ group_name = _resolve_group_name(group, tag)
234
+ group_size = c10d._get_group_size_by_name(group_name)
235
+
236
+ tensor = torch.ops._c10d_functional_autograd.all_gather_into_tensor(
237
+ self, group_size, group_name
238
+ )
239
+ res = _FromTorchTensor.apply(tensor)
240
+ # TODO this should be done inside AsyncCollectiveTensor to delay the wait() call
241
+ if gather_dim != 0:
242
+ # torch.cat access the data so we already need to wait here, first do wait
243
+ # and then chunk + cat avoid us going through ACT dispatching logic again
244
+ if isinstance(res, AsyncCollectiveTensor):
245
+ res = res.wait() # type: ignore[attr-defined]
246
+ res = torch.cat(torch.chunk(res, group_size, dim=0), dim=gather_dim)
247
+ return res
248
+
249
+
250
+ def reduce_scatter_tensor(
251
+ self: torch.Tensor,
252
+ reduceOp: str,
253
+ scatter_dim: int,
254
+ group: RANK_TYPES,
255
+ tag: str = "",
256
+ ):
257
+ """
258
+ Reduces the tensor data across all machines in such a way that all get
259
+ the final result, then scatter the results to corresponding ranks.
260
+
261
+
262
+ The input tensor is left unmodified.
263
+ Group can be one of:
264
+ List[int]: ranks participating in the collective.
265
+ List[List[int]]: 2D mesh of ranks taking part of this collective in MPMD.
266
+ ProcessGroup: Will perform a collective using the ranks and tag of the PG.
267
+ DeviceMesh: Do a SPMD collective over all ranks of the mesh
268
+ (DeviceMesh, int): Do a MPMD collective over one dimension of the DeviceMesh
269
+ :: N.B. If you pass a PG or a 1D list to perform a MPMD collective, the compiler won't be able to recover
270
+ that information and perform collective algebraic optimization. Use other forms of input for that.
271
+ """
272
+ group_name = _resolve_group_name(group, tag)
273
+ group_size = c10d._get_group_size_by_name(group_name)
274
+
275
+ assert (
276
+ self.size(scatter_dim) % group_size == 0
277
+ ), f"input dimension 0 ({self.size(0)} must be a multiple of group_size {group_size}"
278
+ if scatter_dim != 0:
279
+ tensor_list = torch.chunk(self, group_size, dim=scatter_dim)
280
+ self = torch.cat(tensor_list)
281
+
282
+ tensor = torch.ops._c10d_functional.reduce_scatter_tensor(
283
+ self,
284
+ reduceOp.lower(),
285
+ group_size,
286
+ group_name, # type: ignore[possibly-undefined]
287
+ )
288
+ res = _maybe_wrap_tensor(tensor)
289
+ return res
290
+
291
+
292
+ def reduce_scatter_tensor_autograd(
293
+ self: torch.Tensor,
294
+ reduceOp: str,
295
+ scatter_dim: int,
296
+ group: RANK_TYPES,
297
+ tag: str = "",
298
+ ):
299
+ """
300
+ Reduces the tensor data across all machines in such a way that all get
301
+ the final result, then scatter the results to corresponding ranks.
302
+
303
+ This function is the same as reduce_scatter_tensor but will propagate the
304
+ backwards gradient across workers.
305
+
306
+ Currently only the "sum" reduceOp is supported.
307
+
308
+ See reduce_scatter_tensor for more details on usage.
309
+ """
310
+
311
+ group_name = _resolve_group_name(group, tag)
312
+ group_size = c10d._get_group_size_by_name(group_name)
313
+
314
+ assert (
315
+ self.size(scatter_dim) % group_size == 0
316
+ ), f"input dimension 0 ({self.size(0)} must be a multiple of group_size {group_size}"
317
+ if scatter_dim != 0:
318
+ tensor_list = torch.chunk(self, group_size, dim=scatter_dim)
319
+ self = torch.cat(tensor_list)
320
+
321
+ tensor = torch.ops._c10d_functional_autograd.reduce_scatter_tensor(
322
+ self,
323
+ reduceOp.lower(),
324
+ group_size,
325
+ group_name, # type: ignore[possibly-undefined]
326
+ )
327
+ res = _FromTorchTensor.apply(tensor)
328
+ return res
329
+
330
+
331
+ def all_reduce_coalesced(
332
+ self: List[torch.Tensor], reduceOp: str, group: RANK_TYPES, tag: str = ""
333
+ ) -> List[torch.Tensor]:
334
+ """
335
+ Reduces a list of tensors across all machines in such a way that all get
336
+ the final result.
337
+
338
+ The all tensors in the input list are left unmodified.
339
+
340
+ Group can be one of:
341
+ List[int]: ranks participating in the collective.
342
+ List[List[int]]: 2D mesh of ranks taking part of this collective in MPMD.
343
+ ProcessGroup: Will perform a collective using the ranks and tag of the PG.
344
+ DeviceMesh: Do a SPMD collective over all ranks of the mesh
345
+ (DeviceMesh, int): Do a MPMD collective over one dimension of the DeviceMesh
346
+
347
+ :: N.B. If you pass a PG or a 1D list to perform a MPMD collective, the compiler won't be able to recover
348
+ that information and perform collective algebraic optimization. Use other forms of input for that.
349
+ """
350
+ group_name = _resolve_group_name(group, tag)
351
+ tensor_list = torch.ops._c10d_functional.all_reduce_coalesced( # type: ignore[attr-defined]
352
+ self,
353
+ reduceOp.lower(),
354
+ group_name,
355
+ )
356
+ return list(map(_maybe_wrap_tensor, tensor_list))
357
+
358
+
359
+ def all_gather_into_tensor_coalesced(
360
+ self: List[torch.Tensor], group: RANK_TYPES, tag: str = ""
361
+ ) -> List[torch.Tensor]:
362
+ """
363
+ Gather a list of tensors across from all machines.
364
+
365
+ Note that it currently only supports gather_dim = 0.
366
+
367
+ The input tensor is left unmodified.
368
+ Group can be one of:
369
+ List[int]: ranks participating in the collective.
370
+ List[List[int]]: 2D mesh of ranks taking part of this collective in MPMD.
371
+ ProcessGroup: Will perform a collective using the ranks and tag of the PG.
372
+ DeviceMesh: Do a SPMD collective over all ranks of the mesh
373
+ (DeviceMesh, int): Do a MPMD collective over one dimension of the DeviceMesh
374
+
375
+ :: N.B. If you pass a PG or a 1D list to perform a MPMD collective, the compiler won't be able to recover
376
+ that information and perform collective algebraic optimization. Use other forms of input for that.
377
+ """
378
+ group_name = _resolve_group_name(group, tag)
379
+ group_size = c10d._get_group_size_by_name(group_name)
380
+ tensor_list = torch.ops._c10d_functional.all_gather_into_tensor_coalesced( # type: ignore[attr-defined]
381
+ self,
382
+ group_size,
383
+ group_name,
384
+ )
385
+ return list(map(_maybe_wrap_tensor, tensor_list))
386
+
387
+
388
+ def reduce_scatter_tensor_coalesced(
389
+ inputs: List[torch.Tensor],
390
+ reduceOp: str,
391
+ scatter_dim: List[int],
392
+ group: RANK_TYPES,
393
+ tag: str = "",
394
+ ) -> List[torch.Tensor]:
395
+ """
396
+ Reduces a list of tensors across all machines in such a way that all get
397
+ the final result, then scatter the results to corresponding ranks.
398
+
399
+ The input tensors are left unmodified.
400
+ Group can be one of:
401
+ List[int]: ranks participating in the collective.
402
+ List[List[int]]: 2D mesh of ranks taking part of this collective in MPMD.
403
+ ProcessGroup: Will perform a collective using the ranks and tag of the PG.
404
+ DeviceMesh: Do a SPMD collective over all ranks of the mesh
405
+ (DeviceMesh, int): Do a MPMD collective over one dimension of the DeviceMesh
406
+
407
+ :: N.B. If you pass a PG or a 1D list to perform a MPMD collective, the compiler won't be able to recover
408
+ that information and perform collective algebraic optimization. Use other forms of input for that.
409
+ """
410
+ group_name = _resolve_group_name(group, tag)
411
+ group_size = c10d._get_group_size_by_name(group_name)
412
+
413
+ assert len(scatter_dim) == len(inputs)
414
+ for idx, (dim, tensor) in enumerate(zip(scatter_dim, inputs)):
415
+ assert (
416
+ tensor.size(dim) % group_size == 0
417
+ ), f"input dimension {dim} ({tensor.size(dim)} must be a multiple of group_size {group_size} for tensor at index {idx}"
418
+ if dim != 0:
419
+ tensor_list = torch.chunk(tensor, group_size, dim=dim)
420
+ inputs[idx] = torch.cat(tensor_list)
421
+
422
+ tensor_list = torch.ops._c10d_functional.reduce_scatter_tensor_coalesced( # type: ignore[attr-defined]
423
+ inputs,
424
+ reduceOp.lower(),
425
+ group_size,
426
+ group_name, # type: ignore[possibly-undefined]
427
+ )
428
+
429
+ return list(map(_maybe_wrap_tensor, tensor_list))
430
+
431
+
432
+ # This is a bit unsafe: it checks if the first argument in the schema reports as a non-mutable alias.
433
+ # Today, this maps 1:1 with "aten ops that are views".
434
+ def _is_view_op(tgt):
435
+ assert isinstance(tgt, torch._ops.OpOverload)
436
+ schema = tgt._schema
437
+ if len(schema.arguments) > 0:
438
+ first_arg = schema.arguments[0]
439
+ # check if op is a view
440
+ return first_arg.alias_info is not None and not first_arg.alias_info.is_write
441
+
442
+
443
+ def all_to_all_single(
444
+ self: torch.Tensor,
445
+ output_split_sizes: Optional[List[int]],
446
+ input_split_sizes: Optional[List[int]],
447
+ group: RANK_TYPES,
448
+ tag: str = "",
449
+ ) -> torch.Tensor:
450
+ """
451
+ Each process splits input tensor and then scatters the split list
452
+ to all processes in a group. Then concatenate the received tensors from all
453
+ the processes in the group and return single output tensor.
454
+
455
+ Group can be one of:
456
+ List[int]: ranks participating in the collective.
457
+ List[List[int]]: 2D mesh of ranks taking part of this collective in MPMD.
458
+ ProcessGroup: Will perform a collective using the ranks and tag of the PG.
459
+ DeviceMesh: Do a SPMD collective over all ranks of the mesh
460
+ (DeviceMesh, int): Do a MPMD collective over one dimension of the DeviceMesh
461
+
462
+ :: N.B. If you pass a PG or a 1D list to perform a MPMD collective, the compiler won't be able to recover
463
+ that information and perform collective algebraic optimization. Use other forms of input for that.
464
+ """
465
+ if output_split_sizes is not None:
466
+ assert all(
467
+ isinstance(size, (int, torch.SymInt)) for size in output_split_sizes
468
+ ), output_split_sizes
469
+ if input_split_sizes is not None:
470
+ assert all(
471
+ isinstance(size, (int, torch.SymInt)) for size in input_split_sizes
472
+ ), input_split_sizes
473
+ group_name = _resolve_group_name(group, tag)
474
+ group_size = c10d._get_group_size_by_name(group_name)
475
+ if output_split_sizes is None or input_split_sizes is None:
476
+ assert output_split_sizes is None and input_split_sizes is None, (
477
+ "output_split_sizes and input_split_sizes must either be "
478
+ "specified together or both set to None"
479
+ )
480
+ output_split_sizes = [self.shape[0] // group_size] * group_size
481
+ input_split_sizes = output_split_sizes
482
+ tensor = torch.ops._c10d_functional.all_to_all_single( # type: ignore[attr-defined]
483
+ self,
484
+ output_split_sizes,
485
+ input_split_sizes,
486
+ group_name,
487
+ )
488
+ return _maybe_wrap_tensor(tensor)
489
+
490
+
491
+ def all_to_all_single_autograd(
492
+ self: torch.Tensor,
493
+ output_split_sizes: Optional[List[int]],
494
+ input_split_sizes: Optional[List[int]],
495
+ group: RANK_TYPES,
496
+ tag: str = "",
497
+ ) -> torch.Tensor:
498
+ """
499
+ Same as all_to_all_single but supports autograd.
500
+ """
501
+ if output_split_sizes is not None:
502
+ assert all(
503
+ isinstance(size, (int, torch.SymInt)) for size in output_split_sizes
504
+ ), output_split_sizes
505
+ if input_split_sizes is not None:
506
+ assert all(
507
+ isinstance(size, (int, torch.SymInt)) for size in input_split_sizes
508
+ ), input_split_sizes
509
+
510
+ group_name = _resolve_group_name(group, tag)
511
+ group_size = c10d._get_group_size_by_name(group_name)
512
+ if output_split_sizes is None or input_split_sizes is None:
513
+ assert output_split_sizes is None and input_split_sizes is None, (
514
+ "output_split_sizes and input_split_sizes must either be "
515
+ "specified together or both set to None"
516
+ )
517
+ output_split_sizes = [self.shape[0] // group_size] * group_size
518
+ input_split_sizes = output_split_sizes
519
+ tensor = torch.ops._c10d_functional_autograd.all_to_all_single( # type: ignore[attr-defined]
520
+ self,
521
+ output_split_sizes,
522
+ input_split_sizes,
523
+ group_name,
524
+ )
525
+ return _FromTorchTensor.apply(tensor)
526
+
527
+
528
+ def permute_tensor(
529
+ self: torch.Tensor,
530
+ src_dst: List[int],
531
+ group: RANK_TYPES,
532
+ tag: str = "",
533
+ ) -> torch.Tensor:
534
+ """
535
+ Permutes the elements of the tensor according to the given source/destination pairs. `src_dst` should
536
+ be defined such that src_dst[m] == n means m sends to n.
537
+
538
+ Group can be one of:
539
+ List[int]: ranks participating in the collective.
540
+ List[List[int]]: 2D mesh of ranks taking part of this collective in MPMD.
