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Feature/componentarray input output #21

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4 changes: 3 additions & 1 deletion Project.toml
Original file line number Diff line number Diff line change
Expand Up @@ -6,13 +6,15 @@ version = "0.0.1"

[deps]
Catlab = "134e5e36-593f-5add-ad60-77f754baafbe"
ComponentArrays = "b0b7db55-cfe3-40fc-9ded-d10e2dbeff66"
ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
NLsolve = "2774e3e8-f4cf-5e23-947b-6d7e65073b56"
Optim = "429524aa-4258-5aef-a3af-852621145aeb"
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"

Expand All @@ -21,7 +23,7 @@ Catlab = "0.16.10"
ForwardDiff = "0.10.36"
NLsolve = "4.5.1"
Optim = "1.9.4"
Reexport = "1.2.2"
SparseArrays = "1.10.0"
StatsBase = "0.34.3"
julia = "1.10"
Reexport = "1.2.2"
2 changes: 1 addition & 1 deletion docs/literate/literate_example.jl
Original file line number Diff line number Diff line change
Expand Up @@ -10,4 +10,4 @@ using AlgebraicOptimization
#
# We provide the `hello(string)` method which prints "Hello, `string`!"

#hello("World")
# hello("World")
22 changes: 18 additions & 4 deletions src/FinSetAlgebras.jl
Original file line number Diff line number Diff line change
Expand Up @@ -2,7 +2,7 @@
# TODO: upstream into Catlab.jl
module FinSetAlgebras

export FinSetAlgebra, CospanAlgebra, Open, hom_map, laxator, data, portmap
export FinSetAlgebra, CospanAlgebra, Open, hom_map, laxator, data, portmap, draw, draw_types

using LinearAlgebra, SparseArrays
using Catlab
Expand Down Expand Up @@ -82,9 +82,13 @@ end
data(obj::Open{T}) where T = obj.o
portmap(obj::Open{T}) where T = obj.m

# Helper function for when m is identity.
# Helper functions for when m is identity.
function Open{T}(o::T) where T
Open{T}(domain(o), o, id(domain(o)))
Open{T}(dom(o), o, id(dom(o)))
end

function Open{T}(S::FinSet, o::T) where T
Open{T}(S, o, id(dom(o)))
end

function Open{T}(o::T, m::FinFunction) where T
Expand Down Expand Up @@ -142,4 +146,14 @@ function oapply(CA::CospanAlgebra{Open{T}}, FA::FinSetAlgebra{T}, d::AbstractUWD
return oapply(CA, FA, uwd_to_cospan(d), Xs)
end

end

function draw(uwd)
to_graphviz(uwd, box_labels=:name, junction_labels=:variable, edge_attrs=Dict(:len => ".75"))
end

function draw_types(uwd) # Add better typing and error catching for if uwd is untyped
to_graphviz(uwd, box_labels=:name, junction_labels=:junction_type, edge_attrs=Dict(:len => ".75"))
end


end # module
38 changes: 31 additions & 7 deletions src/Objectives.jl
Original file line number Diff line number Diff line change
Expand Up @@ -10,6 +10,8 @@ using Catlab
import Catlab: oapply, dom
using ForwardDiff
using Optim
using ComponentArrays


# Primal Minimization Problems and Gradient Descent
###################################################
Expand All @@ -24,7 +26,7 @@ struct PrimalObjective
decision_space::FinSet
objective::Function # R^ds -> R NOTE: should be autodifferentiable
end
(p::PrimalObjective)(x::Vector) = p.objective(x)
(p::PrimalObjective)(x) = p.objective(x) # Removed x::Vector hard typing
dom(p::PrimalObjective) = p.decision_space

""" MinObj
Expand All @@ -38,15 +40,15 @@ struct MinObj <: FinSetAlgebra{PrimalObjective} end
The morphism map is defined by ϕ ↦ (f ↦ f∘ϕ^*).
"""
hom_map(::MinObj, ϕ::FinFunction, p::PrimalObjective) =
PrimalObjective(codom(ϕ), x->p(pullback_matrix(ϕ)*x))
PrimalObjective(codom(ϕ), x->p(pullback_function(ϕ, x)))

