manual merge from cmaes
This commit is contained in:
Pierre Savéant
commit
1d41c79c1a
20 changed files with 916 additions and 156 deletions
|
|
@ -41,8 +41,8 @@ Authors:
|
|||
#include "Sphere.h"
|
||||
|
||||
|
||||
typedef eoReal<eoMinimizingFitness> EOT;
|
||||
typedef edoNormalMulti< EOT > Distrib;
|
||||
typedef eoReal<eoMinimizingFitness> RealVec;
|
||||
typedef edoNormalAdaptive< RealVec > Distrib;
|
||||
|
||||
|
||||
int main(int ac, char** av)
|
||||
|
|
@ -57,26 +57,34 @@ int main(int ac, char** av)
|
|||
eoState state;
|
||||
|
||||
// Instantiate all needed parameters for EDA algorithm
|
||||
double selection_rate = parser.createParam((double)0.5, "selection_rate", "Selection Rate", 'R', section).value(); // R
|
||||
|
||||
eoSelect< EOT >* selector = new eoDetSelect< EOT >( selection_rate );
|
||||
state.storeFunctor(selector);
|
||||
|
||||
edoEstimator< Distrib >* estimator = new edoEstimatorNormalMulti< EOT >();
|
||||
state.storeFunctor(estimator);
|
||||
|
||||
eoEvalFunc< EOT >* plainEval = new Rosenbrock< EOT >();
|
||||
state.storeFunctor(plainEval);
|
||||
//double selection_rate = parser.createParam((double)0.5, "selection_rate", "Selection Rate", 'R', section).value(); // R
|
||||
|
||||
unsigned long max_eval = parser.getORcreateParam((unsigned long)0, "maxEval", "Maximum number of evaluations (0 = none)", 'E', "Stopping criterion").value(); // E
|
||||
eoEvalFuncCounterBounder< EOT > eval(*plainEval, max_eval);
|
||||
|
||||
unsigned int dim = parser.createParam((unsigned int)10, "dimension-size", "Dimension size", 'd', section).value(); // d
|
||||
|
||||
|
||||
double mu = dim / 2;
|
||||
|
||||
|
||||
edoNormalAdaptive<RealVec> distribution(dim);
|
||||
|
||||
eoSelect< RealVec >* selector = new eoRankMuSelect< RealVec >( mu );
|
||||
state.storeFunctor(selector);
|
||||
|
||||
edoEstimator< Distrib >* estimator = new edoEstimatorNormalAdaptive<RealVec>( distribution );
|
||||
state.storeFunctor(estimator);
|
||||
|
||||
eoEvalFunc< RealVec >* plainEval = new Rosenbrock< RealVec >();
|
||||
state.storeFunctor(plainEval);
|
||||
|
||||
eoEvalFuncCounterBounder< RealVec > eval(*plainEval, max_eval);
|
||||
|
||||
eoRndGenerator< double >* gen = new eoUniformGenerator< double >(-5, 5);
|
||||
state.storeFunctor(gen);
|
||||
|
||||
unsigned int dimension_size = parser.createParam((unsigned int)10, "dimension-size", "Dimension size", 'd', section).value(); // d
|
||||
|
||||
eoInitFixedLength< EOT >* init = new eoInitFixedLength< EOT >( dimension_size, *gen );
|
||||
eoInitFixedLength< RealVec >* init = new eoInitFixedLength< RealVec >( dim, *gen );
|
||||
state.storeFunctor(init);
|
||||
|
||||
|
||||
|
|
@ -84,28 +92,28 @@ int main(int ac, char** av)
|
|||
// Generation of population from do_make_pop (creates parameters, manages persistance and so on...)
|
||||
// ... and creates the parameters: L P r S
|
||||
// this first sampler creates a uniform distribution independently from our distribution (it does not use edoUniform).
|
||||
eoPop< EOT >& pop = do_make_pop(parser, state, *init);
|
||||
eoPop< RealVec >& pop = do_make_pop(parser, state, *init);
|
||||
|
||||
// (2) First evaluation before starting the research algorithm
|
||||
apply(eval, pop);
|
||||
|
||||
// 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); // FIXME do not use hard-coded bounds
|
||||
edoBounder< RealVec >* bounder =
|
||||
new edoBounderRng< RealVec >( RealVec(dim, -5), RealVec(dim, 5), *gen); // FIXME do not use hard-coded bounds
|
||||
state.storeFunctor(bounder);
|
||||
|
||||
// Prepare sampler class with a specific distribution
|
||||
edoSampler< Distrib >* sampler = new edoSamplerNormalMulti< EOT >( *bounder );
|
||||
edoSampler< Distrib >* sampler = new edoSamplerNormalAdaptive< RealVec >( *bounder );
|
||||
state.storeFunctor(sampler);
|
||||
|
||||
|
||||
// stopping criteria
|
||||
// ... and creates the parameter letters: C E g G s T
|
||||
eoContinue< EOT >& eo_continue = do_make_continue(parser, state, eval);
|
||||
|
||||
eoContinue< RealVec >& eo_continue = do_make_continue(parser, state, eval);
|
||||
|
||||
// population output
|
||||
eoCheckPoint< EOT >& pop_continue = do_make_checkpoint(parser, state, eval, eo_continue);
|
||||
|
||||
eoCheckPoint< RealVec >& pop_continue = do_make_checkpoint(parser, state, eval, eo_continue);
|
||||
|
||||
// distribution output
|
||||
edoDummyContinue< Distrib >* dummy_continue = new edoDummyContinue< Distrib >();
|
||||
state.storeFunctor(dummy_continue);
|
||||
|
|
@ -115,9 +123,9 @@ int main(int ac, char** av)
|
|||
|
||||
// eoEPRemplacement causes the using of the current and previous
|
||||
// sample for sampling.
|
||||
eoReplacement< EOT >* replacor = new eoEPReplacement< EOT >(pop.size());
|
||||
eoReplacement< RealVec >* replacor = new eoEPReplacement< RealVec >(pop.size());
|
||||
state.storeFunctor(replacor);
|
||||
|
||||
|
||||
// Some stuff to display helper when we are using -h option
|
||||
if (parser.userNeedsHelp())
|
||||
{
|
||||
|
|
@ -129,40 +137,11 @@ int main(int ac, char** av)
|
|||
make_verbose(parser);
|
||||
make_help(parser);
|
||||
|
||||
// population output (after helper)
|
||||
//
|
||||
// FIXME: theses objects are instanciated there in order to avoid a folder
|
||||
// removing as edoFileSnapshot does within ctor.
