yellowfin_test.py 文件源码

def tune_everything(x0squared, C, T, gmin, gmax):
  # First tune based on dynamic range
  if C==0:
    dr=gmax/gmin
    mustar=((np.sqrt(dr)-1)/(np.sqrt(dr)+1))**2
    alpha_star = (1+np.sqrt(mustar))**2/gmax

    return alpha_star,mustar

  dist_to_opt = x0squared
  grad_var = C
  max_curv = gmax
  min_curv = gmin
  const_fact = dist_to_opt * min_curv**2 / 2 / grad_var
  coef = [-1, 3, -(3 + const_fact), 1]
  roots = np.roots(coef)
  roots = roots[np.real(roots) > 0]
  roots = roots[np.real(roots) < 1]
  root = roots[np.argmin(np.imag(roots) ) ]

  assert root > 0 and root < 1 and np.absolute(root.imag) < 1e-6

  dr = max_curv / min_curv
  assert max_curv >= min_curv
  mu = max( ( (np.sqrt(dr) - 1) / (np.sqrt(dr) + 1) )**2, root**2)

  lr_min = (1 - np.sqrt(mu) )**2 / min_curv
  lr_max = (1 + np.sqrt(mu) )**2 / max_curv

  alpha_star = lr_min
  mustar = mu

  return alpha_star, mustar