massive documentation update
This commit is contained in:
Johann Dreo
parent
b4da9edf40
commit
7fed1ebf51
33 changed files with 399 additions and 181 deletions
|
|
@ -771,7 +771,7 @@ COLS_IN_ALPHA_INDEX = 3
|
|||
# The IGNORE_PREFIX tag can be used to specify one or more prefixes that
|
||||
# should be ignored while generating the index headers.
|
||||
|
||||
IGNORE_PREFIX = moeo
|
||||
IGNORE_PREFIX = edo
|
||||
|
||||
#---------------------------------------------------------------------------
|
||||
# configuration options related to the HTML output
|
||||
|
|
@ -1273,13 +1273,13 @@ ENABLE_PREPROCESSING = YES
|
|||
# compilation will be performed. Macro expansion can be done in a controlled
|
||||
# way by setting EXPAND_ONLY_PREDEF to YES.
|
||||
|
||||
MACRO_EXPANSION = NO
|
||||
MACRO_EXPANSION = YES
|
||||
|
||||
# If the EXPAND_ONLY_PREDEF and MACRO_EXPANSION tags are both set to YES
|
||||
# then the macro expansion is limited to the macros specified with the
|
||||
# PREDEFINED and EXPAND_AS_DEFINED tags.
|
||||
|
||||
EXPAND_ONLY_PREDEF = NO
|
||||
EXPAND_ONLY_PREDEF = YES
|
||||
|
||||
# If the SEARCH_INCLUDES tag is set to YES (the default) the includes files
|
||||
# in the INCLUDE_PATH (see below) will be search if a #include is found.
|
||||
|
|
@ -1307,14 +1307,14 @@ INCLUDE_FILE_PATTERNS =
|
|||
# undefined via #undef or recursively expanded use the := operator
|
||||
# instead of the = operator.
|
||||
|
||||
PREDEFINED =
|
||||
PREDEFINED = WITH_EIGEN
|
||||
|
||||
# If the MACRO_EXPANSION and EXPAND_ONLY_PREDEF tags are set to YES then
|
||||
# this tag can be used to specify a list of macro names that should be expanded.
|
||||
# The macro definition that is found in the sources will be used.
|
||||
# Use the PREDEFINED tag if you want to use a different macro definition.
|
||||
|
||||
EXPAND_AS_DEFINED =
|
||||
EXPAND_AS_DEFINED =
|
||||
|
||||
# If the SKIP_FUNCTION_MACROS tag is set to YES (the default) then
|
||||
# doxygen's preprocessor will remove all function-like macros that are alone
|
||||
|
|
|
|||
|
|
@ -31,10 +31,23 @@ Authors:
|
|||
|
||||
#include <eoAlgo.h>
|
||||
|
||||
/** An EDO algorithm difffers from a canonical EO algorithm because it is
|
||||
/**
|
||||
@defgroup Algorithms Algorithms
|
||||
|
||||
In EDO, as in EO, an algorithm is a functor that takes one or several
|
||||
solutions to an optimization problem as arguments, and iteratively modify
|
||||
them with the help of operators.It differs from a canonical EO algorithm
|
||||
because it is templatized on a edoDistrib rather than just an EOT.
|
||||
|
||||
@see eoAlgo
|
||||
*/
|
||||
|
||||
/** An EDO algorithm differs from a canonical EO algorithm because it is
|
||||
* templatized on a Distribution rather than just an EOT.
|
||||
*
|
||||
* Derivating from an eoAlgo, it should define an operator()( EOT sol )
|
||||
*
|
||||
* @ingroup Algorithms
|
||||
*/
|
||||
template < typename D >
|
||||
class edoAlgo : public eoAlgo< typename D::EOType >
|
||||
|
|
|
|||
|
|
@ -38,16 +38,25 @@ Authors:
|
|||
#include "edoSampler.h"
|
||||
#include "edoContinue.h"
|
||||
|
||||
//! edoEDA< D >
|
||||
|
||||
/** A generic stochastic search template for algorithms that need a distribution parameter.
|
||||
*
|
||||
* An adaptive algorithm will directly updates a distribution, it must thus be instanciated
|
||||
* with an edoDistrib at hand. Thus, this distribution object should be instanciated appart.
|
||||
* The reference to this distribution is generally also needed by at least one of the
|
||||
* algorithm's operator, generally for algorithms that shares the same algorithms across
|
||||
* operators and/or iterations.
