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Schedule.jl
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Schedule.jl
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# Copyright 2023 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.
"""Utilities for creating SMC annealing schedules, used for [`AutoGP.fit_smc!`](@ref)."""
module Schedule
import ..AutoGP
"""
linear_schedule(n::Integer, percent::Float64)
Adds roughly `n⋅percent` new observations at each step.
"""
function linear_schedule(n::Integer, percent::Float64)
@assert 0 < n
@assert 0 < percent < 1
step = Integer(round(percent * n))
checkpoints = collect(range(start=step, stop=n, step=step))
remaining = n - checkpoints[end]
@assert 0 <= remaining < step
if remaining == 0
return checkpoints
elseif remaining < step / 2
checkpoints[end] = n
return checkpoints
else
return vcat(checkpoints, n)
end
end
"""
logarithmic_schedule(n::Integer, base::Integer, start::Integer)
The first step adds `start` observations (must be positive).
At step `i`, `start⋅baseⁱ` new observations are added.
"""
function logarithmic_schedule(n::Integer, base::Real, start::Integer)
@assert 0 < n
@assert 1 <= base
@assert 0 < start <= n
checkpoints = []
block = 0
total = 0
i = 0
while true
block = start * base^i
if n < total + block
break
end
total += round(block)
i = i +1
push!(checkpoints, total)
end
remaining = n - checkpoints[end]
@assert 0 <= remaining
if remaining == 0
return Vector{Integer}(checkpoints)
else
return Vector{Integer}(vcat(checkpoints, n))
end
end
"""
logarithmic_schedule(n::Integer, base::Real)
The total number of observations at step `i` is `baseⁱ`
"""
function logarithmic_schedule(n::Integer, base::Real)
@assert 0 < n
@assert 1 < base
n < base && return [n]
checkpoints = Integer[round(base^i) for i=1:floor(log(base, n))]
remaining = n - checkpoints[end]
push!(checkpoints, n)
return checkpoints
end
export linear_schedule
export logarithmic_schedule
end # module Schedule