// -*- mode: c++; c-indent-level: 4; c++-member-init-indent: 8; comment-column: 35; fill-column: 80; -*- //----------------------------------------------------------------------------- // eoESMute.h : ES mutation // (c) Maarten Keijzer 2000 & GeNeura Team, 1998 for the EO part // Th. Baeck 1994 and EEAAX 1999 for the ES part /* 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: todos@geneura.ugr.es, http://geneura.ugr.es marc.schoenauer@polytechnique.fr http://eeaax.cmap.polytchnique.fr/ */ //----------------------------------------------------------------------------- #ifndef _EOESMUTATE_H #define _EOESMUTATE_H #include #include #include #include #include #include #include #include #include #ifndef M_PI #define M_PI 3.1415926535897932384626433832795 #endif /** @ingroup EvolutionStrategies @brief ES-style mutation in the large 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 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 eoEsMutate : public eoMonOp< EOT > { public: /** Fitness-type */ typedef typename EOT::Fitness FitT; /** Initialization. @param _init Proxy class for initializating the three parameters eoEsMutate needs @param _bounds Bounds for the objective variables */ eoEsMutate(eoEsMutationInit& _init, eoRealVectorBounds& _bounds) : bounds(_bounds) { init(EOT(), _init); // initialize on actual type used } /** @brief Virtual Destructor */ virtual ~eoEsMutate() {}; /** Classname. Inherited from eoObject @see eoObject @return Name of class. */ virtual std::string className() const {return "eoESMutate";}; /** Mutate eoEsSimple */ virtual bool operator()( eoEsSimple& _eo) { _eo.stdev *= exp(TauLcl * rng.normal()); if (_eo.stdev < stdev_eps) _eo.stdev = stdev_eps; // now apply to all for (unsigned i = 0; i < _eo.size(); ++i) { _eo[i] += _eo.stdev * rng.normal(); } bounds.foldsInBounds(_eo); return true; } /** 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& _eo ) { double global = TauGlb * rng.normal(); for (unsigned i = 0; i < _eo.size(); i++) { double stdev = _eo.stdevs[i]; stdev *= exp( global + TauLcl * rng.normal() ); if (stdev < stdev_eps) stdev = stdev_eps; _eo.stdevs[i] = stdev; _eo[i] += stdev * rng.normal(); } bounds.foldsInBounds(_eo); return true; } /** Correlated mutations in ESs Correlated mutations in ESs, according to the following sources: - H.-P. Schwefel: Internal Report of KFA Juelich, KFA-STE-IB-3/80, p. 43, 1980 - G. Rudolph: Globale Optimierung mit parallelen Evolutionsstrategien, Diploma Thesis, University of Dortmund, 1990 - Code from Thomas Baeck */ virtual bool operator()( eoEsFull & _eo ) { // First: mutate standard deviations (as above). double global = TauGlb * rng.normal(); unsigned i; for (i = 0; i < _eo.size(); i++) { double stdev = _eo.stdevs[i]; stdev *= exp( global + TauLcl*rng.normal() ); if (stdev < stdev_eps) stdev = stdev_eps; _eo.stdevs[i] = stdev; } // Mutate rotation angles. for (i = 0; i < _eo.correlations.size(); i++) { _eo.correlations[i] += TauBeta * rng.normal(); if ( fabs(_eo.correlations[i]) > M_PI ) { _eo.correlations[i] -= M_PI * (int) (_eo.correlations[i]/M_PI) ; } } // Perform correlated mutations. unsigned k, n1, n2; double d1,d2, S, C; std::vector VarStp(_eo.size()); for (i = 0; i < _eo.size(); i++) VarStp[i] = _eo.stdevs[i] * rng.normal(); unsigned nq = _eo.correlations.size() - 1; for (k = 0; k < _eo.size()-1; k++) { n1 = _eo.size() - k - 1; n2 = _eo.size() - 1; for (i = 0; i < k; i++) { d1 = VarStp[n1]; d2 = VarStp[n2]; S = sin( _eo.correlations[nq] ); C = cos( _eo.correlations[nq] ); VarStp[n2] = d1 * S + d2 * C; VarStp[n1] = d1 * C - d2 * S; n2--; nq--; } } for (i = 0; i < _eo.size(); i++) _eo[i] += VarStp[i]; bounds.foldsInBounds(_eo); return true; } private : void init(eoEsSimple, eoEsMutationInit& _init) { unsigned size = bounds.size(); TauLcl = _init.TauLcl(); TauLcl /= sqrt(2*(double) size); std::cout << "Init: tau local " << TauLcl << std::endl; } void init(eoEsStdev, eoEsMutationInit& _init) { unsigned size = bounds.size(); TauLcl = _init.TauLcl(); TauGlb = _init.TauGlb(); // renormalization TauLcl /= sqrt( 2.0 * sqrt(double(size)) ); TauGlb /= sqrt( 2.0 * double(size) ); std::cout << "Init: tau local " << TauLcl << " et global " << TauGlb << std::endl; } void init(eoEsFull, eoEsMutationInit& _init) { init(eoEsStdev(), _init); TauBeta = _init.TauBeta(); std::cout << "Init: tau local " << TauLcl << " et global " << TauGlb << std::endl; } /** 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; /** Minimum stdev */ static const double stdev_eps; }; template const double eoEsMutate::stdev_eps = 1.0e-40; #endif