mopti 0.1.0 → 0.2.0

checksums.yaml

@@ -1,7 +1,7 @@
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data/.github/workflows/build.yml

@@ -1,24 +1,21 @@
-name: Ruby
+name: build
 
-on: [push]
+on: [push, pull_request]
 
 jobs:
   build:
-
     runs-on: ubuntu-latest
-    
     strategy:
       matrix:
-        ruby: ['2.4.x', '2.5.x', '2.6.x', '2.7.x']
-
+        ruby: [ '2.6', '2.7', '3.0' ]
     steps:
-    - uses: actions/checkout@v2
-    - name: Set up Ruby
-      uses: actions/setup-ruby@v1
-      with:
-        ruby-version: ${{ matrix.ruby }}
-    - name: Build and test with Rake
-      run: |
-        gem install bundler
-        bundle install --jobs 4 --retry 3
-        bundle exec rake
+      - uses: actions/checkout@v2
+      - name: Set up Ruby
+        uses: actions/setup-ruby@v1
+        with:
+          ruby-version: ${{ matrix.ruby }}
+      - name: Build and test with Rake
+        run: |
+          gem install bundler
+          bundle install --jobs 4 --retry 3
+          bundle exec rake

data/.rubocop.yml

@@ -2,6 +2,9 @@ require:
   - rubocop-performance
   - rubocop-rspec
 
+AllCops:
+  NewCops: enable
+
 Layout/LineLength:
   Max: 145
   IgnoredPatterns: ['(\A|\s)#']

data/CHANGELOG.md

@@ -1,2 +1,7 @@
+# 0.2.0
+- Add type declaration files.
+- Refactor some codes with type check.
+- Fix some configuration files.
+
 # 0.1.0
 - First release.

data/Gemfile

@@ -5,3 +5,5 @@ gemspec
 
 gem "rake", "~> 12.0"
 gem "rspec", "~> 3.0"
+gem "rbs", "~> 1.2"
+gem "steep", "~> 0.44"

data/LICENSE.txt

@@ -1,4 +1,4 @@
-Copyright (c) 2020 Atsushi Tatsuma
+Copyright (c) 2020-2021 Atsushi Tatsuma
 All rights reserved.
 
 Redistribution and use in source and binary forms, with or without

data/README.md

@@ -2,7 +2,7 @@
 
 ![Ruby](https://github.com/yoshoku/mopti/workflows/Ruby/badge.svg)
 [![Gem Version](https://badge.fury.io/rb/mopti.svg)](https://badge.fury.io/rb/mopti)
-[![BSD 3-Clause License](https://img.shields.io/badge/License-BSD%203--Clause-orange.svg)](https://github.com/yoshoku/mopti/blob/master/LICENSE.txt)
+[![BSD 3-Clause License](https://img.shields.io/badge/License-BSD%203--Clause-orange.svg)](https://github.com/yoshoku/mopti/blob/main/LICENSE.txt)
 [![Documentation](http://img.shields.io/badge/api-reference-blue.svg)](https://yoshoku.github.io/mopti/doc/)
 
 Mopti is a multivariate optimization library in Ruby.
@@ -89,9 +89,9 @@ To install this gem onto your local machine, run `bundle exec rake install`. To
 
 ## Contributing
 
-Bug reports and pull requests are welcome on GitHub at https://github.com/yoshoku/mopti. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the [code of conduct](https://github.com/yoshoku/mopti/blob/master/CODE_OF_CONDUCT.md).
+Bug reports and pull requests are welcome on GitHub at https://github.com/yoshoku/mopti. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the [code of conduct](https://github.com/yoshoku/mopti/blob/main/CODE_OF_CONDUCT.md).
 
 
 ## Code of Conduct
 
-Everyone interacting in the Mopti project's codebases, issue trackers, chat rooms and mailing lists is expected to follow the [code of conduct](https://github.com/yoshoku/mopti/blob/master/CODE_OF_CONDUCT.md).
+Everyone interacting in the Mopti project's codebases, issue trackers, chat rooms and mailing lists is expected to follow the [code of conduct](https://github.com/yoshoku/mopti/blob/main/CODE_OF_CONDUCT.md).

