CMAES will stall if initial guess is outside parameter boundaries. Add a check to verify this before running.

unit test for important functionalities, such as:

• a
• b
• c

in TMCMC and CMA-ES

Using read the docs style

As requested by George. I'll need help in understanding what this entails.

find a place for helper functions, such as
doubleRangeMin
doubleRangeMax

in CMA-ES

more to come (e.g. vector printing)

These are not shown when compiling with Intel, but need to be fixed.

• CMA-ES termination criteria
• CMA-ES best found optimum, per generation
• why rho does not update, where it hangs
• ...

init diag from json config (now by default false)

dependency: #49

implement PASC cCMA-ES for constrained optimization

Do not compile them with make all, but with make test

segfault for configurations

{ "Mu", "Type" }
{ "Termination Criteria", "Ignore" }

(is it because we have default values? assigning Parameter Distribution & Type works)

if we assign strings:
korali["Solver"]["Mu"]["Type"] = "Logarithmic";

or

korali["Solver"]["Termination Criteria"]["Ignore"] = "MinDeltaX";

at
#10 0x000000000043c23d in Korali::Parameter::Base::getConfigurationabi:cxx11 (this=0x675660) at parameters/base/base.cpp:49

Can you give to UPCXX_CODEMODE and KORALI_CONDUIT default values? 03 and single?

E.g. is an abrupt change in stddev really a reason for termination?

bug in calculation or output

[Korali] Min Diag C: -nan - Max Diag C: -nan
[Korali] Min EW C: -nan - Max EW C: -nan

I dont know how this case is treated:
what if you add the same prior twice to a problem? this should create errors / warnings, probably this changes the sampling adversly.

adding a boolean config:

_diag = consume(js, { "Diag" }, KORALI_BOOLEAN, std::to_string(true));
or
_diag = consume(js, { "Diag" }, KORALI_BOOLEAN, std::to_string(false));

creates this error

terminate called after throwing an instance of 'nlohmann::detail::type_error'
what(): [json.exception.type_error.302] type must be boolean, but is number
Aborted

I assume that to_string creates a 0 or 1 out of the boolean and hence this error?

We don't need burn-in in the first generation.

When I delete the _burnIn variable from for (size_t c = 0; c < _s; c++) chainLength[c] = 1 + _burnIn; I get the error:

[Korali] Generation 0 - Annealing Ratio:  0.00% - Elapsed Time: 1.559227s
gsl: simplex2.c:372: ERROR: non-finite function value encountered
Default GSL error handler invoked.
Aborted

when run the heat2d sample_posterior

i.e. multivariate gausian, or uniform priors for which holds a+b < 1.0
a, b > 0

Using readthedocs format

We'll need to take a look at how to produce the Evidence result, and put this back to TMCMC correctly.

When compiling with clang

In file included from solvers/tmcmc.cpp:1:
../include/solvers/tmcmc.h:72:47: warning: explicitly assigning value of variable of type 'double' to itself [-Wself-assign]
        void setToleranceCOV(double TolCOV) { TolCOV = TolCOV; }
                                              ~~~~~~ ^ ~~~~~~
../include/solvers/tmcmc.h:74:50: warning: explicitly assigning value of variable of type 'double' to itself [-Wself-assign]
        void setCovarianceScaling(double bbeta) { bbeta = bbeta; }
                                                  ~~~~~ ^ ~~~~~
problems/base.cpp:9:62: fatal error: no viable conversion from 'time_point<[...], duration<[...], ratio<[...], __static_lcm<ratio<1, 1000000>::den,
      ratio<1, 1000000000>::den>::value aka 1000000000>>>' to 'const time_point<[...], duration<[...], ratio<[...], 1000000>>>'
    std::time_t now_c = std::chrono::system_clock::to_time_t(std::chrono::system_clock::now() - std::chrono::nanoseconds(0));
                                                             ^~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

When compiling with g++-8

g++-8 -o sample_posterior sample_posterior.o model/heat2d.o `gsl-config --libs` -lm  -pthread -D_KORALI_USE_PTHREADS -L../../source -lkorali
ld: warning: ignoring file ../../source/libkorali.a, file was built for archive which is not the architecture being linked (x86_64): ../../source/libkorali.a
Undefined symbols for architecture x86_64:
  "Korali::Solver::Base::run()", referenced from:
      _main in sample_function.o
  "Korali::Solver::TMCMC::TMCMC(Korali::Problem::Base*)", referenced from:
      _main in sample_function.o
  "Korali::Problem::Base::addParameter(Korali::Parameter::Base*)", referenced from:
      _main in sample_function.o
  "Korali::Problem::Direct::Direct(double (*)(double*), unsigned long)", referenced from:
      _main in sample_function.o
  "Korali::Parameter::Uniform::Uniform(double, double)", referenced from:
      _main in sample_function.o
ld: symbol(s) not found for architecture x86_64
ld: warning: ignoring file ../../source/libkorali.a, file was built for archive which is not the architecture being linked (x86_64): ../../source/libkorali.a
Undefined collect2: error: ld returned 1 exit status
symbols for architecture x86_64:
  "Korali::Solver::Base::run()", referenced from:
      _main in sample_function.o
  "Korali::Solver::TMCMC::TMCMC(Korali::Problem::Base*)", referenced from:
      _main in sample_function.o
  "Korali::Problem::Base::addParameter(Korali::Parameter::Base*)", referenced from:
      _main in sample_function.o
  "Korali::Problem::Direct::Direct(double (*)(double*), unsigned long)", referenced from:
      _main in sample_function.o
  "Korali::Parameter::Uniform::Uniform(double, double)", referenced from:
      _main in sample_function.o
ld: symbol(s) not found for architecture x86_64
collect2: error: ld returned 1 exit status
make[2]: *** [sample_function] Error 1
make[2]: *** Waiting for unfinished jobs....
make[2]: *** [sample_function] Error 1
make[2]: *** Waiting for unfinished jobs....
ld: warning: ignoring file ../../source/libkorali.a, file was built for archive which is not the architecture being linked (x86_64): ../../source/libkorali.a

