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Added changes mainly by Marc

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jmerelo 1999-11-22 09:47:32 +00:00
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eo/src/eoESFullMut.h
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@ -1,243 +1,243 @@
// -*- mode: c++; c-indent-level: 4; c++-member-init-indent: 8; comment-column: 35; -*-
//-----------------------------------------------------------------------------
// eoESMute.h : ES mutation
// (c) GeNeura Team, 1998 for the EO part
// Th. Baeck 1994 and EEAAX 1999 for the ES part
/*
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 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
http://eeaax.cmap.polytchnique.fr/
*/
//-----------------------------------------------------------------------------
#ifndef _EOESMUT_H
#define _EOESMUT_H
#include <eoParser.h>
#include <eoRNG.h>
#include <cmath> // for exp
#include <eoESFullChrom.h>
#include <eoOp.h>
const double ES_SIGEPS = 1.0e-40; /* ES lower bound for sigma values */
// should not be a parameter ...
/** ES-style mutation in the large: Obviously, valid only for eoESInd
*/
template <class fitT>
class eoESMutate: public eoMonOp< eoESFullChrom<fitT> > {
public:
///
eoESMutate( double _TauLcl, double _TauGlb, double _TauBeta )
: eoMonOp< eoESFullChrom<fitT> >( ), TauLcl(_TauLcl), TauGlb(_TauGlb),
TauBeta(_TauBeta) {};
/* The parser constructor
*/
eoESMutate(Parser & parser, unsigned _stdDevLength, unsigned _size, bool _correlated ):
eoMonOp< eoESFullChrom<fitT> >( ) {
parser.AddTitle("Parameters of ES mutation (before renormalization)");
try { // we know that there is at least 1 std dev.
if (_stdDevLength == 1) {
TauLcl = parser.getInt("-Ml", "--TauLcl", "1",
"TauLcl, Mutation rate for the only Std Dev." );
// different normalization in that case -- Thomas Baeck
TauLcl /= sqrt((double) _size);
}
else { /* more than 1 std dev */
TauLcl = parser.getFloat("-Ml", "--TauLcl", "1",
"Local mutation rate for Std Dev." );
TauGlb = parser.getFloat("-Mg", "--TauGlb", "1",
"Global mutation rate for Std Dev." );
// renormalization
TauLcl /= sqrt( 2.0 * sqrt( (double)_size ) );
TauGlb /= sqrt( 2.0 * ( (double) _size ) );
if ( _correlated ) { // Correlated Mutations
TauBeta = parser.getFloat("-Mb", "--TauBeta", "0.0873",
"Mutation rate for corr. coeff." );
// rotation angles: no normalization
}
}
}
catch (exception & e)
{
cout << e.what() << endl;
parser.printHelp();
exit(1);
}
};
/// needed virtual dtor
virtual ~eoESMutate() {};
// virtual separation depending wether correlated mutations are present
virtual void operator() ( eoESFullChrom<fitT> & _eo ) const {
if (_eo.CorCffLength())
CorrelatedMutation(_eo);
else
StandardMutation(_eo);
}
/** @name Methods from eoObject
readFrom and printOn are directly inherited from eoObject
*/
//@{
/** Inherited from eoObject
@see eoObject
*/
virtual string className() const {return "eoESMutate";};
private:
/// mutations - standard et 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 void StandardMutation( eoESFullChrom<fitT> & _eo ) const {
unsigned i,k;
double Glb, StdLoc;
if (_eo.StdDevLength() == 1) { /* single StdDev -> No global factor */
StdLoc = _eo.getStdDev(0);
StdLoc *= exp(TauLcl*rng.normal());
if (StdLoc < ES_SIGEPS)
StdLoc = ES_SIGEPS;
_eo.setStdDev(0, StdLoc);
_eo.setGene( 0, _eo.getGene(0) + StdLoc*rng.normal());
i = 1;
}
else { /* more than one std dev. */
Glb = exp(TauGlb*rng.normal());
for (i = 0; i < _eo.length() && i < _eo.StdDevLength(); i++) {
StdLoc = _eo.getStdDev(i);
StdLoc *= Glb * exp(TauLcl*rng.normal());
if (StdLoc < ES_SIGEPS)
StdLoc = ES_SIGEPS;
_eo.setStdDev(i, StdLoc);
_eo.setGene( i, _eo.getGene(i) + StdLoc*rng.normal());
}
}
// last object variables: same STdDev than the preceding one
for (k = i; k < _eo.length(); k++) {
_eo.setGene( k, _eo.getGene(k) + StdLoc*rng.normal() );
}
}
/*
* 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 void CorrelatedMutation( eoESFullChrom<fitT> & _eo ) const {
int i, k, n1, n2, nq;
double d1, d2, S, C, Glb;
double tmp;
/*
* First: mutate standard deviations (as above).
