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/***************************************************************************
* Copyright (C) 2009 by BUI Quang Minh *
* minh.bui@univie.ac.at *
* *
* This program 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 2 of the License, or *
* (at your option) any later version. *
* *
* This program 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 this program; if not, write to the *
* Free Software Foundation, Inc., *
* 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. *
***************************************************************************/
#include "stoprule.h"
#include "timeutil.h"
#include "MPIHelper.h"
StopRule::StopRule() : CheckpointFactory()
{
// nTime_ = 0;
predicted_iteration = 0;
stop_condition = SC_FIXED_ITERATION;
confidence_value = 0.95;
min_iteration = 0;
max_iteration = 0;
unsuccess_iteration = 100;
min_correlation = 0.99;
step_iteration = 100;
start_real_time = -1.0;
max_run_time = -1.0;
curIteration = 0;
should_stop = false;
}
void StopRule::initialize(Params ¶ms) {
stop_condition = params.stop_condition;
confidence_value = params.stop_confidence;
min_iteration = params.min_iterations;
max_iteration = params.max_iterations;
unsuccess_iteration = params.unsuccess_iteration;
min_correlation = params.min_correlation;
step_iteration = params.step_iterations;
start_real_time = getRealTime();
max_run_time = params.maxtime * 60; // maxtime is in minutes
}
void StopRule::getUFBootCountCheck(int &ufboot_count, int &ufboot_count_check) {
int step = step_iteration;
while (step*2 < MPIHelper::getInstance().getNumProcesses())
step *= 2;
ufboot_count = (curIteration/(step/2)+1)*(step/2);
ufboot_count_check = (curIteration/step+1)*step;
}
StopRule::~StopRule()
{
}
void StopRule::saveCheckpoint() {
checkpoint->startStruct("StopRule");
CKP_SAVE(curIteration);
CKP_SAVE(start_real_time);
CKP_VECTOR_SAVE(time_vec);
checkpoint->endStruct();
CheckpointFactory::saveCheckpoint();
}
void StopRule::restoreCheckpoint() {
CheckpointFactory::restoreCheckpoint();
checkpoint->startStruct("StopRule");
CKP_RESTORE(curIteration);
CKP_RESTORE(start_real_time);
CKP_VECTOR_RESTORE(time_vec);
checkpoint->endStruct();
}
//
//int StopRule::getNumIterations() {
// if (stop_condition == SC_FIXED_ITERATION || predicted_iteration == 0)
// return min_iteration;
// return predicted_iteration;
//}
//int StopRule::getPredictedIteration(int cur_iteration) {
// double realtime_secs = getRealTime() - start_real_time;
//
// switch (stop_condition) {
// case SC_FIXED_ITERATION:
// return min_iteration;
// case SC_WEIBULL:
// if (predicted_iteration == 0)
// return min_iteration;
// else
// return predicted_iteration;
// case SC_UNSUCCESS_ITERATION:
// return getLastImprovedIteration() + unsuccess_iteration;
// case SC_BOOTSTRAP_CORRELATION:
// return ((cur_iteration+step_iteration-1)/step_iteration)*step_iteration;
// case SC_REAL_TIME:
//// return ((max_run_time - realtime_secs)/max_run_time);
// assert(0);
// return 0;
// }
//}
bool StopRule::meetStopCondition(int cur_iteration, double cur_correlation) {
if (should_stop)
return true;
switch (stop_condition) {
case SC_FIXED_ITERATION:
return cur_iteration >= min_iteration;
case SC_WEIBULL:
if (predicted_iteration == 0)
return cur_iteration > min_iteration;
else
return cur_iteration > predicted_iteration;
case SC_UNSUCCESS_ITERATION:
return cur_iteration > getLastImprovedIteration() + unsuccess_iteration;
case SC_BOOTSTRAP_CORRELATION:
return ((cur_correlation >= min_correlation) && (cur_iteration > getLastImprovedIteration() + unsuccess_iteration))
|| cur_iteration > max_iteration;
case SC_REAL_TIME:
