Fides 0.7.0 (#42)

* add hdf5 history writing * bump version, remove history init * simplify history * allow restriction of iterative update schemes * apply restriction to structured updates * expand steps * simplify & fix hdf5 export * allow disabling curvature condition * fix flake * fixes update restriction * Update test_hessian_approximation.py * Update requirements.txt * remove hess approx restriction * implement hybridfraction method * fixup * fix neg eigenvalue handling * fixup * remove scaled gradient step, fix handling negative EV * fixup * fixup * fix doc? * Update hessian_approximation.py * fix doc? * fixup * use eigenvalues from lstsq * fix: lstsq only returns absolute ev values * add more errors, less verbose default logging * fix eigvals * fix flake * refactor refine to only be performed in subspace * fix flake * fix test * fix flake * fix refine step * reduce logging output * allow user to set start_id
fides-dev · Nov 11, 2021 · 31aba66 · 31aba66
1 parent f481387
commit 31aba66
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Showing 11 changed files with 523 additions and 276 deletions.
diff --git a/docs/requirements.txt b/docs/requirements.txt
@@ -3,6 +3,7 @@
 sphinx>=1.4
 numpy>=1.19.2
 scipy>=1.5.2
+h5py>=3.5.0
 numpydoc>=0.6
 nbsphinx>=0.5.1
 recommonmark>=0.6.0

diff --git a/fides/__init__.py b/fides/__init__.py
@@ -7,7 +7,8 @@
 # flake8: noqa
 from .minimize import Optimizer
 from .hessian_approximation import (
-    SR1, BFGS, DFP, FX, HybridFixed, GNSBFGS, BB, BG, Broyden, SSM, TSSM
+    SR1, BFGS, DFP, FX, HybridFixed, HybridFraction, GNSBFGS, BB, BG, Broyden,
+    SSM, TSSM
 )
 from .logging import create_logger
 from .version import __version__

diff --git a/fides/constants.py b/fides/constants.py
@@ -25,14 +25,12 @@ class Options(str, enum.Enum):
     STEPBACK_STRAT = 'stepback_strategy'  #: method to use for stepback
     THETA_MAX = 'theta_max'  #: maximal fraction of step that would hit bounds
     DELTA_INIT = 'delta_init'  #: initial trust region radius
-    MU = 'mu'  # acceptance threshold for trust region ratio
-    ETA = 'eta'  # trust region increase threshold for trust region ratio
-    GAMMA1 = 'gamma1'  # factor by which trust region radius will be decreased
-    GAMMA2 = 'gamma2'  # factor by which trust region radius will be increased
-    REFINE_STEPBACK = 'refine_stepback'  # whether stepbacks are refined via
-    # optimization
-    SCALED_GRADIENT = 'scaled_gradient'  # whether scaled gradient should be
-    # added to the set of possible stepback proposals
+    MU = 'mu'  #: acceptance threshold for trust region ratio
+    ETA = 'eta'  #: trust region increase threshold for trust region ratio
+    GAMMA1 = 'gamma1'  #: factor by which trust region radius will be decreased
+    GAMMA2 = 'gamma2'  #: factor by which trust region radius will be increased
+    HISTORY_FILE = 'history_file'  #: when set, statistics for each start will
+    # be saved to the specified file
 
 
 class SubSpaceDim(str, enum.Enum):
@@ -55,6 +53,7 @@ class StepBackStrategy(str, enum.Enum):
     TRUNCATE = 'truncate'  #: truncate step at boundary and re-solve
     # restricted subproblem
     MIXED = 'mixed'  #: mix reflections and truncations
+    REFINE = 'refine'  #: perform optimization to refine step
 
 
 DEFAULT_OPTIONS = {
@@ -73,8 +72,7 @@ class StepBackStrategy(str, enum.Enum):
     Options.ETA: 0.75,  # [NodedalWright2006]
     Options.GAMMA1: 1/4,  # [NodedalWright2006]
     Options.GAMMA2: 2,  # [NodedalWright2006]
-    Options.REFINE_STEPBACK: False,
-    Options.SCALED_GRADIENT: False,
+    Options.HISTORY_FILE: None,
 }