Merge branch 'master' into compathelper/new_version/2024-01-06-00-21-…

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SciML · Jan 7, 2024 · 0c0bfdf · 0c0bfdf
2 parents 48eac56 + b51d717
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diff --git a/README.md b/README.md
@@ -4,7 +4,7 @@
 [![Global Docs](https://img.shields.io/badge/docs-SciML-blue.svg)](https://docs.sciml.ai/Optimization/stable/)
 
 [![codecov](https://codecov.io/gh/SciML/Optimization.jl/branch/master/graph/badge.svg)](https://codecov.io/gh/SciML/Optimization.jl)
-[![Build Status](https://github.com/SciML/Optimization.jl/workflows/CI/badge.svg)](https://github.com/SciML/Optimization.jl/actions/workflows/CI.yml?query=branch%3Amaster++)
+[![Build Status](https://github.com/SciML/Optimization.jl/workflows/CI/badge.svg)](https://github.com/SciML/Optimization.jl/actions?query=workflow%3ACI)
 
 [![ColPrac: Contributor's Guide on Collaborative Practices for Community Packages](https://img.shields.io/badge/ColPrac-Contributor%27s%20Guide-blueviolet)](https://github.com/SciML/ColPrac)
 [![SciML Code Style](https://img.shields.io/static/v1?label=code%20style&message=SciML&color=9558b2&labelColor=389826)](https://github.com/SciML/SciMLStyle)

diff --git a/docs/Project.toml b/docs/Project.toml
@@ -46,16 +46,16 @@ Juniper = "0.9"
 ModelingToolkit = ">= 8.11.0"
 NLopt = "0.6, 1"
 Optimization = "3"
-OptimizationBBO = "0.1"
+OptimizationBBO = "0.1, 0.2"
 OptimizationCMAEvolutionStrategy = "0.1"
 OptimizationEvolutionary = "0.1"
-OptimizationGCMAES = "0.1"
+OptimizationGCMAES = "0.1, 0.2"
 OptimizationMOI = "0.1, 0.2"
 OptimizationMetaheuristics = "0.1, 0.2"
-OptimizationMultistartOptimization = "0.1"
+OptimizationMultistartOptimization = "0.1, 0.2"
 OptimizationNLopt = "0.1"
 OptimizationNOMAD = "0.1"
-OptimizationOptimJL = "0.1"
+OptimizationOptimJL = "0.1, 0.2"
 OptimizationOptimisers = "0.1"
 OptimizationPRIMA = "0.0.1"
 OptimizationPolyalgorithms = "0.1"

diff --git a/docs/src/tutorials/minibatch.md b/docs/src/tutorials/minibatch.md
@@ -28,7 +28,7 @@ function dudt_(u, p, t)
     re(p)(u) .* u
 end
 
-callback = function (p, l, pred; doplot = false) #callback function to observe training
+callback = function (state, l, pred; doplot = false) #callback function to observe training
     display(l)
     # plot current prediction against data
     if doplot

diff --git a/lib/OptimizationBBO/src/OptimizationBBO.jl b/lib/OptimizationBBO/src/OptimizationBBO.jl
@@ -117,10 +117,11 @@ function SciMLBase.__solve(cache::Optimization.OptimizationCache{
         else
             n_steps = BlackBoxOptim.num_steps(trace)
             curr_u = decompose_trace(trace, cache.progress)
-            opt_state = Optimization.OptimizationState(iteration = n_steps,
+            opt_state = Optimization.OptimizationState(;
+                iter = n_steps,
                 u = curr_u,
                 objective = x[1],
-                solver_state = trace)
+                original = trace)
             cb_call = cache.callback(opt_state, x...)
         end
 

diff --git a/lib/OptimizationCMAEvolutionStrategy/src/OptimizationCMAEvolutionStrategy.jl b/lib/OptimizationCMAEvolutionStrategy/src/OptimizationCMAEvolutionStrategy.jl
@@ -78,10 +78,10 @@ function SciMLBase.__solve(cache::OptimizationCache{
 
