Examples with NoBracketingException org.apache.commons.math3.exception.NoBracketingException used on opensource projects

Example 1 with NoBracketingException

use of org.apache.commons.math3.exception.NoBracketingException in project gatk-protected by broadinstitute.

the class CoverageModelEMWorkspace method updateTargetUnexplainedVarianceIsotropic.

/**
     * M-step update of unexplained variance in the isotropic mode
     *
     * @return a {@link SubroutineSignal} object containing "error_norm" and "iterations" fields
     */
@UpdatesRDD
@CachesRDD
private SubroutineSignal updateTargetUnexplainedVarianceIsotropic() {
    mapWorkers(cb -> cb.cloneWithUpdatedCachesByTag(CoverageModelEMComputeBlock.CoverageModelICGCacheTag.M_STEP_PSI));
    cacheWorkers("after M-step update of isotropic unexplained variance initialization");
    final double oldIsotropicTargetSpecificVariance = fetchFromWorkers(CoverageModelEMComputeBlock.CoverageModelICGCacheNode.Psi_t, 1).meanNumber().doubleValue();
    final UnivariateFunction objFunc = psi -> mapWorkersAndReduce(cb -> cb.calculateSampleTargetSummedTargetSpecificVarianceObjectiveFunction(psi), (a, b) -> a + b);
    final UnivariateFunction meritFunc = psi -> mapWorkersAndReduce(cb -> cb.calculateSampleTargetSummedTargetSpecificVarianceMeritFunction(psi), (a, b) -> a + b);
    final RobustBrentSolver solver = new RobustBrentSolver(config.getTargetSpecificVarianceRelativeTolerance(), config.getTargetSpecificVarianceAbsoluteTolerance(), CoverageModelGlobalConstants.DEFAULT_FUNCTION_EVALUATION_ACCURACY, meritFunc, config.getTargetSpecificVarianceSolverNumBisections(), config.getTargetSpecificVarianceSolverRefinementDepth());
    double newIsotropicTargetSpecificVariance;
    try {
        newIsotropicTargetSpecificVariance = solver.solve(config.getTargetSpecificVarianceMaxIterations(), objFunc, 0, config.getTargetSpecificVarianceUpperLimit());
    } catch (NoBracketingException e) {
        logger.warn("Root of M-step optimality equation for isotropic unexplained variance could be bracketed");
        newIsotropicTargetSpecificVariance = oldIsotropicTargetSpecificVariance;
    } catch (TooManyEvaluationsException e) {
        logger.warn("Too many evaluations -- increase the number of root-finding iterations for the M-step update" + " of unexplained variance");
        newIsotropicTargetSpecificVariance = oldIsotropicTargetSpecificVariance;
    }
    /* update the compute block(s) */
    final double errNormInfinity = FastMath.abs(newIsotropicTargetSpecificVariance - oldIsotropicTargetSpecificVariance);
    final int maxIterations = solver.getEvaluations();
    final double finalizedNewIsotropicTargetSpecificVariance = newIsotropicTargetSpecificVariance;
    mapWorkers(cb -> cb.cloneWithUpdatedPrimitive(CoverageModelEMComputeBlock.CoverageModelICGCacheNode.Psi_t, Nd4j.zeros(1, cb.getTargetSpaceBlock().getNumElements()).addi(finalizedNewIsotropicTargetSpecificVariance)));
    return SubroutineSignal.builder().put(StandardSubroutineSignals.RESIDUAL_ERROR_NORM, errNormInfinity).put(StandardSubroutineSignals.ITERATIONS, maxIterations).build();
}

Example 2 with NoBracketingException

use of org.apache.commons.math3.exception.NoBracketingException in project gatk-protected by broadinstitute.

the class CoverageModelEMComputeBlock method cloneWithUpdatedTargetUnexplainedVarianceTargetResolved.

