Ajout de l'algorithme Metroplis-Hasting

git-svn-id: svn://scm.gforge.inria.fr/svnroot/paradiseo@1673 331e1502-861f-0410-8da2-ba01fb791d7f
This commit is contained in:
verel 2010-01-25 12:45:55 +00:00
commit 16bf401503
4 changed files with 377 additions and 2 deletions

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@ -109,8 +109,8 @@ public:
}
}
else{
//if _solution hasn't neighbor,
isAccept=false;
//if _solution hasn't neighbor,
isAccept=false;
}
};

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@ -0,0 +1,172 @@
/*
<moMetropolisHastingExplorer.h>
Copyright (C) DOLPHIN Project-Team, INRIA Lille - Nord Europe, 2006-2010
Sébastien Verel, Arnaud Liefooghe, Jérémie Humeau
This software is governed by the CeCILL license under French law and
abiding by the rules of distribution of free software. You can use,
modify and/ or redistribute the software under the terms of the CeCILL
license as circulated by CEA, CNRS and INRIA at the following URL
"http://www.cecill.info".
As a counterpart to the access to the source code and rights to copy,
modify and redistribute granted by the license, users are provided only
with a limited warranty and the software's author, the holder of the
economic rights, and the successive licensors have only limited liability.
In this respect, the user's attention is drawn to the risks associated
with loading, using, modifying and/or developing or reproducing the
software by the user in light of its specific status of free software,
that may mean that it is complicated to manipulate, and that also
therefore means that it is reserved for developers and experienced
professionals having in-depth computer knowledge. Users are therefore
encouraged to load and test the software's suitability as regards their
requirements in conditions enabling the security of their systems and/or
data to be ensured and, more generally, to use and operate it in the
same conditions as regards security.
The fact that you are presently reading this means that you have had
knowledge of the CeCILL license and that you accept its terms.
ParadisEO WebSite : http://paradiseo.gforge.inria.fr
Contact: paradiseo-help@lists.gforge.inria.fr
*/
#ifndef _moMetropolisHastingExplorer_h
#define _moMetropolisHastingExplorer_h
#include <explorer/moNeighborhoodExplorer.h>
#include <comparator/moNeighborComparator.h>
#include <comparator/moSolNeighborComparator.h>
/**
* Explorer for the Metropolis-Hasting Sampling
* Only the symetric case is considered when Q(x,y) = Q(y,x)
*/
template< class Neighborhood >
class moMetropolisHastingExplorer : public moNeighborhoodExplorer<Neighborhood>
{
public:
typedef typename Neighborhood::EOT EOT ;
typedef typename Neighborhood::Neighbor Neighbor ;
using moNeighborhoodExplorer<Neighborhood>::neighborhood;
using moNeighborhoodExplorer<Neighborhood>::eval;
/**
* Constructor
* @param _neighborhood the neighborhood
* @param _eval the evaluation function
* @param _comparator a neighbor comparator
*/
moMetropolisHastingExplorer(Neighborhood& _neighborhood, moEval<Neighbor>& _eval, moNeighborComparator<Neighbor>& _neighborComparator, moSolNeighborComparator<Neighbor>& _solNeighborComparator, unsigned int _nbStep) : moNeighborhoodExplorer<Neighborhood>(_neighborhood, _eval), neighborComparator(_neighborComparator), solNeighborComparator(_solNeighborComparator), nbStep(_nbStep) {
isAccept = false;
current=new Neighbor();
}
/**
* Destructor
*/
~moMetropolisHastingExplorer(){
delete current;
}
/**
* initialization of the number of step to be done
*/
virtual void initParam(EOT & solution){
step = 0;
isAccept = true;
};
/**
* increase the number of step
*/
virtual void updateParam(EOT & solution){
step++;
};
/**
* terminate: NOTHING TO DO
*/
virtual void terminate(EOT & solution){};
/**
* Explore the neighborhood of a solution
* @param _solution
*/
virtual void operator()(EOT & _solution){
//est qu'on peut initializer
//Test if _solution has a Neighbor
if(neighborhood.hasNeighbor(_solution)){
//init the first neighbor
neighborhood.init(_solution, (*current));
//eval the _solution moved with the neighbor and stock the result in the neighbor
eval(_solution, (*current));
}
else{
//if _solution hasn't neighbor,
isAccept=false;
}
};
/**
* continue if there is a neighbor and it is remainds some steps to do
* @param _solution the solution
* @return true there is some steps to do
*/
virtual bool isContinue(EOT & _solution) {
return (step < nbStep) ;
};
/**
* move the solution with the best neighbor
* @param _solution the solution to move
*/
virtual void move(EOT & _solution) {
//move the solution
(*current).move(_solution);
//update its fitness
_solution.fitness((*current).fitness());
};
/**
* accept test if an amelirated neighbor was be found
* @param _solution the solution
* @return true if the best neighbor ameliorate the fitness
*/
virtual bool accept(EOT & _solution) {
if(neighborhood.hasNeighbor(_solution)){
if (solNeighborComparator(_solution, *current))
isAccept = true;
else {
double alpha = (double) current->fitness() / (double) _solution.fitness();
isAccept = (rng.uniform() < alpha) ;
}
}
return isAccept;
};
private:
// comparator betwenn solution and neighbor or between neighbors
moNeighborComparator<Neighbor>& neighborComparator;
moSolNeighborComparator<Neighbor>& solNeighborComparator;
// current number of step
unsigned int step;
// maximum number of steps to do
unsigned int nbStep;
//Pointer on the best and the current neighbor
Neighbor* current;
// true if the move is accepted
bool isAccept ;
};
#endif