541
+ ProcessGroup: Will perform a collective using the ranks and tag of the PG.
542
+ DeviceMesh: Do a SPMD collective over all ranks of the mesh
543
+ (DeviceMesh, int): Do a MPMD collective over one
544
+ """
545
+ t, rankset, group_size = _expand_group(group, tag)
546
+ local_pg = c10d._find_or_create_pg_by_ranks_and_tag(t, rankset, group_size)
547
+
548
+ output_split_sizes = [0] * group_size
549
+ input_split_sizes = [0] * group_size
550
+ for src, dst in enumerate(src_dst):
551
+ if src == dist.get_rank(local_pg):
552
+ input_split_sizes[dst] = self.numel()
553
+ if dst == dist.get_rank(local_pg):
554
+ output_split_sizes[src] = self.numel()
555
+
556
+ return all_to_all_single(self, output_split_sizes, input_split_sizes, group, tag)
557
+
558
+
559
+ class AsyncCollectiveTensor(torch.Tensor):
560
+ r"""
561
+ A Tensor wrapper subclass that is used to trigger a call to wait
562
+ prior to first use of the underlying tensor.
563
+ Use it inside functional collective pytorch wrappers like the following:
564
+ def functional_collective(self, group, tag):
565
+ tag, rankset, group_size = _expand_group(group, tag)
566
+ tensor = torch.ops.c10d_functional.{collective}(self, tag, rankset, group_size)
567
+ return _maybe_wrap_tensor(tensor)
568
+ """
569
+ elem: torch.Tensor
570
+ completed: bool
571
+
572
+ __slots__ = ["elem", "completed"]
573
+
574
+ @staticmethod
575
+ def __new__(cls, elem: torch.Tensor):
576
+ r = torch.Tensor._make_wrapper_subclass( # type: ignore[attr-defined]
577
+ cls,
578
+ elem.size(),
579
+ strides=elem.stride(),
580
+ storage_offset=elem.storage_offset(),
581
+ dtype=elem.dtype,
582
+ layout=elem.layout,
583
+ device=elem.device,
584
+ requires_grad=elem.requires_grad,
585
+ )
586
+ r.elem = elem
587
+ r.completed = False
588
+ return r
589
+
590
+ def __tensor_flatten__(self):
591
+ return ["elem"], None
592
+
593
+ def tolist(self):
594
+ return self.trigger_wait().tolist()
595
+
596
+ @staticmethod
597
+ def __tensor_unflatten__(inner_tensors, meta, outer_size, outer_stride):
598
+ assert meta is None
599
+ elem = inner_tensors["elem"]
600
+ return AsyncCollectiveTensor(elem)
601
+
602
+ def __repr__(self):
603
+ return f"AsyncCollectiveTensor({self.trigger_wait()})"
604
+
605
+ def trigger_wait(self):
606
+ if not self.completed:
607
+ out = wait_tensor(self.elem)
608
+ self.completed = True
609
+ return out
610
+ else:
611
+ return self.elem
612
+
613
+ def wait(self) -> torch.Tensor:
614
+ return wait_tensor(self.elem)
615
+
616
+ def _get_acs_underlying_tensor(self):
617
+ """This method enables _functional_collectives_impl to test if a tensor is an ACS"""
618
+ return self.elem
619
+
620
+ @classmethod
621
+ def __torch_dispatch__(cls, func, types, args=(), kwargs=None):
622
+ if func == torch.ops.aten.view.default:
623
+ # Fast handle aten.view as a lot of view related op goes to aten.view
624
+ # eventually, this avoids pytree slowdown
625
+ res = func(args[0].elem, args[1])
626
+ wrapper_res = AsyncCollectiveTensor(res)
627
+ return wrapper_res
628
+
629
+ is_view_op = _is_view_op(func)
630
+
631
+ def unwrap(e: AsyncCollectiveTensor):
632
+ # wait_tensor is idepotent and will do stream sync only once
633
+ if not is_view_op:
634
+ return e.trigger_wait()
635
+ return e.elem
636
+
637
+ def wrap(e: torch.Tensor):
638
+ # wait_tensor is idepotent and will do stream sync only once
639
+ assert not isinstance(e, AsyncCollectiveTensor)
640
+ res = AsyncCollectiveTensor(e)
641
+ return res
642
+
643
+ unwrapped_args = tree_map_only(AsyncCollectiveTensor, unwrap, args)
644
+ unwrapped_kwargs = tree_map_only(AsyncCollectiveTensor, unwrap, kwargs)
645
+
646
+ # we don't wrap the result as it doesn't need to be waited on.
647
+ out = func(*unwrapped_args, **unwrapped_kwargs)
648
+
649
+ # View ops dont require a sync, so we should re-wrap the outputs.
650
+ if is_view_op:
651
+ out = tree_map_only(torch.Tensor, wrap, out)
652
+
653
+ return out
654
+
655
+ def numpy(self):
656
+ return self.wait().numpy()
657
+
658
+
659
+ """
660
+ Utils and infrastructure for tracing support
661
+ """
662
+
663
+
664
+ def _expand_group(group: RANK_TYPES, tag: str = "") -> Tuple[str, List[int], int]:
665
+ """
666
+ _expand_group desugars the different RANK_TYPES types into a canonical format that is traceable.
667
+
668
+ By having this be part of the explicit eager codepath, we avoid having to specialize behavior inside
669
+ torchdynamo and can still interoperate with processgroup objects or other untraceable forms.
670
+ """
671
+ # had to define this hack _inside_ expand_group to avoid
672
+ # graph_break [('torch.* op returned non-Tensor int
673
+ # caused by 'cast_*` functions being treated as 'torch.*' ops (iiuc)
674
+ if TYPE_CHECKING:
675
+
676
+ def cast_listlistint(x):
677
+ return cast(List[List[int]], x)
678
+
679
+ def cast_listint(x):
680
+ return cast(List[int], x)
681
+
682
+ else:
683
+ # fake cast op for use at runtime since dynamo doesn't support real cast
684
+ # also, dynamo didn't like encountering 'typing' objects ()
685
+ # NotImplementedError: argument of type: <class 'typing._GenericAlias'>
686
+ def cast_listlistint(x):
687
+ return x
688
+
689
+ def cast_listint(x):
690
+ return x
691
+
692
+ rankset: List[int]
693
+ if isinstance(group, list):
694
+ if isinstance(group[0], list):
695
+ nested_list = cast_listlistint(group)
696
+ rankset = []
697
+ group_size = -1
698
+ for rs in nested_list:
699
+ rankset.extend(rs)
700
+ if group_size != -1 and group_size != len(rs):
701
+ raise ValueError(
702
+ f"group sizes must be identical found {group_size} and {len(rs)}"
703
+ )
704
+ group_size = len(rs)
705
+ else:
706
+ rankset = cast_listint(group)
707
+ group_size = len(rankset)
708
+ elif isinstance(group, dist.ProcessGroup):
709
+ rankset = dist.get_process_group_ranks(group)
710
+ group_size = len(rankset)
711
+ tag = tag or c10d._get_group_tag(group)
712
+ elif isinstance(group, DeviceMesh):
713
+ assert (
714
+ group.ndim == 1
715
+ ), "Only 1D mesh is supported, pass in (DeviceMesh, int) together if mesh > 1D"
716
+ # TODO: it should run collective in the whole mesh instead of dim 0
717
+ tag, rankset, _ = group._dim_group_infos[0]
718
+ group_size = len(rankset)
719
+ elif isinstance(group, tuple):
720
+ if (
721
+ len(group) == 2
722
+ and isinstance(group[0], DeviceMesh)
723
+ and isinstance(group[1], int)
724
+ ):
725
+ dmesh = group[0]
726
+ dim = group[1]
727
+ tag, rankset, _ = dmesh._dim_group_infos[dim]
728
+ group_size = len(rankset)
729
+ else:
730
+ raise ValueError("Invalid tuple for group must be (DeviceMesh, int)")
731
+ else:
732
+ raise ValueError(
733
+ "Invalid type for group, must be one of List, Processgroup, DeviceMesh or (DeviceMesh, int)."
734
+ )
735
+
736
+ return (tag, rankset, group_size)
737
+
738
+
739
+ def _resolve_group_name(group: RANK_TYPES, tag: str = "") -> str:
740
+ """
741
+ Given group in RANK_TYPES, return the group name.
742
+ """
743
+ # `tag` will be deprecated. See details in:
744
+ # https://github.com/pytorch/pytorch/issues/93173#issuecomment-1907095208
745
+ if isinstance(group, dist.ProcessGroup):
746
+ return group.group_name
747
+ elif isinstance(group, str):
748
+ return group
749
+ elif isinstance(group, DeviceMesh):
750
+ assert (
751
+ group.ndim == 1
752
+ ), "Only 1D mesh is supported, pass in (DeviceMesh, int) together if mesh > 1D"
753
+ return group._dim_group_infos[0][2]
754
+ elif isinstance(group, tuple):
755
+ if (
756
+ len(group) == 2
757
+ and isinstance(group[0], DeviceMesh)
758
+ and isinstance(group[1], int)
759
+ ):
760
+ dmesh = group[0]
761
+ dim = group[1]
762
+ return dmesh._dim_group_infos[dim][2]
763
+ else:
764
+ raise ValueError("Invalid tuple for group must be (DeviceMesh, int)")
765
+ elif isinstance(group, list):
766
+ if not is_torchdynamo_compiling():
767
+ warnings.warn(
768
+ "The combination of ranks + tag as process group "
769
+ "identifier has been deprecated. Please switch to "
770
+ "using ProcessGroup, DeviceMesh, or group name instead.",
771
+ FutureWarning,
772
+ stacklevel=3,
773
+ )
774
+ return c10d._resolve_group_name_by_ranks_and_tag(cast(List[int], group), tag)
775
+ else:
776
+ raise ValueError(f"Unsupported group type: {type(group)}, {group}")
777
+
778
+
779
+ class _FromTorchTensor(torch.autograd.Function):
780
+ """
781
+ _FromTorchTensor allows autograd to propagate from a normal Tensor to an
782
+ AsyncCollectiveTensor.
783
+ """
784
+
785
+ @staticmethod
786
+ def forward( # type: ignore[override]
787
+ ctx, # pyre-ignore[2]: Parameter must be annotated.
788
+ input: torch.Tensor,
789
+ ) -> torch.Tensor:
790
+ return _maybe_wrap_tensor(input)
791
+
792
+ @staticmethod
793
+ def backward(ctx, grad_output: torch.Tensor) -> torch.Tensor: # type: ignore[override]
794
+ return grad_output
795
+
796
+
797
+ def _are_we_tracing() -> bool:
798
+ if is_torchdynamo_compiling():
799
+ return True
800
+ # If functionalization is turned on, we are almost definitely compiling/tracing.
801
+ # (In particular, AOTAutograd traces a model once with functionalization on
802
+ # but proxy tracing turned of, so this is how we detect it).
