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mathutil: Move coordinate_descent() to new file

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Add a new python file (mathutil.py) and move the coordinate_descent()
code to it.

Signed-off-by: Kevin O'Connor <kevin@koconnor.net>
This commit is contained in:
Kevin O'Connor 2018-03-02 18:18:35 -05:00
parent 7290ed5f73
commit fa07be9346
4 changed files with 45 additions and 39 deletions
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40
klippy/mathutil.py Normal file
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# Simple math helper functions
#
# Copyright (C) 2018 Kevin O'Connor <kevin@koconnor.net>
#
# This file may be distributed under the terms of the GNU GPLv3 license.
import logging
# Helper code that implements coordinate descent
def coordinate_descent(adj_params, params, error_func):
# Define potential changes
params = dict(params)
dp = {param_name: 1. for param_name in adj_params}
# Calculate the error
best_err = error_func(params)
threshold = 0.00001
rounds = 0
while sum(dp.values()) > threshold and rounds < 10000:
rounds += 1
for param_name in adj_params:
orig = params[param_name]
params[param_name] = orig + dp[param_name]
err = error_func(params)
if err < best_err:
# There was some improvement
best_err = err
dp[param_name] *= 1.1
continue
params[param_name] = orig - dp[param_name]
err = error_func(params)
if err < best_err:
# There was some improvement
best_err = err
dp[param_name] *= 1.1
continue
params[param_name] = orig
dp[param_name] *= 0.9
logging.info("Coordinate descent best_err: %s rounds: %d", best_err, rounds)
return params