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move edo stuff, that was in the wriong place after the merge, in the edo directory

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Johann Dreo 2011-01-27 11:58:21 +01:00
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test/t-edoEstimatorNormalMulti.cpp
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/*
The Evolving Distribution Objects framework (EDO) is a template-based,
ANSI-C++ evolutionary computation library which helps you to write your
own estimation of distribution algorithms.
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 2.1 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., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
Copyright (C) 2010 Thales group
*/
/*
Authors:
Johann Dréo <johann.dreo@thalesgroup.com>
Caner Candan <caner.candan@thalesgroup.com>
*/
#include <sstream>
#include <iomanip>
#include <eo>
#include <mo>
#include <utils/eoLogger.h>
#include <utils/eoParserLogger.h>
#include <edo>
#include "Rosenbrock.h"
#include "Sphere.h"
typedef eoReal< eoMinimizingFitness > EOT;
typedef edoNormalMulti< EOT > Distrib;
typedef EOT::AtomType AtomType;
int main(int ac, char** av)
{
//-----------------------------------------------------
// (0) parser + eo routines
//-----------------------------------------------------
eoParserLogger parser(ac, av);
std::string section("Algorithm parameters");
unsigned int p_size = parser.createParam((unsigned int)100, "popSize", "Population Size", 'P', section).value(); // P
unsigned int s_size = parser.createParam((unsigned int)2, "dimension-size", "Dimension size", 'd', section).value(); // d
AtomType mean_value = parser.createParam((AtomType)0, "mean", "Mean value", 'm', section).value(); // m
AtomType covar1_value = parser.createParam((AtomType)1.0, "covar1", "Covar value 1", '1', section).value();
AtomType covar2_value = parser.createParam((AtomType)0.5, "covar2", "Covar value 2", '2', section).value();
AtomType covar3_value = parser.createParam((AtomType)1.0, "covar3", "Covar value 3", '3', section).value();
std::ostringstream ss;
ss << p_size << "_" << std::fixed << std::setprecision(1)
<< mean_value << "_" << covar1_value << "_" << covar2_value << "_"
<< covar3_value << "_gen";
std::string gen_filename = ss.str();
if (parser.userNeedsHelp())
{
parser.printHelp(std::cout);
exit(1);
}
make_verbose(parser);
make_help(parser);
assert(p_size > 0);
assert(s_size > 0);
eoState state;
//-----------------------------------------------------
//-----------------------------------------------------
// (1) Population init and sampler
//-----------------------------------------------------
eoRndGenerator< double >* gen = new eoUniformGenerator< double >(-5, 5);
state.storeFunctor(gen);
eoInitFixedLength< EOT >* init = new eoInitFixedLength< EOT >( s_size, *gen );
state.storeFunctor(init);
// create an empty pop and let the state handle the memory
// fill population thanks to eoInit instance
eoPop< EOT >& pop = state.takeOwnership( eoPop< EOT >( p_size, *init ) );
//-----------------------------------------------------
//-----------------------------------------------------------------------------
// (2) distribution initial parameters
//-----------------------------------------------------------------------------
ublas::vector< AtomType > mean( s_size );
for (unsigned int i = 0; i < s_size; ++i) { mean( i ) = mean_value; }
ublas::symmetric_matrix< AtomType, ublas::lower > varcovar( s_size, s_size );
varcovar( 0, 0 ) = covar1_value;
varcovar( 0, 1 ) = covar2_value;
varcovar( 1, 1 ) = covar3_value;
Distrib distrib( mean, varcovar );
//-----------------------------------------------------------------------------
//-----------------------------------------------------------------------------
// (3a) distribution output preparation
//-----------------------------------------------------------------------------
edoDummyContinue< Distrib >* distrib_dummy_continue = new edoDummyContinue< Distrib >();
state.storeFunctor(distrib_dummy_continue);
edoCheckPoint< Distrib >* distrib_continue = new edoCheckPoint< Distrib >( *distrib_dummy_continue );
state.storeFunctor(distrib_continue);
edoDistribStat< Distrib >* distrib_stat = new edoStatNormalMulti< EOT >();
state.storeFunctor(distrib_stat);
distrib_continue->add( *distrib_stat );
edoFileSnapshot* distrib_file_snapshot = new edoFileSnapshot( "TestResDistrib", 1, gen_filename );
state.storeFunctor(distrib_file_snapshot);
distrib_file_snapshot->add(*distrib_stat);
distrib_continue->add(*distrib_file_snapshot);
//-----------------------------------------------------------------------------
//-----------------------------------------------------------------------------
// (3b) distribution output
//-----------------------------------------------------------------------------
(*distrib_continue)( distrib );
//-----------------------------------------------------------------------------
//-----------------------------------------------------------------------------
// Prepare bounder class to set bounds of sampling.
