+ eda algo: same algo than eda-sa without sa, + plotting scripts and problem functions moved to application/common
This commit is contained in:
Caner Candan
parent
ba6770df43
commit
65191e2212
16 changed files with 595 additions and 14 deletions
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@ -83,6 +83,7 @@ ADD_SUBDIRECTORY(doc)
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######################################################################################
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######################################################################################
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### 7) Create executable, link libraries and prepare target
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######################################################################################
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@ -2,6 +2,12 @@
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### 1) Where do we go now ?!?
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######################################################################################
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INCLUDE_DIRECTORIES(
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${CMAKE_CURRENT_SOURCE_DIR}/common
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)
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ADD_SUBDIRECTORY(common)
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ADD_SUBDIRECTORY(eda_sa)
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ADD_SUBDIRECTORY(eda)
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######################################################################################
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14
application/common/CMakeLists.txt
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14
application/common/CMakeLists.txt
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@ -0,0 +1,14 @@
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PROJECT(common)
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SET(RESOURCES
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gplot.py
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ggobi.py
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)
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FOREACH(file ${RESOURCES})
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EXECUTE_PROCESS(
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COMMAND ${CMAKE_COMMAND} -E copy_if_different
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${CMAKE_CURRENT_SOURCE_DIR}/${file}
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${DO_BINARY_DIR}/${file}
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)
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ENDFOREACH(file)
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27
application/eda/CMakeLists.txt
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27
application/eda/CMakeLists.txt
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@ -0,0 +1,27 @@
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PROJECT(eda)
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FIND_PACKAGE(Boost 1.33.0)
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INCLUDE_DIRECTORIES(${CMAKE_CURRENT_SOURCE_DIR})
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INCLUDE_DIRECTORIES(${Boost_INCLUDE_DIRS})
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LINK_DIRECTORIES(${Boost_LIBRARY_DIRS})
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SET(RESOURCES
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${PROJECT_NAME}.param
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)
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FOREACH(file ${RESOURCES})
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EXECUTE_PROCESS(
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COMMAND ${CMAKE_COMMAND} -E copy_if_different
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${CMAKE_CURRENT_SOURCE_DIR}/${file}
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${DO_BINARY_DIR}/${file}
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)
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ENDFOREACH(file)
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FILE(GLOB SOURCES *.cpp)
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SET(EXECUTABLE_OUTPUT_PATH ${DO_BINARY_DIR})
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ADD_EXECUTABLE(${PROJECT_NAME} ${SOURCES})
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TARGET_LINK_LIBRARIES(${PROJECT_NAME} do doutils ${EO_LIBRARIES} ${MO_LIBRARIES} ${Boost_LIBRARIES})
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7
application/eda/eda.param
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7
application/eda/eda.param
Normal file
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@ -0,0 +1,7 @@
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--rho=0 # -p : <etropolis sample size
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--alpha=0 # -a : Temperature dicrease rate
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--threshold=0.1 # -t : Temperature threshold stopping criteria
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--sample-size=10 # -P : Sample size
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--dimension-size=10 # -d : Dimension size
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--temperature=100 # -T : Initial temperature
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#--verbose # Enable verbose mode
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267
application/eda/main.cpp
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267
application/eda/main.cpp
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@ -0,0 +1,267 @@
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#include <eo>
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#include <mo>
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#include <utils/eoLogger.h>
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#include <utils/eoParserLogger.h>
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#include <eoEvalFuncCounterBounder.h>
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#include <do/make_pop.h>
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#include <do/make_run.h>
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#include <do/make_continue.h>
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#include <do/make_checkpoint.h>
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#include <do>
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#include "Rosenbrock.h"
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#include "Sphere.h"
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typedef eoReal<eoMinimizingFitness> EOT;
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typedef doNormalMulti< EOT > Distrib;
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int main(int ac, char** av)
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{
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eoParserLogger parser(ac, av);
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// Letters used by the following declarations:
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// a d i p t
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std::string section("Algorithm parameters");
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// FIXME: default value to check
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//double initial_temperature = parser.createParam((double)10e5, "temperature", "Initial temperature", 'i', section).value(); // i
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eoState state;
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//-----------------------------------------------------------------------------
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// Instantiate all needed parameters for EDA algorithm
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//-----------------------------------------------------------------------------
