OptimizationTools.h

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//
// File: OptimizationTools.h
// Created by: Julien Dutheil
// Created on: Sun Dec 14 09:43:32 2003
//

/*
   Copyright or © or Copr. Bio++ Development Team, (November 16, 2004)

   This software is a computer program whose purpose is to provide classes
   for phylogenetic data analysis.

   This software is governed by the CeCILL  license under French law and
   abiding by the rules of distribution of free software.  You can  use,
   modify and/ or redistribute the software under the terms of the CeCILL
   license as circulated by CEA, CNRS and INRIA at the following URL
   "http://www.cecill.info".

   As a counterpart to the access to the source code and  rights to copy,
   modify and redistribute granted by the license, users are provided only
   with a limited warranty  and the software's author,  the holder of the
   economic rights,  and the successive licensors  have only  limited
   liability.

   In this respect, the user's attention is drawn to the risks associated
   with loading,  using,  modifying and/or developing or reproducing the
   software by the user in light of its specific status of free software,
   that may mean  that it is complicated to manipulate,  and  that  also
   therefore means  that it is reserved for developers  and  experienced
   professionals having in-depth computer knowledge. Users are therefore
   encouraged to load and test the software's suitability as regards their
   requirements in conditions enabling the security of their systems and/or
   data to be ensured and,  more generally, to use and operate it in the
   same conditions as regards security.

   The fact that you are presently reading this means that you have had
   knowledge of the CeCILL license and that you accept its terms.
 */

#ifndef _OPTIMIZATIONTOOLS_H_
#define _OPTIMIZATIONTOOLS_H_

#include "Likelihood/ClockTreeLikelihood.h"
#include "Likelihood/NNIHomogeneousTreeLikelihood.h"
#include "Likelihood/ClockTreeLikelihood.h"
#include "NNITopologySearch.h"
#include "Parsimony/DRTreeParsimonyScore.h"
#include "TreeTemplate.h"
#include "Distance/DistanceEstimation.h"
#include "Distance/DistanceMethod.h"

#include <Bpp/Io/OutputStream.h>
#include <Bpp/App/ApplicationTools.h>
#include <Bpp/Numeric/Function/SimpleNewtonMultiDimensions.h>

namespace bpp
{

class NaNListener: public OptimizationListener
{
  private:
    Optimizer* optimizer_;
    Function* function_;

  public:
    NaNListener(Optimizer* optimizer, Function* function): optimizer_(optimizer), function_(function) {}

    NaNListener(const NaNListener& lr):
      optimizer_(lr.optimizer_),
      function_(lr.function_)
    {}
  
    NaNListener& operator=(const NaNListener& lr)
    {
      optimizer_ = lr.optimizer_;
      function_  = lr.function_;
      return *this;
    }
  
  public:
    void optimizationInitializationPerformed(const OptimizationEvent &event) {}
    void optimizationStepPerformed(const OptimizationEvent &event) throw (Exception)
    {
      if (std::isnan(optimizer_->getFunction()->getValue()))
      {
         cerr << "Oups... something abnormal happened!" << endl;
         function_->getParameters().printParameters(cerr);
         throw Exception("Optimization failed because likelihood function returned NaN.");
      }
    }
    bool listenerModifiesParameters () const { return false; }
};



class NNITopologyListener :
  public virtual TopologyListener
{
private:
  NNITopologySearch* topoSearch_;
  ParameterList parameters_;
  double tolerance_;
  OutputStream* messenger_;
  OutputStream* profiler_;
  unsigned int verbose_;
  unsigned int optimizeCounter_;
  unsigned int optimizeNumerical_;
  std::string optMethod_;
  unsigned int nStep_;
  bool reparametrization_;

public:
  NNITopologyListener(
    NNITopologySearch* ts,
    const ParameterList& parameters,
    double tolerance,
    OutputStream* messenger,
    OutputStream* profiler,
    unsigned int verbose,
    const std::string& optMethod,
    unsigned int nStep,
    bool reparametrization) :
    topoSearch_(ts),
    parameters_(parameters),
    tolerance_(tolerance),
    messenger_(messenger),
    profiler_(profiler),
    verbose_(verbose),
    optimizeCounter_(0),
    optimizeNumerical_(1),
    optMethod_(optMethod),
    nStep_(nStep),
    reparametrization_(reparametrization) {}

