update and new stuffs
git-svn-id: svn://scm.gforge.inria.fr/svnroot/paradiseo@204 331e1502-861f-0410-8da2-ba01fb791d7f
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3 changed files with 489 additions and 57 deletions
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@ -62,63 +62,6 @@ class moeoSolutionVsSolutionBinaryMetric : public moeoBinaryMetric < const Objec
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{};
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/**
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* Base class for binary metrics dedicated to the performance comparison between two solutions's objective vectors using normalized values.
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* Then, indicator values lie in the interval [-1,1].
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* Note that you have to set the bounds for every objective before using the operator().
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*/
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template < class ObjectiveVector, class R >
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class moeoNormalizedSolutionVsSolutionBinaryMetric : public moeoSolutionVsSolutionBinaryMetric < ObjectiveVector, R >
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{
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public:
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/**
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* Default ctr for any moeoNormalizedSolutionVsSolutionBinaryMetric object
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*/
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moeoNormalizedSolutionVsSolutionBinaryMetric()
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{
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bounds.resize(ObjectiveVector::Traits::nObjectives());
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}
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/**
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* Sets the lower bound (_min) and the upper bound (_max) for the objective _obj
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* _min lower bound
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* _max upper bound
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* _obj the objective index
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*/
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virtual void setup(double _min, double _max, unsigned _obj)
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{
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bounds[_obj] = eoRealInterval(_min, _max);
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}
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/**
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* Sets the lower bound and the upper bound for the objective _obj using a eoRealInterval object
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* _realInterval the eoRealInterval object
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* _obj the objective index
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*/
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virtual void setup(eoRealInterval _realInterval, unsigned _obj)
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{
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bounds[_obj] = _realInterval;
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}
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protected:
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/** the bounds for every objective (bounds[i] = bounds for the objective i) */
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std::vector < eoRealInterval > bounds;
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};
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/**
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* Base class for binary metrics dedicated to the performance comparison between a Pareto set (a vector of objective vectors) and a single solution's objective vector.
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*/
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template < class ObjectiveVector, class R >
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class moeoVectorVsSolutionBinaryMetric : public moeoBinaryMetric < const std::vector < ObjectiveVector > &, const ObjectiveVector &, R >
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{};
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/**
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* Base class for binary metrics dedicated to the performance comparison between two Pareto sets (two vectors of objective vectors)
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*/
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@ -0,0 +1,268 @@
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// -*- mode: c++; c-indent-level: 4; c++-member-init-indent: 8; comment-column: 35; -*-
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//-----------------------------------------------------------------------------
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// moeoNormalizedSolutionVsSolutionBinaryMetric.h
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// (c) OPAC Team (LIFL), Dolphin Project (INRIA), 2007
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/*
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This library...
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Contact: paradiseo-help@lists.gforge.inria.fr, http://paradiseo.gforge.inria.fr
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*/
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//-----------------------------------------------------------------------------
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#ifndef MOEONORMALIZEDSOLUTIONVSSOLUTIONBINARYMETRIC_H_
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#define MOEONORMALIZEDSOLUTIONVSSOLUTIONBINARYMETRIC_H_
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#include <stdexcept>
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#include <metric/moeoMetric.h>
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/**
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* Base class for binary metrics dedicated to the performance comparison between two solutions's objective vectors using normalized values.
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* Then, indicator values lie in the interval [-1,1].
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* Note that you have to set the bounds for every objective before using the operator().
