03a8fa9ca9
- 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
155 lines
5.6 KiB
Python
155 lines
5.6 KiB
Python
# Copyright 2024 DeepMind Technologies Limited
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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# ==============================================================================
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"""Tests for minimize.py."""
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import io
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from typing import Tuple
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from absl.testing import absltest
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from mujoco import minimize
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import numpy as np
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class MinimizeTest(absltest.TestCase):
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def test_basic(self) -> None:
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def residual(x: np.ndarray) -> np.ndarray:
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return np.array([1 - x[0], 10 * (x[1] - x[0] ** 2)], dtype=np.float64)
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for central in [False, True]:
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out = io.StringIO()
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x0 = np.array((0.0, 0.0))
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x, _ = minimize.least_squares(x0, residual, output=out, central=central)
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expected_x = np.array((1.0, 1.0))
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np.testing.assert_array_almost_equal(x, expected_x)
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self.assertContainsSubsequence(out.getvalue(), 'norm(dx) < tol')
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def test_start_at_minimum(self) -> None:
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def residual(x: np.ndarray) -> np.ndarray:
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return np.array([1 - x[0], 10 * (x[1] - x[0] ** 2)])
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out = io.StringIO()
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x0 = np.array((1.0, 1.0))
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x, _ = minimize.least_squares(x0, residual, output=out)
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expected_x = np.array((1.0, 1.0))
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np.testing.assert_array_almost_equal(x, expected_x)
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self.assertContainsSubsequence(out.getvalue(), 'norm(dx) < tol')
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self.assertContainsSubsequence(out.getvalue(), 'exact minimum found')
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def test_jac_callback(self) -> None:
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def residual(x: np.ndarray) -> np.ndarray:
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return np.array([1 - x[0], 10 * (x[1] - x[0] ** 2)])
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def jacobian(x: np.ndarray, r: np.ndarray) -> Tuple[float, np.ndarray]:
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del r # Unused.
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return np.array([[-1, 0], [-20 * x[0], 10]])
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x0 = np.array((0.0, 0.0))
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out = io.StringIO()
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x, _ = minimize.least_squares(x0, residual, jacobian=jacobian, output=out)
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expected_x = np.array((1.0, 1.0))
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np.testing.assert_array_almost_equal(x, expected_x)
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self.assertContainsSubsequence(out.getvalue(), 'norm(dx) < tol')
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# Try with bad Jacobian, expect no improvement.
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def jac_bad1(x: np.ndarray, r: np.ndarray) -> Tuple[float, np.ndarray]:
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return -jacobian(x, r)
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out1 = io.StringIO()
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minimize.least_squares(x0, residual, jacobian=jac_bad1, output=out1)
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self.assertContainsSubsequence(out1.getvalue(), 'insufficient reduction')
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def test_max_iter(self) -> None:
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dim = 20 # High-D Rosenbrock
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def residual(x: np.ndarray) -> np.ndarray:
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res0 = [1 - x[i] for i in range(dim - 1)]
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res1 = [10 * (x[i] - x[i + 1] ** 2) for i in range(dim - 1)]
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return np.asarray(res0 + res1)
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# Fail to reach minimum after 20 iterations.
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x0 = np.zeros(dim)
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out = io.StringIO()
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minimize.least_squares(x0, residual, max_iter=20, output=out)
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self.assertContainsSubsequence(out.getvalue(), 'maximum iterations')
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# Succeed after 100 iterations (default).
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x, _ = minimize.least_squares(x0, residual)
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expected_x = np.ones(20)
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np.testing.assert_array_almost_equal(x, expected_x)
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def test_bounds(self) -> None:
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def residual(x: np.ndarray) -> np.ndarray:
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return np.array([1 - x[0], 10 * (x[1] - x[0] ** 2)])
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out = io.StringIO()
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x0 = np.array((0.0, 0.0))
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expected_x = np.array((1.0, 1.0))
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bounds_types = {'inbounds': [np.array((-2.0, -2.0)), np.array((2.0, 2.0))],
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'onlower': [np.array((-2.0, 2.0)), np.array((0.5, 3.0))],
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'onupper': [np.array((-2.0, -2.0)), np.array((0.5, 2.0))]}
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# In bounds finds true minimum.
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x, _ = minimize.least_squares(x0, residual, bounds=bounds_types['inbounds'],
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output=out)
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np.testing.assert_array_almost_equal(x, expected_x)
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self.assertContainsSubsequence(out.getvalue(), 'norm(dx) < tol')
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# Test different bounds conditions.
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verbose = minimize.Verbosity.FULLITER
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for central in [False, True]:
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for bounds in bounds_types.values():
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out = io.StringIO()
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x, trace = minimize.least_squares(
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x0,
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residual,
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bounds=bounds,
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output=out,
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central=central,
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verbose=verbose,
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)
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self.assertContainsSubsequence(out.getvalue(), ' < tol')
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grad = trace[-2].jacobian.T @ trace[-2].residual
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# If x_i is on the boundary, gradient points out, otherwise it is 0.
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for i, xi in enumerate(x):
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if xi == bounds[0][i]:
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self.assertGreater(grad[i], 0)
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elif xi == bounds[1][i]:
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self.assertLess(grad[i], 0)
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else:
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self.assertAlmostEqual(grad[i], 0, places=4)
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def test_bad_bounds(self) -> None:
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def residual(x: np.ndarray) -> np.ndarray:
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return np.array([1 - x[0], 10 * (x[1] - x[0] ** 2)])
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out = io.StringIO()
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x0 = np.array((0.0, 0.0))
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bad_bounds = [
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[0, 1, 2],
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[np.array((-2, 2, 0)), np.array((0.5, 3, 4))],
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[np.array((-2, 2, 0)), np.array((0.5, 3, np.inf))],
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[np.array((-2, 2, 0)), np.array((-5, 3, 6))],
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]
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for bounds in bad_bounds:
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with self.assertRaises(ValueError):
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minimize.least_squares(x0, residual, bounds=bounds, output=out)
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if __name__ == '__main__':
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absltest.main()
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