Spaces:
Running
Running
File size: 12,236 Bytes
9357e05 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 | import numexpr
import numpy as np
import sympy
def get_gradient_1d(function):
x = sympy.symbols('x')
expr = sympy.sympify(function)
grad_x = sympy.diff(expr, x)
return grad_x
def get_hessian_1d(function):
x = sympy.symbols('x')
expr = sympy.sympify(function)
hess_x = sympy.diff(expr, x, 2)
return hess_x
def get_gradient_2d(function):
x, y = sympy.symbols('x y')
expr = sympy.sympify(function)
grad_x = sympy.diff(expr, x)
grad_y = sympy.diff(expr, y)
return grad_x, grad_y
def get_hessian_2d(function):
x, y = sympy.symbols('x y')
expr = sympy.sympify(function)
hess_xx = sympy.diff(expr, x, 2)
hess_yy = sympy.diff(expr, y, 2)
hess_xy = sympy.diff(expr, x, y)
hess_yx = sympy.diff(expr, y, x)
return hess_xx, hess_xy, hess_yx, hess_yy
def get_optimizer_trajectory_1d(function, initial_x, optimiser_type, learning_rate, momentum, num_steps):
if optimiser_type == "Gradient Descent":
return get_gd_trajectory_1d(function, initial_x, learning_rate, momentum, num_steps)
elif optimiser_type == "Newton":
return get_newton_trajectory_1d(function, initial_x, num_steps)
else:
raise ValueError(f"Unsupported optimiser type: {optimiser_type}")
def get_gd_trajectory_1d(function, initial_x, learning_rate, momentum, num_steps):
grad_x = get_gradient_1d(function)
trajectory_x = np.zeros(num_steps + 1)
trajectory_y = np.zeros(num_steps + 1)
trajectory_x[0] = initial_x
trajectory_y[0] = numexpr.evaluate(function, local_dict={'x': initial_x})
for i in range(num_steps):
grad_x_val = float(grad_x.evalf(subs={'x': trajectory_x[i]}))
if i == 0:
momentum_x = 0
else:
momentum_x = momentum * (trajectory_x[i] - trajectory_x[i - 1])
trajectory_x[i + 1] = trajectory_x[i] - learning_rate * grad_x_val + momentum_x
trajectory_y[i + 1] = numexpr.evaluate(function, local_dict={'x': trajectory_x[i + 1]})
return trajectory_x, trajectory_y
def get_newton_trajectory_1d(function, initial_x, num_steps):
grad_x = get_gradient_1d(function)
hess_x = get_hessian_1d(function)
trajectory_x = np.zeros(num_steps + 1)
trajectory_y = np.zeros(num_steps + 1)
trajectory_x[0] = initial_x
trajectory_y[0] = numexpr.evaluate(function, local_dict={'x': initial_x})
for i in range(num_steps):
grad_x_val = float(grad_x.evalf(subs={'x': trajectory_x[i]}))
hess_x_val = float(hess_x.evalf(subs={'x': trajectory_x[i]}))
if hess_x_val == 0:
break
trajectory_x[i + 1] = trajectory_x[i] - grad_x_val / hess_x_val
trajectory_y[i + 1] = numexpr.evaluate(function, local_dict={'x': trajectory_x[i + 1]})
return trajectory_x, trajectory_y
def get_gd_trajectory_2d(function, initial_x, initial_y, learning_rate, momentum, num_steps):
grad_x, grad_y = get_gradient_2d(function)
trajectory_x = np.zeros(num_steps + 1)
trajectory_y = np.zeros(num_steps + 1)
trajectory_z = np.zeros(num_steps + 1)
trajectory_x[0] = initial_x
trajectory_y[0] = initial_y
trajectory_z[0] = numexpr.evaluate(function, local_dict={'x': initial_x, 'y': initial_y})
for i in range(num_steps):
grad_x_val = float(grad_x.evalf(subs={'x': trajectory_x[i], 'y': trajectory_y[i]}))
grad_y_val = float(grad_y.evalf(subs={'x': trajectory_x[i], 'y': trajectory_y[i]}))
if i == 0:
momentum_x = 0
momentum_y = 0
else:
momentum_x = momentum * (trajectory_x[i] - trajectory_x[i - 1])
momentum_y = momentum * (trajectory_y[i] - trajectory_y[i - 1])
trajectory_x[i + 1] = trajectory_x[i] - learning_rate * grad_x_val + momentum_x
trajectory_y[i + 1] = trajectory_y[i] - learning_rate * grad_y_val + momentum_y
trajectory_z[i + 1] = numexpr.evaluate(function, local_dict={'x': trajectory_x[i + 1], 'y': trajectory_y[i + 1]})