|
||||
edoPopStat< EOT >* popStat = new edoPopStat<EOT>;
|
||||
state.storeFunctor(popStat);
|
||||
pop_continue.add(*popStat);
|
||||
|
||||
edoFileSnapshot* fileSnapshot = new edoFileSnapshot("EDA_ResPop");
|
||||
state.storeFunctor(fileSnapshot);
|
||||
fileSnapshot->add(*popStat);
|
||||
pop_continue.add(*fileSnapshot);
|
||||
|
||||
// distribution output (after helper)
|
||||
edoDistribStat< Distrib >* distrib_stat = new edoStatNormalMulti< EOT >();
|
||||
state.storeFunctor(distrib_stat);
|
||||
|
||||
distribution_continue->add( *distrib_stat );
|
||||
|
||||
// eoMonitor* stdout_monitor = new eoStdoutMonitor();
|
||||
// state.storeFunctor(stdout_monitor);
|
||||
// stdout_monitor->add(*distrib_stat);
|
||||
// distribution_continue->add( *stdout_monitor );
|
||||
|
||||
eoFileMonitor* file_monitor = new eoFileMonitor("eda_distribution_bounds.txt");
|
||||
state.storeFunctor(file_monitor);
|
||||
file_monitor->add(*distrib_stat);
|
||||
distribution_continue->add( *file_monitor );
|
||||
|
||||
eoPopLoopEval<EOT> popEval( eval );
|
||||
eoPopLoopEval<RealVec> popEval( eval );
|
||||
|
||||
// EDA algorithm configuration
|
||||
edoAlgo< Distrib >* algo = new edoEDA< Distrib >
|
||||
(popEval, *selector, *estimator, *sampler, *replacor,
|
||||
edoAlgo< Distrib >* algo = new edoAlgoAdaptive< Distrib >
|
||||
(distribution, popEval, *selector, *estimator, *sampler, *replacor,
|
||||
pop_continue, *distribution_continue );
|
||||
|
||||
|
||||
|
|
|
|||
|
|
@ -161,7 +161,7 @@ int main(int ac, char** av)
|
|||
eoPopLoopEval<EOT> popEval( eval );
|
||||
|
||||
// EDA algorithm configuration
|
||||
edoAlgo< Distrib >* algo = new edoEDA< Distrib >
|
||||
edoAlgo< Distrib >* algo = new edoAlgoStateless< Distrib >
|
||||
(popEval, *selector, *estimator, *sampler, *replacor,
|
||||
pop_continue, *distribution_continue );
|
||||
|
||||
|
|
|
|||
|
|
@ -30,17 +30,21 @@ Authors:
|
|||
|
||||
#include "edoAlgo.h"
|
||||
//#include "edoEDASA.h"
|
||||
#include "edoEDA.h"
|
||||
#include "edoAlgoAdaptive.h"
|
||||
#include "edoAlgoStateless.h"
|
||||
|
||||
#include "edoDistrib.h"
|
||||
#include "edoUniform.h"
|
||||
#include "edoNormalMono.h"
|
||||
#include "edoNormalMulti.h"
|
||||
#include "edoNormalAdaptive.h"
|
||||
|
||||
#include "edoEstimator.h"
|
||||
#include "edoEstimatorUniform.h"
|
||||
#include "edoEstimatorNormalMono.h"
|
||||
#include "edoEstimatorNormalMulti.h"
|
||||
#include "edoEstimatorAdaptive.h"
|
||||
#include "edoEstimatorNormalAdaptive.h"
|
||||
|
||||
#include "edoModifier.h"
|
||||
#include "edoModifierDispersion.h"
|
||||
|
|
@ -53,6 +57,7 @@ Authors:
|
|||
#include "edoSamplerUniform.h"
|
||||
#include "edoSamplerNormalMono.h"
|
||||
#include "edoSamplerNormalMulti.h"
|
||||
#include "edoSamplerNormalAdaptive.h"
|
||||
|
||||
#include "edoVectorBounds.h"
|
||||
|
||||
|
|
|
|||
|
|
@ -40,7 +40,7 @@ template < typename D >
|
|||
class edoAlgo : public eoAlgo< typename D::EOType >
|
||||
{
|
||||
//! Alias for the type
|
||||
typedef typename D::EOType EOT;
|
||||
typedef typename D::EOType EOType;
|
||||
|
||||
// virtual R operator()(A1) = 0; (defined in eoUF)
|
||||
|
||||
|
|
|
|||
|
|
@ -22,14 +22,13 @@ Copyright (C) 2010 Thales group
|
|||
/*
|
||||
Authors:
|
||||
Johann Dréo <johann.dreo@thalesgroup.com>
|
||||
Caner Candan <caner.candan@thalesgroup.com>
|
||||
Pierre Savéant <pierre.saveant@thalesgroup.com>
|
||||
*/
|
||||
|
||||
#ifndef _edoEDA_h
|
||||
#define _edoEDA_h
|
||||
#ifndef _edoAlgoAdaptive_h
|
||||
#define _edoAlgoAdaptive_h
|
||||
|
||||
#include <eo>
|
||||
//#include <mo>
|
||||
|
||||
#include <utils/eoRNG.h>
|
||||
|
||||
|
|
@ -41,25 +40,27 @@ Authors:
|
|||
|
||||
//! edoEDA< D >
|
||||
|
||||
template < typename D >
|
||||
class edoEDA : public edoAlgo< D >
|
||||
/** A generic stochastic search template for algorithms that need a distribution parameter.
|
||||
*/
|
||||
template < typename EOD >
|
||||
class edoAlgoAdaptive : public edoAlgo< EOD >
|
||||
{
|
||||
public:
|
||||
//! Alias for the type EOT
|
||||
typedef typename D::EOType EOT;
|
||||
typedef typename EOD::EOType EOType;
|
||||
|
||||
//! Alias for the atom type
|
||||
typedef typename EOT::AtomType AtomType;
|
||||
typedef typename EOType::AtomType AtomType;
|
||||
|
||||
//! Alias for the fitness
|
||||
typedef typename EOT::Fitness Fitness;
|
||||
typedef typename EOType::Fitness Fitness;
|
||||
|
||||
public:
|
||||
|
||||
//! edoEDA constructor
|
||||
/*!
|
||||
Takes algo operators, all are mandatory
|
||||
|
||||
\param distrib A distribution to use, if you want to update this parameter (e.gMA-ES) instead of replacing it (e.g. an EDA)
|
||||
\param evaluation Evaluate a population
|
||||
\param selector Selection of the best candidate solutions in the population
|
||||
\param estimator Estimation of the distribution parameters
|
||||
|
|
@ -68,15 +69,17 @@ public:
|
|||
\param pop_continuator Stopping criterion based on the population features
|
||||
\param distribution_continuator Stopping criterion based on the distribution features
|
||||
*/
|
||||
edoEDA (
|
||||
eoPopEvalFunc < EOT > & evaluator,
|
||||
eoSelect< EOT > & selector,
|
||||
edoEstimator< D > & estimator,
|
||||
edoSampler< D > & sampler,
|
||||
eoReplacement< EOT > & replacor,
|
||||
eoContinue< EOT > & pop_continuator,
|
||||
edoContinue< D > & distribution_continuator
|
||||
edoAlgoAdaptive(
|
||||
EOD & distrib,
|
||||
eoPopEvalFunc < EOType > & evaluator,
|
||||
eoSelect< EOType > & selector,
|
||||
edoEstimator< EOD > & estimator,
|
||||
edoSampler< EOD > & sampler,
|
||||
eoReplacement< EOType > & replacor,
|
||||
eoContinue< EOType > & pop_continuator,
|
||||
edoContinue< EOD > & distribution_continuator
|
||||
) :
|
||||
_distrib(distrib),
|
||||
_evaluator(evaluator),
|
||||
_selector(selector),
|
||||
_estimator(estimator),
|
||||
|
|
@ -87,10 +90,12 @@ public:
|
|||
_distribution_continuator(distribution_continuator)
|
||||
{}
|
||||
|
||||
//! edoEDA constructor without an edoContinue
|
||||
|
||||
//! constructor without an edoContinue
|
||||
/*!
