/* * Project: MoleCuilder * Description: creates and alters molecular systems * Copyright (C) 2012 University of Bonn. All rights reserved. * Please see the COPYING file or "Copyright notice" in builder.cpp for details. * * * This file is part of MoleCuilder. * * MoleCuilder is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 2 of the License, or * (at your option) any later version. * * MoleCuilder is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with MoleCuilder. If not, see . */ /* * FunctionApproximation.cpp * * Created on: 02.10.2012 * Author: heber */ // include config.h #ifdef HAVE_CONFIG_H #include #endif #include "CodePatterns/MemDebug.hpp" #include "FunctionApproximation.hpp" #include #include #include #include #include #include #include #include #include "CodePatterns/Assert.hpp" #include "CodePatterns/Log.hpp" #include "FunctionApproximation/FunctionModel.hpp" void FunctionApproximation::setTrainingData(const inputs_t &input, const outputs_t &output) { ASSERT( input.size() == output.size(), "FunctionApproximation::setTrainingData() - the number of input and output tuples differ: "+toString(input.size())+"!=" +toString(output.size())+"."); if (input.size() != 0) { ASSERT( input[0].size() == input_dimension, "FunctionApproximation::setTrainingData() - the dimension of the input tuples and input dimension differ: "+toString(input[0].size())+"!=" +toString(input_dimension)+"."); input_data = input; ASSERT( output[0].size() == output_dimension, "FunctionApproximation::setTrainingData() - the dimension of the output tuples and output dimension differ: "+toString(output[0].size())+"!=" +toString(output_dimension)+"."); output_data = output; } else { ELOG(2, "Given vectors of training data are empty, clearing internal vectors accordingly."); input_data.clear(); output_data.clear(); } } void FunctionApproximation::setModelFunction(FunctionModel &_model) { model= _model; } /** Callback to circumvent boost::bind, boost::function and function pointer problem. * * See here (second answer!) to the nature of the problem: * http://stackoverflow.com/questions/282372/demote-boostfunction-to-a-plain-function-pointer * * We cannot use a boost::bind bounded boost::function as a function pointer. * boost::function::target() will just return NULL because the signature does not * match. We have to use a C-style callback function and our luck is that * the levmar signature provides for a void* additional data pointer which we * can cast back to our FunctionApproximation class, as we need access to the * data contained, e.g. the FunctionModel reference FunctionApproximation::model. * */ void FunctionApproximation::LevMarCallback(double *p, double *x, int m, int n, void *data) { FunctionApproximation *approximator = static_cast(data); ASSERT( approximator != NULL, "LevMarCallback() - received data does not represent a FunctionApproximation object."); boost::function function = boost::bind(&FunctionApproximation::evaluate, approximator, _1, _2, _3, _4, _5); function(p,x,m,n,data); } void FunctionApproximation::LevMarDerivativeCallback(double *p, double *x, int m, int n, void *data) { FunctionApproximation *approximator = static_cast(data); ASSERT( approximator != NULL, "LevMarDerivativeCallback() - received data does not represent a FunctionApproximation object."); boost::function function = boost::bind(&FunctionApproximation::evaluateDerivative, approximator, _1, _2, _3, _4, _5); function(p,x,m,n,data); } void FunctionApproximation::prepareParameters(double *&p, int &m) const { m = model.getParameterDimension(); const FunctionModel::parameters_t params = model.getParameters(); { p = new double[m]; size_t index = 0; for(FunctionModel::parameters_t::const_iterator paramiter = params.begin(); paramiter != params.end(); ++paramiter, ++index) { p[index] = *paramiter; } } } void FunctionApproximation::prepareOutput(double *&x, int &n) const { n = output_data.size(); { x = new double[n]; size_t index = 0; for(outputs_t::const_iterator outiter = output_data.begin(); outiter != output_data.end(); ++outiter, ++index) { x[index] = (*outiter)[0]; } } } void FunctionApproximation::operator()(const enum JacobianMode mode) { // let levmar optimize register int i, j; int ret; double *p; double *x; int m, n; double opts[LM_OPTS_SZ], info[LM_INFO_SZ]; opts[0]=LM_INIT_MU; opts[1]=1E-15; opts[2]=1E-15; opts[3]=1E-20; opts[4]= LM_DIFF_DELTA; // relevant only if the Jacobian is approximated using finite differences; specifies forward differencing //opts[4]=-LM_DIFF_DELTA; // specifies central differencing to approximate Jacobian; more accurate but more expensive to compute! prepareParameters(p,m); prepareOutput(x,n); { double *work, *covar; work=(double *)malloc((LM_DIF_WORKSZ(m, n)+m*m)*sizeof(double)); if(!work){ ELOG(0, "FunctionApproximation::operator() - memory allocation request failed."); return; } covar=work+LM_DIF_WORKSZ(m, n); // give this pointer as additional data to construct function pointer in // LevMarCallback and call if (model.isBoxConstraint()) { FunctionModel::parameters_t lowerbound = model.getLowerBoxConstraints(); FunctionModel::parameters_t upperbound = model.getUpperBoxConstraints(); double *lb = new double[m]; double *ub = new double[m]; for (size_t i=0;i infonames(LM_INFO_SZ); infonames[0] = std::string("||e||_2 at initial p"); infonames[1] = std::string("||e||_2"); infonames[2] = std::string("||J^T e||_inf"); infonames[3] = std::string("||Dp||_2"); infonames[4] = std::string("mu/max[J^T J]_ii"); infonames[5] = std::string("# iterations"); infonames[6] = std::string("reason for termination"); infonames[7] = std::string(" # function evaluations"); infonames[8] = std::string(" # Jacobian evaluations"); infonames[9] = std::string(" # linear systems solved"); for(i=0; i 0.5; if (!status) { int faulty; ELOG(0, "At least one of the parameter derivatives are incorrect."); for (faulty=1; faulty<=m; ++faulty) { LOG(1, "INFO: Trying with only the first " << faulty << " parameters..."); model.setParameters(backupparams); dlevmar_chkjac( &FunctionApproximation::LevMarCallback, &FunctionApproximation::LevMarDerivativeCallback, p, faulty, n, this, err); bool status = true; for(i=0; i 0.5; for(i=0; i differences(functionvalue.size(), 0.); // std::transform( // functionvalue.begin(), functionvalue.end(), outiter->begin(), // differences.begin(), // &SquaredDifference); // x[index] = std::accumulate(differences.begin(), differences.end(), 0.); } } } void FunctionApproximation::evaluateDerivative(double *p, double *jac, int m, int n, void *data) { // first set parameters prepareModel(p,m); // then evaluate ASSERT( (size_t)n == output_data.size(), "FunctionApproximation::evaluateDerivative() - LevMar expects "+toString(n) +" outputs but we provide "+toString(output_data.size())+"."); if (!output_data.empty()) { inputs_t::const_iterator initer = input_data.begin(); outputs_t::const_iterator outiter = output_data.begin(); size_t index = 0; for (; initer != input_data.end(); ++initer, ++outiter) { // result may be a vector, calculate L2 norm for (int paramindex = 0; paramindex < m; ++paramindex) { const FunctionModel::results_t functionvalue = model.parameter_derivative(*initer, paramindex); jac[index++] = functionvalue[0]; } // std::vector differences(functionvalue.size(), 0.); // std::transform( // functionvalue.begin(), functionvalue.end(), outiter->begin(), // differences.begin(), // &SquaredDifference); // x[index] = std::accumulate(differences.begin(), differences.end(), 0.); } } }