use of org.apache.commons.math3.optim.ConvergenceChecker in project GDSC-SMLM by aherbert.
the class BFGSOptimizer method bfgsWithRoundoffCheck.
/**
* Repeat the BFGS algorithm until it converges without roundoff error on the search direction
*
* @param checker
* @param p
* @param lineSearch
* @return
*/
protected PointValuePair bfgsWithRoundoffCheck(ConvergenceChecker<PointValuePair> checker, double[] p, LineStepSearch lineSearch) {
// Note: Position might converge if the hessian becomes singular or non-positive-definite
// In this case the simple check is to restart the algorithm.
int iteration = 0;
PointValuePair result = bfgs(checker, p, lineSearch);
// Allow restarts in the case of roundoff convergence
while (converged == ROUNDOFF_ERROR && iteration < roundoffRestarts) {
iteration++;
p = result.getPointRef();
result = bfgs(checker, p, lineSearch);
}
// If restarts did not work then this is a failure
if (converged == ROUNDOFF_ERROR)
throw new LineSearchRoundoffException();
return result;
}
use of org.apache.commons.math3.optim.ConvergenceChecker in project GDSC-SMLM by aherbert.
the class BoundedNonLinearConjugateGradientOptimizer method doOptimize.
/** {@inheritDoc} */
@Override
protected PointValuePair doOptimize() {
final ConvergenceChecker<PointValuePair> checker = getConvergenceChecker();
final double[] point = getStartPoint();
final GoalType goal = getGoalType();
final int n = point.length;
sign = (goal == GoalType.MINIMIZE) ? -1 : 1;
double[] unbounded = point.clone();
applyBounds(point);
double[] r = computeObjectiveGradient(point);
checkGradients(r, unbounded);
if (goal == GoalType.MINIMIZE) {
for (int i = 0; i < n; i++) {
r[i] = -r[i];
}
}
// Initial search direction.
double[] steepestDescent = preconditioner.precondition(point, r);
double[] searchDirection = steepestDescent.clone();
double delta = 0;
for (int i = 0; i < n; ++i) {
delta += r[i] * searchDirection[i];
}
// Used for non-gradient based line search
LineSearch line = null;
double rel = 1e-6;
double abs = 1e-10;
if (getConvergenceChecker() instanceof SimpleValueChecker) {
rel = ((SimpleValueChecker) getConvergenceChecker()).getRelativeThreshold();
abs = ((SimpleValueChecker) getConvergenceChecker()).getRelativeThreshold();
}
line = new LineSearch(Math.sqrt(rel), Math.sqrt(abs));
PointValuePair current = null;
int maxEval = getMaxEvaluations();
while (true) {
incrementIterationCount();
final double objective = computeObjectiveValue(point);
PointValuePair previous = current;
current = new PointValuePair(point, objective);
if (previous != null && checker.converged(getIterations(), previous, current)) {
// We have found an optimum.
return current;
}
double step;
if (useGradientLineSearch) {
// Classic code using the gradient function for the line search:
// Find the optimal step in the search direction.
final UnivariateFunction lsf = new LineSearchFunction(point, searchDirection);
final double uB;
try {
uB = findUpperBound(lsf, 0, initialStep);
// Check if the bracket found a minimum. Otherwise just move to the new point.
if (noBracket)
step = uB;
else {
// XXX Last parameters is set to a value close to zero in order to
// work around the divergence problem in the "testCircleFitting"
// unit test (see MATH-439).
//System.out.printf("Bracket %f - %f - %f\n", 0., 1e-15, uB);
step = solver.solve(maxEval, lsf, 0, uB, 1e-15);
// Subtract used up evaluations.
maxEval -= solver.getEvaluations();
}
} catch (MathIllegalStateException e) {
//System.out.printf("Failed to bracket %s @ %s\n", Arrays.toString(point), Arrays.toString(searchDirection));
// Line search without gradient (as per Powell optimiser)
final UnivariatePointValuePair optimum = line.search(point, searchDirection);
step = optimum.getPoint();
//throw e;
}
} else {
// Line search without gradient (as per Powell optimiser)
final UnivariatePointValuePair optimum = line.search(point, searchDirection);
step = optimum.getPoint();
}
//System.out.printf("Step = %f x %s\n", step, Arrays.toString(searchDirection));
for (int i = 0; i < point.length; ++i) {
point[i] += step * searchDirection[i];
}
unbounded = point.clone();
applyBounds(point);
r = computeObjectiveGradient(point);
checkGradients(r, unbounded);
if (goal == GoalType.MINIMIZE) {
for (int i = 0; i < n; ++i) {
r[i] = -r[i];
}
}
// Compute beta.
final double deltaOld = delta;
final double[] newSteepestDescent = preconditioner.precondition(point, r);
delta = 0;
for (int i = 0; i < n; ++i) {
delta += r[i] * newSteepestDescent[i];
}
if (delta == 0)
return new PointValuePair(point, computeObjectiveValue(point));
final double beta;
switch(updateFormula) {
case FLETCHER_REEVES:
beta = delta / deltaOld;
break;
case POLAK_RIBIERE:
double deltaMid = 0;
for (int i = 0; i < r.length; ++i) {
deltaMid += r[i] * steepestDescent[i];
}
beta = (delta - deltaMid) / deltaOld;
break;
default:
// Should never happen.
throw new MathInternalError();
}
steepestDescent = newSteepestDescent;
// Compute conjugate search direction.
if (getIterations() % n == 0 || beta < 0) {
// Break conjugation: reset search direction.
searchDirection = steepestDescent.clone();
} else {
// Compute new conjugate search direction.
for (int i = 0; i < n; ++i) {
searchDirection[i] = steepestDescent[i] + beta * searchDirection[i];
}
}
// The gradient has already been adjusted for the search direction
checkGradients(searchDirection, unbounded, -sign);
}
}
use of org.apache.commons.math3.optim.ConvergenceChecker in project GDSC-SMLM by aherbert.
the class BinomialFitter method fitBinomial.
