yellowfin_test.py 文件源码

def tuneEverything(self, 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

    alpha_star = lr_min
    mustar = mu

    return alpha_star, mustar