General question:
Using scikit-optimize for a black box optimization. Can't find in the doc what model_queue_size does. I'm doing the ask-tell because I can parallelize the calculation of y as described in the example. So, doing some profiling, it looks like the opt.tell() call runs faster when model_queue_size is set smaller. Is that what model_queue_size does - limits the number of sample used in the opt.tell() call?
2nd question, how can I set kappa when using the Optimizier - ask-tell method?
thanks
When using the default model_queue_size=None all surrogate models are stored in the optimizer's models attribute. If a number is specified, only model_queue_size models will be remembered. That is in the the docs.
A new model is added each time tell is called and old models will be discarded once model_queue_size is reached. So only the most recent models are remembered. That can be seen by looking at the code.
Not sure why this would affect runtime in your case. I suppose if you run many iterations and models are very large it could be a memory thing.
Kappa can be set by using the acq_func_kwargs parameter of the Optimizer constructor as shown in the exploration vs exploitation example.
In functional programming, data models are immutable, and updating a data model is done by applying a function on the data model, and getting a new version of the data model in return. I'm wondering how people write efficient viewers/editors for such data models, though (more specifically in Clojure)
A simplified example: suppose that you want to implement a viewer for a huge tree. In the non-functional world, you could have a controller for the Tree, with a function updateNode(Node, Value), which could then notify all observers to tell them that a specific node in the tree has been updated. On the viewer side, you would put all the nodes in a TreeView widget, keep a mapping of Node->WidgetNode, and when you are notified that a Node has changed, you can update just the one corresponding NodeWidget in the tree that needs updating.
The solution described in another Clojure MVC question talks about keeping the model in a ref, and adding a watcher. While this would indeed allow you to get notified of a change in the model, you still wouldn't know which node was updated, and would have to traverse the whole tree, correct?
The best thing I can come up with from the top of my head requires you to in the worst case update all the nodes on the path from root to the changed node (as all these nodes will be different)
What is the standard solution for updating views on immutable data models?
I'm not sure how this is a problem that's unique to functional programming. If you kept all of your state in a singly rooted mutable object graph with a notify when it changed, the same issue would exist.
To get around this, you could simply store the current state of model, and some information about what changed for the last edit. You could even keep a history of these things to allow for easy undo/redo because Clojure's persistent data structures make that extremely efficient with their shared underlying state.
That's just one thought on how to attack it. I'm sure there are many more.
I also think it's worth asking, "How efficient does it need to be?" The answer is, "just efficient enough for the circumstances." It might be the the plain map of data will work because you don't really have all that much data to deal with in a given application.
I am author of a scientific application that performs calculations on a gridded basis (think finite difference grid computation). Each grid cell is represented by a data object that holds values of state variables and cell-specific constants. Until now, all grid cell objects have been present in RAM at all times during the simulation.
I am running into situations where the people using my code wish to run it with more grid cells than they have available RAM. I am thinking about reworking my code so that information on only a subset of cells is held in RAM at any given time. Unfortunately the grids (or matrices if you prefer) are not sparse, which eliminates a whole class of possible solutions.
Question: I assume that there are libraries out in the wild designed to facilitate this type of data access (i.e. retrieve constants and variables, update variables, store for future reference, wipe memory, move on...) After several hours of searching Google and Stack Overflow, I have found relatively few libraries of this sort.
I am aware of a few options, such as this one from the HSL mathematical library: http://www.hsl.rl.ac.uk/specs/hsl_of01.pdf. I'd prefer to work with something that is open source and is written in Fortran or C. (my code is mostly Fortran 95/2003, with a little C and Python thrown in for good measure!)
I'd appreciate any suggestions regarding available libraries or advice on how to reformulate my problem. Thanks!
Bite the bullet and roll your own?
I deal with too-large data all the time, such as 30,000+ data series of half-hourly data that span decades. Because of the regularity of the data (daylight savings changeovers a problem though) it proved quite straightforward to devise a scheme involving a random-access disc file and procedures ReadDay and WriteDay that use a series number, and a day number, with further details because series start and stop at different dates. Thus, a day's data in an array might be Array(Run,DayNum) but now is ReturnCode = ReadDay(Run,DayNum,Array) and so forth, the codes indicating presence/absence of that day's data, etc. The key is that a day's data is a convenient size, and a regular (almost) size, and although my prog. allocates a buffer of one record per series, it runs in ~100MB of memory rather than GB.
