tf_external_optimizer

TensorFlow interface for third-party optimizers.

class zfit.minimizers.tf_external_optimizer.ExternalOptimizerInterface(loss, var_list=None, equalities=None, inequalities=None, var_to_bounds=None, **optimizer_kwargs)[source]

Bases: object

Base class for interfaces with external optimization algorithms.

Subclass this and implement _minimize in order to wrap a new optimization algorithm.

ExternalOptimizerInterface should not be instantiated directly; instead use e.g. ScipyOptimizerInterface.

Initialize a new interface instance.

Parameters
  • loss – A scalar Tensor to be minimized.

  • var_list – Optional list of Variable objects to update to minimize loss. Defaults to the list of variables collected in the graph under the key GraphKeys.TRAINABLE_VARIABLES.

  • equalities – Optional list of equality constraint scalar `Tensor`s to be held equal to zero.

  • inequalities – Optional list of inequality constraint scalar `Tensor`s to be held nonnegative.

  • var_to_bounds

    Optional dict where each key is an optimization Variable and each corresponding value is a length-2 tuple of (low, high) bounds. Although enforcing this kind of simple constraint could be accomplished with the inequalities arg, not all optimization algorithms support general inequality constraints, e.g. L-BFGS-B. Both low and high can either be numbers or anything convertible to a NumPy array that can be broadcast to the shape of var (using np.broadcast_to). To indicate that there is no bound, use None (or +/- np.infty). For example, if var is a 2x3 matrix, then any of the following corresponding bounds could be supplied: * (0, np.infty): Each element of var held positive. * (-np.infty, [1, 2]): First column less than 1, second column less

    than 2.

    • (-np.infty, [[1], [2], [3]]): First row less than 1, second row less than 2, etc.

    • (-np.infty, [[1, 2, 3], [4, 5, 6]]): Entry var[0, 0] less than 1, var[0, 1] less than 2, etc.

  • **optimizer_kwargs – Other subclass-specific keyword arguments.

minimize(feed_dict=None, fetches=None, step_callback=None, loss_callback=None, **run_kwargs)[source]

Minimize a scalar Tensor.

Variables subject to optimization are updated in-place at the end of optimization.

Note that this method does not just return a minimization Op, unlike Optimizer.minimize(); instead it actually performs minimization by executing commands to control a Session.

Parameters
  • session – A Session instance.

  • feed_dict – A feed dict to be passed to calls to session.run.

  • fetches – A list of Tensor`s to fetch and supply to `loss_callback as positional arguments.

  • step_callback – A function to be called at each optimization step; arguments are the current values of all optimization variables flattened into a single vector.

  • loss_callback – A function to be called every time the loss and gradients are computed, with evaluated fetches supplied as positional arguments.

  • **run_kwargs – kwargs to pass to session.run.

class zfit.minimizers.tf_external_optimizer.ScipyOptimizerInterface(loss, var_list=None, equalities=None, inequalities=None, var_to_bounds=None, **optimizer_kwargs)[source]

Bases: zfit.minimizers.tf_external_optimizer.ExternalOptimizerInterface

Wrapper allowing scipy.optimize.minimize to operate a tf.compat.v1.Session.

Example:

```python vector = tf.Variable([7., 7.], ‘vector’)

# Make vector norm as small as possible. loss = tf.reduce_sum(tf.square(vector))

optimizer = ScipyOptimizerInterface(loss, options={‘maxiter’: 100})

with tf.compat.v1.Session() as session:

optimizer.minimize(session)

# The value of vector should now be [0., 0.]. ```

Example with simple bound constraints:

```python vector = tf.Variable([7., 7.], ‘vector’)

# Make vector norm as small as possible. loss = tf.reduce_sum(tf.square(vector))

optimizer = ScipyOptimizerInterface(

loss, var_to_bounds={vector: ([1, 2], np.infty)})

with tf.compat.v1.Session() as session:

optimizer.minimize(session)

# The value of vector should now be [1., 2.]. ```

Example with more complicated constraints:

```python vector = tf.Variable([7., 7.], ‘vector’)

# Make vector norm as small as possible. loss = tf.reduce_sum(tf.square(vector)) # Ensure the vector’s y component is = 1. equalities = [vector[1] - 1.] # Ensure the vector’s x component is >= 1. inequalities = [vector[0] - 1.]

# Our default SciPy optimization algorithm, L-BFGS-B, does not support # general constraints. Thus we use SLSQP instead. optimizer = ScipyOptimizerInterface(

loss, equalities=equalities, inequalities=inequalities, method=’SLSQP’)

with tf.compat.v1.Session() as session:

optimizer.minimize(session)

# The value of vector should now be [1., 1.]. ```

Initialize a new interface instance.

Parameters
  • loss – A scalar Tensor to be minimized.

  • var_list – Optional list of Variable objects to update to minimize loss. Defaults to the list of variables collected in the graph under the key GraphKeys.TRAINABLE_VARIABLES.

  • equalities – Optional list of equality constraint scalar `Tensor`s to be held equal to zero.

  • inequalities – Optional list of inequality constraint scalar `Tensor`s to be held nonnegative.

  • var_to_bounds

    Optional dict where each key is an optimization Variable and each corresponding value is a length-2 tuple of (low, high) bounds. Although enforcing this kind of simple constraint could be accomplished with the inequalities arg, not all optimization algorithms support general inequality constraints, e.g. L-BFGS-B. Both low and high can either be numbers or anything convertible to a NumPy array that can be broadcast to the shape of var (using np.broadcast_to). To indicate that there is no bound, use None (or +/- np.infty). For example, if var is a 2x3 matrix, then any of the following corresponding bounds could be supplied: * (0, np.infty): Each element of var held positive. * (-np.infty, [1, 2]): First column less than 1, second column less

    than 2.

    • (-np.infty, [[1], [2], [3]]): First row less than 1, second row less than 2, etc.

    • (-np.infty, [[1, 2, 3], [4, 5, 6]]): Entry var[0, 0] less than 1, var[0, 1] less than 2, etc.

  • **optimizer_kwargs – Other subclass-specific keyword arguments.

minimize(feed_dict=None, fetches=None, step_callback=None, loss_callback=None, **run_kwargs)

Minimize a scalar Tensor.

Variables subject to optimization are updated in-place at the end of optimization.

Note that this method does not just return a minimization Op, unlike Optimizer.minimize(); instead it actually performs minimization by executing commands to control a Session.

Parameters
  • session – A Session instance.

  • feed_dict – A feed dict to be passed to calls to session.run.

  • fetches – A list of Tensor`s to fetch and supply to `loss_callback as positional arguments.

  • step_callback – A function to be called at each optimization step; arguments are the current values of all optimization variables flattened into a single vector.

  • loss_callback – A function to be called every time the loss and gradients are computed, with evaluated fetches supplied as positional arguments.

  • **run_kwargs – kwargs to pass to session.run.