[15896] | 1 | using System;
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| 2 | using System.Linq;
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| 3 | using System.Threading;
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| 4 | using System.Threading.Tasks;
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| 5 | using HeuristicLab.Analysis;
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| 6 | using HeuristicLab.Common;
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| 7 | using HeuristicLab.Core;
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| 8 | using HeuristicLab.Data;
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| 9 | using HeuristicLab.Encodings.RealVectorEncoding;
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| 10 | using HeuristicLab.Optimization;
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| 11 | using HeuristicLab.Parameters;
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| 12 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 13 | using HeuristicLab.Problems.DataAnalysis;
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| 14 | using HeuristicLab.Problems.TestFunctions;
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| 15 |
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| 16 | namespace HeuristicLab.Networks.IntegratedOptimization.SurrogateModeling {
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| 17 | [Item("Full Evaluation Algorithm", "")]
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| 18 | [Creatable]
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| 19 | [StorableClass]
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| 20 | public sealed class FullEvaluationAlgorithm : BasicAlgorithm {
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| 21 | private readonly object locker = new object();
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| 22 |
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| 23 | private SemaphoreSlim tickets;
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| 24 | private LimitedPriorityQueue exploitationQueue;
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| 25 | private LimitedPriorityQueue explorationQueue;
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| 26 |
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| 27 | public override bool SupportsPause { get { return true; } }
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| 28 |
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| 29 | public override Type ProblemType { get { return typeof(SingleObjectiveTestFunctionProblem); } }
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| 30 | public new SingleObjectiveTestFunctionProblem Problem {
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| 31 | get { return (SingleObjectiveTestFunctionProblem)base.Problem; }
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| 32 | set { base.Problem = value; }
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| 33 | }
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| 34 |
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| 35 | public Action<RealVector, double> NotifyEvaluation { get; set; }
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| 36 |
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| 37 | #region Parameter Names
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| 38 | private const string MaxEvaluationsParameterName = "MaxEvaluations";
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| 39 | private const string MaxConcurrentEvaluationsParameterName = "MaxConcurrentEvaluations";
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| 40 | private const string MaxBufferLengthParameterName = "MaxBufferLength";
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| 41 | private const string AdditionalEvaluationDurationParameterName = "AdditionalEvaluationDuration";
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| 42 | private const string RegressionSolutionParameterName = "RegressionSolution";
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| 43 | private const string SortAccordingToExpectedImprovementParameterName = "SortAccordingToExpectedImprovement";
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| 44 | #endregion Parameter Names
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| 45 |
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| 46 | #region Parameters
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| 47 | public IValueParameter<IntValue> MaxEvaluationsParameter {
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| 48 | get { return (IValueParameter<IntValue>)Parameters[MaxEvaluationsParameterName]; }
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| 49 | }
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| 50 |
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| 51 | public IValueParameter<IntValue> MaxConcurrentEvaluationsParameter {
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| 52 | get { return (IValueParameter<IntValue>)Parameters[MaxConcurrentEvaluationsParameterName]; }
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| 53 | }
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| 54 |
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| 55 | public IValueParameter<IntValue> MaxBufferLengthParameter {
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| 56 | get { return (IValueParameter<IntValue>)Parameters[MaxBufferLengthParameterName]; }
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| 57 | }
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| 58 |
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| 59 | public IValueParameter<TimeSpanValue> AdditionalEvaluationDurationParameter {
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| 60 | get { return (IValueParameter<TimeSpanValue>)Parameters[AdditionalEvaluationDurationParameterName]; }
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| 61 | }
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| 62 |
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| 63 | public IValueParameter<IRegressionSolution> RegressionSolutionParameter {
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| 64 | get { return (IValueParameter<IRegressionSolution>)Parameters[RegressionSolutionParameterName]; }
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| 65 | }
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| 66 |
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| 67 | public IValueParameter<BoolValue> SortAccordingToExpectedImprovementParameter {
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| 68 | get { return (IValueParameter<BoolValue>)Parameters[SortAccordingToExpectedImprovementParameterName]; }
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| 69 | }
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| 70 | #endregion Parameters
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| 71 |
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| 72 | #region Parameter Properties
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| 73 | private IntValue MaxEvaluations {
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| 74 | get { return MaxEvaluationsParameter.Value; }