return trajectory_x, trajectory_y, trajectory_z
def get_nesterov_trajectory_2d(function, initial_x, initial_y, learning_rate, momentum, num_steps):
grad_x, grad_y = get_gradient_2d(function)
trajectory_x = np.zeros(num_steps + 1)
trajectory_y = np.zeros(num_steps + 1)
trajectory_z = np.zeros(num_steps + 1)
trajectory_x[0] = initial_x
trajectory_y[0] = initial_y
trajectory_z[0] = numexpr.evaluate(function, local_dict={'x': initial_x, 'y': initial_y})
for i in range(num_steps):
if i == 0:
momentum_x = 0
momentum_y = 0
else:
momentum_x = momentum * (trajectory_x[i] - trajectory_x[i - 1])
momentum_y = momentum * (trajectory_y[i] - trajectory_y[i - 1])
x = trajectory_x[i] + momentum_x
y = trajectory_y[i] + momentum_y
grad_x_val = float(grad_x.evalf(subs={'x': x, 'y': y}))
grad_y_val = float(grad_y.evalf(subs={'x': x, 'y': y}))
trajectory_x[i + 1] = trajectory_x[i] - learning_rate * grad_x_val
trajectory_y[i + 1] = trajectory_y[i] - learning_rate * grad_y_val
trajectory_z[i + 1] = numexpr.evaluate(function, local_dict={'x': trajectory_x[i + 1], 'y': trajectory_y[i + 1]})
return trajectory_x, trajectory_y, trajectory_z
def get_adam_trajectory_2d(function, initial_x, initial_y, learning_rate, rho1, rho2, epsilon, num_steps):
grad_x, grad_y = get_gradient_2d(function)
trajectory_x = np.zeros(num_steps + 1)
trajectory_y = np.zeros(num_steps + 1)
trajectory_z = np.zeros(num_steps + 1)
trajectory_x[0] = initial_x
trajectory_y[0] = initial_y
trajectory_z[0] = numexpr.evaluate(function, local_dict={'x': initial_x, 'y': initial_y})
m_x, m_y = 0, 0
v_x, v_y = 0, 0
epsilon = 1e-8
for i in range(num_steps):
grad_x_val = float(grad_x.evalf(subs={'x': trajectory_x[i], 'y': trajectory_y[i]}))
grad_y_val = float(grad_y.evalf(subs={'x': trajectory_x[i], 'y': trajectory_y[i]}))
m_x = rho1 * m_x + (1 - rho1) * grad_x_val
m_y = rho1 * m_y + (1 - rho1) * grad_y_val
v_x = rho2 * v_x + (1 - rho2) * (grad_x_val ** 2)
v_y = rho2 * v_y + (1 - rho2) * (grad_y_val ** 2)
m_hat_x = m_x / (1 - rho1 ** (i + 1))
m_hat_y = m_y / (1 - rho1 ** (i + 1))
v_hat_x = v_x / (1 - rho2 ** (i + 1))
v_hat_y = v_y / (1 - rho2 ** (i + 1))
trajectory_x[i + 1] = trajectory_x[i] - learning_rate * m_hat_x / np.sqrt(v_hat_x + epsilon)
trajectory_y[i + 1] = trajectory_y[i] - learning_rate * m_hat_y / np.sqrt(v_hat_y + epsilon)
trajectory_z[i + 1] = numexpr.evaluate(function, local_dict={'x': trajectory_x[i + 1], 'y': trajectory_y[i + 1]})
return trajectory_x, trajectory_y, trajectory_z
def get_newton_trajectory_2d(function, initial_x, initial_y, num_steps):
grad_x, grad_y = get_gradient_2d(function)
hess_xx, hess_xy, hess_yx, hess_yy = get_hessian_2d(function)
trajectory_x = np.zeros(num_steps + 1)
trajectory_y = np.zeros(num_steps + 1)
trajectory_z = np.zeros(num_steps + 1)
trajectory_x[0] = initial_x
trajectory_y[0] = initial_y
trajectory_z[0] = numexpr.evaluate(function, local_dict={'x': initial_x, 'y': initial_y})
for i in range(num_steps):
grad_x_val = float(grad_x.evalf(subs={'x': trajectory_x[i], 'y': trajectory_y[i]}))
grad_y_val = float(grad_y.evalf(subs={'x': trajectory_x[i], 'y': trajectory_y[i]}))
hess_xx_val = float(hess_xx.evalf(subs={'x': trajectory_x[i], 'y': trajectory_y[i]}))
hess_xy_val = float(hess_xy.evalf(subs={'x': trajectory_x[i], 'y': trajectory_y[i]}))
hess_yx_val = float(hess_yx.evalf(subs={'x': trajectory_x[i], 'y': trajectory_y[i]}))
hess_yy_val = float(hess_yy.evalf(subs={'x': trajectory_x[i], 'y': trajectory_y[i]}))
hessian_matrix = np.array(
[
[hess_xx_val, hess_xy_val],
[hess_yx_val, hess_yy_val]
],
)
gradient_vector = np.array([grad_x_val, grad_y_val])
try:
hessian_inv = np.linalg.inv(hessian_matrix)
