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NC::Fitter::MinFinderSimple Class Reference

#include <NCFitter.h>

List of all members.

Public Member Functions

 MinFinderSimple (const std::vector< NCParameter > &ps, const bool limits, const bool reuse, const ICallableND *f)
double FindMin (CoordNDim &ret, bool progress=false, bool ignorePartitions=false) const

Static Public Member Functions

void SetSpacePartitions (std::vector< std::string > names, std::vector< double > poss)
 Educate MinFinderSimple about degeneracies in your function.

Protected Member Functions

CoordNDim BeginSearchPos () const
int BeginScale () const
double FindMinPartitions (CoordNDim &ret, bool progress) const
 Helper function for FindMin.

Protected Attributes

std::vector< NCParameter > fParams
bool fRespectParameterLimits
bool reuseOld
CoordNDim fPrevBest
const ICallableND * fFunc

Static Protected Attributes

std::vector< std::string > sfPartNames
std::vector< double > sfPartPositions

Constructor & Destructor Documentation

NC::Fitter::MinFinderSimple::MinFinderSimple (  const std::vector< NCParameter > &  ps,
const bool  limits,
const bool  reuse,
const ICallableND *  f
) 
 

Definition at line 222 of file NCFitter.cxx.

Referenced by FindMinPartitions().

00226     :fParams(ps),
00227      fRespectParameterLimits(limits),
00228      reuseOld(reuse),
00229      fFunc(f)
00230   {
00231   }

Member Function Documentation

int NC::Fitter::MinFinderSimple::BeginScale (   )  const [protected]
 

Definition at line 250 of file NCFitter.cxx.

References fParams, fPrevBest, and reuseOld.

Referenced by FindMin().

00251   {
00252     int initScale = 1;
00253     if(!reuseOld || fPrevBest.empty()){
00254       bool bigEnough = false;
00255       while(!bigEnough){
00256         initScale *= 2;
00257         bigEnough = true;
00258         for(unsigned int n = 0; n < fParams.size(); ++n){
00259           if(initScale*fParams[n].Precision() <
00260              (fParams[n].Max()-fParams[n].Min())/4)
00261             bigEnough = false;
00262         }
00263       }
00264     }
00265     return initScale;
00266   }

CoordNDim NC::Fitter::MinFinderSimple::BeginSearchPos (   )  const [protected]
 

Definition at line 234 of file NCFitter.cxx.

References NC::Fitter::CoordNDim, fParams, fPrevBest, and reuseOld.

Referenced by FindMin().

00235   {
00236     assert(fPrevBest.size() == fParams.size() || fPrevBest.size() == 0);
00237 
00238     if(!reuseOld || fPrevBest.empty()){
00239       CoordNDim ret;
00240       for(unsigned int n = 0; n < fParams.size(); ++n){
00241         ret.push_back((fParams[n].Min()+fParams[n].Max())/2);
00242       }
00243       return ret;
00244     }
00245 
00246     return fPrevBest;
00247   }

double NC::Fitter::MinFinderSimple::FindMin (  CoordNDim &  ret,
bool  progress = false,
bool  ignorePartitions = false
)  const
 

Definition at line 348 of file NCFitter.cxx.

References BeginScale(), BeginSearchPos(), NC::Fitter::CoordNDim, NC::Fitter::ICallableND::EvalAtEx(), fFunc, FindMinPartitions(), fParams, fPrevBest, MSG, NC::Utility::ReportProgress(), and sfPartNames.

Referenced by NC::Fitter::MarginalizeSimple::EvalAtEx(), and NC::FitMaster::Run().

