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Torda, Prof. Dr. Andrew Ernest
ackley_mc
Commits
efbd0c80
Commit
efbd0c80
authored
Jan 4, 2022
by
Andrew E. Torda
Browse files
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Plain Diff
Trying to simplify main loop. Moved a few lines into their own function.
parent
9cff8eaa
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Changes
2
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2 changed files
ackwork/dorun.go
+39
-27
39 additions, 27 deletions
ackwork/dorun.go
ackwork/rdprm.go
+3
-3
3 additions, 3 deletions
ackwork/rdprm.go
with
42 additions
and
30 deletions
ackwork/dorun.go
+
39
−
27
View file @
efbd0c80
...
@@ -12,6 +12,12 @@ import (
...
@@ -12,6 +12,12 @@ import (
"ackley_mc/ackwork/ackley"
"ackley_mc/ackwork/ackley"
)
)
const
(
accRateIdeal
=
0.05
// target of 5% acceptance rate
nRunAccAdj
=
200
// every n steps, check acceptance rate
maxxDlta
=
2.
// max step size
)
var
seedLocker
sync
.
Mutex
var
seedLocker
sync
.
Mutex
// getSeed returns the random number seed, but we have to put a lock
// getSeed returns the random number seed, but we have to put a lock
...
@@ -65,9 +71,11 @@ func setupRun(mcPrm *mcPrm, cprm *cprm) error {
...
@@ -65,9 +71,11 @@ func setupRun(mcPrm *mcPrm, cprm *cprm) error {
}
}
cprm
.
nEvery
=
uint32
(
math
.
Ceil
(
float64
(
mcPrm
.
nStep
)
/
float64
(
mcPrm
.
nOutput
)))
cprm
.
nEvery
=
uint32
(
math
.
Ceil
(
float64
(
mcPrm
.
nStep
)
/
float64
(
mcPrm
.
nOutput
)))
// change the next line to handle the case of multiple runs
ntmp
:=
mcPrm
.
fOutName
+
".csv"
if
mcPrm
.
fOutName
,
err
=
setSuffix
(
mcPrm
.
fOutName
,
".csv"
);
err
!=
nil
{
if
cprm
.
fOut
,
err
=
os
.
Create
(
ntmp
);
err
!=
nil
{
return
err
}
if
cprm
.
fOut
,
err
=
os
.
Create
(
mcPrm
.
fOutName
);
err
!=
nil
{
return
err
return
err
}
}
if
mcPrm
.
fPltName
!=
""
{
if
mcPrm
.
fPltName
!=
""
{
...
@@ -97,10 +105,10 @@ func newx(xold []float32, xT []float32, rand *rand.Rand, xDlta float32) {
...
@@ -97,10 +105,10 @@ func newx(xold []float32, xT []float32, rand *rand.Rand, xDlta float32) {
}
}
func
breaker
()
{}
func
breaker
()
{}
// plot
Pnt
adds a point to the data to be plotted. At the start, we check
// plot
Fval
adds a point to the data to be plotted. At the start, we check
// if we have to plot at all. This is done here, to make the main loop
// if we have to plot at all. This is done here, to make the main loop
// below a bit shorter.
// below a bit shorter.
func
plot
Pnt
(
n
uint32
,
fTrial
float64
,
plotx
,
ploty
*
[]
float64
,
plotme
bool
)
{
func
plot
Fval
(
n
uint32
,
fTrial
float64
,
plotx
,
ploty
*
[]
float64
,
plotme
bool
)
{
if
!
plotme
{
if
!
plotme
{
return
return
}
}
...
@@ -108,6 +116,24 @@ func plotPnt(n uint32, fTrial float64, plotx, ploty *[]float64, plotme bool) {
...
@@ -108,6 +116,24 @@ func plotPnt(n uint32, fTrial float64, plotx, ploty *[]float64, plotme bool) {
*
ploty
=
append
(
*
ploty
,
float64
(
fTrial
))
*
ploty
=
append
(
*
ploty
,
float64
(
fTrial
))
}
}
// nRunAdj will try to adjust the step size, given our history of accept/reject.
func
nRunAdj
(
mcPrm
*
mcPrm
,
runAcc
float64
,
xDlta
float32
)
float32
{
const
step
=
"step"
if
runAcc
<
accRateIdeal
-
0.01
{
// acceptance rate too low
xDlta
*=
0.9
if
mcPrm
.
verbose
{
fmt
.