/**
     * Performs the M-step for target-specific unexplained variance and clones the compute block
     * with the updated value.
     *
     * @param maxIters maximum number of iterations
     * @param psiUpperLimit upper limit for the unexplained variance
     * @param absTol absolute error tolerance (used in root finding)
     * @param relTol relative error tolerance (used in root finding)
     * @param numBisections number of bisections (used in root finding)
     * @param refinementDepth depth of search (used in root finding)
     *
     * @return a new instance of {@link CoverageModelEMComputeBlock}
     */
@QueriesICG
public CoverageModelEMComputeBlock cloneWithUpdatedTargetUnexplainedVarianceTargetResolved(final int maxIters, final double psiUpperLimit, final double absTol, final double relTol, final int numBisections, final int refinementDepth, final int numThreads) {
    Utils.validateArg(maxIters > 0, "At least one iteration is required");
    Utils.validateArg(psiUpperLimit >= 0, "The upper limit must be non-negative");
    Utils.validateArg(absTol >= 0, "The absolute error tolerance must be non-negative");
    Utils.validateArg(relTol >= 0, "The relative error tolerance must be non-negative");
    Utils.validateArg(numBisections >= 0, "The number of bisections must be non-negative");
    Utils.validateArg(refinementDepth >= 0, "The refinement depth must be non-negative");
    Utils.validateArg(numThreads > 0, "Number of execution threads must be positive");
    /* fetch the required caches */
    final INDArray Psi_t = getINDArrayFromCache(CoverageModelICGCacheNode.Psi_t);
    final INDArray M_st = getINDArrayFromCache(CoverageModelICGCacheNode.M_st);
    final INDArray Sigma_st = getINDArrayFromCache(CoverageModelICGCacheNode.Sigma_st);
    final INDArray gamma_s = getINDArrayFromCache(CoverageModelICGCacheNode.gamma_s);
    final INDArray B_st = getINDArrayFromCache(CoverageModelICGCacheNode.B_st);
    final ForkJoinPool forkJoinPool = new ForkJoinPool(numThreads);
    final List<ImmutablePair<Double, Integer>> res;
    try {
        res = forkJoinPool.submit(() -> {
            return IntStream.range(0, numTargets).parallel().mapToObj(ti -> {
                final UnivariateFunction objFunc = psi -> calculateTargetSpecificVarianceSolverObjectiveFunction(ti, psi, M_st, Sigma_st, gamma_s, B_st);
                final UnivariateFunction meritFunc = psi -> calculateTargetSpecificVarianceSolverMeritFunction(ti, psi, M_st, Sigma_st, gamma_s, B_st);
                final RobustBrentSolver solver = new RobustBrentSolver(relTol, absTol, CoverageModelGlobalConstants.DEFAULT_FUNCTION_EVALUATION_ACCURACY, meritFunc, numBisections, refinementDepth);
                double newPsi;
                try {
                    newPsi = solver.solve(maxIters, objFunc, 0, psiUpperLimit);
                } catch (NoBracketingException | TooManyEvaluationsException e) {
                    newPsi = Psi_t.getDouble(ti);
                }
                return new ImmutablePair<>(newPsi, solver.getEvaluations());
            }).collect(Collectors.toList());
        }).get();
    } catch (InterruptedException | ExecutionException ex) {
        throw new RuntimeException("Failure in concurrent update of target-specific unexplained variance");
    }
    final INDArray newPsi_t = Nd4j.create(res.stream().mapToDouble(p -> p.left).toArray(), Psi_t.shape());
    final int maxIterations = Collections.max(res.stream().mapToInt(p -> p.right).boxed().collect(Collectors.toList()));
    final double errNormInfinity = CoverageModelEMWorkspaceMathUtils.getINDArrayNormInfinity(newPsi_t.sub(Psi_t));
    return cloneWithUpdatedPrimitiveAndSignal(CoverageModelICGCacheNode.Psi_t, newPsi_t, SubroutineSignal.builder().put(StandardSubroutineSignals.RESIDUAL_ERROR_NORM, errNormInfinity).put(StandardSubroutineSignals.ITERATIONS, maxIterations).build());
}

Example 3 with NoBracketingException

use of org.apache.commons.math3.exception.NoBracketingException in project gatk by broadinstitute.

the class CoverageModelEMWorkspace method updateTargetUnexplainedVarianceIsotropic.

/**
     * M-step update of unexplained variance in the isotropic mode
     *
     * @return a {@link SubroutineSignal} object containing "error_norm" and "iterations" fields
     */
@UpdatesRDD
@CachesRDD
private SubroutineSignal updateTargetUnexplainedVarianceIsotropic() {
    mapWorkers(cb -> cb.cloneWithUpdatedCachesByTag(CoverageModelEMComputeBlock.CoverageModelICGCacheTag.M_STEP_PSI));
    cacheWorkers("after M-step update of isotropic unexplained variance initialization");
    final double oldIsotropicTargetSpecificVariance = fetchFromWorkers(CoverageModelEMComputeBlock.CoverageModelICGCacheNode.Psi_t, 1).meanNumber().doubleValue();
    final UnivariateFunction objFunc = psi -> mapWorkersAndReduce(cb -> cb.calculateSampleTargetSummedTargetSpecificVarianceObjectiveFunction(psi), (a, b) -> a + b);
    final UnivariateFunction meritFunc = psi -> mapWorkersAndReduce(cb -> cb.calculateSampleTargetSummedTargetSpecificVarianceMeritFunction(psi), (a, b) -> a + b);
    final RobustBrentSolver solver = new RobustBrentSolver(config.getTargetSpecificVarianceRelativeTolerance(), config.getTargetSpecificVarianceAbsoluteTolerance(), CoverageModelGlobalConstants.DEFAULT_FUNCTION_EVALUATION_ACCURACY, meritFunc, config.getTargetSpecificVarianceSolverNumBisections(), config.getTargetSpecificVarianceSolverRefinementDepth());
    double newIsotropicTargetSpecificVariance;
    try {
        newIsotropicTargetSpecificVariance = solver.solve(config.getTargetSpecificVarianceMaxIterations(), objFunc, 0, config.getTargetSpecificVarianceUpperLimit());
    } catch (NoBracketingException e) {
        logger.warn("Root of M-step optimality equation for isotropic unexplained variance could be bracketed");
        newIsotropicTargetSpecificVariance = oldIsotropicTargetSpecificVariance;
    } catch (TooManyEvaluationsException e) {
        logger.warn("Too many evaluations -- increase the number of root-finding iterations for the M-step update" + " of unexplained variance");
        newIsotropicTargetSpecificVariance = oldIsotropicTargetSpecificVariance;
    }
    /* update the compute block(s) */
    final double errNormInfinity = FastMath.abs(newIsotropicTargetSpecificVariance - oldIsotropicTargetSpecificVariance);
    final int maxIterations = solver.getEvaluations();
    final double finalizedNewIsotropicTargetSpecificVariance = newIsotropicTargetSpecificVariance;
    mapWorkers(cb -> cb.cloneWithUpdatedPrimitive(CoverageModelEMComputeBlock.CoverageModelICGCacheNode.Psi_t, Nd4j.zeros(1, cb.getTargetSpaceBlock().getNumElements()).addi(finalizedNewIsotropicTargetSpecificVariance)));
    return SubroutineSignal.builder().put(StandardSubroutineSignals.RESIDUAL_ERROR_NORM, errNormInfinity).put(StandardSubroutineSignals.ITERATIONS, maxIterations).build();
}

