ask_dY: ask&tell component function to 'ask' objective function...

In templr: MASCOTNUM Algorithms Template Tools

ask&tell component function to 'ask' objective function gradient evaluation using finite difference.

Description

ask&tell component function to 'ask' objective function gradient evaluation using finite difference.

Usage

ask_dY(
  x,
  dX = 0.001,
  id = 0,
  dX.tmp = "dX.todo",
  dY.tmp = "dY.done",
  tmp_path = file.path(tempdir(), "..", "asktell.tmp"),
  sleep_step = 0.1,
  sleep_init = 0,
  timeout = 360000,
  trace = function(...) cat(paste0(..., "\n")),
  clean = TRUE,
  force_cleanup = FALSE
)

Arguments

x	input values of objective function gradient to compute
dX	finite difference applied to input values to compute gradient
id	unique identifier for this asktell loop (default: "0")
dX.tmp	temporary "X" values file (default: "dX.todo")
dY.tmp	temporary "Y" values file (default: "dY.done")
tmp_path	temporary directory to store X.tmp & Y.tmp (default: 'tempdir()/../asktell.tmp')
sleep_step	delay between checking X.tmp and Y.tmp (default: 0.1 sec.)
sleep_init	initial delay before checking X.tmp and Y.tmp (default: 0 sec.)
timeout	maximum delay before breaking loop if X.tmp or Y.tmp doesn't appear (default: 36000 sec. = 10 min.) .
trace	function to display asktell loop status (default : 'cat')
clean	should we cleanup temporary files after reading ? (default: TRUE)
force_cleanup	should we cleanup temporary files before writing (possible conflicting asktell calls) ? (default: FALSE)

Details

'ask&tell' injection loop to call an external objective function within an inline algorithm (like optim(...)) Main idea: pass 'ask_Y' as objectve function argument of algorithm, which will wait until you call 'tell_Y' in another R process. In this secondary process, you can read what X is called using 'ask_X', and when you know what values returns from the external objective, just call 'tell_Y' to give it.

Value

output value of objective function gradient, as given by tell_dY() call in parallel session

Author(s)

Y. Richet, discussions with D. Sinoquet. Async IO principle was defined by G. Pujol.

Examples

## Not run:  ### Assumes you can use two independent R sessions
## In main R session
  ask_dY(x=123)
## In another R session
  ask_dX() # returns 123
  tell_dY(y=456)
## Then ask_dY in main R session returns with value '456'

## End(Not run)

templr documentation built on Oct. 25, 2022, 5:05 p.m.