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13982dcc94
yap-6.3/packages/yap-lbfgs/yap_lbfgs.c
Vitor Santos Costa 13982dcc94 heap
2019-04-04 13:27:06 +01:00

480 lines
14 KiB
C
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#include "YapInterface.h"
#include <lbfgs.h>
#include <stdio.h>
#include <string.h>
/*
This file is part of YAP-LBFGS.
Copyright (C) 2009 Bernd Gutmann
YAP-LBFGS is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
YAP-LBFGS is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with YAP-LBFGS. If not, see <http://www.gnu.org/licenses/>.
*/
// These constants describe the internal state
#define LBFGS_STATUS_NONE 0
#define LBFGS_STATUS_INITIALIZED 1
#define LBFGS_STATUS_RUNNING 2
#define LBFGS_STATUS_CB_EVAL 3
#define LBFGS_STATUS_CB_PROGRESS 4
static lbfgs_parameter_t parms;
X_API void init_lbfgs_predicates(void);
YAP_Functor fevaluate, fprogress, fmodule, ffloats;
YAP_Term tuser;
lbfgsfloatval_t *x_p;
static lbfgsfloatval_t evaluate(void *instance, const lbfgsfloatval_t *x,
lbfgsfloatval_t *g_tmp, const int n,
const lbfgsfloatval_t step) {
YAP_Term call;
YAP_Bool result;
lbfgsfloatval_t rc;
YAP_Term v, t1, t12;
YAP_Term t[6], t2[2];
t[0] = v = YAP_MkVarTerm();
t1 = YAP_MkIntTerm((YAP_Int)x);
t[1] = YAP_MkApplTerm(ffloats, 1, &t1);
t12 = YAP_MkIntTerm((YAP_Int)g_tmp);
t[2] = YAP_MkApplTerm(ffloats, 1, &t12);
t[3] = YAP_MkIntTerm(n);
t[4] = YAP_MkFloatTerm(step);
t[5] = YAP_MkIntTerm((YAP_Int)instance);
t2[0] = tuser;
t2[1] = YAP_MkApplTerm(fevaluate, 6, t);
call = YAP_MkApplTerm(fmodule, 2, t2);
int sl = YAP_InitSlot(v);
// lbfgs_status=LBFGS_STATUS_CB_EVAL;
result = YAP_RunGoalOnce(call);
// lbfgs_status=LBFGS_STATUS_RUNNING;
if (result == FALSE) {
printf("ERROR: the evaluate call failed in YAP.\n");
// Goal did not succeed
return FALSE;
}
YAP_Term o;
if (YAP_IsIntTerm((o = YAP_GetFromSlot(sl))))
rc = YAP_IntOfTerm(o);
else
rc = YAP_FloatOfTerm(o);
YAP_RecoverSlots(1, sl);
return rc;
}
static int progress(void *instance, const lbfgsfloatval_t *local_x,
const lbfgsfloatval_t *local_g,
const lbfgsfloatval_t fx, const lbfgsfloatval_t xnorm,
const lbfgsfloatval_t gnorm, const lbfgsfloatval_t step,
int n, int k, int ls) {
YAP_Term call;
YAP_Bool result;
YAP_Int s1;
YAP_Term t[10], t2[2], v;
t[0] = YAP_MkFloatTerm(fx);
t[1] = YAP_MkIntTerm((YAP_Int)local_x);
t[1] = YAP_MkApplTerm(ffloats, 1, t + 1);
t[2] = YAP_MkIntTerm((YAP_Int)local_g);
t[2] = YAP_MkApplTerm(ffloats, 1, t + 2);
t[3] = YAP_MkFloatTerm(xnorm);
t[4] = YAP_MkFloatTerm(gnorm);
t[5] = YAP_MkFloatTerm(step);
t[6] = YAP_MkIntTerm(n);
t[7] = YAP_MkIntTerm(k);
t[8] = YAP_MkIntTerm(ls);
t[9] = v = YAP_MkVarTerm();
t2[0] = tuser;
t2[1] = YAP_MkApplTerm(fprogress, 10, t);
call = YAP_MkApplTerm(fmodule, 2, t2);
s1 = YAP_InitSlot(v);
// lbfgs_status=LBFGS_STATUS_CB_PROGRESS;
result = YAP_RunGoalOnce(call);
// lbfgs_status=LBFGS_STATUS_RUNNING;
YAP_Term o = YAP_GetFromSlot(s1);
if (result == FALSE) {
printf("ERROR: the progress call failed in YAP.\n");
// Goal did not succeed
return -1;
}
if (YAP_IsIntTerm(o)) {
int v = YAP_IntOfTerm(o);
return (int)v;
}
fprintf(stderr, "ERROR: The progress call back function did not return an "
"integer as last argument\n");
return 1;
}
/** @pred lbfgs_initialize(+N,+Module,+Evaluate,+Progress)
Create space to optimize a function with _N_ variables (_N_ has to be
integer).
