Adding PBIL files - simple PBIL algorithm with simple additive update rule
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120
eo/src/ga/eoPBILAdditive.h
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120
eo/src/ga/eoPBILAdditive.h
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// -*- mode: c++; c-indent-level: 4; c++-member-init-indent: 8; comment-column: 35; -*-
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//-----------------------------------------------------------------------------
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// eoPBILDistrib.h
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// (c) Marc Schoenauer, Maarten Keijzer, 2001
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/*
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This library is free software; you can redistribute it and/or
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modify it under the terms of the GNU Lesser General Public
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License as published by the Free Software Foundation; either
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version 2 of the License, or (at your option) any later version.
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This library is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
|
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
|
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Lesser General Public License for more details.
|
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|
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You should have received a copy of the GNU Lesser General Public
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License along with this library; if not, write to the Free Software
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Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
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Contact: Marc.Schoenauer@polytechnique.fr
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mkeijzer@dhi.dk
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*/
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//-----------------------------------------------------------------------------
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#ifndef _eoPBILAdditive_H
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#define _eoPBILAdditive_H
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#include <eoDistribUpdater.h>
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#include <ga/eoPBILDistrib.h>
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/**
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* Distribution Class for PBIL algorithm
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* (Population-Based Incremental Learning, Baluja and Caruana 96)
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*
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* This class implements an extended update rule:
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* in the original paper, the authors used
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*
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* p(i)(t+1) = (1-LR)*p(i)(t) + LR*best(i)
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*
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* here the same formula is applied, with some of the best individuals
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* and for some of the worst individuals (with different learning rates)
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*/
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template <class EOT>
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class eoPBILAdditive : public eoDistribUpdater<EOT>
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{
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public:
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/** Ctor with parameters
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* using the default values is equivalent to using eoPBILOrg
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*/
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eoPBILAdditive(double _LRBest, unsigned _nbBest = 1,
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double _tolerance=0.0,
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double _LRWorst = 0.0, unsigned _nbWorst = 0 ) :
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maxBound(1.0-_tolerance), minBound(_tolerance),
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LR(0.0), nbBest(_nbBest), nbWorst(_nbWorst)
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{
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if (nbBest+nbWorst == 0)
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throw runtime_error("Must update either from best or from worst in eoPBILAdditive");
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if (_nbBest)
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{
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lrb = _LRBest/_nbBest;
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LR += _LRBest;
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}
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else
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lrb=0.0; // just in case
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if (_nbWorst)
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{
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lrw = _LRWorst/_nbWorst;
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LR += _LRWorst;
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}
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else
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lrw=0.0; // just in case
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}
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/** Update the distribution from the current population */
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virtual void operator()(eoDistribution<EOT> & _distrib, eoPop<EOT>& _pop)
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{
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eoPBILDistrib<EOT>& distrib = dynamic_cast<eoPBILDistrib<EOT>&>(_distrib);
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vector<double> & p = distrib.value();
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unsigned i, popSize=_pop.size();
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vector<const EOT*> result;
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_pop.sort(result); // is it necessary to sort the whole population?
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// but I'm soooooooo lazy !!!
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for (unsigned g=0; g<distrib.size(); g++)
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{
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p[g] *= (1-LR); // relaxation
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if (nbBest) // update from some of the best
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for (i=0; i<nbBest; i++)
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{
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const EOT & best = (*result[i]);
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if ( best[g] ) // if 1, increase proba
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p[g] += lrb;
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}
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if (nbWorst)
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for (i=popSize-1; i>=popSize-nbWorst; i--)
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{
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const EOT & best = (*result[i]);
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if ( !best[g] ) // if 0, increase proba
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p[g] += lrw;
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}
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// stay in [0,1] (possibly strictly due to tolerance)
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p[g] = min(maxBound, p[g]);
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p[g] = max(minBound, p[g]);
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}
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}
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private:
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double maxBound, minBound; // proba stay away from 0 and 1 by at least tolerance
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double LR; // learning rate
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unsigned nbBest; // number of Best individuals used for update
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unsigned nbWorst; // number of Worse individuals used for update
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double lrb, lrw; // "local" learning rates (see operator())
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};
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#endif
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103
eo/src/ga/eoPBILDistrib.h
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103
eo/src/ga/eoPBILDistrib.h
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@ -0,0 +1,103 @@
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// -*- mode: c++; c-indent-level: 4; c++-member-init-indent: 8; comment-column: 35; -*-
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//-----------------------------------------------------------------------------
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// eoPBILDistrib.h
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// (c) Marc Schoenauer, 2001
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/*
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This library is free software; you can redistribute it and/or
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modify it under the terms of the GNU Lesser General Public
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License as published by the Free Software Foundation; either
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version 2 of the License, or (at your option) any later version.