803
+ if (
804
+ torch._C._get_dispatch_mode(torch._C._TorchDispatchModeKey.FUNCTIONAL)
805
+ is not None
806
+ ):
807
+ return True
808
+ mode = get_innermost_proxy_mode()
809
+ if mode is None:
810
+ return False
811
+ return mode.tracer is not None
812
+
813
+
814
+ def _maybe_wrap_tensor(self) -> torch.Tensor:
815
+ if _are_we_tracing():
816
+ return wait_tensor(self)
817
+ res = AsyncCollectiveTensor(self)
818
+ return cast(torch.Tensor, res)
819
+
820
+
821
+ def _all_gather_into_tensor_coalesced_meta(self, tag, rankset, group_size):
822
+ def mk_out_tensor(shard):
823
+ out_size = list(shard.size())
824
+ out_size[0] *= group_size
825
+ out_tensor = shard.new_empty(out_size)
826
+ return out_tensor
827
+
828
+ return [mk_out_tensor(t) for t in self]
829
+
830
+
831
+ # We now register meta kernels to deal with tracing
832
+ def _broadcast_meta(self, *args):
833
+ return torch.empty_like(self)
834
+
835
+
836
+ def _all_reduce_meta(self, *args):
837
+ return torch.empty_like(self)
838
+
839
+
840
+ def _wait_tensor_meta(self, *args):
841
+ return torch.empty_like(self)
842
+
843
+
844
+ def _all_gather_into_tensor_meta(shard, tag, rankset, group_size):
845
+ out_size = list(shard.size())
846
+ out_size[0] *= group_size
847
+ return shard.new_empty(out_size)
848
+
849
+
850
+ def _reduce_scatter_tensor_meta(input, reduce_op, tag, rankset, group_size):
851
+ out_size = list(input.size())
852
+ out_size[0] //= group_size
853
+ return input.new_empty(out_size)
854
+
855
+
856
+ def _all_reduce_coalesced_meta(self, *args):
857
+ return [torch.empty_like(t) for t in self]
858
+
859
+
860
+ def _all_reduce__meta(inp, *args):
861
+ return inp
862
+
863
+
864
+ def _broadcast__meta(inp, *args):
865
+ return inp
866
+
867
+
868
+ def _all_reduce_coalesced__meta(inputs, *args):
869
+ return inputs
870
+
871
+
872
+ def _reduce_scatter_tensor_coalesced_meta(inputs, reduceOp, tag, rankset, group_size):
873
+ def mk_out_tensor(input):
874
+ out_size = list(input.size())
875
+ out_size[0] //= group_size
876
+ out_tensor = input.new_empty(out_size)
877
+ return out_tensor
878
+
879
+ return [mk_out_tensor(t) for t in inputs]
880
+
881
+
882
+ # NB: We often say all_to_all has dynamic output size, but this is not
883
+ # technically true: instead, what typically happens is you manually
884
+ # communicate the output_split_sizes ahead of time (which is dynamic),
885
+ # but then you pass those sizes explicitly, and the all to all itself
886
+ # isn't dynamic, it just follows the specified output splits
887
+ def _all_to_all_single_meta(
888
+ input, output_split_sizes, input_split_sizes, *args, **kwargs
889
+ ):
890
+ if output_split_sizes is None:
891
+ return input.new_empty(input.size())
892
+ else:
893
+ for s in output_split_sizes:
894
+ torch._check_is_size(s)
895
+ out_size = list(input.size())
896
+ out_size[0] = sum(output_split_sizes)
897
+ return input.new_empty(out_size)
898
+
899
+
900
+ def _all_gather_into_tensor_out_native_meta(input, group_size, group_name, *, out):
901
+ shape = list(input.size())
902
+ shape[0] *= group_size
903
+ return input.new_empty(shape)
904
+
905
+
906
+ def _all_gather_into_tensor_native_meta(input, group_size, group_name):
907
+ shape = list(input.size())
908
+ shape[0] *= group_size
909
+ return input.new_empty(shape)
910
+
911
+
912
+ def _all_gather_into_tensor_coalesced_native_meta(inputs, group_size, group_name):
913
+ return [
914
+ _all_gather_into_tensor_native_meta(input, group_size, group_name)
915
+ for input in inputs
916
+ ]
917
+
918
+
919
+ def _reduce_scatter_tensor_native_meta(inp, reduce_op, group_size, group_name):
920
+ shape = list(inp.size())
921
+ shape[0] //= group_size
922
+ return inp.new_empty(shape)
923
+
924
+
925
+ def _reduce_scatter_tensor_coalesced_native_meta(
926
+ inputs, reduce_op, group_size, group_name
927
+ ):
928
+ return [
929
+ _reduce_scatter_tensor_native_meta(inp, reduce_op, group_size, group_name)
930
+ for inp in inputs
931
+ ]
932
+
933
+
934
+ if not torch._running_with_deploy():
935
+ # Library MUST be defined at module scope or it doesn't work
936
+ # Creating a "DEF" Library always crashes torch::deploy so we create our
937
+ # Library instances here guarded against running inside it
938
+ lib_impl = torch.library.Library("_c10d_functional", "IMPL")
939
+ lib_impl.impl("all_reduce", _all_reduce_meta, "Meta")
940
+ lib_impl.impl("all_reduce_", _all_reduce__meta, "Meta")
941
+ lib_impl.impl("all_reduce_coalesced", _all_reduce_coalesced_meta, "Meta")
942
+ lib_impl.impl("all_reduce_coalesced_", _all_reduce_coalesced__meta, "Meta")
943
+ lib_impl.impl("wait_tensor", _wait_tensor_meta, "Meta")
944
+ lib_impl.impl(
945
+ "all_gather_into_tensor_out", _all_gather_into_tensor_out_native_meta, "Meta"
946
+ )
947
+ lib_impl.impl("all_gather_into_tensor", _all_gather_into_tensor_native_meta, "Meta")
948
+ lib_impl.impl(
949
+ "all_gather_into_tensor_coalesced",
950
+ _all_gather_into_tensor_coalesced_native_meta,
951
+ "Meta",
952
+ )
953
+ lib_impl.impl("reduce_scatter_tensor", _reduce_scatter_tensor_native_meta, "Meta")
954
+ lib_impl.impl(
955
+ "reduce_scatter_tensor_coalesced",
956
+ _reduce_scatter_tensor_coalesced_native_meta,
957
+ "Meta",
958
+ )
959
+ lib_impl.impl("all_to_all_single", _all_to_all_single_meta, "Meta")
960
+ lib_impl.impl("broadcast", _broadcast_meta, "Meta")
961
+ lib_impl.impl("broadcast_", _broadcast__meta, "Meta")
962
+
963
+ # Register legacy ops for backward compatibility
964
+ # TODO(yifu): remove these in functional collective beta release
965
+ legacy_lib = torch.library.Library("c10d_functional", "DEF")
966
+ legacy_lib_impl = torch.library.Library("c10d_functional", "IMPL")
967
+ ops_defs = [
968
+ "broadcast(Tensor self, int src, str tag, int[] ranks, int group_size) -> Tensor",
969
+ "all_reduce(Tensor self, str reduceOp, str tag, int[] ranks, int group_size) -> Tensor",
970
+ "all_reduce_coalesced(Tensor[] self, str reduceOp, str tag, int[] ranks, int group_size) -> Tensor[]",
971
+ "wait_tensor(Tensor self) -> Tensor",
972
+ "all_gather_into_tensor(Tensor shard, str tag, int[] ranks, int group_size) -> Tensor",
973
+ "all_gather_into_tensor_coalesced(Tensor[] input, str tag, int[] ranks, int group_size) -> Tensor[]",
974
+ "reduce_scatter_tensor(Tensor input, str reduceOp, str tag, int[] ranks, int group_size) -> Tensor",
975
+ "reduce_scatter_tensor_coalesced(Tensor[] inputs, str reduceOp, str tag, int[] ranks, int group_size) -> Tensor[]",
976
+ "all_to_all_single(Tensor input, SymInt[]? output_split_sizes, SymInt[]? input_split_sizes, str tag, int[] ranks, int group_size) -> Tensor", # noqa: B950
977
+ ]
978
+
979
+ my_module = sys.modules[__name__]
980
+ for op_def in ops_defs:
981
+ op_name = op_def[0 : op_def.index("(")]
982
+ backend_impl = getattr(fun_col_impl, f"_{op_name}")
983
+ legacy_lib.define(op_def, tags=torch.Tag.pt2_compliant_tag)
984
+ legacy_lib_impl.impl(op_name, backend_impl, "CompositeImplicitAutograd")
985
+
986
+ else:
987
+ warnings.warn(
988
+ "PyTorch Distributed functional collectives do not work with torch::deploy."
989
+ )
990
+
991
+
992
+ """
993
+ Dynamo Remappings allow seamless translation from non-functional collectives of supportable form into
994
+ functional collective calls followed by inplace copy ops, allowing them to be traced into a functional graph.
995
+
996
+ We implement this by writing a decomposition and teaching dynamo how to associate it to a corresponding op via
997
+ the mapping dict below.
998
+
999
+ These schemas intentionally match torch.distributed.distributed_c10d.* ops that we are trying to remap from
1000
+ """
1001
+
1002
+
1003
+ def all_gather_tensor_inplace(
1004
+ output_tensor: torch.Tensor,
1005
+ input_tensor: torch.Tensor,
1006
+ group, # TODO add a type,
1007
+ async_op: bool = False,
1008
+ tag: str = "",
1009
+ gather_dim: int = 0,
1010
+ ):
1011
+ assert (
1012
+ not async_op
1013
+ ), "Can't remap async version of inplace op to functional collective"
1014
+
1015
+ group = group or dist.group.WORLD
1016
+ assert group is not None
1017
+
1018
+ return output_tensor.copy_(all_gather_tensor(input_tensor, gather_dim, group, tag))
1019
+
1020
+
1021
+ def reduce_scatter_tensor_inplace(
1022
+ output: torch.Tensor,
1023
+ input: torch.Tensor,
1024
+ op: str = "sum", # TODO type is actually c10d ReduceOp. is this ok?
1025
+ group=None, # TODO add a type
1026
+ async_op: bool = False,
1027
+ scatter_dim: int = 0,
1028
+ tag: str = "",
1029
+ ):
1030
+ assert (
1031
+ not async_op
1032
+ ), "Can't remap async version of inplace op to functional collective"
1033
+
1034
+ group = group or dist.group.WORLD
1035
+ assert group is not None
1036
+
1037
+ return output.copy_(reduce_scatter_tensor(input, op, scatter_dim, group, tag))
1038
+
1039
+
1040
+ REDUCE_OP_TO_STR = {
1041
+ dist.ReduceOp.SUM: "sum",
1042
+ dist.ReduceOp.AVG: "avg",
1043
+ dist.ReduceOp.PRODUCT: "product",
1044
+ dist.ReduceOp.MIN: "min",
1045
+ dist.ReduceOp.MAX: "max",
1046
+ dist.ReduceOp.BAND: "band",
1047
+ dist.ReduceOp.BOR: "bor",
1048
+ dist.ReduceOp.BXOR: "bxor",
1049
+ }
1050
+
1051
+
1052
+ def all_reduce_inplace(
1053
+ tensor: torch.Tensor,
1054
+ op: str = "sum",
1055
+ group=None,
1056
+ async_op: bool = False,
1057
+ tag: str = "",
1058
+ ):
1059
+ assert (
1060
+ not async_op
1061
+ ), "Can't remap async version of inplace op to functional collective"
1062
+
1063
+ group = group or dist.group.WORLD
1064
+ assert group is not None
1065
+
1066
+ return tensor.copy_(all_reduce(tensor, op, group, tag))
1067
+
1068
+
1069
+ def all_to_all_inplace(
1070
+ output: torch.Tensor,
1071
+ input: torch.Tensor,
1072
+ output_split_sizes=None,
1073
+ input_split_sizes=None,
1074
+ group=None,
1075
+ async_op=False,
1076
+ tag: str = "",
1077
+ ):
1078
+ assert (
1079
+ not async_op
1080
+ ), "Can't remap async version of inplace op to functional collective"
1081
+
1082
+ group = group or dist.group.WORLD
1083
+ assert group is not None
1084
+
1085
+ return output.copy_(
1086
+ all_to_all_single(
1087
+ input,
1088
+ output_split_sizes,
1089
+ input_split_sizes,
1090
+ group,
1091
+ tag,
1092
+ )
1093
+ )
1094
+
1095
+
1096
+ def all_gather_inplace(
1097
+ tensor_list: List[torch.Tensor],
1098
+ tensor: torch.Tensor,
1099
+ group=None,
1100
+ async_op=False,
1101
+ tag: str = "",
1102
+ ):
1103
+ assert (
1104
+ not async_op
1105
+ ), "Can't remap async version of inplace op to functional collective"
1106
+ assert all(
1107
+ t.size(0) == tensor.size(0) for t in tensor_list
1108
+ ), "Remapping variable size all_gather is not yet supported"
1109
+
1110
+ group = group or dist.group.WORLD
1111
+ assert group is not None
1112
+
1113
+ output = all_gather_tensor(tensor, 0, group, tag)
1114
+
1115
+ # Use aten.slice instead of aten.split because the latter causes
1116
+ # tensor.shape(0) to be unnecessarily baked in when it's a SymInt.
1117
+ output_splits = []
1118
+ offset = 0
1119
+ for t in tensor_list:
1120
+ output_splits.append(output[offset : offset + t.size(0)])
1121
+ offset += t.size(0)
1122
+ for dst, src in zip(tensor_list, output_splits):
1123
+ dst.copy_(src)
1124
+ return tensor_list
1125
+
1126
+
1127
+ from torch.distributed.distributed_c10d import (
1128
+ _all_gather_base as legacy_all_gather_base,
1129
+ _reduce_scatter_base as legacy_reduce_scatter_base,
1130
+ all_gather as legacy_all_gather,
1131
+ all_gather_into_tensor as legacy_allgather,
1132
+ all_reduce as legacy_allreduce,
1133
+ all_to_all_single as legacy_all_to_all_single,
1134
+ reduce_scatter_tensor as legacy_reducescatter,
1135
+ )
1136
+
1137
+ # This dict should contain sets of functions that dynamo is allowed to remap.
1138
+ # Functions in this set should accept the same args/kwargs 1:1 as their mapping.
1139
+ traceable_collective_remaps = {
1140
+ legacy_allgather: all_gather_tensor_inplace,
1141
+ legacy_reducescatter: reduce_scatter_tensor_inplace,
1142
+ legacy_allreduce: all_reduce_inplace,
1143
+ legacy_all_to_all_single: all_to_all_inplace,
1144
+ legacy_all_gather: all_gather_inplace,
1145
+ legacy_reduce_scatter_base: reduce_scatter_tensor_inplace,
1146
+ legacy_all_gather_base: all_gather_tensor_inplace,
1147
+ }
parrot/lib/python3.10/site-packages/torch/distributed/_functional_collectives_impl.py ADDED
@@ -0,0 +1,116 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # mypy: allow-untyped-defs
2
+ from typing import List, Optional
3
+
4
+ import torch
5
+ import torch.distributed.distributed_c10d as c10d
6
+
7
+ """
8
+ This file contains the op impls for the legacy (c10d_functional) functional collectives.
9
+ These impls simply call into the native (_c10d_functional) functional collectives.
