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Merge pull request #60 from polyfem/custom-fallback
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Custom fallback
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@teseoch
teseoch authored Dec 12, 2023
2 parents b08ab23 + efd79f7 commit 374f787
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Showing 14 changed files with 559 additions and 122 deletions.
293 changes: 284 additions & 9 deletions nonlinear-solver-spec.json
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@@ -1,4 +1,5 @@
[{
[
{
"pointer": "/",
"default": null,
"type": "object",
Expand All @@ -11,8 +12,8 @@
"iterations_per_strategy",
"line_search",
"allow_out_of_iterations",
"LBFGS",
"LBFGSB",
"L-BFGS",
"L-BFGS-B",
"Newton",
"ADAM",
"StochasticADAM",
Expand Down Expand Up @@ -90,7 +91,7 @@
"doc": "If false (default), an exception will be thrown when the nonlinear solver reaches the maximum number of iterations."
},
{
"pointer": "/LBFGS",
"pointer": "/L-BFGS",
"default": null,
"type": "object",
"optional": [
Expand All @@ -99,22 +100,22 @@
"doc": "Options for LBFGS."
},
{
"pointer": "/LBFGS/history_size",
"pointer": "/L-BFGS/history_size",
"default": 6,
"type": "int",
"doc": "The number of corrections to approximate the inverse Hessian matrix."
},
{
"pointer": "/LBFGSB",
"pointer": "/L-BFGS-B",
"default": null,
"type": "object",
"optional": [
"history_size"
],
"doc": "Options for the boxed LBFGS."
"doc": "Options for the boxed L-BFGS."
},
{
"pointer": "/LBFGSB/history_size",
"pointer": "/L-BFGS-B/history_size",
"default": 6,
"type": "int",
"doc": "The number of corrections to approximate the inverse Hessian matrix."
Expand All @@ -129,7 +130,8 @@
"reg_weight_max",
"reg_weight_inc",
"force_psd_projection",
"use_psd_projection"
"use_psd_projection",
"use_psd_projection_in_regularized"
],
"doc": "Options for Newton."
},
Expand Down Expand Up @@ -169,6 +171,12 @@
"type": "bool",
"doc": "Use PSD as fallback using second order solvers (i.e., Newton's method)."
},
{
"pointer": "/Newton/use_psd_projection_in_regularized",
"default": true,
"type": "bool",
"doc": "Use PSD in regularized Newton."
},
{
"pointer": "/ADAM",
"default": null,
Expand Down Expand Up @@ -263,6 +271,273 @@
"type": "float",
"doc": "Probability of erasing a component on the gradient for StochasticGradientDescent."
},
{
"pointer": "/solver",
"type": "list",
"doc": "List of solvers for ballback. Eg, [{'type':'Newton'}, {'type':'L-BFGS'}, {'type':'GradientDescent'}] will solve using Newton, in case of failure will fallback to L-BFGS and eventually to GradientDescent"
},
{
"pointer": "/solver/*",
"type": "object",
"type_name": "Newton",
"required": [
"type"
],
"optional": [
"residual_tolerance"
],
"doc": "Options for Newton."
},
{
"pointer": "/solver/*",
"type": "object",
"type_name": "ProjectedNewton",
"required": [
"type"
],
"optional": [
"residual_tolerance"
],
"doc": "Options for projected Newton."
},
{
"pointer": "/solver/*",
"type": "object",
"type_name": "RegularizedNewton",
"required": [
"type"
],
"optional": [
"residual_tolerance",
"reg_weight_min",
"reg_weight_max",
"reg_weight_inc"
],
"doc": "Options for regularized Newton."
},
{
"pointer": "/solver/*",
"type": "object",
"type_name": "RegularizedProjectedNewton",
"required": [
"type"
],
"optional": [
"residual_tolerance",
"reg_weight_min",
"reg_weight_max",
"reg_weight_inc"
],
"doc": "Options for regularized projected Newton."
},
{
"pointer": "/solver/*",
"type": "object",
"type_name": "DenseNewton",
"required": [
"type"
],
"optional": [
"residual_tolerance"
],
"doc": "Options for Newton."
},
{
"pointer": "/solver/*",
"type": "object",
"type_name": "DenseProjectedNewton",
"required": [
"type"
],
"optional": [
"residual_tolerance"
],
"doc": "Options for projected Newton."
},
{
"pointer": "/solver/*",
"type": "object",
"type_name": "DenseRegularizedNewton",
"required": [
"type"