|
||||
Takes algo operators, all are mandatory
|
||||
|
||||
\param distrib A distribution to use, if you want to update this parameter (e.gMA-ES) instead of replacing it (e.g. an EDA)
|
||||
\param evaluation Evaluate a population
|
||||
\param selector Selection of the best candidate solutions in the population
|
||||
\param estimator Estimation of the distribution parameters
|
||||
|
|
@ -98,14 +103,16 @@ public:
|
|||
\param replacor Replace old solutions by new ones
|
||||
\param pop_continuator Stopping criterion based on the population features
|
||||
*/
|
||||
edoEDA (
|
||||
eoPopEvalFunc < EOT > & evaluator,
|
||||
eoSelect< EOT > & selector,
|
||||
edoEstimator< D > & estimator,
|
||||
edoSampler< D > & sampler,
|
||||
eoReplacement< EOT > & replacor,
|
||||
eoContinue< EOT > & pop_continuator
|
||||
edoAlgoAdaptive (
|
||||
EOD & distrib,
|
||||
eoPopEvalFunc < EOType > & evaluator,
|
||||
eoSelect< EOType > & selector,
|
||||
edoEstimator< EOD > & estimator,
|
||||
edoSampler< EOD > & sampler,
|
||||
eoReplacement< EOType > & replacor,
|
||||
eoContinue< EOType > & pop_continuator
|
||||
) :
|
||||
_distrib( distrib ),
|
||||
_evaluator(evaluator),
|
||||
_selector(selector),
|
||||
_estimator(estimator),
|
||||
|
|
@ -116,43 +123,40 @@ public:
|
|||
_distribution_continuator( _dummy_continue )
|
||||
{}
|
||||
|
||||
|
||||
/** A basic EDA algorithm that iterates over:
|
||||
* selection, estimation, sampling, bounding, evaluation, replacement
|
||||
/** Call the algorithm
|
||||
*
|
||||
* \param pop the population of candidate solutions
|
||||
* \return void
|
||||
*/
|
||||
void operator ()(eoPop< EOT > & pop)
|
||||
void operator ()(eoPop< EOType > & pop)
|
||||
{
|
||||
assert(pop.size() > 0);
|
||||
|
||||
eoPop< EOT > current_pop;
|
||||
eoPop< EOT > selected_pop;
|
||||
eoPop< EOType > current_pop;
|
||||
eoPop< EOType > selected_pop;
|
||||
|
||||
// FIXME one must instanciate a first distrib here because there is no empty constructor, see if it is possible to instanciate Distributions without parameters
|
||||
D distrib = _estimator(pop);
|
||||
// update the extern distribution passed to the estimator (cf. CMA-ES)
|
||||
// OR replace the dummy distribution for estimators that do not need extern distributions (cf. EDA)
|
||||
_distrib = _estimator(pop);
|
||||
|
||||
// Evaluating a first time the candidate solutions
|
||||
// The first pop is not supposed to be evaluated (@see eoPopLoopEval).
|
||||
_evaluator( current_pop, pop );
|
||||
// _evaluator( current_pop, pop );
|
||||
|
||||
do {
|
||||
// (1) Selection of the best points in the population
|
||||
//selected_pop.clear(); // FIXME is it necessary to clear?
|
||||
_selector(pop, selected_pop);
|
||||
assert( selected_pop.size() > 0 );
|
||||
// TODO: utiliser selected_pop ou pop ???
|
||||
|
||||
// (2) Estimation of the distribution parameters
|
||||
distrib = _estimator(selected_pop);
|
||||
_distrib = _estimator(selected_pop);
|
||||
|
||||
// (3) sampling
|
||||
// The sampler produces feasible solutions (@see edoSampler that
|
||||
// encapsulate an edoBounder)
|
||||
current_pop.clear();
|
||||
for( unsigned int i = 0; i < pop.size(); ++i ) {
|
||||
current_pop.push_back( _sampler(distrib) );
|
||||
current_pop.push_back( _sampler(_distrib) );
|
||||
}
|
||||
|
||||
// (4) Evaluate new solutions
|
||||
|
|
@ -161,35 +165,40 @@ public:
|
|||
// (5) Replace old solutions by new ones
|
||||
_replacor(pop, current_pop); // e.g. copy current_pop in pop
|
||||
|
||||
} while( _distribution_continuator( distrib ) && _pop_continuator( pop ) );
|
||||
} while( _distribution_continuator( _distrib ) && _pop_continuator( pop ) );
|
||||
} // operator()
|
||||
|
||||
private:
|
||||
|
||||
protected:
|
||||
|
||||
//! The distribution that you want to update
|
||||
EOD & _distrib;
|
||||
|
||||
//! A full evaluation function.
|
||||
eoPopEvalFunc < EOT > & _evaluator;
|
||||
eoPopEvalFunc<EOType> & _evaluator;
|
||||
|
||||
//! A EOT selector
|
||||
eoSelect < EOT > & _selector;
|
||||
//! A EOType selector
|
||||
eoSelect<EOType> & _selector;
|
||||
|
||||
//! A EOT estimator. It is going to estimate distribution parameters.
|
||||
edoEstimator< D > & _estimator;
|
||||
//! A EOType estimator. It is going to estimate distribution parameters.
|
||||
edoEstimator<EOD> & _estimator;
|
||||
|
||||
//! A D sampler
|
||||
edoSampler< D > & _sampler;
|
||||
edoSampler<EOD> & _sampler;
|
||||
|
||||
//! A EOT replacor
|
||||
eoReplacement < EOT > & _replacor;
|
||||
//! A EOType replacor
|
||||
eoReplacement<EOType> & _replacor;
|
||||
|
||||
//! A EOT population continuator
|
||||
eoContinue < EOT > & _pop_continuator;
|
||||
//! A EOType population continuator
|
||||
eoContinue<EOType> & _pop_continuator;
|
||||
|
||||
//! A D continuator that always return true
|
||||
edoDummyContinue<D> _dummy_continue;
|
||||
edoDummyContinue<EOD> _dummy_continue;
|
||||
|
||||
//! A D continuator
|
||||
edoContinue < D > & _distribution_continuator;
|
||||
edoContinue<EOD> & _distribution_continuator;
|
||||
|
||||
};
|
||||
|
||||
#endif // !_edoEDA_h
|
||||
#endif // !_edoAlgoAdaptive_h
|
||||
|
||||
109
edo/src/edoAlgoStateless.h
Normal file
109
edo/src/edoAlgoStateless.h
Normal file
|
|
@ -0,0 +1,109 @@
|
|||
/*
|
||||
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>
|
||||
Pierre Savéant <pierre.saveant@thalesgroup.com>
|
||||
*/
|
||||
|
||||
#ifndef _edoAlgoStateless_h
|
||||
#define _edoAlgoStateless_h
|
||||
|
||||
#include "edoAlgoAdaptive.h"
|
||||
|
||||
/** A generic stochastic search template for algorithms that need a distribution parameter but replace it rather than update it
|
||||
*
|
||||
* This use a default dummy distribution, for algorithms willing to replace it instead of updating
|
||||
* Thus we can instanciate _distrib on this and replace it at the first iteration with an estimator.
|
||||
* This is why an edoDistrib must have an empty constructor.
|
||||
*/
|
||||
template < typename EOD >
|
||||
class edoAlgoStateless : public edoAlgoAdaptive< EOD >
|
||||
{
|
||||
public:
|
||||
//! Alias for the type EOT
|
||||
typedef typename EOD::EOType EOType;
|
||||
|
||||
//! Alias for the atom type
|
||||
typedef typename EOType::AtomType AtomType;
|
||||
|
||||
//! Alias for the fitness
|
||||
typedef typename EOType::Fitness Fitness;
|
||||
|
||||
public:
|
||||
|
||||
/** Full constructor
|
||||
\param evaluation Evaluate a population
|
||||
\param selector Selection of the best candidate solutions in the population
|
||||
\param estimator Estimation of the distribution parameters
|
||||
\param sampler Generate feasible solutions using the distribution
|
||||
\param replacor Replace old solutions by new ones
|
||||
\param pop_continuator Stopping criterion based on the population features
|
||||
\param distribution_continuator Stopping criterion based on the distribution features
|
||||
|
||||
You are not supposed to override the tmp_distrib default initalization, or else use edoAlgoAdaptive
|
||||
*/
|
||||
edoAlgoStateless(
|
||||
eoPopEvalFunc < EOType > & evaluator,
|
||||
eoSelect< EOType > & selector,
|
||||
edoEstimator< EOD > & estimator,
|
||||
edoSampler< EOD > & sampler,
|
||||
eoReplacement< EOType > & replacor,
|
||||
eoContinue< EOType > & pop_continuator,
|
||||
edoContinue< EOD > & distribution_continuator,
|
||||
EOD* tmp_distrib = (new EOD())
|
||||
) :
|
||||
edoAlgoAdaptive<EOD>( *tmp_distrib, evaluator, selector, estimator, sampler, replacor, pop_continuator, distribution_continuator)
|
||||
{}
|
||||
|
||||
/** Constructor without an edoContinue
|
||||
|
||||
\param evaluation Evaluate a population
|
||||
\param selector Selection of the best candidate solutions in the population
|
||||
\param estimator Estimation of the distribution parameters
|
||||
\param sampler Generate feasible solutions using the distribution
|
||||
\param replacor Replace old solutions by new ones
|
||||
\param pop_continuator Stopping criterion based on the population features
|
||||
|
||||
You are not supposed to override the tmp_distrib default initalization, or else use edoAlgoAdaptive
|
||||
*/
|
||||
edoAlgoStateless (
|
||||
eoPopEvalFunc < EOType > & evaluator,
|
||||
eoSelect< EOType > & selector,
|
||||
edoEstimator< EOD > & estimator,
|
||||
edoSampler< EOD > & sampler,
|
||||
eoReplacement< EOType > & replacor,
|
||||
eoContinue< EOType > & pop_continuator,
|
||||
EOD* tmp_distrib = (new EOD())
|
||||
) :
|
||||
edoAlgoAdaptive<EOD>( *tmp_distrib, evaluator, selector, estimator, sampler, replacor, pop_continuator)
|
||||
{}
|
||||
|
||||
~edoAlgoStateless()
|
||||
{
|
||||
// delete the temporary distrib allocated in constructors
|
||||
delete &(this->_distrib);
|
||||
}
|
||||
};
|
||||
|
||||
#endif // !_edoAlgoStateless_h
|
||||
|
||||
|
|
@ -46,13 +46,13 @@ class edoEDASA : public edoAlgo< D >
|
|||
{
|
||||
public:
|
||||
//! Alias for the type EOT
|
||||
typedef typename D::EOType EOT;
|
||||
typedef typename D::EOType EOType;
|
||||
|
||||
//! Alias for the atom type
|
||||
typedef typename EOT::AtomType AtomType;
|
||||
typedef typename EOType::AtomType AtomType;
|
||||
|
||||
//! Alias for the fitness
|
||||
typedef typename EOT::Fitness Fitness;
|
||||
typedef typename EOType::Fitness Fitness;
|
||||
|
||||
public:
|
||||
|
||||
|
|
@ -73,18 +73,18 @@ public:
|
|||
\param initial_temperature The initial temperature.
