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SGD.cpp
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SGD.cpp
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/*
* File: SGD.cpp
* Author: Sigve
*
* Created on May 10, 2012, 7:42 PM
*/
#include "SGD.h"
#include "WaveFunction.h"
#include "QD/QDOrbital.h"
#include "QD/QDJastrow.h"
#include "QD/QDHamiltonian.h"
#include "includes/ini.h"
#include <cstdlib>
#include <mpi.h>
SGD::SGD() {
double tPrev, t, step;
rowvec parameter(2), gradient(2), gradientLocal(2), gradientOld(2), nVar(2);
double localE;
int correlationLength;
long idum;
writeToFile = false;
//--------------------------------------------------------------------------
// MPI
int myRank, nNodes;
MPI_Comm_size(MPI_COMM_WORLD, &nNodes);
MPI_Comm_rank(MPI_COMM_WORLD, &myRank);
//--------------------------------------------------------------------------
// Reading data from QD.ini
if (myRank == 0) {
cout << "Reading configuration from file " << endl;
ini INIreader("QD.ini");
McSamples = (int) INIreader.GetDouble("SGD", "McSamples");
importanceSampling = INIreader.GetBool("SGD", "importanceSampling");
thermalization = (int) INIreader.GetDouble("SGD", "thermalization");
SGDSamples = INIreader.GetInt("SGD", "SGDSamples");
dim = INIreader.GetInt("SGD", "dim");
alpha = INIreader.GetDouble("SGD", "alpha");
beta = INIreader.GetDouble("SGD", "beta");
w = INIreader.GetDouble("SGD", "w");
nParticles = INIreader.GetInt("SGD", "nParticles");
m = INIreader.GetInt("SGD", "m");
correlationLength = INIreader.GetInt("SGD", "correlationLength");
usingJastrow = INIreader.GetBool("SGD", "usingJastrow");
writeToFile = INIreader.GetBool("SGD", "writeToFile");
fileName = INIreader.GetString("SGD", "fileName");
fMax = INIreader.GetDouble("SGD", "fMax");
fMin = INIreader.GetDouble("SGD", "fMin");
omega = INIreader.GetDouble("SGD", "omega");
expo = INIreader.GetDouble("SGD", "expo");
A = INIreader.GetDouble("SGD", "A");
a = INIreader.GetDouble("SGD", "a");
maxStep = INIreader.GetDouble("SGD", "maxStep");
}
//--------------------------------------------------------------------------
// Broadcasting data to all nodes.
if (myRank == 0)
cout << "Broadcasting data to nodes." << endl;
MPI_Bcast(&McSamples, 1, MPI_INT, 0, MPI_COMM_WORLD);
MPI_Bcast(&SGDSamples, 1, MPI_INT, 0, MPI_COMM_WORLD);
MPI_Bcast(&importanceSampling, 1, MPI_INT, 0, MPI_COMM_WORLD);
MPI_Bcast(&thermalization, 1, MPI_INT, 0, MPI_COMM_WORLD);
MPI_Bcast(&dim, 1, MPI_INT, 0, MPI_COMM_WORLD);
MPI_Bcast(&alpha, 1, MPI_DOUBLE, 0, MPI_COMM_WORLD);
MPI_Bcast(&beta, 1, MPI_DOUBLE, 0, MPI_COMM_WORLD);
MPI_Bcast(&w, 1, MPI_DOUBLE, 0, MPI_COMM_WORLD);
MPI_Bcast(&nParticles, 1, MPI_INT, 0, MPI_COMM_WORLD);
MPI_Bcast(&usingJastrow, 1, MPI_INT, 0, MPI_COMM_WORLD);
MPI_Bcast(&m, 1, MPI_INT, 0, MPI_COMM_WORLD);
MPI_Bcast(&correlationLength, 1, MPI_INT, 0, MPI_COMM_WORLD);
MPI_Bcast(&fMax, 1, MPI_DOUBLE, 0, MPI_COMM_WORLD);
MPI_Bcast(&fMin, 1, MPI_DOUBLE, 0, MPI_COMM_WORLD);
MPI_Bcast(&omega, 1, MPI_DOUBLE, 0, MPI_COMM_WORLD);
MPI_Bcast(&expo, 1, MPI_DOUBLE, 0, MPI_COMM_WORLD);
MPI_Bcast(&A, 1, MPI_DOUBLE, 0, MPI_COMM_WORLD);
MPI_Bcast(&a, 1, MPI_DOUBLE, 0, MPI_COMM_WORLD);
MPI_Bcast(&maxStep, 1, MPI_DOUBLE, 0, MPI_COMM_WORLD);
#if 0
cout
<< "\t A = " << A
<< "\t a = " << a
<< "\t maxStep = " << maxStep
<< "\t expo = " << expo
<< "\t omega = " << omega
<< "\t fMin = " << fMin
<< "\t fMax = " << fMax
<< endl;
#endif
//--------------------------------------------------------------------------
//Initializing and thermalizing walkers.
