Merge pull request #247 from LilithHafner/lh/format

Run JuliaFormatter.format()

docs/make.jl

@@ -8,12 +8,12 @@ ENV["GKSwstype"] = "100"
 include("pages.jl")
 
 makedocs(sitename = "DiffEqParamEstim.jl",
-         authors = "Chris Rackauckas et al.",
-         modules = [DiffEqParamEstim],
-         clean = true, doctest = false, linkcheck = true,
-         format = Documenter.HTML(assets = ["assets/favicon.ico"],
-                                  canonical = "https://docs.sciml.ai/DiffEqParamEstim/stable/"),
-         pages = pages)
+    authors = "Chris Rackauckas et al.",
+    modules = [DiffEqParamEstim],
+    clean = true, doctest = false, linkcheck = true,
+    format = Documenter.HTML(assets = ["assets/favicon.ico"],
+        canonical = "https://docs.sciml.ai/DiffEqParamEstim/stable/"),
+    pages = pages)
 
 deploydocs(repo = "github.com/SciML/DiffEqParamEstim.jl";
-           push_preview = true)
+    push_preview = true)

docs/pages.jl

@@ -1,10 +1,10 @@
 pages = ["index.md",
     "getting_started.md",
     "Tutorials" => Any["tutorials/global_optimization.md",
-                       "tutorials/generalized_likelihood.md",
-                       "tutorials/stochastic_evaluations.md",
-                       "tutorials/ensemble.md"],
+        "tutorials/generalized_likelihood.md",
+        "tutorials/stochastic_evaluations.md",
+        "tutorials/ensemble.md"],
     "Methods" => Any["methods/recommended_methods.md",
-                     "methods/optimization_based_methods.md",
-                     "methods/collocation_loss.md"],
+        "methods/optimization_based_methods.md",
+        "methods/collocation_loss.md"]
 ]

docs/src/getting_started.md

@@ -77,8 +77,8 @@ function:
 
 ```@example ode
 cost_function = build_loss_objective(prob, Tsit5(), L2Loss(t, data),
-                                     Optimization.AutoForwardDiff(),
-                                     maxiters = 10000, verbose = false)
+    Optimization.AutoForwardDiff(),
+    maxiters = 10000, verbose = false)
 ```
 
 This objective function internally is calling the ODE solver to get solutions
@@ -103,8 +103,8 @@ of parameter values:
 ```@example ode
 vals = 0.0:0.1:10.0
 plot(vals, [cost_function(i) for i in vals], yscale = :log10,
-     xaxis = "Parameter", yaxis = "Cost", title = "1-Parameter Cost Function",
-     lw = 3)
+    xaxis = "Parameter", yaxis = "Cost", title = "1-Parameter Cost Function",
+    lw = 3)
 ```
 
 Here we see that there is a very well-defined minimum in our cost function at
@@ -168,8 +168,8 @@ We can build an objective function and solve the multiple parameter version just
 
 ```@example ode
 cost_function = build_loss_objective(prob, Tsit5(), L2Loss(t, data),
-                                     Optimization.AutoForwardDiff(),
-                                     maxiters = 10000, verbose = false)
+    Optimization.AutoForwardDiff(),
+    maxiters = 10000, verbose = false)
 optprob = Optimization.OptimizationProblem(cost_function, [1.3, 0.8, 2.8, 1.2])
 result_bfgs = solve(optprob, BFGS())
 ```
@@ -184,10 +184,10 @@ differencing loss to the total loss.
 
 ```@example ode
 cost_function = build_loss_objective(prob, Tsit5(),
-                                     L2Loss(t, data, differ_weight = 0.3,
-                                            data_weight = 0.7),
-                                     Optimization.AutoForwardDiff(),
-                                     maxiters = 10000, verbose = false)
+    L2Loss(t, data, differ_weight = 0.3,
+        data_weight = 0.7),
+    Optimization.AutoForwardDiff(),
+    maxiters = 10000, verbose = false)
 optprob = Optimization.OptimizationProblem(cost_function, [1.3, 0.8, 2.8, 1.2])
 result_bfgs = solve(optprob, BFGS())
 ```
@@ -206,14 +206,14 @@ ms_prob = ODEProblem(ms_f1, ms_u0, tspan, ms_p)
 t = collect(range(0, stop = 10, length = 200))
 data = Array(solve(ms_prob, Tsit5(), saveat = t, abstol = 1e-12, reltol = 1e-12))
 bound = Tuple{Float64, Float64}[(0, 10), (0, 10), (0, 10), (0, 10),
-                                (0, 10), (0, 10), (0, 10), (0, 10),
-                                (0, 10), (0, 10), (0, 10), (0, 10),
-                                (0, 10), (0, 10), (0, 10), (0, 10), (0, 10), (0, 10)]
+    (0, 10), (0, 10), (0, 10), (0, 10),
+    (0, 10), (0, 10), (0, 10), (0, 10),
+    (0, 10), (0, 10), (0, 10), (0, 10), (0, 10), (0, 10)]
 