|
||||
*
|
||||
* If you no operator needs to update the distribution, then it is simpler to use an
|
||||
* edoAlgoStateless .
|
||||
*
|
||||
* @ingroup Algorithms
|
||||
*/
|
||||
template < typename EOD >
|
||||
class edoAlgoAdaptive : public edoAlgo< EOD >
|
||||
template < typename D >
|
||||
class edoAlgoAdaptive : public edoAlgo< D >
|
||||
{
|
||||
public:
|
||||
//! Alias for the type EOT
|
||||
typedef typename EOD::EOType EOType;
|
||||
typedef typename D::EOType EOType;
|
||||
|
||||
//! Alias for the atom type
|
||||
typedef typename EOType::AtomType AtomType;
|
||||
|
|
@ -61,7 +70,7 @@ public:
|
|||
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 evaluator 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
|
||||
|
|
@ -70,14 +79,14 @@ public:
|
|||
\param distribution_continuator Stopping criterion based on the distribution features
|
||||
*/
|
||||
edoAlgoAdaptive(
|
||||
EOD & distrib,
|
||||
D & distrib,
|
||||
eoPopEvalFunc < EOType > & evaluator,
|
||||
eoSelect< EOType > & selector,
|
||||
edoEstimator< EOD > & estimator,
|
||||
edoSampler< EOD > & sampler,
|
||||
edoEstimator< D > & estimator,
|
||||
edoSampler< D > & sampler,
|
||||
eoReplacement< EOType > & replacor,
|
||||
eoContinue< EOType > & pop_continuator,
|
||||
edoContinue< EOD > & distribution_continuator
|
||||
edoContinue< D > & distribution_continuator
|
||||
) :
|
||||
_distrib(distrib),
|
||||
_evaluator(evaluator),
|
||||
|
|
@ -96,7 +105,7 @@ public:
|
|||
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 evaluator 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
|
||||
|
|
@ -104,11 +113,11 @@ public:
|
|||
\param pop_continuator Stopping criterion based on the population features
|
||||
*/
|
||||
edoAlgoAdaptive (
|
||||
EOD & distrib,
|
||||
D & distrib,
|
||||
eoPopEvalFunc < EOType > & evaluator,
|
||||
eoSelect< EOType > & selector,
|
||||
edoEstimator< EOD > & estimator,
|
||||
edoSampler< EOD > & sampler,
|
||||
edoEstimator< D > & estimator,
|
||||
edoSampler< D > & sampler,
|
||||
eoReplacement< EOType > & replacor,
|
||||
eoContinue< EOType > & pop_continuator
|
||||
) :
|
||||
|
|
@ -172,7 +181,7 @@ public:
|
|||
protected:
|
||||
|
||||
//! The distribution that you want to update
|
||||
EOD & _distrib;
|
||||
D & _distrib;
|
||||
|
||||
//! A full evaluation function.
|
||||
eoPopEvalFunc<EOType> & _evaluator;
|
||||
|
|
@ -181,10 +190,10 @@ protected:
|
|||
eoSelect<EOType> & _selector;
|
||||
|
||||
//! A EOType estimator. It is going to estimate distribution parameters.
|
||||
edoEstimator<EOD> & _estimator;
|
||||
edoEstimator<D> & _estimator;
|
||||
|
||||
//! A D sampler
|
||||
edoSampler<EOD> & _sampler;
|
||||
edoSampler<D> & _sampler;
|
||||
|
||||
//! A EOType replacor
|
||||
eoReplacement<EOType> & _replacor;
|
||||
|
|
@ -193,10 +202,10 @@ protected:
|
|||
eoContinue<EOType> & _pop_continuator;
|
||||
|
||||
//! A D continuator that always return true
|
||||
edoDummyContinue<EOD> _dummy_continue;
|
||||
edoDummyContinue<D> _dummy_continue;
|
||||
|
||||
//! A D continuator
|
||||
edoContinue<EOD> & _distribution_continuator;
|
||||
edoContinue<D> & _distribution_continuator;
|
||||
|
||||
};
|
||||
|
||||
|
|
|
|||
|
|
@ -35,13 +35,15 @@ Authors:
|
|||
* 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.