if (myRank == 0)
cout << "Initializing and thermalizing walkers." << endl;
WaveFunction * walker[m];
idum = -1 - myRank - time(NULL);
Orbital *orbital = new QDOrbital(dim, alpha, w);
Jastrow * jastrow = NULL;
if (usingJastrow)
jastrow = new QDJastrow(dim, nParticles, beta);
Hamiltonian *hamiltonian = new QDHamiltonian(dim, nParticles, w, usingJastrow);
WaveFunction *wf = new WaveFunction(dim, nParticles, idum, orbital, jastrow, hamiltonian);
// If we are using brute force sampling we have to calculate
// the optimal step length.
if (!importanceSampling)
wf->setOptimalStepLength();
// Thermalizing walker.
int k = 0;
int thermCorr = m*correlationLength;
for (int i = 0; i <= thermalization + thermCorr; i++) {
for (int j = 0; j < nParticles; j++) {
if (importanceSampling)
wf->tryNewPosition(j);
else
wf->tryNewPositionBF(j);
}
// Storing walker.
if (i > thermalization) {
if ((i - thermalization) % (correlationLength) == 0) {
if (myRank == 999)
cout << "k = " << k << endl;
walker[k] = wf->clone();
k++;
}
}
}
/*
for (int k = 0; k < m; k++) {
// Giving each walker a unique seed.
idum = -1 - myRank - time(NULL) - k;
Orbital *orbital = new QDOrbital(dim, alpha, w);
Jastrow * jastrow = NULL;
if (usingJastrow)
jastrow = new QDJastrow(dim, nParticles, beta);
Hamiltonian *hamiltonian = new QDHamiltonian(dim, nParticles, w, usingJastrow);
WaveFunction *wf = new WaveFunction(dim, nParticles, idum, orbital, jastrow, hamiltonian);
// If we are using brute force sampling we have to calculate
// the optimal step length.
if (!importanceSampling)
wf->setOptimalStepLength();
// Thermalizing walker.
for (int i = 0; i < thermalization; i++) {
for (int j = 0; j < nParticles; j++) {
if (importanceSampling)
wf->tryNewPosition(j);
else
wf->tryNewPositionBF(j);
}
}
// Storing walker.
walker[k] = wf;
}
**/
//--------------------------------------------------------------------------
ofstream outStream;
if (myRank == 0) {
cout << "Starting minimizing process " << endl;
cout << "SGA samples = " << SGDSamples;
cout << "\t omega = " << w;
cout << "\t alpha_0 = " << alpha;
cout << "\t beta_0 = " << beta;
cout << endl;
outStream.open((const char*) &fileName[0]);
// Writing to file
outStream << SGDSamples << " " << McSamples << " " << m*nNodes << " " << nParticles << " " << w << endl;
}
//--------------------------------------------------------------------------
tPrev = 0;
parameter(0) = alpha;
parameter(1) = beta;
nVar(0) = 5;
nVar(1) = 5;
gradientOld = zeros(1, 2);
//--------------------------------------------------------------------------
// Starting SGD algortithm.
