Access scipy optimizers from your favorite deep learning framework.
Project description
The Dict Minimize Package
Access scipy optimizers from your favorite deep learning framework.
Installation
Only Python>=3.6 is officially supported, but older versions of Python likely work as well.
The core package itself can be installed with:
pip install dict_minimize
To also get the dependencies for all the supported frameworks (torch, JAX, tensorflow) in the README install with
pip install dict_minimize[framework]
See the GitHub, PyPI, and Read the Docs.
Example Usage
In these examples we optimize a modified Rosenbrock function. However, the arguments have been split into two chunks and stored as two entries in a dictionary. This is to illustrate how this package optimizes dictionaries of (tensor) parameters rather then vectors. We also pass in an extra shift argument to demonstrate how minimize allows extra constant arguments to be passed into the objective.
PyTorch
import torch
from dict_minimize.torch_api import minimize
def rosen_obj(params, shift):
"""Based on augmented Rosenbrock from botorch."""
X, Y = params["x_half_a"], params["x_half_b"]
X = X - shift
Y = Y - shift
obj = 100 * (X[1] - X[0] ** 2) ** 2 + 100 * (Y[1] - Y[0] ** 2) ** 2
return obj
def d_rosen_obj(params, shift):
obj = rosen_obj(params, shift=shift)
da, db = torch.autograd.grad(obj, [params["x_half_a"], params["x_half_b"]])
d_obj = OrderedDict([("x_half_a", da), ("x_half_b", db)])
return obj, d_obj
torch.manual_seed(123)
n_a = 2
n_b = 2
shift = -1.0
params = OrderedDict([("x_half_a", torch.randn((n_a,))), ("x_half_b", torch.randn((n_b,)))])
params = minimize(d_rosen_obj, params, args=(shift,), method="L-BFGS-B", options={"disp": True})
TensorFlow
import tensorflow as tf
from dict_minimize.tensorflow_api import minimize
def rosen_obj(params, shift):
"""Based on augmented Rosenbrock from botorch."""
X, Y = params["x_half_a"], params["x_half_b"]
X = X - shift
Y = Y - shift
obj = 100 * (X[1] - X[0] ** 2) ** 2 + 100 * (Y[1] - Y[0] ** 2) ** 2
return obj
def d_rosen_obj(params, shift):
with tf.GradientTape(persistent=True) as t:
t.watch(params["x_half_a"])
t.watch(params["x_half_b"])
obj = rosen_obj(params, shift=shift)
da = t.gradient(obj, params["x_half_a"])
db = t.gradient(obj, params["x_half_b"])
d_obj = OrderedDict([("x_half_a", da), ("x_half_b", db)])
del t # Explicitly drop the reference to the tape
return obj, d_obj
tf.random.set_seed(123)
n_a = 2
n_b = 2
shift = -1.0
params = OrderedDict([("x_half_a", tf.random.normal((n_a,))), ("x_half_b", tf.random.normal((n_b,)))])
params = minimize(d_rosen_obj, params, args=(shift,), method="L-BFGS-B", options={"disp": True})
NumPy
import numpy as np
from scipy.optimize import rosen, rosen_der
from dict_minimize.numpy_api import minimize
def rosen_obj(params, shift):
val = rosen(params["x_half_a"] - shift) + rosen(params["x_half_b"] - shift)
dval = OrderedDict(
[
("x_half_a", rosen_der(params["x_half_a"] - shift)),
("x_half_b", rosen_der(params["x_half_b"] - shift)),
]
)
return val, dval
np.random.seed(0)
n_a = 3
n_b = 5
shift = -1.0
params = OrderedDict([("x_half_a", np.random.randn(n_a)), ("x_half_b", np.random.randn(n_b))])
params = minimize(rosen_obj, params, args=(shift,), method="L-BFGS-B", options={"disp": True})
JAX
from jax import random, value_and_grad
import jax.numpy as np
from dict_minimize.jax_api import minimize
def rosen(x):
r = np.sum(100.0 * (x[1:] - x[:-1] ** 2.0) ** 2.0 + (1 - x[:-1]) ** 2.0, axis=0)
return r
def rosen_obj(params, shift):
val = rosen(params["x_half_a"] - shift) + rosen(params["x_half_b"] - shift)
return val
n_a = 3
n_b = 5
shift = -1.0
# Jax makes it this simple:
d_rosen_obj = value_and_grad(rosen_obj, argnums=0)
# Setup randomness in JAX
key = random.PRNGKey(0)
key, subkey_a = random.split(key)
key, subkey_b = random.split(key)
params = OrderedDict(
[("x_half_a", random.normal(subkey_a, shape=(n_a,))), ("x_half_b", random.normal(subkey_b, shape=(n_b,)))]
)
params = minimize(d_rosen_obj, params, args=(shift,), method="L-BFGS-B", options={"disp": True})
Contributing
The following instructions have been tested with Python 3.7.4 on Mac OS (10.14.6).
Install in editable mode
First, define the variables for the paths we will use:
GIT=/path/to/where/you/put/repos
ENVS=/path/to/where/you/put/virtualenvs
Then clone the repo in your git directory $GIT:
cd $GIT
git clone https://github.com/twitter/dict_minimize.git
Inside your virtual environments folder $ENVS, make the environment:
cd $ENVS
virtualenv dict_minimize --python=python3.7
source $ENVS/dict_minimize/bin/activate
Now we can install the pip dependencies. Move back into your git directory and run
cd $GIT/dict_minimize
pip install -r requirements/base.txt
pip install -e . # Install the package itself
Contributor tools
First, we need to setup some needed tools:
cd $ENVS
virtualenv dict_minimize_tools --python=python3.7
source $ENVS/dict_minimize_tools/bin/activate
pip install -r $GIT/dict_minimize/requirements/tools.txt
To install the pre-commit hooks for contributing run (in the dict_minimize_tools environment):
cd $GIT/dict_minimize
pre-commit install
To rebuild the requirements, we can run:
cd $GIT/dict_minimize
# Check if there any discrepancies in the .in files
pipreqs dict_minimize/core/ --diff requirements/base.in
pipreqs dict_minimize/ --diff requirements/frameworks.in
pipreqs tests/ --diff requirements/tests.in
pipreqs docs/ --diff requirements/docs.in
# Regenerate the .txt files from .in files
pip-compile-multi --no-upgrade
Generating the documentation
First setup the environment for building with Sphinx:
cd $ENVS
virtualenv dict_minimize_docs --python=python3.7
source $ENVS/dict_minimize_docs/bin/activate
pip install -r $GIT/dict_minimize/requirements/docs.txt
Then we can do the build:
cd $GIT/dict_minimize/docs
make all
open _build/html/index.html
Documentation will be available in all formats in Makefile. Use make html to only generate the HTML documentation.
Running the tests
The tests for this package can be run with:
cd $GIT/dict_minimize
./local_test.sh
The script creates an environment using the requirements found in requirements/test.txt. A code coverage report will also be produced in $GIT/dict_minimize/htmlcov/index.html.
Deployment
The wheel (tar ball) for deployment as a pip installable package can be built using the script:
cd $GIT/dict_minimize/
./build_wheel.sh
This script will only run if the git repo is clean, i.e., first run git clean -x -ff -d.
Links
The source is hosted on GitHub.
The documentation is hosted at Read the Docs.
Installable from PyPI.
License
This project is licensed under the Apache 2 License - see the LICENSE file for details.
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