+ _Module</span>_ is the name of the module where the call back
predicates can be found,
+ _Evaluate_ is the call back predicate (arity 3)
to evaluate the function math <span class="math">_F</span>_,
+ _Progress_ is the call back predicate invoked
(arity 8) after every iteration
Example
~~~~
lbfgs_initialize(1,user,evaluate,progress,e,g)</span>
~~~~
The evaluate call back predicate has to be of the type
`evaluate(-F,+N,+Step)`. It has to calculate the current function
value _F_. _N_ is the
size of the parameter vector (the value which was used to initialize
LBFGS) and _Step_ is the current state of the
line search. The call back predicate can access the current values of
`x[i]` by calling `lbfgs_get_x(+I,-Xi)`. Finally, the call back
predicate has to calculate the gradient of _F</span>_
and set its value by calling `lbfgs_set_g(+I,+Gi)` for every `1<=I<=N`.
The progress call back predicate has to be of the type
`progress(+F,+X_Norm,+G_Norm,+Step,+N,+Iteration,+LS,-Continue)`. It
is called after every iteration. The call back predicate can access
the current values of _X_ and of the gradient by calling
`lbfgs_get_x(+I,-Xi)` and `lbfgs_get_g`(+I,-Gi)`
respectively. However, it must not call the setter predicates for <span
class="code"_X_ or _G_. If it tries to do so, the lbfgs will
terminate with an error. If _Continue_ is set to 0 (int) the
optimization process will continue for one more iteration, any other
value will terminate the optimization process.
*/
/**
* @pred lbfgs( N, X, U, FX )
*
* @Arg1 N: number of variables in problem
* @Arg[X0]: input vector
* @Arg[FX]: function value,
* @Arg[FX]: parameter
* @Arg[X0]: user data
* @Arg[FX]: status
*/
static YAP_Bool p_lbfgs(void) {
YAP_Term t1 = YAP_ARG1, t;
int n, sl;
lbfgsfloatval_t *x;
lbfgsfloatval_t fx;
if (!YAP_IsIntTerm(t1)) {
return false;
}
n = YAP_IntOfTerm(t1);
if (n < 1) {
return FALSE;
}
sl = YAP_InitSlot(YAP_ARG3);
if (!x_p)
x_p = lbfgs_malloc(n+1);
x = x_p;
t = YAP_MkIntTerm((YAP_Int)x);
YAP_Unify(YAP_ARG2, YAP_MkApplTerm(ffloats, 1, &t));
lbfgs_parameter_t *param = &parms;
void *ui = NULL; //(void *)YAP_IntOfTerm(YAP_ARG4);
int ret = lbfgs(n, x, &fx, evaluate, progress, ui, param);
t = YAP_GetFromSlot(sl);
YAP_Unify(t, YAP_MkFloatTerm(fx));
YAP_RecoverSlots(1, sl);
if (ret == 0)
return true;
fprintf(stderr, "optimization terminated with code %d\n ",ret);
return true;
}
static YAP_Bool lbfgs_grab(void) {
int n = YAP_IntOfTerm(YAP_ARG1);
if (n < 1) {
return FALSE;
}
lbfgsfloatval_t *x = lbfgs_malloc(n);
YAP_Term t = YAP_MkIntTerm((YAP_Int)x);
return YAP_Unify(YAP_ARG2, YAP_MkApplTerm(ffloats, 1, &t));
}
static YAP_Bool lbfgs_release(void) {
/* if (lbfgs_status == LBFGS_STATUS_NONE) { */
/* printf("Error: Lbfgs is not initialized.\n"); */
/* return FALSE; */
/* } */
/* if (lbfgs_status == LBFGS_STATUS_INITIALIZED) { */
lbfgs_free((lbfgsfloatval_t *)YAP_IntOfTerm(YAP_ArgOfTerm(1, (YAP_ARG1))));
return TRUE;
/* return FALSE; */
}
static YAP_Bool lbfgs_defaults(void) {
lbfgs_parameter_init(&parms);
return TRUE;
/* return FALSE; */
}
/** @pred lbfgs_set_parameter(+Name,+Value,+Parameters)
Set the parameter Name to Value. Only possible while the lbfgs
is not running.
