invrs-opt 0.3.2__py3-none-any.whl → 0.10.3__py3-none-any.whl

invrs_opt/__init__.py

@@ -3,8 +3,19 @@
 Copyright (c) 2023 The INVRS-IO authors.
 """
 
-__version__ = "v0.3.2"
+__version__ = "v0.10.3"
 __author__ = "Martin F. Schubert <mfschubert@gmail.com>"
 
-from invrs_opt.lbfgsb.lbfgsb import density_lbfgsb as density_lbfgsb
-from invrs_opt.lbfgsb.lbfgsb import lbfgsb as lbfgsb
+from invrs_opt import parameterization as parameterization
+
+from invrs_opt.optimizers.lbfgsb import (
+    density_lbfgsb as density_lbfgsb,
+    lbfgsb as lbfgsb,
+    levelset_lbfgsb as levelset_lbfgsb,
+)
+
+from invrs_opt.optimizers.wrapped_optax import (
+    density_wrapped_optax as density_wrapped_optax,
+    levelset_wrapped_optax as levelset_wrapped_optax,
+    wrapped_optax as wrapped_optax,
+)

invrs_opt/experimental/client.py

@@ -0,0 +1,155 @@
+"""Defines basic client optimizers for use with an optimization service.
+
+Copyright (c) 2023 The INVRS-IO authors.
+"""
+
+import json
+import time
+from typing import Any, Dict, Optional
+
+import requests
+from totypes import json_utils
+
+from invrs_opt.experimental import labels
+from invrs_opt.optimizers import base
+
+PyTree = Any
+StateToken = str
+
+SESSION = None
+SERVER_ADDRESS = None
+
+
+def login(server_address: str) -> None:
+    """Set the global server address and create a requests session."""
+    global SESSION
+    global SERVER_ADDRESS
+    SESSION = requests.Session()
+    SERVER_ADDRESS = server_address
+
+
+def optimizer_client(
+    algorithm: str,
+    hparams: Dict[str, Any],
+    server_address: Optional[str],
+    session: Optional[requests.Session],
+) -> base.Optimizer:
+    """Generic optimizer class."""
+
+    if server_address is None:
+        if SERVER_ADDRESS is None:
+            raise ValueError(
+                "Argument `server_address` and the global `SERVER_ADDRESS` cannot "
+                "both be `None`. Use the `login` method to set the global, or "
+                "explicitly provide a value."
+            )
+    if session is None:
+        if SESSION is None:
+            raise ValueError(
+                "Argument `session` and the global `SESSION` cannot "
+                "both be `None`. Use the `login` method to set the global, or "
+                "explicitly provide a value."
+            )
+        session = SESSION
+
+    opt_config = {
+        labels.ALGORITHM: algorithm,
+        labels.HPARAMS: hparams,
+    }
+
+    def init_fn(params: PyTree) -> StateToken:
+        """Handles 'init' requests."""
+        serialized_data = json_utils.json_from_pytree(
+            dict(opt_config=opt_config, data={"params": params})
+        )
+        post_response = session.post(
+            f"{SERVER_ADDRESS}/{labels.ROUTE_INIT}/", data=serialized_data
+        )
+
+        if not post_response.status_code == 200:
+            raise requests.RequestException(post_response.text)
+        response = json.loads(post_response.text)
+        new_state_token: str = response[labels.STATE_TOKEN]
+        return new_state_token
+
+    def update_fn(
+        *,
+        grad: PyTree,
+        value: float,
+        params: PyTree,
+        state: StateToken,
+    ) -> StateToken:
+        """Handles 'update' requests."""
+        state_token = state
+        del state
+        serialized_data = json_utils.json_from_pytree(
+            {
+                labels.OPT_CONFIG: opt_config,
+                labels.DATA: {
+                    labels.PARAMS: params,
+                    labels.VALUE: value,
+                    labels.GRAD: grad,
+                    labels.STATE_TOKEN: state_token,
+                },
+            }
+        )
+        post_response = session.post(
+            f"{SERVER_ADDRESS}/{labels.ROUTE_UPDATE}/{state_token}/",
+            data=serialized_data,
+        )
+
+        if not post_response.status_code == 200:
+            raise requests.RequestException(post_response.text)
+        response = json.loads(post_response.text)
+        new_state_token: str = response[labels.STATE_TOKEN]
+        return new_state_token
+
+    def params_fn(
+        state: StateToken,
+        timeout: float = 60.0,
+        poll_interval: float = 0.1,
+    ) -> PyTree:
+        """Handles 'params' requests."""
+        state_token = state
+        del state
+        assert timeout >= poll_interval
+        start_time = time.time()
+        while time.time() < start_time + timeout:
+            get_response = session.get(
+                f"{SERVER_ADDRESS}/{labels.ROUTE_PARAMS}/{state_token}"
+            )
+            if get_response.status_code == 200:
+                break
+            elif get_response.status_code == 404 and get_response.text.endswith(
+                labels.MESSAGE_STATE_NOT_READY.format(state_token)
+            ):
+                time.sleep(poll_interval)
+            else:
+                raise requests.RequestException(get_response.text)
+
+        if not get_response.status_code == 200:
+            raise requests.Timeout("Timed out while waiting for params.")
+        response = json.loads(get_response.text)
+        return json_utils.pytree_from_json(response[labels.PARAMS])
+
+    return base.Optimizer(
+        init=init_fn,
+        update=update_fn,  # type: ignore[arg-type]
+        params=params_fn,
+    )
+
+
+# -----------------------------------------------------------------------------
+# Specific optimizers implemented here.
+# -----------------------------------------------------------------------------
+
+
+def lbfgsb(maxcor: int = 20, line_search_max_steps: int = 100) -> base.Optimizer:
+    """Optimizer implementing the L-BFGS-B scheme."""
+    hparams = {
+        "maxcor": maxcor,
+        "line_search_max_steps": line_search_max_steps,
+    }
+    return optimizer_client(
+        algorithm="lbfgsb", hparams=hparams, server_address=None, session=None
+    )

