void QUESO_Basic_Class::SolveInverseProblem()
{
VerifyInit();
// Launch the Markov Chain
m_ip->solveWithBayesMetropolisHastings(NULL,*m_queso_var_ini,m_CovMatrix);
}
void QUESO_Basic_Class::Likelihood_Register(double (*fp)(double *) )
{
VerifyInit();
printf("--> Setting prior and post vectors...\n");
m_priorRV = new uqUniformVectorRVClass <basicV, basicM> ("prior_",*m_paramDomain);
m_postRV = new uqGenericVectorRVClass <basicV, basicM> ("post_" ,*m_paramSpace );
m_likelihoodObj = new uqGenericScalarFunctionClass
<basicV,basicM> ("like_",*m_paramDomain,Likelihood_Wrapper,NULL,true);
m_user_likelihood_func = fp;
// define the inverse (calibration) problem
printf("--> Defining inverse problem...\n");
m_ip = new uqStatisticalInverseProblemClass <basicV,basicM> ("",NULL,*m_priorRV,*m_likelihoodObj,*m_postRV);
// Default covariance matrix for now - default assumption assumes
// 6-sigma distribution range falls over 1/3 of the max parameter range.
//
// koomie TODO: store relevant constants regarding this default
// assumption in input file and register as default values, but
// allow the savvy user to override
double cov_param = 1/(3.*6.); // 6-sigma over 1/3 of the range
double param_range = 0.0;
printf("--> Defining default covariance matrix...\n");
m_CovMatrix = m_postRV->imageSet().vectorSpace().newProposalMatrix(NULL,
m_queso_var_ini);
for(int i=0;i<m_num_params;i++)
{
param_range = (*m_queso_var_max)[i] - (*m_queso_var_min)[i];
(*m_CovMatrix)(i,i) = (cov_param*param_range)*(cov_param*param_range);
}
}
void BStar::Search()
{
int Cancelar = 0;
int i,NExpandFD = 0;
int LastIteration = -1;
Cancelar = 0;
DumpTree *dt;
TreeNode *CurNode = NULL; // last move expanded
TreeNode *CurBestNode = NULL; // last best
if(DumpData)
{
dt = new DumpTree();
}
TreeNode *a = NULL;
TreeNode *SelectedNode = NULL;
ColorRoot = TreeNode::GetRootNode()->Color;
NExpandFD = 18;
for(i=1;i < FixedDepth;i++)
{
NExpandFD *= 3; // Branch factor 3
}
if(FixedDepth)
{
SelectNodes = (NExpandFD * 6)/10;
VerifyNodes = NExpandFD - SelectNodes;
}
for(;;)
{
if(LastIteration == TotalExpand)
break; // avoid cicle without expands.
LastIteration = TotalExpand;
if(Cancel||Cancelar)
break;
// printf("SELECT Step %d\n",TotalExpand);
while (GetRealValBestAtRoot() <= OptValAnyOtherMoveAtRoot())
{
if(BestMoveAtRoot != CurBestNode)
{
if(CurBestNode != NULL)
PrintPV();
CurBestNode = BestMoveAtRoot;
LastChange = TotalExpand;
PrintPV();
}
if(TreeNode::GetRootNode()->RealVal > (MATE-50)
|| TreeNode::GetRootNode()->RealVal < (50-MATE)
)
{
Cancelar= 1;
// switch to verify
break;
}
TargetVal = ((BestMoveAtRoot->RealVal) + OptVal2ndBest)/2;
// it is unlikely that any other move can achieve as good a RealVal ?
if( SecondRootOptPrb() < MinAct)
{
if(GetRealValBestAtRoot() >= (RealVal2ndBstMoveAtRoot() + 1))
// goto salida;
break;
}
if(DumpData )
{
dt->Print("SELECT STEP Color %d Best %d Target Value %d\n",ColorRoot,BestMoveAtRoot->RealVal,TargetVal);
dt->Write();
}
// Select Root Node with greatest OptPrb;
a = GetBestOptPrb(TreeNode::GetRootNode());
if(!a)
break;
if(a != CurNode)
{
CurNode = a;
}
// Trace down the child subtree selecting
// For Player-to-Move nodes, child with largest OptPrb
// For Opponent-to-Move nodes, child with best RealVal
// Until arriving at a leaf node;
SelectedNode = a->TraceDownNotStopper(true);
if(DumpData)
{
dt->Print("Selected node:");
dt->DumpPath(SelectedNode,TreeNode::GetRootNode());
dt->Print("Color root %d\n",TreeNode::GetRootNode()->Color);
dt->DumpRoot();
}
if(SelectedNode->MoveCount != 0) // already expanded, mate pos?