10
+ """
11
+
12
+
13
+ def _broadcast(input, src, tag, ranks, group_size):
14
+ group_name = c10d._resolve_group_name_by_ranks_and_tag(ranks, tag)
15
+ return torch.ops._c10d_functional.broadcast(
16
+ input,
17
+ src,
18
+ group_name,
19
+ )
20
+
21
+
22
+ def _all_reduce(input, reduce_op, tag, ranks, group_size):
23
+ group_name = c10d._resolve_group_name_by_ranks_and_tag(ranks, tag)
24
+ return torch.ops._c10d_functional.all_reduce(
25
+ input,
26
+ reduce_op,
27
+ group_name,
28
+ )
29
+
30
+
31
+ def _all_reduce_coalesced(inputs, reduce_op, tag, ranks, group_size):
32
+ group_name = c10d._resolve_group_name_by_ranks_and_tag(ranks, tag)
33
+ return torch.ops._c10d_functional.all_reduce_coalesced(
34
+ inputs,
35
+ reduce_op,
36
+ group_name,
37
+ )
38
+
39
+
40
+ def _all_gather_into_tensor(input, tag, ranks, group_size):
41
+ group_name = c10d._resolve_group_name_by_ranks_and_tag(ranks, tag)
42
+ return torch.ops._c10d_functional.all_gather_into_tensor(
43
+ input,
44
+ group_size,
45
+ group_name,
46
+ )
47
+
48
+
49
+ def _all_gather_into_tensor_coalesced(input, tag, ranks, group_size):
50
+ group_name = c10d._resolve_group_name_by_ranks_and_tag(ranks, tag)
51
+ return torch.ops._c10d_functional.all_gather_into_tensor_coalesced(
52
+ input,
53
+ group_size,
54
+ group_name,
55
+ )
56
+
57
+
58
+ def _reduce_scatter_tensor(
59
+ input: torch.Tensor,
60
+ reduce_op: str,
61
+ tag: str,
62
+ ranks: List[int],
63
+ group_size: int,
64
+ ):
65
+ group_name = c10d._resolve_group_name_by_ranks_and_tag(ranks, tag)
66
+ return torch.ops._c10d_functional.reduce_scatter_tensor(
67
+ input,
68
+ reduce_op,
69
+ group_size,
70
+ group_name,
71
+ )
72
+
73
+
74
+ def _reduce_scatter_tensor_coalesced(
75
+ inputs: List[torch.Tensor],
76
+ reduce_op: str,
77
+ tag: str,
78
+ ranks: List[int],
79
+ group_size: int,
80
+ ):
81
+ group_name = c10d._resolve_group_name_by_ranks_and_tag(ranks, tag)
82
+ return torch.ops._c10d_functional.reduce_scatter_tensor_coalesced(
83
+ inputs,
84
+ reduce_op,
85
+ group_size,
86
+ group_name,
87
+ )
88
+
89
+
90
+ def _all_to_all_single(
91
+ input: torch.Tensor,
92
+ output_split_sizes: Optional[List[int]],
93
+ input_split_sizes: Optional[List[int]],
94
+ tag: str,
95
+ ranks: List[int],
96
+ group_size: int,
97
+ ):
98
+ if output_split_sizes is None or input_split_sizes is None:
99
+ assert output_split_sizes is None and input_split_sizes is None, (
100
+ "output_split_sizes and input_split_sizes must either be "
101
+ "specified together or both set to None"
102
+ )
103
+ output_split_sizes = [input.shape[0] // group_size] * group_size
104
+ input_split_sizes = output_split_sizes
105
+
106
+ group_name = c10d._resolve_group_name_by_ranks_and_tag(ranks, tag)
107
+ return torch.ops._c10d_functional.all_to_all_single(
108
+ input,
109
+ output_split_sizes,
110
+ input_split_sizes,
111
+ group_name,
112
+ )
113
+
114
+
115
+ def _wait_tensor(tensor: torch.Tensor) -> torch.Tensor:
116
+ return torch.ops._c10d_functional.wait_tensor(tensor)
parrot/lib/python3.10/site-packages/torch/distributed/_shard/__init__.py ADDED
@@ -0,0 +1,6 @@
 
 
 
 
 
 
 
1
+ from .api import (
2
+ _shard_tensor,
3
+ load_with_process_group,
4
+ shard_module,
5
+ shard_parameter,
6
+ )
parrot/lib/python3.10/site-packages/torch/distributed/_shard/_utils.py ADDED
@@ -0,0 +1,28 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import torch
2
+ from torch.distributed._shard.metadata import ShardMetadata
3
+ from typing import Sequence
4
+
5
+ DEPRECATE_MSG = "Please use DTensor instead and we are deprecating ShardedTensor."
6
+
7
+ def narrow_tensor_by_index(tensor: torch.Tensor, offsets: Sequence[int], sizes: Sequence[int]) -> torch.Tensor:
8
+ """
9
+ Narrow the tensor according to ``offsets`` and ``sizes``.
10
+ """
11
+ narrowed_tensor = tensor
12
+ for idx, (offset, size) in enumerate(zip(offsets, sizes)):
13
+ if size < tensor.size(idx):
14
+ # Reshape to get shard for this rank and we don't want autograd
15
+ # recording here for the narrow op and 'local_shard' should be a
16
+ # leaf variable in the autograd graph.
17
+ narrowed_tensor = narrowed_tensor.narrow(
18
+ idx,
19
+ offset,
20
+ size
21
+ )
22
+ return narrowed_tensor
23
+
24
+ def narrow_tensor(tensor: torch.Tensor, metadata: ShardMetadata) -> torch.Tensor:
25
+ """
26
+ Narrow the tensor according to the metadata
27
+ """
28
+ return narrow_tensor_by_index(tensor, metadata.shard_offsets, metadata.shard_sizes)
parrot/lib/python3.10/site-packages/torch/distributed/_shard/checkpoint/__init__.py ADDED
@@ -0,0 +1,19 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # Keep old package for BC purposes, this file should be removed once
2
+ # everything moves to the `torch.distributed.checkpoint` package.
3
+ import sys
4
+ import torch
5
+ import warnings
6
+
7
+ from torch.distributed.checkpoint import * # noqa: F403
8
+
9
+
10
+ with warnings.catch_warnings():
11
+ warnings.simplefilter("always")
12
+ warnings.warn(
13
+ "`torch.distributed._shard.checkpoint` will be deprecated, "
14
+ "use `torch.distributed.checkpoint` instead",
15
+ DeprecationWarning,
16
+ stacklevel=2,
17
+ )
18
+
19
+ sys.modules['torch.distributed._shard.checkpoint'] = torch.distributed.checkpoint
parrot/lib/python3.10/site-packages/torch/distributed/_shard/common_op_utils.py ADDED
@@ -0,0 +1,62 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # mypy: allow-untyped-defs
2
+ import torch
3
+ from torch.utils import _pytree as pytree
4
+ from typing import Optional
5
+
6
+ def _basic_validation(op, args=(), kwargs=None):
7
+ """
8
+ Common validation across all ops go in here.
9
+ """
10
+ from torch.distributed._shard.sharded_tensor import ShardedTensor
11
+
12
+ if len(args) == 0 and (kwargs is None or len(kwargs) == 0):
13
+ raise ValueError(f" No input for '{op.__name__}'!")
14
+
15
+ # Validate types
16
+ has_distributed_tensor = False
17
+
18
+ def is_distributed_tensor(e):
19
+ nonlocal has_distributed_tensor
20
+ if isinstance(e, ShardedTensor):
21
+ has_distributed_tensor = True
22
+
23
+ pytree.tree_map_(is_distributed_tensor, args)
24
+ pytree.tree_map_(is_distributed_tensor, kwargs)
25
+
26
+ if not has_distributed_tensor:
27
+ raise TypeError(
28
+ f"torch function '{op.__name__}', with args: {args} and "
29
+ f"kwargs: {kwargs} are called without any distributed tensor!"
30
+ )
31
+
32
+ # Validate all distributed tensors use the same PG.
33
+ cur_pg: Optional[torch.distributed.ProcessGroup] = None
34
+
35
+ def validate_pg(e):
36
+ nonlocal cur_pg
37
+ if isinstance(e, ShardedTensor):
38
+ if cur_pg is not None and e._process_group is not cur_pg:
39
+ raise RuntimeError(
40
+ 'All distributed tensors should use the '
41
+ 'same ProcessGroup if used together in an op.'
42
+ )
43
+ cur_pg = e._process_group
44
+
45
+ pytree.tree_map_(validate_pg, args)
46
+ pytree.tree_map_(validate_pg, kwargs)
47
+
48
+ def _register_default_op(op, decorator):
49
+ @decorator(op)
50
+ def tensor_default_op(types, args=(), kwargs=None, pg=None):
51
+ """
52
+ Handles ``__torch_function__`` dispatch for the default tensor ops that
53
+ behave the same as ``torch.Tensor`` such as ``torch.Tensor.shape`` or
54
+ ``torch.Tensor.dtype``. We simply lower to the real op call with
55
+ DisableTorchFunctionSubclass context like ``torch.Tensor.__torch_function__``
56
+ to avoid recursions.
57
+ """
58
+ if kwargs is None:
59
+ kwargs = {}
60
+
61
+ with torch._C.DisableTorchFunctionSubclass():
62
+ return op(*args, **kwargs)
parrot/lib/python3.10/site-packages/torch/distributed/_shard/metadata.py ADDED
@@ -0,0 +1,62 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # mypy: allow-untyped-defs
2
+ from dataclasses import dataclass
3
+ from typing import List, Union, Optional
4
+ from functools import reduce
5
+
6
+ from torch.distributed.remote_device import _remote_device
7
+
8
+ @dataclass
9
+ class ShardMetadata:
10
+ """
11
+ Represents a shard of the overall Tensor including its
12
+ offsets, lengths and device placement.
13
+
14
+ Args:
15
+ shard_offsets(List[int]): Offsets in the original tensor indicating
16
+ the start offsets for this shard. Should have the same rank as
17
+ the original tensor.
18
+ shard_sizes(List[int]): Integers indicating the size of each
19
+ dimension for this shard. Should have the same rank as the
20
+ original tensor.
21
+ placement(:class:`torch.distributed._remote_device`):
22
+ Specifies the placement of this shard.
23
+ """
24
+
25
+ __slots__ = ['shard_offsets', 'shard_sizes', 'placement']
26
+
27
+ shard_offsets: List[int]
28
+ shard_sizes: List[int]
29
+ placement: Optional[_remote_device]
30
+
31
+ def __init__(
32
+ self,
33
+ shard_offsets: List[int],
34
+ shard_sizes: List[int],
35
+ placement: Optional[Union[str, _remote_device]] = None
36
+ ):
37
+ self.shard_offsets = shard_offsets
38
+ self.shard_sizes = shard_sizes
39
+ if isinstance(placement, str):
40
+ self.placement = _remote_device(placement)
41
+ else:
42
+ self.placement = placement
43
+ if len(self.shard_offsets) != len(self.shard_sizes):
44
+ raise ValueError(
45
+ f'shard_offsets and shard_sizes should have '
46
+ f'the same number of elements, found {len(self.shard_offsets)} '
47
+ f'and {self.shard_sizes} respectively')
48
+
49
+ for i in range(len(self.shard_offsets)):
50
+ if self.shard_offsets[i] < 0:
51
+ raise ValueError('shard_offsets should be >=0')
52
+ if self.shard_sizes[i] < 0:
53
+ raise ValueError('shard_sizes should be >= 0')
54
+
55
+ def __hash__(self):
56
+ def _hash_reduce(a, b):
57
+ return (a << 8) + hash(b)
58
+
59
+ res = reduce(_hash_reduce, self.shard_offsets, 37)
60
+ res = reduce(_hash_reduce, self.shard_sizes, res)
61
+ res = _hash_reduce(res, self.placement)
62
+ return res
parrot/lib/python3.10/site-packages/torch/distributed/_shard/sharded_optim/__pycache__/__init__.cpython-310.pyc ADDED
Binary file (1.98 kB). View file
 
parrot/lib/python3.10/site-packages/torch/distributed/_shard/sharded_optim/__pycache__/api.cpython-310.pyc ADDED
Binary file (4.55 kB). View file
 
parrot/lib/python3.10/site-packages/torch/distributed/_shard/sharded_optim/api.py ADDED
@@ -0,0 +1,98 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # mypy: allow-untyped-defs
2
+ from typing import List, Union, Mapping, Dict, Any
3
+
4
+ import torch.optim as optim
5
+ from torch import Tensor
6
+ from torch.distributed._shard.sharded_tensor import ShardedTensor
7
+
8
+
9
+ class ShardedOptimizer(optim.Optimizer):
10
+ def __init__(
11
+ self,
12
+ named_params: Mapping[str, Union[Tensor, ShardedTensor]],
13
+ optimizer_class,
14
+ *optimizer_args,
15
+ **optimizer_kwargs
16
+ ):
17
+ """
18
+ ShardedOptimizer collects all tensors and local shard tensors of
19
+ ShardedTensor, then use these tensors as ``params`` for optimizers
20
+
21
+ Args:
22
+ named_params (Dict[str, Union[Tensor, ShardedTensor]]) : a Dict
23
+ of parameters, where key is the parameter key, value is either
24
+ Tensor or ShardedTensor parameter.
25
+ optimizer_class (torch.optim.Optimizer): the Optimizer to use
26
+ locally, i.e. torch.optim.SGD, torch.optim.Adagrad, etc.
27
+ *optimizer_args: the arguments to initialize the optimizer.
28
+ **optimizer_kwargs: the key-word arguments to initialize the optimizer.
29
+
30
+ """
31
+ tensors: List[Tensor] = []
32
+ for value in named_params.values():
33
+ if isinstance(value, ShardedTensor):
34
+ for local_shard in value.local_shards():
35
+ tensors.append(local_shard.tensor)
36
+ else:
37
+ tensors.append(value)
38
+
39
+ self.named_params = named_params
40
+ self._optim = optimizer_class(tensors, *optimizer_args, **optimizer_kwargs)
41
+ self.param_groups = self._optim.param_groups
42
+ self.state = self._optim.state
43
+
44
+ def zero_grad(self, set_to_none: bool = True): # type: ignore[override]
45
+ r"""Resets the gradients of all optimized :class:`torch.Tensor` s.
46
+
47
+ Args:
48
+ set_to_none (bool): instead of setting to zero, set the grads to None.
49
+ This will in general have lower memory footprint, and can modestly improve performance.
50
+ However, it changes certain behaviors. For example:
51
+ 1. When the user tries to access a gradient and perform manual ops on it,
52
+ a None attribute or a Tensor full of 0s will behave differently.
53
+ 2. If the user requests ``zero_grad(set_to_none=True)`` followed by a backward pass, ``.grad``\ s
54
+ are guaranteed to be None for params that did not receive a gradient.
55
+ 3. ``torch.optim`` optimizers have a different behavior if the gradient is 0 or None
56
+ (in one case it does the step with a gradient of 0 and in the other it skips
57
+ the step altogether).
58
+ """
59
+ self._optim.zero_grad(set_to_none)
60
+
61
+ def step(self, closure=None):
62
+ r"""Performs a single optimization step (parameter update).
63
+
64
+ Args:
65
+ closure (Callable): A closure that reevaluates the model and
66
+ returns the loss. Optional for most optimizers.
67
+
68
+ .. note::
69
+ Unless otherwise specified, this function should not modify the
70
+ ``.grad`` field of the parameters.
71
+ """
72
+ self._optim.step(closure)
73
+
74
+ def state_dict(self) -> Dict[str, Any]:
75
+ """
76
+ Returned state and param_groups will contain parameter keys
77
+ instead of parameter indices like torch.optim.Optimizer.
78
+ This allows for advanced functionality like optimizer re-sharding to be implemented.