 ms_obj = multiple_shooting_objective(ms_prob, Tsit5(), L2Loss(t, data),
-                                     Optimization.AutoForwardDiff();
-                                     discontinuity_weight = 1.0, abstol = 1e-12,
-                                     reltol = 1e-12)
+    Optimization.AutoForwardDiff();
+    discontinuity_weight = 1.0, abstol = 1e-12,
+    reltol = 1e-12)
 ```
 
 This creates the objective function that can be passed to an optimizer, from which we can then get the parameter values
@@ -222,7 +222,7 @@ a global optimization method to improve robustness even more:
 
 ```@example ode
 optprob = Optimization.OptimizationProblem(ms_obj, zeros(18), lb = first.(bound),
-                                           ub = last.(bound))
+    ub = last.(bound))
 optsol_ms = solve(optprob, BBO_adaptive_de_rand_1_bin_radiuslimited(), maxiters = 10_000)
 ```
 

docs/src/methods/collocation_loss.md

@@ -11,7 +11,7 @@ but is much faster, and is a good method to try first to get in the general
 
 ```julia
 function two_stage_objective(prob::DEProblem, tpoints, data, adtype = SciMLBase.NoAD(), ;
-                             kernel = :Epanechnikov,
-                             loss_func = L2DistLoss)
+        kernel = :Epanechnikov,
+        loss_func = L2DistLoss)
 end
 ```

docs/src/methods/optimization_based_methods.md

@@ -9,11 +9,11 @@ and MathProgBase-associated solvers like NLopt.
 
 ```julia
 function build_loss_objective(prob::DEProblem, alg, loss,
-                              adtype = SciMLBase.NoAD(),
-                              regularization = nothing;
-                              priors = nothing,
-                              prob_generator = STANDARD_PROB_GENERATOR,
-                              kwargs...)
+        adtype = SciMLBase.NoAD(),
+        regularization = nothing;
+        priors = nothing,
+        prob_generator = STANDARD_PROB_GENERATOR,
+        kwargs...)
 end
 ```
 
@@ -38,12 +38,12 @@ proceeds as follows:
 
 ```julia
 function multiple_shooting_objective(prob::DiffEqBase.DEProblem, alg, loss,
-                                     adtype = SciMLBase.NoAD(),
-                                     regularization = nothing;
-                                     priors = nothing,
-                                     discontinuity_weight = 1.0,
-                                     prob_generator = STANDARD_PROB_GENERATOR,
-                                     kwargs...)
+        adtype = SciMLBase.NoAD(),
+        regularization = nothing;
+        priors = nothing,
+        discontinuity_weight = 1.0,
+        prob_generator = STANDARD_PROB_GENERATOR,
+        kwargs...)
 end
 ```
 
@@ -67,7 +67,7 @@ cost functions:
 
 ```julia
 L2Loss(t, data; differ_weight = nothing, data_weight = nothing,
-       colloc_grad = nothing, dudt = nothing)
+    colloc_grad = nothing, dudt = nothing)
 ```
 
 where `t` is the set of timepoints which the data are found at, and
@@ -213,6 +213,6 @@ the parameters or a multivariate distribution.
 
 ```julia
 ms_obj = multiple_shooting_objective(ms_prob, Tsit5(), L2Loss(t, data); priors = priors,
-                                     discontinuity_weight = 1.0, abstol = 1e-12,
-                                     reltol = 1e-12)
+    discontinuity_weight = 1.0, abstol = 1e-12,
+    reltol = 1e-12)
 ```

docs/src/tutorials/ensemble.md

@@ -44,7 +44,7 @@ initial_conditions = [
     [0.5, 0.5],
     [2.0, 1.0],
     [1.0, 2.0],
-    [2.0, 2.0],
+    [2.0, 2.0]
 ]
 function prob_func(prob, i, repeat)
     ODEProblem(prob.f, initial_conditions[i], prob.tspan, prob.p)
@@ -111,8 +111,8 @@ Put this into build_loss_objective.
 
