506 lines
14 KiB
C++
506 lines
14 KiB
C++
// -*- mode: c++; c-indent-level: 4; c++-member-init-indent: 8; comment-column: 35; -*-
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//-----------------------------------------------------------------------------
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// eoStat.h
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// (c) Marc Schoenauer, Maarten Keijzer and GeNeura Team, 2000
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// (c) 2010 Thales group
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/*
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This library is free software; you can redistribute it and/or
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modify it under the terms of the GNU Lesser General Public
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License as published by the Free Software Foundation; either
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version 2 of the License, or (at your option) any later version.
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This library is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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Lesser General Public License for more details.
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You should have received a copy of the GNU Lesser General Public
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License along with this library; if not, write to the Free Software
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Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
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Contact: http://eodev.sourceforge.net
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Authors:
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todos@geneura.ugr.es, http://geneura.ugr.es
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Marc.Schoenauer@polytechnique.fr
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mkeijzer@dhi.dk
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Johann Dréo <johann.dreo@thalesgroup.com>
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*/
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//-----------------------------------------------------------------------------
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#ifndef _eoStat_h
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#define _eoStat_h
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#include <numeric> // accumulate
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#include <eoFunctor.h>
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#include <utils/eoParam.h>
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#include <eoPop.h>
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#include <eoParetoFitness.h>
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#include <utils/eoMonitor.h>
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#include <utils/eoCheckPoint.h>
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/** @defgroup Stats Statistics computation
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*
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* Compute various statistics on a population.
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*
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* Objects of those classes are generally called by an eoCheckPoint
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* to compute statistics about the population at a given generation.
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* As they inherit from eoValueParam, they can be printed drectly,
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* for instance by an eoMonitor.
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*
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* @see eoCheckPoint
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* @see eoMonitor
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*
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* @ingroup Utilities
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* @{
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*/
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/**
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Base class for all statistics that need to be calculated
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over the (unsorted) population
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(I guess it is not really necessary? MS.
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Depstd::ends, there might be reasons to have a stat that is not an eoValueParam,
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but maybe I'm just kidding myself, MK)
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*/
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template <class EOT>
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class eoStatBase : public eoUF<const eoPop<EOT>&, void>
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{
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public:
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virtual void lastCall(const eoPop<EOT>&) {}
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virtual std::string className(void) const { return "eoStatBase"; }
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};
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template <class EOT> class eoCheckPoint;
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/**
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The actual class that will be used as base for all statistics
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that need to be calculated over the (unsorted) population
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It is an eoStatBase AND an eoValueParam so it can be used in Monitors.
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*/
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template <class EOT, class T>
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class eoStat : public eoValueParam<T>, public eoStatBase<EOT>
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{
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public:
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eoStat(T _value, std::string _description)
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: eoValueParam<T>(_value, _description)
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{}
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virtual std::string className(void) const
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{ return "eoStat"; }
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eoStat<EOT, T>& addTo(eoCheckPoint<EOT>& cp) { cp.add(*this); return *this; }
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eoStat<EOT, T>& addTo(eoMonitor& mon) { mon.add(*this); return *this; }
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};
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/**
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Base class for statistics calculated over a sorted snapshot of the population
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*/
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template <class EOT>
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class eoSortedStatBase : public eoUF<const std::vector<const EOT*>&, void>
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{
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public:
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virtual void lastCall(const std::vector<const EOT*>&) {}
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virtual std::string className(void) const { return "eoSortedStatBase"; }
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};
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/**
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The actual class that will be used as base for all statistics
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that need to be calculated over the sorted population
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It's an eoSortedStatBase AND an eoValueParam so it can be used in Monitors.