|
||||
\param replacor Population replacor
|
||||
*/
|
||||
edoEDASA (eoSelect< EOT > & selector,
|
||||
edoEDASA (eoSelect< EOType > & selector,
|
||||
edoEstimator< D > & estimator,
|
||||
eoSelectOne< EOT > & selectone,
|
||||
eoSelectOne< EOType > & selectone,
|
||||
edoModifierMass< D > & modifier,
|
||||
edoSampler< D > & sampler,
|
||||
eoContinue< EOT > & pop_continue,
|
||||
eoContinue< EOType > & pop_continue,
|
||||
edoContinue< D > & distribution_continue,
|
||||
eoEvalFunc < EOT > & evaluation,
|
||||
moContinuator< moDummyNeighbor<EOT> > & sa_continue,
|
||||
moCoolingSchedule<EOT> & cooling_schedule,
|
||||
eoEvalFunc < EOType > & evaluation,
|
||||
moContinuator< moDummyNeighbor<EOType> > & sa_continue,
|
||||
moCoolingSchedule<EOType> & cooling_schedule,
|
||||
double initial_temperature,
|
||||
eoReplacement< EOT > & replacor
|
||||
eoReplacement< EOType > & replacor
|
||||
)
|
||||
: _selector(selector),
|
||||
_estimator(estimator),
|
||||
|
|
@ -108,15 +108,15 @@ public:
|
|||
\param pop A population to improve.
|
||||
\return TRUE.
|
||||
*/
|
||||
void operator ()(eoPop< EOT > & pop)
|
||||
void operator ()(eoPop< EOType > & pop)
|
||||
{
|
||||
assert(pop.size() > 0);
|
||||
|
||||
double temperature = _initial_temperature;
|
||||
|
||||
eoPop< EOT > current_pop;
|
||||
eoPop< EOType > current_pop;
|
||||
|
||||
eoPop< EOT > selected_pop;
|
||||
eoPop< EOType > selected_pop;
|
||||
|
||||
|
||||
//-------------------------------------------------------------
|
||||
|
|
@ -165,7 +165,7 @@ public:
|
|||
// Init of a variable contening a point with the bestest fitnesses
|
||||
//-------------------------------------------------------------
|
||||
|
||||
EOT current_solution = _selectone(selected_pop);
|
||||
EOType current_solution = _selectone(selected_pop);
|
||||
|
||||
//-------------------------------------------------------------
|
||||
|
||||
|
|
@ -200,7 +200,7 @@ public:
|
|||
|
||||
do
|
||||
{
|
||||
EOT candidate_solution = _sampler(distrib);
|
||||
EOType candidate_solution = _sampler(distrib);
|
||||
_evaluation( candidate_solution );
|
||||
|
||||
// TODO: verifier le critere d'acceptation
|
||||
|
|
@ -232,14 +232,14 @@ public:
|
|||
|
||||
private:
|
||||
|
||||
//! A EOT selector
|
||||
eoSelect < EOT > & _selector;
|
||||
//! A EOType selector
|
||||
eoSelect < EOType > & _selector;
|
||||
|
||||
//! A EOT estimator. It is going to estimate distribution parameters.
|
||||
//! A EOType estimator. It is going to estimate distribution parameters.
|
||||
edoEstimator< D > & _estimator;
|
||||
|
||||
//! SelectOne
|
||||
eoSelectOne< EOT > & _selectone;
|
||||
eoSelectOne< EOType > & _selectone;
|
||||
|
||||
//! A D modifier
|
||||
edoModifierMass< D > & _modifier;
|
||||
|
|
@ -247,26 +247,26 @@ private:
|
|||
//! A D sampler
|
||||
edoSampler< D > & _sampler;
|
||||
|
||||
//! A EOT population continuator
|
||||
eoContinue < EOT > & _pop_continue;
|
||||
//! A EOType population continuator
|
||||
eoContinue < EOType > & _pop_continue;
|
||||
|
||||
//! A D continuator
|
||||
edoContinue < D > & _distribution_continue;
|
||||
|
||||
//! A full evaluation function.
|
||||
eoEvalFunc < EOT > & _evaluation;
|
||||
eoEvalFunc < EOType > & _evaluation;
|
||||
|
||||
//! Stopping criterion before temperature update
|
||||
moContinuator< moDummyNeighbor<EOT> > & _sa_continue;
|
||||
moContinuator< moDummyNeighbor<EOType> > & _sa_continue;
|
||||
|
||||
//! The cooling schedule
|
||||
moCoolingSchedule<EOT> & _cooling_schedule;
|
||||
moCoolingSchedule<EOType> & _cooling_schedule;
|
||||
|
||||
//! Initial temperature
|
||||
double _initial_temperature;
|
||||
|
||||
//! A EOT replacor
|
||||
eoReplacement < EOT > & _replacor;
|
||||
//! A EOType replacor
|
||||
eoReplacement < EOType > & _replacor;
|
||||
};
|
||||
|
||||
#endif // !_edoEDASA_h
|
||||
|
|
|
|||
55
edo/src/edoEstimatorAdaptive.h
Normal file
55
edo/src/edoEstimatorAdaptive.h
Normal file
|
|
@ -0,0 +1,55 @@
|
|||
/*
|
||||
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>
|
||||
Pierre Savéant <pierre.saveant@thalesgroup.com>
|
||||
*/
|
||||
|
||||
#ifndef _edoEstimatorAdaptive_h
|
||||
#define _edoEstimatorAdaptive_h
|
||||
|
||||
#include <eoPop.h>
|
||||
#include <eoFunctor.h>
|
||||
|
||||
#include "edoEstimator.h"
|
||||
|
||||
/** An interface that explicits the needs for a permanent distribution
|
||||
* that will be updated by operators.
