Merge pull request #20 from rafaelbailo/main

Unit tests for stopping criteria and examples

docs/src/low_level.md

@@ -1,6 +1,6 @@
 # Low-level interface
 
-Internally, the `minimise` routine relies on two constructs: the `ParticleDynamic` and a `ConsensusBasedXMethod`.
+Internally, the `minimise` routine relies on two constructs: the `ParticleDynamic` and a `CBXMethod`.
 
 ## ConsensusBasedXLowLevel
 
@@ -31,15 +31,15 @@ ConsensusBasedX.ParticleDynamicCache
 
 ## `ConsensusBasedOptimisation`
 
-The `ConsensusBasedOptimisation` struct (of type `ConsensusBasedXMethod`) defines the details of the *consensus-based optimisation method* (function evaluations, consensus point...).
+The `ConsensusBasedOptimisation` struct (of type `CBXMethod`) defines the details of the *consensus-based optimisation method* (function evaluations, consensus point...).
 
 ```@docs
 ConsensusBasedX.ConsensusBasedOptimisation
 ```
 
 ### `ConsensusBasedOptimisationCache`
 
-`ConsensusBasedOptimisation` requires a cache, `ConsensusBasedOptimisationCache` (of type `ConsensusBasedXMethodCache`). This can be constructed with:
+`ConsensusBasedOptimisation` requires a cache, `ConsensusBasedOptimisationCache` (of type `CBXMethodCache`). This can be constructed with:
 ```@docs
 ConsensusBasedX.construct_method_cache
 ```

docs/src/noise_types.md

@@ -4,12 +4,12 @@ By default, ConsensusBasedX.jl uses so-called *isotropic noise* (option `noise =
 ```math
 \mathrm{d}X_i(t) = \cdots + \sqrt{2} \sigma \left| X_i(t) - V(t) \right| \mathrm{d}W_i(t),
 ```
-where ``W_i`` are independent Brownian processes. The intensity of the noise depends on the distance of each particle to the consensus point, ``\left| X_i(t) - V(t) \right|``.
+where ``W_i`` are independent Brownian processes. The intensity of the noise depends on the distance of each particle to the consensus point, ``\left| X_i(t) - V(t) \right|``. [Full-code example](https://github.com/PdIPS/ConsensusBasedX.jl/blob/main/examples/advanced_usage/isotropic_noise.jl).
 
 ## Anisotropic noise
 
 ConsensusBasedX.jl also offers *anisotropic noise*, given by 
 ```math
 \mathrm{d}X_i(t) = \cdots + \sqrt{2} \sigma \,\mathrm{diag} \left( X_i(t) - V(t) \right) \mathrm{d}W_i(t).
 ```
-The intensity of the noise now varies along each dimension. This can be selected with the option `noise = :AnisotropicNoise`.
+The intensity of the noise now varies along each dimension. This can be selected with the option `noise = :AnisotropicNoise`. [Full-code example](https://github.com/PdIPS/ConsensusBasedX.jl/blob/main/examples/advanced_usage/anisotropic_noise.jl).

examples/advanced_usage/anisotropic_noise.jl

@@ -0,0 +1,6 @@
+using ConsensusBasedX
+
+f(x) = ConsensusBasedX.Ackley(x, shift = 1)
+
+config = (; D = 2, noise = :AnisotropicNoise)
+minimise(f, config)

examples/advanced_usage/isotropic_noise.jl

@@ -0,0 +1,6 @@
+using ConsensusBasedX
+
+f(x) = ConsensusBasedX.Ackley(x, shift = 1)
+
+config = (; D = 2, noise = :IsotropicNoise)
+minimise(f, config)

examples/low_level/low_level.jl

@@ -8,7 +8,9 @@ f(x) = ConsensusBasedX.Ackley(x, shift = 1)
 X₀ = [[rand(config.D) for n ∈ 1:(config.N)] for m ∈ 1:(config.M)]
 
 correction = HeavisideCorrection()
-method = ConsensusBasedOptimisation(f, correction, config.α, config.λ, config.σ)
+noise = IsotropicNoise
+method =
+  ConsensusBasedOptimisation(f, correction, noise, config.α, config.λ, config.σ)
 