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*/
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template <class EOT, class ParamType>
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class eoSortedStat : public eoSortedStatBase<EOT>, public eoValueParam<ParamType>
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{
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public :
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eoSortedStat(ParamType _value, std::string _desc) : eoValueParam<ParamType>(_value, _desc) {}
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virtual std::string className(void) const { return "eoSortedStat"; }
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eoSortedStat<EOT, ParamType>& addTo(eoCheckPoint<EOT>& cp) { cp.add(*this); return *this; }
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eoSortedStat<EOT, ParamType>& addTo(eoMonitor& mon) { mon.add(*this); return *this; }
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};
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/**
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Average fitness of a population. Fitness can be:
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- double
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- eoMinimizingFitness or eoMaximizingFitness
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- eoParetoFitness:
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The average of each objective is evaluated.
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( For eoScalarFitnessAssembled user eoAssembledFitnessStat classes.)
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*/
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#if defined(_MSC_VER) && (_MSC_VER < 1300)
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template <class EOT> class eoAverageStat : public eoStat<EOT, EOT::Fitness>
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#else
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template <class EOT> class eoAverageStat : public eoStat<EOT, typename EOT::Fitness>
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#endif
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{
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public :
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using eoStat<EOT, typename EOT::Fitness>::value;
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typedef typename EOT::Fitness Fitness;
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eoAverageStat(std::string _description = "Average Fitness")
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: eoStat<EOT, Fitness>(Fitness(), _description) {}
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static Fitness sumFitness(double _sum, const EOT& _eot){
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_sum += _eot.fitness();
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return _sum;
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}
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eoAverageStat(double _value, std::string _desc) : eoStat<EOT, double>(_value, _desc) {}
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virtual void operator()(const eoPop<EOT>& _pop){
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doit(_pop, Fitness()); // specializations for scalar and std::vector
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}
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virtual std::string className(void) const { return "eoAverageStat"; }
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private :
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// Specialization for pareto fitness
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template <class T>
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void doit(const eoPop<EOT>& _pop, eoParetoFitness<T>)
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{
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value().clear();
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value().resize(_pop[0].fitness().size(), 0.0);
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for (unsigned o = 0; o < value().size(); ++o)
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{
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for (unsigned i = 0; i < _pop.size(); ++i)
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{
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value()[o] += _pop[i].fitness()[o];
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}
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value()[o] /= _pop.size();
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}
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}
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// Default behavior
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template <class T>
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void doit(const eoPop<EOT>& _pop, T)
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{
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Fitness v = std::accumulate(_pop.begin(), _pop.end(), Fitness(0.0), eoAverageStat::sumFitness);
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value() = v / _pop.size();
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}
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};
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/**
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Average fitness + Std. dev. of a population, fitness needs to be scalar.
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*/
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template <class EOT>
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class eoSecondMomentStats : public eoStat<EOT, std::pair<double, double> >
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{
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public :
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using eoStat<EOT, std::pair<double, double> >::value;
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typedef typename EOT::Fitness fitness_type;
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typedef std::pair<double, double> SquarePair;
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eoSecondMomentStats(std::string _description = "Average & Stdev")
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: eoStat<EOT, SquarePair>(std::make_pair(0.0,0.0), _description)
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{}
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static SquarePair sumOfSquares(SquarePair _sq, const EOT& _eo)
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{
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double fitness = _eo.fitness();
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_sq.first += fitness;
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_sq.second += fitness * fitness;
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return _sq;
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}
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virtual void operator()(const eoPop<EOT>& _pop)
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{
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SquarePair result = std::accumulate(_pop.begin(), _pop.end(), std::make_pair(0.0, 0.0), eoSecondMomentStats::sumOfSquares);
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double n = _pop.size();
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value().first = result.first / n; // average
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value().second = sqrt( (result.second - n * value().first * value().first) / (n - 1.0)); // stdev
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}
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virtual std::string className(void) const { return "eoSecondMomentStats"; }
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};
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/**
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The n_th element fitness in the population (see eoBestFitnessStat)
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*/
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#if defined(_MSC_VER) && (_MSC_VER < 1300)
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template <class EOT>
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class eoNthElementFitnessStat : public eoSortedStat<EOT, EOT::Fitness >