|
||||
*
|
||||
* @ingroup Algorithms
|
||||
*/
|
||||
template < typename EOD >
|
||||
class edoAlgoStateless : public edoAlgoAdaptive< EOD >
|
||||
template < typename D >
|
||||
class edoAlgoStateless : public edoAlgoAdaptive< D >
|
||||
{
|
||||
public:
|
||||
//! Alias for the type EOT
|
||||
typedef typename EOD::EOType EOType;
|
||||
typedef typename D::EOType EOType;
|
||||
|
||||
//! Alias for the atom type
|
||||
typedef typename EOType::AtomType AtomType;
|
||||
|
|
@ -52,7 +54,7 @@ public:
|
|||
public:
|
||||
|
||||
/** Full constructor
|
||||
\param evaluation Evaluate a population
|
||||
\param evaluator 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
|
||||
|
|
@ -63,18 +65,18 @@ public:
|
|||
edoAlgoStateless(
|
||||
eoPopEvalFunc < EOType > & evaluator,
|
||||
eoSelect< EOType > & selector,
|
||||
edoEstimator< EOD > & estimator,
|
||||
edoSampler< EOD > & sampler,
|
||||
edoEstimator< D > & estimator,
|
||||
edoSampler< D > & sampler,
|
||||
eoReplacement< EOType > & replacor,
|
||||
eoContinue< EOType > & pop_continuator,
|
||||
edoContinue< EOD > & distribution_continuator
|
||||
edoContinue< D > & distribution_continuator
|
||||
) :
|
||||
edoAlgoAdaptive<EOD>( *(new EOD), evaluator, selector, estimator, sampler, replacor, pop_continuator, distribution_continuator)
|
||||
edoAlgoAdaptive<D>( *(new D), evaluator, selector, estimator, sampler, replacor, pop_continuator, distribution_continuator)
|
||||
{}
|
||||
|
||||
/** Constructor without an edoContinue
|
||||
|
||||
\param evaluation Evaluate a population
|
||||
\param evaluator 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
|
||||
|
|
@ -84,12 +86,12 @@ public:
|
|||
edoAlgoStateless (
|
||||
eoPopEvalFunc < EOType > & evaluator,
|
||||
eoSelect< EOType > & selector,
|
||||
edoEstimator< EOD > & estimator,
|
||||
edoSampler< EOD > & sampler,
|
||||
edoEstimator< D > & estimator,
|
||||
edoSampler< D > & sampler,
|
||||
eoReplacement< EOType > & replacor,
|
||||
eoContinue< EOType > & pop_continuator
|
||||
) :
|
||||
edoAlgoAdaptive<EOD>( *(new EOD), evaluator, selector, estimator, sampler, replacor, pop_continuator)
|
||||
edoAlgoAdaptive<D>( *(new D), evaluator, selector, estimator, sampler, replacor, pop_continuator)
|
||||
{}
|
||||
|
||||
~edoAlgoStateless()
|
||||
|
|
|
|||
|
|
@ -34,6 +34,7 @@ Authors:
|
|||
* a given set of bounds (typically an hypercube).
|
||||
*
|
||||
* @ingroup Repairers
|
||||
* @ingroup Core
|
||||
*/
|
||||
template < typename EOT >
|
||||
class edoBounder : public edoRepairer< EOT >
|
||||
|
|
|
|||
|
|
@ -31,8 +31,13 @@ Authors:
|
|||
#include <eoFunctor.h>
|
||||
#include <eoPersistent.h>
|
||||
|
||||
//! edoContinue< D > class fitted to Distribution Object library
|
||||
|
||||
/** A continuator that check the state of an edoDistrib
|
||||
*
|
||||
* @see eoContinue
|
||||
*
|
||||
* @ingroup Continuators
|
||||
* @ingroup Core
|
||||
*/
|
||||
template < typename D >
|
||||
class edoContinue : public eoUF< const D&, bool >, public eoPersistent
|
||||
{
|
||||
|
|
|
|||
|
|
@ -30,8 +30,24 @@ Authors:
|
|||
|
||||
#include <eoFunctor.h>
|
||||
|
||||
//! edoDistrib< EOT >
|
||||
/** @defgroup Core
|
||||
*
|
||||
* Core functors that made the basis of EDO.
|
||||
*/
|
||||
|
||||
/** @defgroup Distributions Distributions
|
||||
*
|
||||
* A distribution is a data structure that holds sufficient informations to
|
||||
* describe a probability density function by a set of parameters.
