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Pass kwargs to SciPy optimisers #236

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BradyPlanden opened this issue Mar 13, 2024 · 0 comments · Fixed by #255
Closed

Pass kwargs to SciPy optimisers #236

BradyPlanden opened this issue Mar 13, 2024 · 0 comments · Fixed by #255
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@NicolaCourtier
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enhancement New feature or request

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@BradyPlanden
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Feature description

At the moment, the SciPy optimisers aren't passed kwargs. As such, hyper parameter tuning is not available to the end user. This issue is to update the SciPy implementation to enable optimiser method, options, etc. changes via kwargs.

Motivation

End users should be able to modify the SciPy optimisers, links to #195.

Possible implementation

No response

Additional context

No response
@BradyPlanden BradyPlanden added the enhancement New feature or request label Mar 13, 2024
@BradyPlanden BradyPlanden moved this to Todo in v24.6 Mar 21, 2024
@NicolaCourtier NicolaCourtier mentioned this issue Mar 23, 2024
Merged
14 tasks
@BradyPlanden BradyPlanden moved this from Todo to In Progress in v24.6 Apr 10, 2024
@BradyPlanden BradyPlanden mentioned this issue Apr 26, 2024
Merged
15 tasks
@NicolaCourtier NicolaCourtier mentioned this issue May 10, 2024
Closed
NicolaCourtier added a commit that referenced this issue May 22, 2024
@BradyPlanden @NicolaCourtier
Updates to #236 to avoid breaking change to pybop.Optimisation (#309)
dec74d7 
* Splits Optimisation -> BaseOptimiser/Optimisation, enables two optimisation APIs, updts where required, moves _optimisation to optimisers/

* increase coverage

* Pass optimiser_kwargs though run()

* updt examples

* Converts DefaultOptimiser -> Optimisation

* split Optimisation and BaseOptimsier classes, loosen standalone cost unit test

* add incorrect attr test

* fix: updt changelog entry, optimsation_interface notebook, review suggestions

* fix: updt notebook state

* Updt assertions, optimisation object name

---------

Co-authored-by: NicolaCourtier <45851982+NicolaCourtier@users.noreply.github.com>
NicolaCourtier added a commit that referenced this issue May 22, 2024
@NicolaCourtier @pre-commit-ci @BradyPlanden
Restructure optimisers to enable passing of kwargs (#255)
9e0058f 
* Enable passing of kwargs to SciPy

* Update checks on bounds

* Add update_options and error for Pints

* Rename opt to optim

* Remove stray comments

* Add BaseSciPyOptimiser and BasePintsOptimiser

* Align optimiser option setting

* Update notebooks with kwargs

* Update scripts with kwargs

* Update notebooks

* Align optimisers with Optimisation as base class

* Update stopping criteria in spm_NelderMead.py

Co-authored-by: Brady Planden <55357039+BradyPlanden@users.noreply.github.com>

* Update stopping criteria in spm_adam.py

Co-authored-by: Brady Planden <55357039+BradyPlanden@users.noreply.github.com>

* Update sigma0 in spm_descent.py

Co-authored-by: Brady Planden <55357039+BradyPlanden@users.noreply.github.com>

* Update GradientDescent

* Change update to set and check pints_method

* Update test_optimisation_options

* Update notebooks

* Update set learning rate

* Pop threshold

* Fix bug in model.simulate

* Update notebooks

* Update test_models.py

* Store SciPy result

* Update x0 input and add tests

* Update bounds to avoid x0 outside

* Re-initialise pints_method on certain options

* Update x0_new test

* Update test_optimisation.py

* Create initialise_method for PINTS optimisers

* Align optimisation result

* Update checks on bounds

* Apply suggestions

Co-authored-by: Brady Planden <55357039+BradyPlanden@users.noreply.github.com>

* Add standalone optimiser

* Simplify optimiser set-up and align _minimising

* Update option setting in notebooks

* Take abs of cost0

* Implement suggestions from Brady

* Update tests and base option setting

* Update test_invalid_cost

* Increase coverage

* Sort out notebook changes

* Reset scale parameter

* Move settings into arguments

* Update comments

* Update optimiser call

* Move check on jac

* Add assertions

* Add maxiter to test

* Add assertion

* Update to lambda functions

Co-authored-by: Brady Planden <55357039+BradyPlanden@users.noreply.github.com>

* Update comment

Co-authored-by: Brady Planden <55357039+BradyPlanden@users.noreply.github.com>

* Update to list comprehension

Co-authored-by: Brady Planden <55357039+BradyPlanden@users.noreply.github.com>

* Formatting

* Revert "Update to lambda functions"

This reverts commit aa73bff.