except np.linalg.LinAlgError:
break
step = hessian_inv @ gradient_vector
trajectory_x[i + 1] = trajectory_x[i] - step[0]
trajectory_y[i + 1] = trajectory_y[i] - step[1]
trajectory_z[i + 1] = numexpr.evaluate(function, local_dict={'x': trajectory_x[i + 1], 'y': trajectory_y[i + 1]})
return trajectory_x, trajectory_y, trajectory_z
def get_adagrad_trajectory_2d(function, initial_x, initial_y, learning_rate, epsilon, num_steps):
grad_x, grad_y = get_gradient_2d(function)
trajectory_x = np.zeros(num_steps + 1)
trajectory_y = np.zeros(num_steps + 1)
trajectory_z = np.zeros(num_steps + 1)
trajectory_x[0] = initial_x
trajectory_y[0] = initial_y
trajectory_z[0] = numexpr.evaluate(function, local_dict={'x': initial_x, 'y': initial_y})
v_x = 0
v_y = 0
for i in range(num_steps):
grad_x_val = float(grad_x.evalf(subs={'x': trajectory_x[i], 'y': trajectory_y[i]}))
grad_y_val = float(grad_y.evalf(subs={'x': trajectory_x[i], 'y': trajectory_y[i]}))
v_x += grad_x_val ** 2
v_y += grad_y_val ** 2
trajectory_x[i + 1] = trajectory_x[i] - learning_rate / np.sqrt(v_x + epsilon) * grad_x_val
trajectory_y[i + 1] = trajectory_y[i] - learning_rate / np.sqrt(v_y + epsilon) * grad_y_val
trajectory_z[i + 1] = numexpr.evaluate(function, local_dict={'x': trajectory_x[i + 1], 'y': trajectory_y[i + 1]})
return trajectory_x, trajectory_y, trajectory_z
def get_rmsprop_trajectory_2d(function, initial_x, initial_y, learning_rate, rho, epsilon, num_steps):
grad_x, grad_y = get_gradient_2d(function)
trajectory_x = np.zeros(num_steps + 1)
trajectory_y = np.zeros(num_steps + 1)
trajectory_z = np.zeros(num_steps + 1)
trajectory_x[0] = initial_x
trajectory_y[0] = initial_y
trajectory_z[0] = numexpr.evaluate(function, local_dict={'x': initial_x, 'y': initial_y})
v_x = 0
v_y = 0
for i in range(num_steps):
grad_x_val = float(grad_x.evalf(subs={'x': trajectory_x[i], 'y': trajectory_y[i]}))
grad_y_val = float(grad_y.evalf(subs={'x': trajectory_x[i], 'y': trajectory_y[i]}))
v_x = rho * v_x + (1 - rho) * (grad_x_val ** 2)
v_y = rho * v_y + (1 - rho) * (grad_y_val ** 2)
trajectory_x[i + 1] = trajectory_x[i] - learning_rate / np.sqrt(v_x + epsilon) * grad_x_val
trajectory_y[i + 1] = trajectory_y[i] - learning_rate / np.sqrt(v_y + epsilon) * grad_y_val
trajectory_z[i + 1] = numexpr.evaluate(function, local_dict={'x': trajectory_x[i + 1], 'y': trajectory_y[i + 1]})
return trajectory_x, trajectory_y, trajectory_z
def get_adadelta_trajectory_2d(function, initial_x, initial_y, learning_rate, rho, epsilon, num_steps):
grad_x, grad_y = get_gradient_2d(function)
trajectory_x = np.zeros(num_steps + 1)
trajectory_y = np.zeros(num_steps + 1)
trajectory_z = np.zeros(num_steps + 1)
trajectory_x[0] = initial_x
trajectory_y[0] = initial_y
trajectory_z[0] = numexpr.evaluate(function, local_dict={'x': initial_x, 'y': initial_y})
v_x = 0
v_y = 0
s_x = 0
s_y = 0
for i in range(num_steps):
grad_x_val = float(grad_x.evalf(subs={'x': trajectory_x[i], 'y': trajectory_y[i]}))
grad_y_val = float(grad_y.evalf(subs={'x': trajectory_x[i], 'y': trajectory_y[i]}))
v_x = rho * v_x + (1 - rho) * (grad_x_val ** 2)
v_y = rho * v_y + (1 - rho) * (grad_y_val ** 2)
del_x = np.sqrt(s_x + epsilon) / np.sqrt(v_x + epsilon) * grad_x_val
del_y = np.sqrt(s_y + epsilon) / np.sqrt(v_y + epsilon) * grad_y_val
s_x = rho * s_x + (1 - rho) * del_x ** 2
s_y = rho * s_y + (1 - rho) * del_y ** 2
trajectory_x[i + 1] = trajectory_x[i] - learning_rate * del_x
trajectory_y[i + 1] = trajectory_y[i] - learning_rate * del_y
trajectory_z[i + 1] = numexpr.evaluate(function, local_dict={'x': trajectory_x[i + 1], 'y': trajectory_y[i + 1]})
return trajectory_x, trajectory_y, trajectory_z
|