Error when trying to specify the initial simplex of Nelder Mead method in GalacticOptim.jl

Specific Domains
1

Hello,
I would need help with the following error when trying specify the a,b parameters of the initial simplex constructor. I gives the same error even if I call the constructor without arguments.
I have Julia 1.7.2.
The output of Pkg.installed() is the following:

Dict{String, VersionNumber} with 16 entries:
  "CSV"               => v"0.10.4"
  "DynamicalSystems"  => v"2.3.0"
  "Interact"          => v"0.10.4"
  "Mux"               => v"0.7.6"
  "AlgebraOfGraphics" => v"0.6.6"
  "PyCall"            => v"1.93.1"
  "GalacticOptimJL"   => v"0.1.0"
  "CairoMakie"        => v"0.7.5"
  "HDF5"              => v"0.16.7"
  "Blink"             => v"0.12.5"
  "Plots"             => v"1.28.0"
  "WebIO"             => v"0.8.17"
  "DataFrames"        => v"1.3.3"
  "GalacticOptim"     => v"3.2.1"
  "GLM"               => v"1.7.0"
  "PalmerPenguins"    => v"0.1.4"

The code that gives the error is the following:

"""Optimization trials."""

# %%
using AlgebraOfGraphics, CairoMakie
using PyCall
using GalacticOptim
using GalacticOptimJL

# %%
pushfirst!(PyVector(pyimport("sys")."path"), "")
stream = pyimport("stream")


# %%
function chi2(x,p)
    θ = x[1]
    Δθ = x[2]
    β = x[3]
    ϵ = p[1]
    ic = [1.493370985649168858e+02, 3.669966976308609219e+01, 7.917039545144660018e+00,
          -7.050282547954606294e+00, -1.254565799483599520e+01, -1.636083097847286538e+01]
    r☼ = 8.122
    return stream.chi2(θ, Δθ, β, ϵ, ic, r☼)
end

# %%
x₀ = [3.621802786938911822e+01, 2.745899649967862999e+01, 1.25e-5]
p  = [60.0]


prob = OptimizationProblem(chi2, x₀, p)

sol = solve(prob, NelderMead(;initial_simplex=AffineSimplexer(0, 0.2)))

When running I obtain the following error:

ERROR: UndefVarError: AffineSimplexer not defined

Even if I call with

sol = solve(prob, NelderMead(;initial_simplex=AffineSimplexer()))

I obtain the same error message
Thank you in advance!

2

I’ve never used GalacticOptim but it looks like it’s not reexporting the Optim definitions? Optim.AffineSimplexer() seems to work.

3

Oh we should make GalacticOptimJL reexport it.

1 Like
4

Thanks, it starts to run. After 4 evaluations of the the chi2 function, it gives the following error:

