manyi/venv/Lib/site-packages/scipy/optimize/tests/test__basinhopping.py

"""
Unit tests for the basin hopping global minimization algorithm.
"""
from __future__ import division, print_function, absolute_import
import copy

from numpy.testing import assert_almost_equal, assert_equal, assert_
from pytest import raises as assert_raises
import numpy as np
from numpy import cos, sin

from scipy.optimize import basinhopping, OptimizeResult
from scipy.optimize._basinhopping import (
    Storage, RandomDisplacement, Metropolis, AdaptiveStepsize)


def func1d(x):
    f = cos(14.5 * x - 0.3) + (x + 0.2) * x
    df = np.array(-14.5 * sin(14.5 * x - 0.3) + 2. * x + 0.2)
    return f, df


def func2d_nograd(x):
    f = cos(14.5 * x[0] - 0.3) + (x[1] + 0.2) * x[1] + (x[0] + 0.2) * x[0]
    return f


def func2d(x):
    f = cos(14.5 * x[0] - 0.3) + (x[1] + 0.2) * x[1] + (x[0] + 0.2) * x[0]
    df = np.zeros(2)
    df[0] = -14.5 * sin(14.5 * x[0] - 0.3) + 2. * x[0] + 0.2
    df[1] = 2. * x[1] + 0.2
    return f, df


def func2d_easyderiv(x):
    f = 2.0*x[0]**2 + 2.0*x[0]*x[1] + 2.0*x[1]**2 - 6.0*x[0]
    df = np.zeros(2)
    df[0] = 4.0*x[0] + 2.0*x[1] - 6.0
    df[1] = 2.0*x[0] + 4.0*x[1]

    return f, df


class MyTakeStep1(RandomDisplacement):
    """use a copy of displace, but have it set a special parameter to
    make sure it's actually being used."""
    def __init__(self):
        self.been_called = False
        super(MyTakeStep1, self).__init__()

    def __call__(self, x):
        self.been_called = True
        return super(MyTakeStep1, self).__call__(x)


def myTakeStep2(x):
    """redo RandomDisplacement in function form without the attribute stepsize
    to make sure everything still works ok
    """
    s = 0.5
    x += np.random.uniform(-s, s, np.shape(x))
    return x


class MyAcceptTest(object):
    """pass a custom accept test

    This does nothing but make sure it's being used and ensure all the
    possible return values are accepted
    """
    def __init__(self):
        self.been_called = False
        self.ncalls = 0
        self.testres = [False, 'force accept', True, np.bool_(True),
                        np.bool_(False), [], {}, 0, 1]

    def __call__(self, **kwargs):
        self.been_called = True
        self.ncalls += 1
        if self.ncalls - 1 < len(self.testres):
            return self.testres[self.ncalls - 1]
        else:
            return True


class MyCallBack(object):
    """pass a custom callback function

    This makes sure it's being used.  It also returns True after 10
    steps to ensure that it's stopping early.

    """
    def __init__(self):
        self.been_called = False
        self.ncalls = 0

    def __call__(self, x, f, accepted):
        self.been_called = True
        self.ncalls += 1
        if self.ncalls == 10:
            return True


class TestBasinHopping(object):

    def setup_method(self):
        """ Tests setup.

        Run tests based on the 1-D and 2-D functions described above.
        """
        self.x0 = (1.0, [1.0, 1.0])
        self.sol = (-0.195, np.array([-0.195, -0.1]))

        self.tol = 3  # number of decimal places

        self.niter = 100
        self.disp = False

        # fix random seed
        np.random.seed(1234)

        self.kwargs = {"method": "L-BFGS-B", "jac": True}
        self.kwargs_nograd = {"method": "L-BFGS-B"}

    def test_TypeError(self):
        # test the TypeErrors are raised on bad input
        i = 1
        # if take_step is passed, it must be callable
        assert_raises(TypeError, basinhopping, func2d, self.x0[i],
                      take_step=1)
        # if accept_test is passed, it must be callable
        assert_raises(TypeError, basinhopping, func2d, self.x0[i],
                      accept_test=1)