00351   {
00352     if(!sfPartNames.empty() && !ignorePartitions)
00353       return FindMinPartitions(ret, progress);
00354 
00355     ret.resize(fParams.size());
00356 
00357     CoordNDim curPos = BeginSearchPos();
00358     assert(curPos.size() == fParams.size());
00359 
00360     CoordNDim junk;
00361     double curHeight = fFunc->EvalAtEx(curPos, &junk);
00362     /*
00363     if(curHeight > 9e5 && !fPrevBest.empty()){   // Appear to have started inside some kind of penalty zone
00364       fPrevBest.clear();    // So, forget where we were before
00365       // and try again.
00366       curPos = BeginSearchPos();
00367       curHeight = func->EvalAt(curPos);
00368     }
00369     */
00370 
00371     std::vector<int> curIntPos(curPos.size(), 0);
00372 
00373     int initScale = BeginScale();
00374 
00375     std::map<std::vector<int>, bool> alreadyBeen;
00376     unsigned int lastDir = 0;
00377 
00378     CoordNDim curEx;
00379 
00380     TStopwatch sw;
00381 
00382     for(int scale = initScale; scale >= 1; scale /= 2){
00383       if(progress) ReportProgress(1-log((float)scale)/log((float)initScale), sw);
00384     scaleTop:
00385       MSG("NCFitter", Msg::kVerbose) << "MinSimple: at "
00386                                      << curPos << endl;
00387       // Try the previous direction first
00388       for(int tryLast = true; tryLast >= false; --tryLast){
00389         // What direction to look in
00390         for(unsigned int dir = 0; dir < curPos.size(); ++dir){
00391           // In what sense
00392           for(int sign = -1; sign <= +1; sign += 2){
00393             if(tryLast && dir != lastDir) continue;
00394 
00395             CoordNDim newPos = curPos;
00396             newPos[dir] += sign*fParams[dir].Precision()*scale;
00397 
00398             //      if(fRespectParameterLimits && (newPos[dir] < fParams[dir].Min() || newPos[dir] > fParams[dir].Max()))
00399             //continue;
00400 
00401             std::vector<int> newIntPos = curIntPos;
00402             newIntPos[dir] += sign*scale;
00403 
00404             if(alreadyBeen[newIntPos]) continue;
00405 
00406             alreadyBeen[newIntPos] = true;
00407 
00408             CoordNDim ex;
00409 
00410             double heightHere = fFunc->EvalAtEx(newPos, &ex);
00411 
00412             if(heightHere < curHeight){
00413               curHeight = heightHere;
00414               curPos = newPos;
00415               curIntPos = newIntPos;
00416               curEx = ex;
00417               lastDir = dir;
00418 
00419               //              cout << "Moved to ";
00420               //              for (unsigned int n = 0; n < fParams.size(); ++n)
00421               //                cout << fParams[n].ShortName() << "=" << curPos[n] << " ";
00422               //              cout << endl;
00423 
00424               goto scaleTop; // Repeat all these loops with the same value of scale.
00425             } // end if better
00426           } // end for s
00427         } //end for d
00428       } // end for tryLast
00429     } // end for scale
00430 
00431     //    if(curHeight < 9e5)
00432     fPrevBest = curPos;
00433 
00434     if(curEx.empty()) ret = curPos; else ret = curEx;
00435 
00436     return curHeight;
00437   }

double NC::Fitter::MinFinderSimple::FindMinPartitions (  CoordNDim &  ret,
bool  progress
)  const [protected]
 

Helper function for FindMin.

Definition at line 277 of file NCFitter.cxx.

References NC::Fitter::CoordNDim, fFunc, fParams, fRespectParameterLimits, MinFinderSimple(), reuseOld, sfPartNames, and sfPartPositions.

Referenced by FindMin().

