Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Doe jacobian remake #158

Merged
merged 16 commits into from
Apr 17, 2023
Merged

Conversation

Osburg
Copy link
Collaborator

@Osburg Osburg commented Apr 11, 2023

This PR adds:

  • Computation of objective function gradient using autodiff and formulaic's symbolic differentiation of model matrices. Now supports arbitrary model terms and not only polynomial model terms of order <= 3. Significant speedup of gradient evaluation in case of large models with a large number of experiments.
  • Restructuring the objective function and its gradient. A new class DOptimality now contains both constraint evaluation and constraint jacobian evaluation.
  • __call__() and jacobian() methods for NChooseKConstraint using narrow Gaussians as discussed in DOE: NChooseK constraints #145 .
  • Option in doe to pass NChooseK constraints to IPOPT (using the new constraint evaluation and jacobian) instead fixing a corresponding number of variables in each experiment to zero before the optimization. Possibly to be removed in the future since the new option does not seem to work nicely so far.

@jduerholt
Copy link
Contributor

Out of curiosity: What do you mean with the new nchoosek option does not seem to work nicely? What is happening if you use it?

@Osburg
Copy link
Collaborator Author

Osburg commented Apr 12, 2023

About the nchoosek constraints not working properly: I explained my findings here.

@Osburg Osburg requested a review from jduerholt April 13, 2023 11:16
Copy link
Contributor

@jduerholt jduerholt left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Looks good to me. Thanks!

@jduerholt
Copy link
Contributor

@dlinzner-bcs @DavidWalz : Do you also want to have a look, or should I just merge?

@jduerholt
Copy link
Contributor

I think, we should just merge it ;)

@jduerholt jduerholt merged commit d0f4d76 into experimental-design:main Apr 17, 2023
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

2 participants