Tuan-Dat Tran b2cc80bb09 refactor: Restructure Repository to add eta optimization
Signed-off-by: Tuan-Dat Tran <tuan-dat.tran@tudattr.dev>
2024-11-29 21:49:59 +01:00

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"import numpy as np\n",
"from scipy.optimize import minimize\n",
"import numpy as np\n",
"\n",
"# Define Parameters\n",
"lambda_vals = np.array([0.03, 0.04, 0.05, 0.06, 0.07, 1, 1.1, 1.2, 1.3, 1.4, 1.5]) # Request rates ascendingly\n",
"N = len(lambda_vals)\n",
"B = 4.4 # Cache size\n",
"c_delta = 1 # Age linear cost\n",
"c_f = 7 # Fetching linear cost (caching miss cost)\n"
]
},
{
"cell_type": "code",
"execution_count": 2,
"id": "fcf0c13c-5b2c-457e-9aa6-8d349fcf13fa",
"metadata": {},
"outputs": [],
"source": [
"import numpy as np\n",
"\n",
"def theoretical_opt(lambda_vals, B, c_f, c_delta):\n",
" \"\"\"\n",
" Perform theoretical optimization to compute optimal hit probabilities.\n",
" \n",
" Parameters:\n",
" - lambda_vals: Array of request rates.\n",
" - B: Cache size (constraint on total hit probabilities).\n",
" - c_f: Cost of fetching (cache miss cost).\n",
" - c_delta: Cost of caching (hit cost).\n",
"\n",
" Returns:\n",
" - h_optt: Optimal hit probabilities.\n",
" \"\"\"\n",
" N = len(lambda_vals)\n",
" h_optt = np.zeros(N) # Initialize optimal hit probabilities\n",
" differenc_set = np.arange(N) # Set of variables to optimize\n",
" fix_i = [] # Set of fixed variables (those already optimized)\n",
" n = N\n",
" b = B\n",
" flag = True\n",
"\n",
" while flag:\n",
" if n == 0: # If no variables left to optimize\n",
" if b > 0: # If there is leftover cache size, redistribute it\n",
" differenc_set = np.where(h_optt == 0)[0] # Find zero hit probability variables\n",
" fix_i = np.setdiff1d(np.arange(N), differenc_set)\n",
" n = len(differenc_set)\n",
" continue\n",
" else: # No variables to optimize, finalize\n",
" h_optt[differenc_set] = 0\n",
" break\n",
" \n",
" # Calculate the optimal Lagrange multiplier (mu) and hit probabilities for the set of variables\n",
" mu = max(0, (n * c_f - b * c_delta) / np.sum(1 / lambda_vals[differenc_set]))\n",
" h_optt[differenc_set] = (c_f - mu / lambda_vals[differenc_set]) / c_delta\n",
" \n",
" # If mu < 0, adjust the cache size to set mu to zero in the next iteration\n",
" if mu < 0:\n",
" b = (n * c_f / c_delta)\n",
" continue\n",
" \n",
" # Identify violations of the hit probability constraints (h > 1 or h < 0)\n",
" larger_i = np.where(h_optt > 1)[0]\n",
" smaller_i = np.where(h_optt < 0)[0]\n",
"\n",
" # If no violations, the optimal solution is reached\n",
" if len(smaller_i) == 0 and len(larger_i) == 0:\n",
" break\n",
" \n",
" # Find the furthest object from the boundary (either 0 or 1)\n",
" min_viol = 0\n",
" min_viol_i = -1\n",
" if len(smaller_i) > 0:\n",
" min_viol, min_viol_i = np.min(h_optt[smaller_i]), np.argmin(h_optt[smaller_i])\n",
"\n",
" max_viol = 0\n",
" max_viol_i = -1\n",
" if len(larger_i) > 0:\n",
" max_viol, max_viol_i = np.max(h_optt[larger_i] - 1), np.argmax(h_optt[larger_i] - 1)\n",
" \n",
" # Choose the variable with the largest violation to adjust\n",
" if max_viol > abs(min_viol):\n",
" viol_i = max_viol_i\n",
" min_viol_flag = 0\n",
" else:\n",
" viol_i = min_viol_i\n",
" min_viol_flag = 1\n",
" \n",
" # Set the furthest object to the nearest boundary (0 or 1)\n",
" if min_viol_flag:\n",
" h_optt[viol_i] = 0\n",
" else:\n",
" h_optt[viol_i] = min(1, b)\n",
" \n",
" # Update cache size and fix the selected variable\n",
" b -= h_optt[viol_i]\n",
" fix_i.append(viol_i)\n",
" differenc_set = np.setdiff1d(np.arange(N), fix_i)\n",
" n = N - len(fix_i)\n",
" \n",
" return h_optt"
]
},
{
"cell_type": "code",
"execution_count": 3,
"id": "5d223324-d193-416a-b2c3-1e143e981a37",
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"source": [