data/Steepfile

@@ -0,0 +1,20 @@
+target :lib do
+  signature "sig"
+
+  check "lib"                       # Directory name
+#   check "Gemfile"                   # File name
+#   check "app/models/**/*.rb"        # Glob
+#   # ignore "lib/templates/*.rb"
+#
+#   # library "pathname", "set"       # Standard libraries
+#   library "numo-narray"           # Gems
+end
+
+# target :spec do
+#   signature "sig", "sig-private"
+#
+#   check "spec"
+#
+#   # library "pathname", "set"       # Standard libraries
+#   # library "rspec"
+# end

data/lib/mopti/nelder_mead.rb

@@ -25,7 +25,7 @@ module Mopti
   #   #  :fnc=>5.694864987422661e-13}
   #
   # *Reference*
-  # 1. F. Gao and L. Han, "Implementing the Nelder-Mead simplex algorithm with adaptive parameters," Computational Optimization and Applications, vol. 51 (1), pp. 259--277, 2012.
+  # 1. Gao, F. and Han, L., "Implementing the Nelder-Mead simplex algorithm with adaptive parameters," Computational Optimization and Applications, vol. 51 (1), pp. 259--277, 2012.
   class NelderMead
     include Enumerable
 
@@ -38,7 +38,7 @@ module Mopti
     #   If nil is given, max_iter sets to 200 * number of dimensions.
     # @param xtol [Float] Tolerance for termination for the optimal vector norm.
     # @param ftol [Float] Tolerance for termination for the objective function value.
-    def initialize(fnc:, args: nil, x_init:, max_iter: nil, xtol: 1e-6, ftol: 1e-6)
+    def initialize(fnc:, x_init:, args: nil, max_iter: nil, xtol: 1e-6, ftol: 1e-6)
       @fnc = fnc
       @args = args
       @x_init = x_init
@@ -72,13 +72,13 @@ module Mopti
       sim[0, true] = x
       n.times do |k|
         y = x.dup
-        y[k] = y[k] != 0 ? (1 + NON_ZERO_TAU) * y[k] : ZERO_TAU
+        y[k] = (y[k]).zero? ? ZERO_TAU : (1 + NON_ZERO_TAU) * y[k]
         sim[k + 1, true] = y
       end
 
       fsim = Numo::DFloat.zeros(n + 1)
 
-      (n + 1).times { |k| fsim[k] = func(sim[k, true]) }
+      (n + 1).times { |k| fsim[k] = func(sim[k, true], @args) }
       n_fev = n + 1
 
       ind = fsim.sort_index
@@ -91,13 +91,13 @@ module Mopti
 
         xbar = sim[0...-1, true].sum(0) / n
         xr = xbar + alpha * (xbar - sim[-1, true])
-        fr = func(xr)
+        fr = func(xr, @args)
         n_fev += 1
 
         shrink = true
         if fr < fsim[0]
           xe = xbar + beta * (xr - xbar)
-          fe = func(xe)
+          fe = func(xe, @args)
           n_fev += 1
           shrink = false
           if fe < fr
@@ -113,7 +113,7 @@ module Mopti
           fsim[-1] = fr
         elsif fr < fsim[-1]
           xoc = xbar + gamma * (xr - xbar)
-          foc = func(xoc)
+          foc = func(xoc, @args)
           n_fev += 1
           if foc <= fr
             shrink = false
@@ -122,7 +122,7 @@ module Mopti
           end
         else
           xic = xbar - gamma * (xr - xbar)
-          fic = func(xic)
+          fic = func(xic, @args)
           n_fev += 1
           if fic < fsim[-1]
             shrink = false
@@ -132,9 +132,9 @@ module Mopti
         end
 
         if shrink
-          (1..n).times do |j|
+          (1..n).to_a.each do |j|
             sim[j, true] = sim[0, true] + delta * (sim[j, true] - sim[0, true])
-            fsim[j] = func(sim[j, true])
+            fsim[j] = func(sim[j, true], @args)
             n_fev += 1
           end
         end
@@ -156,15 +156,15 @@ module Mopti
 
     private
 
-    def func(x)
-      if @args.is_a?(Hash)
-        @fnc.call(x, **@args)
-      elsif @args.is_a?(Array)
-        @fnc.call(x, *@args)
-      elsif @args.nil?
+    def func(x, args)
+      if args.is_a?(Hash)
+        @fnc.call(x, **args)
+      elsif args.is_a?(Array)
+        @fnc.call(x, *args)
+      elsif args.nil?
         @fnc.call(x)
       else
-        @fnc.call(x, @args)
+        @fnc.call(x, args)
       end
     end
   end

data/lib/mopti/scaled_conjugate_gradient.rb

@@ -42,7 +42,7 @@ module Mopti
   #   #  :jcb=>1.8698188678645777e-07}
   #
   # *Reference*
-  # 1. M F. Moller, "A Scaled Conjugate Gradient Algorithm for Fast Supervised Learning," Neural Networks, Vol. 6, pp. 525--533, 1993.
+  # 1. Moller, M F., "A Scaled Conjugate Gradient Algorithm for Fast Supervised Learning," Neural Networks, Vol. 6, pp. 525--533, 1993.
   class ScaledConjugateGradient
     include Enumerable
 