These are outdated and contain names of the PI4U authors.

We still need to give credit to previous developers of CMA-ES and TMCMC.

Maximum = Upper bound
minimum = lower bound

Just in case somebody wants to use it

used for term criterion

• checkout skorali
• module load new gcc/6.3.0
• module load python/3.7.1
  ./configure

(check korali.configure, remove upcxx relevant flags, check python flag set)

make install

../libs/pybind11/detail/common.h:112:20: fatal error: Python.h: No such file or directory
#include <Python.h>
^
compilation terminated.
make[1]: *** [korali.shared.o] Error 1
make[1]: *** Waiting for unfinished jobs....
make[1]: Leaving directory `/cluster/home/wadaniel/skorali/source'
make: *** [source/libkorali.so] Error 2

for reference:

wadaniel@eu-login-16-ng:~/skorali/examples/cxx/ackley$ module list
Currently Loaded Modulefiles:

1. new 2) gcc/6.3.0 3) openblas/0.2.13_seq(default:seq) 4) python/3.7.1
   wadaniel@eu-login-16-ng:~/skorali/examples/cxx/ackley$

I took these off when creating the new variant of sKorali's TMCMC. Time to put it back again

To allow Korali be used as a python app

Seed not working properly on Euler,
I found that all runs executed with same seed, or did they really start at the SAME time (nanosec)?

dependency #11

duplicate?
why is this in

• skorali/korali/bin/korali-cxx
• skorali/tools/korali-cxx

Right now, we only use gaussian with sigma 0-20. This need to be customizable.

So that a job can be suspended and resumed later.

To allow silent-normal-verbose output of solvers

reevaluate default params:

• tolcov = 1.0
• beta = 0.2
• lambda in cma-es 4+3*log(N)
• mu = lambda / 2

Let Korali dowload and install the correct version of GSL, if not specified by the user

Ability to compile a serial version.

To let users know what compilers work with what

Using readthedocs format

Code looks bad on the web

./configure
[Korali] Checking for GNU Scientific Library (GSL)...
[Korali] Success: gsl-config found.
[Korali] Configuring without support for MPI Conduit/Applications.
[Korali] Configuring without support for UPC++ Conduit/Applications.
[Korali] Configuring without support for the Pthreads Conduit.
[Korali] Configuring without support for the OpenMP Conduit.
[Korali] Creating common.mk...
[Korali] Configuration was successful.
[Korali] Run 'make' to build Korali.

make
make[1]: Entering directory /cluster/home/wadaniel/projects/skorali/source' make[1]: Nothing to be done for all'.
make[1]: Leaving directory `/cluster/home/wadaniel/projects/skorali/source'

make tests

make[1]: Entering directory /cluster/home/wadaniel/projects/skorali/source' make[1]: Nothing to be done for all'.
make[1]: Leaving directory /cluster/home/wadaniel/projects/skorali/source' [Korali] Installing Korali... mkdir -p /cluster/home/wadaniel/projects/skorali/korali/lib mkdir -p /cluster/home/wadaniel/projects/skorali/korali/include mkdir -p /cluster/home/wadaniel/projects/skorali/korali/bin cp source/libkorali.a /cluster/home/wadaniel/projects/skorali/korali/lib cp libs/json -r /cluster/home/wadaniel/projects/skorali/korali/include cp libs/koralijson -r /cluster/home/wadaniel/projects/skorali/korali/include make -j -C tests/rosenbrock/ make[1]: Entering directory /cluster/home/wadaniel/projects/skorali/tests/rosenbrock'
korali-cxx -c minimize_function.cpp
make[1]: korali-cxx: Command not found
make[1]: *** [minimize_function.o] Error 127
make[1]: Leaving directory `/cluster/home/wadaniel/projects/skorali/tests/rosenbrock'
make: *** [tests/rosenbrock/] Error 2

if possible no gsl method

export KORALI_MODE=debug or KORALI_MODE=O3

For pre-compiled or unmodifiable applications

Allow the user define the name of file to save the results to.

These include:
TMCMC Parameters
CMA-ES Parameters
Distribution Parameters

Allows defining a job with a file, instead of a job. Use J-SON or XML format