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Relax type of alg in ensemble solve for optimization #534

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merged 10 commits into from
Nov 8, 2023
Merged

Relax type of alg in ensemble solve for optimization #534

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8c17212
Relax type of alg in ensemble solve for optimization
Vaibhavdixit02 Oct 30, 2023
23754a8
Add more methods for EnsembleProblem and add more tests
Vaibhavdixit02 Nov 1, 2023
9431771
revert new dispatches to check if tests pass with the relaxed type si…
Vaibhavdixit02 Nov 3, 2023
275cfe1
add diffeq to project.toml
Vaibhavdixit02 Nov 3, 2023
7e7367b
comment out optimization tests for now try ci
Vaibhavdixit02 Nov 3, 2023
dea66d1
Run optimization tests and add constructors for it
Vaibhavdixit02 Nov 7, 2023
1d87d19
Add compat
Vaibhavdixit02 Nov 7, 2023
e85bdb3
Merge branch 'master' into optensemble
Vaibhavdixit02 Nov 7, 2023
145f495
Add solve
Vaibhavdixit02 Nov 7, 2023
ebcbae3
add nonlinearsolve
Vaibhavdixit02 Nov 7, 2023
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4 changes: 2 additions & 2 deletions src/ensemble/basic_ensemble_solve.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -57,10 +57,10 @@ function __solve(prob::EnsembleProblem{<:AbstractVector{<:AbstractSciMLProblem}}
end

function __solve(prob::AbstractEnsembleProblem,
alg::Union{AbstractDEAlgorithm, Nothing},
alg::A,
ensemblealg::BasicEnsembleAlgorithm;
trajectories, batch_size = trajectories,
pmap_batch_size = batch_size ÷ 100 > 0 ? batch_size ÷ 100 : 1, kwargs...)
pmap_batch_size = batch_size ÷ 100 > 0 ? batch_size ÷ 100 : 1, kwargs...) where {A}
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Suggested change
pmap_batch_size = batch_size ÷ 100 > 0 ? batch_size ÷ 100 : 1, kwargs...) where {A}
pmap_batch_size = batch_size ÷ 100 > 0 ? batch_size ÷ 100 : 1, kwargs...) where {A <: SciMLAlgorithm}

I think for this to work it needs a dispatch that's not EnsembleAlgorithm?

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Because of the automatic alg selection in DifferentialEquations.jl?

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I think I could work around this by making a stuct subtype of SciMLAlgorithm and wrap the optimizer's alg in that and handle it in __solve so we might not need to do this then

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Can you double check some cases with this and defaults? Tests seem to pass

num_batches = trajectories ÷ batch_size
num_batches < 1 &&
error("trajectories ÷ batch_size cannot be less than 1, got $num_batches")
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