     function _cb(opt, y, fvals, perm)
         curr_u = opt.logger.xbest[end]
-        opt_state = Optimization.OptimizationState(; iteration = length(opt.logger.fmedian),
+        opt_state = Optimization.OptimizationState(; iter = length(opt.logger.fmedian),
             u = curr_u,
             objective = opt.logger.fbest[end],
-            solver_state = opt.logger)
+            original = opt.logger)
 
         cb_call = cache.callback(opt_state, x...)
         if !(cb_call isa Bool)

diff --git a/lib/OptimizationCMAEvolutionStrategy/test/runtests.jl b/lib/OptimizationCMAEvolutionStrategy/test/runtests.jl
@@ -12,7 +12,7 @@ using Test
     @test 10 * sol.objective < l1
 
     function cb(state, args...)
-        if state.iteration % 10 == 0
+        if state.iter % 10 == 0
             println(state.u)
         end
         return false

diff --git a/lib/OptimizationEvolutionary/src/OptimizationEvolutionary.jl b/lib/OptimizationEvolutionary/src/OptimizationEvolutionary.jl
@@ -86,10 +86,10 @@ function SciMLBase.__solve(cache::OptimizationCache{
     function _cb(trace)
         curr_u = decompose_trace(trace).metadata["x"][end]
         opt_state = Optimization.OptimizationState(;
-            iteration = decompose_trace(trace).iteration,
+            iter = decompose_trace(trace).iteration,
             u = curr_u,
             objective = x[1],
-            solver_state = trace)
+            original = trace)
         cb_call = cache.callback(opt_state, trace.value...)
         if !(cb_call isa Bool)
             error("The callback should return a boolean `halt` for whether to stop the optimization process.")

diff --git a/lib/OptimizationEvolutionary/test/runtests.jl b/lib/OptimizationEvolutionary/test/runtests.jl
@@ -36,7 +36,7 @@ Random.seed!(1234)
     @test sol.objective < l1
 
     function cb(state, args...)
-        if state.iteration % 10 == 0
+        if state.iter % 10 == 0
             println(state.u)
         end
         return false

diff --git a/lib/OptimizationFlux/src/OptimizationFlux.jl b/lib/OptimizationFlux/src/OptimizationFlux.jl
@@ -66,10 +66,10 @@ function SciMLBase.__solve(cache::OptimizationCache{
         for (i, d) in enumerate(data)
             cache.f.grad(G, θ, d...)
             x = cache.f(θ, cache.p, d...)
-            opt_state = Optimization.OptimizationState(; iteration = i,
+            opt_state = Optimization.OptimizationState(; iter = i,
                 u = θ,
                 objective = x[1],
-                solver_state = opt)
+                original = opt)
             cb_call = cache.callback(opt_state, x...)
             if !(cb_call isa Bool)
                 error("The callback should return a boolean `halt` for whether to stop the optimization process. Please see the sciml_train documentation for information.")
@@ -85,14 +85,14 @@ function SciMLBase.__solve(cache::OptimizationCache{
                     min_err = x
                     min_θ = copy(θ)
                 end
-                if i == maxiters  #Last iteration, revert to best.
+                if i == maxiters  #Last iter, revert to best.
                     opt = min_opt
                     x = min_err
                     θ = min_θ
-                    opt_state = Optimization.OptimizationState(; iteration = i,
+                    opt_state = Optimization.OptimizationState(; iter = i,
                         u = θ,
                         objective = x[1],
-                        solver_state = opt)
+                        original = opt)
                     cache.callback(opt_state, x...)
                     break
                 end

diff --git a/lib/OptimizationFlux/test/runtests.jl b/lib/OptimizationFlux/test/runtests.jl
@@ -36,7 +36,7 @@ using Test
     end
 
