update the edoEDA to a simple EDA
This commit is contained in:
nojhan
parent
37390e64dc
commit
c63e5f919f
3 changed files with 98 additions and 338 deletions
|
|
@ -52,32 +52,19 @@ int main(int ac, char** av)
|
|||
// Letters used by the following declarations:
|
||||
// a d i p t
|
||||
|
||||
std::string section("Algorithm parameters");
|
||||
|
||||
// FIXME: default value to check
|
||||
//double initial_temperature = parser.createParam((double)10e5, "temperature", "Initial temperature", 'i', section).value(); // i
|
||||
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
|
||||
|
||||
eoSelect< EOT >* selector = new eoDetSelect< EOT >( selection_rate );
|
||||
state.storeFunctor(selector);
|
||||
|
||||
edoEstimator< Distrib >* estimator = new edoEstimatorNormalMulti< EOT >();
|
||||
edoEstimator< Distrib >* estimator = new edoEstimatorNormalMulti< EOT >();
|
||||
state.storeFunctor(estimator);
|
||||
|
||||
eoSelectOne< EOT >* selectone = new eoDetTournamentSelect< EOT >( 2 );
|
||||
state.storeFunctor(selectone);
|
||||
|
||||
edoModifierMass< Distrib >* modifier = new edoNormalMultiCenter< EOT >();
|
||||
state.storeFunctor(modifier);
|
||||
|
||||
eoEvalFunc< EOT >* plainEval = new Rosenbrock< EOT >();
|
||||
state.storeFunctor(plainEval);
|
||||
|
||||
|
|
@ -87,159 +74,65 @@ int main(int ac, char** av)
|
|||
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 );
|
||||
state.storeFunctor(init);
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
// (1) Population init and sampler
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
// 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 doUniform).
|
||||
|
||||
// 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);
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
// (2) First evaluation before starting the research algorithm
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
apply(eval, pop);
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
// Prepare bounder class to set bounds of sampling.
|
||||
// This is used by doSampler.
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
edoBounder< EOT >* bounder = new edoBounderRng< EOT >(EOT(pop[0].size(), -5),
|
||||
EOT(pop[0].size(), 5),
|
||||
*gen);
|
||||
// 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
|
||||
state.storeFunctor(bounder);
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
// Prepare sampler class with a specific distribution
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
edoSampler< Distrib >* sampler = new edoSamplerNormalMulti< EOT >( *bounder );
|
||||
state.storeFunctor(sampler);
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
// Metropolis sample parameters
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
//unsigned int popSize = parser.getORcreateParam((unsigned int)20, "popSize", "Population Size", 'P', "Evolution Engine").value();
|
||||
|
||||
//moContinuator< moDummyNeighbor<EOT> >* sa_continue = new moIterContinuator< moDummyNeighbor<EOT> >( popSize );
|
||||
//state.storeFunctor(sa_continue);
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
// SA parameters
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
//double threshold_temperature = parser.createParam((double)0.1, "threshold", "Minimal temperature at which stop", 't', section).value(); // t
|
||||
//double alpha = parser.createParam((double)0.1, "alpha", "Temperature decrease rate", 'a', section).value(); // a
|
||||
|
||||
//moCoolingSchedule<EOT>* cooling_schedule = new moSimpleCoolingSchedule<EOT>(initial_temperature, alpha, 0, threshold_temperature);
|
||||
//state.storeFunctor(cooling_schedule);
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
// stopping criteria
|
||||
// ... and creates the parameter letters: C E g G s T
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
eoContinue< EOT >& eo_continue = do_make_continue(parser, state, eval);
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
// population output
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
eoCheckPoint< EOT >& pop_continue = do_make_checkpoint(parser, state, eval, eo_continue);
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
// distribution output
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
edoDummyContinue< Distrib >* dummy_continue = new edoDummyContinue< Distrib >();
|
||||
state.storeFunctor(dummy_continue);
|
||||
|
||||
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< EOT >* replacor = new eoEPReplacement< EOT >(pop.size());
|
||||
|
||||
// Below, use eoGenerationalReplacement to sample only on the current sample
|
||||
|
||||
//eoReplacement< EOT >* replacor = new eoGenerationalReplacement< EOT >(); // FIXME: to define the size
|
||||
|
||||
state.storeFunctor(replacor);
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
// Some stuff to display helper when we are using -h option
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
if (parser.userNeedsHelp())
|
||||
{
|
||||
parser.printHelp(std::cout);
|
||||
exit(1);
|
||||
}
|
||||
{
|
||||
parser.printHelp(std::cout);
|
||||
exit(1);
|
||||
}
|
||||
|
||||
// Help + Verbose routines
|
||||
|
||||
make_verbose(parser);
|
||||
make_help(parser);
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
// population output (after helper)
|
||||
//
|
||||
// FIXME: theses objects are instanciate there in order to avoid a folder
|
||||
// removing as doFileSnapshot does within ctor.