79
+ """
80
+ # TODO: implement state_dict
81
+ raise NotImplementedError("ShardedOptimizer state_dict not implemented yet!")
82
+
83
+
84
+ def load_state_dict(self, state_dict: Mapping[str, Any]):
85
+ r"""Loads the ShardedOptimizer state.
86
+
87
+ Args:
88
+ state_dict (dict): ShardedOptimizer state. Should be an object returned
89
+ from a call to :meth:`state_dict`.
90
+ """
91
+ # TODO: implement load_state_dict
92
+ raise NotImplementedError("ShardedOptimizer load_state_dict not implemented yet!")
93
+
94
+ def add_param_group(self, param_group: Any):
95
+ r"""Add a new param group
96
+ """
97
+ # TODO: implement add_param_group
98
+ raise NotImplementedError("ShardedOptimizer add_param_group not implemented yet!")
parrot/lib/python3.10/site-packages/torch/distributed/_shard/sharder.py ADDED
@@ -0,0 +1,27 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import abc
2
+ import torch.nn as nn
3
+
4
+ class Sharder(abc.ABC):
5
+ """
6
+ This is an interface which allows user to create more advanced
7
+ sharding strategies that are not easily be composed by the
8
+ `ShardingSpec`.
9
+
10
+ :class:`torch.distributed._shard.sharding_plan.ShardingPlan` could
11
+ take an object of the `Sharder` and call `shard` to shard the module,
12
+ then replace the original module with sharded module returned.
13
+ """
14
+ @abc.abstractmethod
15
+ def shard(self, module: nn.Module) -> nn.Module:
16
+ """
17
+ Shard a module base on the implementation of this method, and
18
+ return the sharded version of the module.
19
+
20
+ Args:
21
+ module (:class:`torch.nn.Module`):
22
+ The module to apply sharding to.
23
+ Returns:
24
+ A :class:`torch.nn.Module` object that represents a module
25
+ that's already been sharded.
26
+ """
27
+ pass
parrot/lib/python3.10/site-packages/torch/distributed/argparse_util.py ADDED
@@ -0,0 +1,104 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ #!/usr/bin/env python3
2
+ # mypy: allow-untyped-defs
3
+
4
+ # Copyright (c) Facebook, Inc. and its affiliates.
5
+ # All rights reserved.
6
+ #
7
+ # This source code is licensed under the BSD-style license found in the
8
+ # LICENSE file in the root directory of this source tree.
9
+ import os
10
+ from argparse import Action
11
+
12
+
13
+ class env(Action):
14
+ """
15
+ Get argument values from ``PET_{dest}`` before defaulting to the given ``default`` value.
16
+
17
+ For flags (e.g. ``--standalone``)
18
+ use ``check_env`` instead.
19
+
20
+ .. note:: when multiple option strings are specified, ``dest`` is
21
+ the longest option string (e.g. for ``"-f", "--foo"``
22
+ the env var to set is ``PET_FOO`` not ``PET_F``)
23
+
24
+ Example:
25
+ ::
26
+
27
+ parser.add_argument("-f", "--foo", action=env, default="bar")
28
+
29
+ ./program -> args.foo="bar"
30
+ ./program -f baz -> args.foo="baz"
31
+ ./program --foo baz -> args.foo="baz"
32
+ PET_FOO="env_bar" ./program -f baz -> args.foo="baz"
33
+ PET_FOO="env_bar" ./program --foo baz -> args.foo="baz"
34
+ PET_FOO="env_bar" ./program -> args.foo="env_bar"
35
+
36
+ parser.add_argument("-f", "--foo", action=env, required=True)
37
+
38
+ ./program -> fails
39
+ ./program -f baz -> args.foo="baz"
40
+ PET_FOO="env_bar" ./program -> args.foo="env_bar"
41
+ PET_FOO="env_bar" ./program -f baz -> args.foo="baz"
42
+ """
43
+
44
+ def __init__(self, dest, default=None, required=False, **kwargs) -> None:
45
+ env_name = f"PET_{dest.upper()}"
46
+ default = os.environ.get(env_name, default)
47
+
48
+ # ``required`` means that it NEEDS to be present in the command-line args
49
+ # rather than "this option requires a value (either set explicitly or default"
50
+ # so if we found default then we don't "require" it to be in the command-line
51
+ # so set it to False
52
+ if default:
53
+ required = False
54
+
55
+ super().__init__(dest=dest, default=default, required=required, **kwargs)
56
+
57
+ def __call__(self, parser, namespace, values, option_string=None):
58
+ setattr(namespace, self.dest, values)
59
+
60
+
61
+ class check_env(Action):
62
+ """
63
+ Check whether the env var ``PET_{dest}`` exists before defaulting to the given ``default`` value.
64
+
65
+ Equivalent to
66
+ ``store_true`` argparse built-in action except that the argument can
67
+ be omitted from the commandline if the env var is present and has a
68
+ non-zero value.
69
+
70
+ .. note:: it is redundant to pass ``default=True`` for arguments
71
+ that use this action because a flag should be ``True``
72
+ when present and ``False`` otherwise.
73
+
74
+ Example:
75
+ ::
76
+
77
+ parser.add_argument("--verbose", action=check_env)
78
+
79
+ ./program -> args.verbose=False
80
+ ./program --verbose -> args.verbose=True
81
+ PET_VERBOSE=1 ./program -> args.verbose=True
82
+ PET_VERBOSE=0 ./program -> args.verbose=False
83
+ PET_VERBOSE=0 ./program --verbose -> args.verbose=True
84
+
85
+ Anti-pattern (don't do this):
86
+
87
+ ::
88
+
89
+ parser.add_argument("--verbose", action=check_env, default=True)
90
+
91
+ ./program -> args.verbose=True
92
+ ./program --verbose -> args.verbose=True
93
+ PET_VERBOSE=1 ./program -> args.verbose=True
94
+ PET_VERBOSE=0 ./program -> args.verbose=False
95
+
96
+ """
97
+
98
+ def __init__(self, dest, default=False, **kwargs) -> None:
99
+ env_name = f"PET_{dest.upper()}"
100
+ default = bool(int(os.environ.get(env_name, "1" if default else "0")))
101
+ super().__init__(dest=dest, const=True, default=default, nargs=0, **kwargs)
102
+
103
+ def __call__(self, parser, namespace, values, option_string=None):
104
+ setattr(namespace, self.dest, self.const)
parrot/lib/python3.10/site-packages/torch/distributed/autograd/__init__.py ADDED
@@ -0,0 +1,53 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # mypy: allow-untyped-defs
2
+
3
+ import sys
4
+ import torch
5
+
6
+
7
+ def is_available():
8
+ return hasattr(torch._C, "_dist_autograd_init")
9
+
10
+
11
+ if is_available() and not torch._C._dist_autograd_init():
12
+ raise RuntimeError("Failed to initialize torch.distributed.autograd")
13
+
14
+ if is_available():
15
+ from torch._C._distributed_autograd import (
16
+ get_gradients,
17
+ backward,
18
+ _init,
19
+ _new_context,
20
+ _release_context,
21
+ _get_max_id,
22
+ _is_valid_context,
23
+ _retrieve_context,
24
+ _current_context,
25
+ _get_debug_info,
26
+ DistAutogradContext,
27
+ )
28
+
29
+
30
+ class context:
31
+ '''
32
+ Context object to wrap forward and backward passes when using
33
+ distributed autograd. The ``context_id`` generated in the ``with``
34
+ statement is required to uniquely identify a distributed backward pass
35
+ on all workers. Each worker stores metadata associated with this
36
+ ``context_id``, which is required to correctly execute a distributed
37
+ autograd pass.
38
+
39
+ Example::
40
+ >>> # xdoctest: +SKIP
41
+ >>> import torch.distributed.autograd as dist_autograd
42
+ >>> with dist_autograd.context() as context_id:
43
+ >>> t1 = torch.rand((3, 3), requires_grad=True)
44
+ >>> t2 = torch.rand((3, 3), requires_grad=True)
45
+ >>> loss = rpc.rpc_sync("worker1", torch.add, args=(t1, t2)).sum()
46
+ >>> dist_autograd.backward(context_id, [loss])
47
+ '''
48
+ def __enter__(self):
49
+ self.autograd_context = _new_context()
50
+ return self.autograd_context._context_id()
51
+
52
+ def __exit__(self, type, value, traceback):
53
+ _release_context(self.autograd_context._context_id())
parrot/lib/python3.10/site-packages/torch/distributed/autograd/__pycache__/__init__.cpython-310.pyc ADDED
Binary file (2.1 kB). View file
 
parrot/lib/python3.10/site-packages/torch/distributed/constants.py ADDED
@@ -0,0 +1,23 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from torch._C._distributed_c10d import _DEFAULT_PG_TIMEOUT
2
+ from datetime import timedelta
3
+ from typing import Optional
4
+
5
+ __all__ = ['default_pg_timeout', 'default_pg_nccl_timeout']
6
+
7
+ # Default process group wide timeout, if applicable.
8
+ # This only applies to the non-nccl backends
9
+ # To make an attempt at backwards compatibility with THD, we use an
10
+ # extraordinarily high default timeout, given that THD did not have timeouts.
11
+ default_pg_timeout: timedelta = _DEFAULT_PG_TIMEOUT
12
+ # Separate timeout for PGNCCL mainly becuase it's always been that way in the C++ layer, but until recently
13
+ # there was one default that applied across all backends in the python layer.
14
+ # Later, we could consider merging them back together at the c++ layer if we can align on a same value.
15
+ # (only if TORCH_NCCL_BLOCKING_WAIT or TORCH_NCCL_ASYNC_ERROR_HANDLING is set to 1).
16
+
17
+ try:
18
+ from torch._C._distributed_c10d import _DEFAULT_PG_NCCL_TIMEOUT
19
+ default_pg_nccl_timeout: Optional[timedelta] = _DEFAULT_PG_NCCL_TIMEOUT
20
+ except ImportError:
21
+ # if C++ NCCL support is not compiled, we don't have access to the default nccl value.
22
+ # if anyone is actually trying to use nccl in this state, it should error.
23
+ default_pg_nccl_timeout = None
parrot/lib/python3.10/site-packages/torch/distributed/device_mesh.py ADDED
@@ -0,0 +1,719 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # mypy: allow-untyped-defs
2
+ # Copyright (c) Meta Platforms, Inc. and affiliates
3
+ import logging
4
+ import math
5
+ import threading
6
+ from typing import Dict, List, Optional, Tuple, TYPE_CHECKING, Union
7
+
8
+ import torch
9
+
10
+ from torch.distributed import is_available
11
+
12
+ from ..utils._typing_utils import not_none
13
+
14
+ __all__ = ["init_device_mesh", "DeviceMesh"]
15
+
16
+
17
+ if not is_available():
18
+ import sys
19
+
20
+ # We need to create the stubs when distributed is not available.
21
+ # Otherwise, we would fail the doc tests (```./.ci/pytorch/docs-test.sh```),
22
+ # since it would try to import ``torch.distributed.device_mesh`` or
23
+ # ``torch.distributed.init_device_mesh`` but cannot find them.
24
+
25
+ class _DeviceMeshStub:
26
+ pass
27
+
28
+ def _init_device_mesh_stub():
29
+ pass
30
+
31
+ sys.modules["torch.distributed.device_mesh"].DeviceMesh = _DeviceMeshStub # type: ignore[attr-defined]
32
+ sys.modules[
33
+ "torch.distributed.device_mesh"
34
+ ].init_device_mesh = _init_device_mesh_stub # type: ignore[attr-defined]
35
+
36
+
37
+ else:
38
+ from torch.distributed.distributed_c10d import (
39
+ _find_pg_by_ranks_and_tag,
40
+ _get_default_group,
41
+ _get_group_tag,
42
+ get_process_group_ranks,
43
+ get_rank,
44
+ get_world_size,
45
+ init_process_group,
46
+ is_initialized,
47
+ new_group,
48
+ ProcessGroup,
49
+ )
50
+
51
+ logger = logging.getLogger(__name__)
52
+
53
+ # only import numpy typing when type checking
54
+ if TYPE_CHECKING:
55
+ try:
56
+ from numpy.typing import ArrayLike
57
+ except ImportError:
58
+ logger.warning(
59
+ "DeviceMesh requires numpy >= 1.21 to be installed for type checking"
60
+ )
61
+
62
+ class _MeshEnv(threading.local):
63
+ def __init__(self) -> None:
64
+ self.mesh_stack: List[DeviceMesh] = []
65
+ self.child_to_parent_mapping: Dict[DeviceMesh, DeviceMesh] = {}
66
+ self.mesh_dim_group_options: Dict[
67
+ int, Tuple[str, Optional[ProcessGroup.Options]]
68
+ ] = {}
69
+
70
+ def get_current_mesh(self) -> "DeviceMesh":
71
+ if len(self.mesh_stack) == 0:
72
+ raise RuntimeError("No device mesh is currently active!")
73
+ return self.mesh_stack[-1]
74
+
75
+ def create_child_mesh(
76
+ self, parent_mesh: "DeviceMesh", submesh_dim_names: Tuple[str, ...]
77
+ ) -> "DeviceMesh":
78
+ # submesh_dims are the mesh dimension of the submesh in the parent mesh.
79
+ submesh_dims = [
80
+ not_none(parent_mesh.mesh_dim_names).index(mesh_dim_name)
81
+ for mesh_dim_name in submesh_dim_names
82
+ ]
83
+ submesh_dim_sizes = [
84
+ parent_mesh.mesh.size(mesh_dim) for mesh_dim in submesh_dims
85
+ ]
86
+
87
+ mesh_dims_remained = list(range(parent_mesh.mesh.ndim))
88
+ for submesh_dim in submesh_dims:
89
+ mesh_dims_remained.remove(submesh_dim)
90
+
91
+ # pg_ranks_by_dim is the size of [number of local ranks of the outermost submesh dimension, *sub_mesh_dims]
92
+ # This means on each local rank of the outermost slice mesh dim, we have a tensor of submesh size with
93
+ # the pg ranks of the submesh. From this, we can extract the submesh mesh tensor contains the current rank.