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*/
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template < class ObjectiveVector, class R >
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class moeoNormalizedSolutionVsSolutionBinaryMetric : public moeoSolutionVsSolutionBinaryMetric < ObjectiveVector, R >
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{
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public:
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/** very small value to avoid the extreme case where the min bound = the max bound */
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const static double tiny = 1e-6;
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/**
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* Default ctr for any moeoNormalizedSolutionVsSolutionBinaryMetric object
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*/
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moeoNormalizedSolutionVsSolutionBinaryMetric()
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{
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bounds.resize(ObjectiveVector::Traits::nObjectives());
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}
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/**
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* Sets the lower bound (_min) and the upper bound (_max) for the objective _obj
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* _min lower bound
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* _max upper bound
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* _obj the objective index
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*/
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virtual void setup(double _min, double _max, unsigned _obj)
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{
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/*
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if (min = max)
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{
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min -= tiny;
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max += tiny;
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}
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*/
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bounds[_obj] = eoRealInterval(_min, _max);
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}
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/**
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* Sets the lower bound and the upper bound for the objective _obj using a eoRealInterval object
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* _realInterval the eoRealInterval object
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* _obj the objective index
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*/
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virtual void setup(eoRealInterval _realInterval, unsigned _obj)
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{
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bounds[_obj] = _realInterval;
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}
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protected:
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/** the bounds for every objective (bounds[i] = bounds for the objective i) */
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std::vector < eoRealInterval > bounds;
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};
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/**
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* Additive epsilon binary metric allowing to compare two objective vectors as proposed in
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* Zitzler E., Thiele L., Laumanns M., Fonseca C. M., Grunert da Fonseca V.:
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* Performance Assessment of Multiobjective Optimizers: An Analysis and Review. IEEE Transactions on Evolutionary Computation 7(2), pp.117–132 (2003).
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*/
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template < class ObjectiveVector >
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class moeoAdditiveEpsilonBinaryMetric : public moeoNormalizedSolutionVsSolutionBinaryMetric < ObjectiveVector, double >
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{
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public:
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/**
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* Returns the minimal distance by which the objective vector _o1 must be translated in all objectives
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* so that it weakly dominates the objective vector _o2
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* @warning don't forget to set the bounds for every objective before the call of this function
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* @param _o1 the first objective vector
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* @param _o2 the second objective vector
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*/
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double operator()(const ObjectiveVector & _o1, const ObjectiveVector & _o2)
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{
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// computation of the epsilon value for the first objective
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double result = epsilon(_o1, _o2, 0);
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// computation of the epsilon value for the other objectives
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double tmp;
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for (unsigned i=1; i<ObjectiveVector::Traits::nObjectives(); i++)
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{
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tmp = epsilon(_o1, _o2, i);
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result = std::max(result, tmp);
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}
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// returns the maximum epsilon value
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return result;
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}
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private:
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/** the bounds for every objective */
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using moeoNormalizedSolutionVsSolutionBinaryMetric < ObjectiveVector, double > :: bounds;
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/**
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* Returns the epsilon value by which the objective vector _o1 must be translated in the objective _obj
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* so that it dominates the objective vector _o2
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* @param _o1 the first objective vector
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* @param _o2 the second objective vector
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* @param _obj the index of the objective
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*/
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double epsilon(const ObjectiveVector & _o1, const ObjectiveVector & _o2, const unsigned _obj)
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{
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double result;
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// if the objective _obj have to be minimized
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if (ObjectiveVector::Traits::minimizing(_obj))
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{
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// _o1[_obj] - _o2[_obj]
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result = ( (_o1[_obj] - bounds[_obj].minimum()) / bounds[_obj].range() ) - ( (_o2[_obj] - bounds[_obj].minimum()) / bounds[_obj].range() );
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}
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// if the objective _obj have to be maximized
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else
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{
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// _o2[_obj] - _o1[_obj]
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result = ( (_o2[_obj] - bounds[_obj].minimum()) / bounds[_obj].range() ) - ( (_o1[_obj] - bounds[_obj].minimum()) / bounds[_obj].range() );
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}
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return result;
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}
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};
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/**
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* Hypervolume binary metric allowing to compare two objective vectors as proposed in
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* Zitzler E., Künzli S.: Indicator-Based Selection in Multiobjective Search. In Parallel Problem Solving from Nature (PPSN VIII).
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* Lecture Notes in Computer Science 3242, Springer, Birmingham, UK pp.832–842 (2004).