""" laxator(::MinObj, Xs::Vector{PrimalObjective})

Takes the "disjoint union" of a collection of primal objectives.
"""
function laxator(::MinObj, Xs::Vector{PrimalObjective})
c = coproduct([dom(X) for X in Xs])
subproblems = [x -> X(pullback_matrix(l)*x) for (X,l) in zip(Xs, legs(c))]
subproblems = [x -> X(pullback_function(l, x)) for (X,l) in zip(Xs, legs(c))]
objective(x) = sum([sp(x) for sp in subproblems])
return PrimalObjective(apex(c), objective)
end
Expand All @@ -65,7 +67,20 @@ end
Returns the gradient flow optimizer of a given primal objective.
"""
function gradient_flow(f::Open{PrimalObjective})
return Open{Optimizer}(f.S, x -> -ForwardDiff.gradient(f.o, x), f.m)
function f_wrapper(ca::ComponentArray)
inputs = [ca[key] for key in keys(ca)]
f.o(inputs) # To spread or not to spread?|
end

function gradient_descent(x)
init_conds = ComponentVector(;zip([Symbol(i) for i in eachindex(x)], x)...)
grad = -ForwardDiff.gradient(f_wrapper, init_conds)
[grad[key] for key in keys(grad)]
end

return Open{Optimizer}(f.S, x -> gradient_descent(x), f.m)

# return Open{Optimizer}(f.S, x -> -ForwardDiff.gradient(f.o, x), f.m) # Scalar version
end

function solve(f::Open{PrimalObjective}, x0::Vector{Float64}, ss::Float64, n_steps::Int)
Expand All @@ -82,6 +97,15 @@ struct SaddleObjective
objective::Function # x × λ → R
end

# struct SaddleObjective
# decision_space::FinSet
# type::decision_space -> Bool
# objective::Function # x × λ → R
# end




(p::SaddleObjective)(x,λ) = p.objective(x,λ)

n_primal_vars(p::SaddleObjective) = length(p.primal_space)
Expand All @@ -101,14 +125,14 @@ struct DualComp <: FinSetAlgebra{SaddleObjective} end
# Only "glue" along dual variables
hom_map(::DualComp, ϕ::FinFunction, p::SaddleObjective) =
SaddleObjective(p.primal_space, codom(ϕ),
(x,λ) -> p(x, pullback_matrix(ϕ)*λ))
(x,λ) -> p(x, pullback_function(ϕ, λ)))

# Laxate along both primal and dual variables
function laxator(::DualComp, Xs::Vector{SaddleObjective})
c1 = coproduct([X.primal_space for X in Xs])
c2 = coproduct([X.dual_space for X in Xs])
subproblems = [(x,λ) ->
X(pullback_matrix(l1)*x, pullback_matrix(l2)*λ) for (X,l1,l2) in zip(Xs, legs(c1), legs(c2))]
X(pullback_function(l1, x), pullback_function(l2, λ)) for (X,l1,l2) in zip(Xs, legs(c1), legs(c2))]
objective(x,λ) = sum([sp(x,λ) for sp in subproblems])
return SaddleObjective(apex(c1), apex(c2), objective)
end
Expand All @@ -128,4 +152,4 @@ function gradient_flow(of::Open{SaddleObjective})
λ -> ForwardDiff.gradient(dual_objective(f, x(λ)), λ), of.m)
end

end
end # module
2 changes: 1 addition & 1 deletion src/OpenFlowGraphs.jl
Original file line number Diff line number Diff line change
Expand Up @@ -49,7 +49,7 @@ struct FG <: FinSetAlgebra{FlowGraph} end
hom_map(::FG, ϕ::FinFunction, g::FlowGraph) =
FlowGraph(codom(ϕ), g.edges,
g.src⋅ϕ, g.tgt⋅ϕ,
g.edge_costs, pushforward_matrix(ϕ)*g.flows)
g.edge_costs, pushforward_function(ϕ, g.flows))

function laxator(::FG, gs::Vector{FlowGraph})
laxed_src = reduce(⊕, [g.src for g in gs])
Expand Down
135 changes: 108 additions & 27 deletions src/Optimizers.jl
Original file line number Diff line number Diff line change
@@ -1,30 +1,17 @@
# Implement the cospan-algebra of dynamical systems.
module Optimizers

export pullback_matrix, pushforward_matrix, Optimizer, OpenContinuousOpt, OpenDiscreteOpt, Euler,
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I think we should still support the matrix versions of these functions.