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| 75 | set { MaxEvaluationsParameter.Value = value; }
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| 76 | }
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| 77 |
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| 78 | public int MaxConcurrentEvaluations {
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| 79 | get { return MaxConcurrentEvaluationsParameter.Value.Value; }
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| 80 | set { MaxConcurrentEvaluationsParameter.Value.Value = value; }
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| 81 | }
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| 82 |
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| 83 | public int MaxBufferLength {
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| 84 | get { return MaxBufferLengthParameter.Value.Value; }
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| 85 | set { MaxBufferLengthParameter.Value.Value = value; }
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| 86 | }
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| 87 |
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| 88 | public TimeSpan AdditionalEvaluationDuration {
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| 89 | get { return AdditionalEvaluationDurationParameter.Value.Value; }
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| 90 | set { AdditionalEvaluationDurationParameter.Value.Value = value; }
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| 91 | }
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| 92 |
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| 93 | public IRegressionSolution RegressionSolution {
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| 94 | get { return RegressionSolutionParameter.Value; }
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| 95 | set { RegressionSolutionParameter.Value = value; }
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| 96 | }
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| 97 |
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| 98 | public BoolValue SortAccordingToExpectedImprovement {
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| 99 | get { return SortAccordingToExpectedImprovementParameter.Value; }
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| 100 | set { SortAccordingToExpectedImprovementParameter.Value = value; }
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| 101 | }
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| 102 | #endregion Parameter Properties
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| 103 |
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| 104 | #region Result Names
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| 105 | private const string EvaluatedSolutionsResultName = "EvaluatedSolutions";
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| 106 | private const string EvaluatedExplorationSolutionsResultName = "EvaluatedExplorationSolutions";
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| 107 | private const string EvaluatedExploitationSolutionsResultName = "EvaluatedExploitationSolutions";
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| 108 | private const string FullEvaluationQualitiesResultName = "FullEvaluationQualities";
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| 109 | #endregion Result Names
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| 110 |
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| 111 | #region Results
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| 112 | private IntValue EvaluatedSolutionsResult {
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| 113 | get { return (IntValue)Results[EvaluatedSolutionsResultName].Value; }
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| 114 | }
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| 115 |
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| 116 | private IItemList<RealVector> EvaluatedExplorationSolutionsResult {
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| 117 | get { return (IItemList<RealVector>)Results[EvaluatedExplorationSolutionsResultName].Value; }
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| 118 | }
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| 119 |
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| 120 | private IItemList<RealVector> EvaluatedExploitationSolutionsResult {
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| 121 | get { return (IItemList<RealVector>)Results[EvaluatedExploitationSolutionsResultName].Value; }
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| 122 | }
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| 123 |
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| 124 | private DataTable FullEvaluationQualitiesResult {
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| 125 | get { return (DataTable)Results[FullEvaluationQualitiesResultName].Value; }
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| 126 | }
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| 127 | #endregion Results
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| 128 |
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| 129 | #region Constructors & Cloning
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| 130 | [StorableConstructor]
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| 131 | private FullEvaluationAlgorithm(bool deserializing) : base(deserializing) { }
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| 132 | private FullEvaluationAlgorithm(FullEvaluationAlgorithm original, Cloner cloner) : base(original, cloner) {
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| 133 | RegressionSolutionParameter.ValueChanged += RegressionSolutionParameter_ValueChanged;
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| 134 | }
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| 135 | public FullEvaluationAlgorithm() {
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| 136 | Parameters.Add(new ValueParameter<IntValue>(MaxEvaluationsParameterName, new IntValue(200)));
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| 137 | Parameters.Add(new ValueParameter<IntValue>(MaxConcurrentEvaluationsParameterName, new IntValue(1)));
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| 138 | Parameters.Add(new ValueParameter<IntValue>(MaxBufferLengthParameterName, new IntValue(100)));
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| 139 | Parameters.Add(new ValueParameter<TimeSpanValue>(AdditionalEvaluationDurationParameterName, new TimeSpanValue(TimeSpan.FromSeconds(5.0))));
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| 140 | Parameters.Add(new ValueParameter<IRegressionSolution>(RegressionSolutionParameterName, ""));
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| 141 | Parameters.Add(new ValueParameter<BoolValue>(SortAccordingToExpectedImprovementParameterName, "", new BoolValue(true)));
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| 142 |
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| 143 | RegressionSolutionParameter.ValueChanged += RegressionSolutionParameter_ValueChanged;
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| 144 |
