# Disable progress bar for cleaner output logs import os os.environ["TQDM_DISABLE"] = "1" # EVOLVE-BLOCK-START import jax import jax.numpy as jnp import optax import numpy as np from dataclasses import dataclass from scipy.special import hermite import tqdm @dataclass class Hyperparameters: learning_rate: float = 0.001 num_steps: int = 100000 num_restarts: int = 20 num_hermite_coeffs: int = 4 # uses H0, H4, H8, H12 class UncertaintyOptimizer: """ Finds coefficients for a generalized Hermite polynomial P(x) that minimize the largest positive root, providing an upper bound for C4. """ def __init__(self, hypers: Hyperparameters): self.hypers = hypers self.degrees = [4 * k for k in range(hypers.num_hermite_coeffs)] max_degree = self.degrees[-1] hermite_polys = [hermite(d) for d in self.degrees] basis = [] for poly in hermite_polys: pad_amount = max_degree - poly.order basis.append(jnp.array(np.pad(poly.coef, (pad_amount, 0)))) self.hermite_basis = jnp.stack(basis) self.H_vals_at_zero = jnp.array([p(0) for p in hermite_polys]) self.x_grid = jnp.linspace(0.0, 10.0, 3000) self.optimizer = optax.adam(self.hypers.learning_rate) @staticmethod def _objective_fn(params: jnp.ndarray, hermite_basis, H_vals_at_zero, x_grid): """Penalize negative values of P(x) on [0, Xmax]; mild weighting to emphasize larger x.""" c_others, log_c_last = params[:-1], params[-1] c_last = jnp.exp(log_c_last) # Enforce P(0) = 0 c0 = ( -(jnp.sum(c_others * H_vals_at_zero[1:-1]) + c_last * H_vals_at_zero[-1]) / H_vals_at_zero[0] ) hermite_coeffs = jnp.concatenate([jnp.array([c0]), c_others, jnp.array([c_last])]) poly_coeffs_std = jnp.sum(hermite_coeffs[:, None] * hermite_basis, axis=0) p_values = jnp.polyval(poly_coeffs_std, x_grid) # Slightly increasing weight toward the right end of the interval weights = 1.0 + (x_grid / (x_grid[-1] + 1e-12)) loss = jnp.sum(weights * jax.nn.relu(-p_values)) return loss @staticmethod def train_step( params: jnp.ndarray, opt_state: optax.OptState, optimizer, hermite_basis, H_vals_at_zero, x_grid, ): loss, grads = jax.value_and_grad(UncertaintyOptimizer._objective_fn)( params, hermite_basis, H_vals_at_zero, x_grid ) updates, opt_state = optimizer.update(grads, opt_state, params) params = optax.apply_updates(params, updates) return params, opt_state, loss def run_single_trial(optimizer: UncertaintyOptimizer, key: jax.random.PRNGKey): """Runs one full optimization from a near-good starting point with small noise.""" num_params_to_opt = optimizer.hypers.num_hermite_coeffs - 1 # = 3 when using H0,H4,H8,H12 assert num_params_to_opt == 3, "This initialization assumes num_hermite_coeffs == 4." base_c1 = -0.01158510802599293 base_c2 = -8.921606035407065e-05 base_log_c_last = np.log(1e-6) base = jnp.array([base_c1, base_c2, base_log_c_last], dtype=jnp.float32) noise = jax.random.normal(key, (num_params_to_opt,)) * 1e-3 params = base + noise opt_state = optimizer.optimizer.init(params) jit_train_step = jax.jit(UncertaintyOptimizer.train_step, static_argnums=(2,)) for _ in range(optimizer.hypers.num_steps): params, opt_state, _ = jit_train_step( params, opt_state, optimizer.optimizer, optimizer.hermite_basis, optimizer.H_vals_at_zero, optimizer.x_grid, ) return params def _build_P_from_hermite_coeffs(hermite_coeffs: np.ndarray, degrees: list[int]) -> np.poly1d: """Build monomial-basis polynomial P from Hermite-basis coefficients.""" max_degree = degrees[-1] hermite_polys = [hermite(d) for d in degrees] P_poly_coeffs = np.zeros(max_degree + 1) for i, c in enumerate(hermite_coeffs): poly = hermite_polys[i] pad_amount = max_degree - poly.order P_poly_coeffs[pad_amount:] += c * poly.coef if P_poly_coeffs[0] < 0: P_poly_coeffs = -P_poly_coeffs hermite_coeffs[:] = -hermite_coeffs return np.poly1d(P_poly_coeffs) def _c4_from_hermite_coeffs(hermite_coeffs: np.ndarray, num_hermite_coeffs: int): """Compute r_max and C4 from full Hermite coefficient vector (Google-style).""" degrees = [4 * k for k in range(num_hermite_coeffs)] P = _build_P_from_hermite_coeffs(hermite_coeffs.copy(), degrees) # Divide by x^2 Q, R = np.polydiv(P, np.poly1d([1.0, 0.0, 0.0])) if np.max(np.abs(R.c)) > 1e-10: return None, None roots = Q.r real_pos = roots[(np.isreal(roots)) & (roots.real > 0)].real if real_pos.size == 0: return None, None # Tiny sign-change check around candidates r_candidates = np.sort(real_pos) r_max = None for r in r_candidates: eps = 1e-10 * max(1.0, abs(r)) left = np.polyval(Q, r - eps) right = np.polyval(Q, r + eps) if left * right < 0: r_max = float(r) if r_max is None: r_max = float(r_candidates[-1]) c4 = (r_max**2) / (2 * np.pi) return c4, r_max def get_c4_from_params(params: np.ndarray, hypers: Hyperparameters): """Calculates the precise C4 bound from a final set of parameters.""" c_others, log_c_last = params[:-1], params[-1] c_last = np.exp(log_c_last) degrees = [4 * k for k in range(hypers.num_hermite_coeffs)] hermite_polys = [hermite(d) for d in degrees] H_vals_at_zero = np.array([p(0) for p in hermite_polys]) # Enforce P(0) = 0 c0 = ( -(np.sum(c_others * H_vals_at_zero[1:-1]) + c_last * H_vals_at_zero[-1]) / H_vals_at_zero[0] ) hermite_coeffs = np.concatenate([[c0], np.array(c_others), [c_last]]) c4, rmax = _c4_from_hermite_coeffs(hermite_coeffs, hypers.num_hermite_coeffs) if c4 is None: return None, None, None return hermite_coeffs, c4, rmax def run(): hypers = Hyperparameters() optimizer = UncertaintyOptimizer(hypers) main_key = jax.random.PRNGKey(42) best_c4_bound = float("inf") best_coeffs, best_r_max = None, None print(f"Running {hypers.num_restarts} trials to find the best C4 upper bound...") for _ in tqdm.tqdm(range(hypers.num_restarts), desc="Searching", disable=True): main_key, restart_key = jax.random.split(main_key) final_params = run_single_trial(optimizer, restart_key) coeffs, c4_bound, r_max = get_c4_from_params(np.array(final_params), hypers) if c4_bound is not None and c4_bound < best_c4_bound: best_c4_bound = c4_bound best_coeffs = coeffs best_r_max = r_max if best_coeffs is None: raise RuntimeError("Failed to find a valid solution in any restart.") print("\nSearch complete.") print(f"Best Hermite coeffs: {best_coeffs}") print(f"Best largest positive root r_max: {best_r_max:.8f}") print(f"Resulting best C4 upper bound: {best_c4_bound:.8f}") return best_coeffs, best_c4_bound, best_r_max # EVOLVE-BLOCK-END