Callback that stop algorithm in R

2 minute read

Today I was making a little programming using the mathematical software R (very useful for statistics, by the way), for a little test.

I’m one of the authors of a Cran package (Rmalschains) for continuous optimization, and I was testing another packages to compare results.

Comparing a particular package I realise that the API doesn’t give me enough control for the comparisons. Briefly, to compare different algorithms all of them should stop when the same number of solutions is achieved. Unfortunately, for the DE package, the stopping criterion is the maximum iterations number, and for one strategy (the default strategy) this number differs, maintaining the same maximum iterations number, in function of the function to improve. I know, not so briefly :-).

In resume, I want to pass a function to evaluate solutions to an algorithm, and that only the first maxEvals solutions could be considered. So, it should be nice that after maxEvals function evaluations the algorithm will stop.

The aim is very simple in a theorical way, but I have only the control over a callback function used by the algorithm, and I cannot use an ‘exit’ function into the function, because in that case will stop the global program, not only the current state of the algorithm.

The solution? Using these ‘complex’ concepts that many people think that are useless, specially my CS students :-). Combining a call with continuation with a closure:

finalFitness = callCC (function(exitFitness) {
     fitnessCheck <- function(fn, maxevals) {
          function(x) {

               if (total == 0 || total < maxevals) {
                  total <<- total +1;
                  fitness = fn(x);

                  if (total == 1 || fitness < bestFitness) {
                     bestFitness <<- fitness;
                  }

               }

               if (total >= maxevals) {
                  exitFitness(bestFitness);
               }


               fitness;
           }

      }


      fitCheck = fitnessCheck(fun$fitness, fun$maxevals)

      log <- capture.output({
          total <- 0
          result=DEoptim(fitCheck, lower, upper, control=list(itermax=fun$maxevals/NP))
      })

      exitFitness(result$optim$bestval)
})

I know, it is a bit confusing. callCC implement the concept of call-with-current-continuation to run a code with an exit function exitFitness that allows me to stop the run of the algorithm. Because the function only does a run of the algorithm (DEOptim), I can stop when I want. Also, to make it more elegant, I use a closure fitnessCheck that receives a function and a maximum number of call, and it stops when the maximum calls number is achieved (total and bestFitness are global variable, so the way to modify their values is using <<- instead of the classical <- or =).

By the way, capture.output is a function that disables all the output of DEoptim algorithm.