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1 | 1 | export opts! |
2 | 2 |
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3 | 3 | function opts!(i, OptParams::OPTPARAMS, optimizer::DirectSolver, Eloc, o::Matrix{T}, nchains, damping::Float64, dim_ps::Int64, η::Float64, norm_constrain, γ, m) where {T} |
4 | | - s = o * o' |
| 4 | + s = o * o' # O * O' |
5 | 5 | @inbounds @simd for i = 1:dim_ps |
6 | 6 | s[i, i] += damping |
7 | 7 | end |
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19 | 19 |
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20 | 20 | function opts!(i, OptParams::OPTPARAMSPRING, optimizer::SPRINGSolver, Eloc, o::Matrix{T}, nchains, damping::Float64, dim_ps::Int64, η::Float64, norm_constrain, γ, m) where {T} |
21 | 21 | res = norm(OptParams.f) |
22 | | - lmul!(-γ, Eloc) |
| 22 | + lmul!(-γ, Eloc) # -delta tau * (E - E_mean) |
23 | 23 | s = o' * o |
24 | 24 |
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25 | 25 | s .+= 1/(nchains) |
26 | | - Tvecs, Tvals = svd(Symmetric(s)) |
| 26 | + Tvals, Tvecs = eigen(Symmetric(s)) |
27 | 27 | Tvals = max.(Tvals, 0.0) .+ damping |
28 | 28 |
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29 | | - if OptParams.dw_tot[1] !== 0.0 |
30 | | - mul!(OptParams.dow, transpose(o), OptParams.dw_tot) |
31 | | - epsilon_tilde = Eloc .- η * OptParams.dow |
32 | | - else |
33 | | - epsilon_tilde = Eloc |
34 | | - end |
| 29 | + mul!(OptParams.dow, transpose(o), OptParams.dw_tot) |
| 30 | + epsilon_tilde = Eloc .- η * OptParams.dow |
35 | 31 |
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36 | 32 | mul!(OptParams.dow, Tvecs', epsilon_tilde) |
37 | | - OptParams.dow = Diagonal(1 ./ Tvals) * OptParams.dow |
| 33 | + ldiv!(Diagonal(Tvals), OptParams.dow) |
38 | 34 | OptParams.dow = Tvecs * OptParams.dow |
39 | | - mul!(OptParams.f, o, OptParams.dow) |
40 | | - OptParams.dw_tot .*= η |
41 | | - OptParams.dw_tot .+= OptParams.f |
| 35 | + OptParams.dow .-= mean(OptParams.dow) |
| 36 | + |
| 37 | + mul!(OptParams.f, o, OptParams.dow) |
| 38 | + OptParams.dw_tot .= η * OptParams.dw_tot .+ OptParams.f / sqrt(nchains) |
42 | 39 | OptParams.dw_tot .*= min(1, sqrt(norm_constrain)/norm(OptParams.dw_tot)) |
43 | 40 | return OptParams.dw_tot, length(OptParams.f), res |
44 | 41 | end |
45 | 42 |
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46 | 43 | function opts!(i, OptParams::OPTPARAMMINSR, optimizer::MINSRSolver, Eloc, o::Matrix{T}, nchains, damping::Float64, dim_ps::Int64, η::Float64, norm_constrain, γ, m) where {T} |
47 | | - lmul!(sqrt(nchains), Eloc) |
48 | | - ldiv!(sqrt(nchains), o) |
49 | | - res = norm(o * Eloc) |
50 | | - lmul!(-γ, Eloc) |
| 44 | + res = norm(OptParams.f) |
| 45 | + lmul!(-γ, Eloc) # -delta tau * (E - E_mean) |
51 | 46 | s = o' * o |
52 | 47 |
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53 | | - Tvecs, Tvals = svd(Symmetric(s)) |
| 48 | + Tvals, Tvecs = eigen(Symmetric(s)) |
54 | 49 | Tvals = max.(Tvals, 0.0) .+ damping |
| 50 | + |
55 | 51 | mul!(OptParams.dow, Tvecs', Eloc) |
56 | | - OptParams.dow = Diagonal(1 ./ Tvals) * OptParams.dow |
| 52 | + ldiv!(Diagonal(Tvals), OptParams.dow) |
57 | 53 | OptParams.dow = Tvecs * OptParams.dow |
58 | | - mul!(OptParams.f, o, OptParams.dow) |
59 | | - OptParams.dw_tot .*= η |
60 | | - OptParams.dw_tot .+= (1-η) * OptParams.f |
| 54 | + |
| 55 | + mul!(OptParams.f, o, OptParams.dow) |
| 56 | + OptParams.dw_tot .= η * OptParams.dw_tot .+ (1-η) * OptParams.f / sqrt(nchains) |
61 | 57 | OptParams.dw_tot .*= min(1, sqrt(norm_constrain)/norm(OptParams.dw_tot)) |
62 | 58 | return OptParams.dw_tot, length(OptParams.f), res |
63 | 59 | end |
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