Updated support for CMA-ES minimizer based on libcmaes by beniz · Pull Request #507 · root-project/root

beniz · 2017-04-18T04:49:13Z

This is an update to PR #40 that includes:

a rebase with all CMA-ES commits at the tip of master (as of 04/17/2017)
a set of small fixes as requested by @vgvassilev

As a reminder, this PR fetches, builds and wraps https://github.com/beniz/libcmaes/ with ROOT.

This PR builds ROOT with CMA-ES support and I've been able to run some of the tests, indicating that it is working fine.

Issues
However, some caveats remain, on which help is required, at the moment

build/include/libcmaes/cmaes.h and build/include/Eigen are not properly passed to the compiler at build time. I cannot find how to do it properly. At the moment I am using symlinks as a temporary hack (see how to build below)
To access the inner option of the CMA-ES Minimizer, I was using code similar to

ROOT::Math::IOptions &opts = ROOT::Math::MinimizerOptions::Default(fitter);
opts.SetIntValue("lambda",lambda);

Code above now appears to fail with errors such as:

root [0] .L tutorials/fit/cmaesFitBench.C++g
Info in <TUnixSystem::ACLiC>: creating shared library /home/beniz/research/siminole/dev/tmp/root/build/./tutorials/fit/cmaesFitBench_C.so
In file included from input_line_11:9:
././tutorials/fit/cmaesFitBench.C:58:16: error: no type named 'IOptions' in namespace 'ROOT::Math'
   ROOT::Math::IOptions *opts = ROOT::Math::MinimizerOptions::Default(fitter);
   ~~~~~~~~~~~~^
././tutorials/fit/cmaesFitBench.C:58:45: error: no member named 'MinimizerOptions' in namespace 'ROOT::Math'
   ROOT::Math::IOptions *opts = ROOT::Math::MinimizerOptions::Default(fitter);
                                ~~~~~~~~~~~~^
Error in <ACLiC>: Dictionary generation failed!

Help is needed to fix the above.

How to build

cd build
cmake ../ -Dminuit2=on -Dtesting=on -Dlibcmaes=on
make

The build will fail because of the header issue mentioned above, so do:

cd include
ln -s eigen3/Eigen .
ln -s eigen3/unsupported .
cd ..
make

You can then use the newly built ROOT and test that CMA-ES is working:

.L tutorials/fit/cmaesGausFit.C++g
cmaesGausFit()

Please see instructions and links from PR #40 for more tests, performance checks, etc...

Once everything is fine, I'll be able to squash all commits into a single one if needed.

…meters

…ce + added control of fixed variables and auto-maxiter stopping criteria

…tutorials

…ugh wrapper

…for default cmaes initial value

phsft-bot · 2017-04-18T04:49:15Z

Can one of the admins verify this patch?

vgvassilev · 2017-04-19T09:53:27Z

@beniz, could you address the coding conventions issues reported by travis?

About the error, it seems you are missing #include "Math/IOptions.h" in cmaesFitBench.C

beniz · 2017-04-26T10:20:31Z

@vgvassilev FYI I'm pretty busy over the next couple of weeks, if you can test before I fix the coding conventions, please do. It'd be best to fix major issues first. Thanks.

phsft-bot · 2017-04-26T10:20:33Z

Can one of the admins verify this patch?

vgvassilev · 2017-04-26T10:34:15Z

I will try to look at it. I am quite busy, too.

etejedor · 2018-02-20T12:52:19Z

@beniz @lmoneta @vgvassilev, what would you like to do with this PR?

beniz · 2018-02-20T13:05:13Z

@etejedor Hi, I'd be happy to help get the PR into trunk, I just couldn't find time to struggle with coding conventions.

As of today, I can propose the following:

I do rebase to current master
Someone from ROOT helps me through, including to fix coding conventions and anything that can get into the way.

My time is unfortunately scarce, but I'm willing to allocate time to bring this into production.

oshadura · 2018-03-21T10:15:21Z

@beniz, can you rebase please?

beniz · 2018-03-21T10:49:37Z

@oshadura Hi, I can, though it will not be immediate, stay tuned, thanks.

lmoneta · 2018-03-23T15:06:08Z