    def test_1d_grad(self):
        # test 1d minimizations with gradient
        i = 0
        res = basinhopping(func1d, self.x0[i], minimizer_kwargs=self.kwargs,
                           niter=self.niter, disp=self.disp)
        assert_almost_equal(res.x, self.sol[i], self.tol)

    def test_2d(self):
        # test 2d minimizations with gradient
        i = 1
        res = basinhopping(func2d, self.x0[i], minimizer_kwargs=self.kwargs,
                           niter=self.niter, disp=self.disp)
        assert_almost_equal(res.x, self.sol[i], self.tol)
        assert_(res.nfev > 0)

    def test_njev(self):
        # test njev is returned correctly
        i = 1
        minimizer_kwargs = self.kwargs.copy()
        # L-BFGS-B doesn't use njev, but BFGS does
        minimizer_kwargs["method"] = "BFGS"
        res = basinhopping(func2d, self.x0[i],
                           minimizer_kwargs=minimizer_kwargs, niter=self.niter,
                           disp=self.disp)
        assert_(res.nfev > 0)
        assert_equal(res.nfev, res.njev)

    def test_jac(self):
        # test jacobian returned
        minimizer_kwargs = self.kwargs.copy()
        # BFGS returns a Jacobian
        minimizer_kwargs["method"] = "BFGS"

        res = basinhopping(func2d_easyderiv, [0.0, 0.0],
                           minimizer_kwargs=minimizer_kwargs, niter=self.niter,
                           disp=self.disp)

        assert_(hasattr(res.lowest_optimization_result, "jac"))

        # in this case, the jacobian is just [df/dx, df/dy]
        _, jacobian = func2d_easyderiv(res.x)
        assert_almost_equal(res.lowest_optimization_result.jac, jacobian,
                            self.tol)

    def test_2d_nograd(self):
        # test 2d minimizations without gradient
        i = 1
        res = basinhopping(func2d_nograd, self.x0[i],
                           minimizer_kwargs=self.kwargs_nograd,
                           niter=self.niter, disp=self.disp)
        assert_almost_equal(res.x, self.sol[i], self.tol)

    def test_all_minimizers(self):
        # test 2d minimizations with gradient.  Nelder-Mead, Powell and COBYLA
        # don't accept jac=True, so aren't included here.
        i = 1
        methods = ['CG', 'BFGS', 'Newton-CG', 'L-BFGS-B', 'TNC', 'SLSQP']
        minimizer_kwargs = copy.copy(self.kwargs)
        for method in methods:
            minimizer_kwargs["method"] = method
            res = basinhopping(func2d, self.x0[i],
                               minimizer_kwargs=minimizer_kwargs,
                               niter=self.niter, disp=self.disp)
            assert_almost_equal(res.x, self.sol[i], self.tol)

    def test_all_nograd_minimizers(self):
        # test 2d minimizations without gradient.  Newton-CG requires jac=True,
        # so not included here.
        i = 1
        methods = ['CG', 'BFGS', 'L-BFGS-B', 'TNC', 'SLSQP',
                   'Nelder-Mead', 'Powell', 'COBYLA']
        minimizer_kwargs = copy.copy(self.kwargs_nograd)
        for method in methods:
            minimizer_kwargs["method"] = method
            res = basinhopping(func2d_nograd, self.x0[i],
                               minimizer_kwargs=minimizer_kwargs,
                               niter=self.niter, disp=self.disp)
            tol = self.tol
            if method == 'COBYLA':
                tol = 2
            assert_almost_equal(res.x, self.sol[i], decimal=tol)

