Merge pull request #789 from SciML/optbasev2

[WIP] Updates for OptimizationBase v2

.github/workflows/CI.yml

@@ -22,7 +22,6 @@ jobs:
  - OptimizationBBO
  - OptimizationCMAEvolutionStrategy
  - OptimizationEvolutionary
- - OptimizationFlux
  - OptimizationGCMAES
  - OptimizationManopt
  - OptimizationMetaheuristics
@@ -62,7 +61,7 @@ jobs:
  GROUP: ${{ matrix.group }}
  - uses: julia-actions/julia-processcoverage@v1
  with:
- directories: src,lib/OptimizationBBO/src,lib/OptimizationCMAEvolutionStrategy/src,lib/OptimizationEvolutionary/src,lib/OptimizationFlux/src,lib/OptimizationGCMAES/src,lib/OptimizationMOI/src,lib/OptimizationMetaheuristics/src,lib/OptimizationMultistartOptimization/src,lib/OptimizationNLopt/src,lib/OptimizationNOMAD/src,lib/OptimizationOptimJL/src,lib/OptimizationOptimisers/src,lib/OptimizationPolyalgorithms/src,lib/OptimizationQuadDIRECT/src,lib/OptimizationSpeedMapping/src
+ directories: src,lib/OptimizationBBO/src,lib/OptimizationCMAEvolutionStrategy/src,lib/OptimizationEvolutionary/src,lib/OptimizationGCMAES/src,lib/OptimizationManopt/src,lib/OptimizationMOI/src,lib/OptimizationMetaheuristics/src,lib/OptimizationMultistartOptimization/src,lib/OptimizationNLopt/src,lib/OptimizationNOMAD/src,lib/OptimizationOptimJL/src,lib/OptimizationOptimisers/src,lib/OptimizationPolyalgorithms/src,lib/OptimizationQuadDIRECT/src,lib/OptimizationSpeedMapping/src
  - uses: codecov/codecov-action@v4
  with:
  file: lcov.info

Project.toml

@@ -11,6 +11,7 @@ LBFGSB = "5be7bae1-8223-5378-bac3-9e7378a2f6e6"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 Logging = "56ddb016-857b-54e1-b83d-db4d58db5568"
 LoggingExtras = "e6f89c97-d47a-5376-807f-9c37f3926c36"
+MLUtils = "f1d291b0-491e-4a28-83b9-f70985020b54"
 OptimizationBase = "bca83a33-5cc9-4baa-983d-23429ab6bcbb"
 Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
 ProgressLogging = "33c8b6b6-d38a-422a-b730-caa89a2f386c"
@@ -28,7 +29,8 @@ LBFGSB = "0.4.1"
 LinearAlgebra = "1.10"
 Logging = "1.10"
 LoggingExtras = "0.4, 1"
-OptimizationBase = "1.3.3"
+MLUtils = "0.4.4"
+OptimizationBase = "2.0.3"
 Printf = "1.10"
 ProgressLogging = "0.1"
 Reexport = "1.2"

docs/src/index.md

@@ -182,48 +182,37 @@ to add the specific wrapper packages.
  url = {https://doi.org/10.5281/zenodo.7738525},
  year = 2023}
 ```
-
 ## Reproducibility
-
 ```@raw html
 <details><summary>The documentation of this SciML package was built using these direct dependencies,</summary>
 ```
-
 ```@example
 using Pkg # hide
 Pkg.status() # hide
 ```
-
 ```@raw html
 </details>
 ```
-
 ```@raw html
 <details><summary>and using this machine and Julia version.</summary>
 ```
-
 ```@example
 using InteractiveUtils # hide
 versioninfo() # hide
 ```
-
 ```@raw html
 </details>
 ```
-
 ```@raw html
 <details><summary>A more complete overview of all dependencies and their versions is also provided.</summary>
 ```
-
 ```@example
 using Pkg # hide
 Pkg.status(; mode = PKGMODE_MANIFEST) # hide
 ```
-
 ```@raw html
 </details>
 ```
-
 ```@eval
 using TOML
 using Markdown

lib/OptimizationBBO/src/OptimizationBBO.jl

@@ -111,12 +111,6 @@ function SciMLBase.__solve(cache::Optimization.OptimizationCache{
 }
  local x, cur, state
 
- if cache.data != Optimization.DEFAULT_DATA
- maxiters = length(cache.data)
- end
-
- cur, state = iterate(cache.data)
-
  function _cb(trace)
  if cache.callback === Optimization.DEFAULT_CALLBACK
  cb_call = false
@@ -138,9 +132,6 @@ function SciMLBase.__solve(cache::Optimization.OptimizationCache{
  BlackBoxOptim.shutdown_optimizer!(trace) #doesn't work
  end
 