Because your array is non-sparse, it is regular. Granted that a grid cell's data are of fixed size, you could devise a random-access disc file with each record holding one cell, or, perhaps a row's worth of cells (or a column's worth of cells) or some worthwhile blob size. I choose to have 4,096 bytes/record as that is the disc file allocation size. Let the computer's operating system and disc storage controller do whatever buffering to real memory they feel up to. Typical execution is restricted to the speed of data transfer however, unless the local data's computation is heavy. Thus, I get cpu use of a few percent until data requests start being satisfied from buffers.
Because fortran uses the same syntax for functions as for arrays (unlike say Pascal), instead of declaring DIMENSION ARRAY(Big,Big) you would remove that and devise FUNCTION ARRAY(i,j), and all read references in your source file stay as they are. Alas, in the absence of a "palindromic" function declaration, assignments of values to your array will have to be done with a different syntax and you devise a subroutine or similar. Possibly a scratchpad array could be collated, worked upon with convenient syntax, and then written back if changed.
I'm trying to think of a naming convention that accurately conveys what's going on within a class I'm designing. On a secondary note, I'm trying to decide between two almost-equivalent user APIs.
Here's the situation:
I'm building a scientific application, where one of the central data structures has three phases: 1) accumulation, 2) analysis, and 3) query execution.
In my case, it's a spatial modeling structure, internally using a KDTree to partition a collection of points in 3-dimensional space. Each point describes one or more attributes of the surrounding environment, with a certain level of confidence about the measurement itself.
After adding (a potentially large number of) measurements to the collection, the owner of the object will query it to obtain an interpolated measurement at a new data point somewhere within the applicable field.
The API will look something like this (the code is in Java, but that's not really important; the code is divided into three sections, for clarity):
// SECTION 1:
// Create the aggregation object, and get the zillion objects to insert...
ContinuousScalarField field = new ContinuousScalarField();
Collection<Measurement> measurements = getMeasurementsFromSomewhere();
// SECTION 2:
// Add all of the zillion objects to the aggregation object...
// Each measurement contains its xyz location, the quantity being measured,
// and a numeric value for the measurement. For example, something like
// "68 degrees F, plus or minus 0.5, at point 1.23, 2.34, 3.45"
foreach (Measurement m : measurements) {
field.add(m);
}
// SECTION 3:
// Now the user wants to ask the model questions about the interpolated
// state of the model. For example, "what's the interpolated temperature
// at point (3, 4, 5)
Point3d p = new Point3d(3, 4, 5);
Measurement result = field.interpolateAt(p);
For my particular problem domain, it will be possible to perform a small amount of incremental work (partitioning the points into a balanced KDTree) during SECTION 2.
And there will be a small amount of work (performing some linear interpolations) that can occur during SECTION 3.
But there's a huge amount of work (constructing a kernel density estimator and performing a Fast Gauss Transform, using Taylor series and Hermite functions, but that's totally beside the point) that must be performed between sections 2 and 3.
Sometimes in the past, I've just used lazy-evaluation to construct the data structures (in this case, it'd be on the first invocation of the "interpolateAt" method), but then if the user calls the "field.add()" method again, I have to completely discard those data structures and start over from scratch.
In other projects, I've required the user to explicitly call an "object.flip()" method, to switch from "append mode" into "query mode". The nice this about a design like this is that the user has better control over the exact moment when the hard-core computation starts. But it can be a nuisance for the API consumer to keep track of the object's current mode. And besides, in the standard use case, the caller never adds another value to the collection after starting to issue queries; data-aggregation almost always fully precedes query preparation.
How have you guys handled designing a data structure like this?
Do you prefer to let an object lazily perform its heavy-duty analysis, throwing away the intermediate data structures when new data comes into the collection? Or do you require the programmer to explicitly flip the data structure from from append-mode into query-mode?
And do you know of any naming convention for objects like this? Is there a pattern I'm not thinking of?
ON EDIT:
There seems to be some confusion and curiosity about the class I used in my example, named "ContinuousScalarField".
