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julia - 在 Julia 的函数中使用 Optim 时如何解决此方法错误？

问题描述

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我使用 Optim 编写了一个找鞍函数。它工作得很好，但是当我尝试使用框优化时，它给了我一个方法错误。问题是什么？

这有效：

using Optim

function saddle2(f::Function, initx, inity)
    # function is assumed to be f(xmin, ymax)
    ymax = similar(inity)
    function fx(x)
        optymax = optimize(y -> -f(vcat(x, y)), inity, NelderMead())
        ymax = Optim.minimizer(optymax)
        return -Optim.minimum(optymax)
    end
    optxmin = optimize(fx, repeat([0.0], 6), initx, NelderMead())
    xmin = Optim.minimizer(optxmin)
    return (f(vcat(xmin, ymax)), xmin, ymax)
end

saddle2(Lsaddle, repeat([0.5], 6), repeat([0.5], 12)) # works!

这不起作用：

using Optim

function saddle(f::Function, initx, inity)
    # function is assumed to be f(xmin, ymax)
    ymax = similar(inity)
    function fx(x)
        optymax = optimize(y -> -f(vcat(x, y)), repeat([0.0], 12), repeat([Y], 12), inity, Fminbox(NelderMead()))
        ymax = Optim.minimizer(optymax)
        return -Optim.minimum(optymax)
    end
    optxmin = optimize(fx, repeat([0.0], 6), repeat([1.0], 6), initx, Fminbox(NelderMead()))
    xmin = Optim.minimizer(optxmin)
    return (f(vcat(xmin, ymax)), xmin, ymax)
end

saddle(Lsaddle, repeat([0.5], 6), repeat([0.5], 12)) # doesn't work:

MethodError: no method matching optimize(::getfield(Main, Symbol("##3#5")){Array{Float64,1},typeof(Lsaddle)}, ::Array{Float64,1}, ::Array{Int64,1}, ::Array{Float64,1}, ::Fminbox{NelderMead{Optim.AffineSimplexer,Optim.AdaptiveParameters},Float64,getfield(Optim, Symbol("##46#48"))})
Closest candidates are:
  optimize(::Any, ::AbstractArray{T<:AbstractFloat,N} where N, !Matched::AbstractArray{T<:AbstractFloat,N} where N, ::AbstractArray{T<:AbstractFloat,N} where N, ::Fminbox) where T<:AbstractFloat at /Users/amrods/.julia/packages/Optim/ULNLZ/src/multivariate/solvers/constrained/fminbox.jl:163
  optimize(::Any, ::AbstractArray{T<:AbstractFloat,N} where N, !Matched::AbstractArray{T<:AbstractFloat,N} where N, ::AbstractArray{T<:AbstractFloat,N} where N, ::Fminbox, !Matched::Any; inplace, autodiff) where T<:AbstractFloat at /Users/amrods/.julia/packages/Optim/ULNLZ/src/multivariate/solvers/constrained/fminbox.jl:163
  optimize(::Any, ::AbstractArray, ::AbstractArray, ::AbstractArray, !Matched::SAMIN) at /Users/amrods/.julia/packages/Optim/ULNLZ/src/multivariate/solvers/constrained/samin.jl:60
  ...

Stacktrace:
 [1] (::getfield(Main, Symbol("#fx#4")){typeof(Lsaddle),Array{Float64,1}})(::Array{Float64,1}) at ./In[9]:5
 [2] finite_difference_gradient! at /Users/amrods/.julia/packages/DiffEqDiffTools/visbP/src/gradients.jl:282 [inlined]
 [3] (::getfield(NLSolversBase, Symbol("#g!#15")){getfield(Main, Symbol("#fx#4")){typeof(Lsaddle),Array{Float64,1}},DiffEqDiffTools.GradientCache{Nothing,Nothing,Nothing,Val{:central},Float64,Val{true}}})(::Array{Float64,1}, ::Array{Float64,1}) at /Users/amrods/.julia/packages/NLSolversBase/KG9Ie/src/objective_types/oncedifferentiable.jl:56
 [4] gradient!!(::OnceDifferentiable{Float64,Array{Float64,1},Array{Float64,1}}, ::Array{Float64,1}) at /Users/amrods/.julia/packages/NLSolversBase/KG9Ie/src/interface.jl:63
 [5] optimize(::OnceDifferentiable{Float64,Array{Float64,1},Array{Float64,1}}, ::Array{Float64,1}, ::Array{Float64,1}, ::Array{Float64,1}, ::Fminbox{NelderMead{Optim.AffineSimplexer,Optim.AdaptiveParameters},Float64,getfield(Optim, Symbol("##46#48"))}, ::Optim.Options{Float64,Nothing}) at /Users/amrods/.julia/packages/NLSolversBase/KG9Ie/src/interface.jl:51
 [6] #optimize#53 at /Users/amrods/.julia/packages/Optim/ULNLZ/src/multivariate/solvers/constrained/fminbox.jl:164 [inlined]
 [7] optimize at /Users/amrods/.julia/packages/Optim/ULNLZ/src/multivariate/solvers/constrained/fminbox.jl:163 [inlined] (repeats 2 times)
 [8] saddle(::typeof(Lsaddle), ::Array{Float64,1}, ::Array{Float64,1}) at ./In[9]:9
 [9] top-level scope at In[13]:1