*/
Glb = exp(TauGlb*rng.normal());
for (i = 0; i < _eo.StdDevLength(); i++) {
tmp = _eo.getStdDev(i);
_eo.setStdDev( i, tmp*Glb*exp(TauLcl*rng.normal()) );
}
/*
* Mutate rotation angles.
*/
for (i = 0; i < _eo.CorCffLength(); i++) {
tmp = _eo.getCorCff(i);
tmp += TauBeta*rng.normal();
// danger of VERY long loops --MS--
// while (CorCff[i] > M_PI)
// CorCff[i] -= 2.0 * M_PI;
// while (CorCff[i] < - M_PI)
// CorCff[i] += 2.0 * M_PI;
if ( fabs(tmp) > M_PI ) {
tmp -= M_PI * (int) (tmp/M_PI) ;
}
_eo.setCorCff(i, tmp);
}
/*
* Perform correlated mutations.
*/
vector<double> VarStp(_eo.size());
for (i = 0; i < _eo.size() && i < _eo.StdDevLength(); i++)
VarStp[i] = _eo.getStdDev(i)*rng.normal();
for (k = i; k < _eo.size(); k++)
VarStp[k] = _eo.getStdDev(i-1)*rng.normal();
nq = _eo.CorCffLength() - 1;
for (k = _eo.size()-_eo.StdDevLength(); 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.getCorCff(nq) );
C = cos( _eo.getCorCff(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];
}
// 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 */
};
/*
* 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
*/
// Not yet implemented!
#endif
// -*- mode: c++; c-indent-level: 4; c++-member-init-indent: 8; comment-column: 35; -*-
//-----------------------------------------------------------------------------
// eoESMute.h : ES mutation
// (c) GeNeura Team, 1998 for the EO part
// Th. Baeck 1994 and EEAAX 1999 for the ES part
/*
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 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
http://eeaax.cmap.polytchnique.fr/
*/
//-----------------------------------------------------------------------------
#ifndef _EOESMUT_H
#define _EOESMUT_H
#include <eoParser.h>
#include <eoRNG.h>
#include <cmath> // for exp
#include <eoESFullChrom.h>
#include <eoOp.h>
const double ES_SIGEPS = 1.0e-40; /* ES lower bound for sigma values */
// should not be a parameter ...
/** ES-style mutation in the large: Obviously, valid only for eoESInd
*/
template <class fitT>
class eoESMutate: public eoMonOp< eoESFullChrom<fitT> > {
public:
///
eoESMutate( double _TauLcl, double _TauGlb, double _TauBeta )
: eoMonOp< eoESFullChrom<fitT> >( ), TauLcl(_TauLcl), TauGlb(_TauGlb),
TauBeta(_TauBeta) {};
/* The parser constructor
*/
eoESMutate(Parser & parser, unsigned _stdDevLength, unsigned _size, bool _correlated ):
eoMonOp< eoESFullChrom<fitT> >( ) {
parser.AddTitle("Parameters of ES mutation (before renormalization)");
try { // we know that there is at least 1 std dev.
