Add GalacticBBO subpackage

Author: Vaibhavdixit02

GalacticBBO/Project.toml

@@ -0,0 +1,17 @@
+name = "GalacticBBO"
+uuid = "80c49c3a-6557-47d9-8f5b-13d0a2920315"
+authors = ["Vaibhav Dixit <[email protected]> and contributors"]
+version = "0.1.0"
+
+[deps]
+BlackBoxOptim = "a134a8b2-14d6-55f6-9291-3336d3ab0209"
+GalacticOptim = "a75be94c-b780-496d-a8a9-0878b188d577"
+
+[compat]
+julia = "1"
+
+[extras]
+Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+
+[targets]
+test = ["Test"]

GalacticBBO/src/GalacticBBO.jl

@@ -0,0 +1,103 @@
+module GalacticBBO
+
+using BlackBoxOptim, GalacticOptim, GalacticOptim.SciMLBase
+
+abstract type BBO end
+
+for j = string.(BlackBoxOptim.SingleObjectiveMethodNames)
+    eval(Meta.parse("Base.@kwdef struct BBO_" * j * " <: BBO method=:" * j * " end"))
+    eval(Meta.parse("export BBO_" * j))
+end
+
+decompose_trace(opt::BlackBoxOptim.OptRunController) = BlackBoxOptim.best_candidate(opt)
+
+function __map_optimizer_args(prob::SciMLBase.OptimizationProblem, opt::BBO;
+    cb=nothing,
+    maxiters::Union{Number,Nothing}=nothing,
+    maxtime::Union{Number,Nothing}=nothing,
+    abstol::Union{Number,Nothing}=nothing,
+    reltol::Union{Number,Nothing}=nothing,
+    kwargs...)
+
+    if !isnothing(reltol)
+        @warn "common reltol is currently not used by $(opt)"
+    end
+
+    mapped_args = (; Method=opt.method,
+        SearchRange=[(prob.lb[i], prob.ub[i]) for i in 1:length(prob.lb)])
+
+    if !isnothing(cb)
+        mapped_args = (; mapped_args..., CallbackFunction=cb, CallbackInterval=0.0)
+    end
+
+    mapped_args = (; mapped_args..., kwargs...)
+
+    if !isnothing(maxiters)
+        mapped_args = (; mapped_args..., MaxSteps=maxiters)
+    end
+
+    if !isnothing(maxtime)
+        mapped_args = (; mapped_args..., MaxTime=maxtime)
+    end
+
+    if !isnothing(abstol)
+        mapped_args = (; mapped_args..., MinDeltaFitnessTolerance=abstol)
+    end
+
+    return mapped_args
+end
+
+function SciMLBase.__solve(prob::SciMLBase.OptimizationProblem, opt::BBO, data=GalacticOptim.DEFAULT_DATA;
+    cb=(args...) -> (false),
+    maxiters::Union{Number,Nothing}=nothing,
+    maxtime::Union{Number,Nothing}=nothing,
+    abstol::Union{Number,Nothing}=nothing,
+    reltol::Union{Number,Nothing}=nothing,
+    progress=false, kwargs...)
+
+    local x, cur, state
+
+    if data != GalacticOptim.DEFAULT_DATA
+        maxiters = length(data)
+    end
+
+    cur, state = iterate(data)
+
+    function _cb(trace)
+        cb_call = cb(decompose_trace(trace), x...)
+        if !(typeof(cb_call) <: Bool)
+            error("The callback should return a boolean `halt` for whether to stop the optimization process.")
+        end
+        if cb_call == true
+            BlackBoxOptim.shutdown_optimizer!(trace) #doesn't work
+        end
+        cur, state = iterate(data, state)
+        cb_call
+    end
+
+    maxiters = GalacticOptim._check_and_convert_maxiters(maxiters)
+    maxtime = GalacticOptim._check_and_convert_maxtime(maxtime)
+
+
+    _loss = function (θ)
+        x = prob.f(θ, prob.p, cur...)
+        return first(x)
+    end
+
+    opt_args = __map_optimizer_args(prob, opt, cb=_cb, maxiters=maxiters, maxtime=maxtime, abstol=abstol, reltol=reltol; kwargs...)
+
+    opt_setup = BlackBoxOptim.bbsetup(_loss; opt_args...)
+
+    t0 = time()
+    opt_res = BlackBoxOptim.bboptimize(opt_setup)
+    t1 = time()
+
+    opt_ret = Symbol(opt_res.stop_reason)
+
+    SciMLBase.build_solution(prob, opt, BlackBoxOptim.best_candidate(opt_res),
+        BlackBoxOptim.best_fitness(opt_res); original=opt_res, retcode=opt_ret)
+end
+
+export __solve, __map_optimizer_args
+
+end

GalacticBBO/test/runtests.jl

@@ -0,0 +1,14 @@
+using GalacticBBO, GalacticOptim, Zygote
+using Test
+
+@testset "GalacticBBO.jl" begin
+    rosenbrock(x, p) = (p[1] - x[1])^2 + p[2] * (x[2] - x[1]^2)^2
+    x0 = zeros(2)
+    _p = [1.0, 100.0]
+    l1 = rosenbrock(x0, _p)
+
+    optprob = OptimizationFunction(rosenbrock, GalacticOptim.AutoZygote())
+    prob = GalacticOptim.OptimizationProblem(optprob, x0, _p, lb=[-1.0, -1.0], ub=[0.8, 0.8])
+    sol = solve(prob, BBO_adaptive_de_rand_1_bin_radiuslimited())
+    @test 10 * sol.minimum < l1
+end

src/GalacticOptim.jl

@@ -21,7 +21,6 @@ include("function/function.jl")
 
 function __init__()
     # Optimization backends
-    @require BlackBoxOptim="a134a8b2-14d6-55f6-9291-3336d3ab0209" include("solve/blackboxoptim.jl")
     @require CMAEvolutionStrategy="8d3b24bd-414e-49e0-94fb-163cc3a3e411" include("solve/cmaevolutionstrategy.jl")
     @require Evolutionary="86b6b26d-c046-49b6-aa0b-5f0f74682bd6" include("solve/evolutionary.jl")
     @require GCMAES="4aa9d100-eb0f-11e8-15f1-25748831eb3b" include("solve/gcmaes.jl")

src/solve/blackboxoptim.jl

@@ -39,11 +39,6 @@ end
 
 decompose_trace(trace) = trace
 
-
-function _map_optimizer_args(prob::OptimizationProblem, opt; kwargs...)
-    __map_optimizer_args(prob, opt; kwargs...)
-end
-
 function _check_and_convert_maxiters(maxiters)
     if !(isnothing(maxiters)) && maxiters <= 0.0
         error("The number of maxiters has to be a non-negative and non-zero number.")
@@ -69,5 +64,5 @@ function check_pkg_version(pkg::String,ver::String; branch::Union{String, Nothin
         pkg_info[dep.name] = dep
     end
 
-    return (isnothing(branch) | (pkg_info[pkg].git_revision == branch)) ? pkg_info[pkg].version >= VersionNumber(ver) : pkg_info[pkg].version > VersionNumber(ver) 
-end
+    return (isnothing(branch) | (pkg_info[pkg].git_revision == branch)) ? pkg_info[pkg].version >= VersionNumber(ver) : pkg_info[pkg].version > VersionNumber(ver)
+end