|
||||
*
|
||||
* It is passed across EDO operators and can be updated or manipulated by them.
|
||||
*/
|
||||
|
||||
/** Base class for distributions. This is really just an empty shell.
|
||||
*
|
||||
* @ingroup Distributions
|
||||
* @ingroup Core
|
||||
*/
|
||||
template < typename EOT >
|
||||
class edoDistrib : public eoFunctorBase
|
||||
{
|
||||
|
|
|
|||
|
|
@ -31,8 +31,20 @@ Authors:
|
|||
#include <eoPop.h>
|
||||
#include <eoFunctor.h>
|
||||
|
||||
//! edoEstimator< D >
|
||||
/** @defgroup Estimators Estimators
|
||||
*
|
||||
* Estimators takes an eoPop and estimates the parameters of a distributions
|
||||
* (defined as an hypothesis) from it.
|
||||
*/
|
||||
|
||||
/** Base class for estimators.
|
||||
*
|
||||
* Estimators takes an eoPop and estimates the parameters of a distributions
|
||||
* (defined as an hypothesis) from it.
|
||||
*
|
||||
* @ingroup Estimators
|
||||
* @ingroup Core
|
||||
*/
|
||||
template < typename D >
|
||||
class edoEstimator : public eoUF< eoPop< typename D::EOType >&, D >
|
||||
{
|
||||
|
|
|
|||
|
|
@ -33,23 +33,26 @@ Authors:
|
|||
|
||||
#include "edoEstimator.h"
|
||||
|
||||
/** An interface that explicits the needs for a permanent distribution
|
||||
/** An interface that explicits the needs for a permanent distribution
|
||||
* that will be updated by operators.
|
||||
*
|
||||
* @ingroup Estimators
|
||||
* @ingroup Core
|
||||
*/
|
||||
template < typename EOD >
|
||||
class edoEstimatorAdaptive : public edoEstimator<EOD>
|
||||
template < typename D >
|
||||
class edoEstimatorAdaptive : public edoEstimator<D>
|
||||
{
|
||||
public:
|
||||
typedef typename EOD::EOType EOType;
|
||||
typedef typename D::EOType EOType;
|
||||
|
||||
edoEstimatorAdaptive<EOD>( EOD& distrib ) : _distrib(distrib) {}
|
||||
edoEstimatorAdaptive<D>( D& distrib ) : _distrib(distrib) {}
|
||||
|
||||
// virtual D operator() ( eoPop< EOT >& )=0 (provided by eoUF< A1, R >)
|
||||
|
||||
EOD & distribution() const { return _distrib; }
|
||||
D & distribution() const { return _distrib; }
|
||||
|
||||
protected:
|
||||
EOD & _distrib;
|
||||
D & _distrib;
|
||||
};
|
||||
|
||||
#endif // !_edoEstimatorAdaptive_h
|
||||
|
|
|
|||
|
|
@ -40,17 +40,20 @@ Authors:
|
|||
|
||||
/** An estimator that works on adaptive normal distributions, basically the heart of the CMA-ES algorithm.
|
||||
*
|
||||
* @ingroup Estimators
|
||||
* @ingroup CMAES
|
||||
* @ingroup Adaptivenormal
|
||||
*/
|
||||
template< typename EOT, typename EOD = edoNormalAdaptive<EOT> >
|
||||
class edoEstimatorNormalAdaptive : public edoEstimatorAdaptive< EOD >
|
||||
template< typename EOT, typename D = edoNormalAdaptive<EOT> >
|
||||
class edoEstimatorNormalAdaptive : public edoEstimatorAdaptive< D >
|
||||
{
|
||||
public:
|
||||
typedef typename EOT::AtomType AtomType;
|
||||
typedef typename EOD::Vector Vector; // column vectors @see edoNormalAdaptive
|
||||
typedef typename EOD::Matrix Matrix;
|
||||
typedef typename D::Vector Vector; // column vectors @see edoNormalAdaptive
|
||||
typedef typename D::Matrix Matrix;
|
||||
|
||||
edoEstimatorNormalAdaptive( EOD& distrib ) :
|
||||