// This is used by edoSampler.
//-----------------------------------------------------------------------------
edoBounder< EOT >* bounder = new edoBounderRng< EOT >(EOT(pop[0].size(), -5),
EOT(pop[0].size(), 5),
*gen);
state.storeFunctor(bounder);
//-----------------------------------------------------------------------------
//-----------------------------------------------------------------------------
// Prepare sampler class with a specific distribution
//-----------------------------------------------------------------------------
edoSampler< Distrib >* sampler = new edoSamplerNormalMulti< EOT >( *bounder );
state.storeFunctor(sampler);
//-----------------------------------------------------------------------------
//-----------------------------------------------------------------------------
// (4) sampling phase
//-----------------------------------------------------------------------------
pop.clear();
for (unsigned int i = 0; i < p_size; ++i)
{
EOT candidate_solution = (*sampler)( distrib );
pop.push_back( candidate_solution );
}
//-----------------------------------------------------------------------------
//-----------------------------------------------------------------------------
// (5) population output
//-----------------------------------------------------------------------------
eoContinue< EOT >* pop_cont = new eoGenContinue< EOT >( 2 ); // never reached fitness
state.storeFunctor(pop_cont);
eoCheckPoint< EOT >* pop_continue = new eoCheckPoint< EOT >( *pop_cont );
state.storeFunctor(pop_continue);
edoPopStat< EOT >* pop_stat = new edoPopStat<EOT>;
state.storeFunctor(pop_stat);
pop_continue->add(*pop_stat);
edoFileSnapshot* pop_file_snapshot = new edoFileSnapshot( "TestResPop", 1, gen_filename );
state.storeFunctor(pop_file_snapshot);
pop_file_snapshot->add(*pop_stat);
pop_continue->add(*pop_file_snapshot);
(*pop_continue)( pop );
//-----------------------------------------------------------------------------
//-----------------------------------------------------------------------------
// (6) estimation phase
//-----------------------------------------------------------------------------
edoEstimator< Distrib >* estimator = new edoEstimatorNormalMulti< EOT >();
state.storeFunctor(estimator);
distrib = (*estimator)( pop );
//-----------------------------------------------------------------------------
//-----------------------------------------------------------------------------
// (7) distribution output
//-----------------------------------------------------------------------------
(*distrib_continue)( distrib );
//-----------------------------------------------------------------------------
//-----------------------------------------------------------------------------
// (8) euclidianne distance estimation
//-----------------------------------------------------------------------------
ublas::vector< AtomType > new_mean = distrib.mean();
ublas::symmetric_matrix< AtomType, ublas::lower > new_varcovar = distrib.varcovar();
AtomType distance = 0;
for ( unsigned int d = 0; d < s_size; ++d )
{
distance += pow( mean[ d ] - new_mean[ d ], 2 );
}
distance = sqrt( distance );
eo::log << eo::logging
<< "mean: " << mean << std::endl
<< "new mean: " << new_mean << std::endl
<< "distance: " << distance << std::endl
;
//-----------------------------------------------------------------------------
return 0;
}