/**
* Fit the binomial distribution (n,p) to the cumulative histogram. Performs fitting assuming a fixed n value and
* attempts to optimise p.
*
* @param histogram
* The input histogram
* @param mean
* The histogram mean (used to estimate p). Calculated if NaN.
* @param n
* The n to evaluate
* @param zeroTruncated
* True if the model should ignore n=0 (zero-truncated binomial)
* @return The best fit (n, p)
* @throws IllegalArgumentException
* If any of the input data values are negative
* @throws IllegalArgumentException
* If any fitting a zero truncated binomial and there are no values above zero
*/
public PointValuePair fitBinomial(double[] histogram, double mean, int n, boolean zeroTruncated) {
if (Double.isNaN(mean))
mean = getMean(histogram);
if (zeroTruncated && histogram[0] > 0) {
log("Fitting zero-truncated histogram but there are zero values - Renormalising to ignore zero");
double cumul = 0;
for (int i = 1; i < histogram.length; i++) cumul += histogram[i];
if (cumul == 0)
throw new IllegalArgumentException("Fitting zero-truncated histogram but there are no non-zero values");
histogram[0] = 0;
for (int i = 1; i < histogram.length; i++) histogram[i] /= cumul;
}
int nFittedPoints = Math.min(histogram.length, n + 1) - ((zeroTruncated) ? 1 : 0);
if (nFittedPoints < 1) {
log("No points to fit (%d): Histogram.length = %d, n = %d, zero-truncated = %b", nFittedPoints, histogram.length, n, zeroTruncated);
return null;
}
// The model is only fitting the probability p
// For a binomial n*p = mean => p = mean/n
double[] initialSolution = new double[] { FastMath.min(mean / n, 1) };
// Create the function
BinomialModelFunction function = new BinomialModelFunction(histogram, n, zeroTruncated);
double[] lB = new double[1];
double[] uB = new double[] { 1 };
SimpleBounds bounds = new SimpleBounds(lB, uB);
// Fit
// CMAESOptimizer or BOBYQAOptimizer support bounds
// CMAESOptimiser based on Matlab code:
// https://www.lri.fr/~hansen/cmaes.m
// Take the defaults from the Matlab documentation
int maxIterations = 2000;
//Double.NEGATIVE_INFINITY;
double stopFitness = 0;
boolean isActiveCMA = true;
int diagonalOnly = 0;
int checkFeasableCount = 1;
RandomGenerator random = new Well19937c();
boolean generateStatistics = false;
ConvergenceChecker<PointValuePair> checker = new SimpleValueChecker(1e-6, 1e-10);
// The sigma determines the search range for the variables. It should be 1/3 of the initial search region.
OptimizationData sigma = new CMAESOptimizer.Sigma(new double[] { (uB[0] - lB[0]) / 3 });
OptimizationData popSize = new CMAESOptimizer.PopulationSize((int) (4 + Math.floor(3 * Math.log(2))));
try {
PointValuePair solution = null;
boolean noRefit = maximumLikelihood;
if (n == 1 && zeroTruncated) {
// No need to fit
solution = new PointValuePair(new double[] { 1 }, 0);
noRefit = true;
} else {
GoalType goalType = (maximumLikelihood) ? GoalType.MAXIMIZE : GoalType.MINIMIZE;
// Iteratively fit
CMAESOptimizer opt = new CMAESOptimizer(maxIterations, stopFitness, isActiveCMA, diagonalOnly, checkFeasableCount, random, generateStatistics, checker);
for (int iteration = 0; iteration <= fitRestarts; iteration++) {
try {
// Start from the initial solution
PointValuePair result = opt.optimize(new InitialGuess(initialSolution), new ObjectiveFunction(function), goalType, bounds, sigma, popSize, new MaxIter(maxIterations), new MaxEval(maxIterations * 2));
// opt.getEvaluations());
if (solution == null || result.getValue() < solution.getValue()) {
solution = result;
}
} catch (TooManyEvaluationsException e) {
} catch (TooManyIterationsException e) {
}
if (solution == null)
continue;
try {
// Also restart from the current optimum
PointValuePair result = opt.optimize(new InitialGuess(solution.getPointRef()), new ObjectiveFunction(function), goalType, bounds, sigma, popSize, new MaxIter(maxIterations), new MaxEval(maxIterations * 2));
// opt.getEvaluations());
if (result.getValue() < solution.getValue()) {
solution = result;
}
} catch (TooManyEvaluationsException e) {
} catch (TooManyIterationsException e) {
}
}
if (solution == null)
return null;
}
if (noRefit) {
// Although we fit the log-likelihood, return the sum-of-squares to allow
// comparison across different n
double p = solution.getPointRef()[0];
double ss = 0;
double[] obs = function.p;
double[] exp = function.getP(p);
for (int i = 0; i < obs.length; i++) ss += (obs[i] - exp[i]) * (obs[i] - exp[i]);
return new PointValuePair(solution.getPointRef(), ss);
} else // We can do a LVM refit if the number of fitted points is more than 1
if (nFittedPoints > 1) {
// Improve SS fit with a gradient based LVM optimizer
LevenbergMarquardtOptimizer optimizer = new LevenbergMarquardtOptimizer();
try {
final BinomialModelFunctionGradient gradientFunction = new BinomialModelFunctionGradient(histogram, n, zeroTruncated);
//@formatter:off
LeastSquaresProblem problem = new LeastSquaresBuilder().maxEvaluations(Integer.MAX_VALUE).maxIterations(3000).start(solution.getPointRef()).target(gradientFunction.p).weight(new DiagonalMatrix(gradientFunction.getWeights())).model(gradientFunction, new MultivariateMatrixFunction() {
public double[][] value(double[] point) throws IllegalArgumentException {
return gradientFunction.jacobian(point);
}
}).build();
//@formatter:on
Optimum lvmSolution = optimizer.optimize(problem);
// Check the pValue is valid since the LVM is not bounded.