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
// 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);
|
||||
|
|
@ -249,13 +142,7 @@ int main(int ac, char** av)
|
|||
fileSnapshot->add(*popStat);
|
||||
pop_continue.add(*fileSnapshot);
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
// distribution output (after helper)
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
edoDistribStat< Distrib >* distrib_stat = new edoStatNormalMulti< EOT >();
|
||||
state.storeFunctor(distrib_stat);
|
||||
|
||||
|
|
@ -271,42 +158,24 @@ int main(int ac, char** av)
|
|||
file_monitor->add(*distrib_stat);
|
||||
distribution_continue->add( *file_monitor );
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
eoPopLoopEval<EOT> popEval( eval );
|
||||
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
// EDA algorithm configuration
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
edoAlgo< Distrib >* algo = new edoEDA< Distrib >
|
||||
(*selector, *estimator, *selectone, *modifier, *sampler,
|
||||
pop_continue, *distribution_continue,
|
||||
eval,
|
||||
//*sa_continue, *cooling_schedule, initial_temperature,
|
||||
*replacor);
|
||||
(*selector, *estimator, *sampler,
|
||||
pop_continue, *distribution_continue,
|
||||
popEval, *replacor);
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
// Beginning of the algorithm call
|
||||
//-----------------------------------------------------------------------------
|
||||
try {
|
||||
do_run(*algo, pop);
|
||||
|
||||
try
|
||||
{
|
||||
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);
|
||||
}
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
} 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);
|
||||
}
|
||||
return 0;
|
||||
}
|
||||
|
|
|
|||
|
|
@ -31,14 +31,19 @@ Authors:
|
|||
|
||||
#include <eoAlgo.h>
|
||||
|
||||
//! edoAlgo< D >
|
||||
|
||||
/** An EDO algorithm difffers 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 )
|
||||
*/
|
||||
template < typename D >
|
||||
class edoAlgo : public eoAlgo< typename D::EOType >
|
||||
{
|
||||
//! Alias for the type
|
||||
typedef typename D::EOType EOT;
|
||||
|
||||
// virtual R operator()(A1) = 0; (defined in eoUF)
|
||||
|
||||
public:
|
||||
virtual ~edoAlgo(){}
|
||||
};
|
||||
|
|
|
|||
236
edo/src/edoEDA.h
236
edo/src/edoEDA.h
|
|
@ -58,179 +58,80 @@ public:
|
|||
|
||||
//! edoEDA constructor
|
||||
/*!
|
||||
All the boxes used by a EDASA need to be given.
|
||||
Takes algo operators, all are mandatory
|
||||
|
||||
\param selector Population Selector
|
||||
\param estimator Distribution Estimator
|
||||
\param selectone SelectOne
|
||||
\param modifier Distribution Modifier
|
||||
\param sampler Distribution Sampler
|
||||
\param pop_continue Population Continuator
|
||||
\param distribution_continue Distribution Continuator
|
||||
\param evaluation Evaluation function.
|
||||
\param sa_continue Stopping criterion.
|
||||
\param cooling_schedule Cooling schedule, describes how the temperature is modified.
|
||||
\param initial_temperature The initial temperature.
