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kuepper 2005-09-27 22:06:08 +00:00
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eo/src/es/eoEsMutate.h
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@ -1,5 +1,5 @@
// -*- mode: c++; c-indent-level: 4; c++-member-init-indent: 8; comment-column: 35; -*-
// -*- mode: c++; c-indent-level: 4; c++-member-init-indent: 8; comment-column: 35; fill-column: 80; -*-
//-----------------------------------------------------------------------------
// eoESMute.h : ES mutation
// (c) Maarten Keijzer 2000 & GeNeura Team, 1998 for the EO part
@ -9,18 +9,18 @@
modify it under the terms of the GNU Lesser General Public
License as published by the Free Software Foundation; either
version 2 of the License, or (at your option) any later version.
This library is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
Lesser General Public License for more details.
You should have received a copy of the GNU Lesser General Public
License along with this library; if not, write to the Free Software
Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
Contact: todos@geneura.ugr.es, http://geneura.ugr.es
marc.schoenauer@polytechnique.fr
marc.schoenauer@polytechnique.fr
http://eeaax.cmap.polytchnique.fr/
*/
//-----------------------------------------------------------------------------
@ -29,199 +29,171 @@
#ifndef _EOESMUTATE_H
#define _EOESMUTATE_H
#include <utils/eoRNG.h>
#include <cmath>
#include <eoInit.h>
#include <cmath> // for exp
#include <eoOp.h>
#include <es/eoEsMutationInit.h>
#include <es/eoEsSimple.h>
#include <es/eoEsStdev.h>
#include <es/eoEsFull.h>
#include <utils/eoRealBounds.h>
#include <eoOp.h>
#include <utils/eoRNG.h>
#ifndef M_PI
#define M_PI 3.1415926535897932384626433832795
#endif
/**
/** @ingroup EvolutionStrategies
\ingroup EvolutionStrategies
@brief ES-style mutation in the large
ES-style mutation in the large: Obviously, valid only for eoES*
Obviously, valid only for eoES*. It is currently valid for three types
of ES chromosomes:
- eoEsSimple: only 1 std deviation
- eoEsStdev: as many standard deviations as object variables
- eoEsFull: The whole guacemole: correlations, stdevs and object variables
It is currently valid for three types of ES chromosomes:
eoEsSimple: only 1 std deviation
eoEsStdev: as many standard deviations as object variables
eoEsFull: The whole guacemole: correlations, stdevs and object variables
Each of these three variant has it's own operator() in eoEsMutate and intialization
is also split into three cases (that share some commonalities)
Each of these three variant has it's own operator() in eoEsMutate and
intialization is also split into three cases (that share some
commonalities)
*/
template <class EOT>
class eoEsMutate: public eoMonOp< EOT > {
class eoEsMutate : public eoMonOp< EOT >
{
public:
/** Fitness-type */
typedef typename EOT::Fitness FitT;
/** Initialization
parameters:
/** Initialization.
@param _init proxy class for initializating the three parameters eoEsMutate needs
@param _bounds the bounds for the objective variables
@param _init Proxy class for initializating the three parameters
eoEsMutate needs
@param _bounds Bounds for the objective variables
*/
eoEsMutate(eoEsMutationInit& _init, eoRealVectorBounds& _bounds) : bounds(_bounds)
{
init(EOT(), _init); // initialize on actual type used
}
/// needed virtual dtor
/** @brief Virtual Destructor */
virtual ~eoEsMutate() {};
/** Inherited from eoObject
@see eoObject
*/
virtual std::string className() const {return "eoESMutate";};
/**
Mutate eoEsSimple
*/
virtual bool operator()( eoEsSimple<FitT>& _eo)
{
_eo.stdev *= exp(TauLcl * rng.normal());
/** Classname.
if (_eo.stdev < stdev_eps)
Inherited from eoObject @see eoObject
@return Name of class.
