From 6b95172600b876dedfc50a26a5a536b776ed491f Mon Sep 17 00:00:00 2001 From: Johann Dreo Date: Thu, 6 Sep 2012 16:06:16 +0200 Subject: [PATCH] CMA-ES is non-monotonic, thus keep the best individual found so far with a stat; clean the code --- edo/application/cmaes/main.cpp | 46 ++++++++++++++++------------------ 1 file changed, 21 insertions(+), 25 deletions(-) diff --git a/edo/application/cmaes/main.cpp b/edo/application/cmaes/main.cpp index 97d1d1110..ed7f10a44 100644 --- a/edo/application/cmaes/main.cpp +++ b/edo/application/cmaes/main.cpp @@ -49,24 +49,13 @@ int main(int ac, char** av) { eoParser parser(ac, av); - // Letters used by the following declarations: - // a d i p t - - std::string section("Algorithm parameters"); - 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 - + // Letters used by the following declarations: unsigned long max_eval = parser.getORcreateParam((unsigned long)0, "maxEval", "Maximum number of evaluations (0 = none)", 'E', "Stopping criterion").value(); // E - - unsigned int dim = parser.createParam((unsigned int)10, "dimension-size", "Dimension size", 'd', section).value(); // d - + unsigned int dim = parser.createParam((unsigned int)10, "dimension-size", "Dimension size", 'd', "Problem").value(); // d double mu = dim / 2; - edoNormalAdaptive distribution(dim); eoSelect< RealVec >* selector = new eoRankMuSelect< RealVec >( mu ); @@ -113,6 +102,11 @@ int main(int ac, char** av) // population output eoCheckPoint< RealVec >& pop_continue = do_make_checkpoint(parser, state, eval, eo_continue); + // keep the best solution found so far in an eoStat + // thus, if the population's best individual fitness decreases during the search, we could + // still keep the best found since the beginning, while avoiding the bias of elitism on the sample + eoBestIndividualStat best_indiv; + pop_continue.add( best_indiv ); // distribution output edoDummyContinue< Distrib >* dummy_continue = new edoDummyContinue< Distrib >(); @@ -121,11 +115,13 @@ int main(int ac, char** av) edoCheckPoint< Distrib >* distribution_continue = new edoCheckPoint< Distrib >( *dummy_continue ); state.storeFunctor(distribution_continue); - // eoEPRemplacement causes the using of the current and previous - // sample for sampling. - eoReplacement< RealVec >* replacor = new eoEPReplacement< RealVec >(pop.size()); + eoReplacement< RealVec >* replacor = new eoCommaReplacement< RealVec >(); state.storeFunctor(replacor); + // Help + Verbose routines + make_verbose(parser); + make_help(parser); + // Some stuff to display helper when we are using -h option if (parser.userNeedsHelp()) { @@ -133,28 +129,28 @@ int main(int ac, char** av) exit(1); } - // Help + Verbose routines - make_verbose(parser); - make_help(parser); - eoPopLoopEval popEval( eval ); - // EDA algorithm configuration + // CMA-ES algorithm configuration edoAlgo< Distrib >* algo = new edoAlgoAdaptive< Distrib > (distribution, popEval, *selector, *estimator, *sampler, *replacor, pop_continue, *distribution_continue ); + // Use the best solution of the random first pop to start the search + // That is, center the distribution's mean on it. + distribution.mean( pop.best_element() ); // Beginning of the algorithm call try { + eo::log << eo::progress << "Best solution after random init: " << pop.best_element().fitness() << std::endl; do_run(*algo, pop); } catch (eoEvalFuncCounterBounderException& e) { eo::log << eo::warnings << "warning: " << e.what() << std::endl; - - } catch (std::exception& e) { - eo::log << eo::errors << "error: " << e.what() << std::endl; - exit(EXIT_FAILURE); } + + // use the stat instead of the pop, to get the best solution of the whole search + std::cout << best_indiv.value() << std::endl; + return 0; }