# EVOLVE-BLOCK-START import numpy as np from dataclasses import dataclass from scipy.special import hermite @dataclass class Hyperparameters: learning_rate: float = 0.001 num_steps: int = 50000 num_restarts: int = 10 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)] self.hermite_polys = [hermite(d) for d in self.degrees] self.H_vals_at_zero = np.array([p(0) for p in self.hermite_polys]) self.x_grid = np.linspace(0.0, 10.0, 3000) def build_polynomial(self, c_others, c_last): """Build the polynomial from Hermite coefficients with P(0)=0 constraint.""" # Enforce P(0) = 0 by solving for c0 c0 = ( -(np.sum(c_others * self.H_vals_at_zero[1:-1]) + c_last * self.H_vals_at_zero[-1]) / self.H_vals_at_zero[0] ) hermite_coeffs = np.concatenate([[c0], np.array(c_others), [c_last]]) return hermite_coeffs def evaluate_polynomial(self, hermite_coeffs): """Evaluate the polynomial on the grid and compute loss (negative values).""" max_degree = self.degrees[-1] P_poly_coeffs = np.zeros(max_degree + 1) for i, c in enumerate(hermite_coeffs): poly = self.hermite_polys[i] pad_amount = max_degree - poly.order P_poly_coeffs[pad_amount:] += c * poly.coef p_values = np.polyval(P_poly_coeffs, self.x_grid) return P_poly_coeffs, p_values def compute_c4(self, hermite_coeffs): """Compute r_max and C4 from Hermite coefficients.""" max_degree = self.degrees[-1] P_poly_coeffs = np.zeros(max_degree + 1) for i, c in enumerate(hermite_coeffs): poly = self.hermite_polys[i] pad_amount = max_degree - poly.order P_poly_coeffs[pad_amount:] += c * poly.coef # Ensure leading coefficient is positive if P_poly_coeffs[0] < 0: P_poly_coeffs = -P_poly_coeffs hermite_coeffs = -hermite_coeffs P = np.poly1d(P_poly_coeffs) # 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, None roots = Q.r real_pos = roots[(np.isreal(roots)) & (roots.real > 0)].real if real_pos.size == 0: return None, None, None # Find largest positive root with sign change 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 hermite_coeffs, c4, r_max def run(): hypers = Hyperparameters() optimizer = UncertaintyOptimizer(hypers) best_c4_bound = float("inf") best_coeffs = None best_r_max = None # Known good starting point base_c1 = -0.01158510802599293 base_c2 = -8.921606035407065e-05 base_log_c_last = np.log(1e-6) for trial in range(hypers.num_restarts): np.random.seed(42 + trial) # Perturb around known good point c1 = base_c1 + np.random.normal() * 1e-3 c2 = base_c2 + np.random.normal() * 1e-5 log_c_last = base_log_c_last + np.random.normal() * 0.5 c_last = np.exp(log_c_last) c_others = np.array([c1, c2]) hermite_coeffs = optimizer.build_polynomial(c_others, c_last) # Simple gradient-free optimization via perturbation current_result = optimizer.compute_c4(hermite_coeffs) if current_result[1] is None: continue _, current_c4, current_r_max = current_result for step in range(hypers.num_steps): # Random perturbation delta = np.random.normal(size=3) * np.array([1e-5, 1e-7, 0.1]) new_c1 = c1 + delta[0] new_c2 = c2 + delta[1] new_log_c_last = log_c_last + delta[2] new_c_last = np.exp(new_log_c_last) new_c_others = np.array([new_c1, new_c2]) new_coeffs = optimizer.build_polynomial(new_c_others, new_c_last) new_result = optimizer.compute_c4(new_coeffs) if new_result[1] is not None and new_result[1] < current_c4: c1, c2, log_c_last = new_c1, new_c2, new_log_c_last c_last = new_c_last hermite_coeffs = new_coeffs current_c4 = new_result[1] current_r_max = new_result[2] if current_c4 < best_c4_bound: best_c4_bound = current_c4 best_coeffs = hermite_coeffs best_r_max = current_r_max if best_coeffs is None: raise RuntimeError("Failed to find a valid solution in any restart.") print(f"Best C4 upper bound: {best_c4_bound:.8f}") print(f"Best r_max: {best_r_max:.8f}") return best_coeffs, best_c4_bound, best_r_max # EVOLVE-BLOCK-END