|
||||
*/
|
||||
template < typename EOD >
|
||||
class edoEstimatorAdaptive : public edoEstimator<EOD>
|
||||
{
|
||||
public:
|
||||
typedef typename EOD::EOType EOType;
|
||||
|
||||
edoEstimatorAdaptive<EOD>( EOD& distrib ) : _distrib(distrib) {}
|
||||
|
||||
// virtual D operator() ( eoPop< EOT >& )=0 (provided by eoUF< A1, R >)
|
||||
|
||||
EOD & distribution() const { return _distrib; }
|
||||
|
||||
protected:
|
||||
EOD & _distrib;
|
||||
};
|
||||
|
||||
#endif // !_edoEstimatorAdaptive_h
|
||||
249
edo/src/edoEstimatorNormalAdaptive.h
Normal file
249
edo/src/edoEstimatorNormalAdaptive.h
Normal file
|
|
@ -0,0 +1,249 @@
|
|||
/*
|
||||
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>
|
||||
Pierre Savéant <pierre.saveant@thalesgroup.com>
|
||||
*/
|
||||
|
||||
|
||||
#ifndef _edoEstimatorNormalAdaptive_h
|
||||
#define _edoEstimatorNormalAdaptive_h
|
||||
|
||||
#ifdef WITH_EIGEN
|
||||
|
||||
#include <algorithm>
|
||||
|
||||
#include<Eigen/Dense>
|
||||
|
||||
#include "edoNormalAdaptive.h"
|
||||
#include "edoEstimatorAdaptive.h"
|
||||
|
||||
|
||||
//! edoEstimatorNormalMulti< EOT >
|
||||
template< typename EOT, typename EOD = edoNormalAdaptive<EOT> >
|
||||
class edoEstimatorNormalAdaptive : public edoEstimatorAdaptive< EOD >
|
||||
{
|
||||
public:
|
||||
typedef typename EOT::AtomType AtomType;
|
||||
typedef typename EOD::Vector Vector; // column vectors @see edoNormalAdaptive
|
||||
typedef typename EOD::Matrix Matrix;
|
||||
|
||||
edoEstimatorNormalAdaptive( EOD& distrib ) :
|
||||
edoEstimatorAdaptive<EOD>( distrib ),
|
||||
_calls(0),
|
||||
_eigeneval(0)
|
||||
{}
|
||||
|
||||
private:
|
||||
Eigen::VectorXd edoCMAESweights( unsigned int pop_size )
|
||||
{
|
||||
// compute recombination weights
|
||||
Eigen::VectorXd weights( pop_size );
|
||||
double sum_w = 0;
|
||||
for( unsigned int i = 0; i < pop_size; ++i ) {
|
||||
double w_i = log( pop_size + 0.5 ) - log( i + 1 );
|
||||
weights(i) = w_i;
|
||||
sum_w += w_i;
|
||||
}
|
||||
// normalization of weights
|
||||
weights /= sum_w;
|
||||
|
||||
assert( weights.size() == pop_size);
|
||||
return weights;
|
||||
}
|
||||
|
||||
public:
|
||||
void resetCalls()
|
||||
{
|
||||
_calls = 0;
|
||||
}
|
||||
|
||||
// update the distribution reference this->distribution()
|
||||
edoNormalAdaptive<EOT> operator()( eoPop<EOT>& pop )
|
||||
{
|
||||
|
||||
/**********************************************************************
|
||||
* INITIALIZATION
|
||||
*********************************************************************/
|
||||
|
||||
unsigned int N = pop[0].size(); // FIXME expliciter la dimension du pb ?
|
||||
unsigned int lambda = pop.size();
|
||||
|
||||
// number of calls to the operator == number of generations
|
||||
_calls++;
|
||||
// number of "evaluations" until now
|
||||
unsigned int counteval = _calls * lambda;
|
||||
|
||||
// Here, if we are in canonical CMA-ES,
|
||||
// pop is supposed to be the mu ranked better solutions,
|
||||
// as the rank mu selection is supposed to have occured.
|
||||
Matrix arx( N, lambda );
|
||||
|
||||
// copy the pop (most probably a vector of vectors) in a Eigen3 matrix
|
||||
for( unsigned int d = 0; d < N; ++d ) {
|
||||
for( unsigned int i = 0; i < lambda; ++i ) {
|
||||
arx(d,i) = pop[i][d]; // NOTE: pop = arx.transpose()
|
||||
} // dimensions
|
||||
} // individuals
|
||||
|
||||
// muXone array for weighted recombination
|
||||
Eigen::VectorXd weights = edoCMAESweights( lambda );
|
||||
assert( weights.size() == lambda );
|
||||
|
||||
// FIXME exposer les constantes dans l'interface
|
||||
|
||||
// variance-effectiveness of sum w_i x_i
|
||||
double mueff = pow(weights.sum(), 2) / (weights.array().square()).sum();
|
||||
|
||||
// time constant for cumulation for C
|
||||
double cc = (4+mueff/N) / (N+4 + 2*mueff/N);
|
||||
|
||||
// t-const for cumulation for sigma control
|
||||
double cs = (mueff+2) / (N+mueff+5);
|
||||
|
||||
// learning rate for rank-one update of C
|
||||
double c1 = 2 / (pow(N+1.3,2)+mueff);
|
||||
|
||||
// and for rank-mu update
|
||||
double cmu = 2 * (mueff-2+1/mueff) / ( pow(N+2,2)+mueff);
|
||||
|
||||
// damping for sigma
|
||||
double damps = 1 + 2*std::max(0.0, sqrt((mueff-1)/(N+1))-1) + cs;
|
||||
|
||||
|
||||
// shortcut to the referenced distribution
|
||||
EOD& d = this->distribution();
|
||||
|
||||
// C^-1/2
|
||||
Matrix invsqrtC =
|
||||
d.coord_sys() * d.scaling().asDiagonal().inverse()
|
||||
* d.coord_sys().transpose();
|
||||
assert( invsqrtC.innerSize() == d.coord_sys().innerSize() );
|
||||
assert( invsqrtC.outerSize() == d.coord_sys().outerSize() );
|
||||
|
||||
// expectation of ||N(0,I)|| == norm(randn(N,1))
|
||||
double chiN = sqrt(N)*(1-1/(4*N)+1/(21*pow(N,2)));
|
||||
|
||||
|
||||
/**********************************************************************
|
||||
* WEIGHTED MEAN
|
||||
*********************************************************************/
|
||||
|
||||
// compute weighted mean into xmean
|
||||
Vector xold = d.mean();
|
||||
assert( xold.size() == N );
|
||||
// xmean ( N, 1 ) = arx( N, lambda ) * weights( lambda, 1 )
|
||||
Vector xmean = arx * weights;
|
||||
assert( xmean.size() == N );
|
||||
d.mean( xmean );
|
||||
|
||||
|
||||
/**********************************************************************
|
||||
* CUMULATION: UPDATE EVOLUTION PATHS
|
||||
*********************************************************************/
|
||||
|
||||
// cumulation for sigma
|
||||
d.path_sigma(
|
||||
(1.0-cs)*d.path_sigma() + sqrt(cs*(2.0-cs)*mueff)*invsqrtC*(xmean-xold)/d.sigma()
|
||||
);
|
||||
|
||||
// sign of h
|
||||
double hsig;
|
||||
if( d.path_sigma().norm()/sqrt(1.0-pow((1.0-cs),(2.0*counteval/lambda)))/chiN
|
||||
< 1.4 + 2.0/(N+1.0)
|
||||
) {
|
||||
hsig = 1.0;
|
||||
} else {
|
||||
hsig = 0.0;
|
||||
}
|
||||
|
||||
// cumulation for the covariance matrix
|
||||
d.path_covar(
|
||||
(1.0-cc)*d.path_covar() + hsig*sqrt(cc*(2.0-cc)*mueff)*(xmean-xold) / d.sigma()
|
||||
);
|
||||
|
||||
Matrix xmu( N, lambda);
|
||||
xmu = xold.rowwise().replicate(lambda);
|
||||
assert( xmu.innerSize() == N );
|
||||
assert( xmu.outerSize() == lambda );
|
||||
Matrix artmp = (1.0/d.sigma()) * (arx - xmu);
|
||||
// Matrix artmp = (1.0/d.sigma()) * arx - xold.colwise().replicate(lambda);
|
||||
assert( artmp.innerSize() == N && artmp.outerSize() == lambda );
|
||||
|
||||
|
||||
/**********************************************************************
|
||||
* COVARIANCE MATRIX ADAPTATION
|
||||
*********************************************************************/
|
||||
|
||||
d.covar(
|
||||
(1-c1-cmu) * d.covar() // regard old matrix
|
||||
+ c1 * (d.path_covar()*d.path_covar().transpose() // plus rank one update
|
||||
+ (1-hsig) * cc*(2-cc) * d.covar()) // minor correction if hsig==0
|
||||
+ cmu * artmp * weights.asDiagonal() * artmp.transpose() // plus rank mu update
|
||||
);
|
||||
|
||||
// Adapt step size sigma
|
||||
d.sigma( d.sigma() * exp((cs/damps)*(d.path_sigma().norm()/chiN - 1)) );
|
||||
|
||||
|
||||
|
||||
/**********************************************************************
|
||||
* DECOMPOSITION OF THE COVARIANCE MATRIX
|
||||
*********************************************************************/
|
||||
|
||||
// Decomposition of C into B*diag(D.^2)*B' (diagonalization)
|
||||
if( counteval - _eigeneval > lambda/(c1+cmu)/N/10 ) { // to achieve O(N^2)
|
||||
_eigeneval = counteval;
|
||||
|
||||
// enforce symmetry of the covariance matrix
|
||||
Matrix C = d.covar();
|
||||
// FIXME edoEstimatorNormalAdaptive.h:213:44: erreur: expected primary-expression before ‘)’ token
|
||||
// copy the upper part in the lower one
|
||||
//C.triangularView<Eigen::Lower>() = C.adjoint();
|
||||
// Matrix CS = C.triangularView<Eigen::Upper>() + C.triangularView<Eigen::StrictlyUpper>().transpose();
|
||||
d.covar( C );
|
||||
|
||||
Eigen::SelfAdjointEigenSolver<Matrix> eigensolver( d.covar() ); // FIXME use JacobiSVD?