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@ -9,6 +9,7 @@ ADD_EXECUTABLE(testFirstImpr testFirstImpr.cpp)
ADD_EXECUTABLE(testRandomWalk testRandomWalk.cpp)
ADD_EXECUTABLE(testSimpleHCneutral testSimpleHCneutral.cpp)
ADD_EXECUTABLE(testHCneutral testHCneutral.cpp)
ADD_EXECUTABLE(testMetropolisHasting testMetropolisHasting.cpp)
#ADD_EXECUTABLE(testWithMove testWithMove.cpp)
TARGET_LINK_LIBRARIES(testSimpleHC eoutils ga eo)
@ -16,4 +17,5 @@ TARGET_LINK_LIBRARIES(testFirstImpr eoutils ga eo)
TARGET_LINK_LIBRARIES(testRandomWalk eoutils ga eo)
TARGET_LINK_LIBRARIES(testSimpleHCneutral eoutils ga eo)
TARGET_LINK_LIBRARIES(testHCneutral eoutils ga eo)
TARGET_LINK_LIBRARIES(testMetropolisHasting eoutils ga eo)
#TARGET_LINK_LIBRARIES(testWithMove eoutils ga eo)

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@ -0,0 +1,201 @@
//-----------------------------------------------------------------------------
/** testMetropolisHasting.cpp
*
* SV - 22/01/10
*
*/
//-----------------------------------------------------------------------------
// standard includes
#define HAVE_SSTREAM
#include <stdexcept> // runtime_error
#include <iostream> // cout
#include <sstream> // ostrstream, istrstream
#include <fstream>
#include <string.h>
// the general include for eo
#include <eo>
#include <ga.h>
using namespace std;
//-----------------------------------------------------------------------------
// fitness function
#include <funcOneMax.h>
#include <eoInt.h>
#include <neighborhood/moRndWithReplNeighborhood.h>
#include <oneMaxBitNeighbor.h>
#include <eval/moFullEvalByModif.h>
#include <eval/moFullEvalByCopy.h>
#include <comparator/moNeighborComparator.h>
#include <comparator/moSolNeighborComparator.h>
#include <continuator/moTrueContinuator.h>
#include <algo/moLocalSearch.h>
#include <explorer/moMetropolisHastingExplorer.h>
// REPRESENTATION
//-----------------------------------------------------------------------------
typedef eoBit<unsigned> Indi;
typedef moBitNeighbor<unsigned int> Neighbor ; // incremental evaluation
typedef moRndWithReplNeighborhood<Neighbor> Neighborhood ;
void main_function(int argc, char **argv)
{
/* =========================================================
*
* Parameters
*
* ========================================================= */
// First define a parser from the command-line arguments
eoParser parser(argc, argv);
// For each parameter, define Parameter, read it through the parser,
// and assign the value to the variable
eoValueParam<uint32_t> seedParam(time(0), "seed", "Random number seed", 'S');
parser.processParam( seedParam );
unsigned seed = seedParam.value();
// description of genotype
eoValueParam<unsigned int> vecSizeParam(8, "vecSize", "Genotype size", 'V');
parser.processParam( vecSizeParam, "Representation" );
unsigned vecSize = vecSizeParam.value();
eoValueParam<unsigned int> stepParam(10, "nbStep", "Number of steps of the random walk", 'n');
parser.processParam( stepParam, "Representation" );
unsigned nbStep = stepParam.value();
// the name of the "status" file where all actual parameter values will be saved
string str_status = parser.ProgramName() + ".status"; // default value