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double selection_rate = parser.createParam((double)0.5, "selection_rate", "Selection Rate", 'R', section).value(); // R
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eoSelect< EOT >* selector = new eoDetSelect< EOT >( selection_rate );
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state.storeFunctor(selector);
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doEstimator< Distrib >* estimator = new doEstimatorNormalMulti< EOT >();
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state.storeFunctor(estimator);
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eoSelectOne< EOT >* selectone = new eoDetTournamentSelect< EOT >( 2 );
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state.storeFunctor(selectone);
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doModifierMass< Distrib >* modifier = new doNormalMultiCenter< EOT >();
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state.storeFunctor(modifier);
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eoEvalFunc< EOT >* plainEval = new Rosenbrock< EOT >();
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state.storeFunctor(plainEval);
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unsigned long max_eval = parser.getORcreateParam((unsigned long)0, "maxEval", "Maximum number of evaluations (0 = none)", 'E', "Stopping criterion").value(); // E
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eoEvalFuncCounterBounder< EOT > eval(*plainEval, max_eval);
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eoRndGenerator< double >* gen = new eoUniformGenerator< double >(-5, 5);
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state.storeFunctor(gen);
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unsigned int dimension_size = parser.createParam((unsigned int)10, "dimension-size", "Dimension size", 'd', section).value(); // d
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eoInitFixedLength< EOT >* init = new eoInitFixedLength< EOT >( dimension_size, *gen );
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state.storeFunctor(init);
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//-----------------------------------------------------------------------------
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//-----------------------------------------------------------------------------
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// (1) Population init and sampler
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//-----------------------------------------------------------------------------
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// Generation of population from do_make_pop (creates parameters, manages persistance and so on...)
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// ... and creates the parameters: L P r S
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// this first sampler creates a uniform distribution independently from our distribution (it does not use doUniform).
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eoPop< EOT >& pop = do_make_pop(parser, state, *init);
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//-----------------------------------------------------------------------------
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//-----------------------------------------------------------------------------
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// (2) First evaluation before starting the research algorithm
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//-----------------------------------------------------------------------------
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apply(eval, pop);
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//-----------------------------------------------------------------------------
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//-----------------------------------------------------------------------------
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// Prepare bounder class to set bounds of sampling.
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// This is used by doSampler.
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//-----------------------------------------------------------------------------
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doBounder< EOT >* bounder = new doBounderRng< EOT >(EOT(pop[0].size(), -5),
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EOT(pop[0].size(), 5),
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*gen);
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state.storeFunctor(bounder);
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//-----------------------------------------------------------------------------
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//-----------------------------------------------------------------------------
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// Prepare sampler class with a specific distribution
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//-----------------------------------------------------------------------------
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doSampler< Distrib >* sampler = new doSamplerNormalMulti< EOT >( *bounder );
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state.storeFunctor(sampler);
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//-----------------------------------------------------------------------------
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//-----------------------------------------------------------------------------
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// Metropolis sample parameters
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//-----------------------------------------------------------------------------
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//unsigned int popSize = parser.getORcreateParam((unsigned int)20, "popSize", "Population Size", 'P', "Evolution Engine").value();
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//moContinuator< moDummyNeighbor<EOT> >* sa_continue = new moIterContinuator< moDummyNeighbor<EOT> >( popSize );
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//state.storeFunctor(sa_continue);
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//-----------------------------------------------------------------------------
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//-----------------------------------------------------------------------------
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// SA parameters
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//-----------------------------------------------------------------------------
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//double threshold_temperature = parser.createParam((double)0.1, "threshold", "Minimal temperature at which stop", 't', section).value(); // t
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//double alpha = parser.createParam((double)0.1, "alpha", "Temperature decrease rate", 'a', section).value(); // a
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//moCoolingSchedule<EOT>* cooling_schedule = new moSimpleCoolingSchedule<EOT>(initial_temperature, alpha, 0, threshold_temperature);
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//state.storeFunctor(cooling_schedule);
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//-----------------------------------------------------------------------------
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//-----------------------------------------------------------------------------
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// stopping criteria
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// ... and creates the parameter letters: C E g G s T
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//-----------------------------------------------------------------------------
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eoContinue< EOT >& eo_continue = do_make_continue(parser, state, eval);
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//-----------------------------------------------------------------------------
