""" Unit tests for the basin hopping global minimization algorithm. """ import copy from numpy.testing import assert_almost_equal, assert_equal, assert_ import pytest 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) from scipy._lib._pep440 import Version 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 1-D 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 2-D 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 2-D 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 2-D 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 build 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]) # One of the calls of MyCallBack is during BasinHoppingRunner # construction, so there are only 9 remaining before MyCallBack stops # the minimization. assert_equal(res.nit, 9) 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)) @pytest.mark.skipif(Version(np.__version__) < Version('1.17'), reason='Generator not available for numpy, < 1.17') def test_random_gen(self): # check that np.random.Generator can be used (numpy >= 1.17) rng = np.random.default_rng(1) minimizer_kwargs = {"method": "L-BFGS-B", "jac": True} res1 = basinhopping(func2d, [1.0, 1.0], minimizer_kwargs=minimizer_kwargs, niter=10, seed=rng) rng = np.random.default_rng(1) res2 = basinhopping(func2d, [1.0, 1.0], minimizer_kwargs=minimizer_kwargs, niter=10, seed=rng) assert_equal(res1.x, res2.x) def test_monotonic_basin_hopping(self): # test 1-D 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)