*/
static YAP_Bool lbfgs_set_parameter(void) {
YAP_Term t1 = YAP_ARG1;
YAP_Term t2 = YAP_ARG2;
lbfgs_parameter_t *param = &parms;
/* if (lbfgs_status != LBFGS_STATUS_NONE && lbfgs_status !=
* LBFGS_STATUS_INITIALIZED){ */
/* printf("ERROR: Lbfgs is running right now. Please wait till it is
* finished.\n"); */
/* return FALSE; */
/* } */
if (!YAP_IsAtomTerm(t1)) {
return FALSE;
}
const char *name = YAP_AtomName(YAP_AtomOfTerm(t1));
if ((strcmp(name, "m") == 0)) {
if (!YAP_IsIntTerm(t2)) {
return FALSE;
}
param->m = YAP_IntOfTerm(t2);
} else if ((strcmp(name, "epsilon") == 0)) {
lbfgsfloatval_t v;
if (YAP_IsFloatTerm(t2)) {
v = YAP_FloatOfTerm(t2);
} else if (YAP_IsIntTerm(t2)) {
v = (lbfgsfloatval_t)YAP_IntOfTerm(t2);
} else {
return FALSE;
}
param->epsilon = v;
} else if ((strcmp(name, "past") == 0)) {
if (!YAP_IsIntTerm(t2)) {
return FALSE;
}
param->past = YAP_IntOfTerm(t2);
} else if ((strcmp(name, "delta") == 0)) {
lbfgsfloatval_t v;
if (YAP_IsFloatTerm(t2)) {
v = YAP_FloatOfTerm(t2);
} else if (YAP_IsIntTerm(t2)) {
v = (lbfgsfloatval_t)YAP_IntOfTerm(t2);
} else {
return FALSE;
}
param->delta = v;
} else if ((strcmp(name, "max_iterations") == 0)) {
if (!YAP_IsIntTerm(t2)) {
return FALSE;
}
param->max_iterations = YAP_IntOfTerm(t2);
} else if ((strcmp(name, "linesearch") == 0)) {
if (!YAP_IsIntTerm(t2)) {
return FALSE;
}
param->linesearch = YAP_IntOfTerm(t2);
} else if ((strcmp(name, "max_linesearch") == 0)) {
if (!YAP_IsIntTerm(t2)) {
return FALSE;
}
param->max_linesearch = YAP_IntOfTerm(t2);
} else if ((strcmp(name, "min_step") == 0)) {
lbfgsfloatval_t v;
if (YAP_IsFloatTerm(t2)) {
v = YAP_FloatOfTerm(t2);
} else if (YAP_IsIntTerm(t2)) {
v = (lbfgsfloatval_t)YAP_IntOfTerm(t2);
} else {
return FALSE;
}
param->min_step = v;
} else if ((strcmp(name, "max_step") == 0)) {
lbfgsfloatval_t v;
if (YAP_IsFloatTerm(t2)) {
v = YAP_FloatOfTerm(t2);
} else if (YAP_IsIntTerm(t2)) {
v = (lbfgsfloatval_t)YAP_IntOfTerm(t2);
} else {
return FALSE;
}
param->max_step = v;
} else if ((strcmp(name, "ftol") == 0)) {
lbfgsfloatval_t v;
if (YAP_IsFloatTerm(t2)) {
v = YAP_FloatOfTerm(t2);
} else if (YAP_IsIntTerm(t2)) {
v = (lbfgsfloatval_t)YAP_IntOfTerm(t2);
} else {
return FALSE;
}
param->ftol = v;
} else if ((strcmp(name, "gtol") == 0)) {
lbfgsfloatval_t v;
if (YAP_IsFloatTerm(t2)) {
v = YAP_FloatOfTerm(t2);
} else if (YAP_IsIntTerm(t2)) {
v = (lbfgsfloatval_t)YAP_IntOfTerm(t2);
} else {
return FALSE;
}
param->gtol = v;
} else if ((strcmp(name, "xtol") == 0)) {
lbfgsfloatval_t v;
if (YAP_IsFloatTerm(t2)) {
v = YAP_FloatOfTerm(t2);
} else if (YAP_IsIntTerm(t2)) {
v = (lbfgsfloatval_t)YAP_IntOfTerm(t2);
} else {
return FALSE;
}
param->xtol = v;
} else if ((strcmp(name, "orthantwise_c") == 0)) {
lbfgsfloatval_t v;
if (YAP_IsFloatTerm(t2)) {
v = YAP_FloatOfTerm(t2);
} else if (YAP_IsIntTerm(t2)) {
v = (lbfgsfloatval_t)YAP_IntOfTerm(t2);
} else {
return FALSE;
}
param->orthantwise_c = v;
} else if ((strcmp(name, "orthantwise_start") == 0)) {
if (!YAP_IsIntTerm(t2)) {