invrs_opt/experimental/labels.py

@@ -0,0 +1,23 @@
+"""Defines labels and messages used in the context of an optimization service.
+
+Copyright (c) 2023 The INVRS-IO authors.
+"""
+
+VALUE = "value"
+GRAD = "grad"
+PARAMS = "params"
+STATE_TOKEN = "state_token"
+MESSAGE = "message"
+
+OPT_CONFIG = "opt_config"
+ALGORITHM = "algorithm"
+HPARAMS = "hparams"
+DATA = "data"
+
+ROUTE_INIT = "init"
+ROUTE_UPDATE = "update"
+ROUTE_PARAMS = "params"
+
+MESSAGE_STATE_NOT_KNOWN = "State token {} was not recognized."
+MESSAGE_STATE_NOT_READY = "State for token {} is not ready."
+MESSAGE_STATE_NOT_VALID = "State for token {} is not valid."

invrs_opt/{base.py → optimizers/base.py}

@@ -4,8 +4,13 @@ Copyright (c) 2023 The INVRS-IO authors.
 """
 
 import dataclasses
+import inspect
 from typing import Any, Protocol
 
+import jax.numpy as jnp
+import optax  # type: ignore[import-untyped]
+from totypes import json_utils
+
 PyTree = Any
 
 
@@ -30,7 +35,7 @@ class UpdateFn(Protocol):
         self,
         *,
         grad: PyTree,
-        value: float,
+        value: jnp.ndarray,
         params: PyTree,
         state: PyTree,
     ) -> PyTree:
@@ -44,3 +49,13 @@ class Optimizer:
     init: InitFn
     params: ParamsFn
     update: UpdateFn
+
+
+# Register all optax state types for serialization.
+optax_types = {}
+for name, obj in inspect.getmembers(optax):
+    if name.endswith("State") and isinstance(obj, type):
+        optax_types[obj] = True
+
+for obj in optax_types.keys():
+    json_utils.register_custom_type(obj)