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6 changes: 3 additions & 3 deletions Project.toml
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
name = "DiffEqParamEstim"
uuid = "1130ab10-4a5a-5621-a13d-e4788d82bd4c"
version = "2.4.0"
version = "2.5.0"
authors = ["Chris Rackauckas <accounts@chrisrackauckas.com>"]

[deps]
Expand All @@ -21,13 +21,13 @@ StatsAPI = "82ae8749-77ed-4fe6-ae5f-f523153014b0"
Calculus = "0.5"
CommonSolve = "0.2.6"
Dierckx = "0.4, 0.5"
DiffEqBase = "6"
DiffEqBase = "6, 7"
Distributions = "0.25"
ForwardDiff = "0.10"
PenaltyFunctions = "0.1, 0.2, 0.3"
PreallocationTools = "0.2, 0.3, 0.4, 1.0"
RecursiveArrayTools = "1.0, 2.0, 3, 4"
SciMLBase = "1.69, 2, 3.1"
SciMLBase = "1.69, 2, 3"
SciMLSensitivity = "7"
Statistics = "1.10"
StatsAPI = "1.8.0"
Expand Down
32 changes: 17 additions & 15 deletions src/cost_functions.jl
Original file line number Diff line number Diff line change
Expand Up @@ -40,24 +40,25 @@ function (f::L2Loss)(sol::DiffEqBase.AbstractNoTimeSolution)
dudt = f.dudt

if sol isa DiffEqBase.AbstractEnsembleSolution
failure = any(!SciMLBase.successful_retcode(s.retcode) for s in sol)
failure = any(!SciMLBase.successful_retcode(s.retcode) for s in sol.u)
else
failure = !SciMLBase.successful_retcode(sol.retcode)
end
failure && return Inf

sumsq = 0.0

solu = sol.u
if weight === nothing
@inbounds for i in 1:length(sol)
sumsq += (data[i] - sol[i])^2
@inbounds for i in 1:length(solu)
sumsq += (data[i] - solu[i])^2
end
else
@inbounds for i in 1:length(sol)
@inbounds for i in 1:length(solu)
if weight isa Real
sumsq = sumsq + ((data[i] - sol[i])^2) * weight
sumsq = sumsq + ((data[i] - solu[i])^2) * weight
else
sumsq = sumsq + ((data[i] - sol[i])^2) * weight[i]
sumsq = sumsq + ((data[i] - solu[i])^2) * weight[i]
end
end
end
Expand All @@ -72,16 +73,17 @@ function (f::L2Loss)(sol::SciMLBase.AbstractSciMLSolution)
dudt = f.dudt

if sol isa DiffEqBase.AbstractEnsembleSolution
failure = any(!SciMLBase.successful_retcode(s.retcode) for s in sol)
failure = any(!SciMLBase.successful_retcode(s.retcode) for s in sol.u)
else
failure = !SciMLBase.successful_retcode(sol.retcode)
end
failure && return Inf

sumsq = 0.0

nsteps = length(sol.u)
if weight === nothing
@inbounds for i in 1:length(sol)
@inbounds for i in 1:nsteps
for j in 1:length(sol.u[i])
sumsq += (data[j, i] - sol[j, i])^2
end
Expand All @@ -108,7 +110,7 @@ function (f::L2Loss)(sol::SciMLBase.AbstractSciMLSolution)
end
end
else
@inbounds for i in 1:length(sol)
@inbounds for i in 1:nsteps
if weight isa Real
for j in 1:length(sol.u[i])
sumsq = sumsq + ((data[j, i] - sol[j, i])^2) * weight
Expand Down Expand Up @@ -195,7 +197,7 @@ end
function (f::LogLikeLoss)(sol::SciMLBase.AbstractSciMLSolution)
distributions = f.data_distributions
if sol isa DiffEqBase.AbstractEnsembleSolution
failure = any(!SciMLBase.successful_retcode(s.retcode) for s in sol)
failure = any(!SciMLBase.successful_retcode(s.retcode) for s in sol.u)
else
failure = !SciMLBase.successful_retcode(sol.retcode)
end
Expand Down Expand Up @@ -244,23 +246,23 @@ end

function (f::LogLikeLoss)(sol::DiffEqBase.AbstractEnsembleSolution)
distributions = f.data_distributions
failure = any(!SciMLBase.successful_retcode(s.retcode) for s in sol)
failure = any(!SciMLBase.successful_retcode(s.retcode) for s in sol.u)
failure && return Inf
ll = 0.0
if eltype(distributions) <: UnivariateDistribution
for j in 1:length(f.t), i in 1:length(sol.u[1].u[1])
# i is the number of time points
# j is the size of the system
# corresponds to distributions[i,j]
vals = [s[i, j] for s in sol]
vals = [s[i, j] for s in sol.u]
ll -= loglikelihood(distributions[i, j], vals)
end
else
for j in 1:length(f.t)
# i is the number of time points
# j is the size of the system
# corresponds to distributions[i,j]
vals = [s[i, j] for i in 1:length(sol.u[1].u[1]), s in sol]
vals = [s[i, j] for i in 1:length(sol.u[1].u[1]), s in sol.u]
ll -= loglikelihood(distributions[j], vals)
end
end
Expand All @@ -271,12 +273,12 @@ function (f::LogLikeLoss)(sol::DiffEqBase.AbstractEnsembleSolution)
if eltype(distributions) <: UnivariateDistribution
for j in 2:length(f.t), i in 1:length(sol.u[1].u[1])

vals = [s[i, j] - s[i, j - 1] for s in sol]
vals = [s[i, j] - s[i, j - 1] for s in sol.u]
fdll -= logpdf(distributions[j - 1, i], vals)[1]
end
else
for j in 2:length(f.t)
vals = [s[i, j] - s[i, j - 1] for i in 1:length(sol.u[1].u[1]), s in sol]
vals = [s[i, j] - s[i, j - 1] for i in 1:length(sol.u[1].u[1]), s in sol.u]
fdll -= logpdf(distributions[j - 1], vals)[1]
end
end
Expand Down
4 changes: 2 additions & 2 deletions test/tests_on_odes/regularization_test.jl
Original file line number Diff line number Diff line change
Expand Up @@ -36,8 +36,8 @@ result = solve(optprob, Optim.BFGS())

optprob = Optimization.OptimizationProblem(cost_function_2, [1.2, 2.7])
result = solve(optprob, Optim.BFGS())
@test result.minimizer ≈ [1.5; 3.0] atol = 3.0e-1
@test result.u ≈ [1.5; 3.0] atol = 3.0e-1

optprob = Optimization.OptimizationProblem(cost_function_3, [1.3, 0.8, 2.8, 1.2])
result = solve(optprob, Optim.BFGS())
@test result.minimizer ≈ [1.5; 1.0; 3.0; 1.0] atol = 5.0e-1
@test result.u ≈ [1.5; 1.0; 3.0; 1.0] atol = 5.0e-1
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