double p = lvmSolution.getPoint().getEntry(0);
if (p <= 1 && p >= 0) {
// True if the weights are 1
double ss = lvmSolution.getResiduals().dotProduct(lvmSolution.getResiduals());
// ss += (obs[i] - exp[i]) * (obs[i] - exp[i]);
if (ss < solution.getValue()) {
// Utils.rounded(100 * (solution.getValue() - ss) / solution.getValue(), 4));
return new PointValuePair(lvmSolution.getPoint().toArray(), ss);
}
}
} catch (TooManyIterationsException e) {
log("Failed to re-fit: Too many iterations: %s", e.getMessage());
} catch (ConvergenceException e) {
log("Failed to re-fit: %s", e.getMessage());
} catch (Exception e) {
// Ignore this ...
}
}
return solution;
} catch (Exception e) {
log("Failed to fit Binomial distribution with N=%d : %s", n, e.getMessage());
}
return null;
}
use of org.apache.commons.math3.optim.ConvergenceChecker in project GDSC-SMLM by aherbert.
the class CustomPowellOptimizer method doOptimize.
/** {@inheritDoc} */
@Override
protected PointValuePair doOptimize() {
final GoalType goal = getGoalType();
final double[] guess = getStartPoint();
final int n = guess.length;
// Mark when we have modified the basis vectors
boolean nonBasis = false;
double[][] direc = createBasisVectors(n);
final ConvergenceChecker<PointValuePair> checker = getConvergenceChecker();
//int resets = 0;
//PointValuePair solution = null;
//PointValuePair finalSolution = null;
//int solutionIter = 0, solutionEval = 0;
//double startValue = 0;
//try
//{
double[] x = guess;
// Ensure the point is within bounds
applyBounds(x);
double fVal = computeObjectiveValue(x);
//startValue = fVal;
double[] x1 = x.clone();
while (true) {
incrementIterationCount();
final double fX = fVal;
double fX2 = 0;
double delta = 0;
int bigInd = 0;
for (int i = 0; i < n; i++) {
fX2 = fVal;
final UnivariatePointValuePair optimum = line.search(x, direc[i]);
fVal = optimum.getValue();
x = newPoint(x, direc[i], optimum.getPoint());
if ((fX2 - fVal) > delta) {
delta = fX2 - fVal;
bigInd = i;
}
}
boolean stop = false;
if (positionChecker != null) {
// Check for convergence on the position
stop = positionChecker.converged(x1, x);
}
if (!stop) {
// Check if we have improved from an impossible position
if (Double.isInfinite(fX) || Double.isNaN(fX)) {
if (Double.isInfinite(fVal) || Double.isNaN(fVal)) {
// Nowhere to go
stop = true;
}
// else: this is better as we now have a value, so continue
} else {
stop = DoubleEquality.almostEqualRelativeOrAbsolute(fX, fVal, relativeThreshold, absoluteThreshold);
}
}
final PointValuePair previous = new PointValuePair(x1, fX);
final PointValuePair current = new PointValuePair(x, fVal);
if (!stop && checker != null) {
// User-defined stopping criteria.
stop = checker.converged(getIterations(), previous, current);
}
boolean reset = false;
if (stop) {
// Only allow convergence using the basis vectors, i.e. we cannot move along any dimension
if (basisConvergence && nonBasis) {
// Reset to the basis vectors and continue
reset = true;
//resets++;
} else {
//System.out.printf("Resets = %d\n", resets);
final PointValuePair answer;
if (goal == GoalType.MINIMIZE) {
answer = (fVal < fX) ? current : previous;
} else {
answer = (fVal > fX) ? current : previous;
}
return answer;
// XXX Debugging
// Continue the algorithm to see how far it goes
//if (solution == null)
//{
// solution = answer;
// solutionIter = getIterations();
// solutionEval = getEvaluations();
//}
//finalSolution = answer;
}
}
if (reset) {
direc = createBasisVectors(n);
nonBasis = false;
}
final double[] d = new double[n];
final double[] x2 = new double[n];
for (int i = 0; i < n; i++) {
d[i] = x[i] - x1[i];
x2[i] = x[i] + d[i];
}
applyBounds(x2);
x1 = x.clone();
fX2 = computeObjectiveValue(x2);
// See if we can continue along the overall search direction to find a better value
if (fX > fX2) {
// Check if:
// 1. The decrease along the average direction was not due to any single direction's decrease
// 2. There is a substantial second derivative along the average direction and we are close to
// it minimum
double t = 2 * (fX + fX2 - 2 * fVal);
double temp = fX - fVal - delta;
t *= temp * temp;
temp = fX - fX2;
t -= delta * temp * temp;
if (t < 0.0) {
final UnivariatePointValuePair optimum = line.search(x, d);
fVal = optimum.getValue();
if (reset) {
x = newPoint(x, d, optimum.getPoint());
continue;
} else {
final double[][] result = newPointAndDirection(x, d, optimum.getPoint());
x = result[0];
final int lastInd = n - 1;
direc[bigInd] = direc[lastInd];
direc[lastInd] = result[1];
nonBasis = true;
}
}
}
}
//}
//catch (RuntimeException e)
//{
// if (solution != null)
// {
// System.out.printf("Start %f : Initial %f (%d,%d) : Final %f (%d,%d) : %f\n", startValue,
// solution.getValue(), solutionIter, solutionEval, finalSolution.getValue(), getIterations(),
// getEvaluations(), DoubleEquality.relativeError(finalSolution.getValue(), solution.getValue()));
// return finalSolution;
// }
// throw e;
//}
}
use of org.apache.commons.math3.optim.ConvergenceChecker in project GDSC-SMLM by aherbert.
the class BenchmarkFilterAnalysis method filterAnalysis.
private int filterAnalysis(FilterSet filterSet, int setNumber, DirectFilter currentOptimum, double rangeReduction) {
// Check if the filters are the same so allowing optimisation
final boolean allSameType = filterSet.allSameType();
this.ga_resultsList = resultsList;
Chromosome<FilterScore> best = null;
String algorithm = "";
// All the search algorithms use search dimensions.