edoEstimatorAdaptive<EOD>( distrib ),
|
||||
edoEstimatorNormalAdaptive( D& distrib ) :
|
||||
edoEstimatorAdaptive<D>( distrib ),
|
||||
_calls(0),
|
||||
_eigeneval(0)
|
||||
{}
|
||||
|
|
@ -133,7 +136,7 @@ public:
|
|||
|
||||
|
||||
// shortcut to the referenced distribution
|
||||
EOD& d = this->distribution();
|
||||
D& d = this->distribution();
|
||||
|
||||
// C^-1/2
|
||||
Matrix invsqrtC =
|
||||
|
|
@ -226,12 +229,12 @@ public:
|
|||
|
||||
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 );
|
||||
Matrix mD = eigensolver.eigenvalues().asDiagonal();
|
||||
assert( mD.innerSize() == N && mD.outerSize() == N );
|
||||
|
||||
// from variance to standard deviations
|
||||
D.cwiseSqrt();
|
||||
d.scaling( D.diagonal() );
|
||||
mD.cwiseSqrt();
|
||||
d.scaling( mD.diagonal() );
|
||||
}
|
||||
|
||||
return d;
|
||||
|
|
@ -243,7 +246,7 @@ protected:
|
|||
unsigned int _eigeneval;
|
||||
|
||||
|
||||
// EOD & distribution() inherited from edoEstimatorAdaptive
|
||||
// D & distribution() inherited from edoEstimatorAdaptive
|
||||
};
|
||||
#endif // WITH_EIGEN
|
||||
|
||||
|
|
|
|||
|
|
@ -31,8 +31,11 @@ Authors:
|
|||
#include "edoEstimator.h"
|
||||
#include "edoNormalMono.h"
|
||||
|
||||
//! edoEstimatorNormalMono< EOT >
|
||||
|
||||
/** An estimator for edoNormalMono
|
||||
*
|
||||
* @ingroup Estimators
|
||||
* @ingroup Mononormal
|
||||
*/
|
||||
template < typename EOT >
|
||||
class edoEstimatorNormalMono : public edoEstimator< edoNormalMono< EOT > >
|
||||
{
|
||||
|
|
|
|||
|
|
@ -34,11 +34,31 @@ Authors:
|
|||
#include "edoNormalMulti.h"
|
||||
|
||||
#ifdef WITH_BOOST
|
||||
#include <boost/numeric/ublas/symmetric.hpp>
|
||||
#include <boost/numeric/ublas/lu.hpp>
|
||||
namespace ublas = boost::numeric::ublas;
|
||||
#else
|
||||
#ifdef WITH_EIGEN
|
||||
#include <Eigen/Dense>
|
||||
#endif // WITH_EIGEN
|
||||
#endif // WITH_BOOST
|
||||
|
||||
//! edoEstimatorNormalMulti< EOT >
|
||||
|
||||
/** An estimator for edoNormalMulti
|
||||
*
|
||||
* Exists in two implementations, using either
|
||||
* <a href="http://www.boost.org/doc/libs/1_50_0/libs/numeric/ublas/doc/index.htm">Boost::uBLAS</a> (if compiled WITH_BOOST)
|
||||
* or <a href="http://eigen.tuxfamily.org">Eigen3</a> (WITH_EIGEN).
|
||||
*
|
||||
* @ingroup Estimators
|
||||
* @ingroup EMNA
|
||||
* @ingroup Multinormal
|
||||
*/
|
||||
template < typename EOT >
|
||||
class edoEstimatorNormalMulti : public edoEstimator< edoNormalMulti< EOT > >
|
||||
{
|
||||
|
||||
#ifdef WITH_BOOST
|
||||
public:
|
||||
class CovMatrix
|
||||
{
|
||||
|
|
@ -154,17 +174,13 @@ public:
|
|||
#else
|
||||
#ifdef WITH_EIGEN
|
||||
|
||||
//! edoEstimatorNormalMulti< EOT >
|
||||
template < typename EOT, typename EOD = edoNormalMulti<EOT> >
|
||||
class edoEstimatorNormalMulti : public edoEstimator< EOD >
|
||||
{
|
||||
public:
|
||||
class CovMatrix
|
||||
{
|
||||
public:
|
||||
typedef typename EOT::AtomType AtomType;
|
||||
typedef typename EOD::Vector Vector;
|
||||
typedef typename EOD::Matrix Matrix;
|
||||
typedef typename D::Vector Vector;
|
||||
typedef typename D::Matrix Matrix;
|
||||
|
||||
CovMatrix( const eoPop< EOT >& pop )
|
||||
{