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#else
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template <class EOT>
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class eoNthElementFitnessStat : public eoSortedStat<EOT, typename EOT::Fitness >
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#endif
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{
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public :
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using eoSortedStat<EOT, typename EOT::Fitness >::value;
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typedef typename EOT::Fitness Fitness;
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eoNthElementFitnessStat(unsigned _whichElement, std::string _description = "nth element fitness")
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: eoSortedStat<EOT, Fitness>(Fitness(), _description), whichElement(_whichElement) {}
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virtual void operator()(const std::vector<const EOT*>& _pop)
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{
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if (whichElement > _pop.size())
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throw std::logic_error("fitness requested of element outside of pop");
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doit(_pop, Fitness());
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}
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virtual std::string className(void) const { return "eoNthElementFitnessStat"; }
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private :
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struct CmpFitness
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{
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CmpFitness(unsigned _whichElement, bool _maxim) : whichElement(_whichElement), maxim(_maxim) {}
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bool operator()(const EOT* a, const EOT* b)
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{
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if (maxim)
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return a->fitness()[whichElement] > b->fitness()[whichElement];
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return a->fitness()[whichElement] < b->fitness()[whichElement];
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}
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unsigned whichElement;
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bool maxim;
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};
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// Specialization for eoParetoFitness
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template <class T>
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void doit(const eoPop<EOT>& _pop, eoParetoFitness<T>)
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{
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typedef typename EOT::Fitness::fitness_traits traits;
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value().resize(traits::nObjectives());
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// copy of pointers, what the heck
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std::vector<const EOT*> tmp_pop = _pop;
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for (unsigned o = 0; o < value().size(); ++o)
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{
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typename std::vector<const EOT*>::iterator nth = tmp_pop.begin() + whichElement;
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std::nth_element(tmp_pop.begin(), nth, tmp_pop.end(), CmpFitness(o, traits::maximizing(o)));
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value()[o] = (*nth)->fitness()[o];
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}
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}
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// for everything else
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template <class T>
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void doit(const std::vector<const EOT*>& _pop, T)
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{
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value() = _pop[whichElement]->fitness();
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}
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unsigned whichElement;
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};
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/* Actually, you shouldn't need to sort the population to get the best fitness
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MS - 17/11/00
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But then again, if another stat needs sorted fitness anyway, getting the best
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out would be very fast.
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MK - 09/01/03
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template <class EOT>
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class eoBestFitnessStat : public eoStat<EOT, typename EOT::Fitness >
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{
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public :
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typedef typename EOT::Fitness Fitness;
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eoBestFitnessStat(std::string _description = "Best Fitness") :
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eoStat<EOT, Fitness>(Fitness(), _description) {}
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virtual void operator()(const eoPop<EOT>& _pop)
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{
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value() = _pop.nth_element_fitness(0);
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}
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};
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*/
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/**
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Best fitness of a population. Fitness can be:
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- double
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- eoMinimizingFitness or eoMaximizingFitness
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- eoParetoFitness:
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( For eoScalarFitnessAssembled look at eoAssembledFitnessStat )
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*/
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#if defined(_MSC_VER) && (_MSC_VER < 1300)
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template <class EOT>
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class eoBestFitnessStat : public eoStat<EOT, EOT::Fitness>
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#else
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template <class EOT>
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class eoBestFitnessStat : public eoStat<EOT, typename EOT::Fitness>
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#endif
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{
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public:
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using eoStat<EOT, typename EOT::Fitness>::value;
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typedef typename EOT::Fitness Fitness;
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eoBestFitnessStat(std::string _description = "Best ")
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: eoStat<EOT, Fitness>(Fitness(), _description)
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{}
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void operator()(const eoPop<EOT>& _pop) {
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doit(_pop, Fitness() ); // specializations for scalar and std::vector
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}
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virtual std::string className(void) const { return "eoBestFitnessStat"; }
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private :
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struct CmpFitness
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{