 ```@example ensemble
 obj = build_loss_objective(enprob, Tsit5(), loss, Optimization.AutoForwardDiff(),
-                           trajectories = N,
-                           saveat = data_times)
+    trajectories = N,
+    saveat = data_times)
 ```
 
 Notice that we added the kwargs for `solve` of the `EnsembleProblem` into this. They get passed to the internal `solve`
@@ -141,9 +141,9 @@ to decrease the tolerance of the ODE solvers via
 
 ```@example ensemble
 obj = build_loss_objective(enprob, Tsit5(), loss, Optimization.AutoForwardDiff(),
-                           trajectories = N,
-                           abstol = 1e-8, reltol = 1e-8,
-                           saveat = data_times)
+    trajectories = N,
+    abstol = 1e-8, reltol = 1e-8,
+    saveat = data_times)
 optprob = OptimizationProblem(obj, [1.3, 0.9], lb = lower, ub = upper)
 result = solve(optprob, BFGS()) #OptimizationOptimJL detects that it's a box constrained problem and use Fminbox wrapper over BFGS
 ```

docs/src/tutorials/generalized_likelihood.md

@@ -69,7 +69,7 @@ corresponding to that distribution fit:
 
 ```@example likelihood
 obj = build_loss_objective(prob1, Tsit5(), LogLikeLoss(t, distributions),
-                           maxiters = 10000, verbose = false)
+    maxiters = 10000, verbose = false)
 ```
 
 First, let's use the objective function to plot the likelihood landscape:
@@ -79,8 +79,8 @@ using Plots;
 plotly();
 prange = 0.5:0.1:5.0
 heatmap(prange, prange, [obj([j, i]) for i in prange, j in prange],
-        yscale = :log10, xlabel = "Parameter 1", ylabel = "Parameter 2",
-        title = "Likelihood Landscape")
+    yscale = :log10, xlabel = "Parameter 1", ylabel = "Parameter 2",
+    title = "Likelihood Landscape")
 ```
 
 ![2 Parameter Likelihood](../assets/2paramlike.png)
@@ -92,8 +92,8 @@ one-dimensional slice:
 
 ```julia
 plot(prange, [obj([1.5, i]) for i in prange], lw = 3,
-     title = "Parameter 2 Likelihood (Parameter 1 = 1.5)",
-     xlabel = "Parameter 2", ylabel = "Objective Function Value")
+    title = "Parameter 2 Likelihood (Parameter 1 = 1.5)",
+    xlabel = "Parameter 2", ylabel = "Objective Function Value")
 ```
 
 ![1 Parameter Likelihood](../assets/1paramlike.png)

docs/src/tutorials/global_optimization.md

@@ -56,10 +56,10 @@ We can even use things like the Improved Stochastic Ranking Evolution Strategy
 ```@example global_optimization
 optprob = Optimization.OptimizationProblem(obj, [0.2], lb = [-1.0], ub = [5.0])
 res = solve(optprob,
-            OptimizationMOI.MOI.OptimizerWithAttributes(NLopt.Optimizer,
-                                                        "algorithm" => :GN_ISRES,
-                                                        "xtol_rel" => 1e-3,
-                                                        "maxeval" => 10000))
+    OptimizationMOI.MOI.OptimizerWithAttributes(NLopt.Optimizer,
+        "algorithm" => :GN_ISRES,
+        "xtol_rel" => 1e-3,
+        "maxeval" => 10000))
 ```
 
 which is very robust to the initial condition. We can also directly use the NLopt interface as below. The fastest result comes from the