|
||||
|
|
@ -233,8 +249,8 @@ public:
|
|||
|
||||
return edoNormalMulti< EOT >( cov.get_mean(), cov.get_varcovar() );
|
||||
}
|
||||
};
|
||||
#endif // WITH_EIGEN
|
||||
#endif // WITH_BOOST
|
||||
}; // class edoNormalMulti
|
||||
|
||||
#endif // !_edoEstimatorNormalMulti_h
|
||||
|
|
|
|||
|
|
@ -31,42 +31,42 @@ Authors:
|
|||
#include "edoEstimator.h"
|
||||
#include "edoUniform.h"
|
||||
|
||||
// TODO: calcule de la moyenne + covariance dans une classe derivee
|
||||
|
||||
//! edoEstimatorUniform
|
||||
|
||||
/** An estimator for edoUniform
|
||||
*
|
||||
* @ingroup Estimators
|
||||
*/
|
||||
template < typename EOT >
|
||||
class edoEstimatorUniform : public edoEstimator< edoUniform< EOT > >
|
||||
{
|
||||
public:
|
||||
edoUniform< EOT > operator()(eoPop<EOT>& pop)
|
||||
{
|
||||
unsigned int size = pop.size();
|
||||
unsigned int size = pop.size();
|
||||
|
||||
assert(size > 0);
|
||||
assert(size > 0);
|
||||
|
||||
EOT min = pop[0];
|
||||
EOT max = pop[0];
|
||||
EOT min = pop[0];
|
||||
EOT max = pop[0];
|
||||
|
||||
for (unsigned int i = 1; i < size; ++i)
|
||||
{
|
||||
unsigned int size = pop[i].size();
|
||||
for (unsigned int i = 1; i < size; ++i)
|
||||
{
|
||||
unsigned int size = pop[i].size();
|
||||
|
||||
assert(size > 0);
|
||||
assert(size > 0);
|
||||
|
||||
// possibilité d'utiliser std::min_element et std::max_element mais exige 2 pass au lieu d'1.
|
||||
// possibilité d'utiliser std::min_element et std::max_element mais exige 2 pass au lieu d'1.
|
||||
|
||||
for (unsigned int d = 0; d < size; ++d)
|
||||
{
|
||||
if (pop[i][d] < min[d])
|
||||
min[d] = pop[i][d];
|
||||
for (unsigned int d = 0; d < size; ++d)
|
||||
{
|
||||
if (pop[i][d] < min[d])
|
||||
min[d] = pop[i][d];
|
||||
|
||||
if (pop[i][d] > max[d])
|
||||
max[d] = pop[i][d];
|
||||
}
|
||||
}
|
||||
if (pop[i][d] > max[d])
|
||||
max[d] = pop[i][d];
|
||||
}
|
||||
}
|
||||
|
||||
return edoUniform< EOT >(min, max);
|
||||
return edoUniform< EOT >(min, max);
|
||||
}
|
||||
};
|
||||
|
||||
|
|
|
|||
|
|
@ -28,8 +28,16 @@ Authors:
|
|||
#ifndef _edoModifier_h
|
||||
#define _edoModifier_h
|
||||
|
||||
//! edoModifier< D >
|
||||
/** @defgroup Modifiers
|
||||
*
|
||||
* A set of classes that arbitrarly modify a given distribution.
|
||||
*/
|
||||
|
||||
/** A functor to arbitrarly modify a distribution
|
||||
*
|
||||
* @ingroup Core
|
||||
* @ingroup Modifiers
|
||||
*/
|
||||
template < typename D >
|
||||
class edoModifier
|
||||
{
|
||||
|
|
|
|||
|
|
@ -33,8 +33,10 @@ Authors:
|
|||
|
||||
#include "edoModifier.h"
|
||||
|
||||
//! edoModifierDispersion< D >
|
||||
|
||||
/** An semantic pseudo-interface for modifiers that updates dispersion parameters (like variance).
|
||||
*
|
||||
* @ingroup Modifiers
|
||||
*/
|
||||
template < typename D >
|
||||
class edoModifierDispersion : public edoModifier< D >, public eoBF< D&, eoPop< typename D::EOType >&, void >
|
||||
{
|
||||
|
|
|
|||
|
|
@ -32,8 +32,11 @@ Authors:
|
|||
|
||||
#include "edoModifier.h"
|
||||
|
||||
//! edoModifierMass< D >
|
||||
|
||||
/** An semantic pseudo-interface for modifiers that updates mass parameters (like mean).
