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decay.py
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decay.py
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""" Classes for defining decay schedules for simulated annealing.
Author: Genevieve Hayes
License: 3-clause BSD license.
"""
import numpy as np
class GeomDecay:
"""
Schedule for geometrically decaying the simulated
annealing temperature parameter T
"""
def __init__(self, init_temp=1.0, decay=0.99, min_temp=0.001):
"""Initialize decay schedule object
Args:
init_temp: float. Initial value of temperature parameter T
decay: float. Temperature decay parameter.
min_temp: float. Minimum value of temperature parameter.
Returns:
None
"""
self.init_temp = init_temp
self.decay = decay
self.min_temp = min_temp
if self.init_temp <= 0:
raise Exception("""init_temp must be greater than 0.""")
if (self.decay <= 0) or (self.decay > 1):
raise Exception("""decay must be between 0 and 1.""")
if self.min_temp < 0:
raise Exception("""min_temp must be greater than 0.""")
elif self.min_temp > self.init_temp:
raise Exception("""init_temp must be greater than min_temp.""")
def evaluate(self, _t):
"""Evaluate the temperature parameter at time t
Args:
t: int. Time at which the temperature paramter t is evaluated
Returns:
temp: float. Temperature parameter at time t
"""
temp = self.init_temp*(self.decay**_t)
if temp < self.min_temp:
temp = self.min_temp
return temp
class ArithDecay:
"""
Schedule for arithmetically decaying the simulated
annealing temperature parameter T
"""
def __init__(self, init_temp=1.0, decay=0.0001, min_temp=0.001):
"""Initialize decay schedule object
Args:
init_temp: float. Initial value of temperature parameter T
decay: float. Temperature decay parameter.
min_temp: float. Minimum value of temperature parameter.
Returns:
None
"""
self.init_temp = init_temp
self.decay = decay
self.min_temp = min_temp
if self.init_temp <= 0:
raise Exception("""init_temp must be greater than 0.""")
if (self.decay <= 0) or (self.decay > 1):
raise Exception("""decay must be greater than 0.""")
if self.min_temp < 0:
raise Exception("""min_temp must be greater than 0.""")
elif self.min_temp > self.init_temp:
raise Exception("""init_temp must be greater than min_temp.""")
def evaluate(self, _t):
"""Evaluate the temperature parameter at time t
Args:
t: int. Time at which the temperature paramter t is evaluated
Returns:
temp: float. Temperature parameter at time t
"""
temp = self.init_temp - (self.decay*_t)
if temp < self.min_temp:
temp = self.min_temp
return temp
class ExpDecay:
"""
Schedule for exponentially decaying the simulated
annealing temperature parameter T
"""
def __init__(self, init_temp=1.0, exp_const=0.005, min_temp=0.001):
"""Initialize decay schedule object
Args:
init_temp: float. Initial value of temperature parameter T
exp_const: float. Exponential constant parameter.
min_temp: float. Minimum value of temperature parameter.
Returns:
None
"""
self.init_temp = init_temp
self.exp_const = exp_const
self.min_temp = min_temp
if self.init_temp <= 0:
raise Exception("""init_temp must be greater than 0.""")
if self.exp_const <= 0:
raise Exception("""exp_const must be greater than 0.""")
if self.min_temp < 0:
raise Exception("""min_temp must be greater than 0.""")
elif self.min_temp > self.init_temp:
raise Exception("""init_temp must be greater than min_temp.""")
def evaluate(self, _t):
"""Evaluate the temperature parameter at time t
Args:
t: int. Time at which the temperature paramter t is evaluated
Returns:
temp: float. Temperature parameter at time t
"""
temp = self.init_temp*np.exp(-1.0*self.exp_const*_t)
if temp < self.min_temp:
temp = self.min_temp
return temp
class CustomSchedule:
"""Class for generating your own temperature schedule."""
def __init__(self, schedule, **kwargs):
"""Initialize CustomSchedule object.
Args:
schedule: function. Function for calculating the temperature at time t
kwargs: dictionary. Additional arguments to be passed to schedule
Returns:
None
"""
self.schedule = schedule
self.kwargs = kwargs
def evaluate(self, _t):
"""Evaluate the temperature parameter at time t
Args:
t: int. Time at which the temperature paramter t is evaluated
Returns:
temp: float. Temperature parameter at time t
"""
temp = self.schedule(_t, **self.kwargs)
return temp