if (_stdDevLength == 1) {
TauLcl = parser.getInt("-Ml", "--TauLcl", "1",
"TauLcl, Mutation rate for the only Std Dev." );
// different normalization in that case -- Thomas Baeck
TauLcl /= sqrt((double) _size);
}
else { /* more than 1 std dev */
TauLcl = parser.getFloat("-Ml", "--TauLcl", "1",
"Local mutation rate for Std Dev." );
TauGlb = parser.getFloat("-Mg", "--TauGlb", "1",
"Global mutation rate for Std Dev." );
// renormalization
TauLcl /= sqrt( 2.0 * sqrt( (double)_size ) );
TauGlb /= sqrt( 2.0 * ( (double) _size ) );
if ( _correlated ) { // Correlated Mutations
TauBeta = parser.getFloat("-Mb", "--TauBeta", "0.0873",
"Mutation rate for corr. coeff." );
// rotation angles: no normalization
}
}
}
catch (exception & e)
{
cout << e.what() << endl;
parser.printHelp();
exit(1);
}
};
/// needed virtual dtor
virtual ~eoESMutate() {};
// virtual separation depending wether correlated mutations are present
virtual void operator() ( eoESFullChrom<fitT> & _eo ) const {
if (_eo.CorCffLength())
CorrelatedMutation(_eo);
else
StandardMutation(_eo);
}
/** @name Methods from eoObject
readFrom and printOn are directly inherited from eoObject
*/
//@{
/** Inherited from eoObject
@see eoObject
*/
virtual string className() const {return "eoESMutate";};
private:
/// mutations - standard et 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 void StandardMutation( eoESFullChrom<fitT> & _eo ) const {
unsigned i,k;
double Glb, StdLoc;
if (_eo.StdDevLength() == 1) { /* single StdDev -> No global factor */
StdLoc = _eo.getStdDev(0);
StdLoc *= exp(TauLcl*rng.normal());
if (StdLoc < ES_SIGEPS)
StdLoc = ES_SIGEPS;
_eo.setStdDev(0, StdLoc);
_eo.setGene( 0, _eo.getGene(0) + StdLoc*rng.normal());
i = 1;
}
else { /* more than one std dev. */
Glb = exp(TauGlb*rng.normal());
for (i = 0; i < _eo.length() && i < _eo.StdDevLength(); i++) {
StdLoc = _eo.getStdDev(i);
StdLoc *= Glb * exp(TauLcl*rng.normal());
if (StdLoc < ES_SIGEPS)
StdLoc = ES_SIGEPS;
_eo.setStdDev(i, StdLoc);
_eo.setGene( i, _eo.getGene(i) + StdLoc*rng.normal());
}
}
// last object variables: same STdDev than the preceding one
for (k = i; k < _eo.length(); k++) {
_eo.setGene( k, _eo.getGene(k) + StdLoc*rng.normal() );
}
}
/*
* 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 void CorrelatedMutation( eoESFullChrom<fitT> & _eo ) const {
int i, k, n1, n2, nq;
double d1, d2, S, C, Glb;
double tmp;
/*
* First: mutate standard deviations (as above).
*/
Glb = exp(TauGlb*rng.normal());
for (i = 0; i < _eo.StdDevLength(); i++) {
tmp = _eo.getStdDev(i);
_eo.setStdDev( i, tmp*Glb*exp(TauLcl*rng.normal()) );
}
/*
* Mutate rotation angles.
*/
for (i = 0; i < _eo.CorCffLength(); i++) {
tmp = _eo.getCorCff(i);
tmp += TauBeta*rng.normal();
// danger of VERY long loops --MS--
// while (CorCff[i] > M_PI)
// CorCff[i] -= 2.0 * M_PI;
// while (CorCff[i] < - M_PI)
// CorCff[i] += 2.0 * M_PI;
if ( fabs(tmp) > M_PI ) {
tmp -= M_PI * (int) (tmp/M_PI) ;
}
_eo.setCorCff(i, tmp);
}
/*
* Perform correlated mutations.
*/
vector<double> VarStp(_eo.size());
for (i = 0; i < _eo.size() && i < _eo.StdDevLength(); i++)
VarStp[i] = _eo.getStdDev(i)*rng.normal();
for (k = i; k < _eo.size(); k++)
VarStp[k] = _eo.getStdDev(i-1)*rng.normal();
nq = _eo.CorCffLength() - 1;
for (k = _eo.size()-_eo.StdDevLength(); 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.getCorCff(nq) );
C = cos( _eo.getCorCff(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];
}
// 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 */
};
/*
* 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
*/
// Not yet implemented!
#endif