return (getRealTime() - start_real_time >= max_run_time);
}
return false;
}
double StopRule::getRemainingTime(int cur_iteration) {
double realtime_secs = getRealTime() - start_real_time;
int niterations;
switch (stop_condition) {
case SC_REAL_TIME:
return max_run_time - realtime_secs;
case SC_FIXED_ITERATION:
niterations = min_iteration;
break;
case SC_WEIBULL:
niterations = (predicted_iteration == 0) ? min_iteration : predicted_iteration;
break;
case SC_UNSUCCESS_ITERATION:
niterations = getLastImprovedIteration() + unsuccess_iteration;
break;
case SC_BOOTSTRAP_CORRELATION:
niterations = max(((cur_iteration+step_iteration-1)/step_iteration)*step_iteration, getLastImprovedIteration() + unsuccess_iteration);
// if (cur_correlation >= min_correlation)
// niterations = getLastImprovedIteration() + unsuccess_iteration;
break;
}
return (niterations - cur_iteration) * realtime_secs / (cur_iteration - 1);
}
//void StopRule::setStopCondition(STOP_CONDITION sc) {
// stop_condition = sc;
//}
//
//void StopRule::setIterationNum(int min_it, int max_it) {
// min_iteration = min_it;
// max_iteration = max_it;
//}
//
//void StopRule::setConfidenceValue(double confidence_val)
//{
// confidence_value = confidence_val;
// assert(confidence_value > 0 && confidence_value < 1);
//}
//
//void StopRule::setUnsuccessIteration(int unsuccess_iteration) {
// this->unsuccess_iteration = unsuccess_iteration;
//}
//
//void StopRule::setMinCorrelation(double min_correlation, int step_iteration) {
// this->min_correlation = min_correlation;
// this->step_iteration = step_iteration;
//}
//
//void StopRule::setRealTime(double start_real_time, double max_un_time) {
// this->start_real_time = start_real_time;
// this->max_run_time = max_run_time;
//}
double StopRule::predict (double &upperTime) {
if (time_vec.size() < 4) return 0;
//readVector(time_vec);
double predictedTime_ = cmpExtinctTime (time_vec.size());
upperTime = cmpUpperTime (time_vec.size(), 1.0 - confidence_value);
return predictedTime_;
}
void StopRule::addImprovedIteration(int iteration) {
time_vec.insert(time_vec.begin(), iteration);
// nTime_++;
if (stop_condition != SC_WEIBULL) return;
double upperTime;
if (predict(upperTime) == 0) return;
predicted_iteration = upperTime;
if (stop_condition == SC_WEIBULL && predicted_iteration > max_iteration)
predicted_iteration = max_iteration;
if (predicted_iteration < min_iteration)
predicted_iteration = min_iteration;
//cout << "Stopping rule suggests " << predicted_iteration << " iterations ("
// << (predicted_iteration - iteration) << " more iterations)" << endl;
}
int StopRule::getLastImprovedIteration() {
if (time_vec.empty())
return 0;
return time_vec[0];
}
void StopRule::cmpInvMat (DoubleMatrix &oriMat, DoubleMatrix &invMat, int size) {
//invMat.setLimit (size, size);
double eps = 1.0e-20; /* ! */
int i, j, k, l, maxi=0, idx, ix, jx;
double sum, tmp, maxb, aw;
invMat.resize(size);
for (i = 0; i < size; i++) invMat[i].resize(size);
IntVector index (size);
double *wk;
DoubleMatrix omtrx (size);
for (i = 0; i < size; i++) omtrx[i].resize(size);
/* copy oriMat to omtrx */
for (i = 0; i < size; i++)
for (j = 0; j < size; j++)
omtrx[i][j] = oriMat[i][j];
wk = (double *) calloc((size_t)size, sizeof(double));
aw = 1.0;
for (i = 0; i < size; i++) {
maxb = 0.0;
for (j = 0; j < size; j++) {
if (fabs(omtrx[i][j]) > maxb)
maxb = fabs(omtrx[i][j]);
}
if (maxb == 0.0) {
/* Singular matrix */
cout << "\n\n\nHALT: PLEASE REPORT ERROR D TO DEVELOPERS\n\n\n";
//OutStream::write(oriMat, cout);
exit(1);
}
wk[i] = 1.0 / maxb;
}
for (j = 0; j < size; j++) {
for (i = 0; i < j; i++) {
sum = omtrx[i][j];
for (k = 0; k < i; k++)