simulate
export Optimizer, OpenContinuousOpt, OpenDiscreteOpt, Euler,
simulate, pullback_function, pushforward_function, isapprox
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It's bad practice to export functions from Base. We should just define the version of isapprox we need in the relevant test file (it's not critical to the function of this package).


using ..FinSetAlgebras
import ..FinSetAlgebras: hom_map, laxator
using Catlab
import Catlab: oapply, dom
using SparseArrays
using ComponentArrays
import Base.isapprox

""" pullback_matrix(f::FinFunction)

The pullback of f : n → m is the linear map f^* : Rᵐ → Rⁿ defined by
f^*(y)[i] = y[f(i)].
"""
function pullback_matrix(f::FinFunction)
n = length(dom(f))
sparse(1:n, f.(dom(f)), ones(Int,n), dom(f).n, codom(f).n)
end

""" pushforward_matrix(f::FinFunction)

The pushforward is the dual of the pullback.
"""
pushforward_matrix(f::FinFunction) = pullback_matrix(f)'

""" Optimizer

Expand All @@ -46,17 +33,18 @@ struct DiscreteOpt <: FinSetAlgebra{Optimizer} end

The hom map is defined as ϕ ↦ (s ↦ ϕ_*∘s∘ϕ^*).
"""
hom_map(::ContinuousOpt, ϕ::FinFunction, s::Optimizer) =
Optimizer(codom(ϕ), x->pushforward_matrix(ϕ)*s(pullback_matrix(ϕ)*x))
function hom_map(::ContinuousOpt, ϕ::FinFunction, s::Optimizer)
Optimizer(codom(ϕ), x -> pushforward_function(ϕ, s(pullback_function(ϕ, x))))
end

""" hom_map(::DiscreteOpt, ϕ::FinFunction, s::Optimizer)

The hom map is defined as ϕ ↦ (s ↦ id + ϕ_*∘(s - id)∘ϕ^*).
"""
hom_map(::DiscreteOpt, ϕ::FinFunction, s::Optimizer) =
Optimizer(codom(ϕ), x-> begin
y = pullback_matrix(ϕ)*x
return x + pushforward_matrix(ϕ)*(s(y) - y)
Optimizer(codom(ϕ), x -> begin
y = pullback_function(ϕ, x)
return x + pushforward_function(ϕ, (s(y) - y))
end)

""" laxator(::ContinuousOpt, Xs::Vector{Optimizer})
Expand All @@ -65,10 +53,10 @@ Takes the "disjoint union" of a collection of optimizers.
"""
function laxator(::ContinuousOpt, Xs::Vector{Optimizer})
c = coproduct([dom(X) for X in Xs])
subsystems = [x -> X(pullback_matrix(l)*x) for (X,l) in zip(Xs, legs(c))]
subsystems = [x -> X(pullback_function(l, x)) for (X, l) in zip(Xs, legs(c))]
function parallel_dynamics(x)
res = Vector{Vector}(undef, length(Xs)) # Initialize storage for results
#=Threads.@threads=# for i = 1:length(Xs)
for i = 1:length(Xs) #=Threads.@threads=#
res[i] = subsystems[i](x)
end
return vcat(res...)
Expand All @@ -78,7 +66,14 @@ end
# Same as continuous opt
laxator(::DiscreteOpt, Xs::Vector{Optimizer}) = laxator(ContinuousOpt(), Xs)