return FALSE;
}
param->orthantwise_start = YAP_IntOfTerm(t2);
} else if ((strcmp(name, "orthantwise_end") == 0)) {
if (!YAP_IsIntTerm(t2)) {
return FALSE;
}
param->orthantwise_end = YAP_IntOfTerm(t2);
} else {
printf("ERROR: The parameter %s is unknown.\n", name);
return FALSE;
}
return TRUE;
}
/** @pred lbfgs_get_parameter(+Name,-Value)</h3>
Get the current Value for Name
*/
static YAP_Bool lbfgs_get_parameter(void) {
YAP_Term t1 = YAP_ARG1;
YAP_Term t2 = YAP_ARG2;
lbfgs_parameter_t *param = &parms;
if (!YAP_IsAtomTerm(t1)) {
return FALSE;
}
const char *name = YAP_AtomName(YAP_AtomOfTerm(t1));
if ((strcmp(name, "m") == 0)) {
return YAP_Unify(t2, YAP_MkIntTerm(param->m));
} else if ((strcmp(name, "epsilon") == 0)) {
return YAP_Unify(t2, YAP_MkFloatTerm(param->epsilon));
} else if ((strcmp(name, "past") == 0)) {
return YAP_Unify(t2, YAP_MkIntTerm(param->past));
} else if ((strcmp(name, "delta") == 0)) {
return YAP_Unify(t2, YAP_MkFloatTerm(param->delta));
} else if ((strcmp(name, "max_iterations") == 0)) {
return YAP_Unify(t2, YAP_MkIntTerm(param->max_iterations));
} else if ((strcmp(name, "linesearch") == 0)) {
return YAP_Unify(t2, YAP_MkIntTerm(param->linesearch));
} else if ((strcmp(name, "max_linesearch") == 0)) {
return YAP_Unify(t2, YAP_MkIntTerm(param->max_linesearch));
} else if ((strcmp(name, "min_step") == 0)) {
return YAP_Unify(t2, YAP_MkFloatTerm(param->min_step));
} else if ((strcmp(name, "max_step") == 0)) {
return YAP_Unify(t2, YAP_MkFloatTerm(param->max_step));
} else if ((strcmp(name, "ftol") == 0)) {
return YAP_Unify(t2, YAP_MkFloatTerm(param->ftol));
} else if ((strcmp(name, "gtol") == 0)) {
return YAP_Unify(t2, YAP_MkFloatTerm(param->gtol));
} else if ((strcmp(name, "xtol") == 0)) {
return YAP_Unify(t2, YAP_MkFloatTerm(param->xtol));
} else if ((strcmp(name, "orthantwise_c") == 0)) {
return YAP_Unify(t2, YAP_MkFloatTerm(param->orthantwise_c));
} else if ((strcmp(name, "orthantwise_start") == 0)) {
return YAP_Unify(t2, YAP_MkIntTerm(param->orthantwise_start));
} else if ((strcmp(name, "orthantwise_end") == 0)) {
return YAP_Unify(t2, YAP_MkIntTerm(param->orthantwise_end));
}
printf("ERROR: The parameter %s is unknown.\n", name);
return false;
}
X_API void init_lbfgs_predicates(void) {
fevaluate = YAP_MkFunctor(YAP_LookupAtom("evaluate"), 6);
fprogress = YAP_MkFunctor(YAP_LookupAtom("progress"), 10);
fmodule = YAP_MkFunctor(YAP_LookupAtom(":"), 2);
ffloats = YAP_MkFunctor(YAP_LookupAtom("floats"), 1);
tuser = YAP_MkAtomTerm(YAP_LookupAtom("user"));
// Initialize the parameters for the L-BFGS optimization.
lbfgs_parameter_init(&parms);
YAP_UserCPredicate("lbfgs_grab", lbfgs_grab, 2);
YAP_UserCPredicate("lbfgs", p_lbfgs, 3);
YAP_UserCPredicate("lbfgs_release", lbfgs_release, 1);
YAP_UserCPredicate("lbfgs_defaults", lbfgs_defaults, 0);
YAP_UserCPredicate("lbfgs_set_parameter", lbfgs_set_parameter, 2);
YAP_UserCPredicate("lbfgs_get_parameter", lbfgs_get_parameter, 2);
}
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