nojhan
38e3f40bad
- Change the ill-condition continuator to use eigen decomposition of the covariance matrix, just like in the adaptive estimator. - Add a warning message in adaptive sampler.
114 lines
3.6 KiB
C++
114 lines
3.6 KiB
C++
/*
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The Evolving Distribution Objects framework (EDO) is a template-based,
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ANSI-C++ evolutionary computation library which helps you to write your
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own estimation of distribution algorithms.
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This library is free software; you can redistribute it and/or
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modify it under the terms of the GNU Lesser General Public
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License as published by the Free Software Foundation; either
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version 2.1 of the License, or (at your option) any later version.
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This library is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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Lesser General Public License for more details.
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You should have received a copy of the GNU Lesser General Public
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License along with this library; if not, write to the Free Software
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Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
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Copyright (C) 2020 Thales group
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*/
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/*
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Authors:
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Johann Dréo <johann.dreo@thalesgroup.com>
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*/
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#ifndef _edoContAdaptiveFinite_h
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#define _edoContAdaptiveFinite_h
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#include "edoContinue.h"
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/** A continuator that check if any element in the parameters
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* of an edoNormalAdaptive distribution are finite
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*
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* If any element of any parameter is infinity or NaN (Not A Number),
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* it will ask for a stop.
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*
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* @ingroup Continuators
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*/
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template<class D>
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class edoContAdaptiveFinite : public edoContinue<D>
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{
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public:
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using EOType = typename D::EOType;
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using Matrix = typename D::Matrix;
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using Vector = typename D::Vector;
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bool operator()(const D& d)
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{
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bool fin_sigma = is_finite(d.sigma() );
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bool fin_path_sigma = is_finite(d.path_sigma());
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bool fin_scaling = is_finite(d.scaling() );
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bool fin_coord_sys = is_finite(d.coord_sys() );
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bool fin_path_covar = is_finite(d.path_covar());
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bool fin_covar = is_finite(d.covar() );
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bool all_finite = fin_covar
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and fin_path_covar
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and fin_coord_sys
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and fin_scaling
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and fin_path_sigma
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and fin_sigma;
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if( not all_finite ) {
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eo::log << eo::progress << "STOP because parameters are not finite: ";
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if( not fin_covar ) { eo::log << eo::errors << "covar, "; }
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if( not fin_path_covar ) { eo::log << eo::errors << "path_covar, "; }
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if( not fin_coord_sys ) { eo::log << eo::errors << "coord_sys, "; }
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if( not fin_scaling ) { eo::log << eo::errors << "scaling, "; }
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if( not fin_path_sigma ) { eo::log << eo::errors << "path_sigma, "; }
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if( not fin_sigma ) { eo::log << eo::errors << "sigma"; }
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eo::log << eo::errors << std::endl;
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}
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return all_finite;
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}
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virtual std::string className() const { return "edoContAdaptiveFinite"; }
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protected:
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bool is_finite(const Matrix& mat) const
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{
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for(long i=0; i<mat.rows(); ++i) {
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for(long j=0; j<mat.cols(); ++j) {
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// Double negation because one want to escape
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// as soon as one element is not finite.
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if(not is_finite(mat(i,j))) {
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return false;
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}
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}
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}
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return true;
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}
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bool is_finite(const Vector& vec) const
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{
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for(long i=0; i<vec.size(); ++i) {
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if(not is_finite(vec[i])) {
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return false;
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}
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}
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return true;
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}
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bool is_finite(const typename EOType::AtomType& x) const
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{
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if(std::isfinite(x)) {
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return true;
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} else {
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return false;
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}
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}
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};
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#endif
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