Python optimize.differential_evolution方法代碼示例

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import differential_evolution [as 別名]
def test_bounds_checking(self):
        # test that the bounds checking works
        func = rosen
        bounds = [(-3, None)]
        assert_raises(ValueError,
                          differential_evolution,
                          func,
                          bounds)
        bounds = [(-3)]
        assert_raises(ValueError,
                          differential_evolution,
                          func,
                          bounds)
        bounds = [(-3, 3), (3, 4, 5)]
        assert_raises(ValueError,
                          differential_evolution,
                          func,
                          bounds) 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import differential_evolution [as 別名]
def Graph_generator_baseline_train_optimizationbased(graphs,generator='BA',metric='degree'):
    graph_nodes = [graphs[i].number_of_nodes() for i in range(len(graphs))]
    parameter = {}
    for i in range(len(graph_nodes)):
        print('graph ',i)
        nodes = graph_nodes[i]
        if generator=='BA':
            n = nodes
            m = optimizer_brute(1,10,1, nodes, graphs[i], generator, metric)
            parameter_temp = [n,m,1]
        elif generator=='Gnp':
            n = nodes
            p = optimizer_brute(1e-6,1,0.01, nodes, graphs[i], generator, metric)
            ## if use evolution
            # result = opt.differential_evolution(Loss,bounds=[(0,1)],args=(nodes, graphs[i], generator, metric),maxiter=1000)
            # p = result.x
            parameter_temp = [n, p, 1]

        # update parameter list
        if nodes not in parameter.keys():
            parameter[nodes] = parameter_temp
        else:
            count = parameter[nodes][2]
            parameter[nodes] = [(parameter[nodes][i]*count+parameter_temp[i])/(count+1) for i in range(len(parameter[nodes]))]
            parameter[nodes][2] = count+1
    print(parameter)
    return parameter 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import differential_evolution [as 別名]
def calc_optimized_ewm(series, shift=1, metric=metrics.mean_squared_error, adjust=False, eps=10e-5, **kwargs):

    def f(alpha):
        shifted_ewm = _calc_shifted_ewm(
            series=series,
            shift=shift,
            alpha=min(max(alpha, 0), 1),
            adjust=adjust
        )
        corr = metric(series[shift:], shifted_ewm[shift:])
        return corr

    res = optimize.differential_evolution(func=f, bounds=[(0 + eps, 1 - eps)], **kwargs)

    return _calc_shifted_ewm(series=series, shift=shift, alpha=res['x'][0], adjust=adjust) 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import differential_evolution [as 別名]
def test_callback_terminates(self):
        # test that if the callback returns true, then the minimization halts
        bounds = [(0, 2), (0, 2)]

        def callback(param, convergence=0.):
            return True

        result = differential_evolution(rosen, bounds, callback=callback)

        assert_string_equal(result.message,
                                'callback function requested stop early '
                                'by returning True') 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import differential_evolution [as 別名]
def test_args_tuple_is_passed(self):
        # test that the args tuple is passed to the cost function properly.
        bounds = [(-10, 10)]
        args = (1., 2., 3.)

        def quadratic(x, *args):
            if type(args) != tuple:
                raise ValueError('args should be a tuple')
            return args[0] + args[1] * x + args[2] * x**2.

        result = differential_evolution(quadratic,
                                        bounds,
                                        args=args,
                                        polish=True)
        assert_almost_equal(result.fun, 2 / 3.) 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import differential_evolution [as 別名]
def test_init_with_invalid_strategy(self):
        # test that passing an invalid strategy raises ValueError
        func = rosen
        bounds = [(-3, 3)]
        assert_raises(ValueError,
                          differential_evolution,
                          func,
                          bounds,
                          strategy='abc') 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import differential_evolution [as 別名]
def test_quadratic_from_diff_ev(self):
        # test the quadratic function from differential_evolution function
        differential_evolution(self.quadratic,
                               [(-100, 100)],
                               tol=0.02) 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import differential_evolution [as 別名]
def test_gh_4511_regression(self):
        # This modification of the differential evolution docstring example
        # uses a custom popsize that had triggered an off-by-one error.
        # Because we do not care about solving the optimization problem in
        # this test, we use maxiter=1 to reduce the testing time.
        bounds = [(-5, 5), (-5, 5)]
        result = differential_evolution(rosen, bounds, popsize=1815, maxiter=1) 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import differential_evolution [as 別名]
def logistic_5_parametric(windspeed_column, power_column):
    """
    The present implementation follows the filtering method reported in:

        M. Yesilbudaku Partitional clustering-based outlier detection
        for power curve optimization of wind turbines 2016 IEEE International
        Conference on Renewable Energy Research and
        Applications (ICRERA), Birmingham, 2016, pp. 1080-1084.

    and the power curve method developed and reviewed in:

        M Lydia, AI Selvakumar, SS Kumar, GEP. Kumar
        Advanced algorithms for wind turbine power curve modeling
        IEEE Trans Sustainable Energy, 4 (2013), pp. 827-835

        M. Lydia, S.S. Kumar, I. Selvakumar, G.E. Prem Kumar
        A comprehensive review on wind turbine power curve modeling techniques
        Renew. Sust. Energy Rev., 30 (2014), pp. 452-460

    In this case, the function fits the 5 parameter logistics function to
     observed data via a least-squares optimization
     (i.e. minimizing the sum of the squares of the residual between the points
     as evaluated by the parameterized function and the points of observed data).