Open{Optimizer}(S::FinSet, v::Function, m::FinFunction) = Open{Optimizer}(S, Optimizer(S, v), m)
Open{Optimizer}(s::Int, v::Function, m::FinFunction) = Open{Optimizer}(FinSet(s), v, m)

# Special cases: m is an identity
Open{Optimizer}(S::FinSet, v::Function) = Open{Optimizer}(S, Optimizer(S, v), id(S))
Open{Optimizer}(s::Int, v::Function) = Open{Optimizer}(FinSet(s), v)


# Turn into cospan-algebras.
struct OpenContinuousOpt <: CospanAlgebra{Open{Optimizer}} end
Expand All @@ -94,16 +89,102 @@ end

# Euler's method is a natural transformation from continous optimizers to discrete optimizers.
function Euler(f::Open{Optimizer}, γ::Float64)
return Open{Optimizer}(f.S, Optimizer(f.S, x->x+γ*f.o(x)), f.m)
return Open{Optimizer}(f.S,
Optimizer(f.S, x -> x .+ γ .* f.o(x)), f.m)
end

# Run a discrete optimizer the designated number of time-steps.
function simulate(f::Open{Optimizer}, x0::Vector{Float64}, tsteps::Int)
function simulate(f::Open{Optimizer}, x0::Vector, tsteps::Int)
res = x0
for i in 1:tsteps
res = f.o(res)
end
return res
end

end
# Run a discrete optimizer the designated number of time-steps.
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I can't fight the feeling that there is a simpler/cleaner way to do this. I'm not sure what it is, but I will think about it.

function simulate(f::Open{Optimizer}, d::AbstractUWD, x0::ComponentArray, tsteps::Int)
# Format initial conditions
initial_cond_vec = Vector{Any}(undef, length(d[:variable]))
var_to_index = Dict()
curr_index = 1
for junction in d[:junction]
if !haskey(var_to_index, d[:variable][junction])
var_to_index[d[:variable][junction]] = curr_index
curr_index += 1
end
end

for (var, index) in var_to_index
initial_cond_vec[index] = x0[var]
end
res = initial_cond_vec
# Simulate
for i in 1:tsteps
res = f.o(res)
end

res_formatted = copy(x0)

# Rebuild component array
for (var, index) in var_to_index
res_formatted[var] = res[index]
end
return res_formatted
end

function (f::Open{Optimizer})(x0::Vector)
return f.o(x0)
end



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I think we want pullback and pushforward functions to return the functions that do the pushforward and pullback when applied to a vector (similar to the matrix versions). This is because usually we will be calling pushforward and pullback with the same finfunction but different vectors over and over. So it would be nice to generate the function for a single finfunction once and then be able to call that multiple times on different inputs. This also maintains consistency with the matrix version.

""" pullback_function(f::FinFunction, v::Vector)

The pullback of f : n → m is the linear map f^* : Rᵐ → Rⁿ defined by
f^*(y)[i] = y[f(i)].
"""
function pullback_function(f::FinFunction, v::Vector)::Vector
return [v[f(i)] for i in 1:length(dom(f))]
end


""" pushforward_function(f::FinFunction, v::Vector{Vector{Float64}})

The pushforward of f : n → m is the linear map f_* : Rⁿ → Rᵐ defined by
f_*(y)[j] = ∑ y[i] for i ∈ f⁻¹(j).
"""
function pushforward_function(f::FinFunction, v::Vector{Vector{Float64}})::Vector
output = [[] for _ in 1:length(codom(f))]
for i in 1:length(dom(f))
if isempty(output[f(i)])
output[f(i)] = v[i]
else
output[f(i)] += v[i]
end
end
return output
end


""" pushforward_function(f::FinFunction, v::Vector{Float64})

The pushforward of f : n → m is the linear map f_* : Rⁿ → Rᵐ defined by
f_*(y)[j] = ∑ y[i] for i ∈ f⁻¹(j).
"""
function pushforward_function(f::FinFunction, v::Vector{Float64})::Vector
output = [0.0 for _ in 1:length(codom(f))]

for i in 1:length(dom(f))
output[f(i)] += v[i]
end

return output
end



end # module



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