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* This indicator is based on the hypervolume concept introduced in
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* Zitzler, E., Thiele, L.: Multiobjective Optimization Using Evolutionary Algorithms - A Comparative Case Study.
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* Parallel Problem Solving from Nature (PPSN-V), pp.292-301 (1998).
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*/
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template < class ObjectiveVector >
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class moeoHypervolumeBinaryMetric : public moeoNormalizedSolutionVsSolutionBinaryMetric < ObjectiveVector, double >
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{
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public:
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/**
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* Ctor
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* @param _rho value used to compute the reference point from the worst values for each objective (default : 1.1)
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*/
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moeoHypervolumeBinaryMetric(double _rho = 1.1) : rho(_rho)
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{
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// not-a-maximization problem check
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for (unsigned i=0; i<ObjectiveVector::Traits::nObjectives(); i++)
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{
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if (ObjectiveVector::Traits::maximizing(i))
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{
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throw std::runtime_error("Hypervolume binary metric not yet implemented for a maximization problem in moeoHypervolumeBinaryMetric");
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}
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}
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// consistency check
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if (rho < 1)
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{
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cout << "Warning, value used to compute the reference point rho for the hypervolume calculation must not be smaller than 1" << endl;
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cout << "Adjusted to 1" << endl;
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rho = 1;
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}
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}
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/**
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* Returns the volume of the space that is dominated by _o2 but not by _o1 with respect to a reference point computed using rho.
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* @warning don't forget to set the bounds for every objective before the call of this function
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* @param _o1 the first objective vector
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* @param _o2 the second objective vector
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*/
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double operator()(const ObjectiveVector & _o1, const ObjectiveVector & _o2)
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{
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double result;
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// if _o1 dominates _o2
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if ( paretoComparator(_o1,_o2) )
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{
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result = - hypervolume(_o1, _o2, ObjectiveVector::Traits::nObjectives()-1);
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}
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else
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{
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result = hypervolume(_o2, _o1, ObjectiveVector::Traits::nObjectives()-1);
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}
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return result;
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}
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private:
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/** value used to compute the reference point from the worst values for each objective */
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double rho;
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/** the bounds for every objective */
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using moeoNormalizedSolutionVsSolutionBinaryMetric < ObjectiveVector, double > :: bounds;
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/** Functor to compare two objective vectors according to Pareto dominance relation */
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moeoParetoObjectiveVectorComparator < ObjectiveVector > paretoComparator;
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/**
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* Returns the volume of the space that is dominated by _o2 but not by _o1 with respect to a reference point computed using rho for the objective _obj.
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* @param _o1 the first objective vector
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* @param _o2 the second objective vector
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* @param _obj the objective index
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* @param _flag used for iteration, if _flag=true _o2 is not talen into account (default : false)
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*/
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double hypervolume(const ObjectiveVector & _o1, const ObjectiveVector & _o2, const unsigned _obj, const bool _flag = false)
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{
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double result;
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double range = rho * bounds[_obj].range();
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double max = bounds[_obj].minimum() + range;
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// value of _1 for the objective _obj
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double v1 = _o1[_obj];
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// value of _2 for the objective _obj (if _flag=true, v2=max)
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double v2;
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if (_flag)
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{
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v2 = max;
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}
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else
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{
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v2 = _o2[_obj];
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}
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// computation of the volume
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if (_obj == 0)
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{
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if (v1 < v2)
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{
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result = (v2 - v1) / range;
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}
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else
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{
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result = 0;
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}
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}
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else
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{
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if (v1 < v2)
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{
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result = ( hypervolume(_o1, _o2, _obj-1, true) * (v2 - v1) / range ) + ( hypervolume(_o1, _o2, _obj-1) * (max - v2) / range );
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}
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else
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{
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result = hypervolume(_o1, _o2, _obj-1) * (max - v2) / range;
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}
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}
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return result;
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}
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};
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#endif /*MOEONORMALIZEDSOLUTIONVSSOLUTIONBINARYMETRIC_H_*/
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@ -0,0 +1,221 @@
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// -*- mode: c++; c-indent-level: 4; c++-member-init-indent: 8; comment-column: 35; -*-
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//-----------------------------------------------------------------------------
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// moeoVectorVsSolutionBinaryMetric.h
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// (c) OPAC Team (LIFL), Dolphin Project (INRIA), 2007
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/*
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This library...