// Create search dimensions if needed (these are used for testing if the optimum is at the limit).
ss_filter = null;
ss_lower = null;
ss_upper = null;
FixedDimension[] originalDimensions = null;
boolean rangeInput = false;
boolean[] disabled = null;
double[][] seed = null;
boolean nonInteractive = false;
if (allSameType) {
// There should always be 1 filter
ss_filter = (DirectFilter) filterSet.getFilters().get(0);
int n = ss_filter.getNumberOfParameters();
// Option to configure a range
rangeInput = filterSet.getName().contains("Range");
double[] range = new double[n];
if (rangeInput && filterSet.size() == 4) {
originalDimensions = new FixedDimension[n];
// This is used as min/lower/upper/max
final Filter minF = ss_filter;
final Filter lowerF = filterSet.getFilters().get(1);
final Filter upperF = filterSet.getFilters().get(2);
final Filter maxF = filterSet.getFilters().get(3);
for (int i = 0; i < n; i++) {
double min = minF.getParameterValue(i);
double lower = lowerF.getParameterValue(i);
double upper = upperF.getParameterValue(i);
range[i] = upper - lower;
double max = maxF.getParameterValue(i);
double minIncrement = ss_filter.getParameterIncrement(i);
try {
originalDimensions[i] = new FixedDimension(min, max, minIncrement, lower, upper);
} catch (IllegalArgumentException e) {
Utils.log(TITLE + " : Unable to configure dimension [%d] %s: " + e.getMessage(), i, ss_filter.getParameterName(i));
originalDimensions = null;
rangeInput = false;
break;
}
}
}
if (rangeInput && (filterSet.size() == 3 || filterSet.size() == 2)) {
originalDimensions = new FixedDimension[n];
// This is used as lower/upper[/increment]
final Filter lowerF = ss_filter;
final Filter upperF = filterSet.getFilters().get(1);
for (int i = 0; i < n; i++) {
// Do not disable if the increment is not set. This is left to the user to decide.
// if (incF.getParameterValue(i) == incF.getDisabledParameterValue(i) ||
// Double.isInfinite(incF.getParameterValue(i)))
// {
// // Not enabled
// dimensions[i] = new SearchDimension(incF.getDisabledParameterValue(i));
// continue;
// }
double lower = lowerF.getParameterValue(i);
double upper = upperF.getParameterValue(i);
range[i] = upper - lower;
ParameterType type = ss_filter.getParameterType(i);
double min = BenchmarkSpotFit.getMin(type);
double max = BenchmarkSpotFit.getMax(type);
double minIncrement = ss_filter.getParameterIncrement(i);
try {
originalDimensions[i] = new FixedDimension(min, max, minIncrement, lower, upper);
} catch (IllegalArgumentException e) {
Utils.log(TITLE + " : Unable to configure dimension [%d] %s: " + e.getMessage(), i, ss_filter.getParameterName(i));
originalDimensions = null;
rangeInput = false;
break;
}
}
}
// Get the dimensions from the filters
if (originalDimensions == null) {
originalDimensions = new FixedDimension[n];
// Allow inputing a filter set (e.g. saved from previous optimisation)
// Find the limits in the current scores
final double[] lower = ss_filter.getParameters().clone();
final double[] upper = lower.clone();
// Allow the SearchSpace algorithms to be seeded with an initial population
// for the first evaluation of the optimum. This is done when the input filter
// set is not a range.
seed = new double[filterSet.size()][];
int c = 0;
for (Filter f : filterSet.getFilters()) {
final double[] point = f.getParameters();
seed[c++] = point;
for (int j = 0; j < lower.length; j++) {
if (lower[j] > point[j])
lower[j] = point[j];
if (upper[j] < point[j])
upper[j] = point[j];
}
}
// Min/max must be set using values from BenchmarkSpotFit.
for (int i = 0; i < n; i++) {
if (lower[i] == upper[i]) {
// Not enabled
originalDimensions[i] = new FixedDimension(lower[i]);
continue;
}
ParameterType type = ss_filter.getParameterType(i);
double min = BenchmarkSpotFit.getMin(type);
double max = BenchmarkSpotFit.getMax(type);
double minIncrement = ss_filter.getParameterIncrement(i);
if (min > lower[i])
min = lower[i];
if (max < upper[i])
max = upper[i];
try {
originalDimensions[i] = new FixedDimension(min, max, minIncrement, lower[i], upper[i]);
} catch (IllegalArgumentException e) {
Utils.log(TITLE + " : Unable to configure dimension [%d] %s: " + e.getMessage(), i, ss_filter.getParameterName(i));
originalDimensions = null;
break;
}
}
if (originalDimensions == null) {
// Failed to work out the dimensions. No optimisation will be possible.
// Sort so that the filters are in a nice order for reporting
filterSet.sort();
// This will not be used when the dimensions are null
seed = null;
}
}
if (originalDimensions != null) {
// Use the current optimum if we are doing a range optimisation
if (currentOptimum != null && rangeInput && currentOptimum.getType().equals(ss_filter.getType()) && evolve != 0) {
// Suppress dialogs and use the current settings
nonInteractive = true;
double[] p = currentOptimum.getParameters();
// Range search uses SearchDimension and we must centre on the optimum after creation.
for (int i = 0; i < originalDimensions.length; i++) {
double centre = p[i];
double r = 0;
if (originalDimensions[i].isActive()) {
// Set the range around the centre.