Example 4 with NoBracketingException

use of org.apache.commons.math3.exception.NoBracketingException in project gatk-protected by broadinstitute.

the class RobustBrentSolver method doSolve.

@Override
protected double doSolve() throws TooManyEvaluationsException, NoBracketingException {
    final double min = getMin();
    final double max = getMax();
    final double[] xSearchGrid = createHybridSearchGrid(min, max, numBisections, depth);
    final double[] fSearchGrid = Arrays.stream(xSearchGrid).map(this::computeObjectiveValue).toArray();
    /* find bracketing intervals on the search grid */
    final List<Bracket> bracketsList = detectBrackets(xSearchGrid, fSearchGrid);
    if (bracketsList.isEmpty()) {
        throw new NoBracketingException(min, max, fSearchGrid[0], fSearchGrid[fSearchGrid.length - 1]);
    }
    final BrentSolver solver = new BrentSolver(getRelativeAccuracy(), getAbsoluteAccuracy(), getFunctionValueAccuracy());
    final List<Double> roots = bracketsList.stream().map(b -> solver.solve(getMaxEvaluations(), this::computeObjectiveValue, b.min, b.max, 0.5 * (b.min + b.max))).collect(Collectors.toList());
    if (roots.size() == 1 || meritFunc == null) {
        return roots.get(0);
    }
    final double[] merits = roots.stream().mapToDouble(meritFunc::value).toArray();
    final int bestRootIndex = IntStream.range(0, roots.size()).boxed().max((i, j) -> (int) (merits[i] - merits[j])).get();
    return roots.get(bestRootIndex);
}

Example 5 with NoBracketingException

use of org.apache.commons.math3.exception.NoBracketingException in project gatk-protected by broadinstitute.

the class RobustBrentSolverUnitTest method simpleTest.

/**
     * Test on a 4th degree polynomial with 4 real roots at x = 0, 1, 2, 3. This objective function is positive for
     * large enough positive and negative values of its arguments. Therefore, the simple Brent solver complains that
     * the search interval does not bracket a root. The robust Brent solver, however, subdivides the given search
     * interval and finds a bracketing sub-interval.
     *
     * The "best" root according to the given merit function (set to the anti-derivative of the objective function)
     * is in fact the one at x = 0. We require the robust solver to output x = 0, and the simple solver to fail.
     */
@Test
public void simpleTest() {
    final UnivariateFunction objFunc = x -> 30 * x * (x - 1) * (x - 2) * (x - 3);
    final UnivariateFunction meritFunc = x -> 6 * FastMath.pow(x, 5) - 45 * FastMath.pow(x, 4) + 110 * FastMath.pow(x, 3) - 90 * FastMath.pow(x, 2);
    final RobustBrentSolver solverRobust = new RobustBrentSolver(DEF_REL_ACC, DEF_REL_ACC, DEF_F_ACC, meritFunc, 4, 1);
    final BrentSolver solverSimple = new BrentSolver(DEF_REL_ACC, DEF_REL_ACC, DEF_F_ACC);
    final double xRobust = solverRobust.solve(100, objFunc, -1, 4);
    Assert.assertEquals(xRobust, 0, DEF_ABS_ACC);
    boolean simpleSolverFails = false;
    try {
        /* this will fail */
        solverSimple.solve(100, objFunc, -1, 4);
    } catch (final NoBracketingException ex) {
        simpleSolverFails = true;
    }
    Assert.assertTrue(simpleSolverFails);
}