    def test_pass_takestep(self):
        # test that passing a custom takestep works
        # also test that the stepsize is being adjusted
        takestep = MyTakeStep1()
        initial_step_size = takestep.stepsize
        i = 1
        res = basinhopping(func2d, self.x0[i], minimizer_kwargs=self.kwargs,
                           niter=self.niter, disp=self.disp,
                           take_step=takestep)
        assert_almost_equal(res.x, self.sol[i], self.tol)
        assert_(takestep.been_called)
        # make sure that the built in adaptive step size has been used
        assert_(initial_step_size != takestep.stepsize)

    def test_pass_simple_takestep(self):
        # test that passing a custom takestep without attribute stepsize
        takestep = myTakeStep2
        i = 1
        res = basinhopping(func2d_nograd, self.x0[i],
                           minimizer_kwargs=self.kwargs_nograd,
                           niter=self.niter, disp=self.disp,
                           take_step=takestep)
        assert_almost_equal(res.x, self.sol[i], self.tol)

    def test_pass_accept_test(self):
        # test passing a custom accept test
        # makes sure it's being used and ensures all the possible return values
        # are accepted.
        accept_test = MyAcceptTest()
        i = 1
        # there's no point in running it more than a few steps.
        basinhopping(func2d, self.x0[i], minimizer_kwargs=self.kwargs,
                     niter=10, disp=self.disp, accept_test=accept_test)
        assert_(accept_test.been_called)

    def test_pass_callback(self):
        # test passing a custom callback function
        # This makes sure it's being used.  It also returns True after 10 steps
        # to ensure that it's stopping early.
        callback = MyCallBack()
        i = 1
        # there's no point in running it more than a few steps.
        res = basinhopping(func2d, self.x0[i], minimizer_kwargs=self.kwargs,
                           niter=30, disp=self.disp, callback=callback)
        assert_(callback.been_called)
        assert_("callback" in res.message[0])
        assert_equal(res.nit, 10)

    def test_minimizer_fail(self):
        # test if a minimizer fails
        i = 1
        self.kwargs["options"] = dict(maxiter=0)
        self.niter = 10
        res = basinhopping(func2d, self.x0[i], minimizer_kwargs=self.kwargs,
                           niter=self.niter, disp=self.disp)
        # the number of failed minimizations should be the number of
        # iterations + 1
        assert_equal(res.nit + 1, res.minimization_failures)

    def test_niter_zero(self):
        # gh5915, what happens if you call basinhopping with niter=0
        i = 0
        basinhopping(func1d, self.x0[i], minimizer_kwargs=self.kwargs,
                     niter=0, disp=self.disp)

    def test_seed_reproducibility(self):
        # seed should ensure reproducibility between runs
        minimizer_kwargs = {"method": "L-BFGS-B", "jac": True}

        f_1 = []

        def callback(x, f, accepted):
            f_1.append(f)

        basinhopping(func2d, [1.0, 1.0], minimizer_kwargs=minimizer_kwargs,
                     niter=10, callback=callback, seed=10)

        f_2 = []

        def callback2(x, f, accepted):
            f_2.append(f)

        basinhopping(func2d, [1.0, 1.0], minimizer_kwargs=minimizer_kwargs,
                     niter=10, callback=callback2, seed=10)
        assert_equal(np.array(f_1), np.array(f_2))

    def test_monotonic_basin_hopping(self):
        # test 1d minimizations with gradient and T=0
        i = 0
        res = basinhopping(func1d, self.x0[i], minimizer_kwargs=self.kwargs,
                           niter=self.niter, disp=self.disp, T=0)
        assert_almost_equal(res.x, self.sol[i], self.tol)


class Test_Storage(object):
    def setup_method(self):
        self.x0 = np.array(1)
        self.f0 = 0

        minres = OptimizeResult()
        minres.x = self.x0
        minres.fun = self.f0

        self.storage = Storage(minres)

    def test_higher_f_rejected(self):
        new_minres = OptimizeResult()
        new_minres.x = self.x0 + 1
        new_minres.fun = self.f0 + 1