// This uses the range for each param when we read the filters.
r = range[i];
// Optionally reduce the width of the dimensions.
if (rangeReduction > 0 && rangeReduction < 1)
r *= rangeReduction;
}
double lower = centre - r * 0.5;
double upper = centre + r * 0.5;
originalDimensions[i] = originalDimensions[i].create(lower, upper);
}
}
// Store the dimensions so we can do an 'at limit' check
disabled = new boolean[originalDimensions.length];
ss_lower = new double[originalDimensions.length];
ss_upper = new double[originalDimensions.length];
for (int i = 0; i < disabled.length; i++) {
disabled[i] = !originalDimensions[i].isActive();
ss_lower[i] = originalDimensions[i].lower;
ss_upper[i] = originalDimensions[i].upper;
}
}
} else {
// Sort so that the filters are in a nice order for reporting
filterSet.sort();
}
analysisStopWatch = StopWatch.createStarted();
if (evolve == 1 && originalDimensions != null) {
// Collect parameters for the genetic algorithm
pauseFilterTimer();
// Remember the step size settings
double[] stepSize = stepSizeMap.get(setNumber);
if (stepSize == null || stepSize.length != ss_filter.length()) {
stepSize = ss_filter.mutationStepRange().clone();
for (int j = 0; j < stepSize.length; j++) stepSize[j] *= delta;
// See if the same number of parameters have been optimised in other algorithms
boolean[] enabled = searchRangeMap.get(setNumber);
if (enabled != null && enabled.length == stepSize.length) {
for (int j = 0; j < stepSize.length; j++) if (!enabled[j])
stepSize[j] *= -1;
}
}
GenericDialog gd = null;
int[] indices = ss_filter.getChromosomeParameters();
boolean runAlgorithm = nonInteractive;
if (!nonInteractive) {
// Ask the user for the mutation step parameters.
gd = new GenericDialog(TITLE);
String prefix = setNumber + "_";
gd.addMessage("Configure the genetic algorithm for [" + setNumber + "] " + filterSet.getName());
gd.addNumericField(prefix + "Population_size", populationSize, 0);
gd.addNumericField(prefix + "Failure_limit", failureLimit, 0);
gd.addNumericField(prefix + "Tolerance", tolerance, -1);
gd.addNumericField(prefix + "Converged_count", convergedCount, 0);
gd.addSlider(prefix + "Mutation_rate", 0.05, 1, mutationRate);
gd.addSlider(prefix + "Crossover_rate", 0.05, 1, crossoverRate);
gd.addSlider(prefix + "Mean_children", 0.05, 3, meanChildren);
gd.addSlider(prefix + "Selection_fraction", 0.05, 0.5, selectionFraction);
gd.addCheckbox(prefix + "Ramped_selection", rampedSelection);
gd.addCheckbox(prefix + "Save_option", saveOption);
gd.addMessage("Configure the step size for each parameter");
for (int j = 0; j < indices.length; j++) {
// Do not mutate parameters that were not expanded, i.e. the input did not vary them.
final double step = (originalDimensions[indices[j]].isActive()) ? stepSize[j] : 0;
gd.addNumericField(getDialogName(prefix, ss_filter, indices[j]), step, 2);
}
gd.showDialog();
runAlgorithm = !gd.wasCanceled();
}
if (runAlgorithm) {
// Used to create random sample
FixedDimension[] dimensions = Arrays.copyOf(originalDimensions, originalDimensions.length);
if (!nonInteractive) {
populationSize = (int) Math.abs(gd.getNextNumber());
if (populationSize < 10)
populationSize = 10;
failureLimit = (int) Math.abs(gd.getNextNumber());
tolerance = gd.getNextNumber();
// Allow negatives
convergedCount = (int) gd.getNextNumber();
mutationRate = Math.abs(gd.getNextNumber());
crossoverRate = Math.abs(gd.getNextNumber());
meanChildren = Math.abs(gd.getNextNumber());
selectionFraction = Math.abs(gd.getNextNumber());
rampedSelection = gd.getNextBoolean();
saveOption = gd.getNextBoolean();
for (int j = 0; j < indices.length; j++) {
stepSize[j] = gd.getNextNumber();
}
// Store for repeat analysis
stepSizeMap.put(setNumber, stepSize);
}
for (int j = 0; j < indices.length; j++) {
// A zero step size will keep the parameter but prevent range mutation.