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||||
|
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This library is distributed in the hope that it will be useful,
|
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but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
|
||||
Lesser General Public License for more details.
|
||||
|
||||
You should have received a copy of the GNU Lesser General Public
|
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License along with this library; if not, write to the Free Software
|
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Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
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Contact: Marc.Schoenauer@inria.fr
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*/
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//-----------------------------------------------------------------------------
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#ifndef _eoPBILDistrib_H
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#define _eoPBILDistrib_H
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#include <eoDistribution.h>
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/**
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* Distribution Class for PBIL algorithm
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* (Population-Based Incremental Learning, Baluja and Caruana 96)
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*
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* It encodes a univariate distribution on the space of bitstrings,
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* i.e. one probability for each bit to be one
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*
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* It is an eoValueParam<vector<double> > :
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* the vector<double> stores the probabilities that each bit is 1
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*
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* It is still pure virtual, as the update method needs to be specified
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*/
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template <class EOT>
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class eoPBILDistrib : public eoDistribution<EOT>,
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public eoValueParam<vector<double> >
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{
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public:
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/** Ctor with size of genomes, and update parameters */
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eoPBILDistrib(unsigned _genomeSize) :
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eoDistribution<EOT>(),
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eoValueParam<vector<double> >(vector<double>(_genomeSize, 0.5), "Distribution"),
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genomeSize(_genomeSize)
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{}
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/** the randomizer of indis */
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virtual void operator()(EOT & _eo)
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{
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_eo.resize(genomeSize); // just in case
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for (unsigned i=0; i<genomeSize; i++)
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_eo[i] = eo::rng.flip(value()[i]);
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_eo.invalidate(); // DO NOT FORGET!!!
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}
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/** update method - still PURE VIRTUAL */
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// virtual void update(eoPop<EOT>&) = 0; // update from a population
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/** Accessor to the genome size */
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unsigned Size() {return genomeSize;}
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/** printing... */
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virtual void printOn(ostream& os) const
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{
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os << value().size() << ' ';
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for (unsigned i=0; i<value().size(); i++)
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os << value()[i] << ' ';
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}
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/** reading...*/
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virtual void readFrom(istream& is)
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{
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unsigned sz;
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is >> sz;
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value().resize(sz);
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unsigned i;
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for (i = 0; i < sz; ++i)
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{
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double atom;
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is >> atom;
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value()[i] = atom;
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}
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}
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unsigned int size() {return genomeSize;}
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virtual string className() const {return "eoPBILDistrib";};
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private:
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unsigned genomeSize; // size of indis
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};
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#endif
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78
eo/src/ga/eoPBILOrg.h
Normal file
78
eo/src/ga/eoPBILOrg.h
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@ -0,0 +1,78 @@
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// -*- mode: c++; c-indent-level: 4; c++-member-init-indent: 8; comment-column: 35; -*-
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//-----------------------------------------------------------------------------
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// eoPBILDistrib.h
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// (c) Marc Schoenauer, Maarten Keijzer, 2001
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/*
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This library is free software; you can redistribute it and/or
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modify it under the terms of the GNU Lesser General Public
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||||
License as published by the Free Software Foundation; either
|
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version 2 of the License, or (at your option) any later version.
|
||||
|
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This library is distributed in the hope that it will be useful,
|
||||
but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
|
||||
Lesser General Public License for more details.
