using System; using System.Linq; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Encodings.RealVectorEncoding; using HeuristicLab.Optimization; using HeuristicLab.Parameters; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; using HeuristicLab.Problems.DataAnalysis; namespace HeuristicLab.Networks.IntegratedOptimization.SurrogateModeling { [Item("Assisted Optimizer Problem", "")] [StorableClass] public sealed class AssistedOptimizerProblem : SingleObjectiveBasicProblem { private const string RegressionSolutionParameterName = "RegressionSolution"; private const string OptimizeExpectedImprovementParameterName = "OptimizeExpectedImprovement"; public IValueParameter RegressionSolutionParameter { get { return (IValueParameter)Parameters[RegressionSolutionParameterName]; } } public IValueParameter OptimizeExpectedImprovementParameter { get { return (IValueParameter)Parameters[OptimizeExpectedImprovementParameterName]; } } public IRegressionSolution RegressionSolution { get { return RegressionSolutionParameter.Value; } set { RegressionSolutionParameter.Value = value; } } public BoolValue OptimizeExpectedImprovement { get { return OptimizeExpectedImprovementParameter.Value; } set { OptimizeExpectedImprovementParameter.Value = value; } } public Action NotifyEvaluation { get; set; } public override bool Maximization { get { return false; } } #region Constructors & Cloning [StorableConstructor] private AssistedOptimizerProblem(bool deserializing) : base(deserializing) { } private AssistedOptimizerProblem(AssistedOptimizerProblem original, Cloner cloner) : base(original, cloner) { } public AssistedOptimizerProblem() { Parameters.Add(new ValueParameter(RegressionSolutionParameterName, "")); Parameters.Add(new ValueParameter(OptimizeExpectedImprovementParameterName, "", new BoolValue(true))); } public override IDeepCloneable Clone(Cloner cloner) { return new AssistedOptimizerProblem(this, cloner); } #endregion public override double Evaluate(Individual individual, IRandom random) { var point = individual.RealVector(); var solution = RegressionSolutionParameter.Value; var useExpectedImprovement = OptimizeExpectedImprovement.Value; var result = ExpectedImprovementHelpers.Evaluate(new[] { point }, solution, useExpectedImprovement).Single(); var target = useExpectedImprovement ? -result : result; NotifyEvaluation((RealVector)point.Clone(), target); return target; } public override void Analyze(Individual[] individuals, double[] qualities, ResultCollection results, IRandom random) { base.Analyze(individuals, qualities, results, random); var bestIndividuals = individuals.Zip(qualities, (i, q) => new { Individual = i, Quality = q }).MinItems(x => x.Quality); var best = bestIndividuals.First(); IResult bestSolutionResult; if (!results.TryGetValue("BestSolution", out bestSolutionResult)) { results.Add(bestSolutionResult = new Result("BestSolution", typeof(RealVector))); } else bestSolutionResult = results["BestSolution"]; IResult bestQualityResult; if (!results.TryGetValue("BestQuality", out bestQualityResult)) { results.Add(bestQualityResult = new Result("BestQuality", typeof(DoubleValue))); } else bestQualityResult = results["BestQuality"]; var bestQuality = (DoubleValue)bestQualityResult.Value; if (bestQuality == null || best.Quality <= bestQuality.Value) { bestSolutionResult.Value = (RealVector)best.Individual.RealVector().Clone(); bestQualityResult.Value = new DoubleValue(best.Quality); } } } }