sum -= omtrx[i][k] * omtrx[k][j];
omtrx[i][j] = sum;
}
maxb = 0.0;
for (i = j; i < size; i++) {
sum = omtrx[i][j];
for (k = 0; k < j; k++)
sum -= omtrx[i][k] * omtrx[k][j];
omtrx[i][j] = sum;
tmp = wk[i] * fabs(sum);
if (tmp >= maxb) {
maxb = tmp;
maxi = i;
}
}
if (j != maxi) {
for (k = 0; k < size; k++) {
tmp = omtrx[maxi][k];
omtrx[maxi][k] = omtrx[j][k];
omtrx[j][k] = tmp;
}
aw = -aw;
wk[maxi] = wk[j];
}
index[j] = maxi;
if (omtrx[j][j] == 0.0)
omtrx[j][j] = eps;
if (j != size - 1) {
tmp = 1.0 / omtrx[j][j];
for (i = j + 1; i < size; i++)
omtrx[i][j] *= tmp;
}
}
for (jx = 0; jx < size; jx++) {
for (ix = 0; ix < size; ix++)
wk[ix] = 0.0;
wk[jx] = 1.0;
l = -1;
for (i = 0; i < size; i++) {
idx = index[i];
sum = wk[idx];
wk[idx] = wk[i];
if (l != -1) {
for (j = l; j < i; j++)
sum -= omtrx[i][j] * wk[j];
} else if (sum != 0.0)
l = i;
wk[i] = sum;
}
for (i = size - 1; i >= 0; i--) {
sum = wk[i];
for (j = i + 1; j < size; j++)
sum -= omtrx[i][j] * wk[j];
wk[i] = sum / omtrx[i][i];
}
for (ix = 0; ix < size; ix++)
invMat[ix][jx] = wk[ix];
}
free((char *)wk);
wk = NULL;
} /* luinverse */
void StopRule::readMat (char *fileName, DoubleMatrix &oriMat, int &size) {
std::ifstream inFile_;
inFile_.open(fileName);
inFile_ >> size;
oriMat.resize(size);
for (int i = 0; i < size; i++) oriMat[i].resize(size);
for (int row_ = 0; row_ < size; row_ ++)
for (int col_ = 0; col_ < size; col_ ++)
inFile_ >> oriMat[row_][col_];
inFile_.close ();
}
void StopRule::multiple (DoubleMatrix &mat1, DoubleMatrix &mat2, DoubleMatrix &proMat) {
int row_, col_;
//proMat.setLimit (mat1.getNRow (), mat2.getNCol ());
proMat.resize(mat1.size());
int nrow_ = proMat.size();
int ncol_ = mat2[0].size();
for (row_ = 0; row_ < proMat.size(); row_++) proMat[row_].resize(ncol_);
for (row_ = 0; row_ < nrow_; row_ ++)
for (col_ = 0; col_ < ncol_; col_ ++) {
proMat[row_][col_] = 0.0;
for (int count_ = 0; count_ < mat1[0].size(); count_ ++) {
proMat[row_][col_] += mat1[row_][count_] * mat2[count_][col_];
// std::cout << mat1[row_][count_] << " --> " << mat2[count_][col_] << endl;
}
}
}
void StopRule::multiple (DoubleMatrix &mat1, DoubleVector &vec2, DoubleVector &proVec) {
int row_, col_;
proVec.resize(mat1.size());
for (row_ = 0; row_ < mat1.size (); row_ ++) {
proVec[row_] = 0.0;
for (col_ = 0; col_ < mat1[0].size(); col_ ++)
proVec[row_] += mat1[row_][col_] * vec2[col_];
}
}
void StopRule::multiple (DoubleVector &vec1, DoubleMatrix &mat2, DoubleVector &proVec) {
int row_, col_;
proVec.resize(mat2[0].size());
for (col_ = 0; col_ < mat2[0].size(); col_ ++) {
proVec[col_] = 0.0;
for (row_ = 0; row_ < mat2.size(); row_ ++)
proVec[col_] += vec1[row_] * mat2[row_][col_];
}
}
void StopRule::multiple (DoubleVector &vec1, DoubleVector &vec2, DoubleMatrix &proMat) {
int row_, col_;
proMat.resize(vec1.size());
for (row_ = 0; row_ < vec1.size(); row_++)
proMat[row_].resize(vec2.size());
for (row_ = 0; row_ < vec1.size(); row_ ++)
for (col_ = 0; col_ < vec2.size(); col_ ++)
proMat[row_][col_] = vec1[row_] * vec2[col_];
}
double StopRule::multiple (DoubleVector &vec1, DoubleVector &vec2) {
double sum_ = 0.0;
for (int count_ = 0; count_ < vec1.size(); count_ ++)
sum_ += vec1[count_] * vec2[count_];
return sum_;
}
/* THE FOLLOWING CODE COMES FROM tools.c in Yang's PAML package */
//----------------------------------------------------------------------------------------
double StopRule::cmpLnGamma (double alpha) {
/* returns ln(gamma(alpha)) for alpha>0, accurate to 10 decimal places.
Stirling's formula is used for the central polynomial part of the procedure.
Pike MC & Hill ID (1966) Algorithm 291: Logarithm of the gamma function.