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//-----------------------------------------------------------------------------
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// population output
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//-----------------------------------------------------------------------------
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eoCheckPoint< EOT >& pop_continue = do_make_checkpoint(parser, state, eval, eo_continue);
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doPopStat< EOT >* popStat = new doPopStat<EOT>;
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state.storeFunctor(popStat);
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pop_continue.add(*popStat);
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doFileSnapshot* fileSnapshot = new doFileSnapshot("EDA_ResPop");
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state.storeFunctor(fileSnapshot);
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fileSnapshot->add(*popStat);
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pop_continue.add(*fileSnapshot);
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//-----------------------------------------------------------------------------
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//-----------------------------------------------------------------------------
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// distribution output
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//-----------------------------------------------------------------------------
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doDummyContinue< Distrib >* dummy_continue = new doDummyContinue< Distrib >();
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state.storeFunctor(dummy_continue);
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doCheckPoint< Distrib >* distribution_continue = new doCheckPoint< Distrib >( *dummy_continue );
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state.storeFunctor(distribution_continue);
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doDistribStat< Distrib >* distrib_stat = new doStatNormalMulti< EOT >();
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state.storeFunctor(distrib_stat);
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distribution_continue->add( *distrib_stat );
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// eoMonitor* stdout_monitor = new eoStdoutMonitor();
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// state.storeFunctor(stdout_monitor);
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// stdout_monitor->add(*distrib_stat);
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// distribution_continue->add( *stdout_monitor );
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eoFileMonitor* file_monitor = new eoFileMonitor("eda_distribution_bounds.txt");
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state.storeFunctor(file_monitor);
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file_monitor->add(*distrib_stat);
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distribution_continue->add( *file_monitor );
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//-----------------------------------------------------------------------------
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//-----------------------------------------------------------------------------
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// eoEPRemplacement causes the using of the current and previous
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// sample for sampling.
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//-----------------------------------------------------------------------------
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eoReplacement< EOT >* replacor = new eoEPReplacement< EOT >(pop.size());
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// Below, use eoGenerationalReplacement to sample only on the current sample
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//eoReplacement< EOT >* replacor = new eoGenerationalReplacement< EOT >(); // FIXME: to define the size
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state.storeFunctor(replacor);
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//-----------------------------------------------------------------------------
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//-----------------------------------------------------------------------------
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// EDA algorithm configuration
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//-----------------------------------------------------------------------------
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doAlgo< Distrib >* algo = new doEDA< Distrib >
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(*selector, *estimator, *selectone, *modifier, *sampler,
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pop_continue, *distribution_continue,
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eval,
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//*sa_continue, *cooling_schedule, initial_temperature,
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*replacor);
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//-----------------------------------------------------------------------------
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// state.storeFunctor(algo);
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if (parser.userNeedsHelp())
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{
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parser.printHelp(std::cout);
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exit(1);
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}
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// Help + Verbose routines
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make_verbose(parser);
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make_help(parser);
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//-----------------------------------------------------------------------------
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// Beginning of the algorithm call
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//-----------------------------------------------------------------------------
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try
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{
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do_run(*algo, pop);
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}
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catch (eoEvalFuncCounterBounderException& e)
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{
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eo::log << eo::warnings << "warning: " << e.what() << std::endl;
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}
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catch (std::exception& e)
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{
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eo::log << eo::errors << "error: " << e.what() << std::endl;
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exit(EXIT_FAILURE);
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}
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//-----------------------------------------------------------------------------
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return 0;
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}
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@ -8,9 +8,7 @@ INCLUDE_DIRECTORIES(${Boost_INCLUDE_DIRS})
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LINK_DIRECTORIES(${Boost_LIBRARY_DIRS})
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SET(RESOURCES
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eda_sa.param
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gplot.py
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ggobi.py
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${PROJECT_NAME}.param
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)