You can get a pretty good idea for what I'm talking about by reading these wikipedia pages:
http://en.wikipedia.org/wiki/Scalar_field
http://en.wikipedia.org/wiki/Vector_field
Let's say you wanted to create a topographical map (this is not my exact problem, but it's conceptually very similar). So you take a thousand altitude measurements over an area of one square mile, but your survey equipment has a margin of error of plus-or-minus 10 meters in elevation.
Once you've gathered all the data points, you feed them into a model which not only interpolates the values, but also takes into account the error of each measurement.
To draw your topo map, you query the model for the elevation of each point where you want to draw a pixel.
As for the question of whether a single class should be responsible for both appending and handling queries, I'm not 100% sure, but I think so.
Here's a similar example: HashMap and TreeMap classes allow objects to be both added and queried. There aren't separate interfaces for adding and querying.
Both classes are also similar to my example, because the internal data structures have to be maintained on an ongoing basis in order to support the query mechanism. The HashMap class has to periodically allocate new memory, re-hash all objects, and move objects from the old memory to the new memory. A TreeMap has to continually maintain tree balance, using the red-black-tree data structure.
The only difference is that my class will perform optimally if it can perform all of its calculations once it knows the data set is closed.
If an object has two modes like this, I would suggest exposing two interfaces to the client. If the object is in append mode, then you make sure that the client can only ever use the IAppendable implementation. To flip to query mode, you add a method to IAppendable such as AsQueryable. To flip back, call IQueryable.AsAppendable.
You can implement IAppendable and IQueryable on the same object, and keep track of the state in the same way internally, but having two interfaces makes it clear to the client what state the object is in, and forces the client to deliberately make the (expensive) switch.
I generally prefer to have an explicit change, rather than lazily recomputing the result. This approach makes the performance of the utility more predictable, and it reduces the amount of work I have to do to provide a good user experience. For example, if this occurs in a UI, where do I have to worry about popping up an hourglass, etc.? Which operations are going to block for a variable amount of time, and need to be performed in a background thread?
That said, rather than explicitly changing the state of one instance, I would recommend the Builder Pattern to produce a new object. For example, you might have an aggregator object that does a small amount of work as you add each sample. Then instead of your proposed void flip() method, I'd have a Interpolator interpolator() method that gets a copy of the current aggregation and performs all your heavy-duty math. Your interpolateAt method would be on this new Interpolator object.
If your usage patterns warrant, you could do simple caching by keeping a reference to the interpolator you create, and return it to multiple callers, only clearing it when the aggregator is modified.
This separation of responsibilities can help yield more maintainable and reusable object-oriented programs. An object that can return a Measurement at a requested Point is very abstract, and perhaps a lot of clients could use your Interpolator as one strategy implementing a more general interface.
I think that the analogy you added is misleading. Consider an alternative analogy:
Key[] data = new Key[...];
data[idx++] = new Key(...); /* Fast! */
...
Arrays.sort(data); /* Slow! */
...
boolean contains = Arrays.binarySearch(data, datum) >= 0; /* Fast! */
This can work like a set, and actually, it gives better performance than Set implementations (which are implemented with hash tables or balanced trees).
A balanced tree can be seen as an efficient implementation of insertion sort. After every insertion, the tree is in a sorted state. The predictable time requirements of a balanced tree are due to the fact the cost of sorting is spread over each insertion, rather than happening on some queries and not others.
The rehashing of hash tables does result in less consistent performance, and because of that, aren't appropriate for certain applications (perhaps a real-time microcontroller). But even the rehashing operation depends only on the load factor of the table, not the pattern of insertion and query operations.
For your analogy to hold strictly, you would have to "sort" (do the hairy math) your aggregator with each point you add. But it sounds like that would be cost prohibitive, and that leads to the builder or factory method patterns. This makes it clear to your clients when they need to be prepared for the lengthy "sort" operation.
Your objects should have one role and responsibility. In your case should the ContinuousScalarField be responsible for interpolating?
Perhaps you might be better off doing something like:
IInterpolator interpolator = field.GetInterpolator();
Measurement measurement = Interpolator.InterpolateAt(...);
I hope this makes sense, but without fully understanding your problem domain it's hard to give you a more coherent answer.
"I've just used lazy-evaluation to construct the data structures" -- Good
"if the user calls the "field.add()" method again, I have to completely discard those data structures and start over from scratch." -- Interesting
"in the standard use case, the caller never adds another value to the collection after starting to issue queries" -- Whoops, false alarm, actually not interesting.