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Contact: paradiseo-help@lists.gforge.inria.fr, http://paradiseo.gforge.inria.fr
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*/
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//-----------------------------------------------------------------------------
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#ifndef MOEOVECTORVSSOLUTIONBINARYMETRIC_H_
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#define MOEOVECTORVSSOLUTIONBINARYMETRIC_H_
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#include <metric/moeoMetric.h>
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#include <metric/moeoNormalizedSolutionVsSolutionBinaryMetric.h>
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/**
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* Base class for binary metrics dedicated to the performance comparison between a Pareto set (a vector of objective vectors) and a single solution's objective vector.
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*/
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template < class ObjectiveVector, class R >
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class moeoVectorVsSolutionBinaryMetric : public moeoBinaryMetric < const std::vector < ObjectiveVector > &, const ObjectiveVector &, R >
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{
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public:
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/**
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* Default ctor
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* @param _metric the binary metric for the performance comparison between two solutions's objective vectors using normalized values
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*/
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moeoVectorVsSolutionBinaryMetric(moeoNormalizedSolutionVsSolutionBinaryMetric < ObjectiveVector, double > * _metric) : metric(_metric)
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{}
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/**
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* Returns the value of the metric comparing the set _v to an objective vector _o
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* _v a vector of objective vectors
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* _o an objective vector
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*/
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double operator()(const std::vector < ObjectiveVector > & _v, const ObjectiveVector & _o)
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{
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// 1 - set the bounds for every objective
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setBounds(_v, _o);
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// 2 - compute every indicator value
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computeValues(_v, _o);
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// 3 - resulting value
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return result();
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}
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protected:
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/** the binary metric for the performance comparison between two solutions's objective vectors using normalized values */
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moeoNormalizedSolutionVsSolutionBinaryMetric < ObjectiveVector, double > * metric;
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/** the indicator values : values[i] = I(_v[i], _o) */
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vector < double > values;
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/**
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* Sets the bounds for every objective using the min and the max value
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* _v a vector of objective vectors
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* _o an objective vector
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*/
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void setBounds(const std::vector < ObjectiveVector > & _v, const ObjectiveVector & _o)
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{
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double min, max;
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for (unsigned i=0; i<ObjectiveVector::Traits::nObjectives(); i++)
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{
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min = _o[i];
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max = _o[i];
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for (unsigned j=0; j<_v.size(); j++)
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{
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min = std::min(min, _v[j][i]);
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max = std::max(max, _v[j][i]);
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}
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// setting of the bounds for the objective i
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(*metric).setup(min, max, i);
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}
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}
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/**
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* Compute every indicator value : values[i] = I(_v[i], _o)
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* _v a vector of objective vectors
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* _o an objective vector
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*/
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void computeValues(const std::vector < ObjectiveVector > & _v, const ObjectiveVector & _o)
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{
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values.clear();
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values.resize(_v.size());
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for (unsigned i=0; i<_v.size(); i++)
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{
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values[i] = (*metric)(_v[i], _o);
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}
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}
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/**
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* Returns the global result that combines the I-values
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*/
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virtual double result() = 0;
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};
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/**
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* Minimum version of binary metric dedicated to the performance comparison between a vector of objective vectors and a single solution's objective vector.