|
||||
d.coord_sys( eigensolver.eigenvectors() );
|
||||
Matrix D = eigensolver.eigenvalues().asDiagonal();
|
||||
assert( D.innerSize() == N && D.outerSize() == N );
|
||||
|
||||
// from variance to standard deviations
|
||||
D.cwiseSqrt();
|
||||
d.scaling( D.diagonal() );
|
||||
}
|
||||
|
||||
return d;
|
||||
} // operator()
|
||||
|
||||
protected:
|
||||
|
||||
unsigned int _calls;
|
||||
unsigned int _eigeneval;
|
||||
|
||||
|
||||
// EOD & distribution() inherited from edoEstimatorAdaptive
|
||||
};
|
||||
#endif // WITH_EIGEN
|
||||
|
||||
#endif // !_edoEstimatorNormalAdaptive_h
|
||||
121
edo/src/edoNormalAdaptive.h
Normal file
121
edo/src/edoNormalAdaptive.h
Normal file
|
|
@ -0,0 +1,121 @@
|
|||
|
||||
/*
|
||||
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 Dreo <johann.dreo@thalesgroup.com>
|
||||
Pierre Savéant <pierre.saveant@thalesgroup.com>
|
||||
*/
|
||||
|
||||
#ifndef _edoNormalAdaptive_h
|
||||
#define _edoNormalAdaptive_h
|
||||
|
||||
#include "edoDistrib.h"
|
||||
|
||||
#ifdef WITH_EIGEN
|
||||
|
||||
#include <Eigen/Dense>
|
||||
|
||||
template < typename EOT >
|
||||
class edoNormalAdaptive : public edoDistrib< EOT >
|
||||
{
|
||||
public:
|
||||
//typedef EOT EOType;
|
||||
typedef typename EOT::AtomType AtomType;
|
||||
typedef Eigen::Matrix< AtomType, Eigen::Dynamic, 1> Vector; // column vectors ( n lines, 1 column)
|
||||
typedef Eigen::Matrix< AtomType, Eigen::Dynamic, Eigen::Dynamic> Matrix;
|
||||
|
||||
edoNormalAdaptive( unsigned int dim = 1 ) :
|
||||
_dim(dim),
|
||||
_mean( Vector::Zero(dim) ),
|
||||
_C( Matrix::Identity(dim,dim) ),
|
||||
_B( Matrix::Identity(dim,dim) ),
|
||||
_D( Vector::Constant( dim, 1) ),
|
||||
_sigma(1.0),
|
||||
_p_c( Vector::Zero(dim) ),
|
||||
_p_s( Vector::Zero(dim) )
|
||||
{
|
||||
assert( _dim > 0);
|
||||
}
|
||||
|
||||
edoNormalAdaptive( unsigned int dim,
|
||||
Vector mean,
|
||||
Matrix C,
|
||||
Matrix B,
|
||||
Vector D,
|
||||
double sigma,
|
||||
Vector p_c,
|
||||
Vector p_s
|
||||
) :
|
||||
_mean( mean ),
|
||||
_C( C ),
|
||||
_B( B ),
|
||||
_D( D ),
|
||||
_sigma(sigma),
|
||||
_p_c( p_c ),
|
||||
_p_s( p_s )
|
||||
{
|
||||
assert( dim > 0);
|
||||
assert( _mean.innerSize() == dim );
|
||||
assert( _C.innerSize() == dim && _C.outerSize() == dim );
|
||||
assert( _B.innerSize() == dim && _B.outerSize() == dim );
|
||||
assert( _D.innerSize() == dim );
|
||||
assert( _sigma != 0.0 );
|
||||
assert( _p_c.innerSize() == dim );
|
||||
assert( _p_s.innerSize() == dim );
|
||||
}
|
||||
|
||||
unsigned int size()
|
||||
{
|
||||
return _mean.innerSize();
|
||||
}
|
||||
|
||||
Vector mean() const {return _mean;}
|
||||
Matrix covar() const {return _C;}
|
||||
Matrix coord_sys() const {return _B;}
|
||||
Vector scaling() const {return _D;}
|
||||
double sigma() const {return _sigma;}
|
||||
Vector path_covar() const {return _p_c;}
|
||||
Vector path_sigma() const {return _p_s;}
|
||||
|
||||
void mean( Vector m ) { _mean = m; assert( m.size() == _dim ); }
|
||||
void covar( Matrix c ) { _C = c; assert( c.innerSize() == _dim && c.outerSize() == _dim ); }
|
||||
void coord_sys( Matrix b ) { _B = b; assert( b.innerSize() == _dim && b.outerSize() == _dim ); }
|
||||
void scaling( Vector d ) { _D = d; assert( d.size() == _dim ); }
|
||||
void sigma( double s ) { _sigma = s; assert( s != 0.0 );}
|
||||
void path_covar( Vector p ) { _p_c = p; assert( p.size() == _dim ); }
|
||||
void path_sigma( Vector p ) { _p_s = p; assert( p.size() == _dim ); }
|
||||
|
||||
private:
|
||||
unsigned int _dim;
|
||||
Vector _mean; //
|
||||
Matrix _C; // covariance matrix
|
||||
Matrix _B; // eigen vectors / coordinates system
|
||||
Vector _D; // eigen values / scaling
|
||||
double _sigma; //
|
||||
Vector _p_c; // evolution path for C
|
||||
Vector _p_s; // evolution path for sigma
|
||||
};
|
||||
|
||||
#endif // WITH_EIGEN
|
||||
|
||||
#endif // !_edoNormalAdaptive_h
|
||||
|
|
@ -45,6 +45,15 @@ class edoNormalMulti : public edoDistrib< EOT >
|
|||
public:
|
||||
typedef typename EOT::AtomType AtomType;
|
||||
|
||||
edoNormalMulti( unsigned int dim = 1 ) :
|
||||
_mean( const ublas::vector<AtomType>(0,dim) ),
|
||||
_varcovar( const ublas::identity_matrix<AtomType>(dim) )
|
||||
{
|
||||
assert(_mean.size() > 0);
|
||||
assert(_mean.size() == _varcovar.size1());
|
||||
assert(_mean.size() == _varcovar.size2());
|
||||
}
|
||||
|
||||
edoNormalMulti
|
||||
(
|
||||
const ublas::vector< AtomType >& mean,
|
||||
|
|
@ -86,6 +95,15 @@ public:
|
|||
typedef Eigen::Matrix< AtomType, Eigen::Dynamic, 1> Vector;
|
||||
typedef Eigen::Matrix< AtomType, Eigen::Dynamic, Eigen::Dynamic> Matrix;
|
||||
|
||||
edoNormalMulti( unsigned int dim = 1 ) :
|
||||
_mean( Vector::Zero(dim) ),
|
||||
_varcovar( Matrix::Identity(dim,dim) )
|
||||
{
|
||||
assert(_mean.size() > 0);
|
||||
assert(_mean.innerSize() == _varcovar.innerSize());
|
||||
assert(_mean.innerSize() == _varcovar.outerSize());
|
||||
}
|
||||
|
||||
edoNormalMulti(
|
||||
const Vector & mean,
|
||||
const Matrix & varcovar
|
||||
|
|
|
|||
91
edo/src/edoSamplerNormalAdaptive.h
Normal file
91
edo/src/edoSamplerNormalAdaptive.h
Normal file
|
|
@ -0,0 +1,91 @@
|
|||
/*
|
||||
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>
|
||||
Pierre Savéant <pierre.saveant@thalesgroup.com>
|
||||
*/
|
||||
|
||||
#ifndef _edoSamplerNormalAdaptive_h
|
||||
#define _edoSamplerNormalAdaptive_h
|
||||
|
||||
#include <cmath>
|
||||
#include <limits>
|
||||
|
||||
#include <edoSampler.h>
|
||||
|
||||
/** Sample points in a multi-normal law defined by a mean vector and a covariance matrix.