标签： julia

解决方案

问题是在您的代码Y中是Intnot Float64。很可能你写过类似的东西Y = 1，你应该写过Y = 1.0。

如果您对定义方式没有影响，请Y编写：

optimize(y -> -f(vcat(x, y)), repeat([0.0], 12), repeat(Float64[Y], 12), inity, Fminbox(NelderMead()))

或者

optimize(y -> -f(vcat(x, y)), repeat([0.0], 12), fill(Float64(Y), 12), inity, Fminbox(NelderMead()))

如果您发布了完全可重现的代码，我会更容易诊断问题。

编辑

您可以通过以下方式跟踪此问题。阅读错误信息：

MethodError: no method matching optimize(::getfield(Main, Symbol("##3#5")){Array{Float64,1},typeof(Lsaddle)}, ::Array{Float64,1}, ::Array{Int64,1}, ::Array{Float64,1}, ::Fminbox{NelderMead{Optim.AffineSimplexer,Optim.AdaptiveParameters},Float64,getfield(Optim, Symbol("##46#48"))})
Closest candidates are:
  optimize(::Any, ::AbstractArray{T<:AbstractFloat,N} where N, !Matched::AbstractArray{T<:AbstractFloat,N} where N, ::AbstractArray{T<:AbstractFloat,N} where N, ::Fminbox) where T<:AbstractFloat at /Users/amrods/.julia/packages/Optim/ULNLZ/src/multivariate/solvers/constrained/fminbox.jl:163
  optimize(::Any, ::AbstractArray{T<:AbstractFloat,N} where N, !Matched::AbstractArray{T<:AbstractFloat,N} where N, ::AbstractArray{T<:AbstractFloat,N} where N, ::Fminbox, !Matched::Any; inplace, autodiff) where T<:AbstractFloat at /Users/amrods/.julia/packages/Optim/ULNLZ/src/multivariate/solvers/constrained/fminbox.jl:163
  optimize(::Any, ::AbstractArray, ::AbstractArray, ::AbstractArray, !Matched::SAMIN) at /Users/amrods/.julia/packages/Optim/ULNLZ/src/multivariate/solvers/constrained/samin.jl:60
  ...

你会发现你可以怀疑optimizeforFminbox只接受AbstractFloat. 确保运行：

julia> methodswith(Fminbox, supertypes=true)
[1] summary(F::Fminbox) in Optim at C:\Users\bogum\.julia\packages\Optim\ULNLZ\src\multivariate\solvers\constrained\fminbox.jl:117
[2] optimize(df::OnceDifferentiable, l::AbstractArray{T,N} where N, u::AbstractArray{T,N} where N, initial_x::AbstractArray{T,N} where N, F::Fminbox) where T<:AbstractFloat in Optim at C:\Users\bogum\.julia\packages\Optim\ULNLZ\src\multivariate\solvers\constrained\fminbox.jl:175
[3] optimize(df::OnceDifferentiable, l::AbstractArray{T,N} where N, u::AbstractArray{T,N} where N, initial_x::AbstractArray{T,N} where N, F::Fminbox, options) where T<:AbstractFloat in Optim at C:\Users\bogum\.julia\packages\Optim\ULNLZ\src\multivariate\solvers\constrained\fminbox.jl:175
[4] optimize(df::OnceDifferentiable, l::Array{T,N} where N, u::Array{T,N} where N, F::Fminbox{O,T,P} where P where T) where {T<:AbstractFloat, O<:AbstractOptimizer} in Optim at C:\Users\bogum\.julia\packages\Optim\ULNLZ\src\deprecate.jl:67
[5] optimize(f, l::AbstractArray{T,N} where N, u::AbstractArray{T,N} where N, initial_x::AbstractArray{T,N} where N, F::Fminbox) where T<:AbstractFloat in Optim at C:\Users\bogum\.julia\packages\Optim\ULNLZ\src\multivariate\solvers\constrained\fminbox.jl:163
[6] optimize(f, l::AbstractArray{T,N} where N, u::AbstractArray{T,N} where N, initial_x::AbstractArray{T,N} where N, F::Fminbox, options) where T<:AbstractFloat in Optim at C:\Users\bogum\.julia\packages\Optim\ULNLZ\src\multivariate\solvers\constrained\fminbox.jl:163
[7] optimize(f, g, l::AbstractArray{T,N} where N, u::AbstractArray{T,N} where N, initial_x::AbstractArray{T,N} where N, F::Fminbox) where T<:AbstractFloat in Optim at C:\Users\bogum\.julia\packages\Optim\ULNLZ\src\multivariate\solvers\constrained\fminbox.jl:150
[8] optimize(f, g, l::AbstractArray{T,N} where N, u::AbstractArray{T,N} where N, initial_x::AbstractArray{T,N} where N, F::Fminbox, options) where T<:AbstractFloat in Optim at C:\Users\bogum\.julia\packages\Optim\ULNLZ\src\multivariate\solvers\constrained\fminbox.jl:150

并且您确定所有optimize接受的方法都Fminbox需要AbstractFloat. 从理论上讲，您要求的这种自动提升是可能的，但正如您所看到的，它没有实现，所以您只需要记住将AbstractFloat参数传递给optimize.

默认情况下，Julia 不会像这样执行自动升级。这是一个最小的例子：

julia> f(x::Vector{Float64}) = x
f (generic function with 1 method)

julia> f([1,2,3])
ERROR: MethodError: no method matching f(::Array{Int64,1})
Closest candidates are:
  f(::Array{Float64,1}) at REPL[9]:1
Stacktrace:
 [1] top-level scope at none:0

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