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teseoch
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Merge pull request #60 from polyfem/custom-fallback
Custom fallback
2 parents b08ab23 + efd79f7 commit 374f787

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14 files changed

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-122
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14 files changed

+559
-122
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‎nonlinear-solver-spec.json‎

Lines changed: 284 additions & 9 deletions
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@@ -1,4 +1,5 @@
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[{
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[
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{
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"pointer": "/",
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"default": null,
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"type": "object",
@@ -11,8 +12,8 @@
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"iterations_per_strategy",
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"line_search",
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"allow_out_of_iterations",
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"LBFGS",
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"LBFGSB",
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"L-BFGS",
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"L-BFGS-B",
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"Newton",
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"ADAM",
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"StochasticADAM",
@@ -90,7 +91,7 @@
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"doc": "If false (default), an exception will be thrown when the nonlinear solver reaches the maximum number of iterations."
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},
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{
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"pointer": "/LBFGS",
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"pointer": "/L-BFGS",
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"default": null,
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"type": "object",
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"optional": [
@@ -99,22 +100,22 @@
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"doc": "Options for LBFGS."
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},
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{
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"pointer": "/LBFGS/history_size",
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"pointer": "/L-BFGS/history_size",
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"default": 6,
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"type": "int",
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"doc": "The number of corrections to approximate the inverse Hessian matrix."
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},
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{
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"pointer": "/LBFGSB",
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"pointer": "/L-BFGS-B",
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"default": null,
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"type": "object",
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"optional": [
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"history_size"
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],
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"doc": "Options for the boxed LBFGS."
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"doc": "Options for the boxed L-BFGS."
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},
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{
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"pointer": "/LBFGSB/history_size",
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"pointer": "/L-BFGS-B/history_size",
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"default": 6,
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"type": "int",
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"doc": "The number of corrections to approximate the inverse Hessian matrix."
@@ -129,7 +130,8 @@
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"reg_weight_max",
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"reg_weight_inc",
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"force_psd_projection",
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"use_psd_projection"
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"use_psd_projection",
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"use_psd_projection_in_regularized"
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],
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"doc": "Options for Newton."
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},
@@ -169,6 +171,12 @@
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"type": "bool",
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"doc": "Use PSD as fallback using second order solvers (i.e., Newton's method)."
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},
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{
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"pointer": "/Newton/use_psd_projection_in_regularized",
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"default": true,
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"type": "bool",
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"doc": "Use PSD in regularized Newton."
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},
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{
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"pointer": "/ADAM",
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"default": null,
@@ -263,6 +271,273 @@
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"type": "float",
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"doc": "Probability of erasing a component on the gradient for StochasticGradientDescent."
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},
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{
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"pointer": "/solver",
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"type": "list",
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"doc": "List of solvers for ballback. Eg, [{'type':'Newton'}, {'type':'L-BFGS'}, {'type':'GradientDescent'}] will solve using Newton, in case of failure will fallback to L-BFGS and eventually to GradientDescent"
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},
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{
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"pointer": "/solver/*",
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"type": "object",
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"type_name": "Newton",
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"required": [
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"type"
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],
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"optional": [
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"residual_tolerance"
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],
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"doc": "Options for Newton."
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},
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{
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"pointer": "/solver/*",
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"type": "object",
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"type_name": "ProjectedNewton",
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"required": [
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"type"
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],
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"optional": [
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"residual_tolerance"
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],
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"doc": "Options for projected Newton."
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},
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{
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"pointer": "/solver/*",
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"type": "object",
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"type_name": "RegularizedNewton",
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"required": [
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"type"
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],
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"optional": [
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"residual_tolerance",
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"reg_weight_min",
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"reg_weight_max",
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"reg_weight_inc"
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],
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"doc": "Options for regularized Newton."
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},
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{
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"pointer": "/solver/*",
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"type": "object",
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"type_name": "RegularizedProjectedNewton",
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"required": [
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"type"
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],
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"optional": [
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"residual_tolerance",
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"reg_weight_min",
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"reg_weight_max",
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"reg_weight_inc"
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],
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"doc": "Options for regularized projected Newton."
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},
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{
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"pointer": "/solver/*",
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"type": "object",
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"type_name": "DenseNewton",
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"required": [
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"type"
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],
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"optional": [
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"residual_tolerance"
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],
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"doc": "Options for Newton."
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},
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{
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"pointer": "/solver/*",
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"type": "object",
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"type_name": "DenseProjectedNewton",
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"required": [
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"type"
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],
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"optional": [
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"residual_tolerance"
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],
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"doc": "Options for projected Newton."
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},
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{
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"pointer": "/solver/*",
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"type": "object",
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"type_name": "DenseRegularizedNewton",
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"required": [
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"type"
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],
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"optional": [
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"residual_tolerance",
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"reg_weight_min",
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"reg_weight_max",
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"reg_weight_inc"
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],
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"doc": "Options for regularized Newton."
