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Handle scipy 1.12 breaking change post v 1.12 #346

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Jul 19, 2024
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Handle scipy 1.12 breaking change post v 1.12 #346

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10 changes: 9 additions & 1 deletion compiler_opt/es/blackbox_optimizers.py
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Original file line number Diff line number Diff line change
Expand Up @@ -60,11 +60,16 @@
import numpy as np
import numpy.typing as npt
import scipy.optimize as sp_opt
import scipy.version
from sklearn import linear_model
from typing import Any, Callable, Dict, List, Mapping, Optional, Sequence, Tuple, Union

from compiler_opt.es import gradient_ascent_optimization_algorithms

_SCIPI_VERSION = scipy.version.version.split('.')
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Can we add an issue/TODO to remove this when we bump the pip deps?

_IS_SCIPI_PRE_12 = len(
_SCIPI_VERSION) >= 2 and _SCIPI_VERSION[0] == 1 and _SCIPI_VERSION[1] < 12

FloatArray = npt.NDArray[np.float32]

# should specifically be a 2d numpy array of floats
Expand Down Expand Up @@ -690,7 +695,10 @@ def run_step(self) -> None:

# Line search for a step size
c1 = self.params.get('c1', DEFAULT_ARMIJO)
c2 = self.params.get('c2', -np.Inf)
# SciPy enforces after v. 1.12 that this parameter is in (0,1). 0.9 is
# default.
# https://github.com/scipy/scipy/blob/87c46641a8b3b5b47b81de44c07b840468f7ebe7/scipy/optimize/_linesearch.py#L29
c2 = self.params.get('c2', -np.Inf if _IS_SCIPI_PRE_12 else 0.9)
# since we have negative curvature, ignore Wolfe condition
search_direction = -grad(self.x)
ls_result = sp_opt.line_search(
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