I try to use the z3 solver for a minimization problem. I was trying to get a timeout, and return the best solution so far. I use the python API, and the timeout option "smt.timeout" with
set_option("smt.timeout", 1000) # 1s timeout
This actually times out after about 1 second. However a larger timeout does not provide a smaller objective. I ended up turning on the verbosity with
set_option("verbose", 2)
And I think that z3 successively evaluates larger values of my objective, until the problem is satisfiable:
(opt.maxres [0:6117664])
(opt.maxres [175560:6117664])
(opt.maxres [236460:6117664])
(opt.maxres [297360:6117664])
...
(opt.maxres [940415:6117664])
(opt.maxres [945805:6117664])
...
I thus have the two questions:
Can I on contrary tell z3 to start with the upper bound, and successively return models with a smaller value for my objective function (just like for instance Minizinc annotations indomain_max http://www.minizinc.org/2.0/doc-lib/doc-annotations-search.html)
It still looks like the solver returns a satisfiable instance of my problem. How is it found? If it's trying to evaluates larger values of my objective successively, it should not have found a satisfiable instance yet when the timeout occurs...
edit: In the opt.maxres log, the upper bound never shrinks.
For the record, I found a more verbose description of the options in the source here opt_params.pyg
Edit Sorry to bother, I've beed diving into this recently once again. Anyway I think this might be usefull to others. I've been finding that I actually have to call the Optimize.upper method in order to get the upper bound, and the model is still not the one that corresponds to this upper bound. I've been able to add it as a new constraint, and call a solver (without optimization, just SAT), but that's probably not the best idea. By reading this I feel like I should call Optimize.update_upper after the solver times out, but the python interface has no such method (?). At least I can get the upper bound, and the corresponding model now (at the cost of unneccessary computations I guess).
Z3 finds solutions for the hard constraints and records the current values for the objectives and soft constraints. The last model that was found (the last model with the so-far best value for the objectives) is returned if you ask for a model. The maxres strategy mainly improves the lower bounds on the soft constraints (e.g., any solution must have cost at least xx) and whenever possible improves the upper bound (the optional solution has cost at most yy). The lower bounds don't tell you too much other than narrowing the range of possible optimal values. The upper bounds are available when you timeout.
You could try one of the other strategies, such as the one called "wmax", which
performs a branch-and-prune. Typically maxres does significantly better, but you may have better experience (depending on the problems) with wmax for improving upper bounds.
I don't have a mode where you get a stream of models. It is in principle possible, but it would require some (non-trivial) reorganization. For Pareto fronts you make successive invocations to Optimize.check() to get the successive fronts.
Related
I know there is a very similar question, but mine is different. I am running an optimization using Basinhopping, with the Powell method. Within the function I am optimizing, I also store to an external array the parameters and the resulting cost function value for each iteration, so I can afterwards check the results. I've noticed repeatedly that the lowest minimization result which the basinhopping function returns is not actually the set of parameters which resulted in the lowest overall error. I assume this is not an error, but maybe me misunderstanding how the technique works. For example, in an optimization I just ran, I found the result which was returned was actually the 35th-best option, when I check my arrays after completion. The difference in cost is very small (I'm using RMSE as a metric, and the difference is 0.02), but I still don't understand how it selected the minimum.
My first thought was maybe these parameters somehow exceeded the bounds I set, but I checked and that isn't the case.
I don't yet have a shareable reproducible version since I'm using some internal modules in the function call, but I figured I would post my question since it is more about the conceptual aspect of how basinhopping selects its result.
Here is what I want to do:
keep a reference curve unchanged (only shift and stretch a query curve)
constrain how many elements are duplicated
keep both start and end open
I tried:
dtw(ref_curve,query_curve,step_pattern=asymmetric,open_end=True,open_begin=True)
but I cannot constrain how the query curve is stretched
dtw(ref_curve,query_curve,step_pattern=mvmStepPattern(10))
it didn’t do anything to the curves!
dtw(ref_curve,query_curve,step_pattern=rabinerJuangStepPattern(4, "c"),open_end=True, open_begin=True)
I liked this one the most but in some cases it shifts the query curve more than needed...
