Changeset 14833

Timestamp:

04/07/17 09:34:44 (7 years ago)

Author:

bwerth

Message:

#2745 added LatinHyperCubeDesign as possible InitialSamplingPlan

Location:

branches/EfficientGlobalOptimization/HeuristicLab.Algorithms.EGO

Files:

• EfficientGlobalOptimizationAlgorithm.cs (modified) (9 diffs)
• EgoUtilities.cs (modified) (2 diffs)
• HeuristicLab.Algorithms.EGO-3.4.csproj (modified) (4 diffs)
• Interfaces/IInitialSampling.cs (added)
• SamplingMethods (added)
• SamplingMethods/LatinHyperCubeDesign.cs (added)
• SamplingMethods/UniformRandomSampling.cs (added)
• Service References (added)

branches/EfficientGlobalOptimization/HeuristicLab.Algorithms.EGO/EfficientGlobalOptimizationAlgorithm.cs

@@ -69 +69 @@
     private const string InitialSamplesParameterName = "InitialSamplesFile";
     private const string BaselineVectorParameterName = "BaselineVector";
+    private const string InitialSamplingPlanParamterName = "InitialSamplingPlan";
     #endregion
 
@@ -101 +102 @@
     public IFixedValueParameter<IntValue> MaximalDataSetSizeParameter => Parameters[MaximalDataSetSizeParameterName] as IFixedValueParameter<IntValue>;
     public IFixedValueParameter<BoolValue> RemoveDuplicatesParameter => Parameters[RemoveDuplicatesParamterName] as IFixedValueParameter<BoolValue>;
-
     public IFixedValueParameter<FileValue> InitialSamplesParameter => Parameters[InitialSamplesParameterName] as IFixedValueParameter<FileValue>;
-
     public IValueParameter<RealVector> BaselineVectorParameter => Parameters[BaselineVectorParameterName] as IValueParameter<RealVector>;
+    public IConstrainedValueParameter<IInitialSampling> InitialSamplingPlanParameter => Parameters[InitialSamplingPlanParamterName] as IConstrainedValueParameter<IInitialSampling>;
     #endregion
 
@@ -126 +126 @@
     private bool RemoveDuplicates => RemoveDuplicatesParameter.Value.Value;
     private RealVector BaselineVector => BaselineVectorParameter.Value;
+    private IInitialSampling InitialSamplingPlan => InitialSamplingPlanParameter.Value;
     #endregion
 
@@ -198 +199 @@
       Parameters.Add(new FixedValueParameter<IntValue>(MaximumEvaluationsParameterName, "", new IntValue(int.MaxValue)));
       Parameters.Add(new FixedValueParameter<IntValue>(InitialEvaluationsParameterName, "", new IntValue(10)));
-      Parameters.Add(new FixedValueParameter<IntValue>(MaximumRuntimeParameterName, "The maximum runtime in seconds after which the algorithm stops. Use -1 to specify no limit for the runtime", new IntValue(3600)));
+      Parameters.Add(new FixedValueParameter<IntValue>(MaximumRuntimeParameterName, "The maximum runtime in seconds after which the algorithm stops. Use -1 to specify no limit for the runtime", new IntValue(-1)));
       Parameters.Add(new FixedValueParameter<IntValue>(SeedParameterName, "The random seed used to initialize the new pseudo random number generator.", new IntValue(0)));
       Parameters.Add(new FixedValueParameter<BoolValue>(SetSeedRandomlyParameterName, "True if the random seed should be set to a random value, otherwise false.", new BoolValue(true)));
@@ -206 +207 @@
       Parameters.Add(new FixedValueParameter<IntValue>(GenerationSizeParameterName, "Number points that are sampled every iteration (stadard EGO: 1)", new IntValue(1)));
       Parameters.Add(new ConstrainedValueParameter<IInfillCriterion>(InfillCriterionParameterName, "Decision what value should decide the next sample"));
+      InfillCriterionParameter.ValidValues.Add(new ExpectedImprovement());
       InfillCriterionParameter.ValidValues.Add(new AugmentedExpectedImprovement());
-      InfillCriterionParameter.ValidValues.Add(new ExpectedImprovement());
       InfillCriterionParameter.ValidValues.Add(new ExpectedQuality());
       var eqi = new ExpectedQuantileImprovement();
@@ -219 +220 @@
       Parameters.Add(new FixedValueParameter<FileValue>(InitialSamplesParameterName, "The file specifying some initial samples used to jump start the algorithm. These samples are not counted as evaluations. If InitialEvaluations is more than the samples specified in the file, the rest is uniformly random generated and evaluated.", new FileValue()));
       Parameters.Add(new ValueParameter<RealVector>(BaselineVectorParameterName, "A vector used to create a baseline, this vector is evaluated once and is not part of the modeling process (has no influence on algorithm performance)"));
+      var intialSamplingPlans = new ItemSet<IInitialSampling> { new UniformRandomSampling(), new LatinHyperCubeDesign() };
+      Parameters.Add(new ConstrainedValueParameter<IInitialSampling>(InitialSamplingPlanParamterName, intialSamplingPlans, intialSamplingPlans.First()));
+
       SetInfillProblem();
       RegisterEventhandlers();
@@ -237 +241 @@
       if (SetSeedRandomly) SeedParameter.Value.Value = new System.Random().Next();
       Random.Reset(Seed);
-      Samples = InitialSamples == null ? new List<Tuple<RealVector, double>>() : InitialSamples.ToList();
+      Samples = InitialSamples?.ToList() ?? new List<Tuple<RealVector, double>>();
 