if (stepSize[j] < 0) {
dimensions[indices[j]] = new FixedDimension(ss_filter.getDisabledParameterValue(indices[j]));
disabled[indices[j]] = true;
}
}
// // Reset negatives to zero
// stepSize = stepSize.clone();
// for (int j = 0; j < stepSize.length; j++)
// if (stepSize[j] < 0)
// stepSize[j] = 0;
// Create the genetic algorithm
RandomDataGenerator random = new RandomDataGenerator(new Well44497b());
SimpleMutator<FilterScore> mutator = new SimpleMutator<FilterScore>(random, mutationRate);
// Override the settings with the step length, a min of zero and the configured upper
double[] upper = ss_filter.upperLimit();
mutator.overrideChromosomeSettings(stepSize, new double[stepSize.length], upper);
Recombiner<FilterScore> recombiner = new SimpleRecombiner<FilterScore>(random, crossoverRate, meanChildren);
SelectionStrategy<FilterScore> selectionStrategy;
// If the initial population is huge ensure that the first selection culls to the correct size
final int selectionMax = (int) (selectionFraction * populationSize);
if (rampedSelection)
selectionStrategy = new RampedSelectionStrategy<FilterScore>(random, selectionFraction, selectionMax);
else
selectionStrategy = new SimpleSelectionStrategy<FilterScore>(random, selectionFraction, selectionMax);
ToleranceChecker<FilterScore> ga_checker = new InterruptChecker(tolerance, tolerance * 1e-3, convergedCount);
// Create new random filters if the population is initially below the population size
List<Filter> filters = filterSet.getFilters();
if (filterSet.size() < populationSize) {
filters = new ArrayList<Filter>(populationSize);
// Add the existing filters if they are not a range input file
if (!rangeInput)
filters.addAll(filterSet.getFilters());
// Add current optimum to seed
if (nonInteractive)
filters.add(currentOptimum);
// The GA does not use the min interval grid so sample without rounding
double[][] sample = SearchSpace.sampleWithoutRounding(dimensions, populationSize - filters.size(), null);
filters.addAll(searchSpaceToFilters(sample));
}
ga_population = new Population<FilterScore>(filters);
ga_population.setPopulationSize(populationSize);
ga_population.setFailureLimit(failureLimit);
selectionStrategy.setTracker(this);
// Evolve
algorithm = EVOLVE[evolve];
ga_statusPrefix = algorithm + " [" + setNumber + "] " + filterSet.getName() + " ... ";
ga_iteration = 0;
ga_population.setTracker(this);
createGAWindow();
resumeFilterTimer();
best = ga_population.evolve(mutator, recombiner, this, selectionStrategy, ga_checker);
if (best != null) {
// In case optimisation was stopped
IJ.resetEscape();
// The GA may produce coordinates off the min interval grid
best = enumerateMinInterval(best, stepSize, indices);
// Now update the filter set for final assessment
filterSet = new FilterSet(filterSet.getName(), populationToFilters(ga_population.getIndividuals()));
// Option to save the filters
if (saveOption)
saveFilterSet(filterSet, setNumber, !nonInteractive);
}
} else
resumeFilterTimer();
}
if ((evolve == 2 || evolve == 4) && originalDimensions != null) {
// Collect parameters for the range search algorithm
pauseFilterTimer();
boolean isStepSearch = evolve == 4;
// The step search should use a multi-dimension refinement and no range reduction
SearchSpace.RefinementMode myRefinementMode = SearchSpace.RefinementMode.MULTI_DIMENSION;
// Remember the enabled settings
boolean[] enabled = searchRangeMap.get(setNumber);
int n = ss_filter.getNumberOfParameters();
if (enabled == null || enabled.length != n) {
enabled = new boolean[n];
Arrays.fill(enabled, true);
// See if the same number of parameters have been optimised in other algorithms
double[] stepSize = stepSizeMap.get(setNumber);
if (stepSize != null && enabled.length == stepSize.length) {
for (int j = 0; j < stepSize.length; j++) if (stepSize[j] < 0)
enabled[j] = false;
}
}
GenericDialog gd = null;
boolean runAlgorithm = nonInteractive;
if (!nonInteractive) {
// Ask the user for the search parameters.
gd = new GenericDialog(TITLE);
String prefix = setNumber + "_";
gd.addMessage("Configure the " + EVOLVE[evolve] + " algorithm for [" + setNumber + "] " + filterSet.getName());
gd.addSlider(prefix + "Width", 1, 5, rangeSearchWidth);
if (!isStepSearch) {
gd.addCheckbox(prefix + "Save_option", saveOption);
gd.addNumericField(prefix + "Max_iterations", maxIterations, 0);
String[] modes = SettingsManager.getNames((Object[]) SearchSpace.RefinementMode.values());
gd.addSlider(prefix + "Reduce", 0.01, 0.99, rangeSearchReduce);
gd.addChoice("Refinement", modes, modes[refinementMode]);
}
gd.addNumericField(prefix + "Seed_size", seedSize, 0);
// Add choice of fields to optimise
for (int i = 0; i < n; i++) gd.addCheckbox(getDialogName(prefix, ss_filter, i), enabled[i]);
gd.showDialog();
runAlgorithm = !gd.wasCanceled();
}
if (runAlgorithm) {
SearchDimension[] dimensions = new SearchDimension[n];
if (!nonInteractive) {
rangeSearchWidth = (int) gd.getNextNumber();
if (!isStepSearch) {
saveOption = gd.getNextBoolean();
maxIterations = (int) gd.getNextNumber();
refinementMode = gd.getNextChoiceIndex();
rangeSearchReduce = gd.getNextNumber();
}
seedSize = (int) gd.getNextNumber();
for (int i = 0; i < n; i++) enabled[i] = gd.getNextBoolean();
searchRangeMap.put(setNumber, enabled);
}
if (!isStepSearch)
myRefinementMode = SearchSpace.RefinementMode.values()[refinementMode];
for (int i = 0; i < n; i++) {
if (enabled[i]) {
try {
dimensions[i] = originalDimensions[i].create(rangeSearchWidth);
dimensions[i].setPad(true);
// Prevent range reduction so that the step search just does a single refinement step
dimensions[i].setReduceFactor((isStepSearch) ? 1 : rangeSearchReduce);
// Centre on current optimum
if (nonInteractive)
dimensions[i].setCentre(currentOptimum.getParameterValue(i));
} catch (IllegalArgumentException e) {
IJ.error(TITLE, String.format("Unable to configure dimension [%d] %s: " + e.getMessage(), i, ss_filter.getParameterName(i)));
return -1;
}
} else {
dimensions[i] = new SearchDimension(ss_filter.getDisabledParameterValue(i));
}
}
for (int i = 0; i < disabled.length; i++) disabled[i] = !dimensions[i].active;
// Check the number of combinations is OK