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*/
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template < class ObjectiveVector >
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class moeoMinimumVectorVsSolutionBinaryMetric : public moeoVectorVsSolutionBinaryMetric < ObjectiveVector, double >
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{
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public:
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/**
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* Ctor
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* @param _metric the binary metric for the performance comparison between two solutions's objective vectors using normalized values
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*/
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moeoMinimumVectorVsSolutionBinaryMetric(moeoNormalizedSolutionVsSolutionBinaryMetric < ObjectiveVector, double > * _metric) : moeoVectorVsSolutionBinaryMetric < ObjectiveVector, double > (_metric)
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{}
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private:
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/** the indicator values : values[i] = I(_v[i], _o) */
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using moeoVectorVsSolutionBinaryMetric < ObjectiveVector, double >::values;
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/**
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* Returns the minimum binary indicator values computed
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*/
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double result()
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{
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return *std::min_element(values.begin(), values.end());
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}
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};
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/**
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* Additive version of binary metric dedicated to the performance comparison between a vector of objective vectors and a single solution's objective vector.
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*/
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template < class ObjectiveVector >
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class moeoAdditiveVectorVsSolutionBinaryMetric : public moeoVectorVsSolutionBinaryMetric < ObjectiveVector, double >
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{
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public:
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/**
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* Ctor
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* @param _metric the binary metric for the performance comparison between two solutions's objective vectors using normalized values
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*/
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moeoAdditiveVectorVsSolutionBinaryMetric(moeoNormalizedSolutionVsSolutionBinaryMetric < ObjectiveVector, double > * _metric) : moeoVectorVsSolutionBinaryMetric < ObjectiveVector, double > (_metric)
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{}
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private:
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/** the indicator values : values[i] = I(_v[i], _o) */
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using moeoVectorVsSolutionBinaryMetric < ObjectiveVector, double >::values;
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/**
|
||||
* Returns the sum of the binary indicator values computed
|
||||
*/
|
||||
double result()
|
||||
{
|
||||
double result = 0;
|
||||
for (unsigned i=0; i<values.size(); i++)
|
||||
{
|
||||
result += values[i];
|
||||
}
|
||||
return result;
|
||||
}
|
||||
|
||||
};
|
||||
|
||||
|
||||
/**
|
||||
* Exponential version of binary metric dedicated to the performance comparison between a vector of objective vectors
|
||||
* and a single solution's objective vector.
|
||||
*
|
||||
* ********** Do we have to care about the max absolute indicator value ? ********************
|
||||
*
|
||||
*/
|
||||
template < class ObjectiveVector >
|
||||
class moeoExponentialVectorVsSolutionBinaryMetric : public moeoVectorVsSolutionBinaryMetric < ObjectiveVector, double >
|
||||
{
|
||||
public:
|
||||
|
||||
/**
|
||||
* Ctor
|
||||
* @param _metric the binary metric for the performance comparison between two solutions's objective vectors using normalized values
|
||||
*/
|
||||
moeoExponentialVectorVsSolutionBinaryMetric(moeoNormalizedSolutionVsSolutionBinaryMetric < ObjectiveVector, double > * _metric, const double _kappa) :
|
||||
moeoVectorVsSolutionBinaryMetric < ObjectiveVector, double > (_metric), kappa(_kappa)
|
||||
{}
|
||||
|
||||
|
||||
private:
|
||||
|
||||
/** scaling factor kappa */
|
||||
double kappa;
|
||||
/** the indicator values : values[i] = I(_v[i], _o) */
|
||||
using moeoVectorVsSolutionBinaryMetric < ObjectiveVector, double >::values;
|
||||
|
||||
|
||||
/**
|
||||
* Returns a kind of sum of the binary indicator values computed that amplifies the influence of dominating objective vectors over dominated ones
|
||||
*/
|
||||
double result()
|
||||
{
|
||||
double result = 0;
|
||||
for (unsigned i=0; i<values.size(); i++)
|
||||
{
|
||||
result += exp(-values[i] / kappa);
|
||||
}
|
||||
return result;
|
||||
}
|
||||
|
||||
};
|
||||
|
||||
#endif /*MOEOVECTORVSSOLUTIONBINARYMETRIC_H_*/
|
||||
Loading…
Add table
Add a link
Reference in a new issue