eoValueParam<string> statusParam(str_status.c_str(), "status", "Status file");
parser.processParam( statusParam, "Persistence" );
// do the following AFTER ALL PARAMETERS HAVE BEEN PROCESSED
// i.e. in case you need parameters somewhere else, postpone these
if (parser.userNeedsHelp()){
parser.printHelp(cout);
exit(1);
}
if (statusParam.value() != ""){
ofstream os(statusParam.value().c_str());
os << parser;// and you can use that file as parameter file
}
/* =========================================================
*
* Random seed
*
* ========================================================= */
//reproducible random seed: if you don't change SEED above,
// you'll aways get the same result, NOT a random run
rng.reseed(seed);
/* =========================================================
*
* Eval fitness function
*
* ========================================================= */
FuncOneMax<Indi> eval(vecSize);
/* =========================================================
*
* Initilisation of the solution
*
* ========================================================= */
// a Indi random initializer
eoUniformGenerator<bool> uGen;
eoInitFixedLength<Indi> random(vecSize, uGen);
/* =========================================================
*
* evaluation of a neighbor solution
*
* ========================================================= */
moFullEvalByModif<Neighbor> fulleval(eval);
//An eval by copy can be used instead of the eval by modif
//moFullEvalByCopy<Neighbor> fulleval(eval);
/* =========================================================
*
* Comparator of neighbors
*
* ========================================================= */
moNeighborComparator<Neighbor> comparator;
moSolNeighborComparator<Neighbor> solComparator;
/* =========================================================
*
* the neighborhood of a solution
*
* ========================================================= */
Neighborhood neighborhood(vecSize);
/* =========================================================
*
* a neighborhood explorer solution
*
* ========================================================= */
moMetropolisHastingExplorer<Neighborhood> explorer(neighborhood, fulleval, comparator, solComparator, nbStep);
/* =========================================================
*
* the local search algorithm
*
* ========================================================= */
moTrueContinuator<Neighborhood> continuator;//always continue
moLocalSearch< moMetropolisHastingExplorer<Neighborhood>, moTrueContinuator<Neighborhood> > localSearch(explorer, continuator, eval);
/* =========================================================
*
* execute the local search from random sollution
*
* ========================================================= */
Indi solution;
random(solution);
//Can be eval here, else it will be done at the beginning of the localSearch
//eval(solution);
std::cout << "initial: " << solution << std::endl ;
localSearch(solution);
std::cout << "final: " << solution << std::endl ;
}
// A main that catches the exceptions
int main(int argc, char **argv)
{
try{
main_function(argc, argv);
}
catch(exception& e){
cout << "Exception: " << e.what() << '\n';
}
return 1;
}