41 lines
1.3 KiB
Python
41 lines
1.3 KiB
Python
# Simple math helper functions
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#
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# Copyright (C) 2018 Kevin O'Connor <kevin@koconnor.net>
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#
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# This file may be distributed under the terms of the GNU GPLv3 license.
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import logging
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# Helper code that implements coordinate descent
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def coordinate_descent(adj_params, params, error_func):
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# Define potential changes
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params = dict(params)
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dp = {param_name: 1. for param_name in adj_params}
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# Calculate the error
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best_err = error_func(params)
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threshold = 0.00001
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rounds = 0
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while sum(dp.values()) > threshold and rounds < 10000:
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rounds += 1
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for param_name in adj_params:
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orig = params[param_name]
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params[param_name] = orig + dp[param_name]
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err = error_func(params)
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if err < best_err:
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# There was some improvement
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best_err = err
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dp[param_name] *= 1.1
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continue
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params[param_name] = orig - dp[param_name]
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err = error_func(params)
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if err < best_err:
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# There was some improvement
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best_err = err
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dp[param_name] *= 1.1
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continue
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params[param_name] = orig
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dp[param_name] *= 0.9
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logging.info("Coordinate descent best_err: %s rounds: %d", best_err, rounds)
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return params
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