* Move minimising out of costs

* Update description

* Updates to #236 to avoid breaking change to `pybop.Optimisation` (#309)

* Splits Optimisation -> BaseOptimiser/Optimisation, enables two optimisation APIs, updts where required, moves _optimisation to optimisers/

* increase coverage

* Pass optimiser_kwargs though run()

* updt examples

* Converts DefaultOptimiser -> Optimisation

* split Optimisation and BaseOptimsier classes, loosen standalone cost unit test

* add incorrect attr test

* fix: updt changelog entry, optimsation_interface notebook, review suggestions

* fix: updt notebook state

* Updt assertions, optimisation object name

---------

Co-authored-by: NicolaCourtier <45851982+NicolaCourtier@users.noreply.github.com>

* Rename method to pints_optimiser

* Rename base_optimiser to pints_base_optimiser

* Rename _optimisation to base_optimiser

---------

Co-authored-by: pre-commit-ci[bot] <66853113+pre-commit-ci[bot]@users.noreply.github.com>
Co-authored-by: Brady Planden <55357039+BradyPlanden@users.noreply.github.com>
@github-project-automation github-project-automation bot moved this from In Progress to Done in v24.6 May 22, 2024
BradyPlanden added a commit that referenced this issue Jun 3, 2024
@NicolaCourtier @pre-commit-ci @BradyPlanden
Restructure optimisers to enable passing of kwargs (#255)
d6ddfbe 
* Enable passing of kwargs to SciPy

* Update checks on bounds

* Add update_options and error for Pints

* Rename opt to optim

* Remove stray comments

* Add BaseSciPyOptimiser and BasePintsOptimiser

* Align optimiser option setting

* Update notebooks with kwargs

* Update scripts with kwargs

* Update notebooks

* Align optimisers with Optimisation as base class

* Update stopping criteria in spm_NelderMead.py

Co-authored-by: Brady Planden <55357039+BradyPlanden@users.noreply.github.com>

* Update stopping criteria in spm_adam.py

Co-authored-by: Brady Planden <55357039+BradyPlanden@users.noreply.github.com>

* Update sigma0 in spm_descent.py

Co-authored-by: Brady Planden <55357039+BradyPlanden@users.noreply.github.com>

* Update GradientDescent

* Change update to set and check pints_method

* Update test_optimisation_options

* Update notebooks

* Update set learning rate

* Pop threshold

* Fix bug in model.simulate

* Update notebooks

* Update test_models.py

* Store SciPy result

* Update x0 input and add tests

* Update bounds to avoid x0 outside

* Re-initialise pints_method on certain options

* Update x0_new test

* Update test_optimisation.py

* Create initialise_method for PINTS optimisers

* Align optimisation result

* Update checks on bounds

* Apply suggestions

Co-authored-by: Brady Planden <55357039+BradyPlanden@users.noreply.github.com>

* Add standalone optimiser

* Simplify optimiser set-up and align _minimising

* Update option setting in notebooks

* Take abs of cost0

* Implement suggestions from Brady

* Update tests and base option setting

* Update test_invalid_cost

* Increase coverage

* Sort out notebook changes

* Reset scale parameter

* Move settings into arguments

* Update comments

* Update optimiser call

* Move check on jac

* Add assertions

* Add maxiter to test

* Add assertion

* Update to lambda functions

Co-authored-by: Brady Planden <55357039+BradyPlanden@users.noreply.github.com>

* Update comment

Co-authored-by: Brady Planden <55357039+BradyPlanden@users.noreply.github.com>

* Update to list comprehension

Co-authored-by: Brady Planden <55357039+BradyPlanden@users.noreply.github.com>

* Formatting

* Revert "Update to lambda functions"

This reverts commit aa73bff.

* Move minimising out of costs

* Update description

* Updates to #236 to avoid breaking change to `pybop.Optimisation` (#309)

* Splits Optimisation -> BaseOptimiser/Optimisation, enables two optimisation APIs, updts where required, moves _optimisation to optimisers/

* increase coverage

* Pass optimiser_kwargs though run()

* updt examples

* Converts DefaultOptimiser -> Optimisation

* split Optimisation and BaseOptimsier classes, loosen standalone cost unit test

* add incorrect attr test

* fix: updt changelog entry, optimsation_interface notebook, review suggestions

* fix: updt notebook state

* Updt assertions, optimisation object name

---------

Co-authored-by: NicolaCourtier <45851982+NicolaCourtier@users.noreply.github.com>

* Rename method to pints_optimiser

* Rename base_optimiser to pints_base_optimiser

* Rename _optimisation to base_optimiser

---------

Co-authored-by: pre-commit-ci[bot] <66853113+pre-commit-ci[bot]@users.noreply.github.com>
Co-authored-by: Brady Planden <55357039+BradyPlanden@users.noreply.github.com>
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Assignees

@NicolaCourtier NicolaCourtier

Labels
enhancement New feature or request
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v24.6
Status: Done
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Restructure optimisers to enable passing of kwargs pybop-team/PyBOP
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@NicolaCourtier @BradyPlanden