@@ -56,7 +56,7 @@ module Mopti
     # @param xtol [Float] Tolerance for termination for the optimal vector norm.
     # @param ftol [Float] Tolerance for termination for the objective function value.
     # @param jtol [Float] Tolerance for termination for the gradient norm.
-    def initialize(fnc:, jcb:, args: nil, x_init:, max_iter: 200, xtol: 1e-6, ftol: 1e-8, jtol: 1e-7)
+    def initialize(fnc:, jcb:, x_init:, args: nil, max_iter: 200, xtol: 1e-6, ftol: 1e-8, jtol: 1e-7)
       @fnc = fnc
       @jcb = jcb
       @x_init = x_init
@@ -82,10 +82,10 @@ module Mopti
       return to_enum(__method__) unless block_given?
 
       x = @x_init
-      f_prev = func(x)
+      f_prev = func(x, @args)
       n_fev = 1
       f_curr = f_prev
-      j_next = jacb(x)
+      j_next = jacb(x, @args)
       n_jev = 1
 
       j_curr = j_next.dot(j_next)
@@ -109,7 +109,7 @@ module Mopti
 
           sigma = SIGMA_INIT / Math.sqrt(kappa)
           x_plus = x + sigma * d
-          j_plus = jacb(x_plus)
+          j_plus = jacb(x_plus, @args)
           n_jev += 1
           theta = d.dot(j_plus - j_next) / sigma
         end
@@ -117,12 +117,15 @@ module Mopti
         delta = theta + beta * kappa
         if delta <= 0
           delta = beta * kappa
-          beta -= theta / kappa
+          # TODO: Investigate the cause of the type error.
+          # Cannot assign a value of type `::Complex` to a variable of type `::Float`
+          # beta -= theta / kappa
+          beta = (beta - (theta / kappa)).to_f
         end
         alpha = -mu / delta
 
         x_next = x + alpha * d
-        f_next = func(x_next)
+        f_next = func(x_next, @args)
         n_fev += 1
 
         delta = 2 * (f_next - f_prev) / (alpha * mu)
@@ -146,15 +149,15 @@ module Mopti
           f_prev = f_next
 
           j_prev = j_next
-          j_next = jacb(x)
+          j_next = jacb(x, @args)
           n_jev += 1
 
           j_curr = j_next.dot(j_next)
           break if j_curr <= @jtol
         end
 
-        beta = [beta * 4, BETA_MAX].min if delta < 0.25
-        beta = [beta / 4, BETA_MIN].max if delta > 0.75
+        beta = beta * 4 < BETA_MAX ? beta * 4 : BETA_MAX if delta < 0.25
+        beta = beta / 4 > BETA_MIN ? beta / 4 : BETA_MIN if delta > 0.75
 
         if n_successes == x.size
           d = -j_next
@@ -175,27 +178,27 @@ module Mopti
 
     private
 
-    def func(x)
-      if @args.is_a?(Hash)
-        @fnc.call(x, **@args)
-      elsif @args.is_a?(Array)
-        @fnc.call(x, *@args)
-      elsif @args.nil?
+    def func(x, args)
+      if args.is_a?(Hash)
+        @fnc.call(x, **args)
+      elsif args.is_a?(Array)
+        @fnc.call(x, *args)
+      elsif args.nil?
         @fnc.call(x)
       else
-        @fnc.call(x, @args)
+        @fnc.call(x, args)
       end
     end
 