long combinations = SearchSpace.countCombinations(dimensions);
if (!nonInteractive && combinations > 10000) {
gd = new GenericDialog(TITLE);
gd.addMessage(String.format("%d combinations for the configured dimensions.\n \nClick 'Yes' to optimise.", combinations));
gd.enableYesNoCancel();
gd.hideCancelButton();
gd.showDialog();
if (!gd.wasOKed()) {
combinations = 0;
}
}
if (combinations == 0) {
resumeFilterTimer();
} else {
algorithm = EVOLVE[evolve] + " " + rangeSearchWidth;
ga_statusPrefix = algorithm + " [" + setNumber + "] " + filterSet.getName() + " ... ";
ga_iteration = 0;
es_optimum = null;
SearchSpace ss = new SearchSpace();
ss.setTracker(this);
if (seedSize > 0) {
double[][] sample;
// Add current optimum to seed
if (nonInteractive) {
sample = new double[1][];
sample[0] = currentOptimum.getParameters();
seed = merge(seed, sample);
}
int size = (seed == null) ? 0 : seed.length;
// Sample without rounding as the seed will be rounded
sample = SearchSpace.sampleWithoutRounding(dimensions, seedSize - size, null);
seed = merge(seed, sample);
}
// Note: If we have an optimum and we are not seeding this should not matter as the dimensions
// have been centred on the current optimum
ss.seed(seed);
ConvergenceChecker<FilterScore> checker = new InterruptConvergenceChecker(0, 0, maxIterations);
createGAWindow();
resumeFilterTimer();
SearchResult<FilterScore> optimum = ss.search(dimensions, this, checker, myRefinementMode);
if (optimum != null) {
// In case optimisation was stopped
IJ.resetEscape();
best = ((SimpleFilterScore) optimum.score).r.filter;
if (seedSize > 0) {
// Not required as the search now respects the min interval
// The optimum may be off grid if it was from the seed
//best = enumerateMinInterval(best, enabled);
}
// Now update the filter set for final assessment
filterSet = new FilterSet(filterSet.getName(), searchSpaceToFilters((DirectFilter) best, ss.getSearchSpace()));
// Option to save the filters
if (saveOption)
saveFilterSet(filterSet, setNumber, !nonInteractive);
}
}
} else
resumeFilterTimer();
}
if (evolve == 3 && originalDimensions != null) {
// Collect parameters for the enrichment search algorithm
pauseFilterTimer();
boolean[] enabled = searchRangeMap.get(setNumber);
int n = ss_filter.getNumberOfParameters();
if (enabled == null || enabled.length != n) {
enabled = new boolean[n];
Arrays.fill(enabled, true);
// See if the same number of parameters have been optimised in other algorithms
double[] stepSize = stepSizeMap.get(setNumber);
if (stepSize != null && enabled.length == stepSize.length) {
for (int j = 0; j < stepSize.length; j++) if (stepSize[j] < 0)
enabled[j] = false;
}
}
GenericDialog gd = null;
boolean runAlgorithm = nonInteractive;
if (!nonInteractive) {
// Ask the user for the search parameters.
gd = new GenericDialog(TITLE);
String prefix = setNumber + "_";
gd.addMessage("Configure the enrichment search algorithm for [" + setNumber + "] " + filterSet.getName());
gd.addCheckbox(prefix + "Save_option", saveOption);
gd.addNumericField(prefix + "Max_iterations", maxIterations, 0);
gd.addNumericField(prefix + "Converged_count", convergedCount, 0);
gd.addNumericField(prefix + "Samples", enrichmentSamples, 0);
gd.addSlider(prefix + "Fraction", 0.01, 0.99, enrichmentFraction);
gd.addSlider(prefix + "Padding", 0, 0.99, enrichmentPadding);
// Add choice of fields to optimise
for (int i = 0; i < n; i++) gd.addCheckbox(getDialogName(prefix, ss_filter, i), enabled[i]);
gd.showDialog();
runAlgorithm = !gd.wasCanceled();
}
if (runAlgorithm) {
FixedDimension[] dimensions = Arrays.copyOf(originalDimensions, originalDimensions.length);
if (!nonInteractive) {
saveOption = gd.getNextBoolean();
maxIterations = (int) gd.getNextNumber();
convergedCount = (int) gd.getNextNumber();
enrichmentSamples = (int) gd.getNextNumber();
enrichmentFraction = gd.getNextNumber();
enrichmentPadding = gd.getNextNumber();
for (int i = 0; i < n; i++) enabled[i] = gd.getNextBoolean();
searchRangeMap.put(setNumber, enabled);
}
for (int i = 0; i < n; i++) {
if (!enabled[i])
dimensions[i] = new FixedDimension(ss_filter.getDisabledParameterValue(i));
}
for (int i = 0; i < disabled.length; i++) disabled[i] = !dimensions[i].active;
algorithm = EVOLVE[evolve];
ga_statusPrefix = algorithm + " [" + setNumber + "] " + filterSet.getName() + " ... ";
ga_iteration = 0;
es_optimum = null;
SearchSpace ss = new SearchSpace();
ss.setTracker(this);
// Add current optimum to seed
if (nonInteractive) {
double[][] sample = new double[1][];
sample[0] = currentOptimum.getParameters();
seed = merge(seed, sample);
}
ss.seed(seed);
ConvergenceChecker<FilterScore> checker = new InterruptConvergenceChecker(0, 0, maxIterations, convergedCount);
createGAWindow();
resumeFilterTimer();
SearchResult<FilterScore> optimum = ss.enrichmentSearch(dimensions, this, checker, enrichmentSamples, enrichmentFraction, enrichmentPadding);
if (optimum != null) {
// In case optimisation was stopped
IJ.resetEscape();
best = ((SimpleFilterScore) optimum.score).r.filter;
// Not required as the search now respects the min interval
// Enumerate on the min interval to produce the final filter
//best = enumerateMinInterval(best, enabled);
// Now update the filter set for final assessment
filterSet = new FilterSet(filterSet.getName(), searchSpaceToFilters((DirectFilter) best, ss.getSearchSpace()));
// Option to save the filters
if (saveOption)
saveFilterSet(filterSet, setNumber, !nonInteractive);
}
} else
resumeFilterTimer();
}
IJ.showStatus("Analysing [" + setNumber + "] " + filterSet.getName() + " ...");
// Do not support plotting if we used optimisation
double[] xValues = (best != null || isHeadless || (plotTopN == 0)) ? null : new double[filterSet.size()];
double[] yValues = (xValues == null) ? null : new double[xValues.length];
SimpleFilterScore max = null;
// It can just assess the top 1 required for the summary.
if (best != null) {
// Only assess the top 1 filter for the summary
List<Filter> list = new ArrayList<Filter>();
list.add((DirectFilter) best);
filterSet = new FilterSet(filterSet.getName(), list);
}
// Score the filters and report the results if configured.
