go: implement RandomSearch (wip)
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@ -5,7 +5,11 @@ package algo
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import (
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"fmt"
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"log"
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"os"
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"git.dotya.ml/wanderer/math-optim/bench"
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"gonum.org/v1/gonum/stat/distuv"
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)
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func getRandomSearchLogPrefix() string {
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@ -21,3 +25,92 @@ func printRandomSearch(input string) error {
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return err
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}
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func genValsRandomSearch(dimens uint, vals []float64, uniform *distuv.Uniform) {
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for i := uint(0); i < dimens; i++ {
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// using Uniform.Rand from gonum's stat/distuv package.
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// https://pkg.go.dev/gonum.org/v1/gonum/stat/distuv#Uniform.Rand
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// boundaries are already set at this point.
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vals[i] = uniform.Rand()
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}
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}
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// singleRandomSearch performs a single iteration of the 'RandomSearch' algorithm.
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// it takes a couple of arguments:
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// * dimens uint: number of dimensions of the objective function
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// * f string: name of the bench func to optimise (see bench/functions)
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// * min/max float64: the upper/lower limit of the uniform distribution span,
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// which is relevant to the objective function.
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// nolint
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func singleRandomSearch(dimens uint, f string, min, max float64) ([]float64, float64) {
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var vals []float64
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var res float64
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// create a continuous uniform distribution representation within min/max bounds
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uniformDist := distuv.Uniform{Min: min, Max: max}
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genValsRandomSearch(dimens, vals, &uniformDist)
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// result of the benchmarking function computation over vals
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switch f {
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// Schwefel
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case bench.Functions[0]:
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res = bench.Schwefel(vals)
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// "DeJong1st"
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case bench.Functions[1]:
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res = bench.DeJong1st(vals)
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// "DeJong2nd"
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case bench.Functions[2]:
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res = bench.DeJong2nd(vals)
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}
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return vals, res
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}
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func RandomSearch(fes uint) {
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if fes == 0 {
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log.Fatalln(" random search: fes set to 0, bailing")
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}
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var valsSchwefel []Values
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var valsDeJong1st []Values
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var valsDeJong2nd []Values
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var resultsSchwefel Values
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var resultsDeJong1st Values
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var resultsDeJong2nd Values
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// iterations needed to establish a minimal viable statistical baseline
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minIters := 30
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for _, dimens := range bench.Dimensions {
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for j := 0; j < minIters; j++ {
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// run Schwefel.
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v, r := singleRandomSearch(dimens+1, "Schwefel", bench.SchwefelParams.Min(), bench.SchwefelParams.Max())
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valsSchwefel = append(valsSchwefel, v)
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resultsSchwefel = append(resultsSchwefel, r)
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// run De Jong 1st.
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vDJ1, rDJ1 := singleRandomSearch(dimens+1, "DeJong1st", bench.DeJong1Params.Min(), bench.DeJong1Params.Max())
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valsDeJong1st = append(valsDeJong1st, vDJ1)
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resultsDeJong1st = append(resultsDeJong1st, rDJ1)
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// run De Jong 2nd.
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vDJ2, rDJ2 := singleRandomSearch(dimens+1, "DeJong2nd", bench.DeJong2Params.Min(), bench.DeJong2Params.Max())
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valsDeJong2nd = append(valsDeJong2nd, vDJ2)
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resultsDeJong2nd = append(resultsDeJong2nd, rDJ2)
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}
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}
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fmt.Fprintln(os.Stderr, "vals schw:", valsSchwefel)
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fmt.Fprintln(os.Stderr, "vals dj1", valsDeJong1st)
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fmt.Fprintln(os.Stderr, "vals dj2", valsDeJong2nd)
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fmt.Fprintln(os.Stderr, "res schw:", resultsSchwefel)
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fmt.Fprintln(os.Stderr, "res dj1", resultsDeJong1st)
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fmt.Fprintln(os.Stderr, "res dj2", resultsDeJong2nd)
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}
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@ -16,7 +16,7 @@ const (
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var (
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// Dimensions to compute for (spatial complexity..?).
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Dimensions = []int{5, 10, 20}
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Dimensions = []uint{5, 10, 20}
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SchwefelParams = funcParams{min: -500.0, max: 500.0}
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DeJong1Params = funcParams{min: -5.0, max: 5.0}
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@ -24,11 +24,11 @@ var (
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)
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// Min returns the non-exported "min" field of a funcParams struct.
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func (*funcParams) Min(self *funcParams) float64 {
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return self.max
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func (f *funcParams) Min() float64 {
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return f.min
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}
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// Max returns the non-exported 'max' field of a funcParams struct.
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func (*funcParams) Max(self *funcParams) float64 {
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return self.max
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func (f *funcParams) Max() float64 {
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return f.max
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}
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@ -5,6 +5,8 @@ package bench
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import "math"
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var Functions = []string{"Schwefel", "De Jong 1st", "De Jong 2nd"}
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// Schwefel computes a value of the Schwefel function for x.