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CmpFitness(unsigned _which, bool _maxim) : which(_which), maxim(_maxim) {}
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bool operator()(const EOT& a, const EOT& b)
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{
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if (maxim)
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return a.fitness()[which] < b.fitness()[which];
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return a.fitness()[which] > b.fitness()[which];
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}
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unsigned which;
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bool maxim;
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};
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// Specialization for pareto fitness
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template <class T>
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void doit(const eoPop<EOT>& _pop, eoParetoFitness<T>)
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{
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typedef typename EOT::Fitness::fitness_traits traits;
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value().resize(traits::nObjectives());
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for (unsigned o = 0; o < traits::nObjectives(); ++o)
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{
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typename eoPop<EOT>::const_iterator it = std::max_element(_pop.begin(), _pop.end(), CmpFitness(o, traits::maximizing(o)));
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value()[o] = it->fitness()[o];
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}
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}
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// default
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template<class T>
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void doit(const eoPop<EOT>& _pop, T)
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{ // find the largest elements
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value() = _pop.best_element().fitness();
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}
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};
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template <class EOT>
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class eoDistanceStat : public eoStat<EOT, double>
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{
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public:
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using eoStat<EOT, double>::value;
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eoDistanceStat(std::string _name = "distance")
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: eoStat<EOT, double>(0.0, _name)
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{}
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template <class T>
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double distance(T a, T b)
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{
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T res = a-b;
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return res < 0? -res : res;
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}
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double distance(bool a, bool b)
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{
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return (a==b)? 0 : 1;
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}
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void operator()(const eoPop<EOT>& _pop)
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{
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double& v = value();
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v = 0.0;
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for (unsigned i = 0; i < _pop.size(); ++i)
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{
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for (unsigned j = 0; j < _pop.size(); ++j)
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{
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for (unsigned k = 0; k < _pop[i].size(); ++k)
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{
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v += distance(_pop[i][k], _pop[j][k]);
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}
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}
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}
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double sz = _pop.size();
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v /= sz * sz * _pop[0].size();
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}
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virtual std::string className(void) const { return "eoDistanceStat"; }
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};
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/*
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template <class EOT>
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class eoStdevStat : public eoStat<EOT, double >
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{
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public :
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typedef typename eoSecondMomentStats<EOT>::SquarePair SquarePair;
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eoStdevStat(std::string _description = "Stdev") : eoStat<EOT, double>(0.0, _description) {}
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virtual void operator()(const eoPop<EOT>& _pop)
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{
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SquarePair result = std::accumulate(pop.begin(), pop.end(), std::make_pair(0.0, 0.0), eoSecondMomentStats::sumOfSquares);
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double n = pop.size();
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value() = sqrt( (result.second - (result.first / n)) / (n - 1.0)); // stdev
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}
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};
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*/
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//! A robust measure of dispersion (also called midspread or middle fifty) that is the difference between the third and the first quartile.
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template<class EOT>
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class eoInterquartileRangeStat : public eoStat< EOT, typename EOT::Fitness >
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{
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public:
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using eoStat<EOT, typename EOT::Fitness>::value;
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eoInterquartileRangeStat( typename EOT::Fitness start, std::string description = "IQR" ) : eoStat<EOT,typename EOT::Fitness>( start, description ) {}
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virtual void operator()( const eoPop<EOT> & _pop )
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{
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eoPop<EOT> pop = _pop;
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unsigned int quartile = pop.size()/4;
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std::nth_element( pop.begin(), pop.begin()+quartile*1, pop.end() );
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typename EOT::Fitness Q1 = pop[quartile].fitness();
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std::nth_element( pop.begin(), pop.begin()+quartile*3, pop.end() );
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typename EOT::Fitness Q3 = pop[quartile*3].fitness();
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value() = Q1 - Q3;
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}
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virtual std::string className(void) const { return "eoInterquartileRangeStat"; }
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};
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/** @} */
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#endif
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