       //results
@@ -250 +254 @@
       table.Rows.Add(new DataRow(CurrentQualitiesRowResultName));
       Results.Add(new Result(QualitiesChartResultName, table));
-      if (BaselineVector != null && BaselineVector.Length == enc.Length)
-        Results.Add(new Result("BaselineValue", new DoubleValue(Evaluate(BaselineVector).Item2)));
-
+      if (BaselineVector != null && BaselineVector.Length == enc.Length) Results.Add(new Result("BaselineValue", new DoubleValue(Evaluate(BaselineVector).Item2)));
+
+
+
+    }
+
+    protected override void Run(CancellationToken cancellationToken) {
       //initial samples
       if (Samples.Count < InitialEvaluations) {
-        var points = EgoUtilities.GetUniformRandomDesign(InitialEvaluations - Samples.Count, enc.Length, enc.Bounds, Random);
+        var points = InitialSamplingPlan.GetSamples(InitialEvaluations - Samples.Count, Samples.Select(x => x.Item1).ToArray(), (RealVectorEncoding)Problem.Encoding, Random);
         foreach (var t in points) {
-          Samples.Add(Evaluate(t));
-          cancellationToken.ThrowIfCancellationRequested();
+          try {
+            Samples.Add(Evaluate(t));
+            cancellationToken.ThrowIfCancellationRequested();
+          }
+          finally {
+            Analyze();
+          }
         }
       }
-
-      Analyze();
-    }
-
-    protected override void Run(CancellationToken cancellationToken) {
+      //adaptive samples
       for (ResultsIterations = 0; ResultsEvaluations < MaximumEvaluations; ResultsIterations++) {
         try {
@@ -484 +493 @@
       ResultsQualitiesWorst.Values.Add(Samples[Problem.Maximization ? min : max].Item2);
       Problem.Analyze(Samples.Select(x => GetIndividual(x.Item1)).ToArray(), Samples.Select(x => x.Item2).ToArray(), Results, Random);
+
+      if (Samples.Count != 0 && Samples[0].Item1.Length == 2) {
+        var plotname = "DEBUG:Sample Distribution";
+        var rowInit = "Initial Samples";
+        var rowAll = "All Samples";
+        if (!Results.ContainsKey(plotname)) Results.Add(new Result(plotname, new ScatterPlot()));
+        var plot = Results[plotname].Value as ScatterPlot;
+        if (!plot.Rows.ContainsKey(rowInit) && InitialSamples != null && InitialSamples.Count > 0)
+          plot.Rows.Add(new ScatterPlotDataRow(rowInit, "samples from inital file (already evaulated)", InitialSamples.Select(x => new Point2D<double>(x.Item1[0], x.Item1[1]))));
+        if (!plot.Rows.ContainsKey(rowAll)) plot.Rows.Add(new ScatterPlotDataRow(rowAll, "All samples", new Point2D<double>[0]));
+        else { plot.Rows[rowAll].Points.Clear(); }
+        plot.Rows[rowAll].Points.AddRange(Samples.Select(x => new Point2D<double>(x.Item1[0], x.Item1[1])));
+
+
+      }
     }
     private Individual GetIndividual(RealVector r) {

