"""Generation of the default parameter file and values
:author: Michel Bierlaire
:date: Wed Nov 30 10:14:35 2022
IMPORTANT: when only one "check" function is provided, do not forget
to insert a comma at the end, before the closing parenthesis for the
tuple.
See https://www.w3schools.com/python/gloss_python_tuple_one_item.asp
"""
from typing import NamedTuple, Union, Type, Callable
import numpy as np
import biogeme.optimization as opt
import biogeme.check_parameters as cp
[docs]class ParameterTuple(NamedTuple):
name: str
value: Union[bool, int, float, str]
type: Type
section: str
description: str
check: Callable
all_parameters_tuple = (
ParameterTuple(
name='identification_threshold',
value=1.0e-5,
type=float,
section='Output',
description=(
'float: if the smallest eigenvalue of the second derivative '
'matrix is lesser or equal to this parameter, the model is '
'considered not identified. The corresponding eigenvector '
'is then reported to identify the parameters involved in the issue.'
),
check=(cp.is_number,),
),
ParameterTuple(
name='only_robust_stats',
value=True,
type=bool,
section='Output',
description=(
'bool: "True" if only the robust statistics need to be reported.'
' If "False", the statistics from the Rao-Cramer bound are '
'also reported.'
),
check=(cp.is_boolean,),
),
ParameterTuple(
name='generate_html',
value=True,
type=bool,
section='Output',
description=(
'bool: "True" if the HTML file with the results must be generated.'
),
check=(cp.is_boolean,),
),
ParameterTuple(
name='generate_pickle',
value=True,
type=bool,
section='Output',
description=(
'bool: "True" if the pickle file with the ' 'results must be generated.'
),
check=(cp.is_boolean,),
),
ParameterTuple(
name='number_of_threads',
value=0,
type=int,
section='MultiThreading',
description=(
'int: Number of threads/processors to be used. If'
' the parameter is 0, the number of'
' available threads is calculated using'
' cpu_count().'
),
check=(cp.is_integer, cp.is_non_negative),
),
ParameterTuple(
name='number_of_draws',
value=20000,
type=int,
section='MonteCarlo',
description=('int: Number of draws for Monte-Carlo integration.'),
check=(cp.is_integer, cp.is_positive),
),
ParameterTuple(
name='missing_data',
value=99999,
type=int,
section='Specification',
description=(
'number: If one variable has this value, it is assumed'
' that a data is missing and an exception will'
' be triggered.'
),
check=(cp.is_number,),
),
ParameterTuple(
name='seed',
value=0,
type=int,
section='MonteCarlo',
description=(
'int: Seed used for the pseudo-random number generation. It is'
' useful only when each run should generate the exact same'
' result. If 0, a new seed is used at each run.'
),
check=(cp.is_integer, cp.is_non_negative),
),
ParameterTuple(
name='bootstrap_samples',
value=100,
type=int,
section='Estimation',
description=('int: number of re-estimations for bootstrap sampling.'),
check=(cp.is_integer, cp.is_non_negative),
),
ParameterTuple(
name='max_number_parameters_to_report',
value=15,
type=int,
section='Estimation',
description=(
'int: maximum number of parameters to report during the estimation.'
),
check=(cp.is_integer, cp.is_non_negative),
),
ParameterTuple(
name='save_iterations',
value=True,
type=bool,
section='Estimation',
description=(
'bool: If True, the current iterate is saved after'
' each iteration, in a file named'
' ``__[modelName].iter``, where'
' ``[modelName]`` is the name given to the'
' model. If such a file exists, the starting'
' values for the estimation are replaced by'
' the values saved in the file.'
),
check=(cp.is_boolean,),
),
ParameterTuple(
name='maximum_number_catalog_expressions',
value=100,
type=int,
section='Estimation',
description=(
'If the expression contrains catalogs, the parameter sets an '
'upper bound of the total number of possible combinations '
'that can be estimated in the same loop.'
),
check=(
cp.is_integer,
cp.is_positive,
),
),
ParameterTuple(
name='optimization_algorithm',
value='simple_bounds',
type=str,
section='Estimation',
description=(
f'str: optimization algorithm to be used for estimation. '
f'Valid values: {list(opt.algorithms.keys())}'
),
check=(cp.check_algo_name,),
),
ParameterTuple(
name='second_derivatives',
value=1.0,
type=float,
section='SimpleBounds',
description=(
'float: proportion (between 0 and 1) of iterations when the '
'analytical Hessian is calculated'
),
check=(cp.zero_one, cp.is_number),
),
ParameterTuple(
name='tolerance',
value=np.finfo(np.float64).eps ** 0.3333,
type=float,
section='SimpleBounds',
description='float: the algorithm stops when this precision is reached',
check=(cp.is_number,),
),
ParameterTuple(
name='max_iterations',
value=100,
type=int,
section='SimpleBounds',
description='int: maximum number of iterations',
check=(cp.is_integer, cp.is_positive),
),
ParameterTuple(
name='infeasible_cg',
value=False,
type=bool,
section='SimpleBounds',
description=(
'If True, the conjugate gradient algorithm may generate '
'infeasible solutiona until termination. The result will '
'then be projected on the feasible domain. If False, the '
'algorithm stops as soon as an infeasible iterate is '
'generated'
),
check=(cp.is_boolean,),
),
ParameterTuple(
name='initial_radius',
value=10,
type=float,
section='SimpleBounds',
description='Initial radius of the trust region',
check=(cp.is_number, cp.is_positive),
),
ParameterTuple(
name='steptol',
value=1.0e-5,
type=float,
section='SimpleBounds',
description=(
'The algorithm stops when the relative change in x is below '
'this threshold. Basically, if p significant digits of x '
'are needed, steptol should be set to 1.0e-p.'
),
check=(cp.is_number, cp.is_positive),
),
ParameterTuple(
name='enlarging_factor',
value=10,
type=float,
section='SimpleBounds',
description=(
'If an iteration is very successful, the radius of '
'the trust region is multiplied by this factor'
),
check=(cp.is_number, cp.is_positive),
),
ParameterTuple(
name='dogleg',
value=True,
type=bool,
section='TrustRegion',
description=(
'bool: choice of the method to solve the trust region subproblem. '
'True: dogleg. False: truncated conjugate gradient.'
),
check=(cp.is_boolean,),
),
ParameterTuple(
name='number_of_neighbors',
value=20,
type=int,
section='AssistedSpecification',
description=(
'int: maximum number of neighbors that are visited by the VNS algorithm.'
),
check=(cp.is_integer, cp.is_non_negative),
),
ParameterTuple(
name='largest_neighborhood',
value=20,
type=int,
section='AssistedSpecification',
description=(
'int: size of the largest neighborhood copnsidered by the Variable '
'Neighborhood Search (VNS) algorithm.'
),
check=(cp.is_integer, cp.is_non_negative),
),
ParameterTuple(
name='maximum_attempts',
value=100,
type=int,
section='AssistedSpecification',
description=(
'int: an attempts consists in selecting a solution in the Pareto '
'set, and trying to improve it. The parameter imposes an upper bound '
'on the total number of attempts, irrespectively if they are '
'successful or not.'
),
check=(cp.is_integer, cp.is_non_negative),
),
)