94
+ pg_ranks_by_dim = parent_mesh.mesh.permute(
95
+ *mesh_dims_remained, *submesh_dims
96
+ ).reshape(-1, *submesh_dim_sizes)
97
+
98
+ cur_rank = parent_mesh.get_rank()
99
+ for mesh_nd in pg_ranks_by_dim:
100
+ submesh = DeviceMesh(
101
+ parent_mesh.device_type,
102
+ mesh_nd,
103
+ mesh_dim_names=submesh_dim_names,
104
+ _init_backend=False,
105
+ )
106
+ if cur_rank in mesh_nd:
107
+ res_submesh = submesh
108
+
109
+ res_submesh._parent_mesh = parent_mesh # type: ignore[possibly-undefined]
110
+ res_submesh._dim_group_infos = [
111
+ parent_mesh._dim_group_infos[mesh_dim] for mesh_dim in submesh_dims # type: ignore[possibly-undefined]
112
+ ]
113
+ self.child_to_parent_mapping[res_submesh] = parent_mesh
114
+
115
+ return res_submesh
116
+
117
+ def get_parent_mesh(self, device_mesh: "DeviceMesh") -> Optional["DeviceMesh"]:
118
+ return self.child_to_parent_mapping.get(device_mesh, None)
119
+
120
+ def get_parent_mesh_dim(self, device_mesh: "DeviceMesh") -> Optional[int]:
121
+ """
122
+ Return the index of the mesh dim in the parent mesh.
123
+ The device_mesh passed in needs to be sliced out from a parent mesh.
124
+ """
125
+ parent_mesh = self.get_parent_mesh(device_mesh)
126
+ child_mesh_dim_names = device_mesh.mesh_dim_names
127
+ if parent_mesh and child_mesh_dim_names:
128
+ assert (
129
+ len(child_mesh_dim_names) == 1
130
+ ), "The child mesh can only be a 1D mesh."
131
+ child_mesh_dim_name = child_mesh_dim_names[0]
132
+ return self.get_mesh_dim_by_name(parent_mesh, child_mesh_dim_name)
133
+ return None
134
+
135
+ @staticmethod
136
+ def num_devices_per_host(device_type: str) -> int:
137
+ return _get_device_handle(device_type).device_count()
138
+
139
+ @staticmethod
140
+ def num_hosts(device_type: str) -> int:
141
+ # ProcessGroup can't tell us this info so we have to infer it, assume
142
+ # homogeneous hardware for now
143
+ return get_world_size() // _MeshEnv.num_devices_per_host(device_type)
144
+
145
+ def get_mesh_dim_by_name(
146
+ self, device_mesh: "DeviceMesh", mesh_dim_name: str
147
+ ) -> int:
148
+ if (
149
+ device_mesh.mesh_dim_names is None
150
+ or len(device_mesh.mesh_dim_names) == 0
151
+ ):
152
+ raise KeyError(
153
+ "No `mesh_dim_names` found.",
154
+ )
155
+ if mesh_dim_name not in device_mesh.mesh_dim_names:
156
+ raise KeyError(
157
+ f"Mesh dimension '{mesh_dim_name}' does not exist.",
158
+ f"Available mesh dimensions are: mesh_dim_names={device_mesh.mesh_dim_names}",
159
+ )
160
+ return not_none(device_mesh.mesh_dim_names.index(mesh_dim_name))
161
+
162
+ def _set_mesh_dim_group_options(
163
+ self,
164
+ dim: int,
165
+ backend: str,
166
+ pg_options: Optional[ProcessGroup.Options] = None,
167
+ ) -> None:
168
+ self.mesh_dim_group_options[dim] = (backend, pg_options)
169
+
170
+ _mesh_resources: _MeshEnv = _MeshEnv()
171
+
172
+ def _get_device_handle(device_type: str = "cuda"):
173
+ """
174
+ Get the module corresponding to the device_type which is cuda or cuda-like device.
175
+ For example, when the device_type is cuda, the module `torch.cuda` is returned.
176
+ Return None when there is no corresponding module for device_type, otherwise
177
+ return the corresponding module.
178
+ """
179
+ return getattr(torch, device_type, None)
180
+
181
+ class DeviceMesh:
182
+ """
183
+ DeviceMesh represents a mesh of devices, where layout of devices could be
184
+ represented as a n-d dimension array, and each value of the n-d dimensional
185
+ array is the global id of the default process group ranks.
186
+
187
+ DeviceMesh could be used to describe the layout of devices across the cluster,
188
+ and serves as a proxy for communication among the device lists within the cluster.
189
+
190
+ DeviceMesh can be used as a context manager.
191
+
192
+ .. note::
193
+ DeviceMesh follows SPMD programming model, which means the same PyTorch Python program
194
+ is running on all processes/ranks in the cluster. Therefore, users need to make sure the
195
+ `mesh` array (which describes the layout of devices) should be identical across all ranks.
196
+ Inconsistent `mesh` will lead to silent hang.
197
+
198
+ Args:
199
+ device_type (str): The device type of the mesh. Currently supports: "cpu", "cuda/cuda-like".
200
+ mesh (ndarray): A multi-dimensional array or an integer tensor describing the layout
201
+ of devices, where the IDs are global IDs of the default process group.
202
+
203
+ Returns:
204
+ DeviceMesh: A :class:`DeviceMesh` object representing the device layout.
205
+
206
+ The following program runs on each process/rank in an SPMD manner. In this example, we have 2
207
+ hosts with 4 GPUs each.
208
+ A reduction over the first dimension of mesh will reduce across
209
+ columns (0, 4), .. and (3, 7), a reduction over the second dimension
210
+ of mesh reduces across rows (0, 1, 2, 3) and (4, 5, 6, 7).
211
+
212
+ Example::
213
+ >>> # xdoctest: +SKIP("no rank")
214
+ >>> from torch.distributed.device_mesh import DeviceMesh
215
+ >>>
216
+ >>> # Initialize device mesh as (2, 4) to represent the topology
217
+ >>> # of cross-host(dim 0), and within-host (dim 1).
218
+ >>> mesh = DeviceMesh(device_type="cuda", mesh=[[0, 1, 2, 3],[4, 5, 6, 7]])
219
+ """
220
+
221
+ device_type: str
222
+ mesh: torch.Tensor
223
+ mesh_dim_names: Optional[Tuple[str, ...]]
224
+
225
+ def __init__(
226
+ self,
227
+ device_type: str,
228
+ mesh: Union[torch.Tensor, "ArrayLike"],
229
+ *,
230
+ mesh_dim_names: Optional[Tuple[str, ...]] = None,
231
+ _init_backend: bool = True,
232
+ ) -> None:
233
+ self.device_type = device_type
234
+ if isinstance(mesh, torch.Tensor) and mesh.device.type != "cpu":
235
+ raise ValueError(f"`mesh` must be a CPU tensor, got {mesh}")
236
+ self.mesh = (
237
+ mesh.detach().to(dtype=torch.int)
238
+ if isinstance(mesh, torch.Tensor)
239
+ else torch.tensor(mesh, device="cpu", dtype=torch.int)
240
+ )
241
+ self.mesh_dim_names = tuple(mesh_dim_names) if mesh_dim_names else None
242
+
243
+ # private field to pre-generate DeviceMesh's hash
244
+ self._flatten_mesh_list = tuple(self.mesh.flatten().tolist())
245
+ self._parent_mesh: Optional[DeviceMesh] = None
246
+ self._thread_id = threading.get_ident()
247
+
248
+ # Skip process group initialization if xla device or init backend is False
249
+ # TODO(yeounoh) implement DeviceMesh backend and register XLA backend.
250
+ if device_type != "xla":
251
+ # always try to create default (world) pg, even if it is not initialized
252
+ # already. The world pg is used for device mesh identity (rank) on each
253
+ # process (we need to know if the current global rank is in the mesh or not).
254
+ if _init_backend:
255
+ self._get_or_create_default_group()
256
+ self._init_process_groups()
257
+
258
+ # calculate the coordinates of the current global rank on the mesh
259
+ rank_coords = (self.mesh == get_rank()).nonzero()
260
+ assert rank_coords.size(0) in (0, 1)
261
+ self._coordinate_on_dim: Optional[List[int]] = (
262
+ rank_coords[0].tolist() if rank_coords.size(0) > 0 else None
263
+ )
264
+
265
+ def _get_or_create_default_group(self):
266
+ default_initialized = is_initialized()
267
+ if not default_initialized:
268
+ init_process_group()
269
+
270
+ world_size = get_world_size()
271
+ if self.mesh.numel() > world_size:
272
+ raise RuntimeError(
273
+ f"Mesh should not be bigger than default world size, but found {self.mesh.numel()} ranks!"
274
+ )
275
+
276
+ device_handle = _get_device_handle(self.device_type)
277
+ # TODO: if user want to pass pg_options, offer a way to do it
278
+ if not default_initialized and device_handle:
279
+ # automatically set the current cuda/cuda-like device base on num of gpu devices available in each host
280
+ # NOTE: This device selection would only work for homogeneous hardware.
281
+ num_devices_per_host = device_handle.device_count()
282
+ if (
283
+ world_size > num_devices_per_host
284
+ and world_size % num_devices_per_host != 0
285
+ ):
286
+ raise RuntimeError(
287
+ f"DeviceMesh only support homogeneous hardware, but found "
288
+ f"{world_size} ranks and {num_devices_per_host} {self.device_type} devices!"
289
+ )
290
+ device_handle.set_device(get_rank() % num_devices_per_host)
291
+
292
+ return _get_default_group()
293
+
294
+ def _init_process_groups(self):
295
+ # tag/ranks/group_name associated with each mesh dimension, each
296
+ # mesh dimension should have one sub-group per rank
297
+ #
298
+ # TODO(yifu): remove tag and ranks once we fully migrate to native
299
+ # functional collectives. See details in:
300
+ # https://github.com/pytorch/pytorch/issues/93173#issuecomment-1907095208
301
+ dim_group_infos: List[Tuple[str, List[int], str]] = []
302
+
303
+ if self.mesh.ndim == 1 and self.mesh.numel() == get_world_size():
304
+ # if the mesh is the same as world_pg, we just append the default
305
+ # pg to the first dim groups, as new_group cannot have the exact
306
+ # same ranks as world
307
+ dim_group_infos.append(
308
+ (
309
+ _get_group_tag(_get_default_group()),
310
+ list(range(get_world_size())),
311
+ _get_default_group().group_name,
312
+ )
313
+ )
314
+ else:
315
+ # create sub pgs base on the mesh argument specified
316
+ for dim in range(self.mesh.ndim):
317
+ # swap the current dim to the last dim
318
+ # then reshape to flatten out other dims
319
+ pg_ranks_by_dim = self.mesh.swapdims(-1, dim).reshape(
320
+ -1, self.mesh.size(dim)
321
+ )
322
+ # multi-dim mesh, create subgroups by looping over the pg_ranks
323
+ # for each dim and append the groups
324
+ for dim_mesh in pg_ranks_by_dim:
325
+ subgroup_ranks = dim_mesh.tolist()
326
+
327
+ # Respect dim group options specified via _MeshEnv.set_dim_group_options().
328
+ # Inherit from the parent group if no options are specified for the group.
329
+ if dim in _mesh_resources.mesh_dim_group_options:
330
+ (
331
+ backend,
332
+ pg_options,
333
+ ) = _mesh_resources.mesh_dim_group_options[dim]
334
+ else:
335
+ backend, pg_options = None, None
336
+
337
+ # We temporarily revert the re-use subgroup, since it breaks two internal tests.
338
+ # Temporarily reverting to resolve test timeout while root-causing.
339
+ # TODO: Add two tests to cover internal tests scenarios and re-enable reuse subgroup if exists.
340
+ dim_group = new_group(
341
+ ranks=subgroup_ranks,
342
+ backend=backend,
343
+ pg_options=pg_options,
344
+ )
345
+
346
+ # only add to dim_groups if the current rank in the subgroup
347
+ if self.get_rank() in subgroup_ranks:
348
+ if len(dim_group_infos) > dim:
349
+ raise RuntimeError(
350
+ f"Each device mesh dimension should get only one process group, but got {self.get_rank} "
351
+ f"in {subgroup_ranks}!"
352
+ )
353
+ dim_group_infos.append(
354
+ (
355
+ _get_group_tag(not_none(dim_group)),
356
+ subgroup_ranks,
357
+ dim_group.group_name,
358
+ )
359
+ )
360
+ self._dim_group_infos = dim_group_infos
361
+
362
+ def __enter__(self) -> "DeviceMesh":
363
+ # set this mesh as the current mesh in mesh env
364
+ _mesh_resources.mesh_stack.append(self)
365
+ return self
366
+
367
+ # pyre-fixme[2]: Parameter must be annotated.
368
+ def __exit__(self, exc_type, exc_value, exc_traceback) -> None:
369
+ # pop this mesh from mesh env
370
+ _mesh_resources.mesh_stack.pop()
371
+
372
+ def __repr__(self) -> str:
373
+ device_mesh_repr = (
374
+ f"DeviceMesh({self.mesh.tolist()})"
375
+ if not self.mesh_dim_names
376
+ else f"DeviceMesh({self.mesh.tolist()}, mesh_dim_names={self.mesh_dim_names})"
377
+ )
378
+ return device_mesh_repr
379
+
380
+ def __hash__(self):
381
+ # lazily compute hash
382
+ self._hash = getattr(self, "_hash", None)
383
+ if not self._hash:
384
+ self._hash = hash(
385
+ (
386
+ self._flatten_mesh_list,
387
+ self.mesh.shape,
388
+ self.device_type,
389
+ self.mesh_dim_names,
390
+ self._parent_mesh,
391
+ self._thread_id,
392
+ )
393
+ )
394
+ return self._hash
395
+
396
+ def __eq__(self, other: object) -> bool:
397
+ if not isinstance(other, DeviceMesh):
398
+ return False
399
+ if id(self) == id(other):
400
+ return True
401
+ else:
402
+ return (
403
+ self._flatten_mesh_list == other._flatten_mesh_list
404
+ and self.mesh.shape == other.mesh.shape
405
+ and self.device_type == other.device_type
406
+ and self.mesh_dim_names == other.mesh_dim_names
407
+ and self._parent_mesh == other._parent_mesh
408
+ and self._thread_id == other._thread_id
409
+ )
410
+
411
+ def __getitem__(
412
+ self, mesh_dim_names: Union[str, Tuple[str, ...]]