    Args:
        windspeed_column (:obj:`pandas.Series`): feature column
        power_column (:obj:`pandas.Series`): response column
        bin_width(:obj:`float`): width of windspeed bin, default is 0.5 m/s according to standard
        windspeed_start(:obj:`float`): left edge of first windspeed bin
        windspeed_end(:obj:`float`): right edge of last windspeed bin

    Returns:
        :obj:`function`: Python function of type (Array[float] -> Array[float]) implementing the power curve.

    """
    return fit_parametric_power_curve(windspeed_column, power_column,
                                      curve=logistic5param,
                                      optimization_algorithm=differential_evolution,
                                      cost_function=least_squares,
                                      bounds=((1200, 1800), (-10, -1e-3), (1e-3, 30), (1e-3, 1), (1e-3, 10))) 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import differential_evolution [as 別名]
def parsec_airfoil(airfoil):
    
    n_points = airfoil.shape[0]
    func = lambda x: np.linalg.norm(sythesize(x, n_points) - airfoil)
    bounds = [(0.001, 0.1), # rle
              (1e-4, 0.5), # x_pre
              (-0.1, 0.0), # y_pre
              (-0.5, 0.5), # d2ydx2_pre
              (-10, 10), # th_pre
              (1e-4, 0.5), # x_suc
              (0.0, 0.1), # y_suc
              (-0.5, 0.5), # d2ydx2_suc
              (-10, 10) # th_suc
              ]
    bounds = np.array(bounds)
    n_restarts = 10
    opt_x = None
    opt_f = np.inf
    x0s = np.random.uniform(bounds[:,0], bounds[:,1], size=(n_restarts, bounds.shape[0]))
    for x0 in x0s:
        x, f, _ = fmin_l_bfgs_b(func, x0, approx_grad=1, bounds=bounds, disp=1)
        if f < opt_f:
            opt_x = x
            opt_f = f
#    res = differential_evolution(func, bounds=bounds, disp=1)
#    opt_x = res.x
#    opt_f = res.fun
            
    print(opt_x)
    print(opt_f)
    
    return opt_x 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import differential_evolution [as 別名]
def run(self,func=None):
        """Allows the user to set the data from a File
        This data is to be compared with the simulated data in the process of parameter estimation
        
        Args:
            func: An Optional Variable with default value (None) which by default run differential evolution
                which is from scipy function. Users can provide reference to their defined function as argument.
            

        Returns:
            The Value of the parameter(s) which are estimated by the function provided.
        
        .. sectionauthor:: Shaik Asifullah <s.asifullah7@gmail.com>
        
        
        """
        
        self._parameter_names = self.bounds.keys()
        self._parameter_bounds = self.bounds.values()
        self._model_roadrunner = te.loada(self.model.model)
        x_data = self.data[:,0]
        y_data = self.data[:,1:]
        arguments = (x_data,y_data)

        if(func is not None):
            result = differential_evolution(self._SSE, self._parameter_bounds, args=arguments)
            return(result.x)
        else:
            result = func(self._SSE,self._parameter_bounds,args=arguments)
            return(result.x) 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import differential_evolution [as 別名]
def degenerate_points(h,n=0):
    """Return the points in the Brillouin zone that have a node
    in the bandstructure"""
    from scipy.optimize import differential_evolution
    bounds = [(0.,1.) for i in range(h.dimensionality)]
    hk_gen = h.get_hk_gen() # generator
    def get_point(x0):
      def f(k): # conduction band eigenvalues
        hk = hk_gen(k) # Hamiltonian
        es = lg.eigvalsh(hk) # get eigenvalues
        return abs(es[n]-es[n+1]) # gap
      res = differential_evolution(f,bounds=bounds) # minimize
      return res.x
    x0 = np.random.random(h.dimensionality) # inital vector
    return get_point(x0) # get the k-point 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import differential_evolution [as 別名]
def tune(runner, kernel_options, device_options, tuning_options):
    """ Find the best performing kernel configuration in the parameter space

    :params runner: A runner from kernel_tuner.runners
    :type runner: kernel_tuner.runner

    :param kernel_options: A dictionary with all options for the kernel.
    :type kernel_options: kernel_tuner.interface.Options

    :param device_options: A dictionary with all options for the device
        on which the kernel should be tuned.
    :type device_options: kernel_tuner.interface.Options

    :param tuning_options: A dictionary with all options regarding the tuning
        process.
    :type tuning_options: kernel_tuner.interface.Options

