// Copyright 2010-2021 Google LLC // 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. #ifndef OR_TOOLS_UTIL_ADAPTATIVE_PARAMETER_VALUE_H_ #define OR_TOOLS_UTIL_ADAPTATIVE_PARAMETER_VALUE_H_ #include #include #include #include "ortools/base/integral_types.h" namespace operations_research { // Basic adaptive [0.0, 1.0] parameter that can be increased or decreased with a // step that get smaller and smaller with the number of updates. // // After a while, if the probability of getting a Decrease() vs Increase() when // running at a given value is f(value), then this should converge towards a // value such that f(value) = 0.5 provided f is a non-decreasing function over // [0.0, 1.0]. // // TODO(user): The current logic work well in practice, but has no strong // theoretical foundation. We should be able to come up with a better understood // formula that converge way faster. It will also be nice to generalize the 0.5 // above to a target probability p. class AdaptiveParameterValue { public: // Initial value is in [0.0, 1.0], both 0.0 and 1.0 are valid. explicit AdaptiveParameterValue(double initial_value) : value_(initial_value) {} void Reset() { num_changes_ = 0; } void Increase() { const double factor = IncreaseNumChangesAndGetFactor(); value_ = std::min(1.0 - (1.0 - value_) / factor, value_ * factor); } void Decrease() { const double factor = IncreaseNumChangesAndGetFactor(); value_ = std::max(value_ / factor, 1.0 - (1.0 - value_) * factor); } // If we get more than 1 datapoints from the same value(), we use a formula // that is more sound than calling n times Increase()/Decrease() which depends // on the order of calls. void Update(int num_decreases, int num_increases) { if (num_decreases == num_increases) { num_changes_ += num_decreases + num_increases; } else if (num_decreases < num_increases) { for (int i = num_decreases; i < num_increases; ++i) Increase(); num_changes_ += 2 * num_decreases; } else { for (int i = num_increases; i < num_decreases; ++i) Decrease(); num_changes_ += 2 * num_increases; } } double value() const { return value_; } private: // We want to change the parameters more and more slowly. double IncreaseNumChangesAndGetFactor() { ++num_changes_; return 1.0 + 1.0 / std::sqrt(num_changes_ + 1); } double value_; int64_t num_changes_ = 0; }; } // namespace operations_research #endif // OR_TOOLS_UTIL_ADAPTATIVE_PARAMETER_VALUE_H_