413
+ ) -> "DeviceMesh":
414
+ """
415
+ Slice the current DeviceMesh based on the mesh_dim_name given to create a child
416
+ DeviceMesh.
417
+
418
+ Args:
419
+ mesh_dim_name (Union[str, Tuple[str]]): the name or the tuple of names of the
420
+ mesh dimension of the parent DeviceMesh to create the child DeviceMesh for.
421
+ Returns:
422
+ A :class:`DeviceMesh` object
423
+
424
+ The following program runs on each process/rank in an SPMD manner. In this example, we have 2
425
+ hosts with 4 GPUs each.
426
+ Calling mesh["tp"] on rank 0, 1, 2, 3 would return a 1D child DeviceMesh:([0, 1, 2, 3]).
427
+ Calling mesh["tp"] on rank 4, 5, 6, 7 would return a 1D child DeviceMesh:([4, 5, 6, 7]).
428
+ Calling mesh["dp"] on rank 0, 4 would return a 1D child DeviceMesh:([0, 4]).
429
+ Calling mesh["dp"] on rank 1, 5 would return a 1D child DeviceMesh:([1, 5]).
430
+ Calling mesh["dp"] on rank 2, 6 would return a 1D child DeviceMesh:([2, 6]).
431
+ Calling mesh["dp"] on rank 3, 7 would return a 1D child DeviceMesh:([3, 7]).
432
+
433
+ Example::
434
+ >>> # xdoctest: +SKIP("no rank")
435
+ >>> from torch.distributed.device_mesh import DeviceMesh
436
+ >>>
437
+ >>> # Initialize device mesh as (2, 4) to represent the topology
438
+ >>> # of cross-host(dim 0), and within-host (dim 1).
439
+ >>> mesh = DeviceMesh(device_type="cuda", mesh=[[0, 1, 2, 3],[4, 5, 6, 7]])
440
+ """
441
+ if not self.mesh_dim_names:
442
+ raise RuntimeError("Cannot slice a DeviceMesh without mesh_dim_names!")
443
+
444
+ mesh_dim_names = (
445
+ (mesh_dim_names,) if isinstance(mesh_dim_names, str) else mesh_dim_names
446
+ )
447
+
448
+ error_msg = (
449
+ f"Invalid mesh_dim_name {mesh_dim_names} specified. "
450
+ f"Valid mesh_dim_names should be a contiguous subsequence of {self.mesh_dim_names}."
451
+ )
452
+
453
+ if mesh_dim_names == self.mesh_dim_names:
454
+ return self
455
+ elif len(mesh_dim_names) > len(self.mesh_dim_names) or not all(
456
+ mesh_dim_name in self.mesh_dim_names for mesh_dim_name in mesh_dim_names
457
+ ):
458
+ raise KeyError(error_msg)
459
+ # Check if the user-provided slicing is a valid contiguous subsequence of the mesh_dim_names
460
+ # of the current DeviceMesh.
461
+ else:
462
+ outermost_dim_name = mesh_dim_names[0]
463
+ outermost_dim_idx = self.mesh_dim_names.index(outermost_dim_name)
464
+ for i, j in zip(
465
+ mesh_dim_names,
466
+ self.mesh_dim_names[outermost_dim_idx : len(mesh_dim_names)],
467
+ ):
468
+ if i != j:
469
+ raise KeyError(error_msg)
470
+
471
+ submesh = _mesh_resources.create_child_mesh(self, mesh_dim_names)
472
+ return submesh
473
+
474
+ def get_group(self, mesh_dim: Optional[Union[int, str]] = None) -> ProcessGroup:
475
+ """
476
+ Returns the single ProcessGroup specified by mesh_dim, or, if mesh_dim is not specified and the
477
+ DeviceMesh is 1-dimensional, returns the only ProcessGroup in the mesh.
478
+
479
+ Args:
480
+ mesh_dim (str/int, optional): it can be the name of the mesh dimension or the index
481
+ of the mesh dimension. Default is None.
482
+
483
+ Returns:
484
+ A :class:`ProcessGroup` object.
485
+ """
486
+ if not hasattr(self, "_dim_group_infos"):
487
+ raise RuntimeError("DeviceMesh process groups not initialized!")
488
+
489
+ if self.mesh.ndim > 1 and mesh_dim is None:
490
+ raise RuntimeError(
491
+ f"Found the DeviceMesh have {self.mesh.ndim} dimensions",
492
+ "Optional kwarg `mesh_dim` needs to be specified when device_mesh.ndim > 1.",
493
+ "If you want to get the list of all the ProcessGroups in the DeviceMesh,"
494
+ "please use `get_all_groups()` instead.",
495
+ )
496
+
497
+ if self.mesh.ndim == 1 and mesh_dim is None:
498
+ mesh_dim = 0
499
+ else:
500
+ mesh_dim = (
501
+ _mesh_resources.get_mesh_dim_by_name(self, mesh_dim)
502
+ if isinstance(mesh_dim, str)
503
+ else mesh_dim
504
+ )
505
+
506
+ return not_none(
507
+ _find_pg_by_ranks_and_tag(*self._dim_group_infos[mesh_dim][:2]) # type: ignore[index]
508
+ )
509
+
510
+ def get_all_groups(self) -> List[ProcessGroup]:
511
+ """
512
+ Returns a list of ProcessGroups for all mesh dimensions.
513
+
514
+ Returns:
515
+ A list of :class:`ProcessGroup` object.
516
+ """
517
+ return [self.get_group(i) for i in range(self.mesh.ndim)]
518
+
519
+ @staticmethod
520
+ def from_group(
521
+ group: Union[ProcessGroup, List[ProcessGroup]],
522
+ device_type: str,
523
+ mesh: Optional[Union[torch.Tensor, "ArrayLike"]] = None,
524
+ *,
525
+ mesh_dim_names: Optional[Tuple[str, ...]] = None,
526
+ ) -> "DeviceMesh":
527
+ """
528
+ Contstructs a :class:`DeviceMesh` with ``device_type`` from an
529
+ existing :class:`ProcessGroup`.
530
+
531
+ The constructed device mesh has number of dimensions equal to the
532
+ number of groups passed. If more than one group is passed, then the
533
+ ``mesh`` argument is required.
534
+ """
535
+ if isinstance(group, ProcessGroup):
536
+ group_ranks = get_process_group_ranks(group)
537
+ if (
538
+ isinstance(mesh, torch.Tensor) and mesh.tolist() != group_ranks
539
+ ) or (mesh is not None and mesh != group_ranks):
540
+ raise ValueError(
541
+ f"Invalid mesh {str(mesh)} for ProcessGroup with ranks {group_ranks}"
542
+ )
543
+ mesh = torch.tensor(group_ranks, device="cpu", dtype=torch.int)
544
+ device_mesh = DeviceMesh(
545
+ device_type,
546
+ mesh,
547
+ mesh_dim_names=mesh_dim_names,
548
+ _init_backend=False,
549
+ )
550
+ device_mesh._dim_group_infos = [
551
+ (_get_group_tag(group), group_ranks, group.group_name)
552
+ ]
553
+ return device_mesh
554
+ groups = list(group)
555
+ if len(groups) == 0:
556
+ raise ValueError("Expects at least one ProcessGroup to be passed")
557
+ if mesh is None:
558
+ raise ValueError("Must pass mesh if passing multiple ProcessGroups")
559
+ mesh = (
560
+ mesh.detach().to(dtype=torch.int, device="cpu")
561
+ if isinstance(mesh, torch.Tensor)
562
+ else torch.tensor(mesh, device="cpu", dtype=torch.int)
563
+ )
564
+ if mesh.ndim != len(groups):
565
+ raise ValueError(
566
+ "Expects mesh with ndim equal to number of ProcessGroups but got "
567
+ f"mesh {mesh.tolist()} and {len(groups)} ProcessGroups"
568
+ )
569
+ device_mesh = DeviceMesh(
570
+ device_type, mesh, mesh_dim_names=mesh_dim_names, _init_backend=False
571
+ )
572
+ device_mesh._dim_group_infos = [
573
+ (
574
+ _get_group_tag(group),
575
+ get_process_group_ranks(group),
576
+ group.group_name,
577
+ )
578
+ for group in groups
579
+ ]
580
+ return device_mesh
581
+
582
+ def size(self, mesh_dim: Optional[int] = None) -> int:
583
+ return self.mesh.numel() if mesh_dim is None else self.mesh.size(mesh_dim)
584
+
585
+ @property
586
+ def ndim(self) -> int:
587
+ return self.mesh.ndim
588
+
589
+ @property
590
+ def shape(self) -> Tuple[int, ...]:
591
+ return tuple(self.mesh.shape)
592
+
593
+ def get_rank(self) -> int:
594
+ """
595
+ Returns the current global rank.
596
+ """
597
+ return get_rank()
598
+
599
+ def get_local_rank(self, mesh_dim: Optional[Union[int, str]] = None) -> int:
600
+ """
601
+ Returns the local rank of the given mesh_dim of the DeviceMesh.
602
+
603
+ Args:
604
+ mesh_dim (str/int, optional): it can be the name of the mesh dimension or the index
605
+ of the mesh dimension. Default is None.
606
+
607
+ Returns:
608
+ An integer denotes the local rank.
609
+
610
+ The following program runs on each process/rank in an SPMD manner. In this example, we have 2
611
+ hosts with 4 GPUs each.
612
+ Calling mesh_2d.get_local_rank(mesh_dim=0) on rank 0, 1, 2, 3 would return 0.
613
+ Calling mesh_2d.get_local_rank(mesh_dim=0) on rank 4, 5, 6, 7 would return 1.
614
+ Calling mesh_2d.get_local_rank(mesh_dim=1) on rank 0, 4 would return 0.
615
+ Calling mesh_2d.get_local_rank(mesh_dim=1) on rank 1, 5 would return 1.
616
+ Calling mesh_2d.get_local_rank(mesh_dim=1) on rank 2, 6 would return 2.
617
+ Calling mesh_2d.get_local_rank(mesh_dim=1) on rank 3, 7 would return 3.
618
+
619
+ Example::
620
+ >>> # xdoctest: +SKIP("no rank")
621
+ >>> from torch.distributed.device_mesh import DeviceMesh
622
+ >>>
623
+ >>> # Initialize device mesh as (2, 4) to represent the topology
624
+ >>> # of cross-host(dim 0), and within-host (dim 1).
625
+ >>> mesh = DeviceMesh(device_type="cuda", mesh=[[0, 1, 2, 3],[4, 5, 6, 7]])
626
+ """
627
+ if self.ndim > 1 and mesh_dim is None:
628
+ raise RuntimeError(
629
+ f"Found the DeviceMesh have {self.mesh.ndim} dimensions",
630
+ "Optional kwarg `mesh_dim` needs to be specified when device_mesh.ndim > 1.",
631
+ )
632
+ elif mesh_dim is None:
633
+ mesh_dim = 0
634
+
635
+ mesh_dim_group = not_none(self.get_group(mesh_dim))
636
+ assert isinstance(
637
+ mesh_dim_group, ProcessGroup
638
+ ), "We expect ProcessGroup before calling `get_rank`!"
639
+ return not_none(get_rank(mesh_dim_group))
640
+
641
+ def get_coordinate(self) -> Optional[List[int]]:
642
+ """
643
+ Return the relative indices of this rank relative to all
644
+ dimensions of the mesh. If this rank is not part of the mesh, return None.
645
+ """
646
+ return self._coordinate_on_dim if self._coordinate_on_dim else None
647
+
648
+ def init_device_mesh(
649
+ device_type: str,
650
+ mesh_shape: Tuple[int, ...],
651
+ *,
652
+ mesh_dim_names: Optional[Tuple[str, ...]] = None,
653
+ ) -> DeviceMesh:
654
+ """
655
+ Initializes a `DeviceMesh` based on `device_type`, `mesh_shape`, and `mesh_dim_names` parameters.
656
+
657
+ This creates a DeviceMesh with an n-dimensional array layout, where `n` is the length of `mesh_shape`.
658
+ If `mesh_dim_names` is provided, each dimension is labeled as `mesh_dim_names[i]`.
659
+
660
+ .. note::
661
+ `init_device_mesh` follows SPMD programming model, meaning the same PyTorch Python program
662
+ runs on all processes/ranks in the cluster. Ensure `mesh_shape` (the dimensions of the nD array
663
+ describing device layout) is identical across all ranks. Inconsistent `mesh_shape` may lead to hanging.
664
+
665
+ .. note::
666
+ If no process group is found, init_device_mesh will initialize distributed process group/groups
667
+ required for distributed communications behind the scene.
668
+
669
+ Args:
670
+ device_type (str): The device type of the mesh. Currently supports: "cpu", "cuda/cuda-like".
671
+ Passing in a device type with a GPU index, such as "cuda:0", is not allowed.
672
+ mesh_shape (Tuple[int]): A tuple defining the dimensions of the multi-dimensional array
673
+ describing the layout of devices.
674
+ mesh_dim_names (Tuple[str], optional): A tuple of mesh dimension names to assign to each dimension
675
+ of the multi-dimensional array describing the layout of devices. Its length must match the length
676
+ of `mesh_shape`. Each string in `mesh_dim_names` must be unique.
677
+
678
+ Returns:
679
+ DeviceMesh: A :class:`DeviceMesh` object representing the device layout.