*/
virtual std::string className() const {return "eoESMutate";};
/** Mutate eoEsSimple */
virtual bool operator()( eoEsSimple<FitT>& _eo)
{
_eo.stdev *= exp(TauLcl * rng.normal());
if (_eo.stdev < stdev_eps)
_eo.stdev = stdev_eps;
// now apply to all
for (unsigned i = 0; i < _eo.size(); ++i)
{
_eo[i] += _eo.stdev * rng.normal();
}
bounds.foldsInBounds(_eo);
return true;
}
/// mutations - standard and correlated
// =========
/*
* Standard mutation of object variables and standard
* deviations in ESs.
* If there are fewer different standard deviations available
* than the dimension of the objective function requires, the
* last standard deviation is responsible for ALL remaining
* object variables.
* Schwefel 1977: Numerische Optimierung von Computer-Modellen
* mittels der Evolutionsstrategie, pp. 165 ff.
*/
virtual bool operator()( eoEsStdev<FitT>& _eo )
{
double global = TauGlb * rng.normal();
for (unsigned i = 0; i < _eo.size(); i++)
{
double stdev = _eo.stdevs[i];
stdev *= exp( global + TauLcl * rng.normal() );
if (stdev < stdev_eps)
stdev = stdev_eps;
_eo.stdevs[i] = stdev;
_eo[i] += stdev * rng.normal();
}
bounds.foldsInBounds(_eo);
return true;
}
/*
* Correlated mutations in ESs, according to the following
* sources:
* H.-P. Schwefel: Internal Report of KFA Juelich, KFA-STE-IB-3/80
* p. 43, 1980
* G. Rudolph: Globale Optimierung mit parallelen Evolutions-
* strategien, Diploma Thesis, University of Dortmund, 1990
*/
// Code from Thomas Baeck
virtual bool operator()( eoEsFull<FitT> & _eo )
{
/*
* First: mutate standard deviations (as above).
*/
double global = TauGlb * rng.normal();
unsigned i;
for (i = 0; i < _eo.size(); i++)
{
double stdev = _eo.stdevs[i];
stdev *= exp( global + TauLcl*rng.normal() );
if (stdev < stdev_eps)
stdev = stdev_eps;
_eo.stdevs[i] = stdev;
}
// now apply to all
for (unsigned i = 0; i < _eo.size(); ++i)
{
_eo[i] += _eo.stdev * rng.normal();
}
bounds.foldsInBounds(_eo);
return true;
}
/*
* Mutate rotation angles.
*/
/** Standard mutation in ESs
for (i = 0; i < _eo.correlations.size(); i++)
{
_eo.correlations[i] += TauBeta * rng.normal();
if ( fabs(_eo.correlations[i]) > M_PI )
{
_eo.correlations[i] -= M_PI * (int) (_eo.correlations[i]/M_PI) ;
}
}
Standard mutation of object variables and standard deviations in ESs.
/*
* Perform correlated mutations.
*/
unsigned k, n1, n2;
double d1,d2, S, C;
If there are fewer different standard deviations available than the
dimension of the objective function requires, the last standard deviation is
responsible for ALL remaining object variables.
std::vector<double> VarStp(_eo.size());
for (i = 0; i < _eo.size(); i++)
VarStp[i] = _eo.stdevs[i] * rng.normal();
@param _eo Individual to mutate.
unsigned nq = _eo.correlations.size() - 1;
@see Schwefel 1977: Numerische Optimierung von Computer-Modellen mittels der
Evolutionsstrategie, pp. 165 ff.
*/
virtual bool operator()( eoEsStdev<FitT>& _eo )
{
double global = TauGlb * rng.normal();
for (unsigned i = 0; i < _eo.size(); i++)
{
double stdev = _eo.stdevs[i];
stdev *= exp( global + TauLcl * rng.normal() );
if (stdev < stdev_eps)
stdev = stdev_eps;
_eo.stdevs[i] = stdev;
_eo[i] += stdev * rng.normal();
}
bounds.foldsInBounds(_eo);
return true;
}
for (k = 0; k < _eo.size()-1; k++)
{
n1 = _eo.size() - k - 1;
n2 = _eo.size() - 1;
for (i = 0; i < k; i++)
{
d1 = VarStp[n1];
d2 = VarStp[n2];
S = sin( _eo.correlations[nq] );
C = cos( _eo.correlations[nq] );
VarStp[n2] = d1 * S + d2 * C;
VarStp[n1] = d1 * C - d2 * S;
n2--;
nq--;
}
}
/** Correlated mutations in ESs
for (i = 0; i < _eo.size(); i++)
_eo[i] += VarStp[i];
Correlated mutations in ESs, according to the following sources:
- H.-P. Schwefel: Internal Report of KFA Juelich, KFA-STE-IB-3/80, p. 43, 1980
- G. Rudolph: Globale Optimierung mit parallelen Evolutionsstrategien,
Diploma Thesis, University of Dortmund, 1990
- Code from Thomas Baeck
*/
virtual bool operator()( eoEsFull<FitT> & _eo )
{
// First: mutate standard deviations (as above).