],
"optional": [
"residual_tolerance",
"reg_weight_min",
"reg_weight_max",
"reg_weight_inc"
],
"doc": "Options for regularized Newton."
},
{
"pointer": "/solver/*",
"type": "object",
"type_name": "DenseRegularizedProjectedNewton",
"required": [
"type"
],
"optional": [
"residual_tolerance",
"reg_weight_min",
"reg_weight_max",
"reg_weight_inc"
],
"doc": "Options for projected regularized Newton."
},
{
"pointer": "/solver/*",
"type": "object",
"type_name": "GradientDescent",
"required": [
"type"
],
"doc": "Options for Gradient Descent."
},
{
"pointer": "/solver/*",
"type": "object",
"type_name": "StochasticGradientDescent",
"required": [
"type"
],
"optional": [
"erase_component_probability"
],
"doc": "Options for Stochastic Gradient Descent."
},
{
"pointer": "/solver/*",
"type": "object",
"type_name": "L-BFGS",
"required": [
"type"
],
"optional": [
"history_size"
],
"doc": "Options for L-BFGS."
},
{
"pointer": "/solver/*",
"type": "object",
"type_name": "BFGS",
"required": [
"type"
],
"doc": "Options for BFGS."
},
{
"pointer": "/solver/*",
"type": "object",
"type_name": "ADAM",
"required": [
"type"
],
"optional": [
"alpha",
"beta_1",
"beta_2",
"epsilon"
],
"doc": "Options for ADAM."
},
{
"pointer": "/solver/*",
"type": "object",
"type_name": "StochasticADAM",
"required": [
"type"
],
"optional": [
"alpha",
"beta_1",
"beta_2",
"epsilon",
"erase_component_probability"
],
"doc": "Options for ADAM."
},
{
"pointer": "/solver/*/type",
"type": "string",
"options": [
"Newton",
"DenseNewton",
"ProjectedNewton",
"DenseProjectedNewton",
"RegularizedNewton",
"DenseRegularizedNewton",
"RegularizedProjectedNewton",
"DenseRegularizedProjectedNewton",
"GradientDescent",
"StochasticGradientDescent",
"ADAM",
"StochasticADAM",
"L-BFGS",
"BFGS"
],
"doc": "Nonlinear solver type"
},
{
"pointer": "/solver/*/residual_tolerance",
"default": 1e-5,
"type": "float",
"doc": "Tolerance of the linear system residual. If residual is above, the direction is rejected."
},
{
"pointer": "/solver/*/reg_weight_min",
"default": 1e-8,
"type": "float",
"doc": "Minimum regulariztion weight."
},
{
"pointer": "/solver/*/reg_weight_max",
"default": 1e8,
"type": "float",
"doc": "Maximum regulariztion weight."
},
{
"pointer": "/solver/*/reg_weight_inc",
"default": 10,
"type": "float",
"doc": "Regulariztion weight increment."
},
{
"pointer": "/solver/*/erase_component_probability",
"default": 0.3,
"type": "float",
"doc": "Probability of erasing a component on the gradient for stochastic solvers."
},
{
"pointer": "/solver/*/history_size",
"default": 6,
"type": "int",
"doc": "The number of corrections to approximate the inverse Hessian matrix."
},
{
"pointer": "/solver/*/alpha",
"default": 0.001,
"type": "float",
"doc": "Parameter alpha for ADAM."
},
{
"pointer": "/solver/*/beta_1",
"default": 0.9,
"type": "float",
"doc": "Parameter beta_1 for ADAM."
},
{
"pointer": "/solver/*/beta_2",
"default": 0.999,
"type": "float",
"doc": "Parameter beta_2 for ADAM."
},
{
"pointer": "/solver/*/epsilon",
"default": 1e-8,
"type": "float",
"doc": "Parameter epsilon for ADAM."
},
{
"pointer": "/line_search",
"default": null,
Expand Down
8 changes: 8 additions & 0 deletions src/polysolve/Utils.cpp
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Expand Up @@ -71,4 +71,12 @@ namespace polysolve
return I;
}

double extract_param(const std::string &key, const std::string &name, const json &json)
{
if (json.find(key) != json.end())
return json[key][name];

return json[name];
}

} // namespace polysolve
2 changes: 2 additions & 0 deletions src/polysolve/Utils.hpp
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Expand Up @@ -60,4 +60,6 @@ namespace polysolve

Eigen::SparseMatrix<double> sparse_identity(int rows, int cols);

double extract_param(const std::string &key, const std::string &name, const json &json);

} // namespace polysolve
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