    :returns: A list of dictionaries for executed kernel configurations and their
        execution times. And a dictionary that contains a information
        about the hardware/software environment on which the tuning took place.
    :rtype: list(dict()), dict()

    """

    results = []

    method = tuning_options.strategy_options.get("method", "best1bin")

    tuning_options["scaling"] = False
    #build a bounds array as needed for the optimizer
    bounds = get_bounds(tuning_options.tune_params)

    args = (kernel_options, tuning_options, runner, results)

    #call the differential evolution optimizer
    opt_result = differential_evolution(_cost_func, bounds, args, maxiter=1,
                                        polish=False, strategy=method, disp=tuning_options.verbose)

    if tuning_options.verbose:
        print(opt_result.message)

    return results, runner.dev.get_environment() 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import differential_evolution [as 別名]
def _min_max_band(args):
    """Min and max values at `idx`.

    Global optimization to find the extrema per component.

    Parameters
    ----------
    args: list
        It is a list of an idx and other arguments as a tuple:
            idx : int
                Index value of the components to compute
        The tuple contains:
            band : list of float
                PDF values `[min_pdf, max_pdf]` to be within.
            pca : statsmodels Principal Component Analysis instance
                The PCA object to use.
            bounds : sequence
                ``(min, max)`` pair for each components
            ks_gaussian : KDEMultivariate instance

    Returns
    -------
    band : tuple of float
        ``(max, min)`` curve values at `idx`

    """
    idx, (band, pca, bounds, ks_gaussian) = args
    if have_de_optim:
        max_ = differential_evolution(_curve_constrained, bounds=bounds,
                                      args=(idx, -1, band, pca, ks_gaussian),
                                      maxiter=7).x
        min_ = differential_evolution(_curve_constrained, bounds=bounds,
                                      args=(idx, 1, band, pca, ks_gaussian),
                                      maxiter=7).x
    else:
        max_ = brute(_curve_constrained, ranges=bounds, finish=fmin,
                     args=(idx, -1, band, pca, ks_gaussian))

        min_ = brute(_curve_constrained, ranges=bounds, finish=fmin,
                     args=(idx, 1, band, pca, ks_gaussian))

    band = (_inverse_transform(pca, max_)[0][idx],
            _inverse_transform(pca, min_)[0][idx])
    return band 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import differential_evolution [as 別名]
def stochastic_objective_function(self, optimized_parameter_vector,
                                      data, acquisition_scheme, x0_params):
        """Objective function for stochastic non-linear parameter estimation
        using differential_evolution
        """
        x0_bool_array = ~np.isnan(x0_params)
        if self.Nmodels == 1:
            # add fixed parameters if given.
            if np.all(np.isnan(x0_params)):
                parameter_vector = optimized_parameter_vector
            else:
                parameter_vector = np.empty(len(x0_bool_array))
                parameter_vector[~x0_bool_array] = optimized_parameter_vector
                parameter_vector[x0_bool_array] = x0_params[x0_bool_array]

            parameter_vector = (
                parameter_vector * self.model.scales_for_optimization)
            parameters = self.model.parameter_vector_to_parameters(
                parameter_vector)
            E_hat = self.model(acquisition_scheme, **parameters)
        elif self.Nmodels > 1:
            if np.all(np.isnan(x0_params)):
                parameter_vector = np.r_[optimized_parameter_vector,
                                         np.ones(self.Nmodels)]
            else:
                parameter_vector = np.ones(len(x0_bool_array))
                x0_bool_n0_vf = x0_bool_array[:-self.Nmodels]
                parameter_vector_no_vf = np.empty(
                    len(x0_bool_n0_vf), dtype=float)
                parameter_vector_no_vf[~x0_bool_n0_vf] = (
                    optimized_parameter_vector)
                parameter_vector_no_vf[x0_bool_n0_vf] = x0_params[
                    :-self.Nmodels][x0_bool_n0_vf]
                parameter_vector[:-self.Nmodels] = parameter_vector_no_vf
            parameter_vector = (
                parameter_vector * self.model.scales_for_optimization)
            parameters = self.model.parameter_vector_to_parameters(
                parameter_vector)
            phi_x = self.model(acquisition_scheme,
                               quantity="stochastic cost function",
                               **parameters)
            if np.all(~np.isnan(x0_params[-self.Nmodels:])):
                # if initial guess is given for volume fractions
                vf = x0_params[-self.Nmodels:]
            else:
                A = np.dot(phi_x.T, phi_x)
                try:
                    phi_inv = np.dot(np.linalg.inv(A), phi_x.T)
                    vf = np.dot(phi_inv, data)
                except np.linalg.linalg.LinAlgError:
                    # happens when models have the same signal attenuations.
                    vf = np.ones(self.Nmodels) / float(self.Nmodels)
            E_hat = np.dot(phi_x, vf)
        objective = np.dot(data - E_hat, data - E_hat).squeeze()
        return objective * 1e5