  NNITopologyListener(const NNITopologyListener& tl) :
    topoSearch_(tl.topoSearch_),
    parameters_(tl.parameters_),
    tolerance_(tl.tolerance_),
    messenger_(tl.messenger_),
    profiler_(tl.profiler_),
    verbose_(tl.verbose_),
    optimizeCounter_(tl.optimizeCounter_),
    optimizeNumerical_(tl.optimizeNumerical_),
    optMethod_(tl.optMethod_),
    nStep_(tl.nStep_),
    reparametrization_(tl.reparametrization_)
  {}

  NNITopologyListener& operator=(const NNITopologyListener& tl)
  {
    topoSearch_        = tl.topoSearch_;
    parameters_        = tl.parameters_;
    tolerance_         = tl.tolerance_;
    messenger_         = tl.messenger_;
    profiler_          = tl.profiler_;
    verbose_           = tl.verbose_;
    optimizeCounter_   = tl.optimizeCounter_;
    optimizeNumerical_ = tl.optimizeNumerical_;
    optMethod_         = tl.optMethod_;
    nStep_             = tl.nStep_;
    reparametrization_ = tl.reparametrization_;
    return *this;
  }

  NNITopologyListener* clone() const { return new NNITopologyListener(*this); }

  virtual ~NNITopologyListener() {}

public:
  void topologyChangeTested(const TopologyChangeEvent& event) {}
  void topologyChangeSuccessful(const TopologyChangeEvent& event);
  void setNumericalOptimizationCounter(unsigned int c) { optimizeNumerical_ = c; }
};

class NNITopologyListener2 :
  public TopologyListener
{
private:
  NNITopologySearch* topoSearch_;
  ParameterList parameters_;
  double tolerance_;
  OutputStream* messenger_;
  OutputStream* profiler_;
  unsigned int verbose_;
  unsigned int optimizeCounter_;
  unsigned int optimizeNumerical_;
  std::string optMethod_;
  bool reparametrization_;

public:
  NNITopologyListener2(
    NNITopologySearch* ts,
    const ParameterList& parameters,
    double tolerance,
    OutputStream* messenger,
    OutputStream* profiler,
    unsigned int verbose,
    const std::string& optMethod,
    bool reparametrization) :
    topoSearch_(ts),
    parameters_(parameters),
    tolerance_(tolerance),
    messenger_(messenger),
    profiler_(profiler),
    verbose_(verbose),
    optimizeCounter_(0),
    optimizeNumerical_(1),
    optMethod_(optMethod),
    reparametrization_(reparametrization) {}

  NNITopologyListener2(const NNITopologyListener2& tl) :
    topoSearch_(tl.topoSearch_),
    parameters_(tl.parameters_),
    tolerance_(tl.tolerance_),
    messenger_(tl.messenger_),
    profiler_(tl.profiler_),
    verbose_(tl.verbose_),
    optimizeCounter_(tl.optimizeCounter_),
    optimizeNumerical_(tl.optimizeNumerical_),
    optMethod_(tl.optMethod_),
    reparametrization_(tl.reparametrization_)
  {}

  NNITopologyListener2& operator=(const NNITopologyListener2& tl)
  {
    topoSearch_        = tl.topoSearch_;
    parameters_        = tl.parameters_;
    tolerance_         = tl.tolerance_;
    messenger_         = tl.messenger_;
    profiler_          = tl.profiler_;
    verbose_           = tl.verbose_;
    optimizeCounter_   = tl.optimizeCounter_;
    optimizeNumerical_ = tl.optimizeNumerical_;
    optMethod_         = tl.optMethod_;
    reparametrization_ = tl.reparametrization_;
    return *this;
  }