     function cb(state, args...)
-        if state.iteration % 10 == 0
+        if state.iter % 10 == 0
             println(state.u)
         end
         return false

diff --git a/lib/OptimizationMOI/src/nlp.jl b/lib/OptimizationMOI/src/nlp.jl
@@ -218,7 +218,7 @@ function MOI.eval_objective(evaluator::MOIOptimizationNLPEvaluator, x)
     else
         l = evaluator.f(x, evaluator.p)
         evaluator.iteration += 1
-        state = Optimization.OptimizationState(iteration = evaluator.iteration,
+        state = Optimization.OptimizationState(iter = evaluator.iteration,
             u = x,
             objective = l[1])
         evaluator.callback(state, l)

diff --git a/lib/OptimizationOptimJL/src/OptimizationOptimJL.jl b/lib/OptimizationOptimJL/src/OptimizationOptimJL.jl
@@ -135,10 +135,10 @@ function SciMLBase.__solve(cache::OptimizationCache{
     function _cb(trace)
         θ = cache.opt isa Optim.NelderMead ? decompose_trace(trace).metadata["centroid"] :
             decompose_trace(trace).metadata["x"]
-        opt_state = Optimization.OptimizationState(iteration = trace.iteration,
+        opt_state = Optimization.OptimizationState(iter = trace.iteration,
             u = θ,
             objective = x[1],
-            solver_state = trace)
+            original = trace)
         cb_call = cache.callback(opt_state, x...)
         if !(cb_call isa Bool)
             error("The callback should return a boolean `halt` for whether to stop the optimization process.")
@@ -255,10 +255,10 @@ function SciMLBase.__solve(cache::OptimizationCache{
         θ = !(cache.opt isa Optim.SAMIN) && cache.opt.method == Optim.NelderMead() ?
             decompose_trace(trace).metadata["centroid"] :
             decompose_trace(trace).metadata["x"]
-        opt_state = Optimization.OptimizationState(iteration = trace.iteration,
+        opt_state = Optimization.OptimizationState(iter = trace.iteration,
             u = θ,
             objective = x[1],
-            solver_state = trace)
+            original = trace)
         cb_call = cache.callback(opt_state, x...)
         if !(cb_call isa Bool)
             error("The callback should return a boolean `halt` for whether to stop the optimization process.")
@@ -342,10 +342,10 @@ function SciMLBase.__solve(cache::OptimizationCache{
     cur, state = iterate(cache.data)
 
     function _cb(trace)
-        opt_state = Optimization.OptimizationState(iteration = trace.iteration,
+        opt_state = Optimization.OptimizationState(iter = trace.iteration,
             u = decompose_trace(trace).metadata["x"],
             objective = x[1],
-            solver_state = trace)
+            original = trace)
         cb_call = cache.callback(opt_state, x...)
         if !(cb_call isa Bool)
             error("The callback should return a boolean `halt` for whether to stop the optimization process.")

diff --git a/lib/OptimizationOptimisers/src/OptimizationOptimisers.jl b/lib/OptimizationOptimisers/src/OptimizationOptimisers.jl
@@ -67,11 +67,11 @@ function SciMLBase.__solve(cache::OptimizationCache{
         for (i, d) in enumerate(data)
             cache.f.grad(G, θ, d...)
             x = cache.f(θ, cache.p, d...)
-            opt_state = Optimization.OptimizationState(iteration = i,
+            opt_state = Optimization.OptimizationState(iter = i,
                 u = θ,
                 objective = x[1],
-                gradient = G,
-                solver_state = state)
+                grad = G,
+                original = state)
             cb_call = cache.callback(opt_state, x...)
             if !(cb_call isa Bool)
                 error("The callback should return a boolean `halt` for whether to stop the optimization process. Please see the `solve` documentation for information.")
@@ -87,16 +87,16 @@ function SciMLBase.__solve(cache::OptimizationCache{
                     min_err = x
                     min_θ = copy(θ)
                 end
-                if i == maxiters  #Last iteration, revert to best.
+                if i == maxiters  #Last iter, revert to best.
                     opt = min_opt
                     x = min_err
                     θ = min_θ
                     cache.f.grad(G, θ, d...)
-                    opt_state = Optimization.OptimizationState(iteration = i,
+                    opt_state = Optimization.OptimizationState(iter = i,
                         u = θ,
                         objective = x[1],
-                        gradient = G,
-                        solver_state = state)
+                        grad = G,
+                        original = state)
                     cache.callback(opt_state, x...)
                     break
                 end

