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kuepper 2005-09-27 22:06:08 +00:00
commit 3735dbaac4
1 changed files with 148 additions and 171 deletions
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161
eo/src/es/eoEsMutate.h
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@ -1,4 +1,4 @@
// -*- mode: c++; c-indent-level: 4; c++-member-init-indent: 8; comment-column: 35; -*- // -*- mode: c++; c-indent-level: 4; c++-member-init-indent: 8; comment-column: 35; fill-column: 80; -*-
//----------------------------------------------------------------------------- //-----------------------------------------------------------------------------
// eoESMute.h : ES mutation // eoESMute.h : ES mutation
@ -29,97 +29,95 @@
#ifndef _EOESMUTATE_H #ifndef _EOESMUTATE_H
#define _EOESMUTATE_H #define _EOESMUTATE_H
#include <utils/eoRNG.h> #include <cmath>
#include <eoInit.h> #include <eoInit.h>
#include <cmath> // for exp #include <eoOp.h>
#include <es/eoEsMutationInit.h> #include <es/eoEsMutationInit.h>
#include <es/eoEsSimple.h> #include <es/eoEsSimple.h>
#include <es/eoEsStdev.h> #include <es/eoEsStdev.h>
#include <es/eoEsFull.h> #include <es/eoEsFull.h>
#include <utils/eoRealBounds.h> #include <utils/eoRealBounds.h>
#include <utils/eoRNG.h>
#include <eoOp.h>
#ifndef M_PI #ifndef M_PI
#define M_PI 3.1415926535897932384626433832795 #define M_PI 3.1415926535897932384626433832795
#endif #endif
/** /** @ingroup EvolutionStrategies
\ingroup EvolutionStrategies @brief ES-style mutation in the large
ES-style mutation in the large: Obviously, valid only for eoES* Obviously, valid only for eoES*. It is currently valid for three types
of ES chromosomes:
- eoEsSimple: only 1 std deviation
- eoEsStdev: as many standard deviations as object variables
- eoEsFull: The whole guacemole: correlations, stdevs and object variables
It is currently valid for three types of ES chromosomes: Each of these three variant has it's own operator() in eoEsMutate and
intialization is also split into three cases (that share some
eoEsSimple: only 1 std deviation commonalities)
eoEsStdev: as many standard deviations as object variables
eoEsFull: The whole guacemole: correlations, stdevs and object variables
Each of these three variant has it's own operator() in eoEsMutate and intialization
is also split into three cases (that share some commonalities)
*/ */
template <class EOT> template <class EOT>
class eoEsMutate: public eoMonOp< EOT > { class eoEsMutate : public eoMonOp< EOT >
{
public: public:
/** Fitness-type */
typedef typename EOT::Fitness FitT; typedef typename EOT::Fitness FitT;
/** Initialization /** Initialization.
parameters:
@param _init proxy class for initializating the three parameters eoEsMutate needs @param _init Proxy class for initializating the three parameters
@param _bounds the bounds for the objective variables eoEsMutate needs
@param _bounds Bounds for the objective variables
*/ */
eoEsMutate(eoEsMutationInit& _init, eoRealVectorBounds& _bounds) : bounds(_bounds) eoEsMutate(eoEsMutationInit& _init, eoRealVectorBounds& _bounds) : bounds(_bounds)
{ {
init(EOT(), _init); // initialize on actual type used init(EOT(), _init); // initialize on actual type used
} }
/// needed virtual dtor /** @brief Virtual Destructor */
virtual ~eoEsMutate() {}; virtual ~eoEsMutate() {};
/** Inherited from eoObject
@see eoObject /** Classname.
Inherited from eoObject @see eoObject
@return Name of class.