        ret = self.storage.update(new_minres)
        minres = self.storage.get_lowest()
        assert_equal(self.x0, minres.x)
        assert_equal(self.f0, minres.fun)
        assert_(not ret)

    def test_lower_f_accepted(self):
        new_minres = OptimizeResult()
        new_minres.x = self.x0 + 1
        new_minres.fun = self.f0 - 1

        ret = self.storage.update(new_minres)
        minres = self.storage.get_lowest()
        assert_(self.x0 != minres.x)
        assert_(self.f0 != minres.fun)
        assert_(ret)


class Test_RandomDisplacement(object):
    def setup_method(self):
        self.stepsize = 1.0
        self.displace = RandomDisplacement(stepsize=self.stepsize)
        self.N = 300000
        self.x0 = np.zeros([self.N])

    def test_random(self):
        # the mean should be 0
        # the variance should be (2*stepsize)**2 / 12
        # note these tests are random, they will fail from time to time
        x = self.displace(self.x0)
        v = (2. * self.stepsize) ** 2 / 12
        assert_almost_equal(np.mean(x), 0., 1)
        assert_almost_equal(np.var(x), v, 1)


class Test_Metropolis(object):
    def setup_method(self):
        self.T = 2.
        self.met = Metropolis(self.T)

    def test_boolean_return(self):
        # the return must be a bool.  else an error will be raised in
        # basinhopping
        ret = self.met(f_new=0., f_old=1.)
        assert isinstance(ret, bool)

    def test_lower_f_accepted(self):
        assert_(self.met(f_new=0., f_old=1.))

    def test_KeyError(self):
        # should raise KeyError if kwargs f_old or f_new is not passed
        assert_raises(KeyError, self.met, f_old=1.)
        assert_raises(KeyError, self.met, f_new=1.)

    def test_accept(self):
        # test that steps are randomly accepted for f_new > f_old
        one_accept = False
        one_reject = False
        for i in range(1000):
            if one_accept and one_reject:
                break
            ret = self.met(f_new=1., f_old=0.5)
            if ret:
                one_accept = True
            else:
                one_reject = True
        assert_(one_accept)
        assert_(one_reject)

    def test_GH7495(self):
        # an overflow in exp was producing a RuntimeWarning
        # create own object here in case someone changes self.T
        met = Metropolis(2)
        with np.errstate(over='raise'):
            met.accept_reject(0, 2000)


class Test_AdaptiveStepsize(object):
    def setup_method(self):
        self.stepsize = 1.
        self.ts = RandomDisplacement(stepsize=self.stepsize)
        self.target_accept_rate = 0.5
        self.takestep = AdaptiveStepsize(takestep=self.ts, verbose=False,
                                         accept_rate=self.target_accept_rate)

    def test_adaptive_increase(self):
        # if few steps are rejected, the stepsize should increase
        x = 0.
        self.takestep(x)
        self.takestep.report(False)
        for i in range(self.takestep.interval):
            self.takestep(x)
            self.takestep.report(True)
        assert_(self.ts.stepsize > self.stepsize)

    def test_adaptive_decrease(self):
        # if few steps are rejected, the stepsize should increase
        x = 0.
        self.takestep(x)
        self.takestep.report(True)
        for i in range(self.takestep.interval):
            self.takestep(x)
            self.takestep.report(False)
        assert_(self.ts.stepsize < self.stepsize)

    def test_all_accepted(self):
        # test that everything works OK if all steps were accepted
        x = 0.
        for i in range(self.takestep.interval + 1):
            self.takestep(x)
            self.takestep.report(True)
        assert_(self.ts.stepsize > self.stepsize)

    def test_all_rejected(self):
        # test that everything works OK if all steps were rejected
        x = 0.
        for i in range(self.takestep.interval + 1):
            self.takestep(x)
            self.takestep.report(False)
        assert_(self.ts.stepsize < self.stepsize)