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define maxiters similar to epochs #897

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Merged
merged 8 commits into from
Apr 20, 2025
Merged

define maxiters similar to epochs #897

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da12a24
define `maxiters` similar to `epochs`
prbzrg Apr 12, 2025
e96800d
better organization of the codes
prbzrg Apr 19, 2025
cc03eae
add types to the kwargs
prbzrg Apr 19, 2025
075bc0f
check for right numbers
prbzrg Apr 19, 2025
28302c8
add tests
prbzrg Apr 19, 2025
243f848
Update lib/OptimizationOptimisers/src/OptimizationOptimisers.jl
prbzrg Apr 19, 2025
692b660
add messages to the error types in tests
prbzrg Apr 19, 2025
5926cd8
fix errors
prbzrg Apr 19, 2025
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39 changes: 24 additions & 15 deletions lib/OptimizationOptimisers/src/OptimizationOptimisers.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -9,11 +9,13 @@ SciMLBase.requiresgradient(opt::AbstractRule) = true
SciMLBase.allowsfg(opt::AbstractRule) = true

function SciMLBase.__init(
prob::SciMLBase.OptimizationProblem, opt::AbstractRule; save_best = true,
callback = (args...) -> (false), epochs = nothing,
progress = false, kwargs...)
return OptimizationCache(prob, opt; save_best, callback, progress, epochs,
kwargs...)
prob::SciMLBase.OptimizationProblem, opt::AbstractRule;
callback = (args...) -> (false),
epochs::Union{Number, Nothing} = nothing,
maxiters::Union{Number, Nothing} = nothing,
save_best::Bool = true, progress::Bool = false, kwargs...)
return OptimizationCache(prob, opt; callback, epochs, maxiters,
save_best, progress, kwargs...)
end

function SciMLBase.__solve(cache::OptimizationCache{
Expand Down Expand Up @@ -50,20 +52,27 @@ function SciMLBase.__solve(cache::OptimizationCache{
dataiterate = false
end

epochs = if cache.solver_args.epochs === nothing
if cache.solver_args.maxiters === nothing
throw(ArgumentError("The number of iterations must be specified with either the epochs or maxiters kwarg. Where maxiters = epochs*length(data)."))
epochs, maxiters = if isnothing(cache.solver_args.maxiters) &&
isnothing(cache.solver_args.epochs)
throw(ArgumentError("The number of iterations must be specified with either the epochs or maxiters kwarg. Where maxiters = epochs * length(data)."))
elseif !isnothing(cache.solver_args.maxiters) &&
!isnothing(cache.solver_args.epochs)
if cache.solver_args.maxiters == cache.solver_args.epochs * length(data)
cache.solver_args.epochs, cache.solver_args.maxiters
else
cache.solver_args.maxiters / length(data)
throw(ArgumentError("Both maxiters and epochs were passed but maxiters != epochs * length(data)."))
end
else
cache.solver_args.epochs
elseif isnothing(cache.solver_args.maxiters)
cache.solver_args.epochs, cache.solver_args.epochs * length(data)
elseif isnothing(cache.solver_args.epochs)
cache.solver_args.maxiters / length(data), cache.solver_args.maxiters
end

epochs = Optimization._check_and_convert_maxiters(epochs)
if epochs === nothing
throw(ArgumentError("The number of iterations must be specified with either the epochs or maxiters kwarg. Where maxiters = epochs*length(data)."))
end
maxiters = Optimization._check_and_convert_maxiters(maxiters)

# At this point, both of them should be fine; but, let's assert it.
@assert (!isnothing(epochs)&&!isnothing(maxiters) &&
(maxiters == epochs * length(data))) "The number of iterations must be specified with either the epochs or maxiters kwarg. Where maxiters = epochs * length(data)."

opt = cache.opt
θ = copy(cache.u0)
Expand Down
19 changes: 19 additions & 0 deletions lib/OptimizationOptimisers/test/runtests.jl
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Expand Up @@ -32,6 +32,25 @@ using Lux, MLUtils, Random, ComponentArrays, Printf, MLDataDevices
@test sol.stats.fevals == 1000
@test sol.stats.gevals == 1000

@testset "epochs & maxiters" begin
optprob = SciMLBase.OptimizationFunction(
(u, data) -> sum(u) + sum(data), Optimization.AutoZygote())
prob = SciMLBase.OptimizationProblem(
optprob, ones(2), MLUtils.DataLoader(ones(2, 2)))
@test_throws ArgumentError("The number of iterations must be specified with either the epochs or maxiters kwarg. Where maxiters = epochs * length(data).") solve(
prob, Optimisers.Adam())
@test_throws ArgumentError("Both maxiters and epochs were passed but maxiters != epochs * length(data).") solve(
prob, Optimisers.Adam(), epochs = 2, maxiters = 2)
sol = solve(prob, Optimisers.Adam(), epochs = 2)
@test sol.stats.iterations == 4
sol = solve(prob, Optimisers.Adam(), maxiters = 2)
@test sol.stats.iterations == 2
sol = solve(prob, Optimisers.Adam(), epochs = 2, maxiters = 4)
@test sol.stats.iterations == 4
@test_throws AssertionError("The number of iterations must be specified with either the epochs or maxiters kwarg. Where maxiters = epochs * length(data).") solve(
prob, Optimisers.Adam(), maxiters = 3)
end

@testset "cache" begin
objective(x, p) = (p[1] - x[1])^2
x0 = zeros(1)
Expand Down
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