Added CMA

eo/src/es/eoCMABreed.h

@@ -0,0 +1,76 @@
+// -*- mode: c++; c-indent-level: 4; c++-member-init-indent: 8; comment-column: 35; fill-column: 80; -*-
+
+//-----------------------------------------------------------------------------
+// eoCMABreed
+// (c) Maarten Keijzer 2005
+/*
+    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
+
+ */
+//-----------------------------------------------------------------------------
+
+
+#ifndef _EOCMABREED_H
+#define _EOCMABREED_H
+
+#include <eoBreed.h>
+#include <eoVector.h>
+#include <es/CMAState.h>
+
+#include <algorithm>
+
+/// TODO, handle bounds
+template <class FitT>
+class eoCMABreed : public eoBreed< eoVector<FitT, double> > {
+    
+    eo::CMAState& state;
+    unsigned lambda;
+    
+    typedef eoVector<FitT, double> EOT;
+    
+    public:
+    eoCMABreed(eo::CMAState& state_, unsigned lambda_) : state(state_), lambda(lambda_) {}
+    
+    void operator()(const eoPop<EOT>& parents, eoPop<EOT>& offspring) {
+	
+	// two temporary arrays of pointers to store the sorted population
+	std::vector<const EOT*> sorted(parents.size());
+	std::vector<const std::vector<double>* > mu(parents.size());
+	
+	parents.sort(sorted);
+	for (unsigned i = 0; i < sorted.size(); ++i) {
+	    mu[i] = static_cast< const std::vector<double>* >( sorted[i] );
+	}
+	
+	// learn
+	
+	state.reestimate(mu, sorted[0]->fitness(), sorted.back()->fitness());
+	
+	if (!state.updateEigenSystem(10)) {
+	    std::cerr << "No good eigensystem found" << std::endl;
+	}
+	
+	// generate
+	offspring.resize(lambda);
+
+	for (unsigned i = 0; i < lambda; ++i) {
+	    state.sample( static_cast< std::vector<double>& >( offspring[i] ));
+	}
+	
+    }
+};
+
+
+#endif