36.21802786938912 27.45899649967863 1.25e-05 --- chi2 =  84.18840989127727
43.46164594326694 27.45899649967863 1.25e-05 --- chi2 =  4407.345028091967
36.21802786938912 32.95080829961435 1.25e-05 --- chi2 =  8123495.394618369
36.21802786938912 27.45899649967863 2.75e-05 --- chi2 =  1478157.9699103832
ERROR: KeyError: key "x" not found
Stacktrace:
  [1] getindex(h::Dict{Any, Any}, key::String)
    @ Base ./dict.jl:481
  [2] (::GalacticOptimJL.var"#_cb#11"{GalacticOptimJL.var"#9#17", NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, Base.Iterators.Cycle{Tuple{GalacticOptim.NullData}}})(trace::OptimizationState{Float64, NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}})
    @ GalacticOptimJL ~/.julia/packages/GalacticOptimJL/isaca/src/GalacticOptimJL.jl:77
  [3] update!(tr::Vector{OptimizationState{Float64, NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}}}, iteration::Int64, f_x::Float64, grnorm::Float64, dt::Dict{Any, Any}, store_trace::Bool, show_trace::Bool, show_every::Int64, callback::GalacticOptimJL.var"#_cb#11"{GalacticOptimJL.var"#9#17", NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, Base.Iterators.Cycle{Tuple{GalacticOptim.NullData}}}, trace_simplex::Bool)
    @ Optim ~/.julia/packages/Optim/6Lpjy/src/utilities/update.jl:25
  [4] trace!(tr::Vector{OptimizationState{Float64, NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}}}, d::TwiceDifferentiable{Float64, Vector{Float64}, Matrix{Float64}, Vector{Float64}}, state::Optim.NelderMeadState{Vector{Float64}, Float64, Vector{Float64}}, iteration::Int64, method::NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, options::Optim.Options{Float64, GalacticOptimJL.var"#_cb#11"{GalacticOptimJL.var"#9#17", NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, Base.Iterators.Cycle{Tuple{GalacticOptim.NullData}}}}, curr_time::Float64)
    @ Optim ~/.julia/packages/Optim/6Lpjy/src/multivariate/solvers/zeroth_order/nelder_mead.jl:331
  [5] optimize(d::TwiceDifferentiable{Float64, Vector{Float64}, Matrix{Float64}, Vector{Float64}}, initial_x::Vector{Float64}, method::NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, options::Optim.Options{Float64, GalacticOptimJL.var"#_cb#11"{GalacticOptimJL.var"#9#17", NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, Base.Iterators.Cycle{Tuple{GalacticOptim.NullData}}}}, state::Optim.NelderMeadState{Vector{Float64}, Float64, Vector{Float64}})
    @ Optim ~/.julia/packages/Optim/6Lpjy/src/multivariate/optimize/optimize.jl:50
  [6] optimize(d::TwiceDifferentiable{Float64, Vector{Float64}, Matrix{Float64}, Vector{Float64}}, initial_x::Vector{Float64}, method::NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, options::Optim.Options{Float64, GalacticOptimJL.var"#_cb#11"{GalacticOptimJL.var"#9#17", NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, Base.Iterators.Cycle{Tuple{GalacticOptim.NullData}}}})
    @ Optim ~/.julia/packages/Optim/6Lpjy/src/multivariate/optimize/optimize.jl:36
  [7] ___solve(prob::OptimizationProblem{true, OptimizationFunction{true, SciMLBase.NoAD, typeof(chi2), Nothing, Nothing, Nothing, Nothing, Nothing, Nothing}, Vector{Float64}, Vector{Float64}, Nothing, Nothing, Nothing, Nothing, Base.Pairs{Symbol, Union{}, Tuple{}, NamedTuple{(), Tuple{}}}}, opt::NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, data::Base.Iterators.Cycle{Tuple{GalacticOptim.NullData}}; callback::Function, maxiters::Nothing, maxtime::Nothing, abstol::Nothing, reltol::Nothing, progress::Bool, kwargs::Base.Pairs{Symbol, Union{}, Tuple{}, NamedTuple{(), Tuple{}}})
    @ GalacticOptimJL ~/.julia/packages/GalacticOptimJL/isaca/src/GalacticOptimJL.jl:136
  [8] ___solve
    @ ~/.julia/packages/GalacticOptimJL/isaca/src/GalacticOptimJL.jl:68 [inlined]
  [9] #__solve#2
    @ ~/.julia/packages/GalacticOptimJL/isaca/src/GalacticOptimJL.jl:56 [inlined]
 [10] __solve (repeats 2 times)
    @ ~/.julia/packages/GalacticOptimJL/isaca/src/GalacticOptimJL.jl:44 [inlined]
 [11] #solve#482
    @ ~/.julia/packages/SciMLBase/nbKmA/src/solve.jl:3 [inlined]
 [12] solve(::OptimizationProblem{true, OptimizationFunction{true, SciMLBase.NoAD, typeof(chi2), Nothing, Nothing, Nothing, Nothing, Nothing, Nothing}, Vector{Float64}, Vector{Float64}, Nothing, Nothing, Nothing, Nothing, Base.Pairs{Symbol, Union{}, Tuple{}, NamedTuple{(), Tuple{}}}}, ::NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters})
    @ SciMLBase ~/.julia/packages/SciMLBase/nbKmA/src/solve.jl:3
 [13] top-level scope
    @ ~/casa/work/2020/halostream/sources/stream_fit/likelihood_grid/optim/optim.jl:33

What does “x” refer to?
Thanks!

5

Oh open an issue. Optim’s callback interface isn’t the same for all solvers so we need to fix the access there.

6

Fixed Check against `NelderMead` type not object for callback branching by Vaibhavdixit02 · Pull Request #249 · SciML/Optimization.jl · GitHub

7

Thanks!
How should I proceed ? Update the GalacticOptim and GalacticOptimJL packages ?

8

You have to wait until that is tagged and merged, but that shouldn’t be more than an hour from now.

2 Likes
9

Hi, I have recently updated GalacticOptim.

[a75be94c] GalacticOptim v3.3.1
[9d3c5eb1] GalacticOptimJL v0.1.0

When running the line:

sol = solve(prob, Optim.NelderMead(; initial_simplex=AffineSimplexer(a=1.25e-5,b=0.2)))

I obtain:

ERROR: UndefVarError: AffineSimplexer not defined

What could be happening?

10 
sol = solve(prob, Optim.NelderMead(; initial_simplex=Optim.AffineSimplexer(a=1.25e-5,b=0.2)))

?

11

Yes it works like that and also if I just use
(prob, NelderMead...
without making Optim explicit.

Thank you very much!