|
||||
\param replacor Population replacor
|
||||
\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 pop_continuator Stopping criterion based on the population features
|
||||
\param distribution_continuator Stopping criterion based on the distribution features
|
||||
\param evaluation Evaluate a population
|
||||
\param replacor Replace old solutions by new ones
|
||||
*/
|
||||
edoEDA (eoSelect< EOT > & selector,
|
||||
edoEstimator< D > & estimator,
|
||||
eoSelectOne< EOT > & selectone,
|
||||
edoModifierMass< D > & modifier,
|
||||
edoSampler< D > & sampler,
|
||||
eoContinue< EOT > & pop_continue,
|
||||
edoContinue< D > & distribution_continue,
|
||||
eoEvalFunc < EOT > & evaluation,
|
||||
//moContinuator< moDummyNeighbor<EOT> > & sa_continue,
|
||||
//moCoolingSchedule<EOT> & cooling_schedule,
|
||||
//double initial_temperature,
|
||||
eoReplacement< EOT > & replacor
|
||||
)
|
||||
: _selector(selector),
|
||||
_estimator(estimator),
|
||||
_selectone(selectone),
|
||||
_modifier(modifier),
|
||||
_sampler(sampler),
|
||||
_pop_continue(pop_continue),
|
||||
_distribution_continue(distribution_continue),
|
||||
_evaluation(evaluation),
|
||||
//_sa_continue(sa_continue),
|
||||
//_cooling_schedule(cooling_schedule),
|
||||
//_initial_temperature(initial_temperature),
|
||||
_replacor(replacor)
|
||||
|
||||
edoEDA (
|
||||
eoSelect< EOT > & selector,
|
||||
edoEstimator< D > & estimator,
|
||||
edoSampler< D > & sampler,
|
||||
eoContinue< EOT > & pop_continuator,
|
||||
edoContinue< D > & distribution_continuator,
|
||||
eoPopEvalFunc < EOT > & evaluator,
|
||||
eoReplacement< EOT > & replacor
|
||||
)
|
||||
: _selector(selector),
|
||||
_estimator(estimator),
|
||||
_sampler(sampler),
|
||||
_pop_continuator(pop_continuator),
|
||||
_distribution_continuator(distribution_continuator),
|
||||
_evaluator(evaluator),
|
||||
_replacor(replacor)
|
||||
{}
|
||||
|
||||
//! function that launches the EDASA algorithm.
|
||||
/*!
|
||||
As a moTS or a moHC, the EDASA can be used for HYBRIDATION in an evolutionary algorithm.
|
||||
|
||||
\param pop A population to improve.
|
||||
\return TRUE.
|
||||
/** A basic EDA algorithm that iterates over:
|
||||
* selection, estimation, sampling, bounding, evaluation, replacement
|
||||
*
|
||||
* \param pop the population of candidate solutions
|
||||
* \return void
|
||||
*/
|
||||
void operator ()(eoPop< EOT > & pop)
|
||||
{
|
||||
assert(pop.size() > 0);
|
||||
assert(pop.size() > 0);
|
||||
|
||||
//double temperature = _initial_temperature;
|
||||
eoPop< EOT > current_pop;
|
||||
eoPop< EOT > selected_pop;
|
||||
|
||||
eoPop< EOT > current_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);
|
||||
|
||||
eoPop< EOT > selected_pop;
|
||||
// Evaluating a first time the candidate solutions
|
||||
// The first pop is not supposed to be evaluated (@see eoPopLoopEval).
|
||||
_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 ???
|
||||
|
||||
//-------------------------------------------------------------
|
||||
// Estimating a first time the distribution parameter thanks
|
||||
// to population.
|
||||
//-------------------------------------------------------------
|
||||
// (2) Estimation of the distribution parameters
|
||||
distrib = _estimator(selected_pop);
|
||||
|
||||
D distrib = _estimator(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) );
|
||||
}
|
||||
|
||||
double size = distrib.size();
|
||||
assert(size > 0);
|
||||
// (4) Evaluate new solutions
|
||||
_evaluator( pop, current_pop );
|
||||
|
||||
//-------------------------------------------------------------
|
||||
// (5) Replace old solutions by new ones
|
||||
_replacor(pop, current_pop); // e.g. copy current_pop in pop
|
||||
|
||||
|
||||
do
|
||||
{
|
||||
//-------------------------------------------------------------
|
||||
// (3) Selection of the best points in the population
|
||||
//-------------------------------------------------------------
|
||||
|
||||
selected_pop.clear();
|
||||
|
||||
_selector(pop, selected_pop);
|
||||
|
||||
assert( selected_pop.size() > 0 );
|
||||
|
||||
//-------------------------------------------------------------
|
||||
|
||||
|
||||
//-------------------------------------------------------------
|
||||
// (4) Estimation of the distribution parameters
|
||||
//-------------------------------------------------------------
|
||||
|
||||
distrib = _estimator(selected_pop);
|
||||
|
||||
//-------------------------------------------------------------
|
||||
|
||||
|
||||
// TODO: utiliser selected_pop ou pop ???