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FOREACH(file ${RESOURCES})
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@ -163,7 +163,7 @@ int main(int ac, char** av)
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state.storeFunctor(popStat);
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pop_continue.add(*popStat);
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doFileSnapshot* fileSnapshot = new doFileSnapshot("ResPop");
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doFileSnapshot* fileSnapshot = new doFileSnapshot("EDASA_ResPop");
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state.storeFunctor(fileSnapshot);
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fileSnapshot->add(*popStat);
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pop_continue.add(*fileSnapshot);
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@ -191,7 +191,7 @@ int main(int ac, char** av)
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// stdout_monitor->add(*distrib_stat);
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// distribution_continue->add( *stdout_monitor );
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eoFileMonitor* file_monitor = new eoFileMonitor("distribution_bounds.txt");
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eoFileMonitor* file_monitor = new eoFileMonitor("eda_sa_distribution_bounds.txt");
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state.storeFunctor(file_monitor);
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file_monitor->add(*distrib_stat);
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distribution_continue->add( *file_monitor );
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1
src/do
1
src/do
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@ -10,6 +10,7 @@
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#include "doAlgo.h"
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#include "doEDASA.h"
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#include "doEDA.h"
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#include "doDistrib.h"
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#include "doUniform.h"
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252
src/doEDA.h
Normal file
252
src/doEDA.h
Normal file
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// (c) Thales group, 2010
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/*
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Authors:
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Johann Dreo <johann.dreo@thalesgroup.com>
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Caner Candan <caner.candan@thalesgroup.com>
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*/
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#ifndef _doEDA_h
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#define _doEDA_h
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#include <eo>
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#include <mo>
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#include <utils/eoRNG.h>
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#include "doAlgo.h"
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#include "doEstimator.h"
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#include "doModifierMass.h"
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#include "doSampler.h"
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#include "doContinue.h"
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template < typename D >
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class doEDA : public doAlgo< D >
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{
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public:
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//! Alias for the type EOT
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typedef typename D::EOType EOT;
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//! Alias for the atom type
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typedef typename EOT::AtomType AtomType;
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//! Alias for the fitness
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typedef typename EOT::Fitness Fitness;
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public:
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//! doEDA constructor
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/*!
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All the boxes used by a EDASA need to be given.
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\param selector Population Selector
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\param estimator Distribution Estimator
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\param selectone SelectOne
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\param modifier Distribution Modifier
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\param sampler Distribution Sampler
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\param pop_continue Population Continuator
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\param distribution_continue Distribution Continuator
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\param evaluation Evaluation function.
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\param sa_continue Stopping criterion.
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\param cooling_schedule Cooling schedule, describes how the temperature is modified.
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\param initial_temperature The initial temperature.
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\param replacor Population replacor
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*/
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doEDA (eoSelect< EOT > & selector,
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doEstimator< D > & estimator,
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eoSelectOne< EOT > & selectone,
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doModifierMass< D > & modifier,
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doSampler< D > & sampler,
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eoContinue< EOT > & pop_continue,
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doContinue< D > & distribution_continue,
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eoEvalFunc < EOT > & evaluation,
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//moContinuator< moDummyNeighbor<EOT> > & sa_continue,
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//moCoolingSchedule<EOT> & cooling_schedule,
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//double initial_temperature,
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eoReplacement< EOT > & replacor
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)
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: _selector(selector),
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_estimator(estimator),
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_selectone(selectone),
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_modifier(modifier),
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_sampler(sampler),
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_pop_continue(pop_continue),
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_distribution_continue(distribution_continue),
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_evaluation(evaluation),
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//_sa_continue(sa_continue),
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//_cooling_schedule(cooling_schedule),
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//_initial_temperature(initial_temperature),
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_replacor(replacor)
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{}
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//! function that launches the EDASA algorithm.
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/*!
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As a moTS or a moHC, the EDASA can be used for HYBRIDATION in an evolutionary algorithm.