I read the paper (https://www.jstatsoft.org/article/view/v031i07) and the API but still don't quite understand how to achieve what I want. Any other options to constrain number of elements that are duplicated? I would appreciate your help!
to clarify: we are talking about functions provided by the DTW suite packages at dynamictimewarping.github.io. The question is in fact language-independent (and may be more suited to the Cross-validated Stack Exchange).
The pattern rabinerJuangStepPattern(4, "c") you have found does in fact satisfy your requirements:
it's asymmetric, and each step advances the reference by exactly one step
it's slope-limited between 1/2 and 2
it's type "c", so can be normalized in a way that allows open-begin and open-end
If you haven't already, check out dtw.rabinerJuangStepPattern(4, "c").plot().
It goes without saying that in all cases you are getting is the optimal alignment, i.e. the one with the least accumulated distance among all allowed paths.
As an alternative, you may consider the simpler asymmetric recursion -- as your first attempt above -- constrained with a global warping window: see dtw.window and the window_type argument. This provides constraints of a different shape (and flexible size), which might suit your specific case.
PS: edited to add that the asymmetricP2 recursion is also similar to RJ-4c, but with a more constrained slope.
I know that my question is general, but I'm new to AI area.
I have an experiment with some parameters (almost 6 parameters). Each one of them is independent one, and I want to find the optimal solution for maximum or minimum the output function. However, if I want to do it in traditional programming technique it will take much time since i will use six nested loops.
I just want to know which AI technique to use for this problem? Genetic Algorithm? Neural Network? Machine learning?
Update
Actually, the problem could have more than one evaluation function.
It will have one function that we should minimize it (Cost)
and another function the we want to maximize it (Capacity)
Maybe another functions can be added.
Example:
Construction a glass window can be done in a million ways. However, we want the strongest window with lowest cost. There are many parameters that affect the pressure capacity of the window such as the strength of the glass, Height and Width, slope of the window.
Obviously, if we go to extreme cases (Largest strength glass, with smallest width and height, and zero slope) the window will be extremely strong. However, the cost for that will be very high.
I want to study the interaction between the parameters in specific range.
Without knowing much about the specific problem it sounds like Genetic Algorithms would be ideal. They've been used a lot for parameter optimisation and have often given good results. Personally, I've used them to narrow parameter ranges for edge detection techniques with about 15 variables and they did a decent job.
Having multiple evaluation functions needn't be a problem if you code this into the Genetic Algorithm's fitness function. I'd look up multi objective optimisation with genetic algorithms.
I'd start here: Multi-Objective optimization using genetic algorithms: A tutorial
First of all if you have multiple competing targets the problem is confused.
You have to find a single value that you want to maximize... for example:
value = strength - k*cost
or
value = strength / (k1 + k2*cost)
In both for a fixed strength the lower cost wins and for a fixed cost the higher strength wins but you have a formula to be able to decide if a given solution is better or worse than another. If you don't do this how can you decide if a solution is better than another that is cheaper but weaker?
In some cases a correctly defined value requires a more complex function... for example for strength the value could increase up to a certain point (i.e. having a result stronger than a prescribed amount is just pointless) or a cost could have a cap (because higher than a certain amount a solution is not interesting because it would place the final price out of the market).
Once you find the criteria if the parameters are independent a very simple approach that in my experience is still decent is:
pick a random solution by choosing n random values, one for each parameter within the allowed boundaries
compute target value for this starting point
pick a random number 1 <= k <= n and for each of k parameters randomly chosen from the n compute a random signed increment and change the parameter by that amount.
compute the new target value from the translated solution
if the new value is better keep the new position, otherwise revert to the original one.
repeat from 3 until you run out of time.
Depending on the target function there are random distributions that work better than others, also may be that for different parameters the optimal choice is different.
Some time ago I wrote a C++ code for solving optimization problems using Genetic Algorithms. Here it is: http://create-technology.blogspot.ro/2015/03/a-genetic-algorithm-for-solving.html
It should be very easy to follow.
I am building a pymc model which must evaluate a very cpu expensive function (up to 1 sec per call on a very decent hardware). I am trying to limit the explored parameter space to meaningful solutions by means of a potential (the sum of a list of my variables has to stay within a given range). This works but I noticed that even when my potential returns an infinite value and forbids the parameters choice, this function gets evaluated. Is there a way to prevent that? Can one force the sampler to use a given evaluation sequence (pick up the necessary variables, check if the potential is ok and proceed if allowed)
I thought of using the potential inside the function itself and use it to determine whether it must proceed or immediately return, but is there a better way?