@oshadura , we don't need to rebase this one now. We need first to test well this PR first.
After that, then we could rebase it.

beniz · 2018-03-26T03:32:32Z

@lmoneta @oshadura hi, let me know whether I can help you test the PR thoroughly. I'd understand that rebasing could make it easier, depending of the additional tools / testbeds you'd like to use for the testing phase.
I believe libcmaes is sound, so it should really be about the integration into ROOT structures and framework.

etejedor · 2018-04-26T08:24:14Z

@lmoneta could you provide an answer to @beniz about how to test this PR?

etejedor · 2018-07-26T11:00:42Z

@lmoneta could you provide an answer to @beniz about how to test this PR?

lmoneta · 2021-01-14T17:37:03Z

This PR is now replaced by #7044

beniz and others added 30 commits April 17, 2017 20:40

first cmaes addition

0cffabb

fixed configure for root 6 with cmaes

ff42d7f

adding cmaes repository

d210ca3

added cmaes plugin

d1ef702

first working auto-loaded cmaes

68c672e

fixed cmaes wrapper + added likelihood gaussian fit to tutorial

8297ed8

connecting error estimates to cmaes wrapper

6bdea61

libcmaes auto detection

7d8bb1a

default CMA-ES progress function set to no output

6822fb7

added support for box-type constraints with CMA-ES

8f1f69d

added support to multiple flavors of CMA-ES

40fdc4e

added 1D histograms fitting benchmark for CMA-ES

d0d38e1

fixed loading of libraries in CMA-ES tutorial hist fit

91fde3a

fixed status in libcmaes wrapper

66dab5b

fixed initialization of parameters with CMA-ES

12537ce

added 2D bench for cmaes

8e65517

added explanations to hist 1D fit for cmaes

15e51d4

fixed parameters init for CMA-ES after refactoring of the libcmaes

5643376

provides error to true in CMAESMinimizer.h + preparing for fixed para…

9085301

…meters

set default sigma0 for CMA-ES as the max step size across parameters

4b66041

fixed multiple loading of external lib in fit tutorial for CMA-ES

8be905a

introduced first MINOS version for CMA-ES + added control of ftoleran…

3b582c3

…ce + added control of fixed variables and auto-maxiter stopping criteria

added to CMA-ES packagte the same tests that are available for Minuit2

b6527ab

fixes and additions to current set of fit tutorials for CMA-ES + new …

35894e0

…tutorials

connected fUp to CMA-ES confidence interval (minos) computations

497b038

added control of max iterations and max functions eval to CMA-ES thro…

3b328fc

…ugh wrapper

did bump the default max function budget for CMA-ES

3a308b8

added support for MinimizerOptions with cmaes, fixes #4

d18b20f

using conservative min initial step-size value across all parameters …

1c74c20

…for default cmaes initial value

adapted tutorials to new cmaes performances

121b59c

Emmanuel Benazera and others added 8 commits April 17, 2017 21:19

using libcmaes errors() call for standard deviation

2e92b44

added proper funding reference of the CMA-ES integration work

5d20c01

fixed TF1 merge

3f5788d

cmaes ROOT_USE_PACKAGE removal

ef2288f

removed backup file

f9b127f

buildcmaes in alphabetical order

7567f4a

fixed Root main URL in cmaes module README

68443f4

removed protectors around cmaes minimizer headers

82140fd

beniz mentioned this pull request Apr 18, 2017

Support for CMA-ES minimizer based on libcmaes #40

Closed

peremato assigned lmoneta Jun 15, 2017

peremato requested a review from lmoneta June 15, 2017 08:13

eguiraud added the stale label Mar 10, 2020

Axel-Naumann removed the stale label Sep 14, 2020

lmoneta mentioned this pull request Jan 14, 2021

Updated support for CMA-ES minimizer based on libcmaes #7044

Open

lmoneta closed this Jan 14, 2021

phsft-bot mentioned this pull request Sep 13, 2022

Update ROOT's llvm to llvm13. #10294

Merged

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