|
||||
*
|
||||
* @ingroup Modifiers
|
||||
*/
|
||||
template < typename D >
|
||||
class edoModifierMass : public edoModifier< D >, public eoBF< D&, typename D::EOType&, void >
|
||||
{
|
||||
|
|
|
|||
|
|
@ -35,6 +35,23 @@ Authors:
|
|||
|
||||
#include <Eigen/Dense>
|
||||
|
||||
/** @defgroup CMAES CMAES
|
||||
*
|
||||
* CMA-ES (Covariance Matrix Adaptation Evolution Strategy) is a stochastic,
|
||||
* derivative-free methods for numerical optimization of non-linear or
|
||||
* non-convex continuous optimization problems.
|
||||
*
|
||||
* @ingroup Algorithms
|
||||
*/
|
||||
|
||||
/** @defgroup Adaptivenormal Adaptive normal
|
||||
*
|
||||
* A multi-variate normal distribution that can be updated via several components.
|
||||
* This is the data structure on which works the CMA-ES algorithm.
|
||||
*
|
||||
* @ingroup Distributions
|
||||
*/
|
||||
|
||||
/** A normal distribution that can be updated via several components. This is the data structure on which works the CMA-ES
|
||||
* algorithm.
|
||||
*
|
||||
|
|
@ -44,6 +61,12 @@ Authors:
|
|||
* The distribution is defined by its mean, its covariance matrix (which can be decomposed in its eigen vectors and
|
||||
* values), a scaling factor (sigma) and the so-called evolution paths for the covariance and sigma.
|
||||
* evolution paths.
|
||||
*
|
||||
* NOTE: this is only available as an Eigen3 implementation (built WITH_EIGEN).
|
||||
*
|
||||
* @ingroup Distributions
|
||||
* @ingroup CMAES
|
||||
* @ingroup Adaptivenormal
|
||||
*/
|
||||
template < typename EOT >
|
||||
class edoNormalAdaptive : public edoDistrib< EOT >
|
||||
|
|
@ -126,6 +149,8 @@ private:
|
|||
Vector _p_s; // evolution path for sigma
|
||||
};
|
||||
|
||||
#else
|
||||
#pragma message "WARNING: there is no Boost::uBLAS implementation of edoNormalAdaptive, build WITH_EIGEN if you need it."
|
||||
#endif // WITH_EIGEN
|
||||
|
||||
#endif // !_edoNormalAdaptive_h
|
||||
|
|
|
|||
|
|
@ -30,23 +30,34 @@ Authors:
|
|||
|
||||
#include "edoDistrib.h"
|
||||
|
||||
//! edoNormalMono< EOT >
|
||||
/** @defgroup Mononormal Normal
|
||||
* A normal (Gaussian) distribution that only model variances of variables.
|
||||
*
|
||||
* @ingroup Distributions
|
||||
*/
|
||||
|
||||
/** A normal (Gaussian) distribution that only model variances of variables.
|
||||
*
|
||||
* This is basically a mean vector and a variances vector. Do not model co-variances.
