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8ce7d8199ace95d0f429b0ca9169d290d167cee1 by Anas <anaselghoudane@gmail.com>:
Use box midpoint to choose finite-difference direction in jacobian_fd
When bounds are provided, `jacobian_fd` chooses each coordinate's
finite-difference direction so the perturbation steps away from the nearer
bound. It compared `x` against `0.5 * (bounds[1] - bounds[0])`, which is half
the box *width*, not the box midpoint. For bounds that are not centered on the
origin this selects the wrong direction, and at the lower bound the perturbation
steps outside the box.
Compare against the midpoint `0.5 * (bounds[0] + bounds[1])` instead. Adds a
regression test checking that all residual evaluations stay within an off-center
box when `x` is at the lower bound; it fails before this change and passes after.
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cfa085484c30df808362898e322de8adc6660b59 by Kevin Zakka <kevinarmandzakka@gmail.com>:
Expand jacobian_fd bounds test and avoid midpoint overflow
Use the distributive form `0.5*lo + 0.5*hi` instead of
`0.5*(lo+hi)` to avoid overflow for extreme bound values.
Expand the single-case test into a parameterized subTest covering
all four boundary positions (lower/upper of positive and negative
off-center boxes), and rename it to `test_jacobian_fd_respects_bounds`.
COPYBARA_INTEGRATE_REVIEW=https://github.com/google-deepmind/mujoco/pull/3301 from Nas01010101:fix/minimize-fd-box-midpoint cfa085484c30df808362898e322de8adc6660b59
PiperOrigin-RevId: 933224876
Change-Id: I833cfe3324876cdeb7ca680c23d1d8a4d16adcf1
Per-parameter scaling via change of variables z = x / D. Supports
'jac' (adaptive D_i = 1/||J(:,i)|| per iteration, matches scipy's TRF),
explicit array, or a positive scalar. Default 1.0 is a no-op.
All changes make functionality more similar to SciPy least squares:
- Use adaptive findiff epsilon.
- Make termination on step size relative to norm(x).
- Add termination on gradient norm.
- Make default tolerances like SciPy's.
PiperOrigin-RevId: 745221614
Change-Id: Iee93256651fca8154c97fa3bdaa9c67ede28e573
- Residual callable is vectorized for easy multithreading by the user. Internally all vectors are now explicitly column vectors.
- Removed central findiff option, it wasn't applicable at the bounds anyway and just complicated the code.
- Added optional user-provided norm function for non-quadratic (robust) norms.
- Added an iter_callback callable for user convenience.
- Added option to internally check user-provided Jacobian and norm against finite differences.
- Updated the notebook accordingly.
PiperOrigin-RevId: 631205889
Change-Id: I3b9f8893756e329640de464e6f2e26a39e7dbd9e
- Added central differencing option.
- Changed `mu` semantics from log10 to actual values.
- `mu` control is now more aggressive, saves a few iterations.
- Use Armijo sufficient reduction criterion.
- Added some checks for float64 and NaNs.
- Added log of final result to trace.
- Removed unhelpful QP timing.
PiperOrigin-RevId: 610096950
Change-Id: Idf1a7c3155ce8e82fc2d5fe0f2da2f16636ff63d
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