deploy: 7b29285

.buildinfo

@@ -0,0 +1,4 @@
+# Sphinx build info version 1
+# This file hashes the configuration used when building these files. When it is not found, a full rebuild will be done.
+config: cc44cf10018c4aa3ef2bb959c238c120
+tags: 645f666f9bcd5a90fca523b33c5a78b7

.doctrees/nbsphinx/examples/custom_noise.ipynb

@@ -0,0 +1,110 @@
+{
+ "cells": [
+  {
+   "cell_type": "markdown",
+   "id": "c70df536-cea0-4cdf-bd6a-601824a52768",
+   "metadata": {},
+   "source": [
+    "# Custom Noise CBX\n",
+    "\n",
+    "This notebook showcases, how to use a custom noise function."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "33394a7d-caa6-4f01-aa88-4dd69d5c400d",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "from cbx.dynamics import CBO\n",
+    "import numpy as np"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "ef05a88a-d000-4ea8-af21-714df66858fa",
+   "metadata": {},
+   "source": [
+    "## Define the custom noise function\n",
+    "\n",
+    "In this case we select that the noise should be zero"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "319270d9-01d4-49c0-8ac5-ab94bd6c327b",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "def custom_noise(dyn):\n",
+    "    return np.zeros(dyn.drift.shape)"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "08dac699-4772-4409-8e25-2a398216a2f4",
+   "metadata": {},
+   "source": [
+    "## Define a loss function and test the method"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "aae8cac4-7a04-41a2-b9ee-a0c8c26e27da",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "def f(x):\n",
+    "    return np.linalg.norm(x, axis=-1)\n",
+    "\n",
+    "x0 = np.random.normal(0,1,(4,7,26))\n",
+    "dyn_cn = CBO(f, x=x0, noise=custom_noise, max_it=10, verbosity = 0)\n",
+    "x_cn = dyn_cn.optimize()"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "762bcbf2-6861-4c21-8475-3e6b45e35fdb",
+   "metadata": {},
+   "source": [
+    "Using this noise is equivalent to specifying ``sigma=0`` with standard CBO. So let's test, if this is the case:"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "f1f11124-6a10-4e54-abef-4168cbfd6dbc",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "dyn = CBO(f, x=x0, sigma=0, max_it=10, verbosity = 0)\n",
+    "x = dyn.optimize()\n",
+    "print('L-infinty Error between the custom noise solution and standard CBO with sigma=0: ' + str(np.abs(x-x_cn).max()))"
+   ]
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "Python 3 (ipykernel)",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.12.3"
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 5
+}