FilterScoreResult[] scoreResults = scoreFilters(setUncomputedStrength(filterSet), showResultsTable);
if (scoreResults == null)
return -1;
analysisStopWatch.stop();
for (int index = 0; index < scoreResults.length; index++) {
final FilterScoreResult scoreResult = scoreResults[index];
if (xValues != null) {
xValues[index] = scoreResult.filter.getNumericalValue();
yValues[index] = scoreResult.score;
}
final SimpleFilterScore result = new SimpleFilterScore(scoreResult, allSameType, scoreResult.criteria >= minCriteria);
if (result.compareTo(max) < 0) {
max = result;
}
}
if (showResultsTable) {
BufferedTextWindow tw = null;
if (resultsWindow != null) {
tw = new BufferedTextWindow(resultsWindow);
tw.setIncrement(Integer.MAX_VALUE);
}
for (int index = 0; index < scoreResults.length; index++) addToResultsWindow(tw, scoreResults[index].text);
if (resultsWindow != null)
resultsWindow.getTextPanel().updateDisplay();
}
// Check the top filter against the limits of the original dimensions
char[] atLimit = null;
if (allSameType && originalDimensions != null) {
DirectFilter filter = max.r.filter;
int[] indices = filter.getChromosomeParameters();
atLimit = new char[indices.length];
StringBuilder sb = new StringBuilder(200);
for (int j = 0; j < indices.length; j++) {
atLimit[j] = ComplexFilterScore.WITHIN;
final int p = indices[j];
if (disabled[p])
continue;
final double value = filter.getParameterValue(p);
double lowerLimit = originalDimensions[p].getLower();
double upperLimit = originalDimensions[p].getUpper();
int c1 = Double.compare(value, lowerLimit);
if (c1 <= 0) {
atLimit[j] = ComplexFilterScore.FLOOR;
sb.append(" : ").append(filter.getParameterName(p)).append(' ').append(atLimit[j]).append('[').append(Utils.rounded(value));
if (c1 == -1) {
atLimit[j] = ComplexFilterScore.BELOW;
sb.append("<").append(Utils.rounded(lowerLimit));
}
sb.append("]");
} else {
int c2 = Double.compare(value, upperLimit);
if (c2 >= 0) {
atLimit[j] = ComplexFilterScore.CEIL;
sb.append(" : ").append(filter.getParameterName(p)).append(' ').append(atLimit[j]).append('[').append(Utils.rounded(value));
if (c2 == 1) {
atLimit[j] = ComplexFilterScore.ABOVE;
sb.append(">").append(Utils.rounded(upperLimit));
}
sb.append("]");
}
}
}
if (sb.length() > 0) {
if (max.criteriaPassed) {
Utils.log("Warning: Top filter (%s @ %s|%s) [%s] at the limit of the expanded range%s", filter.getName(), Utils.rounded((invertScore) ? -max.score : max.score), Utils.rounded((invertCriteria) ? -minCriteria : minCriteria), limitFailCount + limitRange, sb.toString());
} else {
Utils.log("Warning: Top filter (%s @ -|%s) [%s] at the limit of the expanded range%s", filter.getName(), Utils.rounded((invertCriteria) ? -max.criteria : max.criteria), limitFailCount + limitRange, sb.toString());
}
}
}
// Note that max should never be null since this method is not run with an empty filter set
// We may have no filters that pass the criteria
String type = max.r.filter.getType();
if (!max.criteriaPassed) {
Utils.log("Warning: Filter does not pass the criteria: %s : Best = %s using %s", type, Utils.rounded((invertCriteria) ? -max.criteria : max.criteria), max.r.filter.getName());
return 0;
}
// This could be an option?
boolean allowDuplicates = true;
// XXX - Commented out the requirement to be the same type to store for later analysis.
// This may break the code, however I think that all filter sets should be able to have a best filter
// irrespective of whether they were the same type or not.
//if (allSameType)
//{
ComplexFilterScore newFilterScore = new ComplexFilterScore(max.r, atLimit, algorithm, analysisStopWatch.getTime(), "", 0);
addBestFilter(type, allowDuplicates, newFilterScore);
// Add spacer at end of each result set
if (isHeadless) {
if (showResultsTable && filterSet.size() > 1)
IJ.log("");
} else {
if (showResultsTable && filterSet.size() > 1)
resultsWindow.append("");
if (plotTopN > 0 && xValues != null) {
// Check the xValues are unique. Since the filters have been sorted by their
// numeric value we only need to compare adjacent entries.
boolean unique = true;
for (int ii = 0; ii < xValues.length - 1; ii++) {
if (xValues[ii] == xValues[ii + 1]) {
unique = false;
break;
}
}
String xAxisName = filterSet.getValueName();
if (unique) {
// Check the values all refer to the same property
for (Filter filter : filterSet.getFilters()) {
if (!xAxisName.equals(filter.getNumericalValueName())) {
unique = false;
break;
}
}
}
if (!unique) {
// If not unique then renumber them and use an arbitrary label
xAxisName = "Filter";
for (int ii = 0; ii < xValues.length; ii++) xValues[ii] = ii + 1;
}
String title = filterSet.getName();
// Check if a previous filter set had the same name, update if necessary
NamedPlot p = getNamedPlot(title);
if (p == null)
plots.add(new NamedPlot(title, xAxisName, xValues, yValues));
else
p.updateValues(xAxisName, xValues, yValues);
if (plots.size() > plotTopN) {
Collections.sort(plots);
p = plots.remove(plots.size() - 1);
}
}
}
return 0;
}
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