Added moStat moFitnessMomentsStat and class moStdDevEstimator for estimating the stddev
This commit is contained in:
LPTK
parent
ebffad356e
commit
d03862b5ab
2 changed files with 262 additions and 0 deletions
119
mo/src/continuator/moFitnessMomentsStat.h
Normal file
119
mo/src/continuator/moFitnessMomentsStat.h
Normal file
|
|
@ -0,0 +1,119 @@
|
|||
/*
|
||||
<moBestFitnessStat.h>
|
||||
Copyright (C) DOLPHIN Project-Team, INRIA Lille - Nord Europe, 2006-2010
|
||||
|
||||
Sébastien Verel, Arnaud Liefooghe, Jérémie Humeau
|
||||
|
||||
This software is governed by the CeCILL license under French law and
|
||||
abiding by the rules of distribution of free software. You can use,
|
||||
modify and/ or redistribute the software under the terms of the CeCILL
|
||||
license as circulated by CEA, CNRS and INRIA at the following URL
|
||||
"http://www.cecill.info".
|
||||
|
||||
As a counterpart to the access to the source code and rights to copy,
|
||||
modify and redistribute granted by the license, users are provided only
|
||||
with a limited warranty and the software's author, the holder of the
|
||||
economic rights, and the successive licensors have only limited liability.
|
||||
|
||||
In this respect, the user's attention is drawn to the risks associated
|
||||
with loading, using, modifying and/or developing or reproducing the
|
||||
software by the user in light of its specific status of free software,
|
||||
that may mean that it is complicated to manipulate, and that also
|
||||
therefore means that it is reserved for developers and experienced
|
||||
professionals having in-depth computer knowledge. Users are therefore
|
||||
encouraged to load and test the software's suitability as regards their
|
||||
requirements in conditions enabling the security of their systems and/or
|
||||
data to be ensured and, more generally, to use and operate it in the
|
||||
same conditions as regards security.
|
||||
The fact that you are presently reading this means that you have had
|
||||
knowledge of the CeCILL license and that you accept its terms.
|
||||
|
||||
ParadisEO WebSite : http://paradiseo.gforge.inria.fr
|
||||
Contact: paradiseo-help@lists.gforge.inria.fr
|
||||
*/
|
||||
|
||||
#ifndef moFitnessMomentsStat_h
|
||||
#define moFitnessMomentsStat_h
|
||||
|
||||
#include <utility>
|
||||
#include <continuator/moStat.h>
|
||||
|
||||
/**
|
||||
* Statistic that saves the standard deviation of the fitness of the solutions during the search
|
||||
*/
|
||||
template <class EOT>
|
||||
//class moFitnessMomentsStat : public moStat<EOT, std::pair<typename EOT::Fitness,typename EOT::Fitness> >
|
||||
class moFitnessMomentsStat : public moStat<EOT, std::pair<double, double> >
|
||||
{
|
||||
public :
|
||||
typedef typename EOT::Fitness Fitness;
|
||||
//typedef std::pair<typename EOT::Fitness,typename EOT::Fitness> Pair;
|
||||
typedef std::pair<double, double> Pair;
|
||||
using moStat<EOT, Pair >::value;
|
||||
|
||||
/**
|
||||
* Default Constructor
|
||||
* @param _reInitSol when true the best so far is reinitialized
|
||||
*/
|
||||
moFitnessMomentsStat(bool _reInitSol = true)
|
||||
: moStat<EOT, Pair>(Pair(Fitness(), 0.0), "moments (average and stdev)"),