 Δt = 0.1
 particle_dynamic = ParticleDynamic(method, Δt)
@@ -25,4 +27,4 @@ finalise_dynamic!(particle_dynamic, particle_dynamic_cache)
 
 out = wrap_output(X₀, particle_dynamic, particle_dynamic_cache)
 
-@show out.minimiser # should be close to [1, 1]
+out.minimiser # should be close to [1, 1]

examples/low_level/manual_stepping.jl

@@ -8,7 +8,9 @@ f(x) = ConsensusBasedX.Ackley(x, shift = 1)
 X₀ = [[rand(config.D) for n ∈ 1:(config.N)] for m ∈ 1:(config.M)]
 
 correction = HeavisideCorrection()
-method = ConsensusBasedOptimisation(f, correction, config.α, config.λ, config.σ)
+noise = IsotropicNoise
+method =
+  ConsensusBasedOptimisation(f, correction, noise, config.α, config.λ, config.σ)
 
 Δt = 0.1
 particle_dynamic = ParticleDynamic(method, Δt)
@@ -31,4 +33,4 @@ finalise_dynamic!(particle_dynamic, particle_dynamic_cache)
 
 out = wrap_output(X₀, particle_dynamic, particle_dynamic_cache)
 
-@show out.minimiser # should be close to [1, 1]
+out.minimiser # should be close to [1, 1]

src/CBO/ConsensusBasedOptimisation.jl → src/CBO/CBO.jl

@@ -6,16 +6,16 @@ ConsensusBasedOptimisation
 Fields:
 
   - `f`, the objective function.
-  - `correction<:ConsensusBasedXCorrection`, a correction term.
+  - `correction<:CBXCorrection`, a correction term.
   - `α::Float64`, the the exponential weight parameter.
   - `λ::Float64`, the drift strengh.
   - `σ::Float64`, the noise strengh.
 """
 mutable struct ConsensusBasedOptimisation{
   TF,
-  TCorrection <: ConsensusBasedXCorrection,
+  TCorrection <: CBXCorrection,
   TNoise <: Noises,
-} <: ConsensusBasedXMethod
+} <: CBXMethod
   f::TF
   correction::TCorrection
   noise::TNoise
@@ -26,7 +26,7 @@ end
 