-    def jacb(x)
-      if @args.is_a?(Hash)
-        @jcb.call(x, **@args)
-      elsif @args.is_a?(Array)
-        @jcb.call(x, *@args)
-      elsif @args.nil?
+    def jacb(x, args)
+      if args.is_a?(Hash)
+        @jcb.call(x, **args)
+      elsif args.is_a?(Array)
+        @jcb.call(x, *args)
+      elsif args.nil?
         @jcb.call(x)
       else
-        @jcb.call(x, @args)
+        @jcb.call(x, args)
       end
     end
   end

data/lib/mopti/version.rb

@@ -2,5 +2,5 @@
 
 module Mopti
   # The version of Mopti you are using.
-  VERSION = '0.1.0'
+  VERSION = '0.2.0'
 end

data/sig/mopti.rbs

@@ -0,0 +1,5 @@
+module Mopti
+  VERSION: String
+
+  def self?.minimize: (algorithm: String algorithm, **untyped args) -> Hash[Symbol, untyped]?
+end

data/sig/mopti/nelder_mead.rbs

@@ -0,0 +1,21 @@
+module Mopti
+  class NelderMead
+    include Enumerable[untyped]
+
+    @fnc: Method | Proc
+
+    def initialize: (fnc: Method | Proc fnc,
+                     x_init: Numo::DFloat x_init, ?args: untyped? args, ?max_iter: Integer? max_iter,
+                     ?xtol: Float xtol, ?ftol: Float ftol) -> void
+
+    # def each: () { (x: Numo::DFloat, n_fev: Integer, n_iter: Integer, fnc: Float) -> untyped } -> untyped
+    def each: () { (untyped) -> untyped } -> untyped
+
+    private
+
+    NON_ZERO_TAU: Float
+    ZERO_TAU: Float
+
+    def func: (Numo::DFloat x, untyped args) -> Float
+  end
+end

data/sig/mopti/scaled_conjugate_gradient.rbs

@@ -0,0 +1,24 @@
+module Mopti
+  class ScaledConjugateGradient
+    include Enumerable[untyped]
+
+    @fnc: Method | Proc
+    @jcb: Method | Proc
+
+    def initialize: (fnc: Method | Proc fnc, jcb: Method | Proc jcb,
+                     x_init: Numo::DFloat x_init, ?args: untyped? args, ?max_iter: Integer max_iter,
+                     ?xtol: Float xtol, ?ftol: Float ftol, ?jtol: Float jtol) -> void
+
+    # def each: () { (x: Numo::DFloat, n_fev: Integer, n_jev: Integer, n_iter: Integer, fnc: Float, jcb: Numo::DFloat) -> untyped } -> untyped
+    def each: () { (untyped) -> untyped } -> untyped
+
+    private
+
+    SIGMA_INIT: Float
+    BETA_MIN: Float
+    BETA_MAX: Float
+
+    def func: (Numo::DFloat x, untyped args) -> Float
+    def jacb: (Numo::DFloat x, untyped args) -> Numo::DFloat
+  end
+end

data/sig/patch.rbs

@@ -0,0 +1,20 @@
+module Numo
+  class NArray
+    def self.zeros: (*untyped) -> untyped
+    def dot: (untyped b) -> untyped
+    def empty?: () -> bool
+    def ndim: () -> Integer
+    def shape: () -> Array[Integer]
+    def swapaxes: (Integer, Integer) -> untyped
+  end
+
+  class DFloat < NArray
+    def -@: () -> untyped
+    def +: (untyped) -> untyped
+    def -: (untyped) -> untyped
+    def *: (untyped) -> untyped
+    def /: (untyped) -> untyped
+    def []: (*untyped) -> untyped
+    def []=: (*untyped) -> untyped
+  end
+end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: mopti
 version: !ruby/object:Gem::Version
-  version: 0.1.0
+  version: 0.2.0
 platform: ruby
 authors:
 - yoshoku
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2020-02-19 00:00:00.000000000 Z
+date: 2021-06-25 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: numo-narray
@@ -43,11 +43,16 @@ files:
 - LICENSE.txt
 - README.md
 - Rakefile
+- Steepfile
 - lib/mopti.rb
 - lib/mopti/nelder_mead.rb
 - lib/mopti/scaled_conjugate_gradient.rb
 - lib/mopti/version.rb
 - mopti.gemspec
+- sig/mopti.rbs
+- sig/mopti/nelder_mead.rbs
+- sig/mopti/scaled_conjugate_gradient.rbs
+- sig/patch.rbs
 homepage: https://github.com/yoshoku/mopti
 licenses:
 - BSD-3-Clause
@@ -71,7 +76,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.1.2
+rubygems_version: 3.1.6
 signing_key: 
 specification_version: 4
 summary: Multivariate Optimization Library in Ruby.