|
||||
*
|
||||
* @ingroup Distributions
|
||||
* @ingroup Mononormal
|
||||
*/
|
||||
template < typename EOT >
|
||||
class edoNormalMono : public edoDistrib< EOT >
|
||||
{
|
||||
public:
|
||||
edoNormalMono( const EOT& mean, const EOT& variance )
|
||||
: _mean(mean), _variance(variance)
|
||||
: _mean(mean), _variance(variance)
|
||||
{
|
||||
assert(_mean.size() > 0);
|
||||
assert(_mean.size() == _variance.size());
|
||||
assert(_mean.size() > 0);
|
||||
assert(_mean.size() == _variance.size());
|
||||
}
|
||||
|
||||
unsigned int size()
|
||||
{
|
||||
assert(_mean.size() == _variance.size());
|
||||
return _mean.size();
|
||||
assert(_mean.size() == _variance.size());
|
||||
return _mean.size();
|
||||
}
|
||||
|
||||
EOT mean(){return _mean;}
|
||||
|
|
|
|||
|
|
@ -31,8 +31,11 @@ Authors:
|
|||
#include "edoModifierMass.h"
|
||||
#include "edoNormalMono.h"
|
||||
|
||||
//! edoNormalMonoCenter< EOT >
|
||||
|
||||
/** Change a distribution's mean for a given EOT
|
||||
*
|
||||
* @ingroup Modifiers
|
||||
* @ingroup Mononormal
|
||||
*/
|
||||
template < typename EOT >
|
||||
class edoNormalMonoCenter : public edoModifierMass< edoNormalMono< EOT > >
|
||||
{
|
||||
|
|
@ -41,7 +44,7 @@ public:
|
|||
|
||||
void operator() ( edoNormalMono< EOT >& distrib, EOT& mass )
|
||||
{
|
||||
distrib.mean() = mass;
|
||||
distrib.mean() = mass;
|
||||
}
|
||||
};
|
||||
|
||||
|
|
|
|||
|
|
@ -31,17 +31,49 @@ Copyright (C) 2010 Thales group
|
|||
#include "edoDistrib.h"
|
||||
|
||||
#ifdef WITH_BOOST
|
||||
|
||||
#include <boost/numeric/ublas/symmetric.hpp>
|
||||
#include <boost/numeric/ublas/lu.hpp>
|
||||
|
||||
|
||||
namespace ublas = boost::numeric::ublas;
|
||||
#else
|
||||
#ifdef WITH_EIGEN
|
||||
#include <Eigen/Dense>
|
||||
#endif // WITH_EIGEN
|
||||
#endif // WITH_BOOST
|
||||
|
||||
//! edoNormalMulti< EOT >
|
||||
/** @defgroup EMNA
|
||||
*
|
||||
* Estimation of Multivariate Normal Algorithm (EMNA) is a stochastic,
|
||||
* derivative-free methods for numerical optimization of non-linear or
|
||||
* non-convex continuous optimization problems.
|
||||
*
|
||||
* @ingroup Algorithms
|
||||
*/
|
||||
|
||||
/** @defgroup Multinormal Multivariate normal
|
||||
*
|
||||
* Distribution that model co-variances between variables.
|
||||
*
|
||||
* @ingroup Distributions
|
||||
*/
|
||||
|
||||
/** A multi-normal distribution, that models co-variances.
|
||||
*
|
||||
* Defines a mean vector and a co-variances matrix.
|
||||
*
|
||||
* Exists in two implementations, using either
|
||||
* <a href="http://www.boost.org/doc/libs/1_50_0/libs/numeric/ublas/doc/index.htm">Boost::uBLAS</a> (if compiled WITH_BOOST)
|
||||
* or <a href="http://eigen.tuxfamily.org">Eigen3</a> (WITH_EIGEN).
|
||||
*
|
||||
* @ingroup Distributions
|
||||
* @ingroup EMNA
|
||||
* @ingroup Multinormal
|
||||
*/
|
||||
template < typename EOT >
|
||||
class edoNormalMulti : public edoDistrib< EOT >
|
||||
{
|
||||
#ifdef WITH_BOOST
|
||||
|
||||
|
||||
public:
|
||||
typedef typename EOT::AtomType AtomType;
|
||||
|
||||
|
|
@ -79,17 +111,11 @@ public:
|
|||
private:
|
||||
ublas::vector< AtomType > _mean;
|
||||
ublas::symmetric_matrix< AtomType, ublas::lower > _varcovar;
|
||||
};
|
||||
|
||||
|
||||
#else
|
||||
#ifdef WITH_EIGEN
|
||||
|
||||
#include <Eigen/Dense>
|
||||
|
||||
template < typename EOT >
|
||||
class edoNormalMulti : public edoDistrib< EOT >
|
||||
{
|
||||
public:
|
||||
typedef typename EOT::AtomType AtomType;
|
||||
typedef Eigen::Matrix< AtomType, Eigen::Dynamic, 1> Vector;
|
||||
|
|
@ -128,11 +154,10 @@ public:
|
|||
private:
|
||||
Vector _mean;
|
||||
Matrix _varcovar;
|
||||
};
|
||||
|
||||
|
||||
|
||||
#endif // WITH_EIGEN
|
||||
#endif // WITH_BOOST
|
||||
|
||||
}; // class edoNormalMulti
|
||||
|
||||
#endif // !_edoNormalMulti_h
|
||||
|
|
|
|||
Some files were not shown because too many files have changed in this diff Show more
Loading…
Reference in a new issue