61 lines
1.3 KiB
Python
61 lines
1.3 KiB
Python
import numpy as np
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from function import *
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import math
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z_history = []
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x1_history = []
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x2_history = []
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# fName = 'semicircle'
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# fName = 'rosenbrock'
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# fName = 'semicircle2'
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fName = 'himmelblau'
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dfName = 'df_'+fName
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def objective(trial):
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x1 = 0.1
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x2 = 0.1
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# x1 = trial.suggest_float("x1", 0, 3)
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# x2 = trial.suggest_float("x2", 0, 3)
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beta = 0.5
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# lr = trial.suggest_float("lr", 0, 0.1)
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epochs = 15
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z = eval(fName)(x1, x2)
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z_history.append(z)
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s1 ,s2 = 0,0
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eps = 1e-5
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deltax1,deltax1 = 0,0
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for epoch in range(epochs):
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dx1, dx2 = eval(dfName)(x1, x2)
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s1 = beta*s1+(1-beta)* dx1 ** 2
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s2 = beta*s2+(1-beta)* dx2 ** 2
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dx1 =
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g1 = math.sqrt(s2)
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deltax1,deltax2 = beta*deltax1+(1-beta)* dx1 ** 2
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lr1,lr2 = lr/ math.sqrt(s1),lr/ math.sqrt(s2)
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x1 -= lr1 * dx1
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x2 -= lr2 * dx2
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x1_history.append(x1)
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x2_history.append(x2)
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z = eval(fName)(x1, x2)
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z_history.append(z)
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return eval(fName)(x1, x2)
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def main():
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study = optuna.create_study(direction="minimize")
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study.optimize(objective, n_trials=1, timeout=600)
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plot_optimization_history(study).show()
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plotAll(fName,np.array(x1_history), np.array(x2_history))
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print(study.best_value,study.best_trial)
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if __name__ == '__main__':
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main() |