|
||||
*
|
||||
* Given M the mean vector and V the covariance matrix, of order n:
|
||||
* - draw a vector T in N(0,I) (i.e. each value is drawn in a normal law with mean=0 an stddev=1)
|
||||
* - compute the Cholesky decomposition L of V (i.e. such as V=LL*)
|
||||
* - return X = M + LT
|
||||
*/
|
||||
#ifdef WITH_EIGEN
|
||||
|
||||
template< class EOT, typename EOD = edoNormalAdaptive< EOT > >
|
||||
class edoSamplerNormalAdaptive : public edoSampler< EOD >
|
||||
{
|
||||
public:
|
||||
typedef typename EOT::AtomType AtomType;
|
||||
|
||||
typedef typename EOD::Vector Vector;
|
||||
typedef typename EOD::Matrix Matrix;
|
||||
|
||||
edoSamplerNormalAdaptive( edoRepairer<EOT> & repairer )
|
||||
: edoSampler< EOD >( repairer)
|
||||
{}
|
||||
|
||||
|
||||
EOT sample( EOD& distrib )
|
||||
{
|
||||
unsigned int N = distrib.size();
|
||||
assert( N > 0);
|
||||
|
||||
// T = vector of size elements drawn in N(0,1)
|
||||
Vector T( N );
|
||||
for ( unsigned int i = 0; i < N; ++i ) {
|
||||
T( i ) = rng.normal();
|
||||
}
|
||||
assert(T.innerSize() == N );
|
||||
assert(T.outerSize() == 1);
|
||||
|
||||
// mean(N,1) + sigma * B(N,N) * ( D(N,1) .* T(N,1) )
|
||||
Vector sol = distrib.mean()
|
||||
+ distrib.sigma()
|
||||
* distrib.coord_sys() * (distrib.scaling().cwiseProduct(T) ); // C * T = B * (D .* T)
|
||||
assert( sol.size() == N );
|
||||
/*Vector sol = distrib.mean() + distrib.sigma()
|
||||
* distrib.coord_sys().dot( distrib.scaling().dot( T ) );*/
|
||||
|
||||
// copy in the EOT structure (more probably a vector)
|
||||
EOT solution( N );
|
||||
for( unsigned int i = 0; i < N; i++ ) {
|
||||
solution[i]= sol(i);
|
||||
}
|
||||
|
||||
return solution;
|
||||
}
|
||||
};
|
||||
#endif // WITH_EIGEN
|
||||
|
||||
#endif // !_edoSamplerNormalAdaptive_h
|
||||
|
|
@ -47,7 +47,7 @@ Authors:
|
|||
#include <boost/numeric/ublas/lu.hpp>
|
||||
#include <boost/numeric/ublas/symmetric.hpp>
|
||||
|
||||
template< class EOT, typename EOD = edoNormalMulti< EOT > >
|
||||
template< typename EOT, typename EOD = edoNormalMulti< EOT > >
|
||||
class edoSamplerNormalMulti : public edoSampler< EOD >
|
||||
{
|
||||
public:
|
||||
|
|
@ -91,7 +91,7 @@ protected:
|
|||
#else
|
||||
#ifdef WITH_EIGEN
|
||||
|
||||
template< class EOT, typename EOD = edoNormalMulti< EOT > >
|
||||
template< typename EOT, typename EOD = edoNormalMulti< EOT > >
|
||||
class edoSamplerNormalMulti : public edoSampler< EOD >
|
||||
{
|
||||
public:
|
||||
|
|
|
|||
|
|
@ -31,7 +31,7 @@ Authors:
|
|||
#include<sstream>
|
||||
|
||||
#include "edoStat.h"
|
||||
#include "edoNormalMulti.h"
|
||||
#include "../edoNormalMulti.h"
|
||||
|
||||
#ifdef WITH_BOOST
|
||||
|
||||
|
|
|
|||
28
eo/NEWS
28
eo/NEWS
|
|
@ -1,4 +1,22 @@
|
|||
* current version
|
||||
- features:
|
||||
- delete the deprecated code parts (was marked as deprecated in the release 1.1)
|
||||
- eoSignal: a class to handle signal with eoCheckpoint instances
|
||||
- eoDetSingleBitFlip: bit flip mutation that changes exactly k bits while checking for duplicate
|
||||
- eoFunctorStat: a wrapper to turn any stand-alone function and into an eoStat
|
||||
- generilazed the output of an eoState: now you can change the format, comes with defaults formatting (latex and json)
|
||||
- eoWrongParamTypeException: a new exception to handle cases where a wrong template is given to eoParser::valueOf
|
||||
- added a getParam method to the eoParser, that raise an exception if the parameter has not been declared
|
||||
- eoParserLogger features are now included in the default eoParser
|
||||
- build system:
|
||||
- improvements of the build architecture
|
||||
- create PKGBUILD file for archlinux package manager
|
||||
- a FindEO module for CMake
|
||||
- bugfixes:
|
||||
- fixed regression with gcc 4.7
|
||||
- fixed compilation issues in Microsoft Visual C++, related to time measurement
|
||||
- added several asserts accross the framework (note: asserts are included only in debug mode)
|
||||
- lot of small bugfixes :-)
|
||||
|
||||
* release 1.2 (16. May. 2011)
|
||||
- fixed the incremental allocation issue in variation operators which were
|
||||
|
|
@ -20,11 +38,11 @@
|
|||
- GCC 4.3 compatibility
|
||||
- new versatile log system with several nested verbose levels
|
||||
- classes using intern verbose parameters marked as deprecated, please update your code accordingly if you use one of the following files:
|
||||
eo/src/eoCombinedInit.h
|
||||
eo/src/eoGenContinue.h
|
||||
eo/src/eoProportionalCombinedOp.h
|
||||
eo/src/utils/eoData.h
|
||||
eo/src/utils/eoStdoutMonitor.h
|
||||
eo/src/eoCombinedInit.h
|
||||
eo/src/eoGenContinue.h
|
||||
eo/src/eoProportionalCombinedOp.h
|
||||
eo/src/utils/eoData.h
|
||||
eo/src/utils/eoStdoutMonitor.h
|
||||
- an evaluator that throw an exception if a maximum eval numbers has been reached, independently of the number of generations
|
||||
- new monitor that can write on any ostream
|
||||
- new continuator that can catch POSIX system user signals
|
||||
|
|
|
|||
|
|
@ -58,14 +58,26 @@ void apply(eoUF<EOT&, void>& _proc, std::vector<EOT>& _pop)
|
|||
if (!eo::parallel.isDynamic())
|
||||
{
|
||||
#pragma omp parallel for if(eo::parallel.isEnabled()) //default(none) shared(_proc, _pop, size)
|
||||
#ifdef _MSC_VER
|
||||
//Visual Studio supports only OpenMP version 2.0 in which
|
||||
//an index variable must be of a signed integral type
|
||||
for (long long i = 0; i < size; ++i) { _proc(_pop[i]); }
|
||||
#else // _MSC_VER
|