Communications of the Association for Computing Machinery, 9:684
*/
double x=alpha, f=0, z;
if (x<7) {
f=1; z=x-1;
while (++z<7) f*=z;
x=z; f=-log(f);
}
z = 1/(x*x);
return f + (x-0.5)*log(x) - x + .918938533204673
+ (((-.000595238095238*z+.000793650793651)*z-.002777777777778)*z
+.083333333333333)/x;
} //end of function cmpLnGamma
void StopRule::readVector(DoubleVector &tmpTimeVec_) {
// nTime_ = tmpTimeVec_.size();
time_vec.resize(tmpTimeVec_.size());
for (int count_ = 0; count_ < tmpTimeVec_.size(); count_ ++)
time_vec[count_] = tmpTimeVec_[tmpTimeVec_.size() - count_ - 1];
}
void StopRule::readFile (const char *fileName) {
std::ifstream inFile_;
inFile_.open (fileName);
// int nTime_ = 0;
DoubleVector tmpTimeVec_;// (MAX_ITERATION, MAX_ITERATION);
double old_time = -1.0;
while (inFile_.eof () == 0) {
double tmpTime_ = -1.0;
inFile_ >> tmpTime_;
if (tmpTime_ > old_time) {
tmpTimeVec_.push_back(tmpTime_);
// nTime_ ++;
old_time = tmpTime_;
}
}
inFile_.close ();
time_vec.resize(tmpTimeVec_.size());
for (int count_ = 0; count_ < tmpTimeVec_.size(); count_ ++)
time_vec[count_] = tmpTimeVec_[tmpTimeVec_.size() - count_ - 1];
}
double StopRule::cmpMuy (int k) {
double sum_ = 0.0;
for (int i = 0; i < k - 2; i ++)
sum_ += log ( (time_vec[0] - time_vec[ k - 1]) / (time_vec[0] - time_vec[i + 1]) );
double lamda_;
lamda_ = (1.0 / (k - 1.0) ) * sum_;
return lamda_;
}
void StopRule::cmpLamdaMat (int k, DoubleMatrix &lamdaMat) {
int i, j;
lamdaMat.resize(k);
for (i = 0; i < k; i ++)
lamdaMat[i].resize(k);
double muy_ = cmpMuy (k);
for (i = 0; i < k; i ++)
for (j = 0; j <= i; j ++) {
/*
lamdaMat[i][j] = (cmpGamma (2*muy_ + i + 1) * cmpGamma (muy_ + j + 1) ) /
( cmpGamma (muy_ + i + 1) * cmpGamma (j + 1) );*/
// to fix divide by zero PROBLEM!
lamdaMat[i][j] = cmpLnGamma (2*muy_ + i + 1) + cmpLnGamma (muy_ + j + 1) -
cmpLnGamma (muy_ + i + 1) - cmpLnGamma (j + 1);
//if (i == 98 && j == 97)
// std::cout << i << "," << j << " -> " << lamdaMat[i][j] << endl;
lamdaMat[i][j] = exp(lamdaMat[i][j]);
lamdaMat[j][i] = lamdaMat[i][j];
}
}
void StopRule::cmpVecA (int k, DoubleVector &aVec) {
DoubleVector eVec_ (k, k);
int count_;
for (count_ = 0; count_ < k; count_ ++)
eVec_[count_] = 1.0;
DoubleMatrix lamdaMat_;
cmpLamdaMat (k, lamdaMat_);
// OutStream::write (lamdaMat_, std::cout);
DoubleMatrix invLamdaMat_;
cmpInvMat (lamdaMat_, invLamdaMat_, k);
// OutStream::write (invLamdaMat_, std::cout);
DoubleMatrix proMat_;
multiple (lamdaMat_, invLamdaMat_, proMat_);
//OutStream::write (proMat_, std::cout);
DoubleVector tmp1Vec_;
multiple (eVec_, invLamdaMat_, tmp1Vec_);
//OutStream::write (tmp1Vec_, std::cout);
double tmp2_ = multiple (tmp1Vec_, eVec_);
double invTmp2_ = 1.0 / tmp2_;
for (int row_ = 0; row_ < k; row_ ++)
for (int col_ = 0; col_ < k; col_ ++)
invLamdaMat_[row_][col_] *= invTmp2_;
DoubleVector tmp3Vec_;
multiple (invLamdaMat_, eVec_, aVec);
}
double StopRule::cmpExtinctTime (int k) {
DoubleVector a;
cmpVecA (k, a);
double extinctTime_ = 0.0;
for (int count_ = 0; count_ < k; count_ ++)
extinctTime_ += a[count_] * time_vec[count_];
return extinctTime_;
}
double StopRule::cmpUpperTime (int k, double alpha) {
double muy_ = cmpMuy (k);
double priSu_ = -log (alpha) / k ;
double su_ = pow (priSu_, -muy_);
return time_vec[0] + (time_vec[0] - time_vec[k - 1]) / (su_ - 1.0);
}
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