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func Schwefel(x []float64) float64 {
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var res float64
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@ -80,7 +80,7 @@
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modSha256 = lib.fakeSha256;
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# dont't forget to update vendorSha256 whenever go.mod or go.sum change
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vendorSha256 = "sha256-pQpattmS9VmO3ZIQUFn66az8GSmB4IvYhTTCFn6SUmo=";
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vendorSha256 = "sha256-NpZWn2yASg7HXr4sG849QSgUetouj8qjwS+p5jhlum0=";
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# In 'nix develop', we don't need a copy of the source tree
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# in the Nix store.
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4
go.mod
4
go.mod
@ -1,3 +1,7 @@
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module git.dotya.ml/wanderer/math-optim
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go 1.18
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require gonum.org/v1/gonum v0.11.0
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require golang.org/x/exp v0.0.0-20191002040644-a1355ae1e2c3 // indirect
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23
go.sum
23
go.sum
@ -0,0 +1,23 @@
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dmitri.shuralyov.com/gpu/mtl v0.0.0-20190408044501-666a987793e9/go.mod h1:H6x//7gZCb22OMCxBHrMx7a5I7Hp++hsVxbQ4BYO7hU=
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github.com/BurntSushi/xgb v0.0.0-20160522181843-27f122750802/go.mod h1:IVnqGOEym/WlBOVXweHU+Q+/VP0lqqI8lqeDx9IjBqo=
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github.com/go-gl/glfw v0.0.0-20190409004039-e6da0acd62b1/go.mod h1:vR7hzQXu2zJy9AVAgeJqvqgH9Q5CA+iKCZ2gyEVpxRU=
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golang.org/x/crypto v0.0.0-20190308221718-c2843e01d9a2/go.mod h1:djNgcEr1/C05ACkg1iLfiJU5Ep61QUkGW8qpdssI0+w=
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golang.org/x/crypto v0.0.0-20190510104115-cbcb75029529/go.mod h1:yigFU9vqHzYiE8UmvKecakEJjdnWj3jj499lnFckfCI=
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golang.org/x/exp v0.0.0-20190306152737-a1d7652674e8/go.mod h1:CJ0aWSM057203Lf6IL+f9T1iT9GByDxfZKAQTCR3kQA=
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golang.org/x/exp v0.0.0-20191002040644-a1355ae1e2c3 h1:n9HxLrNxWWtEb1cA950nuEEj3QnKbtsCJ6KjcgisNUs=
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golang.org/x/exp v0.0.0-20191002040644-a1355ae1e2c3/go.mod h1:NOZ3BPKG0ec/BKJQgnvsSFpcKLM5xXVWnvZS97DWHgE=
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golang.org/x/image v0.0.0-20190227222117-0694c2d4d067/go.mod h1:kZ7UVZpmo3dzQBMxlp+ypCbDeSB+sBbTgSJuh5dn5js=
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golang.org/x/image v0.0.0-20190802002840-cff245a6509b/go.mod h1:FeLwcggjj3mMvU+oOTbSwawSJRM1uh48EjtB4UJZlP0=
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golang.org/x/mobile v0.0.0-20190719004257-d2bd2a29d028/go.mod h1:E/iHnbuqvinMTCcRqshq8CkpyQDoeVncDDYHnLhea+o=
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golang.org/x/mod v0.1.0/go.mod h1:0QHyrYULN0/3qlju5TqG8bIK38QM8yzMo5ekMj3DlcY=
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golang.org/x/net v0.0.0-20190404232315-eb5bcb51f2a3/go.mod h1:t9HGtf8HONx5eT2rtn7q6eTqICYqUVnKs3thJo3Qplg=
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golang.org/x/net v0.0.0-20190620200207-3b0461eec859/go.mod h1:z5CRVTTTmAJ677TzLLGU+0bjPO0LkuOLi4/5GtJWs/s=
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golang.org/x/sync v0.0.0-20190423024810-112230192c58/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
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golang.org/x/sys v0.0.0-20190215142949-d0b11bdaac8a/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
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golang.org/x/sys v0.0.0-20190312061237-fead79001313/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
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golang.org/x/sys v0.0.0-20190412213103-97732733099d/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
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golang.org/x/text v0.3.0/go.mod h1:NqM8EUOU14njkJ3fqMW+pc6Ldnwhi/IjpwHt7yyuwOQ=
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golang.org/x/tools v0.0.0-20190927191325-030b2cf1153e/go.mod h1:b+2E5dAYhXwXZwtnZ6UAqBI28+e2cm9otk0dWdXHAEo=
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golang.org/x/xerrors v0.0.0-20190717185122-a985d3407aa7/go.mod h1:I/5z698sn9Ka8TeJc9MKroUUfqBBauWjQqLJ2OPfmY0=
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gonum.org/v1/gonum v0.11.0 h1:f1IJhK4Km5tBJmaiJXtk/PkL4cdVX6J+tGiM187uT5E=
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gonum.org/v1/gonum v0.11.0/go.mod h1:fSG4YDCxxUZQJ7rKsQrj0gMOg00Il0Z96/qMA4bVQhA=
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