|
||||
|
||||
You should have received a copy of the GNU Lesser General Public
|
||||
License along with this library; if not, write to the Free Software
|
||||
Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
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Contact: Marc.Schoenauer@polytechnique.fr
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mkeijzer@dhi.dk
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*/
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//-----------------------------------------------------------------------------
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#ifndef _eoPBILOrg_H
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#define _eoPBILOrg_H
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#include <eoDistribUpdater.h>
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#include <ga/eoPBILDistrib.h>
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/**
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* Distribution Class for PBIL algorithm
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* (Population-Based Incremental Learning, Baluja and Caruana 96)
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*
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* This class implements the update rule from the original paper:
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*
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* p(i)(t+1) = (1-LR)*p(i)(t) + LR*best(i)
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*/
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template <class EOT>
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class eoPBILOrg : public eoDistribUpdater<EOT>
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{
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public:
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/** Ctor with size of genomes, and update parameters */
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eoPBILOrg(double _LR, double _tolerance=0.0 ) :
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LR(_LR), maxBound(1.0-_tolerance), minBound(_tolerance)
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{}
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/** Update the distribution from the current population */
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virtual void operator()(eoDistribution<EOT> & _distrib, eoPop<EOT>& _pop)
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{
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const EOT & best = _pop.best_element();
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eoPBILDistrib<EOT>& distrib = dynamic_cast<eoPBILDistrib<EOT>&>(_distrib);
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vector<double> & p = distrib.value();
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for (unsigned g=0; g<distrib.size(); g++)
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{
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// double & r = value()[g];
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p[g] *= (1-LR);
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if ( best[g] )
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p[g] += LR;
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// else nothing
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// stay away from 0 and 1
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p[g] = min(maxBound, p[g]);
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p[g] = max(minBound, p[g]);
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}
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}
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private:
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double LR; // learning rate for best guys
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double maxBound, minBound; // proba stay away from 0 and 1 by at least tolerance
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};
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#endif
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89
eo/src/ga/make_PBILdistrib.h
Normal file
89
eo/src/ga/make_PBILdistrib.h
Normal file
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@ -0,0 +1,89 @@
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// -*- mode: c++; c-indent-level: 4; c++-member-init-indent: 8; comment-column: 35; -*-
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//-----------------------------------------------------------------------------
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// make_PBILdistrib.h
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// (c) Marc Schoenauer, Maarten Keijzer, 2001
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/*
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This library is free software; you can redistribute it and/or
|
||||
modify it under the terms of the GNU Lesser General Public
|
||||
License as published by the Free Software Foundation; either
|
||||
version 2 of the License, or (at your option) any later version.
|
||||
|
||||
This library is distributed in the hope that it will be useful,
|
||||
but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
|
||||
Lesser General Public License for more details.
|
||||
|
||||
You should have received a copy of the GNU Lesser General Public
|
||||
License along with this library; if not, write to the Free Software
|
||||
Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
|
||||
|
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Contact: Marc.Schoenauer@polytechnique.fr
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mkeijzer@dhi.dk
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*/
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//-----------------------------------------------------------------------------
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#ifndef _make_PBILdistrib_h
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#define _make_PBILdistrib_h
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#include <sys/time.h> // for time(0) for random seeding
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#include <ga/eoPBILOrg.h>
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#include <utils/eoRNG.h>
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#include <utils/eoParser.h>
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#include <utils/eoState.h>
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//////////////////////////DISTRIB CONSTRUCTION ///////////////////////////////
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/**
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* Templatized version of parser-based construct of the distribution
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* for PBIL distribution evolution algorithm
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*
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* It must then be instantiated, and compiled on its own for a given EOType
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* (see test/t-eoPBIL.cpp
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*
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* Last argument is template-disambiguating
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*/
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template <class EOT>
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eoPBILDistrib<EOT> & do_make_PBILdistrib(eoParser & _parser, eoState& _state, EOT)
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{
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// First the random seed
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eoValueParam<uint32>& seedParam = _parser.createParam(uint32(0), "seed", "Random number seed", 'S');
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if (seedParam.value() == 0)
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seedParam.value() = time(0);
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// the representation dependent stuff
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unsigned chromSize = _parser.createParam(unsigned(10), "chromSize", "The length of the bitstrings", 'n',"Algorithm").value();
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eoPBILDistrib<EOT> * ptDistrib = new eoPBILDistrib<EOT>(chromSize);
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_state.storeFunctor(ptDistrib);
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// now the initialization: read a previously saved distribution, or random
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eoValueParam<string>& loadNameParam = _parser.createParam(string(""), "Load","A save file to restart from",'L', "Persistence" );
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if (loadNameParam.value() != "") // something to load
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{
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// create another state for reading
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eoState inState; // a state for loading - WITHOUT the parser
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// register the rng and the distribution in the state,
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// so they can be loaded,
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// and the present run will be the exact continuation of the saved run
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// eventually with different parameters
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inState.registerObject(*ptDistrib);
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inState.registerObject(rng);
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inState.load(loadNameParam.value()); // load the distrib and the rng
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}
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else // nothing loaded from a file
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{
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rng.reseed(seedParam.value());
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}
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// for future stateSave, register the algorithm into the state
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_state.registerObject(_parser);
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_state.registerObject(*ptDistrib);
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_state.registerObject(rng);
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return *ptDistrib;
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}
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#endif
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80
eo/src/ga/make_PBILupdate.h
Normal file
80
eo/src/ga/make_PBILupdate.h
Normal file
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@ -0,0 +1,80 @@
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// -*- mode: c++; c-indent-level: 4; c++-member-init-indent: 8; comment-column: 35; -*-
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|
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//-----------------------------------------------------------------------------
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// make_PBILupdate.h
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// (c) Marc Schoenauer, Maarten Keijzer, 2001
|
||||
/*
|
||||
This library is free software; you can redistribute it and/or
|
||||
modify it under the terms of the GNU Lesser General Public
|
||||
License as published by the Free Software Foundation; either
|
||||
version 2 of the License, or (at your option) any later version.