- if cache.data !== Optimization.DEFAULT_DATA
- cur, state = iterate(cache.data, state)
- end
  cb_call
  end
 
@@ -149,37 +140,16 @@ function SciMLBase.__solve(cache::Optimization.OptimizationCache{
 
  _loss = function (θ)
  if isa(cache.f, MultiObjectiveOptimizationFunction)
- if cache.callback === Optimization.DEFAULT_CALLBACK &&
- cache.data === Optimization.DEFAULT_DATA
- return cache.f(θ, cache.p)
- elseif cache.callback === Optimization.DEFAULT_CALLBACK
- return cache.f(θ, cache.p, cur...)
- elseif cache.data !== Optimization.DEFAULT_DATA
- x = cache.f(θ, cache.p)
- return x
- else
- x = cache.f(θ, cache.p, cur...)
- return first(x)
- end
+ x = (cache.f(θ, cache.p),)
+ return x[1]
  else
- if cache.callback === Optimization.DEFAULT_CALLBACK &&
- cache.data === Optimization.DEFAULT_DATA
- return first(cache.f(θ, cache.p))
- elseif cache.callback === Optimization.DEFAULT_CALLBACK
- return first(cache.f(θ, cache.p, cur...))
- elseif cache.data !== Optimization.DEFAULT_DATA
- x = cache.f(θ, cache.p)
- return first(x)
- else
- x = cache.f(θ, cache.p, cur...)
- return first(x)
- end
+ x = cache.f(θ, cache.p)
+ return first(x)
  end
  end
 
  opt_args = __map_optimizer_args(cache, cache.opt;
- callback = cache.callback === Optimization.DEFAULT_CALLBACK &&
- cache.data === Optimization.DEFAULT_DATA ?
+ callback = cache.callback === Optimization.DEFAULT_CALLBACK ?
  nothing : _cb,
  cache.solver_args...,
  maxiters = maxiters,

lib/OptimizationCMAEvolutionStrategy/src/OptimizationCMAEvolutionStrategy.jl

@@ -74,12 +74,6 @@ function SciMLBase.__solve(cache::OptimizationCache{
 }
  local x, cur, state
 
- if cache.data != Optimization.DEFAULT_DATA
- maxiters = length(cache.data)
- end
-
- cur, state = iterate(cache.data)
-
  function _cb(opt, y, fvals, perm)
  curr_u = opt.logger.xbest[end]
  opt_state = Optimization.OptimizationState(; iter = length(opt.logger.fmedian),
@@ -91,15 +85,14 @@ function SciMLBase.__solve(cache::OptimizationCache{
  if !(cb_call isa Bool)
  error("The callback should return a boolean `halt` for whether to stop the optimization process.")
  end
- cur, state = iterate(cache.data, state)
  cb_call
  end
 
  maxiters = Optimization._check_and_convert_maxiters(cache.solver_args.maxiters)
  maxtime = Optimization._check_and_convert_maxtime(cache.solver_args.maxtime)
 
  _loss = function (θ)
- x = cache.f(θ, cache.p, cur...)
+ x = cache.f(θ, cache.p)
  return first(x)
  end
 

lib/OptimizationEvolutionary/src/OptimizationEvolutionary.jl

@@ -99,12 +99,6 @@ function SciMLBase.__solve(cache::OptimizationCache{
 }
  local x, cur, state
 
- if cache.data != Optimization.DEFAULT_DATA
- maxiters = length(cache.data)
- end
-
- cur, state = iterate(cache.data)
-
  function _cb(trace)
  curr_u = decompose_trace(trace).metadata["curr_u"]
  opt_state = Optimization.OptimizationState(;
@@ -116,7 +110,6 @@ function SciMLBase.__solve(cache::OptimizationCache{
  if !(cb_call isa Bool)
  error("The callback should return a boolean `halt` for whether to stop the optimization process.")
  end
- cur, state = iterate(cache.data, state)
  cb_call
  end
 
@@ -127,10 +120,10 @@ function SciMLBase.__solve(cache::OptimizationCache{
 
  _loss = function (θ)
  if isa(f, MultiObjectiveOptimizationFunction)
- x = f(θ, cache.p, cur...)
+ x = f(θ, cache.p)
  return x
  else
- x = f(θ, cache.p, cur...)
+ x = f(θ, cache.p)
  return first(x)
  end
  end