"\n",
"def numerical_opt(lambda_vals, B, c_f, c_delta):\n",
" \"\"\"\n",
" Perform numerical optimization to compute optimal hit probabilities.\n",
"\n",
" Parameters:\n",
" - lambda_vals: Array of request rates.\n",
" - B: Cache size (constraint on total hit probabilities).\n",
" - c_f: Cost of fetching (cache miss cost).\n",
" - c_delta: Cost of caching (hit cost).\n",
"\n",
" Returns:\n",
" - x_opt: Optimal hit probabilities.\n",
" \"\"\"\n",
" N = len(lambda_vals) # Number of items\n",
"\n",
" # Initial guess: Even distribution of cache capacity\n",
" x_init = np.full(N, B / N)\n",
"\n",
" # Objective function\n",
" def objective(x):\n",
" return np.sum(lambda_vals * ((1 - x) * c_f + x**2 * c_delta / 2))\n",
"\n",
" # Constraint: Sum of hit probabilities <= cache size (B)\n",
" def constraint_total_hit(x):\n",
" return B - np.sum(x) # Non-negative means constraint satisfied\n",
"\n",
" # Bounds for hit probabilities: 0 <= h_i <= 1\n",
" bounds = [(0, 1) for _ in range(N)]\n",
"\n",
" # Optimization\n",
" constraints = [{'type': 'ineq', 'fun': constraint_total_hit}] # Inequality constraint\n",
" result = minimize(\n",
" objective, \n",
" x_init, \n",
" method='SLSQP', # Sequential Least Squares Quadratic Programming\n",
" bounds=bounds, \n",
" constraints=constraints, \n",
" options={'disp': True} # Set to True for optimization output\n",
" )\n",
"\n",
" # Optimal solution\n",
" if result.success:\n",
" return result.x # Optimal hit probabilities\n",
" else:\n",
" raise ValueError(\"Optimization failed: \" + result.message)\n"
]
},
{
"cell_type": "code",
"execution_count": 4,
"id": "073be740-dc97-454b-87e7-2f8f93c8f137",
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{
"name": "stdout",
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"text": [
"Optimization terminated successfully (Exit mode 0)\n",
" Current function value: 16.15721739129548\n",
" Iterations: 4\n",
" Function evaluations: 48\n",
" Gradient evaluations: 4\n",
"Hit probabilities (numerical and theoretical):\n",
" [[0.00000000e+00 0.00000000e+00]\n",
" [0.00000000e+00 0.00000000e+00]\n",
" [0.00000000e+00 0.00000000e+00]\n",
" [0.00000000e+00 0.00000000e+00]\n",
" [0.00000000e+00 0.00000000e+00]\n",
" [4.58923826e-13 1.00000000e+00]\n",
" [4.26087031e-01 0.00000000e+00]\n",
" [9.73912969e-01 4.00000000e-01]\n",
" [1.00000000e+00 0.00000000e+00]\n",
" [1.00000000e+00 0.00000000e+00]\n",
" [1.00000000e+00 0.00000000e+00]]\n",
"Objective function values (numerical, theoretical): [16.15721739129548, 44.486]\n",
"Constraint violations (numerical, theoretical): [1.241673430740775e-12, -3.0]\n"
]
}
],
"source": [
"\n",
"# Optimization\n",
"h_numerical = numerical_opt(lambda_vals, B, c_f, c_delta)\n",
"h_theoretical = theoretical_opt(lambda_vals, B, c_f, c_delta)\n",
"\n",
"# Comparison of Hit Probabilities\n",
"hit_opt = np.vstack((h_numerical, h_theoretical)).T # Combine numerical and theoretical hit probabilities\n",
"\n",
"# Objective Function Calculation\n",
"obj_1 = np.sum(lambda_vals * ((1 - h_numerical) * c_f + h_numerical**2 * c_delta / 2))\n",
"obj_2 = np.sum(lambda_vals * ((1 - h_theoretical) * c_f + h_theoretical**2 * c_delta / 2))\n",
"obj = [obj_1, obj_2] # Store objective function values for both methods\n",
"\n",
"# Constraints\n",
"const_1 = np.sum(h_numerical) - B\n",
"const_2 = np.sum(h_theoretical) - B\n",
"constraint = [const_1, const_2] # Check if the cache size constraint is satisfied\n",
"\n",
"# Outputs\n",
"print(\"Hit probabilities (numerical and theoretical):\\n\", hit_opt)\n",
"print(\"Objective function values (numerical, theoretical):\", obj)\n",
"print(\"Constraint violations (numerical, theoretical):\", constraint)"
]
}
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