 @config function construct_CBO(
   f,
-  correction::ConsensusBasedXCorrection,
+  correction::CBXCorrection,
   noise::Noises;
   α::Real = 10,
   λ::Real = 1,
@@ -67,7 +67,7 @@ Fields:
   - `max_evaluations::Float64`, the maximum number of `f` evaluations.
   - `evaluations::Vector{Int}`, the current number of `f` evaluations.
 """
-mutable struct ConsensusBasedOptimisationCache{T} <: ConsensusBasedXMethodCache
+mutable struct ConsensusBasedOptimisationCache{T} <: CBXMethodCache
   consensus::Vector{Vector{T}}
   consensus_energy::Vector{T}
   consensus_energy_previous::Vector{T}
@@ -133,12 +133,12 @@ end
 construct_method_cache(
   config::NamedTuple,
   X₀::AbstractArray,
-  method::ConsensusBasedXMethod,
+  method::CBXMethod,
   particle_dynamic::ParticleDynamic,
 )
 ```
 
-A constructor helper for `ConsensusBasedXMethodCache`.
+A constructor helper for `CBXMethodCache`.
 """
 construct_method_cache
 

src/CBO/CBO_method.jl

@@ -1,6 +1,6 @@
 function compute_CBO_consensus!(
-  method::ConsensusBasedOptimisation,
-  method_cache::ConsensusBasedOptimisationCache,
+  method::CBXMethod,
+  method_cache::CBXMethodCache,
   particle_dynamic::ParticleDynamic,
   particle_dynamic_cache::ParticleDynamicCache,
   m::Int,

src/CBO/corrections.jl

@@ -1,10 +1,10 @@
-struct NoCorrection <: ConsensusBasedXCorrection end
+struct NoCorrection <: CBXCorrection end
 (c::NoCorrection)(s::Real) = 1.0
 
-struct HeavisideCorrection <: ConsensusBasedXCorrection end
+struct HeavisideCorrection <: CBXCorrection end
 (c::HeavisideCorrection)(s::Real) = 1.0 * (s > 0)
 
-struct RegularisedHeavisideCorrection <: ConsensusBasedXCorrection
+struct RegularisedHeavisideCorrection <: CBXCorrection
   ε::Float64
 end
 (c::RegularisedHeavisideCorrection)(s::Real) = (1 + tanh(s / c.ε)) / 2

src/CBO/is_method_pending.jl

@@ -5,35 +5,37 @@ function is_method_pending(
   particle_dynamic_cache::ParticleDynamicCache,
   m::Int,
 )
-  pending_energy_threshold = is_method_pending_energy_threshold(
+  if !is_method_pending_energy_threshold(
     particle_dynamic.method,
     particle_dynamic_cache.method_cache,
     particle_dynamic,
     particle_dynamic_cache,
     m,
   )
+    return false, "energy_threshold"
+  end
 
-  pending_energy_tolerance = is_method_pending_energy_tolerance(
+  if !is_method_pending_energy_tolerance(
     particle_dynamic.method,
     particle_dynamic_cache.method_cache,
     particle_dynamic,
     particle_dynamic_cache,
     m,
   )
+    return false, "energy_tolerance"
+  end
 
-  pending_max_evaluations = is_method_pending_max_evaluations(
+  if !is_method_pending_max_evaluations(
     particle_dynamic.method,
     particle_dynamic_cache.method_cache,
     particle_dynamic,
     particle_dynamic_cache,
     m,
   )
+    return false, "max_evaluations"
+  end
 
-  pending =
-    pending_energy_threshold &&
-    pending_energy_tolerance &&
-    pending_max_evaluations
-  return pending
+  return true, "method_pending"
 end
 
 function is_method_pending_energy_threshold(

src/ConsensusBasedX.jl

@@ -28,7 +28,7 @@ include("./dynamics/benchmark_dynamic.jl")
 include("./dynamics/is_dynamic_pending.jl")
 include("./dynamics/run_dynamic.jl")
 
-include("./CBO/ConsensusBasedOptimisation.jl")
+include("./CBO/CBO.jl")
 include("./CBO/CBO_method.jl")
 include("./CBO/corrections.jl")
 include("./CBO/is_method_pending.jl")

src/ConsensusBasedXLowLevel.jl

@@ -3,8 +3,8 @@ module ConsensusBasedXLowLevel
 using Reexport
 
 @reexport import ..AnisotropicNoise,
-  ..ConsensusBasedXMethod,
-  ..ConsensusBasedXMethodCache,
+  ..CBXMethod,
+  ..CBXMethodCache,
   ..ConsensusBasedOptimisation,
   ..ConsensusBasedOptimisationCache,
   ..HeavisideCorrection,
@@ -24,11 +24,16 @@ using Reexport
   ..Quadratic,
   ..compute_dynamic!,
   ..compute_dynamic_step!,
+  ..construct_CBO,
   ..construct_method_cache,
+  ..construct_particle_dynamic,
   ..construct_particle_dynamic_cache,
   ..finalise_dynamic!,
+  ..initialise_particles,
   ..initialise_particle_dynamic_cache!,
   ..initialise_dynamic!,
+  ..is_dynamic_pending,
+  ..parse_config,
   ..wrap_output
 
 end

src/dynamics/ParticleDynamics.jl

@@ -5,10 +5,10 @@ ParticleDynamic
 
 Fields:
 
-  - `method<:ConsensusBasedXMethod`, the optimisation method.
+  - `method<:CBXMethod`, the optimisation method.
   - `Δt::Float64`, the time step.
 """
-mutable struct ParticleDynamic{TM <: ConsensusBasedXMethod}
+mutable struct ParticleDynamic{TM <: CBXMethod}
   method::TM
   Δt::Float64
 end
@@ -29,7 +29,7 @@ Fields:
 
   - `mode` should be set to `ParticleMode`.
   - `parallelisation<:Parallelisations`, the parallelisation mode.
-  - `method_cache<:ConsensusBasedXMethodCache`, a cache for the `method` field of `ParticleDynamic`.
+  - `method_cache<:CBXMethodCache`, a cache for the `method` field of `ParticleDynamic`.
   - `D::Int`, the dimension of the problem.
   - `N::Int`, the number of particles per ensemble.
   - `M::Int`, the number of ensembles.
@@ -45,7 +45,7 @@ Fields:
 mutable struct ParticleDynamicCache{
   TMode <: Modes,
   TParallelisation <: Parallelisations,
-  TMC <: ConsensusBasedXMethodCache,
+  TMC <: CBXMethodCache,
   TX,
   TdX,
 }
@@ -130,13 +130,13 @@ construct_particle_dynamic_cache(
 )
 ```
 