00279   {
00280     assert(sfPartNames.size() == sfPartPositions.size());
00281     assert(!sfPartNames.empty());
00282 
00283     // Start with `this` as a template to copy the minimizers from
00284     vector<const MinFinderSimple*> minimizers;
00285     minimizers.push_back(this);
00286 
00287     for(unsigned int n = 0; n < sfPartNames.size(); ++n){
00288       for(unsigned int i = 0; i < fParams.size(); ++i){
00289         // If we find we're fitting a parameter we ought to be partitioning
00290         if(fParams[i].ShortName() == sfPartNames[n]){
00291           // Take every minimizer that already exists and split it into
00292           // two, one for each side of the partition
00293           const unsigned int M = minimizers.size();
00294           for(unsigned int m = 0; m < M; ++m){
00295             // The parameter ranges inform the fitter where to begin
00296             vector<NCParameter> ps1 = fParams;
00297             ps1[i].SetRange(fParams[i].Min(), sfPartPositions[n]);
00298             vector<NCParameter> ps2 = fParams;
00299             ps2[i].SetRange(sfPartPositions[n], fParams[i].Max());
00300 
00301             // Constrain the ranges in [-infinity, partition point]
00302             // and [partition point, +infinity]
00303             ICallableND* f1 = new ConstrainRange(minimizers[m]->fFunc, i,
00304                                                  -1e50, sfPartPositions[n]);
00305             ICallableND* f2 = new ConstrainRange(minimizers[m]->fFunc, i,
00306                                                  sfPartPositions[n], +1e50);
00307 
00308             MinFinderSimple* m1 = new MinFinderSimple(ps1,
00309                                                       fRespectParameterLimits,
00310                                                       reuseOld,
00311                                                       f1);
00312             MinFinderSimple* m2 = new MinFinderSimple(ps2,
00313                                                       fRespectParameterLimits,
00314                                                       reuseOld,
00315                                                       f2);
00316             minimizers.push_back(m1);
00317             minimizers.push_back(m2);
00318           } // end for m
00319           // The first M of the minimizers are the ones before we split them
00320           // in half. We don't need them anymore.
00321           for(unsigned int m = 0; m < M; ++m){
00322             if(minimizers[m] != this) delete minimizers[m];
00323             minimizers.erase(minimizers.begin());
00324           } // end for m
00325         } // end if matches
00326       } // end for i
00327     } // end for n
00328 
00329     // Minimize using all the minimizers and pick the best result. Ensure
00330     // that ret is filled properly too. We pass true for ignorePartitions
00331     // otherwise we'd end up here again instead of actually minimizing.
00332     double lowest = 1e50;
00333     for(unsigned int m = 0; m < minimizers.size(); ++m){
00334       CoordNDim thisRet;
00335       const double height = minimizers[m]->FindMin(thisRet, progress, true);
00336       if(height < lowest){
00337         lowest = height;
00338         ret = thisRet;
00339       }
00340       // Don't need it anymore
00341       if(minimizers[m] != this) delete minimizers[m];
00342     }
00343 
00344     return lowest;
00345   }

void NC::Fitter::MinFinderSimple::SetSpacePartitions (  std::vector< std::string >  names,
std::vector< double >  poss
)  [static]
 

Educate MinFinderSimple about degeneracies in your function.

If you are aware of multiple local minima in a parameter, on different sides of some symmetry point, you can instruct MinFinderSimple to perform seperate searches on each side of this partition, and then pick the lowest minimum.

Parameters:
names List of NCParameter::ShortName
poss For each of names the position at which the space should be partitioned

Referenced by NC::FitMaster::FitMaster().

Member Data Documentation

const ICallableND* NC::Fitter::MinFinderSimple::fFunc [protected]
 

Definition at line 164 of file NCFitter.h.

Referenced by FindMin(), and FindMinPartitions().

std::vector<NCParameter> NC::Fitter::MinFinderSimple::fParams [protected]
 

Definition at line 160 of file NCFitter.h.

Referenced by BeginScale(), BeginSearchPos(), FindMin(), and FindMinPartitions().

CoordNDim NC::Fitter::MinFinderSimple::fPrevBest [mutable, protected]
 

Definition at line 163 of file NCFitter.h.

Referenced by BeginScale(), BeginSearchPos(), and FindMin().

bool NC::Fitter::MinFinderSimple::fRespectParameterLimits [protected]
 

Definition at line 161 of file NCFitter.h.

Referenced by FindMinPartitions().

bool NC::Fitter::MinFinderSimple::reuseOld [protected]
 

Definition at line 162 of file NCFitter.h.

Referenced by BeginScale(), BeginSearchPos(), and FindMinPartitions().

vector< string > NC::Fitter::MinFinderSimple::sfPartNames [static, protected]
 

Definition at line 219 of file NCFitter.cxx.

Referenced by FindMin(), and FindMinPartitions().

vector< double > NC::Fitter::MinFinderSimple::sfPartPositions [static, protected]
 

Definition at line 220 of file NCFitter.cxx.

Referenced by FindMinPartitions().

The documentation for this class was generated from the following files:
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