*/ */
virtual std::string className() const {return "eoESMutate";}; virtual std::string className() const {return "eoESMutate";};
/**
Mutate eoEsSimple /** Mutate eoEsSimple */
*/
virtual bool operator()( eoEsSimple<FitT>& _eo) virtual bool operator()( eoEsSimple<FitT>& _eo)
{ {
_eo.stdev *= exp(TauLcl * rng.normal()); _eo.stdev *= exp(TauLcl * rng.normal());
if (_eo.stdev < stdev_eps) if (_eo.stdev < stdev_eps)
_eo.stdev = stdev_eps; _eo.stdev = stdev_eps;
// now apply to all // now apply to all
for (unsigned i = 0; i < _eo.size(); ++i) for (unsigned i = 0; i < _eo.size(); ++i)
{ {
_eo[i] += _eo.stdev * rng.normal(); _eo[i] += _eo.stdev * rng.normal();
} }
bounds.foldsInBounds(_eo); bounds.foldsInBounds(_eo);
return true; return true;
} }
/// mutations - standard and correlated
// =========
/*
* Standard mutation of object variables and standard
* deviations in ESs.
* If there are fewer different standard deviations available
* than the dimension of the objective function requires, the
* last standard deviation is responsible for ALL remaining
* object variables.
* Schwefel 1977: Numerische Optimierung von Computer-Modellen
* mittels der Evolutionsstrategie, pp. 165 ff.
*/
/** Standard mutation in ESs
Standard mutation of object variables and standard deviations in ESs.
If there are fewer different standard deviations available than the
dimension of the objective function requires, the last standard deviation is
responsible for ALL remaining object variables.
@param _eo Individual to mutate.
@see Schwefel 1977: Numerische Optimierung von Computer-Modellen mittels der
Evolutionsstrategie, pp. 165 ff.
*/
virtual bool operator()( eoEsStdev<FitT>& _eo ) virtual bool operator()( eoEsStdev<FitT>& _eo )
{ {
double global = TauGlb * rng.normal(); double global = TauGlb * rng.normal();
@ -127,55 +125,38 @@ public:
{ {
double stdev = _eo.stdevs[i]; double stdev = _eo.stdevs[i];
stdev *= exp( global + TauLcl * rng.normal() ); stdev *= exp( global + TauLcl * rng.normal() );
if (stdev < stdev_eps) if (stdev < stdev_eps)
stdev = stdev_eps; stdev = stdev_eps;
_eo.stdevs[i] = stdev; _eo.stdevs[i] = stdev;
_eo[i] += stdev * rng.normal(); _eo[i] += stdev * rng.normal();
} }
bounds.foldsInBounds(_eo); bounds.foldsInBounds(_eo);
return true; return true;
} }
/*
* Correlated mutations in ESs, according to the following /** Correlated mutations in ESs
* sources:
* H.-P. Schwefel: Internal Report of KFA Juelich, KFA-STE-IB-3/80 Correlated mutations in ESs, according to the following sources:
* p. 43, 1980 - H.-P. Schwefel: Internal Report of KFA Juelich, KFA-STE-IB-3/80, p. 43, 1980
* G. Rudolph: Globale Optimierung mit parallelen Evolutions- - G. Rudolph: Globale Optimierung mit parallelen Evolutionsstrategien,
* strategien, Diploma Thesis, University of Dortmund, 1990 Diploma Thesis, University of Dortmund, 1990
- Code from Thomas Baeck
*/ */
// Code from Thomas Baeck
virtual bool operator()( eoEsFull<FitT> & _eo ) virtual bool operator()( eoEsFull<FitT> & _eo )
{ {
// First: mutate standard deviations (as above).
/*
* First: mutate standard deviations (as above).
*/
double global = TauGlb * rng.normal(); double global = TauGlb * rng.normal();
unsigned i; unsigned i;
for (i = 0; i < _eo.size(); i++) for (i = 0; i < _eo.size(); i++)
{ {
double stdev = _eo.stdevs[i]; double stdev = _eo.stdevs[i];
stdev *= exp( global + TauLcl*rng.normal() ); stdev *= exp( global + TauLcl*rng.normal() );
if (stdev < stdev_eps) if (stdev < stdev_eps)
stdev = stdev_eps; stdev = stdev_eps;
_eo.stdevs[i] = stdev; _eo.stdevs[i] = stdev;
} }
// Mutate rotation angles.
/*
* Mutate rotation angles.