  NNITopologyListener2* clone() const { return new NNITopologyListener2(*this); }

  virtual ~NNITopologyListener2() {}

public:
  void topologyChangeTested(const TopologyChangeEvent& event) {}
  void topologyChangeSuccessful(const TopologyChangeEvent& event);
  void setNumericalOptimizationCounter(unsigned int c) { optimizeNumerical_ = c; }
};


class OptimizationTools
{
public:
  OptimizationTools();
  virtual ~OptimizationTools();

public:
  static std::string OPTIMIZATION_GRADIENT;
  static std::string OPTIMIZATION_NEWTON;
  static std::string OPTIMIZATION_BRENT;
  static std::string OPTIMIZATION_BFGS;

  static unsigned int optimizeNumericalParameters(
    DiscreteRatesAcrossSitesTreeLikelihood* tl,
    const ParameterList& parameters,
    OptimizationListener* listener    = 0,
    unsigned int nstep                = 1,
    double tolerance                  = 0.000001,
    unsigned int tlEvalMax            = 1000000,
    OutputStream* messageHandler      = ApplicationTools::message,
    OutputStream* profiler            = ApplicationTools::message,
    bool reparametrization            = false,
    unsigned int verbose              = 1,
    const std::string& optMethodDeriv = OPTIMIZATION_NEWTON,
    const std::string& optMethodModel = OPTIMIZATION_BRENT)
  throw (Exception);

  static unsigned int optimizeNumericalParameters2(
    DiscreteRatesAcrossSitesTreeLikelihood* tl,
    const ParameterList& parameters,
    OptimizationListener* listener     = 0,
    double tolerance                   = 0.000001,
    unsigned int tlEvalMax             = 1000000,
    OutputStream* messageHandler       = ApplicationTools::message,
    OutputStream* profiler             = ApplicationTools::message,
    bool reparametrization             = false,
    bool useClock                      = false,
    unsigned int verbose               = 1,
    const std::string& optMethodDeriv  = OPTIMIZATION_NEWTON)
  throw (Exception);

  static unsigned int optimizeBranchLengthsParameters(
    DiscreteRatesAcrossSitesTreeLikelihood* tl,
    const ParameterList& parameters,
    OptimizationListener* listener     = 0,
    double tolerance                   = 0.000001,
    unsigned int tlEvalMax             = 1000000,
    OutputStream* messageHandler       = ApplicationTools::message,
    OutputStream* profiler             = ApplicationTools::message,
    unsigned int verbose               = 1,
    const std::string& optMethodDeriv  = OPTIMIZATION_NEWTON)
  throw (Exception);

  static unsigned int optimizeNumericalParametersWithGlobalClock(
    DiscreteRatesAcrossSitesClockTreeLikelihood* cl,
    const ParameterList& parameters,
    OptimizationListener* listener    = 0,
    unsigned int nstep                = 1,
    double tolerance                  = 0.000001,
    unsigned int tlEvalMax            = 1000000,
    OutputStream* messageHandler      = ApplicationTools::message,
    OutputStream* profiler            = ApplicationTools::message,
    unsigned int verbose              = 1,
    const std::string& optMethodDeriv = OPTIMIZATION_GRADIENT)
  throw (Exception);

  static unsigned int optimizeNumericalParametersWithGlobalClock2(
    DiscreteRatesAcrossSitesClockTreeLikelihood* cl,
    const ParameterList& parameters,
    OptimizationListener* listener    = 0,
    double tolerance                  = 0.000001,
    unsigned int tlEvalMax            = 1000000,
    OutputStream* messageHandler      = ApplicationTools::message,
    OutputStream* profiler            = ApplicationTools::message,
    unsigned int verbose              = 1,
    const std::string& optMethodDeriv = OPTIMIZATION_GRADIENT)
  throw (Exception);

private:
  class ScaleFunction :
    public virtual Function,
    public ParametrizableAdapter
  {
private:
    TreeLikelihood* tl_;
    mutable ParameterList brLen_, lambda_;

public:
    ScaleFunction(TreeLikelihood* tl);

    ScaleFunction(const ScaleFunction& sf) :
      tl_(sf.tl_),
      brLen_(sf.brLen_),
      lambda_(sf.lambda_)
    {}

    ScaleFunction& operator=(const ScaleFunction& sf)
    {
      tl_     = sf.tl_;
      brLen_  = sf.brLen_;
      lambda_ = sf.lambda_;
      return *this;
    }

    virtual ~ScaleFunction();