//--------------------------------------------------------------------------
for (int sample = 1; sample <= SGDSamples; sample++) {
// Moving walkers
E = 0;
accepted = 0;
gradient = zeros(1, 2);
gradientLocal = zeros(1, 2);
for (int i = 0; i < m; i++) {
for (int j = 0; j < McSamples; j++) {
for (int k = 0; k < nParticles; k++) {
if (importanceSampling) {
accepted += walker[i]->tryNewPosition(k);
} else {
accepted += walker[i]->tryNewPositionBF(k);
}
}
localE = walker[i]->sampleEnergy();
E += localE; // / nParticles;
gradient += walker[i]->getVariationGradient();
gradientLocal += walker[i]->getVariationGradient() * localE;
//}
}
}
//----------------------------------------------------------------------
// Collecting results.
MPI_Allreduce(MPI_IN_PLACE, &E, 1, MPI_DOUBLE, MPI_SUM, MPI_COMM_WORLD);
MPI_Allreduce(MPI_IN_PLACE, &gradient(0), 1, MPI_DOUBLE, MPI_SUM, MPI_COMM_WORLD);
MPI_Allreduce(MPI_IN_PLACE, &gradient(1), 1, MPI_DOUBLE, MPI_SUM, MPI_COMM_WORLD);
MPI_Allreduce(MPI_IN_PLACE, &gradientLocal(0), 1, MPI_DOUBLE, MPI_SUM, MPI_COMM_WORLD);
MPI_Allreduce(MPI_IN_PLACE, &gradientLocal(1), 1, MPI_DOUBLE, MPI_SUM, MPI_COMM_WORLD);
E /= (nNodes * m * McSamples);
gradient /= (nNodes * m * McSamples);
gradientLocal /= (nNodes * m * McSamples);
// The total variational gradient
gradient = 2 * (gradientLocal - gradient * E);
//----------------------------------------------------------------------
// Algoritm for the new step length
//----------------------------------------------------------------------
double x = -dot(gradient, gradientOld);
f = fMin + (fMax - fMin) / (1 - (fMax / fMin) * exp(-x / omega));
t = tPrev + f;
if (t < 0)
t = 0;
//----------------------------------------------------------------------
// Printing progress
if (myRank == 0 && sample % 100) {
fflush(stdout);
cout
<< "SGA cycle = " << sample
<< "\t alpha = " << parameter(0)
<< "\t beta = " << parameter(1)
<< "\t E = " << E
<< "\t t = " << t
<< "\t step = " << step
<< "\xd";
}
//----------------------------------------------------------------------
for (int i = 0; i < 2; i++) {
if (gradient(i) * gradientOld(i) < 0)
nVar(i)++;
// Calulating new step lengths.
#if 0
step = gradient(i) * a / pow(nVar(i), expo);
if (fabs(step) > maxStep)
step *= maxStep / fabs(step);
#else
// Calculating new step lengths.
double gamma = a / pow(t + A, expo);
step = gamma * gradient(i);
if (fabs(step) > maxStep)
step *= maxStep / fabs(step);
#endif
parameter(i) -= step;
// We don't allow negative parameters
parameter(i) = abs(parameter(i));
}
//----------------------------------------------------------------------
// Setting the new parameters
for (int i = 0; i < m; i++)
walker[i]->setNewVariationalParameters(parameter(0), parameter(1));
// Writing to file
if (myRank == 0)
outStream << parameter(0) << " " << parameter(1) << endl;
//----------------------------------------------------------------------
// Storing previous values.
tPrev = t;
gradientOld = gradient;
}
if (myRank == 0) {
cout
<< endl
<< "Finished. Ending parameters: "
<< "\t alpha = " << parameter(0)
<< "\t beta = " << parameter(1)
<< "\xd";
//<< endl;
outStream.close();
}
//--------------------------------------------------------------------------
// Cleaning up
//for (int i = 0; i < m; i++)
//delete walker[i];
}
////////////////////////////////////////////////////////////////////////////////
SGD::SGD(const SGD & orig) {
}
////////////////////////////////////////////////////////////////////////////////
SGD::~SGD() {
}
////////////////////////////////////////////////////////////////////////////////