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},
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{
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"pointer": "/solver/*",
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"type": "object",
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"type_name": "DenseRegularizedProjectedNewton",
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"required": [
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"type"
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],
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"optional": [
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"residual_tolerance",
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"reg_weight_min",
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"reg_weight_max",
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"reg_weight_inc"
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],
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"doc": "Options for projected regularized Newton."
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},
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{
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"pointer": "/solver/*",
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"type": "object",
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"type_name": "GradientDescent",
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"required": [
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"type"
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],
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"doc": "Options for Gradient Descent."
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},
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{
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"pointer": "/solver/*",
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"type": "object",
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"type_name": "StochasticGradientDescent",
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"required": [
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"type"
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],
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"optional": [
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"erase_component_probability"
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],
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"doc": "Options for Stochastic Gradient Descent."
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},
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{
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"pointer": "/solver/*",
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"type": "object",
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"type_name": "L-BFGS",
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"required": [
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"type"
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],
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"optional": [
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"history_size"
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],
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"doc": "Options for L-BFGS."
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},
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{
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"pointer": "/solver/*",
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"type": "object",
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"type_name": "BFGS",
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"required": [
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"type"
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],
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"doc": "Options for BFGS."
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},
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{
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"pointer": "/solver/*",
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"type": "object",
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"type_name": "ADAM",
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"required": [
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"type"
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],
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"optional": [
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"alpha",
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"beta_1",
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"beta_2",
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"epsilon"
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],
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"doc": "Options for ADAM."
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},
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{
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"pointer": "/solver/*",
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"type": "object",
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"type_name": "StochasticADAM",
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"required": [
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"type"
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],
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"optional": [
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"alpha",
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"beta_1",
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"beta_2",
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"epsilon",
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"erase_component_probability"
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],
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"doc": "Options for ADAM."
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},
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{
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"pointer": "/solver/*/type",
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"type": "string",
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"options": [
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"Newton",
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"DenseNewton",
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"ProjectedNewton",
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"DenseProjectedNewton",
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"RegularizedNewton",
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"DenseRegularizedNewton",
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"RegularizedProjectedNewton",
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"DenseRegularizedProjectedNewton",
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"GradientDescent",
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"StochasticGradientDescent",
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"ADAM",
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"StochasticADAM",
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"L-BFGS",
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"BFGS"
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],
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"doc": "Nonlinear solver type"
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},
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{
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"pointer": "/solver/*/residual_tolerance",
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"default": 1e-5,
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"type": "float",
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"doc": "Tolerance of the linear system residual. If residual is above, the direction is rejected."
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},
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{
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"pointer": "/solver/*/reg_weight_min",
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"default": 1e-8,
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"type": "float",
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"doc": "Minimum regulariztion weight."
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},
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{
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"pointer": "/solver/*/reg_weight_max",
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"default": 1e8,
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"type": "float",
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"doc": "Maximum regulariztion weight."
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},
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{
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"pointer": "/solver/*/reg_weight_inc",
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"default": 10,
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"type": "float",
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"doc": "Regulariztion weight increment."
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},
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{
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"pointer": "/solver/*/erase_component_probability",
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"default": 0.3,
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"type": "float",
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"doc": "Probability of erasing a component on the gradient for stochastic solvers."
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},
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{
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"pointer": "/solver/*/history_size",
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"default": 6,
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"type": "int",
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"doc": "The number of corrections to approximate the inverse Hessian matrix."
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},
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{
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"pointer": "/solver/*/alpha",
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"default": 0.001,
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"type": "float",
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"doc": "Parameter alpha for ADAM."
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},
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{
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"pointer": "/solver/*/beta_1",
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"default": 0.9,
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"type": "float",
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"doc": "Parameter beta_1 for ADAM."
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},
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{
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"pointer": "/solver/*/beta_2",
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"default": 0.999,
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"type": "float",
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"doc": "Parameter beta_2 for ADAM."
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},
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{
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"pointer": "/solver/*/epsilon",
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"default": 1e-8,
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"type": "float",
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"doc": "Parameter epsilon for ADAM."
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},
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{
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"pointer": "/line_search",
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"default": null,

‎src/polysolve/Utils.cpp‎

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return I;
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}
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double extract_param(const std::string &key, const std::string &name, const json &json)
75+
{
76+
if (json.find(key) != json.end())
77+
return json[key][name];
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return json[name];
80+
}
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} // namespace polysolve

‎src/polysolve/Utils.hpp‎

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Eigen::SparseMatrix<double> sparse_identity(int rows, int cols);
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double extract_param(const std::string &key, const std::string &name, const json &json);
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} // namespace polysolve

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