secml.optim.optimizers.line_search

CLineSearch

class secml.optim.optimizers.line_search.c_line_search.CLineSearch(fun, constr=None, bounds=None, eta=0.0001, max_iter=20)

Bases: secml.core.c_creator.CCreator

Abstract class that implements line-search optimization algorithms.

Line-search algorithms optimize the objective function along a given direction in the feasible domain, potentially subject to constraints. The search is normally stopped when the objective improves at a satisfying level, to keep the search fast.

Attributes

class_type

Defines class type.

logger

Logger for current object.

verbose

Verbosity level of logger output.

Methods

copy(self)	Returns a shallow copy of current class.
create([class_item])	This method creates an instance of a class with given type.
deepcopy(self)	Returns a deep copy of current class.
get_class_from_type(class_type)	Return the class associated with input type.
get_params(self)	Returns the dictionary of class parameters.
get_subclasses()	Get all the subclasses of the calling class.
list_class_types()	This method lists all types of available subclasses of calling one.
load(path)	Loads class from pickle object.
minimize(self, x, d, \*\*kwargs)	Line search.
save(self, path)	Save class object using pickle.
set(self, param_name, param_value[, copy])	Set a parameter that has a specific name to a specific value.
set_params(self, params_dict[, copy])	Set all parameters passed as a dictionary {key: value}.
timed([msg])	Timer decorator.

abstract minimize(self, x, d, **kwargs)

Line search.

Parameters

xCArray

The input point.

dCArray

The descent direction along which fun(x) is minimized.

kwargsdict

Additional parameters required to evaluate fun(x, **kwargs).

CLineSearchBisect

class secml.optim.optimizers.line_search.c_line_search_bisect.CLineSearchBisect(fun, constr=None, bounds=None, eta=0.0001, eta_min=0.1, eta_max=None, max_iter=20)

Bases: secml.optim.optimizers.line_search.c_line_search.CLineSearch

Binary line search.

Attributes

class_type‘bisect’

Defines class type.

Methods

copy(self)	Returns a shallow copy of current class.
create([class_item])	This method creates an instance of a class with given type.
deepcopy(self)	Returns a deep copy of current class.
get_class_from_type(class_type)	Return the class associated with input type.
get_params(self)	Returns the dictionary of class parameters.
get_subclasses()	Get all the subclasses of the calling class.
list_class_types()	This method lists all types of available subclasses of calling one.
load(path)	Loads class from pickle object.
minimize(self, x, d[, fx, tol])	Bisect line search (on discrete grid).
save(self, path)	Save class object using pickle.
set(self, param_name, param_value[, copy])	Set a parameter that has a specific name to a specific value.
set_params(self, params_dict[, copy])	Set all parameters passed as a dictionary {key: value}.
timed([msg])	Timer decorator.

property eta_max

property eta_min

minimize(self, x, d, fx=None, tol=0.0001, **kwargs)

Bisect line search (on discrete grid).

The function fun( x + a*eta*d ) with a = {0, 1, 2, … } is minimized along the descent direction d.

If fun(x) >= 0 -> step_min = step else step_max = step

If eta_max is not None, it runs a bisect line search in [x + eta_min*d, x + eta_max*d]; otherwise, it runs an exponential line search in `[x + eta*d, …, x + eta_min*d, …]

Parameters

xCArray

The input point.

dCArray

The descent direction along which fun(x) is minimized.

fxint or float or None, optional

The current value of fun(x) (if available).

tolfloat, optional

Tolerance for convergence to the local minimum.

kwargsdict

Additional parameters required to evaluate fun(x, **kwargs).

Returns

x’CArray

Point x’ = x + eta * d that approximately solves min f(x + eta*d).

fx’: int or float or None, optional

The value f(x’).

property n_iter