Println
(
step
,
xDlta
,
"decrease"
)
}
}
else
if
(
xDlta
<
maxxDlta
)
&&
(
runAcc
>
accRateIdeal
+
0.01
)
{
xDlta
*=
1.1
if
mcPrm
.
verbose
{
fmt
.
Println
(
step
,
xDlta
,
"increase"
)
}
}
return
xDlta
}
// doRun does a Monte Carlo run. Although single precision is fine for the
// doRun does a Monte Carlo run. Although single precision is fine for the
// coordinates and function, we use double precision for the temperature.
// coordinates and function, we use double precision for the temperature.
func
doRun
(
mcPrm
*
mcPrm
)
error
{
func
doRun
(
mcPrm
*
mcPrm
)
error
{
...
@@ -124,9 +150,6 @@ func doRun(mcPrm *mcPrm) error {
...
@@ -124,9 +150,6 @@ func doRun(mcPrm *mcPrm) error {
if
cprm
.
xPlt
!=
nil
{
if
cprm
.
xPlt
!=
nil
{
defer
cprm
.
xPlt
.
Close
()
defer
cprm
.
xPlt
.
Close
()
}
}
const
accRateIdeal
=
0.05
// Arbitrary target of 5% acceptance
const
nRunAccAdj
=
200
// every n steps, check acceptance rate
const
maxxDlta
=
2.
// max step size
var
nAcc
int
// Counter of number of accepted moves
var
nAcc
int
// Counter of number of accepted moves
x
:=
make
([]
float32
,
len
(
mcPrm
.
xIni
))
// current position
x
:=
make
([]
float32
,
len
(
mcPrm
.
xIni
))
// current position
xT
:=
make
([]
float32
,
len
(
mcPrm
.
xIni
))
// trial position
xT
:=
make
([]
float32
,
len
(
mcPrm
.
xIni
))
// trial position
...
@@ -138,7 +161,7 @@ func doRun(mcPrm *mcPrm) error {
...
@@ -138,7 +161,7 @@ func doRun(mcPrm *mcPrm) error {
nRunAcc
:=
nRunAccAdj
// Every nRunAccAdj, try adjusting the step size.
nRunAcc
:=
nRunAccAdj
// Every nRunAccAdj, try adjusting the step size.
const
runMult
=
0.99
const
runMult
=
0.99
xDlta
:=
mcPrm
.
xDlta
// Adaptable step size
xDlta
:=
mcPrm
.
xDlta
// Adaptable step size
plot
Pnt
(
0
,
fOld
,
&
cprm
.
plotx
,
&
cprm
.
ploty
,
cprm
.
fplotme
)
plot
Fval
(
0
,
fOld
,
&
cprm
.
plotx
,
&
cprm
.
ploty
,
cprm
.
fplotme
)
for
n
:=
uint32
(
0
);
n
<
mcPrm
.
nStep
;
n
++
{
for
n
:=
uint32
(
0
);
n
<
mcPrm
.
nStep
;
n
++
{
var
acc
bool
var
acc
bool
nout
--
nout
--
...
@@ -152,26 +175,15 @@ func doRun(mcPrm *mcPrm) error {
...
@@ -152,26 +175,15 @@ func doRun(mcPrm *mcPrm) error {
}
}
nRunAcc
--
nRunAcc
--
if
nRunAcc
==
0
{
// Do we want to try adjusting the step size ?
if
nRunAcc
==
0
{
// Do we want to try adjusting the step size ?
const
step
=
"step"
xDlta
=
nRunAdj
(
mcPrm
,
runAcc
,
xDlta
)
// mucking about here
if
runAcc
<
accRateIdeal
-
0.01
{
// acceptance rate too low
nRunAcc
=
nRunAccAdj
// Reset the counter
xDlta
*=
0.9
if
mcPrm
.
verbose
{
fmt
.
