Skip to content
Open
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
19 changes: 17 additions & 2 deletions tests/test_optimize.py
Original file line number Diff line number Diff line change
Expand Up @@ -8,14 +8,29 @@ def test_merit_function_view():
def my_function(x):
return x

x0 = [0., 0., 0.]
x0 = [0.0, 0.0, 0.0]

opt = xd.Optimize.from_callable(my_function, x0=x0, steps=[1e-6, 1e-6, 1e-6],
tar=[0., 0., 0.], tols=[1e-12, 1e-12, 1e-12],
limits=[[-1, 2], [-1, 4], [-2, 2]])
opt.solve()

# Check that Jacobian doesn't introduce side effects
mf = opt.get_merit_function()
xo.assert_allclose(mf.get_x(), x0, atol=1e-6, rtol=0)
xo.assert_allclose(opt.get_knob_values(), x0, atol=1e-6, rtol=0)

jac_init = mf.get_jacobian([0.5, 2, -1])
xo.assert_allclose(mf.get_x(), x0, atol=1e-6, rtol=0)
xo.assert_allclose(opt.get_knob_values(), x0, atol=1e-6, rtol=0)
xo.assert_allclose(jac_init, [[1, 0, 0], [0, 1, 0], [0, 0, 1]], atol=1e-6, rtol=0)

jac_init2 = mf.get_jacobian([0.5, 2, -1])
xo.assert_allclose(mf.get_x(), x0, atol=1e-6, rtol=0)
xo.assert_allclose(opt.get_knob_values(), x0, atol=1e-6, rtol=0)
xo.assert_allclose(jac_init2, [[1, 0, 0], [0, 1, 0], [0, 0, 1]], atol=1e-6, rtol=0)

opt.solve()

jmf = mf.get_jacobian([0.5, 2, -1])
xo.assert_allclose(jmf, [[1, 0, 0], [0, 1, 0], [
0, 0, 1]], atol=1e-6, rtol=0)
Expand Down
5 changes: 4 additions & 1 deletion xdeps/optimize/optimize.py
Original file line number Diff line number Diff line change
Expand Up @@ -391,6 +391,7 @@ def __call__(self, x=None, check_limits=None, return_scalar=None, zero_if_met=No
def get_jacobian(self, x, f0=None):
if hasattr(self, "_force_jacobian"):
return self._force_jacobian
prev_x = self._get_x()
x = np.array(x).copy()
steps = self._knobs_to_x(self.steps_for_jacobian)
assert len(x) == len(steps)
Expand All @@ -409,6 +410,7 @@ def get_jacobian(self, x, f0=None):
x[ii] -= steps[ii]

self._last_jac = jac
self._set_x(prev_x)
return jac

def _clip_to_max_steps(self, x_step):
Expand Down Expand Up @@ -1295,6 +1297,7 @@ def target_mismatch(self, ret=False, max_col_width=40):
def get_knob_values(self, iteration=None):
"""
Get the knob values at a given iteration.
If no iteration is given, return current knob values.

Parameters
----------
Expand All @@ -1308,7 +1311,7 @@ def get_knob_values(self, iteration=None):
"""

if iteration is None:
iteration = len(self._log["penalty"]) - 1
return self._err._extract_knob_values()
out = dict()
for ii, vv in enumerate(self.vary):
out[vv.name] = self._log["knobs"][iteration][ii]
Expand Down