|
||||
reInitSol(_reInitSol), firstTime(true),
|
||||
nbSolutionsEncountered(0), currentAvg(0), currentVar(0)
|
||||
{ }
|
||||
|
||||
/**
|
||||
* Initialization of the best solution on the first one
|
||||
* @param _sol the first solution
|
||||
*/
|
||||
virtual void init(EOT & _sol) {
|
||||
if (reInitSol || firstTime)
|
||||
{
|
||||
value() = Pair(0.0,0.0);
|
||||
nbSolutionsEncountered = currentAvg = currentVar = 0;
|
||||
firstTime = false;
|
||||
}
|
||||
/*else if (firstTime)
|
||||
{
|
||||
value() = 0.0;
|
||||
firstTime = false;
|
||||
}*/
|
||||
operator()(_sol);
|
||||
}
|
||||
|
||||
/**
|
||||
* Update the best solution
|
||||
* @param _sol the current solution
|
||||
*/
|
||||
virtual void operator()(EOT & _sol) {
|
||||
++nbSolutionsEncountered;
|
||||
double x = _sol.fitness();
|
||||
double oldAvg = currentAvg;
|
||||
currentAvg = oldAvg + (x - oldAvg)/nbSolutionsEncountered;
|
||||
if (nbSolutionsEncountered > 1) // <- not really necessary
|
||||
{
|
||||
//value() = (value()/nbSolutionsEncountered + _sol.fitness())/(nbSolutionsEncountered+1);
|
||||
double oldVar = currentVar;
|
||||
currentVar = oldVar + (x - oldAvg) * (x - currentAvg);
|
||||
value() = Pair(currentAvg, currentVar/nbSolutionsEncountered);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* @return name of the class
|
||||
*/
|
||||
virtual std::string className(void) const {
|
||||
return "moFitnessVarianceStat";
|
||||
}
|
||||
|
||||
protected:
|
||||
bool reInitSol;
|
||||
bool firstTime;
|
||||
double
|
||||
nbSolutionsEncountered
|
||||
, currentAvg
|
||||
, currentVar // actually the var * n
|
||||
;
|
||||
|
||||
};
|
||||
|
||||
#endif // moFitnessMomentsStat_h
|
||||
143
mo/src/continuator/moStdDevEstimator.h
Normal file
143
mo/src/continuator/moStdDevEstimator.h
Normal file
|
|
@ -0,0 +1,143 @@
|
|||
#ifndef __moStdDevEstimator_h__
|
||||
#define __moStdDevEstimator_h__
|
||||
|
||||
#include <eo>
|
||||
#include <mo>
|
||||
|
||||
#include <moFitnessVarianceStat.h> // TODO rm
|
||||
#include <iostream> // TODO rm
|
||||
// TODO make tests
|
||||
|
||||
|
||||
template< class T >
|
||||
class eoOptional {
|
||||
public:
|
||||
static const eoOptional<T> null; // = eoOptional<T>();
|
||||
|
||||
eoOptional (T& init)
|
||||
: _val(&init)
|
||||
{ }
|
||||
|
||||
bool hasValue() const
|
||||
{
|
||||
return _val != NULL;
|
||||
}
|
||||
|
||||
T& get () const
|
||||
{
|
||||
if (!hasValue())
|
||||
throw std::runtime_error("Cannot get a reference from a eoOptional wrapper with no value");
|
||||
return *_val;
|
||||
}
|
||||
|
||||
protected:
|
||||
eoOptional ()
|
||||
: _val(NULL)
|
||||
{ }
|
||||
|
||||
private:
|
||||
T* _val;
|
||||
};
|
||||
|
||||
template< class T >
|
||||
const eoOptional<T> eoOptional<T>::null = eoOptional<T>();
|
||||
|
||||
|
||||
template< class EOT, class Neighbor >
|
||||
class moStdDevEstimator : public eoUF<EOT&, double>
|
||||
{
|
||||
public:
|
||||
|
||||
/**
|
||||
* General constructor for the estimator
|
||||
* @param continuator a user-defined continuator
|
||||
* @param neighborhood the neighborhood
|
||||
* @param fullEval the full evaluation function
|
||||