||||
for (size_t i = 0; i < size; ++i) { _proc(_pop[i]); }
|
||||
#endif
|
||||
}
|
||||
else
|
||||
{
|
||||
#pragma omp parallel for schedule(dynamic) if(eo::parallel.isEnabled())
|
||||
#ifdef _MSC_VER
|
||||
//Visual Studio supports only OpenMP version 2.0 in which
|
||||
//an index variable must be of a signed integral type
|
||||
for (long long i = 0; i < size; ++i) { _proc(_pop[i]); }
|
||||
#else // _MSC_VER
|
||||
//doesnot work with gcc 4.1.2
|
||||
//default(none) shared(_proc, _pop, size)
|
||||
for (size_t i = 0; i < size; ++i) { _proc(_pop[i]); }
|
||||
#endif
|
||||
}
|
||||
|
||||
if ( eo::parallel.enableResults() )
|
||||
|
|
|
|||
|
|
@ -102,6 +102,7 @@
|
|||
#include <eoSharingSelect.h>
|
||||
// Embedding truncation selection
|
||||
#include <eoTruncatedSelectOne.h>
|
||||
#include <eoRankMuSelect.h>
|
||||
|
||||
// the batch selection - from an eoSelectOne
|
||||
#include <eoSelectPerc.h>
|
||||
|
|
|
|||
|
|
@ -34,7 +34,7 @@
|
|||
#include <math.h>
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
/** eoDetSelect selects many individuals determinisctically
|
||||
/** eoDetSelect selects many individuals deterministically
|
||||
*
|
||||
* @ingroup Selectors
|
||||
*/
|
||||
|
|
|
|||
|
|
@ -21,27 +21,30 @@ Authors:
|
|||
Johann Dréo <johann.dreo@thalesgroup.com>
|
||||
*/
|
||||
|
||||
#ifndef __unix__
|
||||
#warning "Warning: class 'eoEvalUserTimeThrowException' is only available under UNIX systems (defining 'rusage' in 'sys/resource.h'), contributions for other systems are welcomed."
|
||||
#else
|
||||
#if !defined(__unix__) && !defined(_WINDOWS)
|
||||
#warning "Warning: class 'eoEvalUserTimeThrowException' is only available under UNIX (defining 'rusage' in 'sys/resource.h') or Win32 (defining 'GetProcessTimes' in 'WinBase.h') systems, contributions for other systems are welcomed."
|
||||
#else //!defined(__unix__) && !defined(_WINDOWS)
|
||||
|
||||
#ifndef __EOEVALUSERTIMETHROWEXCEPTION_H__
|
||||
#define __EOEVALUSERTIMETHROWEXCEPTION_H__
|
||||
|
||||
#include <sys/time.h>
|
||||
#include <sys/resource.h>
|
||||
|
||||
#include <eoExceptions.h>
|
||||
|
||||
/** Check at each evaluation if a given CPU user time contract has been reached.
|
||||
*
|
||||
* Throw an eoMaxTimeException if the given max time has been reached.
|
||||
* Usefull if you want to end the search independently of generations.
|
||||
* This class uses (almost-)POSIX headers.
|
||||
* This class uses (almost-)POSIX or Win32 headers, depending on the platform.
|
||||
* It uses a computation of the user time used on the CPU. For a wallclock time measure, see eoEvalTimeThrowException
|
||||
*
|
||||
* @ingroup Evaluation
|
||||
*/
|
||||
|
||||
#include <eoExceptions.h>
|
||||
|
||||
#ifdef __unix__
|
||||
|
||||
#include <sys/time.h>
|
||||
#include <sys/resource.h>
|
||||
|
||||
template< class EOT >
|
||||
class eoEvalUserTimeThrowException : public eoEvalFuncCounter< EOT >
|
||||
{
|
||||
|
|
@ -58,7 +61,7 @@ public:
|
|||
if( current >= _max ) {
|
||||
throw eoMaxTimeException( current );
|
||||
} else {
|
||||
func(eo);
|
||||
this->func(eo);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
|
@ -68,5 +71,41 @@ protected:
|
|||
struct rusage _usage;
|
||||
};
|
||||
|
||||
#else
|
||||
#ifdef _WINDOWS
|
||||
//here _WINDOWS is defined
|
||||
|
||||
#include <WinBase.h>
|
||||
|
||||
template< class EOT >
|
||||
class eoEvalUserTimeThrowException : public eoEvalFuncCounter< EOT >
|
||||
{
|
||||
public:
|
||||
eoEvalUserTimeThrowException( eoEvalFunc<EOT> & func, const long max ) : eoEvalFuncCounter<EOT>( func, "CPU-user"), _max(max) {}
|
||||
|
||||
virtual void operator() ( EOT & eo )
|
||||
{
|
||||
if( eo.invalid() ) {
|
||||
FILETIME dummy;
|
||||
GetProcessTimes(GetCurrentProcess(), &dummy, &dummy, &dummy, &_usage);
|
||||
|
||||
ULARGE_INTEGER current;
|
||||
current.LowPart = _usage.dwLowDateTime;
|
||||
current.HighPart = _usage.dwHighDateTime;
|
||||
if( current.QuadPart >= _max ) {
|
||||
throw eoMaxTimeException( current.QuadPart );
|
||||
} else {
|
||||
func(eo);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
protected:
|
||||
const long _max;
|
||||
FILETIME _usage;
|
||||
};
|
||||
|
||||
#endif // _WINDOWS
|
||||
#endif //__unix__
|
||||
#endif // __EOEVALUSERTIMETHROWEXCEPTION_H__
|
||||
#endif // __UNIX__
|
||||
#endif //!defined(__unix__) && !defined(_WINDOWS)
|
||||
|
|
|
|||
54
eo/src/eoRankMuSelect.h
Normal file
54
eo/src/eoRankMuSelect.h
Normal file
|
|
@ -0,0 +1,54 @@
|
|||
/*
|
||||
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) 2012 Thales group
|
||||
*/
|
||||
/*
|
||||
Authors:
|
||||
Johann Dréo <johann.dreo@thalesgroup.com>
|
||||
*/
|
||||
|
||||
|
||||
#ifndef _eoRankMuSelect_h
|
||||
#define _eoRankMuSelect_h
|
||||
|
||||
#include "eoDetSelect.h"
|
||||
|
||||
/** Selects the "Mu" bests individuals.
|
||||
*
|
||||
* Note: sorts the population before trucating it.
|
||||
*
|
||||
* @ingroup Selectors
|
||||
*/
|
||||
template<typename EOT>
|
||||
class eoRankMuSelect : public eoDetSelect<EOT>
|
||||
{
|
||||
public :
|
||||
// false, because mu is not a rate
|
||||
eoRankMuSelect( unsigned int mu ) : eoDetSelect<EOT>( mu, false ) {}
|
||||
|
||||
void operator()(const eoPop<EOT>& source, eoPop<EOT>& dest)
|
||||
{
|
||||
eoPop<EOT> tmp( source );
|
||||
tmp.sort();
|
||||
eoDetSelect<EOT>::operator()( tmp, dest );
|
||||
}
|
||||
};
|
||||
|
||||
#endif // !_eoRankMuselect_h
|
||||
Loading…
Add table
Add a link
Reference in a new issue