Merge pull request #125 from Juice-jl/callback

early stopping as a call back function

Author: MhDang

src/parameters/em.jl

@@ -569,4 +569,68 @@ end
 cleanup(caller::CALLBACK) = nothing
 cleanup(caller::LikelihoodsLog) = begin
     CUDA.unsafe_free!(caller.mars_mem)
+end
+
+# early stopping
+mutable struct EarlyStopPC <: CALLBACK
+    likelihoods_log
+    patience
+    warmup
+    val
+
+    best_value
+    best_iter
+    best_bpc
+
+    n_increase
+    iter
+    EarlyStopPC(likelihoods_log; patience, warmup=1, val=:valid_x) = begin
+        @assert val == :valid_x
+        @assert patience % likelihoods_log.iter == 0
+        @assert !isnothing(likelihoods_log.valid_x)
+        new(likelihoods_log, Int(ceil(patience / likelihoods_log.iter)), 
+            warmup, val, -Inf, 0, nothing, 0, 0)
+  end
+end
+
+init(caller::EarlyStopPC; args...) = begin
+    init(caller.likelihoods_log; args...)
+    bpc = caller.likelihoods_log.bpc
+    best_bpc = (edge_layers_up = deepcopy(bpc.edge_layers_up), heap = deepcopy(bpc.heap))
+    caller.best_bpc = best_bpc
+end
+
+call(caller::EarlyStopPC, epoch, log_likelihood) = begin
+    valid_ll, test_ll = call(caller.likelihoods_log, epoch, log_likelihood)
+    caller.iter += 1
+    flag = false
+    if isnothing(valid_ll) || caller.iter < caller.warmup
+        flag = false
+    elseif valid_ll >= caller.best_value
+        caller.n_increase = 0
+        caller.best_value = valid_ll
+        caller.best_iter = epoch
+        copy_bpc!(caller.best_bpc, caller.likelihoods_log.bpc)
+        flag = false
+    elseif valid_ll < caller.best_value
+        caller.n_increase += 1
+        if caller.n_increase > caller.patience
+            copy_bpc!(caller.likelihoods_log.bpc, caller.best_bpc)
+            flag = true
+        else
+            flag = false
+        end
+    else
+        error("")
+    end
+    return flag
+end
+
+copy_bpc!(dst, src) = begin
+    copyto!(dst.edge_layers_up.vectors, src.edge_layers_up.vectors)
+    copyto!(dst.heap, src.heap)
+end
+
+cleanup(caller::EarlyStopPC) = begin
+    cleanup(caller.likelihoods_log)
 end