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| 145 | Problem = new SingleObjectiveTestFunctionProblem();
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| 146 | }
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| 147 |
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| 148 | public override IDeepCloneable Clone(Cloner cloner) {
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| 149 | return new FullEvaluationAlgorithm(this, cloner);
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| 150 | }
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| 151 | #endregion Constructors & Cloning
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| 152 |
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| 153 | [StorableHook(HookType.AfterDeserialization)]
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| 154 | private void AfterDeserialization() {
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| 155 | RegressionSolutionParameter.ValueChanged += RegressionSolutionParameter_ValueChanged;
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| 156 | }
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| 157 |
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| 158 | private void RegressionSolutionParameter_ValueChanged(object sender, EventArgs e) {
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| 159 | lock (exploitationQueue) {
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| 160 | var points = exploitationQueue.Select(x => x.Item2).ToArray();
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| 161 | var solution = RegressionSolutionParameter.Value;
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| 162 | var useExpectedImprovement = SortAccordingToExpectedImprovement.Value;
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| 163 |
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| 164 | var results = ExpectedImprovementHelpers.Evaluate(points, solution, useExpectedImprovement);
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| 165 | var targets = (useExpectedImprovement ? results.Select(x => -x) : results).ToArray();
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| 166 |
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| 167 | exploitationQueue.Clear();
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| 168 | for (int i = 0; i < points.Length; i++)
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| 169 | exploitationQueue.Enqueue(targets[i], points[i]);
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| 170 | }
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| 171 | }
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| 172 |
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| 173 | protected override void Initialize(CancellationToken cancellationToken) {
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| 174 | var maxConcurrentEvals = MaxConcurrentEvaluationsParameter.Value.Value;
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| 175 | tickets = new SemaphoreSlim(maxConcurrentEvals, maxConcurrentEvals);
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| 176 |
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| 177 | var maxBufferLength = MaxBufferLengthParameter.Value.Value;
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| 178 | exploitationQueue = new LimitedPriorityQueue(maxBufferLength, new LimitedPriorityQueue.AscendingPriorityComparer());
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| 179 | explorationQueue = new LimitedPriorityQueue(maxBufferLength, new LimitedPriorityQueue.DescendingPriorityComparer());
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| 180 |
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| 181 | Results.Add(new Result(EvaluatedSolutionsResultName, new IntValue(0)));
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| 182 | Results.Add(new Result(EvaluatedExplorationSolutionsResultName, new ItemList<RealVector>()));
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| 183 | Results.Add(new Result(EvaluatedExploitationSolutionsResultName, new ItemList<RealVector>()));
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| 184 | Results.Add(new Result(FullEvaluationQualitiesResultName, new DataTable(FullEvaluationQualitiesResultName) {
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| 185 | Rows = { new DataRow("Exploration"), new DataRow("Exploitation"), new DataRow("Best") }
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| 186 | }));
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| 187 | }
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| 188 |
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| 189 | protected override void Run(CancellationToken cancellationToken) {
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| 190 | bool doExploration = false;
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| 191 |
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| 192 | while (!cancellationToken.IsCancellationRequested && EvaluatedSolutionsResult.Value < MaxEvaluations.Value) {
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| 193 | try { tickets.Wait(cancellationToken); } catch (OperationCanceledException) { break; }
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| 194 |
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| 195 | RealVector realVector;
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| 196 | if (doExploration = !doExploration) {
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| 197 | lock (explorationQueue) {
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| 198 | if (explorationQueue.TryDequeue(out realVector)) {
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| 199 | DoFullEvaluationAsync(realVector, EvaluationSolutionType.Exploration, cancellationToken);
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| 200 | } else {
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| 201 | tickets.Release();
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| 202 | }
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| 203 | }
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| 204 | } else {
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| 205 | lock (exploitationQueue) {
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| 206 | if (exploitationQueue.TryDequeue(out realVector)) {
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| 207 | DoFullEvaluationAsync(realVector, EvaluationSolutionType.Exploitation, cancellationToken);
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| 208 | } else {
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| 209 | tickets.Release();
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| 210 | }
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| 211 | }
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| 212 | }
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| 213 | }
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| 214 |
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| 215 | for (int i = 0; i < tickets.CurrentCount; i++) tickets.Release();
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| 216 |
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| 217 | // signal that we are done ...