* @param eval neighbor's evaluation function
|
||||
* @param walker a local search algorithm
|
||||
*/
|
||||
moStdDevEstimator<EOT,Neighbor> (
|
||||
moContinuator<Neighbor>& continuator,
|
||||
moNeighborhood < Neighbor > & neighborhood,
|
||||
eoEvalFunc<EOT>& fullEval,
|
||||
|
||||
/* The following should be read:
|
||||
moEval<Neighbor> >& eval = _default_eval
|
||||
* (which is not possible to achieve as is in C++) */
|
||||
const eoOptional< moEval<Neighbor> >& eval = eoOptional< moEval<Neighbor> >::null,
|
||||
|
||||
const eoOptional< moLocalSearch<Neighbor> >& walker = eoOptional< moLocalSearch<Neighbor> >::null
|
||||
)
|
||||
: _default_eval ( fullEval ),
|
||||
_eval(eval.hasValue()? eval.get(): _default_eval),
|
||||
_default_continuator( 0 ),
|
||||
_continuator( _continuator ),
|
||||
_checkpoint( _continuator ),
|
||||
_default_walker( neighborhood, fullEval, _eval, _checkpoint ),
|
||||
_walker( walker.hasValue()? walker.get(): _default_walker )
|
||||
{
|
||||
_checkpoint.add( _varStat );
|
||||
}
|
||||
|
||||
/**
|
||||
* Simpler constructor for the estimator
|
||||
* @param max_iters the number of steps the default moIterContinuator should perform
|
||||
* @param neighborhood the neighborhood
|
||||
* @param fullEval the full evaluation function
|
||||
* @param eval neighbor's evaluation function
|
||||
* @param walker a local search algorithm
|
||||
*/
|
||||
moStdDevEstimator<EOT,Neighbor> (
|
||||
unsigned int max_iters,
|
||||
moNeighborhood < Neighbor > & neighborhood,
|
||||
eoEvalFunc<EOT>& fullEval,
|
||||
const eoOptional< moEval<Neighbor> >& eval = eoOptional< moEval<Neighbor> >::null,
|
||||
const eoOptional< moLocalSearch<Neighbor> >& walker = eoOptional< moLocalSearch<Neighbor> >::null
|
||||
)
|
||||
: _default_eval ( fullEval ),
|
||||
_eval(eval.hasValue()? eval.get(): _default_eval),
|
||||
_default_continuator( max_iters, false ),
|
||||
_continuator( _default_continuator ),
|
||||
_checkpoint( _continuator ),
|
||||
_default_walker( neighborhood, fullEval, _eval, _checkpoint ),
|
||||
_walker( walker.hasValue()? walker.get(): _default_walker )
|
||||
{
|
||||
_checkpoint.add( _varStat );
|
||||
}
|
||||
|
||||
/**
|
||||
* Evaluates the estimator with the walker algorithm and returns the standard deviation
|
||||
* @param solution the solution from where to start the walk
|
||||
*/
|
||||
double operator()( EOT & solution )
|
||||
{
|
||||
_walker(solution);
|
||||
return sqrt(_varStat.value());
|
||||
}
|
||||
|
||||
/**
|
||||
* @return the class name
|
||||
*/
|
||||
virtual std::string className(void) const {
|
||||
return "moStdDevEstimator";
|
||||
}
|
||||
|
||||
private:
|
||||
|
||||
moFullEvalByCopy <Neighbor> _default_eval;
|
||||
moEval<Neighbor>& _eval;
|
||||
|
||||
moIterContinuator <Neighbor> _default_continuator;
|
||||
moContinuator <Neighbor>& _continuator;
|
||||
|
||||
moCheckpoint <Neighbor> _checkpoint;
|
||||
|
||||
moRandomWalk <Neighbor> _default_walker;
|
||||
moLocalSearch <Neighbor> _walker;
|
||||
|
||||
moFitnessVarianceStat<EOT> _varStat;
|
||||
};
|
||||
|
||||
#endif // __moStdDevEstimator_h__
|
||||
|
||||
|
||||
Loading…
Add table
Add a link
Reference in a new issue