#ifndef NO_VIRTUAL_COV
    ScaleFunction*
#else
    Clonable*
#endif
    clone() const { return new ScaleFunction(*this); }

public:
    void setParameters(const ParameterList& lambda) throw (ParameterNotFoundException, ConstraintException);
    double getValue() const throw (ParameterException);
    const ParameterList& getParameters() const throw (Exception) { return lambda_; }
    const Parameter& getParameter(const std::string& name) const throw (ParameterNotFoundException)
    {
      if (name == "lambda") return lambda_[0];
      else throw ParameterNotFoundException("ScaleFunction::getParameter.", name);
    }
    double getParameterValue(const std::string& name) const throw (ParameterNotFoundException)
    {
      return lambda_.getParameter(name).getValue();
    }
    size_t getNumberOfParameters() const { return 1; }
    size_t getNumberOfIndependentParameters() const { return 1; }
  };

public:
  static unsigned int optimizeTreeScale(
    TreeLikelihood* tl,
    double tolerance = 0.000001,
    unsigned int tlEvalMax = 1000000,
    OutputStream* messageHandler = ApplicationTools::message,
    OutputStream* profiler       = ApplicationTools::message,
    unsigned int verbose = 1)
  throw (Exception);

  static NNIHomogeneousTreeLikelihood* optimizeTreeNNI(
    NNIHomogeneousTreeLikelihood* tl,
    const ParameterList& parameters,
    bool optimizeNumFirst        = true,
    double tolBefore             = 100,
    double tolDuring             = 100,
    unsigned int tlEvalMax       = 1000000,
    unsigned int numStep         = 1,
    OutputStream* messageHandler = ApplicationTools::message,
    OutputStream* profiler       = ApplicationTools::message,
    bool reparametrization       = false,
    unsigned int verbose         = 1,
    const std::string& optMethod = OptimizationTools::OPTIMIZATION_NEWTON,
    unsigned int nStep           = 1,
    const std::string& nniMethod = NNITopologySearch::PHYML)
  throw (Exception);

  static NNIHomogeneousTreeLikelihood* optimizeTreeNNI2(
    NNIHomogeneousTreeLikelihood* tl,
    const ParameterList& parameters,
    bool optimizeNumFirst        = true,
    double tolBefore             = 100,
    double tolDuring             = 100,
    unsigned int tlEvalMax       = 1000000,
    unsigned int numStep         = 1,
    OutputStream* messageHandler = ApplicationTools::message,
    OutputStream* profiler       = ApplicationTools::message,
    bool reparametrization       = false,
    unsigned int verbose         = 1,
    const std::string& optMethod = OptimizationTools::OPTIMIZATION_NEWTON,
    const std::string& nniMethod = NNITopologySearch::PHYML)
  throw (Exception);

  static DRTreeParsimonyScore* optimizeTreeNNI(
    DRTreeParsimonyScore* tp,
    unsigned int verbose = 1);

  static DistanceMatrix* estimateDistanceMatrix(
    DistanceEstimation& estimationMethod,
    const ParameterList& parametersToIgnore,
    const std::string& param = DISTANCEMETHOD_INIT,
    unsigned int verbose = 0) throw (Exception);

  static TreeTemplate<Node>* buildDistanceTree(
    DistanceEstimation& estimationMethod,
    AgglomerativeDistanceMethod& reconstructionMethod,
    const ParameterList& parametersToIgnore,
    bool optimizeBrLen = false,
    const std::string& param = DISTANCEMETHOD_INIT,
    double tolerance = 0.000001,
    unsigned int tlEvalMax = 1000000,
    OutputStream* profiler = 0,
    OutputStream* messenger = 0,
    unsigned int verbose = 0) throw (Exception);

public:
  static std::string DISTANCEMETHOD_INIT;
  static std::string DISTANCEMETHOD_PAIRWISE;
  static std::string DISTANCEMETHOD_ITERATIONS;
};
} // end of namespace bpp.

#endif  // _OPTIMIZATIONTOOLS_H_