optimization_engines/Bayes_Opt.cpp

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/*
Created on Fri Jun 26 14:13:26 2020
Copyright 2020 Peter Rakyta, Ph.D.

Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.

@author: Peter Rakyta, Ph.D.
*/
#include "Optimization_Interface.h"
#include "N_Qubit_Decomposition_Cost_Function.h"
#include "Bayes_Opt.h"


#include <fstream>


#ifdef __DFE__
#include "common_DFE.h"
#endif




void Optimization_Interface::solve_layer_optimization_problem_BAYES_OPT( int num_of_parameters, Matrix_real& solution_guess) {

        if (gates.size() == 0 ) {
            return;
        }


        if (solution_guess.size() == 0 ) {
            solution_guess = Matrix_real(num_of_parameters,1);
        }


        if (optimized_parameters_mtx.size() == 0) {
            optimized_parameters_mtx = Matrix_real(1, num_of_parameters);
            memcpy(optimized_parameters_mtx.get_data(), solution_guess.get_data(), num_of_parameters*sizeof(double) );
        }

        // maximal number of iteration loops
        int iteration_loops_max = 1;
        /*try {
            iteration_loops_max = std::max(iteration_loops[qbit_num], 1);
        }
        catch (...) {
            iteration_loops_max = 1;
        }*/

        // random generator of real numbers   
        std::uniform_real_distribution<> distrib_real(0.0, 2*M_PI);

        // maximal number of inner iterations overriden by config
        long long max_inner_iterations_loc;
        if ( config.count("max_inner_iterations_bayes_opt") > 0 ) {
            config["max_inner_iterations_bfgs"].get_property( max_inner_iterations_loc );         
        }
        else if ( config.count("max_inner_iterations") > 0 ) {
            config["max_inner_iterations"].get_property( max_inner_iterations_loc );         
        }
        else {
            max_inner_iterations_loc =max_inner_iterations;
        }

        Bayes_Opt cBayes_Opt(optimization_problem,this);
        // do the optimization loops
        for (long long idx=0; idx<iteration_loops_max; idx++) {
         


            double f = cBayes_Opt.Start_Optimization(solution_guess, static_cast<int>(max_inner_iterations_loc));

            if (current_minimum > f) {
                current_minimum = f;
                memcpy( optimized_parameters_mtx.get_data(), solution_guess.get_data(), num_of_parameters*sizeof(double) );
            }
            else {
                for ( int jdx=0; jdx<num_of_parameters; jdx++) {
                    solution_guess[jdx] = solution_guess[jdx] + distrib_real(gen);
                }
            }

        }
        std::stringstream sstream;
        sstream<<"BAYES OPT current minimum: "<<current_minimum<<std::endl;
        print(sstream,1);

}