branches/EfficientGlobalOptimization/HeuristicLab.Algorithms.EGO/EgoUtilities.cs

@@ -25 +25 @@
 using System.Threading;
 using HeuristicLab.Common;
-using HeuristicLab.Core;
 using HeuristicLab.Data;
 using HeuristicLab.Encodings.RealVectorEncoding;
@@ -76 +75 @@
       if (ex != null) throw ex;
       return alg.Results;
-    }
-    public static RealVector[] GetUniformRandomDesign(int points, int dim, DoubleMatrix bounds, IRandom random) {
-      var res = new RealVector[points];
-      for (var i = 0; i < points; i++) {
-        var r = new RealVector(dim);
-        res[i] = r;
-        for (var j = 0; j < dim; j++) {
-          var b = j % bounds.Rows;
-          r[j] = UniformRandom(bounds[b, 0], bounds[b, 1], random);
-        }
-      }
-      return res;
-    }
-    public static double UniformRandom(double min, double max, IRandom rand) {
-      return rand.NextDouble() * (max - min) + min;
     }
 

branches/EfficientGlobalOptimization/HeuristicLab.Algorithms.EGO/HeuristicLab.Algorithms.EGO-3.4.csproj

@@ -38 +38 @@
       <SpecificVersion>False</SpecificVersion>
       <HintPath>..\..\..\trunk\sources\bin\HeuristicLab.Algorithms.DataAnalysis-3.4.dll</HintPath>
+    </Reference>
+    <Reference Include="HeuristicLab.Algorithms.EvolutionStrategy-3.3, Version=3.3.0.0, Culture=neutral, PublicKeyToken=ba48961d6f65dcec, processorArchitecture=MSIL">
+      <SpecificVersion>False</SpecificVersion>
+      <HintPath>..\..\..\trunk\sources\bin\HeuristicLab.Algorithms.EvolutionStrategy-3.3.dll</HintPath>
     </Reference>
     <Reference Include="HeuristicLab.Analysis-3.3, Version=3.3.0.0, Culture=neutral, PublicKeyToken=ba48961d6f65dcec, processorArchitecture=MSIL">
@@ -125 +129 @@
     <Compile Include="InfillCriteria\InfillCriterionBase.cs" />
     <Compile Include="InfillCriteria\ExpectedImprovement.cs" />
+    <Compile Include="Interfaces\IInitialSampling.cs" />
     <Compile Include="Interfaces\ISurrogateAlgorithm.cs" />
     <Compile Include="Interfaces\IInfillCriterion.cs" />
@@ -130 +135 @@
     <Compile Include="Problems\InfillProblem.cs" />
     <Compile Include="Properties\AssemblyInfo.cs" />
+    <Compile Include="SamplingMethods\LatinHyperCubeDesign.cs" />
+    <Compile Include="SamplingMethods\UniformRandomSampling.cs" />
   </ItemGroup>
   <ItemGroup>
@@ -135 +142 @@
     <None Include="Properties\AssemblyInfo.cs.frame" />
   </ItemGroup>
-  <ItemGroup />
+  <ItemGroup>
+    <WCFMetadata Include="Service References\" />
+  </ItemGroup>
   <Import Project="$(MSBuildToolsPath)\Microsoft.CSharp.targets" />
   <PropertyGroup>