680
+
681
+ Example::
682
+ >>> # xdoctest: +SKIP("no rank")
683
+ >>> from torch.distributed.device_mesh import init_device_mesh
684
+ >>>
685
+ >>> mesh_1d = init_device_mesh("cuda", mesh_shape=(8,))
686
+ >>> mesh_2d = init_device_mesh("cuda", mesh_shape=(2, 8), mesh_dim_names=("dp", "tp"))
687
+
688
+ """
689
+ if mesh_dim_names is not None:
690
+ if len(set(mesh_dim_names)) != len(mesh_dim_names):
691
+ raise RuntimeError(
692
+ "Each mesh_dim_name must be unique.",
693
+ f"Found repeated mesh_dim_name in mesh_dim_names {mesh_dim_names}",
694
+ )
695
+
696
+ if len(mesh_shape) != len(mesh_dim_names):
697
+ raise RuntimeError(
698
+ "mesh_shape and mesh_dim_names should have same length!",
699
+ f"Found len(mesh_dim_names): {len(mesh_dim_names)} and len(mesh_shape):{len(mesh_shape)}.",
700
+ )
701
+
702
+ # assume valid device types are all letters
703
+ if device_type and not device_type.isalpha():
704
+ raise RuntimeError(
705
+ f"Device type with GPU index is not supported but got {device_type}. ",
706
+ "If you maintained a 'torch.device' object, it's recommended to pass in 'device.type'.",
707
+ )
708
+
709
+ # Always initialize the mesh's tensor on CPU, regardless of what the
710
+ # external device type has been set to be (e.g. meta)
711
+ with torch.device("cpu"):
712
+ mesh = torch.arange(math.prod(mesh_shape), dtype=torch.int).view(mesh_shape)
713
+ device_mesh = DeviceMesh(
714
+ device_type=device_type,
715
+ mesh=mesh,
716
+ mesh_dim_names=mesh_dim_names,
717
+ )
718
+
719
+ return device_mesh
parrot/lib/python3.10/site-packages/torch/distributed/distributed_c10d.py ADDED
The diff for this file is too large to render. See raw diff
 
parrot/lib/python3.10/site-packages/torch/distributed/launch.py ADDED
@@ -0,0 +1,208 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # mypy: allow-untyped-defs
2
+ r"""
3
+ Module ``torch.distributed.launch``.
4
+
5
+ ``torch.distributed.launch`` is a module that spawns up multiple distributed
6
+ training processes on each of the training nodes.
7
+
8
+ .. warning::
9
+
10
+ This module is going to be deprecated in favor of :ref:`torchrun <launcher-api>`.
11
+
12
+ The utility can be used for single-node distributed training, in which one or
13
+ more processes per node will be spawned. The utility can be used for either
14
+ CPU training or GPU training. If the utility is used for GPU training,
15
+ each distributed process will be operating on a single GPU. This can achieve
16
+ well-improved single-node training performance. It can also be used in
17
+ multi-node distributed training, by spawning up multiple processes on each node
18
+ for well-improved multi-node distributed training performance as well.
19
+ This will especially be beneficial for systems with multiple Infiniband
20
+ interfaces that have direct-GPU support, since all of them can be utilized for
21
+ aggregated communication bandwidth.
22
+
23
+ In both cases of single-node distributed training or multi-node distributed
24
+ training, this utility will launch the given number of processes per node
25
+ (``--nproc-per-node``). If used for GPU training, this number needs to be less
26
+ or equal to the number of GPUs on the current system (``nproc_per_node``),
27
+ and each process will be operating on a single GPU from *GPU 0 to
28
+ GPU (nproc_per_node - 1)*.
29
+
30
+ **How to use this module:**
31
+
32
+ 1. Single-Node multi-process distributed training
33
+
34
+ ::
35
+
36
+ python -m torch.distributed.launch --nproc-per-node=NUM_GPUS_YOU_HAVE
37
+ YOUR_TRAINING_SCRIPT.py (--arg1 --arg2 --arg3 and all other
38
+ arguments of your training script)
39
+
40
+ 2. Multi-Node multi-process distributed training: (e.g. two nodes)
41
+
42
+
43
+ Node 1: *(IP: 192.168.1.1, and has a free port: 1234)*
44
+
45
+ ::
46
+
47
+ python -m torch.distributed.launch --nproc-per-node=NUM_GPUS_YOU_HAVE
48
+ --nnodes=2 --node-rank=0 --master-addr="192.168.1.1"
49
+ --master-port=1234 YOUR_TRAINING_SCRIPT.py (--arg1 --arg2 --arg3
50
+ and all other arguments of your training script)
51
+
52
+ Node 2:
53
+
54
+ ::
55
+
56
+ python -m torch.distributed.launch --nproc-per-node=NUM_GPUS_YOU_HAVE
57
+ --nnodes=2 --node-rank=1 --master-addr="192.168.1.1"
58
+ --master-port=1234 YOUR_TRAINING_SCRIPT.py (--arg1 --arg2 --arg3
59
+ and all other arguments of your training script)
60
+
61
+ 3. To look up what optional arguments this module offers:
62
+
63
+ ::
64
+
65
+ python -m torch.distributed.launch --help
66
+
67
+
68
+ **Important Notices:**
69
+
70
+ 1. This utility and multi-process distributed (single-node or
71
+ multi-node) GPU training currently only achieves the best performance using
72
+ the NCCL distributed backend. Thus NCCL backend is the recommended backend to
73
+ use for GPU training.
74
+
75
+ 2. In your training program, you must parse the command-line argument:
76
+ ``--local-rank=LOCAL_PROCESS_RANK``, which will be provided by this module.
77
+ If your training program uses GPUs, you should ensure that your code only
78
+ runs on the GPU device of LOCAL_PROCESS_RANK. This can be done by:
79
+
80
+ Parsing the local_rank argument
81
+
82
+ ::
83
+
84
+ >>> # xdoctest: +SKIP
85
+ >>> import argparse
86
+ >>> parser = argparse.ArgumentParser()
87
+ >>> parser.add_argument("--local-rank", "--local_rank", type=int)
88
+ >>> args = parser.parse_args()
89
+
90
+ Set your device to local rank using either
91
+
92
+ ::
93
+
94
+ >>> torch.cuda.set_device(args.local_rank) # before your code runs
95
+
96
+ or
97
+
98
+ ::
99
+
100
+ >>> with torch.cuda.device(args.local_rank):
101
+ >>> # your code to run
102
+ >>> ...
103
+
104
+ .. versionchanged:: 2.0.0
105
+
106
+ The launcher will passes the ``--local-rank=<rank>`` argument to your script.
107
+ From PyTorch 2.0.0 onwards, the dashed ``--local-rank`` is preferred over the
108
+ previously used underscored ``--local_rank``.
109
+
110
+ For backward compatibility, it may be necessary for users to handle both
111
+ cases in their argument parsing code. This means including both ``"--local-rank"``
112
+ and ``"--local_rank"`` in the argument parser. If only ``"--local_rank"`` is
113
+ provided, the launcher will trigger an error: "error: unrecognized arguments:
114
+ --local-rank=<rank>". For training code that only supports PyTorch 2.0.0+,
115
+ including ``"--local-rank"`` should be sufficient.
116
+
117
+ 3. In your training program, you are supposed to call the following function
118
+ at the beginning to start the distributed backend. It is strongly recommended
119
+ that ``init_method=env://``. Other init methods (e.g. ``tcp://``) may work,
120
+ but ``env://`` is the one that is officially supported by this module.
121
+
122
+ ::
123
+
124
+ >>> torch.distributed.init_process_group(backend='YOUR BACKEND',
125
+ >>> init_method='env://')
126
+
127
+ 4. In your training program, you can either use regular distributed functions
128
+ or use :func:`torch.nn.parallel.DistributedDataParallel` module. If your
129
+ training program uses GPUs for training and you would like to use
130
+ :func:`torch.nn.parallel.DistributedDataParallel` module,
131
+ here is how to configure it.
132
+
133
+ ::
134
+
135
+ >>> model = torch.nn.parallel.DistributedDataParallel(model,
136
+ >>> device_ids=[args.local_rank],
137
+ >>> output_device=args.local_rank)
138
+
139
+ Please ensure that ``device_ids`` argument is set to be the only GPU device id
140
+ that your code will be operating on. This is generally the local rank of the
141
+ process. In other words, the ``device_ids`` needs to be ``[args.local_rank]``,
142
+ and ``output_device`` needs to be ``args.local_rank`` in order to use this
143
+ utility
144
+
145
+ 5. Another way to pass ``local_rank`` to the subprocesses via environment variable
146
+ ``LOCAL_RANK``. This behavior is enabled when you launch the script with
147
+ ``--use-env=True``. You must adjust the subprocess example above to replace
148
+ ``args.local_rank`` with ``os.environ['LOCAL_RANK']``; the launcher
149
+ will not pass ``--local-rank`` when you specify this flag.
150
+
151
+ .. warning::
152
+
153
+ ``local_rank`` is NOT globally unique: it is only unique per process
154
+ on a machine. Thus, don't use it to decide if you should, e.g.,
155
+ write to a networked filesystem. See
156
+ https://github.com/pytorch/pytorch/issues/12042 for an example of
157
+ how things can go wrong if you don't do this correctly.
158
+
159
+
160
+
161
+ """
162
+
163
+ from typing_extensions import deprecated as _deprecated
164
+
165
+ from torch.distributed.run import get_args_parser, run
166
+
167
+
168
+ def parse_args(args):
169
+ parser = get_args_parser()
170
+ parser.add_argument(
171
+ "--use-env",
172
+ "--use_env",
173
+ default=False,
174
+ action="store_true",
175
+ help="Use environment variable to pass "
176
+ "'local rank'. For legacy reasons, the default value is False. "
177
+ "If set to True, the script will not pass "
178
+ "--local-rank as argument, and will instead set LOCAL_RANK.",
179
+ )
180
+ return parser.parse_args(args)
181
+
182
+
183
+ def launch(args):
184
+ if args.no_python and not args.use_env:
185
+ raise ValueError(
186
+ "When using the '--no-python' flag,"
187
+ " you must also set the '--use-env' flag."
188
+ )
189
+ run(args)
190
+
191
+
192
+ @_deprecated(
193
+ "The module torch.distributed.launch is deprecated\n"
194
+ "and will be removed in future. Use torchrun.\n"
195
+ "Note that --use-env is set by default in torchrun.\n"
196
+ "If your script expects `--local-rank` argument to be set, please\n"
197
+ "change it to read from `os.environ['LOCAL_RANK']` instead. See \n"
198
+ "https://pytorch.org/docs/stable/distributed.html#launch-utility for \n"
199
+ "further instructions\n",
200
+ category=FutureWarning,
201
+ )
202
+ def main(args=None):
203
+ args = parse_args(args)
204
+ launch(args)
205
+
206
+
207
+ if __name__ == "__main__":
208
+ main()
parrot/lib/python3.10/site-packages/torch/distributed/optim/__init__.py ADDED
@@ -0,0 +1,47 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ :mod:`torch.distributed.optim` exposes DistributedOptimizer, which takes a list
3
+ of remote parameters (:class:`~torch.distributed.rpc.RRef`) and runs the
4
+ optimizer locally on the workers where the parameters live. The distributed
5
+ optimizer can use any of the local optimizer :ref:`optimizer-algorithms` to
6
+ apply the gradients on each worker.
7
+ """
8
+ import warnings
9
+
10
+ import torch
11
+ from torch import optim
12
+
13
+ from .apply_optimizer_in_backward import (
14
+ _apply_optimizer_in_backward,
15
+ _get_in_backward_optimizers,
16
+ )
17
+ from .functional_adadelta import _FunctionalAdadelta
18
+
19
+ from .functional_adagrad import _FunctionalAdagrad
20
+ from .functional_adam import _FunctionalAdam
21
+ from .functional_adamax import _FunctionalAdamax
22
+ from .functional_adamw import _FunctionalAdamW
23
+ from .functional_rmsprop import _FunctionalRMSprop
24
+ from .functional_rprop import _FunctionalRprop
25
+ from .functional_sgd import _FunctionalSGD
26
+ from .named_optimizer import _NamedOptimizer
27
+ from .utils import as_functional_optim
28
+
29
+ with warnings.catch_warnings():
30
+ warnings.simplefilter("always")
31
+ warnings.warn(
32
+ "`TorchScript` support for functional optimizers is deprecated "
33
+ "and will be removed in a future PyTorch release. "
34
+ "Consider using the `torch.compile` optimizer instead.",
35
+ DeprecationWarning,
36
+ stacklevel=2,
37
+ )
38
+
39
+ # DistributedOptimizer imports torch.distributed.rpc names, so gate availability
40
+ # based on RPC being available.
41
+ if hasattr(torch._C, "_rpc_init"):
42
+ from .optimizer import DistributedOptimizer
43
+
44
+ from .post_localSGD_optimizer import PostLocalSGDOptimizer
45
+ from .zero_redundancy_optimizer import ZeroRedundancyOptimizer
46
+
47
+ __all__ = ["as_functional_optim", "DistributedOptimizer", "PostLocalSGDOptimizer", "ZeroRedundancyOptimizer"]
parrot/lib/python3.10/site-packages/torch/distributed/optim/__pycache__/__init__.cpython-310.pyc ADDED
Binary file (1.9 kB). View file
 
parrot/lib/python3.10/site-packages/torch/distributed/optim/__pycache__/apply_optimizer_in_backward.cpython-310.pyc ADDED
Binary file (4.16 kB). View file
 
parrot/lib/python3.10/site-packages/torch/distributed/optim/__pycache__/functional_adam.cpython-310.pyc ADDED
Binary file (4 kB). View file
 
parrot/lib/python3.10/site-packages/torch/distributed/optim/__pycache__/functional_adamax.cpython-310.pyc ADDED
Binary file (2.84 kB). View file
 
parrot/lib/python3.10/site-packages/torch/distributed/optim/__pycache__/functional_rmsprop.cpython-310.pyc ADDED
Binary file (2.73 kB). View file
 
parrot/lib/python3.10/site-packages/torch/distributed/optim/__pycache__/functional_rprop.cpython-310.pyc ADDED
Binary file (2.48 kB). View file
 
parrot/lib/python3.10/site-packages/torch/distributed/optim/__pycache__/post_localSGD_optimizer.cpython-310.pyc ADDED
Binary file (5.21 kB). View file