*/
for (i = 0; i < _eo.correlations.size(); i++) for (i = 0; i < _eo.correlations.size(); i++)
{ {
_eo.correlations[i] += TauBeta * rng.normal(); _eo.correlations[i] += TauBeta * rng.normal();
@ -184,24 +165,17 @@ public:
_eo.correlations[i] -= M_PI * (int) (_eo.correlations[i]/M_PI) ; _eo.correlations[i] -= M_PI * (int) (_eo.correlations[i]/M_PI) ;
} }
} }
// Perform correlated mutations.
/*
* Perform correlated mutations.
*/
unsigned k, n1, n2; unsigned k, n1, n2;
double d1,d2, S, C; double d1,d2, S, C;
std::vector<double> VarStp(_eo.size()); std::vector<double> VarStp(_eo.size());
for (i = 0; i < _eo.size(); i++) for (i = 0; i < _eo.size(); i++)
VarStp[i] = _eo.stdevs[i] * rng.normal(); VarStp[i] = _eo.stdevs[i] * rng.normal();
unsigned nq = _eo.correlations.size() - 1; unsigned nq = _eo.correlations.size() - 1;
for (k = 0; k < _eo.size()-1; k++) for (k = 0; k < _eo.size()-1; k++)
{ {
n1 = _eo.size() - k - 1; n1 = _eo.size() - k - 1;
n2 = _eo.size() - 1; n2 = _eo.size() - 1;
for (i = 0; i < k; i++) for (i = 0; i < k; i++)
{ {
d1 = VarStp[n1]; d1 = VarStp[n1];
@ -214,15 +188,13 @@ public:
nq--; nq--;
} }
} }
for (i = 0; i < _eo.size(); i++) for (i = 0; i < _eo.size(); i++)
_eo[i] += VarStp[i]; _eo[i] += VarStp[i];
bounds.foldsInBounds(_eo); bounds.foldsInBounds(_eo);
return true; return true;
} }
private : private :
void init(eoEsSimple<FitT>, eoEsMutationInit& _init) void init(eoEsSimple<FitT>, eoEsMutationInit& _init)
@ -236,13 +208,11 @@ public:
void init(eoEsStdev<FitT>, eoEsMutationInit& _init) void init(eoEsStdev<FitT>, eoEsMutationInit& _init)
{ {
unsigned size = bounds.size(); unsigned size = bounds.size();
TauLcl = _init.TauLcl(); TauLcl = _init.TauLcl();
TauGlb = _init.TauGlb(); TauGlb = _init.TauGlb();
// renormalization // renormalization
TauLcl /= sqrt( 2.0 * sqrt( (double)size ) ); TauLcl /= sqrt( 2.0 * sqrt(double(size)) );
TauGlb /= sqrt( 2.0 * ( (double) size ) ); TauGlb /= sqrt( 2.0 * double(size) );
std::cout << "Init<eoStDev>: tau local " << TauLcl << " et global " << TauGlb << std::endl; std::cout << "Init<eoStDev>: tau local " << TauLcl << " et global " << TauGlb << std::endl;
} }
@ -253,17 +223,24 @@ public:
std::cout << "Init<eoEsFull>: tau local " << TauLcl << " et global " << TauGlb << std::endl; std::cout << "Init<eoEsFull>: tau local " << TauLcl << " et global " << TauGlb << std::endl;
} }
// the data
//=========
double TauLcl; /* Local factor for mutation of std deviations */
double TauGlb; /* Global factor for mutation of std deviations */
double TauBeta; /* Factor for mutation of correlation parameters */
/** Local factor for mutation of std deviations */
double TauLcl;
/** Global factor for mutation of std deviations */
double TauGlb;
/** Factor for mutation of correlation parameters */
double TauBeta;
/** Bounds of parameters */
eoRealVectorBounds& bounds; eoRealVectorBounds& bounds;
/** Minimum stdev */
static const double stdev_eps; static const double stdev_eps;
}; };
template <class EOT> template <class EOT>
const double eoEsMutate<EOT>::stdev_eps = 1.0e-40; const double eoEsMutate<EOT>::stdev_eps = 1.0e-40;