Println
(
step
,
xDlta
,
"decrease"
)
}
}
else
if
(
xDlta
<
maxxDlta
)
&&
(
runAcc
>
accRateIdeal
+
0.01
)
{
xDlta
*=
1.1
if
mcPrm
.
verbose
{
fmt
.
Println
(
step
,
xDlta
,
"increase"
)
}
}
nRunAcc
=
nRunAccAdj
}
}
newx
(
x
,
xT
,
cprm
.
rand
,
xDlta
)
newx
(
x
,
xT
,
cprm
.
rand
,
xDlta
)
fTrial
:=
ackley
.
Ackley
(
xT
)
fTrial
:=
ackley
.
Ackley
(
xT
)
if
fOld
<
fTrial
{
if
fOld
<
fTrial
{
r
:=
cprm
.
rand
.
Float64
()
r
:=
cprm
.
rand
.
Float64
()
// Make the decision as to whether to
delta
:=
fTrial
-
fOld
delta
:=
fTrial
-
fOld
// accept or reject the trial
t
:=
math
.
Exp
(
-
delta
/
tmprtr
)
t
:=
math
.
Exp
(
-
delta
/
tmprtr
)
if
r
<
t
{
if
r
<
t
{
acc
=
true
acc
=
true
...
@@ -184,7 +196,7 @@ func doRun(mcPrm *mcPrm) error {
...
@@ -184,7 +196,7 @@ func doRun(mcPrm *mcPrm) error {
runAcc
=
runMult
*
runAcc
+
(
1.0
-
runMult
)
runAcc
=
runMult
*
runAcc
+
(
1.0
-
runMult
)
copy
(
x
,
xT
)
copy
(
x
,
xT
)
fOld
=
fTrial
fOld
=
fTrial
plot
Pnt
(
n
+
1
,
fTrial
,
&
cprm
.
plotx
,
&
cprm
.
ploty
,
cprm
.
fplotme
)
plot
Fval
(
n
+
1
,
fTrial
,
&
cprm
.
plotx
,
&
cprm
.
ploty
,
cprm
.
fplotme
)
}
else
{
// update the running estimate of acceptance
}
else
{
// update the running estimate of acceptance
runAcc
=
runMult
*
runAcc
runAcc
=
runMult
*
runAcc
}
}
...
...
This diff is collapsed.
Click to expand it.
ackwork/rdprm.go
+
3
−
3
View file @
efbd0c80
...
@@ -82,9 +82,9 @@ func digest(prmMap map[string]string, mcPrm *mcPrm) error {
...
@@ -82,9 +82,9 @@ func digest(prmMap map[string]string, mcPrm *mcPrm) error {
mcPrm
.
nRun
=
getu
(
prmMap
[
"n_run"
])
mcPrm
.
nRun
=
getu
(
prmMap
[
"n_run"
])
mcPrm
.
nOutput
=
getu
(
prmMap
[
"n_output"
])
mcPrm
.
nOutput
=
getu
(
prmMap
[
"n_output"
])
mcPrm
.
xIni
=
getx
(
prmMap
[
"x_ini"
])
mcPrm
.
xIni
=
getx
(
prmMap
[
"x_ini"
])
mcPrm
.
fOutName
=
prmMap
[
"f
O
ut
N
ame"
]
mcPrm
.
fOutName
=
prmMap
[
"f
o
ut
n
ame"
]
mcPrm
.
fPltName
=
prmMap
[
"f
P
lt
N
ame"
]
mcPrm
.
fPltName
=
prmMap
[
"f
p
lt
n
ame"
]
mcPrm
.
xPltName
=
prmMap
[
"x
P
lt
N
ame"
]
mcPrm
.
xPltName
=
prmMap
[
"x
p
lt
n
ame"
]
seed
=
int64
(
getu
(
prmMap
[
"seed"
]))
seed
=
int64
(
getu
(
prmMap
[
"seed"
]))
if
err
!=
nil
{
// Only returns the first error encountered
if
err
!=
nil
{
// Only returns the first error encountered
return
err
return
err
...
...
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