Jean-François
I am not aware of a way of ordering the evaluation of the potentials. This might not be the best way of doing so, but you might be able to check if the parameters are within reasonable at the beginning of the simulation. If the parameters are not within reasonable bounds you can return a value that will create your posterior to be zero.
Another option is to create a function for your likelihood. At the beginning of this function you could check if the parameters are within reasonable limits. If they are not you can return -inf without running your simulation. If they are reasonable you can run your model and calculate the log(p).
This is definitely not an elegant solution but it should work.
Full disclosure - I am not by any means a pymc expert.
I have a shader where I want to move half of the vertices in the vertex shader. I'm trying to decide the best way to do this from a performance standpoint, because we're dealing with well over 100,000 verts, so speed is critical. I've looked at 3 different methods: (pseudo-code, but enough to give you the idea. The <complex formula> I can't give out, but I can say that it involves a sin() function, as well as a function call (just returns a number, but still a function call), as well as a bunch of basic arithmetic on floating point numbers).
if (y < 0.5)
{
x += <complex formula>;
}
This has the advantage that the <complex formula> is only executed half the time, but the downside is that it definitely causes a branch, which may actually be slower than the formula. It is the most readable, but we care more about speed than readability in this context.
x += step(y, 0.5) * <complex formula>;
Using HLSL's step() function (which returns 0 if the first param is greater and 1 if less), you can eliminate the branch, but now the <complex formula> is being called every time, and its results are being multiplied by 0 (thus wasted effort) half of the time.
x += (y < 0.5) ? <complex formula> : 0;
This I don't know about. Does the ?: cause a branch? And if not, are both sides of the equation evaluated or only the one that is relevant?
The final possibility is that the <complex formula> could be offloaded back to the CPU instead of the GPU, but I worry that it will be slower in calculating sin() and other operations, which might result in a net loss. Also, it means one more number has to be passed to the shader, and that could cause overhead as well. Anyone have any insight as to which would be the best course of action?
Addendum:
According to http://msdn.microsoft.com/en-us/library/windows/desktop/bb509665%28v=vs.85%29.aspx
the step() function uses a ?: internally, so it's probably no better than my 3rd solution, and potentially worse since <complex formula> is definitely called every time, whereas it may be only called half the time with a straight ?:. (Nobody's answered that part of the question yet.) Though avoiding both and using:
x += (1.0 - y) * <complex formula>;
may well be better than any of them, since there's no comparison being made anywhere. (And y is always either 0 or 1.) Still executes the <complex formula> needlessly half the time, but might be worth it to avoid branches altogether.
Perhaps look at this answer.
My guess (this is a performance question: measure it!) is that you are best off keeping the if statement.
Reason number one: The shader compiler, in theory (and if invoked correctly), should be clever enough to make the best choice between a branch instruction, and something similar to the step function, when it compiles your if statement. The only way to improve on it is to profile[1]. Note that it's probably hardware-dependent at this level of granularity.
[1] Or if you have specific knowledge about how your data is laid out, read on...
Reason number two is the way shader units work: If even one fragment or vertex in the unit takes a different branch to the others, then the shader unit must take both branches. But if they all take the same branch - the other branch is ignored. So while it is per-unit, rather than per-vertex - it is still possible for the expensive branch to be skipped.
For fragments, the shader units have on-screen locality - meaning you get best performance with groups of nearby pixels all taking the same branch (see the illustration in my linked answer). To be honest, I don't know how vertices are grouped into units - but if your data is grouped appropriately - you should get the desired performance benefit.
Finally: It's worth pointing out that your <complex formula> - if you're saying that you can hoist it out of your HLSL manually - it may well get hoisted into a CPU-based pre-shader anyway (on PC at least, from memory Xbox 360 doesn't support this, no idea about PS3). You can check this by decompiling the shader. If it is something that you only need to calculate once per-draw (rather than per-vertex/fragment) it probably is best for performance to do it on the CPU.
I got tired of my conditionals being ignored so I just made a another kernel and did an override in c execution.
If you need it to be accurate all the time I suggest this fix.