double global = TauGlb * rng.normal();
unsigned i;
for (i = 0; i < _eo.size(); i++)
{
double stdev = _eo.stdevs[i];
stdev *= exp( global + TauLcl*rng.normal() );
if (stdev < stdev_eps)
stdev = stdev_eps;
_eo.stdevs[i] = stdev;
}
// Mutate rotation angles.
for (i = 0; i < _eo.correlations.size(); i++)
{
_eo.correlations[i] += TauBeta * rng.normal();
if ( fabs(_eo.correlations[i]) > M_PI )
{
_eo.correlations[i] -= M_PI * (int) (_eo.correlations[i]/M_PI) ;
}
}
// Perform correlated mutations.
unsigned k, n1, n2;
double d1,d2, S, C;
std::vector<double> VarStp(_eo.size());
for (i = 0; i < _eo.size(); i++)
VarStp[i] = _eo.stdevs[i] * rng.normal();
unsigned nq = _eo.correlations.size() - 1;
for (k = 0; k < _eo.size()-1; k++)
{
n1 = _eo.size() - k - 1;
n2 = _eo.size() - 1;
for (i = 0; i < k; i++)
{
d1 = VarStp[n1];
d2 = VarStp[n2];
S = sin( _eo.correlations[nq] );
C = cos( _eo.correlations[nq] );
VarStp[n2] = d1 * S + d2 * C;
VarStp[n1] = d1 * C - d2 * S;
n2--;
nq--;
}
}
for (i = 0; i < _eo.size(); i++)
_eo[i] += VarStp[i];
bounds.foldsInBounds(_eo);
return true;
}
bounds.foldsInBounds(_eo);
return true;
}
private :
@ -236,34 +208,39 @@ public:
void init(eoEsStdev<FitT>, eoEsMutationInit& _init)
{
unsigned size = bounds.size();
TauLcl = _init.TauLcl();
TauGlb = _init.TauGlb();
// renormalization
TauLcl /= sqrt( 2.0 * sqrt( (double)size ) );
TauGlb /= sqrt( 2.0 * ( (double) size ) );
std::cout << "Init<eoStDev>: tau local " << TauLcl << " et global " << TauGlb << std::endl;
TauLcl /= sqrt( 2.0 * sqrt(double(size)) );
TauGlb /= sqrt( 2.0 * double(size) );
std::cout << "Init<eoStDev>: tau local " << TauLcl << " et global " << TauGlb << std::endl;
}
void init(eoEsFull<FitT>, eoEsMutationInit& _init)
{
init(eoEsStdev<FitT>(), _init);
TauBeta = _init.TauBeta();
std::cout << "Init<eoEsFull>: tau local " << TauLcl << " et global " << TauGlb << std::endl;
std::cout << "Init<eoEsFull>: tau local " << TauLcl << " et global " << TauGlb << std::endl;
}
// the data
//=========
double TauLcl; /* Local factor for mutation of std deviations */
double TauGlb; /* Global factor for mutation of std deviations */
double TauBeta; /* Factor for mutation of correlation parameters */
eoRealVectorBounds& bounds;
/** Local factor for mutation of std deviations */
double TauLcl;
static const double stdev_eps;
/** Global factor for mutation of std deviations */
double TauGlb;
/** Factor for mutation of correlation parameters */
double TauBeta;
/** Bounds of parameters */
eoRealVectorBounds& bounds;
/** Minimum stdev */
static const double stdev_eps;
};
template <class EOT>
const double eoEsMutate<EOT>::stdev_eps = 1.0e-40;