|
||||
|
||||
assert(selected_pop.size() > 0);
|
||||
|
||||
|
||||
//-------------------------------------------------------------
|
||||
// Init of a variable contening a point with the bestest fitnesses
|
||||
//-------------------------------------------------------------
|
||||
|
||||
EOT current_solution = _selectone(selected_pop);
|
||||
|
||||
//-------------------------------------------------------------
|
||||
|
||||
|
||||
//-------------------------------------------------------------
|
||||
// Fit the current solution with the distribution parameters (bounds)
|
||||
//-------------------------------------------------------------
|
||||
|
||||
// FIXME: si besoin de modifier la dispersion de la distribution
|
||||
// _modifier_dispersion(distribution, selected_pop);
|
||||
_modifier(distrib, current_solution);
|
||||
|
||||
//-------------------------------------------------------------
|
||||
|
||||
|
||||
//-------------------------------------------------------------
|
||||
// Evaluating a first time the current solution
|
||||
//-------------------------------------------------------------
|
||||
|
||||
_evaluation( current_solution );
|
||||
|
||||
//-------------------------------------------------------------
|
||||
|
||||
|
||||
//-------------------------------------------------------------
|
||||
// Building of the sampler in current_pop
|
||||
//-------------------------------------------------------------
|
||||
|
||||
//_sa_continue.init( current_solution );
|
||||
|
||||
current_pop.clear();
|
||||
|
||||
for ( unsigned int i = 0; i < pop.size(); ++i )
|
||||
//do
|
||||
{
|
||||
EOT candidate_solution = _sampler(distrib);
|
||||
_evaluation( candidate_solution );
|
||||
|
||||
// TODO: verifier le critere d'acceptation
|
||||
if ( candidate_solution.fitness() < current_solution.fitness()
|
||||
// || rng.uniform() < exp( ::fabs(candidate_solution.fitness() - current_solution.fitness()) / temperature )
|
||||
)
|
||||
{
|
||||
current_pop.push_back(candidate_solution);
|
||||
current_solution = candidate_solution;
|
||||
}
|
||||
}
|
||||
//while ( _sa_continue( current_solution) );
|
||||
|
||||
//-------------------------------------------------------------
|
||||
|
||||
|
||||
_replacor(pop, current_pop); // copy current_pop in pop
|
||||
|
||||
pop.sort();
|
||||
|
||||
//if ( ! _cooling_schedule( temperature ) ){ eo::log << eo::debug << "_cooling_schedule" << std::endl; break; }
|
||||
|
||||
if ( ! _distribution_continue( distrib ) ){ eo::log << eo::debug << "_distribution_continue" << std::endl; break; }
|
||||
|
||||
if ( ! _pop_continue( pop ) ){ eo::log << eo::debug << "_pop_continue" << std::endl; break; }
|
||||
|
||||
}
|
||||
while ( 1 );
|
||||
}
|
||||
} while( _distribution_continuator( distrib ) && _pop_continuator( pop ) );
|
||||
} // operator()
|
||||
|
||||
private:
|
||||
|
||||
|
|
@ -240,32 +141,17 @@ private:
|
|||
//! A EOT estimator. It is going to estimate distribution parameters.
|
||||
edoEstimator< D > & _estimator;
|
||||
|
||||
//! SelectOne
|
||||
eoSelectOne< EOT > & _selectone;
|
||||
|
||||
//! A D modifier
|
||||
edoModifierMass< D > & _modifier;
|
||||
|
||||
//! A D sampler
|
||||
edoSampler< D > & _sampler;
|
||||
|
||||
//! A EOT population continuator
|
||||
eoContinue < EOT > & _pop_continue;
|
||||
eoContinue < EOT > & _pop_continuator;
|
||||
|
||||
//! A D continuator
|
||||
edoContinue < D > & _distribution_continue;
|
||||
edoContinue < D > & _distribution_continuator;
|
||||
|
||||
//! A full evaluation function.
|
||||
eoEvalFunc < EOT > & _evaluation;
|
||||
|
||||
//! Stopping criterion before temperature update
|
||||
//moContinuator< moDummyNeighbor<EOT> > & _sa_continue;
|
||||
|
||||
//! The cooling schedule
|
||||
//moCoolingSchedule<EOT> & _cooling_schedule;
|
||||
|
||||
//! Initial temperature
|
||||
//double _initial_temperature;
|
||||
eoPopEvalFunc < EOT > & _evaluator;
|
||||
|
||||
//! A EOT replacor
|
||||
eoReplacement < EOT > & _replacor;
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue