[Rcpp-commits] r2787 - pkg/RcppDE/inst/doc
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Dec 13 02:50:12 CET 2010
Author: edd
Date: 2010-12-13 02:50:09 +0100 (Mon, 13 Dec 2010)
New Revision: 2787
Modified:
pkg/RcppDE/inst/doc/RcppDE.Rnw
pkg/RcppDE/inst/doc/RcppDE.pdf
Log:
one more round of edits
Modified: pkg/RcppDE/inst/doc/RcppDE.Rnw
===================================================================
--- pkg/RcppDE/inst/doc/RcppDE.Rnw 2010-12-12 21:03:35 UTC (rev 2786)
+++ pkg/RcppDE/inst/doc/RcppDE.Rnw 2010-12-13 01:50:09 UTC (rev 2787)
@@ -29,10 +29,14 @@
level---and vice versa. It also uses the \pkg{RcppArmadillo} package \citep{CRAN:RcppArmadillo}
which provides an interface from \proglang{R} to the \pkg{Armadillo} linear algebra
package written in \proglang{C++} by Sanderson \citep{Sanderson:2010:Armadillo}.
+
+ We find that by rewriting the differential evolution optimisation algorithm
+ in \proglang{C++}, we achieve three usually exclusive goals: a) shorter
+ code, b) easier maintainability as well as improved ability to enhance and
+ extend, and c) consistent performance gains.
}
-\Keywords{\pkg{Rcpp}, \pkg{RcppArmadillo}, \pkg{DEoptim}, differential
- evolution, genetic algorithm} %% at least one keyword must be supplied
+\Keywords{\pkg{Rcpp}, \pkg{RcppArmadillo}, \pkg{DEoptim}, differential evolution, genetic algorithm} %% at least one keyword must be supplied
\Plainkeywords{Rcpp, RcppArmadillo, DEoptim, differential evolution, genetic algorith} %% without formatting
%% publication information
@@ -65,7 +69,7 @@
%\VignetteKeywords{Rcpp,RcppArmadillo,DEoption,differential evolution,optimisation}
%\VignettePackage{RcppDE}
-\setkeys{Gin}{width=0.975\textwidth}
+\setkeys{Gin}{width=0.8\textwidth}
<<prelim,echo=FALSE,print=FALSE>>=
options(width=50)
@@ -95,8 +99,8 @@
\pkg{DEoptim} is based on an implementation by Storn
\citep{PriceStornLampinen:2006:DE}. It was originally implemented as an
(interpreted) \proglang{R} script before being rewritten in (compiled)
-\proglang{C} which resulted in a much improved performance. \pkg{DEoptim} is
-being used to optimise problems from a wide range of problem domains ranging
+\proglang{C} which resulted in a much improved performance. \pkg{DEoptim} has
+been used to optimise problems from a wide range of problem domains ranging
from crystallography \citep{MullenKrayzmanLevin:2010:Atomic} to agricultural
economics \citep{BoernerHigginsKantelhardt:2007:Rainfall} and computational
finance \citep{BoudtPetersonCarl:2008:HFPortfolio}. It is also being used by
@@ -147,13 +151,13 @@
This paper is organised as follows. The next sections describes the structure
of \pkg{DEoptim} which \pkg{RcppDE} shadows closesly. The following two
section compare differences at the \proglang{R} and \proglang{C++} level,
-respectively. Next, changes in auxiliarry files are discussed before a
-short section reviews perfomance changes. A summary concludes. The
-appendix contains a list of figures contrasting the two implementations.
+respectively. Next, changes in auxiliarry files are discussed before we
+review changes in perfomance. A summary concludes. The appendix contains a
+list of figures contrasting the two implementations.
\section[DEoptim structure]{\pkg{DEoptim} structure}
-\pkg{DEoptim} is a straightforward and well-implemented package. Its
+\pkg{DEoptim} is a straightforward and well-implemented package. Its core
functionality is provided by three \proglang{R} files, as well as three
\proglang{C} files.
@@ -173,20 +177,19 @@
\subsection[C / C++ structure and changes]{\proglang{} / \proglang{C++} structure and changes}
-\begin{table}[htb]
+\begin{table}[t!]
\begin{center}
\begin{tabular}{lrclr}
\toprule
\multicolumn{2}{c}{\pkg{DEoptim}} & & \multicolumn{2}{c}{\pkg{RcppDE}} \\
File & Functions & & File & Functions\\
- % \cmidrule{1-2,3-4} \\
- \midrule
+ \cmidrule{1-2} \cmidrule{4-5} \\
\verb|de4_0.c| & \verb|DEoptimC()| & & \verb|deoptim.cpp| & \verb|DEoptim()| \\
& \verb|devol()| & & \verb|devol.cpp| & \verb|devol()| \\
& \verb|permute()| & & \verb|permute.cpp| & \verb|permute()| \\[6pt]
\verb|evaluate.c|& \verb|evaluate()| & & & \\[6pt]
& & & \verb|evaluate.h|& \phantom{X} \verb|EvalBase class| \\[6pt]
- \verb|get_element.c|\phantom{X} & \verb|getListElement()| & \phantom{X} & & \\
+ \verb|get_element.c|\phantom{X} & \verb|getListElement()| & \phantom{XXX} & & \\
\bottomrule
\end{tabular}
\caption{Source file organisation for \proglang{C} files in \pkg{DEoptim}}
@@ -203,32 +206,33 @@
indices).
