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Improve Performance for OptimizationBBO #600

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merged 8 commits into from
Oct 1, 2023
Merged

Improve Performance for OptimizationBBO #600

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5e23fc5
Fix so #519 works again and remove call to fieldnames
Zentrik Sep 30, 2023
14b3b35
Define default callback instead of using nothing
Zentrik Sep 30, 2023
ca333bc
Fix namespace issue
Zentrik Sep 30, 2023
57fb304
Fix performance issue
Zentrik Sep 30, 2023
679c401
Fix method for calling default callback
Zentrik Sep 30, 2023
868f4ca
Add test to check regression in allocations
Zentrik Sep 30, 2023
78b398e
Update lib/OptimizationOptimisers/src/sophia.jl
ChrisRackauckas Oct 1, 2023
87f72a9
Use `===` instead of `==`
Zentrik Oct 1, 2023
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14 changes: 7 additions & 7 deletions lib/OptimizationBBO/src/OptimizationBBO.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -112,7 +112,7 @@ function SciMLBase.__solve(cache::Optimization.OptimizationCache{
cur, state = iterate(cache.data)

function _cb(trace)
if isnothing(cache.callback)
if cache.callback === Optimization.DEFAULT_CALLBACK
cb_call = false
else
cb_call = cache.callback(decompose_trace(trace, cache.progress), x...)
Expand All @@ -125,7 +125,7 @@ function SciMLBase.__solve(cache::Optimization.OptimizationCache{
BlackBoxOptim.shutdown_optimizer!(trace) #doesn't work
end

if !isnothing(cache.data)
if cache.data !== Optimization.DEFAULT_DATA
cur, state = iterate(cache.data, state)
end
cb_call
Expand All @@ -135,11 +135,11 @@ function SciMLBase.__solve(cache::Optimization.OptimizationCache{
maxtime = Optimization._check_and_convert_maxtime(cache.solver_args.maxtime)

_loss = function (θ)
if isnothing(cache.callback) && isnothing(cache.data)
if cache.callback === Optimization.DEFAULT_CALLBACK && cache.data === Optimization.DEFAULT_DATA
return first(cache.f(θ, cache.p))
elseif isnothing(cache.callback)
elseif cache.callback === Optimization.DEFAULT_CALLBACK
return first(cache.f(θ, cache.p, cur...))
elseif isnothing(cache.data)
elseif cache.data !== Optimization.DEFAULT_DATA
x = cache.f(θ, cache.p)
return first(x)
else
Expand All @@ -149,8 +149,8 @@ function SciMLBase.__solve(cache::Optimization.OptimizationCache{
end

opt_args = __map_optimizer_args(cache, cache.opt;
callback = isnothing(cache.callback) &&
isnothing(cache.data) ?
callback = cache.callback === Optimization.DEFAULT_CALLBACK &&
cache.data === Optimization.DEFAULT_DATA ?
nothing : _cb,
cache.solver_args...,
maxiters = maxiters,
Expand Down
2 changes: 2 additions & 0 deletions lib/OptimizationBBO/test/runtests.jl
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Expand Up @@ -13,6 +13,8 @@ using Test
sol = solve(prob, BBO_adaptive_de_rand_1_bin_radiuslimited())
@test 10 * sol.objective < l1

@test (@allocated solve(prob, BBO_adaptive_de_rand_1_bin_radiuslimited())) < 1e7

prob = Optimization.OptimizationProblem(optprob, nothing, _p, lb = [-1.0, -1.0],
ub = [0.8, 0.8])
sol = solve(prob, BBO_adaptive_de_rand_1_bin_radiuslimited())
Expand Down
6 changes: 3 additions & 3 deletions lib/OptimizationOptimisers/src/sophia.jl
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Expand Up @@ -71,11 +71,11 @@ function SciMLBase.__solve(cache::OptimizationCache{
maxiters = Optimization._check_and_convert_maxiters(maxiters)

_loss = function (θ)
if isnothing(cache.callback) && isnothing(data)
if cache.callback === Optimization.DEFAULT_CALLBACK && data === Optimization.DEFAULT_DATA
return first(cache.f(θ, cache.p))
elseif isnothing(cache.callback)
elseif cache.callback === Optimization.DEFAULT_CALLBACK
return first(cache.f(θ, cache.p, cur...))
elseif isnothing(data)
elseif data === Optimization.DEFAULT_DATA
x = cache.f(θ, cache.p)
return first(x)
else
Expand Down
6 changes: 3 additions & 3 deletions src/cache.jl
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@

function Base.getproperty(cache::SciMLBase.AbstractOptimizationCache, x::Symbol)
if x in fieldnames(Optimization.ReInitCache)
if x in (:u0, :p)
return getfield(cache.reinit_cache, x)
end
return getfield(cache, x)
Expand Down Expand Up @@ -52,7 +52,7 @@ struct OptimizationCache{F, RC, LB, UB, LC, UC, S, O, D, P, C} <:
end

function OptimizationCache(prob::SciMLBase.OptimizationProblem, opt, data;
callback = (args...) -> (false),
callback = Optimization.DEFAULT_CALLBACK,
maxiters::Union{Number, Nothing} = nothing,
maxtime::Union{Number, Nothing} = nothing,
abstol::Union{Number, Nothing} = nothing,
Expand All @@ -71,7 +71,7 @@ end

function SciMLBase.__init(prob::SciMLBase.OptimizationProblem, opt,
data = Optimization.DEFAULT_DATA;
callback = (args...) -> (false),
callback = Optimization.DEFAULT_CALLBACK,
maxiters::Union{Number, Nothing} = nothing,
maxtime::Union{Number, Nothing} = nothing,
abstol::Union{Number, Nothing} = nothing,
Expand Down
4 changes: 4 additions & 0 deletions src/utils.jl
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Original file line number Diff line number Diff line change
@@ -1,3 +1,7 @@
struct NullCallback end
(x::NullCallback)(args...) = false;
const DEFAULT_CALLBACK = NullCallback()

struct NullData end
const DEFAULT_DATA = Iterators.cycle((NullData(),))
Base.iterate(::NullData, i = 1) = nothing
Expand Down