Since lazy eval fits your use case, stick with it. That's a very heavily used model because it is so delightfully reliable and fits most use cases very well.
The only reason for rethinking this is (a) the use case change (mixed adding and interpolation), or (b) performance optimization.
Since use case changes are unlikely, you might consider the performance implications of breaking up interpolation. For example, during idle time, can you precompute some values? Or with each add is there a summary you can update?
Also, a highly stateful (and not very meaningful) flip method isn't so useful to clients of your class. However, breaking interpolation into two parts might still be helpful to them -- and help you with optimization and state management.
You could, for example, break interpolation into two methods.
public void interpolateAt( Point3d p );
public Measurement interpolatedMasurement();
This borrows the relational database Open and Fetch paradigm. Opening a cursor can do a lot of preliminary work, and may start executing the query, you don't know. Fetching the first row may do all the work, or execute the prepared query, or simply fetch the first buffered row. You don't really know. You only know that it's a two part operation. The RDBMS developers are free to optimize as they see fit.
Do you prefer to let an object lazily perform its heavy-duty analysis,
throwing away the intermediate data structures when new data comes
into the collection? Or do you require the programmer to explicitly
flip the data structure from from append-mode into query-mode?
I prefer using data structures that allow me to incrementally add to it with "a little more work" per addition, and to incrementally pull the data I need with "a little more work" per extraction.
Perhaps if you do some "interpolate_at()" call in the upper-right corner of your region, you only need to do calculations involving the points in that upper-right corner,
and it doesn't hurt anything to leave the other 3 quadrants "open" to new additions.
(And so on down the recursive KDTree).
Alas, that's not always possible -- sometimes the only way to add more data is to throw away all the previous intermediate and final results, and re-calculate everything again from scratch.
The people who use the interfaces I design -- in particular, me -- are human and fallible.
So I don't like using objects where those people must remember to do things in a certain way, or else things go wrong -- because I'm always forgetting those things.
If an object must be in the "post-calculation state" before getting data out of it,
i.e. some "do_calculations()" function must be run before the interpolateAt() function gets valid data,
I much prefer letting the interpolateAt() function check if it's already in that state,
running "do_calculations()" and updating the state of the object if necessary,
and then returning the results I expected.
Sometimes I hear people describe such a data structure as "freeze" the data or "crystallize" the data or "compile" or "put the data into an immutable data structure".
One example is converting a (mutable) StringBuilder or StringBuffer into an (immutable) String.
I can imagine that for some kinds of analysis, you expect to have all the data ahead of time,
and pulling out some interpolated value before all the data has put in would give wrong results.
In that case,
I'd prefer to set things up such that the "add_data()" function fails or throws an exception
if it (incorrectly) gets called after any interpolateAt() call.
I would consider defining a lazily-evaluated "interpolated_point" object that doesn't really evaluate the data right away, but only tells that program that sometime in the future that data at that point will be required.
The collection isn't actually frozen, so it's OK to continue adding more data to it,
up until the point something actually extract the first real value from some "interpolated_point" object,
which internally triggers the "do_calculations()" function and freezes the object.
It might speed things up if you know not only all the data, but also all the points that need to be interpolated, all ahead of time.
Then you can throw away data that is "far away" from the interpolated points,
and only do the heavy-duty calculations in regions "near" the interpolated points.
For other kinds of analysis, you do the best you can with the data you have, but when more data comes in later, you want to use that new data in your later analysis.
If the only way to do that is to throw away all the intermediate results and recalculate everything from scratch, then that's what you have to do.
(And it's best if the object automatically handled this, rather than requiring people to remember to call some "clear_cache()" and "do_calculations()" function every time).
You could have a state variable. Have a method for starting the high level processing, which will only work if the STATE is in SECTION-1. It will set the state to SECTION-2, and then to SECTION-3 when it is done computing. If there's a request to the program to interpolate a given point, it will check if the state is SECTION-3. If not, it will request the computations to begin, and then interpolate the given data.
This way, you accomplish both - the program will perform its computations at the first request to interpolate a point, but can also be requested to do so earlier. This would be convenient if you wanted to run the computations overnight, for example, without needing to request an interpolation.