{
break;
}
// Get RealVal for each Child Node of this leaf;
// If it is a Player-to-Move node get OptVals for each Child;
if(Cancelar||Cancel)
break;
Expand(SelectedNode,PLAYER);
// search path down to new expanded
SelectedNode = a->TraceDown(true);
a = SelectedNode;
if(DumpData)
{
dt->Print("Backup Node :");
dt->DumpPath(a,TreeNode::GetRootNode());
}
// Back up Values;
if(
SelectedNode->RealVal == 0
&& SelectedNode->OptVal == 0
&& SelectedNode->MoveCount == -1
)
Backup(PLAYER,a->MoveTo(PARENT));
else
Backup(PLAYER,a);
// best move at root can change after a Backup
GetRealValBestAtRoot();
TargetVal = ((BestMoveAtRoot->RealVal) + OptVal2Best())/2;
BackupPrb(a);
if(TotalExpand > MaxExpand)
{
Cancelar = 1;
break;
}
if(FixedDepth)
{
if(TotalExpand > NExpandFD ) //18*(3^FixedDepth))
{
Cancelar = 1;
break; // EffortLimitsExceeded
}
}
else
if((TimeElapsed()-ini) >= TimeLimit )
{
Cancelar = 1;
break; // EffortLimitsExceeded
}
if ((ExpandCount > SelectNodes))
{
ExpandCount = 0;
break; // EffortLimitsExceeded
}
}
if(Cancel||Cancelar)
break;
TargetVal = RealVal2ndBstMoveAtRoot() + 1;
if(TargetVal == (-UNDEFINED+1))
goto salida;
// printf("VERIFY Step %d\n",TotalExpand);
if(DumpData)
{
dt->Print("VERIFY Step\n");
dt->Print("Target Value %d\n",TargetVal);
}
if(!FixedDepth && (TimeElapsed()-ini) >= TimeLimit )
{
break;
}
if(FixedDepth)
{
if(TotalExpand > NExpandFD) //18*(3^FixedDepth))
{
break; // EffortLimitsExceeded
}
}
VerifyInit();
if(!FixedDepth && (TimeElapsed()-ini) >= TimeLimit )
break;
GetRealValBestAtRoot() ;
if(BestMoveAtRoot->RealVal < TargetVal && GetRealValBestAtRoot() > OptValAnyOtherMoveAtRoot())
break;
if(BestMoveAtRoot->RealVal >= MATE-50 || BestMoveAtRoot->RealVal <= 50-MATE)
break;
ExpandCount = 0;
while(BestMoveAtRoot->RealVal >= TargetVal)
{
if(BestMoveAtRoot != CurBestNode)
{
CurBestNode = BestMoveAtRoot;
LastChange = TotalExpand;
// print info
PrintPV();
}
if(DumpData)
{
dt->Print("Verify 1:");
}
// Select reply Node with Greatest RealVal
a = BestMoveAtRoot;
if(DumpData)
dt->Print("BestMove Real %d Opt %d Pess %d\n",a->RealVal,a->OptVal,a->PessVal);
// Trace down the child subtree selecting
// For Opponent-to-Move nodes, child with largest OptPrb
// For Player-to-Move nodes, child with best RealVal
// Until arriving at a leaf node;
SelectedNode = TraceDownVerify(a);
if(DumpData)
{
dt->Print("Verify Selected node:");
dt->DumpPath(SelectedNode,TreeNode::GetRootNode());
}
if(DumpData)
{
dt->Print("Verify 2:");
}
// TODO
// if(IsOver(a))
// return; // Solved
if(SelectedNode->RealVal == MATE || SelectedNode->RealVal == -MATE)
break;
// goto salida;
// Get RealVal for each Child Node of this leaf;
// If it is an Opponent-to-Move node get OptVals for each Child;
Expand(SelectedNode,OPPONENT);
if(SelectedNode->MoveCount > 0)
{
SelectedNode = TraceDownVerify(SelectedNode); // Search leaf node
Backup(OPPONENT,SelectedNode); // and Back up Values;
if(DumpData)
{
dt->Print("Verify Selected node:");
dt->DumpPath(SelectedNode,TreeNode::GetRootNode());
dt->DumpRoot();
}
}
else
{
if(
SelectedNode->RealVal == 0