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| 218 | NotifyEvaluation(new RealVector(), double.NaN); // TODO: improve this
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| 219 | }
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| 220 |
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| 221 | #region Helpers
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| 222 | private enum EvaluationSolutionType { Exploration, Exploitation }
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| 223 |
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| 224 | public void EnqueueForExploitation(RealVector realVector, double priority) {
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| 225 | lock (exploitationQueue) exploitationQueue.Enqueue(priority, realVector);
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| 226 | }
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| 227 |
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| 228 | public void EnqueueForExploration(RealVector realVector, double priority) {
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| 229 | lock (explorationQueue) explorationQueue.Enqueue(priority, realVector);
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| 230 | }
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| 231 |
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| 232 | private async Task DoFullEvaluationAsync(RealVector realVector, EvaluationSolutionType evaluationSolutionType, CancellationToken cancellationToken) {
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| 233 | var quality = double.NaN;
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| 234 |
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| 235 | try {
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| 236 | await Task.Delay(AdditionalEvaluationDurationParameter.Value.Value, cancellationToken);
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| 237 | quality = Problem.Evaluator.Evaluate(realVector);
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| 238 | } catch (OperationCanceledException) {
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| 239 | } finally {
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| 240 | tickets.Release();
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| 241 | }
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| 242 |
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| 243 | if (EvaluatedSolutionsResult.Value >= MaxEvaluations.Value) return;
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| 244 |
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| 245 | lock (locker) {
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| 246 | EvaluatedSolutionsResult.Value++;
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| 247 |
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| 248 | var explorationValues = FullEvaluationQualitiesResult.Rows["Exploration"].Values;
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| 249 | var actualExplorationValues = explorationValues.Where(x => !double.IsNaN(x));
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| 250 | var minExplorationValue = actualExplorationValues.Where(x => !double.IsNaN(x)).Any() ? actualExplorationValues.Min() : double.MaxValue;
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| 251 | var lastExplorationValue = actualExplorationValues.Any() ? actualExplorationValues.Last() : double.NaN;
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| 252 |
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| 253 | var exploitationValues = FullEvaluationQualitiesResult.Rows["Exploitation"].Values;
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| 254 | var actualExploitationValues = exploitationValues.Where(x => !double.IsNaN(x));
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| 255 | var minExploitationValue = actualExploitationValues.Any() ? actualExploitationValues.Min() : double.MaxValue;
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| 256 | var lastExploitationValue = actualExploitationValues.Any() ? actualExploitationValues.Last() : double.NaN;
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| 257 |
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| 258 | switch (evaluationSolutionType) {
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| 259 | case EvaluationSolutionType.Exploration:
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| 260 | EvaluatedExplorationSolutionsResult.Add(realVector);
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| 261 | explorationValues.Add(quality);
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| 262 | exploitationValues.Add(lastExploitationValue);
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| 263 | break;
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| 264 | case EvaluationSolutionType.Exploitation:
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| 265 | EvaluatedExploitationSolutionsResult.Add(realVector);
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| 266 | exploitationValues.Add(quality);
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| 267 | explorationValues.Add(lastExplorationValue);
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| 268 | break;
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| 269 | default: throw new ArgumentOutOfRangeException();
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| 270 | }
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| 271 |
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| 272 | var minEvaluatedValue = Math.Min(minExplorationValue, minExploitationValue);
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| 273 | var minValue = Math.Min(minEvaluatedValue, quality);
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| 274 |
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| 275 | FullEvaluationQualitiesResult.Rows["Best"].Values.Add(minValue);
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| 276 | }
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| 277 |
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| 278 | NotifyEvaluation((RealVector)realVector.Clone(), quality);
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| 279 | }
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| 280 | #endregion Helpers
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| 281 | }
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| 282 | }
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