Optimizers

Class GoldenSection

java.lang.Object

Optimizers.GoldenSection

All Implemented Interfaces:

Optimizer

public class GoldenSection
extends java.lang.Object
implements Optimizer

Implements a golden section search for parameter optimisation. Each parameter is optimised in turn until the difference in likelihood falls below a set value. This value starts high and slowly decreased so as to not waste time highly optimising one parameter while other parameters may be highly sub-optimal.

The amount of logging can be controlled as can the rigour used (the difference in likelihood when the search stops).

Version:

2.0

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	GoldenSection.ProgressLevel Enumeration of the different levels of output

Nested classes/interfaces inherited from interface Optimizers.Optimizer

Optimizer.OptimizerException

Constructor Summary

Constructors

Constructor and Description
GoldenSection() Constructor that uses default parameters for rigour and output level
GoldenSection(double rigor) Constructor which allows a user defined rigour
GoldenSection(double rigor, GoldenSection.ProgressLevel progresslevel) Constructor which allows a user defined rigour and output level
GoldenSection(GoldenSection.ProgressLevel progresslevel) Constructor which allows a user define output level

Method Summary

Methods

Modifier and Type	Method and Description
<R extends Likelihood> R	maximise(Optimizable<R> l, Parameters params) Maximises the likelihood, logging to screen.
<R extends Likelihood> R	maximise(Optimizable<R> l, Parameters params, java.io.File log) Maximises the likelihood, logging to a file.
<R extends Likelihood> R	restart(Optimizable<R> l, java.io.File checkPoint) Maximises the likelihood starting from a checkpoint file (see Optimizer.setCheckPointFile(java.io.File), logging to the screen.
<R extends Likelihood> R	restart(Optimizable<R> l, java.io.File checkPoint, java.io.File log) Maximises the likelihood starting from a checkpoint file (see Optimizer.setCheckPointFile(java.io.File), logging to a file.
void	setCheckPointFile(java.io.File checkPoint) Sets a checkpoint file.
void	setCheckPointFrequency(int num, java.util.concurrent.TimeUnit unit) Sets how often a checkpoint is saved (if a file has been set).
void	setMaximumRunTime(int num, java.util.concurrent.TimeUnit unit) Set a maximum time the optimiser should run for

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

GoldenSection

public GoldenSection()

Constructor that uses default parameters for rigour and output level

GoldenSection

public GoldenSection(GoldenSection.ProgressLevel progresslevel)

Constructor which allows a user define output level

Parameters:

progresslevel - The output level

GoldenSection

public GoldenSection(double rigor)

Constructor which allows a user defined rigour

Parameters:

rigor - Rigour to be used

GoldenSection

public GoldenSection(double rigor,
             GoldenSection.ProgressLevel progresslevel)

Constructor which allows a user defined rigour and output level

Parameters:

rigor - Rigour to be used

progresslevel - The output level

Method Detail

maximise

public <R extends Likelihood> R maximise(Optimizable<R> l,
                                Parameters params)
                              throws GeneralException

Description copied from interface: Optimizer

Maximises the likelihood, logging to screen. Logging level should be set in the constructor of implementing classes.

Specified by:

maximise in interface Optimizer

Type Parameters:

R - The type returned by the calculator

Parameters:

l - The likelihood calculator

params - The parameters to maximise. Parameters are modified.

Returns:

The maximised likelihood (in a structure that includes most intermediate likelihoods).

Throws:

GeneralException - When there is a problem in finding an optimisable solution.

maximise

public <R extends Likelihood> R maximise(Optimizable<R> l,
                                Parameters params,
                                java.io.File log)
                              throws GeneralException

Description copied from interface: Optimizer

Maximises the likelihood, logging to a file. Logging level should be set in the constructor of implementing classes.

Specified by:

maximise in interface Optimizer

Type Parameters:

R - The type returned by the calculator

Parameters:

l - The likelihood calculator

params - The parameters to maximise. Parameters are modified.

log - The log file

Returns:

The maximised likelihood (in a structure that includes most intermediate likelihoods).

Throws:

GeneralException - When there is a problem in finding an optimisable solution

restart

public <R extends Likelihood> R restart(Optimizable<R> l,
                               java.io.File checkPoint)
                             throws GeneralException

Description copied from interface: Optimizer

Maximises the likelihood starting from a checkpoint file (see Optimizer.setCheckPointFile(java.io.File), logging to the screen. Logging level should be set in the constructor of implementing classes.

Specified by:

restart in interface Optimizer

Type Parameters:

R - The type returned by the calculator

Parameters:

l - The likelihood calculator

checkPoint - The checkpoint file

Returns:

The maximised likelihood (in a structure that includes most intermediate likelihoods).

Throws:

GeneralException - When there is a problem in finding an optimisable solution

restart

public <R extends Likelihood> R restart(Optimizable<R> l,
                               java.io.File checkPoint,
                               java.io.File log)
                             throws GeneralException

Description copied from interface: Optimizer

Maximises the likelihood starting from a checkpoint file (see Optimizer.setCheckPointFile(java.io.File), logging to a file. Logging level should be set in the constructor of implementing classes.

Specified by:

restart in interface Optimizer

Type Parameters:

R - The type returned by the calculator

Parameters:

l - The likelihood calculator

checkPoint - The checkpoint file

log - The log file

Returns:

The maximised likelihood (in a structure that includes most intermediate likelihoods).

Throws:

GeneralException - When there is a problem in finding an optimisable solution

setCheckPointFile

public void setCheckPointFile(java.io.File checkPoint)
                       throws Optimizer.OptimizerException

Description copied from interface: Optimizer

Sets a checkpoint file. If set will write a checkpoint file of the optimisers state at regular intervals (set by Optimizer.setCheckPointFrequency(int, java.util.concurrent.TimeUnit)). This checkpoint file can then be used to restart the optimiser from this state. Can be useful if optimisation is likely to take a long and the process could be stopped for some reason.

Specified by:

setCheckPointFile in interface Optimizer

Parameters:

checkPoint - The chekpoint file.

Throws:

Optimizer.OptimizerException - Thrown if the optomiser does not implement checkpoints.

setCheckPointFrequency

public void setCheckPointFrequency(int num,
                          java.util.concurrent.TimeUnit unit)
                            throws Optimizer.OptimizerException

Description copied from interface: Optimizer

Sets how often a checkpoint is saved (if a file has been set).

Specified by:

setCheckPointFrequency in interface Optimizer

Parameters:

num - The number of time units that should pass between checkpoint writes.

unit - The time unit

Throws:

Optimizer.OptimizerException - Thrown if the optomiser does not implement checkpoints.

setMaximumRunTime

public void setMaximumRunTime(int num,
                     java.util.concurrent.TimeUnit unit)
                       throws Optimizer.OptimizerException

Description copied from interface: Optimizer

Set a maximum time the optimiser should run for

Specified by:

setMaximumRunTime in interface Optimizer

Parameters:

num - The number of time units that should pass between checkpoint writes.

unit - The time unit

Throws:

Optimizer.OptimizerException - Thrown if the optimiser does not implement a maximum run time.