&& SelectedNode->OptVal == 0
&& SelectedNode->MoveCount == -1
)
break;
}
if(DumpData)
{
dt->Print("Verify 3:");
}
if(TotalExpand > MaxExpand)
{
Cancelar = 1;
break;
}
if(FixedDepth)
{
if(TotalExpand > NExpandFD) // 18*(3^FixedDepth))
{
goto salida;
break; // EffortLimitsExceeded
}
}
else
if (((TimeElapsed()-ini) >= TimeLimit && ExpandCount > 3 )|| (ExpandCount > VerifyNodes))
{
ExpandCount = 0;
if((TimeElapsed()-ini) >= TimeLimit )
{
goto salida;
}
break;
}
}
if(DumpData)
{
int TargetVal = ((BestMoveAtRoot->RealVal) + OptVal2Best())/2;
dt->Print("Target %d\n",TargetVal);
dt->Write();
}
}
salida:
PrintPV();
if(DumpData)
{
delete dt;
}
}
void QUESO_Basic_Class:: DefineParameterSpace()
{
double *param_min; // min value of each parameter
double *param_max; // max value of each parameter
double *param_ini; // initial value of each parameter
int ierr = 1;
VerifyInit();
// Verify presence of required input file
ierr *= grvy_input_fopen(m_inputfile->c_str());
if(ierr == 0)
QUESO_fatal("Unable to access QUESO input file");
// Derive the UQ parameters from input file and create QUESO parameter vector
ierr *= grvy_input_fread_int("queso/parameters/num_params",&m_num_params);
if(ierr == 0)
QUESO_fatal("Unable to read num_params from input file.");
grvy_printf(GRVY_INFO,"%s: Num params defined\n",log_prefix,m_num_params);
printf("--> Setup parameter space variables/ranges...\n");
m_paramSpace = new uqVectorSpaceClass <basicV,basicM> (*m_env,"queso_basic_",m_num_params,NULL);
param_min = (double *) calloc(m_num_params,sizeof(double));
param_max = (double *) calloc(m_num_params,sizeof(double));
param_ini = (double *) calloc(m_num_params,sizeof(double));
if(param_min == NULL || param_max == NULL || param_ini == NULL)
QUESO_fatal("Unable to allocate memory for desired parameter space");
ierr *= grvy_input_fread_double_vec("queso/parameters/param_mins", param_min, m_num_params);
ierr *= grvy_input_fread_double_vec("queso/parameters/param_maxs", param_max, m_num_params);
ierr *= grvy_input_fread_double_vec("queso/parameters/param_inits", param_ini, m_num_params);
printf("max = %f\n",param_max[0]);
if(ierr == 0)
QUESO_fatal("Unable to read parameter min/max/init values");
for(int i = 0;i<m_num_params;i++)
{
grvy_printf(GRVY_INFO,"%s: min value = \n",log_prefix,param_min[i]);
grvy_printf(GRVY_INFO,"%s: max value = \n",log_prefix,param_max[i]);
grvy_printf(GRVY_INFO,"%s: init value = \n",log_prefix,param_ini[i]);
}
m_queso_var_min = new basicV ( m_paramSpace->zeroVector() );
m_queso_var_max = new basicV ( m_paramSpace->zeroVector() );
m_queso_var_ini = new basicV ( m_paramSpace->zeroVector() );
for(int i = 0;i<m_num_params;i++)
{
(*m_queso_var_min)[i] = param_min[i];
(*m_queso_var_max)[i] = param_max[i];
(*m_queso_var_ini)[i] = param_ini[i];
}
printf("--> Setup parameter search box...\n");
m_paramDomain = new uqBoxSubsetClass<basicV, basicM> ("queso_basic_",*m_paramSpace,
*m_queso_var_min,*m_queso_var_max);
// un poquito de clean up.
free(param_min);
free(param_max);
free(param_ini);
grvy_input_fclose();
}