docs/src/tutorials/stochastic_evaluations.md

@@ -52,8 +52,8 @@ We use Optim.jl for optimization below
 
 ```@example sde
 obj = build_loss_objective(monte_prob, SOSRI(), L2Loss(t, aggregate_data),
-                           Optimization.AutoForwardDiff(),
-                           maxiters = 10000, verbose = false, trajectories = 1000)
+    Optimization.AutoForwardDiff(),
+    maxiters = 10000, verbose = false, trajectories = 1000)
 optprob = Optimization.OptimizationProblem(obj, [1.0, 0.5])
 result = solve(optprob, Optim.BFGS())
 ```
@@ -68,9 +68,9 @@ Instead, when we use `L2Loss` with first differencing enabled, we get much more
 
 ```@example sde
 obj = build_loss_objective(monte_prob, SRIW1(),
-                           L2Loss(t, aggregate_data, differ_weight = 1.0,
-                                  data_weight = 0.5), Optimization.AutoForwardDiff(),
-                           verbose = false, trajectories = 1000, maxiters = 1000)
+    L2Loss(t, aggregate_data, differ_weight = 1.0,
+        data_weight = 0.5), Optimization.AutoForwardDiff(),
+    verbose = false, trajectories = 1000, maxiters = 1000)
 optprob = Optimization.OptimizationProblem(obj, [1.0, 0.5])
 result = solve(optprob, Optim.BFGS())
 result.original

src/DiffEqParamEstim.jl

@@ -7,18 +7,18 @@ import PreallocationTools
 STANDARD_PROB_GENERATOR(prob, p) = remake(prob; u0 = eltype(p).(prob.u0), p = p)
 function STANDARD_PROB_GENERATOR(prob::EnsembleProblem, p)
     EnsembleProblem(remake(prob.prob; u0 = eltype(p).(prob.prob.u0), p = p),
-                    output_func = prob.output_func,
-                    prob_func = prob.prob_func,
-                    reduction = prob.reduction,
-                    u_init = prob.u_init)
+        output_func = prob.output_func,
+        prob_func = prob.prob_func,
+        reduction = prob.reduction,
+        u_init = prob.u_init)
 end
 STANDARD_MS_PROB_GENERATOR = function (prob, p, k)
     t0, tf = prob.tspan
     P, N = length(prob.p), length(prob.u0)
     K = Int((length(p) - P) / N)
     τ = range(t0, tf, length = K + 1)
     remake(prob; u0 = p[(1 + (k - 1) * N):(k * N)], p = p[(end - P + 1):end],
-           tspan = (τ[k], τ[k + 1]))
+        tspan = (τ[k], τ[k + 1]))
 end
 
 include("cost_functions.jl")

src/build_loss_objective.jl

@@ -1,16 +1,16 @@
 export build_loss_objective
 
 function build_loss_objective(prob::SciMLBase.AbstractSciMLProblem, alg, loss,
-                              adtype = SciMLBase.NoAD(),
-                              regularization = nothing, args...;
-                              priors = nothing,
-                              prob_generator = STANDARD_PROB_GENERATOR,
-                              kwargs...)
+        adtype = SciMLBase.NoAD(),
+        regularization = nothing, args...;
+        priors = nothing,
+        prob_generator = STANDARD_PROB_GENERATOR,
+        kwargs...)
     cost_function = function (p, _ = nothing)
         tmp_prob = prob_generator(prob, p)
         if loss isa Union{L2Loss, LogLikeLoss}
             sol = solve(tmp_prob, alg, args...; saveat = loss.t, save_everystep = false,
-                        dense = false, kwargs...)
+                dense = false, kwargs...)
         else
             sol = solve(tmp_prob, alg, args...; kwargs...)
         end

src/cost_functions.jl

@@ -89,10 +89,12 @@ function (f::L2Loss)(sol::SciMLBase.AbstractSciMLSolution)
                 for j in 1:length(sol[i])
                     if diff_weight isa Real
                         sumsq += diff_weight *
-                                 ((data[j, i] - data[j, i - 1] - sol[j, i] + sol[j, i - 1])^2)
+                                 ((data[j, i] - data[j, i - 1] - sol[j, i] +
+                                   sol[j, i - 1])^2)
                     else
                         sumsq += diff_weight[j, i] *
-                                 ((data[j, i] - data[j, i - 1] - sol[j, i] + sol[j, i - 1])^2)
+                                 ((data[j, i] - data[j, i - 1] - sol[j, i] +
+                                   sol[j, i - 1])^2)
                     end
                 end
             end
@@ -112,10 +114,12 @@ function (f::L2Loss)(sol::SciMLBase.AbstractSciMLSolution)
                 for j in 1:length(sol[i])
                     if diff_weight isa Real
                         sumsq += diff_weight *
-                                 ((data[j, i] - data[j, i - 1] - sol[j, i] + sol[j, i - 1])^2)
+                                 ((data[j, i] - data[j, i - 1] - sol[j, i] +
+                                   sol[j, i - 1])^2)
                     else
                         sumsq += diff_weight[j, i] *
-                                 ((data[j, i] - data[j, i - 1] - sol[j, i] + sol[j, i - 1])^2)
+                                 ((data[j, i] - data[j, i - 1] - sol[j, i] +
+                                   sol[j, i - 1])^2)
                     end
                 end
             end
@@ -135,11 +139,11 @@ end
 matrixize(x) = x isa Vector ? reshape(x, 1, length(x)) : x
 
 function L2Loss(t, data; differ_weight = nothing, data_weight = nothing,
-                colloc_grad = nothing,
-                dudt = nothing)
+        colloc_grad = nothing,
+        dudt = nothing)
     L2Loss(t, matrixize(data), matrixize(differ_weight),
-           matrixize(data_weight), matrixize(colloc_grad),
-           colloc_grad == nothing ? nothing : zeros(size(colloc_grad)))
+        matrixize(data_weight), matrixize(colloc_grad),
+        colloc_grad == nothing ? nothing : zeros(size(colloc_grad)))
 end
 
 function (f::L2Loss)(sol::DiffEqBase.AbstractEnsembleSolution)