*Utility package for efficient tracking of optimization histories,
training curves or other information of arbitrary types and at
arbitrarily spaced sampling times*

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This package is registered in `METADATA.jl`

and can be installed as usual

```
pkg> add ValueHistories
```

We provide two basic approaches for logging information over time or iterations. The sample points do not have to be equally spaced as long as time/iteration is strictly increasing.

**Univalue histories**: Intended for tracking the evolution of a single value over time.**Multivalue histories**: Track an arbitrary amount of values over time, each of which can be of a different type and associated with a label

*Note that both approaches are typestable.*

This package provide two different concrete implementations

`QHistory`

: Logs the values using a`Dequeue`

`History`

: Logs the values using a`Vector`

Supported operations for univalue histories:

`push!(history, iteration, value)`

: Appends a value to the history`get(history)`

: Returns all available observations as two vectors. The first vector contains the iterations and the second vector contains the values.`enumerate(history)`

Returns an enumerator over the observations (as tuples)`first(history)`

: First stored observation (as tuple)`last(history)`

: Last stored observation (as tuple)`length(history)`

: Number of stored observations`increment!(history, iteration, value)`

: Similar to`push!`

but increments the`value`

if the`iteration`

already exists. Only supported by`History`

.

Here is a little example code showing the basic usage:

```
using Primes
# Specify the type of value you wish to track
history = QHistory(Float64)
for i = 1:100
# Store some value of the specified type
# Note how the sampling times are not equally spaced
isprime(i) && push!(history, i, sin(.1*i))
end
# Access stored values as arrays
x, y = get(history)
@assert typeof(x) <: Vector{Int}
@assert typeof(y) <: Vector{Float64}
# You can also enumerate over the observations
for (x, y) in enumerate(history)
@assert typeof(x) <: Int
@assert typeof(y) <: Float64
end
# Let's see how this prints to the REPL
history
```

```
QHistory
types: Int64, Float64
length: 25
```

For easy visualisation we also provide recipes for `Plots.jl`

.
Note that this is only supported for `Real`

types.

```
using Plots
plot(history, legend=false)
```

Multivalue histories are more or less a dynamic collection of a number
of univalue histories. Each individual univalue history is associated
with a symbol `key`

. If the user stores a value under a `key`

that
has no univalue history associated with it, then a new one is allocated
and specialized for the given type.

Supported operations for multivalue histories:

`push!(history, key, iteration, value)`

: Appends a value to the multivalue history`get(history, key)`

: Returns all available observations as two vectors. The first vector contains the iterations and the second vector contains the values.`enumerate(history, key)`

Returns an enumerator over the observations (as tuples)`first(history, key)`

: First stored observation (as tuple)`last(history, key)`

: Last stored observation (as tuple)`length(history, key)`

: Number of stored observations`increment!(history, key, iteration, value)`

: Similar to`push!`

but increments the`value`

if the`key`

and`iteration`

combination already exists.

Here is a little example code showing the basic usage:

```
using ValueHistories, Primes
history = MVHistory()
for i=1:100
x = 0.1i
# Store any kind of value without losing type stability
# The first push! to a key defines the tracked type
# push!(history, key, iter, value)
push!(history, :mysin, x, sin(x))
push!(history, :mystring, i, "i=$i")
# Sampling times can be arbitrarily spaced
# Note how we store the sampling time as a Float32 this time
isprime(i) && push!(history, :mycos, Float32(x), cos(x))
end
# Access stored values as arrays
x, y = get(history, :mysin)
@assert length(x) == length(y) == 100
@assert typeof(x) <: Vector{Float64}
@assert typeof(y) <: Vector{Float64}
# Each key can be queried individually
x, y = get(history, :mystring)
@assert length(x) == length(y) == 100
@assert typeof(x) <: Vector{Int64}
@assert typeof(y) <: Vector{String}
@assert y[1] == "i=1"
# You can also enumerate over the observations
for (x, y) in enumerate(history, :mycos)
@assert typeof(x) <: Float32
@assert typeof(y) <: Float64
end
# Let's see how this prints to the REPL
history
```

```
MVHistory{ValueHistories.History{I,V}}
:mysin => 100 elements {Float64,Float64}
:mystring => 100 elements {Int64,String}
:mycos => 25 elements {Float32,Float64}
```

For easy visualisation we also provide recipes for `Plots.jl`

.
Note that this is only supported for `Real`

types.

```
using Plots
plot(history)
```

This code is free to use under the terms of the MIT license.

10/18/2015

23 days ago

99 commits