Source code for josiann.moves.discrete

"""Move functions that work on a discrete set of possible positions."""

from __future__ import annotations

from abc import ABC
from collections.abc import Sequence
from typing import Any

import numpy as np
import numpy.typing as npt

import josiann.typing as jot
from josiann.errors import ShapeError
from josiann.moves.base import Move, State
from josiann.moves.ensemble import Stretch


[docs] class DiscreteMove(Move, ABC): """ Base class for building moves that work on a discrete set of valid positions. """ # region magic methods
[docs] def __init__( self, *, position_set: Sequence[Sequence[float] | npt.NDArray[np.floating[Any]]], bounds: npt.NDArray[jot.DType] | None = None, repr_attributes: tuple[str, ...] = (), **kwargs: Any, ): """ Instantiate a Move. Args: position_set: sets of only possible values for x in each dimension. bounds: optional sequence of (min, max) bounds for values to propose in each dimension. repr_attributes: tuple of attribute names to include in the move's representation. """ super().__init__( bounds=bounds, repr_attributes=("_position_set",) + repr_attributes, **kwargs, ) if not all(isinstance(p, Sequence | np.ndarray) for p in position_set): raise ShapeError( "'position_set' parameter should be an array of possible position values of shape (dimensions, nb_values) (nb_values can be different for each dimension)." ) self._position_set: list[npt.NDArray[np.floating[Any]]] = [np.sort(p) for p in position_set]
# endregion
[docs] class SetStep(DiscreteMove): """ Step within a fixed set of possible values for x. For each dimension, the position immediately before or after x will be chosen at random when stepping. """ # region magic methods
[docs] def __init__( self, *, position_set: Sequence[Sequence[float]], bounds: npt.NDArray[jot.DType] | None = None, repr_attributes: tuple[str, ...] = (), **kwargs: Any, ): """ Instantiate a Move. Args: position_set: sets of only possible values for x in each dimension. bounds: optional sequence of (min, max) bounds for values to propose in each dimension. repr_attributes: tuple of attribute names to include in the move's representation. """ super().__init__( position_set=position_set, bounds=bounds, repr_attributes=repr_attributes, **kwargs, ) self._reversed_position_set = [v[::-1] for v in self._position_set] self._target_dim = 0
# endregion # region methods def _get_proposal(self, x: npt.NDArray[jot.DT_ARR], state: State) -> npt.NDArray[jot.DT_ARR]: """ Generate a new proposed vector x. Args: x: current vector x of shape (ndim,). state: current state of the SA algorithm. Returns: New proposed vector x of shape (ndim,). """ new_x = x.copy() if np.random.rand() > 0.5: mask = self._position_set[self._target_dim] > x[self._target_dim] if np.any(mask): new_x[self._target_dim] = self._position_set[self._target_dim][np.argmax(mask)] else: new_x[self._target_dim] = x[self._target_dim] else: mask = self._reversed_position_set[self._target_dim] < x[self._target_dim] if np.any(mask): new_x[self._target_dim] = self._reversed_position_set[self._target_dim][np.argmax(mask)] else: new_x[self._target_dim] = x[self._target_dim] self._target_dim += 1 if self._target_dim >= len(x): self._target_dim = 0 return new_x
# endregion
[docs] class SetStretch(DiscreteMove, Stretch): """ Fusion of the Set and Stretch moves. We exploit multiple walkers in parallel a move each to the closest point in the set of possible positions instead of the point proposed by the stretch. """ # region magic methods
[docs] def __init__( self, *, position_set: Sequence[Sequence[float]], a: float = 2.0, bounds: npt.NDArray[jot.DType] | None = None, repr_attributes: tuple[str, ...] = (), **kwargs: Any, ): """ Instantiate a Move. Args: position_set: sets of only possible values for x in each dimension. a: parameter for tuning the distribution of Z. Smaller values make samples tightly distributed around 1 while bigger values make samples more spread out with a peak getting closer to 0. bounds: optional sequence of (min, max) bounds for values to propose in each dimension. repr_attributes: tuple of attribute names to include in the move's representation. """ super().__init__( a=a, position_set=position_set, bounds=bounds, repr_attributes=repr_attributes, **kwargs, )
# endregion # region methods def _find_nearest(self, vector: npt.NDArray[jot.DT_ARR]) -> npt.NDArray[jot.DT_ARR]: """ Find the nearest values in <array> for each element in <vector>. Args: vector: an array of values for which to find the nearest values. Returns: An array with the nearest values from <vector> in <array>. """ for index, value in enumerate(vector): vector[index] = self._position_set[index][np.nanargmin(np.abs(self._position_set[index] - value))] return vector def _get_proposal(self, x: npt.NDArray[jot.DT_ARR], state: State) -> npt.NDArray[jot.DT_ARR]: """ Generate a new proposed vector x. Args: x: current vector x of shape (ndim,). state: current state of the SA algorithm. Returns: New proposed vector x of shape (ndim,). """ # pick X_j at random from the complementary set x_j = state.complementary_set[np.random.randint(0, len(state.complementary_set))] # sample z r = state.iteration / state.max_iter a = (1.5 - self._a) * r + self._a z = self._sample_z(a) proposal = x_j + z * (x - x_j) # move return self._find_nearest(proposal)
# endregion