|
||||
|
||||
This library is distributed in the hope that it will be useful,
|
||||
but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
|
||||
Lesser General Public License for more details.
|
||||
|
||||
You should have received a copy of the GNU Lesser General Public
|
||||
License along with this library; if not, write to the Free Software
|
||||
Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
|
||||
|
||||
Contact: Marc.Schoenauer@polytechnique.fr
|
||||
mkeijzer@dhi.dk
|
||||
*/
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//-----------------------------------------------------------------------------
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#ifndef _make_PBILupdate_h
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#define _make_PBILupdate_h
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#include <sys/time.h> // for time(0) for random seeding
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#include <ga/eoPBILOrg.h>
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#include <utils/eoRNG.h>
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#include <utils/eoParser.h>
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#include <utils/eoState.h>
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///////CONSTRUCTION of PBIL distribution updaters/////////////////
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/**
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* Templatized version of parser-based construct of the update rule for PBIL
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* distributions (see eoPBILDistrib.h)
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*
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* It must then be instantiated, and compiled on its own for a given EOType
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* (see test/t-eoPBIL.cpp)
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*
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* Last argument is template-disambiguating
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*/
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template <class EOT>
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eoDistribUpdater<EOT> & do_make_PBILupdate(eoParser & _parser, eoState& _state, EOT)
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{
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// ast the moment, a single update rule is available
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// but at some point we'll have to choose among different rules
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string UType = _parser.createParam(string("PBIL"), "updateRule", "Type of update rule (only PBIL additive at the moment)", 'U', "Algorithm").value();
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unsigned nbBest = _parser.createParam(unsigned(1), "nbBest", "Number of good guys to update from", 'B', "Algorithm").value();
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double LRBest = _parser.createParam(0.1, "LRBest", "Learning Rate (from best guys)", 'L', "Algorithm").value();
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unsigned nbWorst = _parser.createParam(unsigned(0), "nbWorst", "Number of bad guys to update from", 'W', "Algorithm").value();
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double LRWorst = _parser.createParam(0.01, "LRWorst", "Learning Rate (from best guys)", 'L', "Algorithm").value();
|
||||
double tolerance = _parser.createParam(0.0, "tolerance", "Keeping away from 0 and 1", 't', "Algorithm").value();
|
||||
|
||||
// a pointer to choose among several possible types
|
||||
eoDistribUpdater<EOT> * ptUpdate;
|
||||
|
||||
if (UType == string("PBIL"))
|
||||
{
|
||||
if ( (nbWorst == 0) && (nbBest == 1) )
|
||||
ptUpdate = new eoPBILOrg<EOT>(LRBest, tolerance);
|
||||
else
|
||||
ptUpdate = new eoPBILAdditive<EOT>(LRBest, nbBest, tolerance, LRWorst, nbWorst);
|
||||
}
|
||||
else
|
||||
throw runtime_error("Only PBIL additive update rule available at the moment");
|
||||
|
||||
// done: don't forget to store the allocated pointers
|
||||
_state.storeFunctor(ptUpdate);
|
||||
return *ptUpdate;
|
||||
}
|
||||
|
||||
#endif
|
||||
Reference in a new issue