The evalution function has been replaced by a base class and two virtual
-classes. These can now use of an objective function written in \proglang{R}
-(as in \pkg{DEoptim}) as well as one written in \proglang{C++} which can lead
-to substantial speed improvements. Section~\ref{sec:Cppchanges} discusses
-these changes in more detail.
+classes. These can now make use of objective functions written in
+\proglang{R} (as in \pkg{DEoptim}) as well as ones written in
+\proglang{C++}. Using compiled objective functions can lead to substantial
+speed improvements, particularly when the evaluation of the objective is
+`expensive' relative to overall computation in the optimization algorithm.
+Section~\ref{sec:Cppchanges} discusses these changes in more detail.
\subsection[R structure and changes]{\proglang{R} structure and changes}
Table~\ref{tab:Rfiles} lists the files and corresponding key functions. Very
-few changes has to made for \pkg{RcppDE} as keeping the interface compatible
-was an important goal. As can be seen from table~\ref{tab:Rfiles}, no files
-or functions were added. A more detailed comparison follow below in
-section~\ref{sec:Rchanges}.
+few changes had to be made for \pkg{RcppDE}. Keeping the interface compatible
+between both implementations was an important goal. As can be seen from
+table~\ref{tab:Rfiles}, no files or functions were added. A more detailed
+comparison follow below in section~\ref{sec:Rchanges}.
-\begin{table}[tb]
+\begin{table}[b!]
\begin{center}
\begin{tabular}{lr}
\toprule
File & Functions \\
\midrule
-% \cmidrule{2}
\verb|DEoptim.R| \phantom{XXXXX} & \verb|DEoptim()| \\
- & \verb|DEoptim.control()| \\[6pt]
- \verb|methods.R| & \verb|summary.DEoptim()| \\
- & \verb|plot.DEoptim()| \\[6pt]
- \verb|zzz.R| & \verb|.onLoad()| \\
+ & \verb|DEoptim.control()| \\[6pt]
+ \verb|methods.R| & \verb|summary.DEoptim()| \\
+ & \verb|plot.DEoptim()| \\[6pt]
+ \verb|zzz.R| & \verb|.onLoad()| \\
\bottomrule
\end{tabular}
\caption{Source file organisation for \proglang{R} files in \pkg{DEoptim}
@@ -601,7 +605,7 @@
development versions of \pkg{RcppDE} preceding the 0.1.0 release of the
latter.
-\subsection{Small problems}
+\subsection{Performance on small parameter vectors}
\begin{figure}[t!]
%\begin{figure}[ht]
@@ -687,7 +691,7 @@
\end{itemize}
-\subsection{Large problems}
+\subsection{Performance on large parameter vectors}
\begin{figure}[t!]
%\begin{figure}[ht]
@@ -746,7 +750,7 @@
increases across all functions as $n$ increases.
-\subsection{Compiled objective function}
+\subsection{Performance with compiled objective function}
\label{subsec:compiled}
\begin{figure}[t!]
@@ -876,6 +880,7 @@
\section*{Appendix}
+
%% C++ functions
\begin{sidewaysfigure} % fig 1: beginning of DEoptimC / DEoptim
Modified: pkg/RcppDE/inst/doc/RcppDE.pdf
===================================================================
--- pkg/RcppDE/inst/doc/RcppDE.pdf 2010-12-12 21:03:35 UTC (rev 2786)
+++ pkg/RcppDE/inst/doc/RcppDE.pdf 2010-12-13 01:50:09 UTC (rev 2787)
@@ -85,22 +85,22 @@
(Performance)
endobj
57 0 obj
-<< /S /GoTo /D (Subsection.6.0.Small\040problems.2) >>
+<< /S /GoTo /D (Subsection.6.0.Performance\040on\040small\040parameter\040vectors.2) >>
endobj
60 0 obj
-(Small problems)
+(Performance on small parameter vectors)
endobj
61 0 obj
-<< /S /GoTo /D (Subsection.6.1.Large\040problems.2) >>
+<< /S /GoTo /D (Subsection.6.1.Performance\040on\040large\040parameter\040vectors.2) >>
endobj
64 0 obj
-(Large problems)
+(Performance on large parameter vectors)
endobj
65 0 obj
-<< /S /GoTo /D (Subsection.6.2.Compiled\040objective\040function.2) >>
+<< /S /GoTo /D (Subsection.6.2.Performance\040with\040compiled\040objective\040function.2) >>
endobj
68 0 obj
-(Compiled objective function)
+(Performance with compiled objective function)
endobj
69 0 obj
<< /S /GoTo /D (Subsection.6.3.Discussion.2) >>
@@ -118,43 +118,36 @@
<< /S /GoTo /D [78 0 R /Fit ] >>
endobj
116 0 obj <<
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[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/rcpp -r 2787
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