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23 Jun 2021
@telegram_474276820:elv.shLopall (Telegram)* 可行,因为这 16384 个系数是多项式展开的系数04:14:52
@telegram_181720056:elv.shyangsheng6810 (Telegram)如果是我的话,会搞一个simplex的LP solver,然后看看怎么糊一个靠谱的rounding heuristic04:14:58
@telegram_212515289:elv.shProfFanta (Telegram)感觉应该先掌握基础的 MIP,然后再考虑怎么结合04:15:05
@telegram_212515289:elv.shProfFanta (Telegram)
In reply to yangsheng6810 (Telegram)
如果是我的话,会搞一个simplex的LP solver,然后看看怎么糊一个靠谱的rounding heuristic
04:15:08
@telegram_181720056:elv.shyangsheng6810 (Telegram)simplex有很好的warm start的性质04:15:10
@telegram_212515289:elv.shProfFanta (Telegram)simplex 应该不难写04:15:19
@telegram_474276820:elv.shLopall (Telegram)
In reply to Lopall (Telegram)
在做一个凸优化问题,一共 16384 个参数,现在用 scipy wrap 的 trust krylov 算法,除了把规模缩小到 512 个参数之外,看不到收敛的希望。万能的群友们有什么建议吗
PS: 在这个规模下,jax 等 autodiff 会直接爆掉,只能解析计算 jacobian
04:15:29
@telegram_181720056:elv.shyangsheng6810 (Telegram)先不要搞integer,没这个必要04:15:31
@telegram_212515289:elv.shProfFanta (Telegram)
In reply to yangsheng6810 (Telegram)
先不要搞integer,没这个必要
04:15:51
@telegram_212515289:elv.shProfFanta (Telegram)
In reply to Lopall (Telegram)
PS: 在这个规模下,jax 等 autodiff 会直接爆掉,只能解析计算 jacobian
为啥用 jax 的 autodiff 会爆
04:16:23
@telegram_212515289:elv.shProfFanta (Telegram)中间结果很大吗04:16:27
@telegram_212515289:elv.shProfFanta (Telegram)JAX 默认是 32 bit 的精度04:16:40
@telegram_212515289:elv.shProfFanta (Telegram)需要手动开 double04:16:52
@telegram_474276820:elv.shLopall (Telegram)手动改成了 64bit04:16:57
@telegram_212515289:elv.shProfFanta (Telegram)然后如果有的地方是 singular 的话 autodiff 就炸了04:17:17
@telegram_474276820:elv.shLopall (Telegram)
jax.core.UnexpectedTracerError: Encountered an unexpected tracer. Perhaps this tracer escaped through global state from a previously traced function.
The functions being transformed should not save traced values to global state.

哦,明白了,可能是我用了 class 的 static 变量
04:17:33
@telegram_212515289:elv.shProfFanta (Telegram)需要给那些函数手工写 JVP04:17:36
@telegram_181720056:elv.shyangsheng6810 (Telegram)
In reply to ProfFanta (Telegram)
simplex 应该不难写
其实比你想象的难:有数值稳定性的坑
04:17:37
@telegram_212515289:elv.shProfFanta (Telegram)
In reply to Lopall (Telegram)
jax.core.UnexpectedTracerError: Encountered an unexpected tracer. Perhaps this tracer escaped through global state from a previously traced function.
The functions being transformed should not save traced values to global state.
哦,明白了,可能是我用了全局变量
😅
04:17:46
@telegram_212515289:elv.shProfFanta (Telegram)JAX 要求 pure function 的04:17:52
@telegram_474276820:elv.shLopall (Telegram) *
jax.core.UnexpectedTracerError: Encountered an unexpected tracer. Perhaps this tracer escaped through global state from a previously traced function.
The functions being transformed should not save traced values to global state.

哦,明白了,可能是我用了 class 的 static 变量
04:17:53
@telegram_212515289:elv.shProfFanta (Telegram)可以全局变量但是不能改04:18:04
@telegram_181720056:elv.shyangsheng6810 (Telegram)// 你要是熟悉数值稳定性的各种坑的话当我没说04:18:06
@telegram_212515289:elv.shProfFanta (Telegram)
In reply to yangsheng6810 (Telegram)
// 你要是熟悉数值稳定性的各种坑的话当我没说
orz
04:18:24
@telegram_212515289:elv.shProfFanta (Telegram)我好菜啊04:18:30
@telegram_181720056:elv.shyangsheng6810 (Telegram)
In reply to ProfFanta (Telegram)
我好菜啊
我的23探测器报警了
04:19:56
@telegram_212515289:elv.shProfFanta (Telegram)😭😭😭😭04:22:45
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