-A constructor helper for `ParticleDynamicCache`. Calls [`ConsensusBasedX.construct_method_cache`](@ref) to construct the corresponding `ConsensusBasedXMethodCache`.
+A constructor helper for `ParticleDynamicCache`. Calls [`ConsensusBasedX.construct_method_cache`](@ref) to construct the corresponding `CBXMethodCache`.
 """
 construct_particle_dynamic_cache
 
 @config construct_method_cache(
   X₀::AbstractArray,
-  method::ConsensusBasedXMethod,
+  method::CBXMethod,
   particle_dynamic::ParticleDynamic,
 ) = nothing
 
@@ -167,13 +167,22 @@ function set_Δt!(particle_dynamic_cache::ParticleDynamicCache, Δt::Real)
   particle_dynamic_cache.Δt = Δt
   particle_dynamic_cache.rootΔt = sqrt(Δt)
   particle_dynamic_cache.root2Δt = sqrt(2) * particle_dynamic_cache.rootΔt
+  set_Δt!(particle_dynamic_cache.method_cache, particle_dynamic_cache, Δt)
+  return nothing
+end
+
+function set_Δt!(
+  method_cache::CBXMethodCache,
+  particle_dynamic_cache::ParticleDynamicCache,
+  Δt::Real,
+)
   return nothing
 end
 
 function initialise_method_cache!(
   X₀::AbstractArray,
-  method::ConsensusBasedXMethod,
-  method_cache::ConsensusBasedXMethodCache,
+  method::CBXMethod,
+  method_cache::CBXMethodCache,
   particle_dynamic::ParticleDynamic,
   particle_dynamic_cache::ParticleDynamicCache,
 )

src/dynamics/is_dynamic_pending.jl

@@ -3,25 +3,25 @@ function is_dynamic_pending(
   particle_dynamic_cache::ParticleDynamicCache,
   m::Int,
 )
-  pending_max_iterations = is_dynamic_pending_max_iterations(
+  if !is_dynamic_pending_max_iterations(
     particle_dynamic,
     particle_dynamic_cache,
     m,
   )
+    return false, "max_iterations"
+  end
 
-  pending_max_time =
-    is_dynamic_pending_max_time(particle_dynamic, particle_dynamic_cache, m)
+  if !is_dynamic_pending_max_time(particle_dynamic, particle_dynamic_cache, m)
+    return false, "max_time"
+  end
 
-  pending_method = is_method_pending(
+  return is_method_pending(
     particle_dynamic.method,
     particle_dynamic_cache.method_cache,
     particle_dynamic,
     particle_dynamic_cache,
     m,
   )
-
-  pending = pending_max_iterations && pending_max_time && pending_method
-  return pending
 end
 
 function is_dynamic_pending_max_iterations(
@@ -40,15 +40,15 @@ function is_dynamic_pending_max_time(
 )
   @expand particle_dynamic Δt
   @expand particle_dynamic_cache iteration max_time
-  return iteration[m] * Δt <= max_time
+  return iteration[m] * Δt < max_time
 end
 
 function is_method_pending(
-  method::ConsensusBasedXMethod,
-  method_cache::ConsensusBasedXMethodCache,
+  method::CBXMethod,
+  method_cache::CBXMethodCache,
   particle_dynamic::ParticleDynamic,
   particle_dynamic_cache::ParticleDynamicCache,
   m::Int,
 )
-  return true
+  return true, "method_pending"
 end