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\param pop A population to improve.
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\return TRUE.
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*/
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void operator ()(eoPop< EOT > & pop)
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{
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assert(pop.size() > 0);
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//double temperature = _initial_temperature;
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eoPop< EOT > current_pop;
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eoPop< EOT > selected_pop;
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//-------------------------------------------------------------
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// Estimating a first time the distribution parameter thanks
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// to population.
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//-------------------------------------------------------------
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D distrib = _estimator(pop);
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double size = distrib.size();
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assert(size > 0);
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//-------------------------------------------------------------
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do
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{
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//-------------------------------------------------------------
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// (3) Selection of the best points in the population
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//-------------------------------------------------------------
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selected_pop.clear();
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_selector(pop, selected_pop);
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assert( selected_pop.size() > 0 );
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//-------------------------------------------------------------
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//-------------------------------------------------------------
|
||||
// (4) Estimation of the distribution parameters
|
||||
//-------------------------------------------------------------
|
||||
|
||||
distrib = _estimator(selected_pop);
|
||||
|
||||
//-------------------------------------------------------------
|
||||
|
||||
|
||||
// TODO: utiliser selected_pop ou pop ???
|
||||
|
||||
assert(selected_pop.size() > 0);
|
||||
|
||||
|
||||
//-------------------------------------------------------------
|
||||
// Init of a variable contening a point with the bestest fitnesses
|
||||
//-------------------------------------------------------------
|
||||
|
||||
EOT current_solution = _selectone(selected_pop);
|
||||
|
||||
//-------------------------------------------------------------
|
||||
|
||||
|
||||
//-------------------------------------------------------------
|
||||
// Fit the current solution with the distribution parameters (bounds)
|
||||
//-------------------------------------------------------------
|
||||
|
||||
// FIXME: si besoin de modifier la dispersion de la distribution
|
||||
// _modifier_dispersion(distribution, selected_pop);
|
||||
_modifier(distrib, current_solution);
|
||||
|
||||
//-------------------------------------------------------------
|
||||
|
||||
|
||||
//-------------------------------------------------------------
|
||||
// Evaluating a first time the current solution
|
||||
//-------------------------------------------------------------
|
||||
|
||||
_evaluation( current_solution );
|
||||
|
||||
//-------------------------------------------------------------
|
||||
|
||||
|
||||
//-------------------------------------------------------------
|
||||
// Building of the sampler in current_pop
|
||||
//-------------------------------------------------------------
|
||||
|
||||
//_sa_continue.init( current_solution );
|
||||
|
||||
current_pop.clear();
|
||||
|
||||
for ( unsigned int i = 0; i < pop.size(); ++i )
|
||||
//do
|
||||
{
|
||||
EOT candidate_solution = _sampler(distrib);
|
||||
_evaluation( candidate_solution );
|
||||
|
||||
// TODO: verifier le critere d'acceptation
|
||||
if ( candidate_solution.fitness() < current_solution.fitness()
|
||||
// || rng.uniform() < exp( ::fabs(candidate_solution.fitness() - current_solution.fitness()) / temperature )
|
||||
)
|
||||
{
|
||||
current_pop.push_back(candidate_solution);
|
||||
current_solution = candidate_solution;
|
||||
}
|
||||
}
|
||||
//while ( _sa_continue( current_solution) );
|
||||
|
||||
//-------------------------------------------------------------
|
||||
|
||||
|
||||
_replacor(pop, current_pop); // copy current_pop in pop
|
||||
|
||||
pop.sort();
|
||||
|
||||
//if ( ! _cooling_schedule( temperature ) ){ eo::log << eo::debug << "_cooling_schedule" << std::endl; break; }
|
||||
|
||||
if ( ! _distribution_continue( distrib ) ){ eo::log << eo::debug << "_distribution_continue" << std::endl; break; }
|
||||
|
||||
if ( ! _pop_continue( pop ) ){ eo::log << eo::debug << "_pop_continue" << std::endl; break; }
|
||||
|
||||
}
|
||||
while ( 1 );
|
||||
}
|
||||
|
||||
private:
|
||||
|
||||
//! A EOT selector
|
||||
eoSelect < EOT > & _selector;
|
||||
|
||||
//! A EOT estimator. It is going to estimate distribution parameters.