diff --git a/lib/OptimizationOptimisers/src/sophia.jl b/lib/OptimizationOptimisers/src/sophia.jl
@@ -78,11 +78,11 @@ function SciMLBase.__solve(cache::OptimizationCache{
     for (i, d) in enumerate(data)
         f.grad(gₜ, θ, d...)
         x = cache.f(θ, cache.p, d...)
-        opt_state = Optimization.OptimizationState(; iteration = i,
+        opt_state = Optimization.OptimizationState(; iter = i,
             u = θ,
             objective = first(x),
-            gradient = gₜ,
-            solver_state = nothing)
+            grad = gₜ,
+            original = nothing)
         cb_call = cache.callback(θ, x...)
         if !(cb_call isa Bool)
             error("The callback should return a boolean `halt` for whether to stop the optimization process. Please see the sciml_train documentation for information.")

diff --git a/lib/OptimizationOptimisers/test/runtests.jl b/lib/OptimizationOptimisers/test/runtests.jl
@@ -61,7 +61,7 @@ using Zygote
 
         prob = OptimizationProblem(optprob, x0, _p)
         function callback(state, l)
-            Optimisers.adjust!(state.solver_state, 0.1 / state.iteration)
+            Optimisers.adjust!(state.original, 0.1 / state.iter)
             return false
         end
         sol = solve(prob,

diff --git a/src/stats_state.jl b/src/stats_state.jl
@@ -1,4 +1,20 @@
+"""
+$(TYPEDEF)
 
+Stores the optimization run's statistics that is returned 
+in the `stats` field of the `OptimizationResult`. 
+
+## Fields
+- `iterations`: number of iterations
+- `time`: time taken to run the solver
+- `fevals`: number of function evaluations
+- `gevals`: number of gradient evaluations
+- `hevals`: number of hessian evaluations
+
+Default values for all the field are set to 0 and hence even when 
+you might expect non-zero values due to unavilability of the information 
+from the solver it would be 0.
+"""
 struct OptimizationStats
     iterations::Int
     time::Float64
@@ -11,16 +27,30 @@ function OptimizationStats(; iterations = 0, time = 0.0, fevals = 0, gevals = 0,
     OptimizationStats(iterations, time, fevals, gevals, hevals)
 end
 
+"""
+$(TYPEDEF)
+
+Stores the optimization run's state at the current iteration 
+and is passed to the callback function as the first argument.
+
+## Fields
+- `iter`: current iteration
+- `u`: current solution
+- `objective`: current objective value
+- `gradient`: current gradient
+- `hessian`: current hessian
+- `original`: if the solver has its own state object then it is stored here
+"""
 struct OptimizationState{X, O, G, H, S}
-    iteration::Int
+    iter::Int
     u::X
     objective::O
-    gradient::G
-    hessian::H
-    solver_state::S
+    grad::G
+    hess::H
+    original::S
 end
 
-function OptimizationState(; iteration = 0, u = nothing, objective = nothing,
-        gradient = nothing, hessian = nothing, solver_state = nothing)
-    OptimizationState(iteration, u, objective, gradient, hessian, solver_state)
+function OptimizationState(; iter = 0, u = nothing, objective = nothing,
+        grad = nothing, hess = nothing, original = nothing)
+    OptimizationState(iter, u, objective, grad, hess, original)
 end