|
||||
doEstimator< D > & _estimator;
|
||||
|
||||
//! SelectOne
|
||||
eoSelectOne< EOT > & _selectone;
|
||||
|
||||
//! A D modifier
|
||||
doModifierMass< D > & _modifier;
|
||||
|
||||
//! A D sampler
|
||||
doSampler< D > & _sampler;
|
||||
|
||||
//! A EOT population continuator
|
||||
eoContinue < EOT > & _pop_continue;
|
||||
|
||||
//! A D continuator
|
||||
doContinue < D > & _distribution_continue;
|
||||
|
||||
//! A full evaluation function.
|
||||
eoEvalFunc < EOT > & _evaluation;
|
||||
|
||||
//! Stopping criterion before temperature update
|
||||
//moContinuator< moDummyNeighbor<EOT> > & _sa_continue;
|
||||
|
||||
//! The cooling schedule
|
||||
//moCoolingSchedule<EOT> & _cooling_schedule;
|
||||
|
||||
//! Initial temperature
|
||||
//double _initial_temperature;
|
||||
|
||||
//! A EOT replacor
|
||||
eoReplacement < EOT > & _replacor;
|
||||
};
|
||||
|
||||
#endif // !_doEDA_h
|
||||
|
|
@ -159,6 +159,15 @@ public:
|
|||
//-------------------------------------------------------------
|
||||
|
||||
|
||||
//-------------------------------------------------------------
|
||||
// Evaluating a first time the current solution
|
||||
//-------------------------------------------------------------
|
||||
|
||||
_evaluation( current_solution );
|
||||
|
||||
//-------------------------------------------------------------
|
||||
|
||||
|
||||
//-------------------------------------------------------------
|
||||
// Building of the sampler in current_pop
|
||||
//-------------------------------------------------------------
|
||||
|
|
@ -170,21 +179,20 @@ public:
|
|||
do
|
||||
{
|
||||
EOT candidate_solution = _sampler(distrib);
|
||||
|
||||
EOT& e1 = candidate_solution;
|
||||
_evaluation( e1 );
|
||||
EOT& e2 = current_solution;
|
||||
_evaluation( e2 );
|
||||
_evaluation( candidate_solution );
|
||||
|
||||
// TODO: verifier le critere d'acceptation
|
||||
if ( e1.fitness() < e2.fitness() ||
|
||||
rng.uniform() < exp( ::fabs(e1.fitness() - e2.fitness()) / temperature ) )
|
||||
if ( candidate_solution.fitness() < current_solution.fitness() ||
|
||||
rng.uniform() < exp( ::fabs(candidate_solution.fitness() - current_solution.fitness()) / temperature ) )
|
||||
{
|
||||
current_pop.push_back(candidate_solution);
|
||||
current_solution = candidate_solution;
|
||||
}
|
||||
}
|
||||
while ( _sa_continue( current_solution) );
|
||||
while ( _sa_continue( current_solution ) );
|
||||
|
||||
//-------------------------------------------------------------
|
||||
|
||||
|
||||
_replacor(pop, current_pop); // copy current_pop in pop
|
||||
|
||||
|
|
|
|||
|
|
@ -30,7 +30,7 @@ INCLUDE_DIRECTORIES(${CMAKE_CURRENT_SOURCE_DIR})
|
|||
INCLUDE_DIRECTORIES(${Boost_INCLUDE_DIRS})
|
||||
LINK_DIRECTORIES(${Boost_LIBRARY_DIRS})
|
||||
|
||||
INCLUDE_DIRECTORIES(${CMAKE_SOURCE_DIR}/application/eda_sa)
|
||||
INCLUDE_DIRECTORIES(${CMAKE_SOURCE_DIR}/application/common)
|
||||
|
||||
SET(SOURCES
|
||||
t-doEstimatorNormalMulti
|
||||
|
|
|
|||
Reference in a new issue