[15896] | 1 | using System;
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| 2 | using System.Collections.Generic;
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| 3 | using System.Linq;
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| 4 | using System.Threading;
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| 5 | using System.Threading.Tasks;
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| 6 | using HeuristicLab.Common;
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| 7 | using HeuristicLab.Core;
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| 8 | using HeuristicLab.Core.Networks;
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| 9 | using HeuristicLab.Data;
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| 10 | using HeuristicLab.Encodings.RealVectorEncoding;
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| 11 | using HeuristicLab.Optimization;
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| 12 | using HeuristicLab.Parameters;
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| 13 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 14 | using HeuristicLab.Problems.DataAnalysis;
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| 15 | using HeuristicLab.Problems.TestFunctions;
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| 16 |
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| 17 | namespace HeuristicLab.Networks.IntegratedOptimization.SurrogateModeling {
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| 18 | [Item("Surrogate Modeling Orchestrator", "")]
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| 19 | [StorableClass]
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| 20 | public sealed class SurrogateModelingOrchestrator : OrchestratorNode {
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| 21 | private readonly object aoProblemSync = new object();
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| 22 | private readonly object mbProblemSync = new object();
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| 23 | private readonly object bestSolutionSync = new object();
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| 24 | private readonly ManualResetEventSlim mbSignal = new ManualResetEventSlim(false);
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| 25 | private readonly ManualResetEventSlim aoSignal = new ManualResetEventSlim(false);
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| 26 | private CancellationTokenSource cts;
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| 27 |
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| 28 | [Storable]
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| 29 | public ExecutionState ExecutionState { get; set; }
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| 30 |
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| 31 | [Storable]
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| 32 | public IRegressionProblem CurrentModelBuilderProblem { get; set; }
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| 33 | [Storable]
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| 34 | public AssistedOptimizerProblem CurrentAssistedOptimizerProblem { get; set; }
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| 35 | [Storable]
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| 36 | public IScope EstimatedBestSolution { get; set; }
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| 37 |
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| 38 | #region Port Names
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| 39 | private const string FullEvaluatorOrchPortName = "Full Evaluator Orchestration";
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| 40 | private const string FullEvaluatorEvalPortName = "Full Evaluator Evaluation";
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| 41 | private const string FullEvaluatorExploitationEvalPortName = "Full Evaluator Exploitation";
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| 42 | private const string FullEvaluatorExplorationEvalPortName = "Full Evaluator Exploration";
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| 43 | private const string FullEvaluatorUpdatePortName = "Full Evaluator Update";
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| 44 | private const string PointGeneratorOrchPortName = "Point Generator Orchestration";
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| 45 | private const string PointGeneratorEvalPortName = "Point Generator Evaluation";
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| 46 | private const string ModelBuilderOrchPortName = "Model Builder Orchestration";
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| 47 | private const string ModelBuilderEvalPortName = "Model Builder Evaluation";
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| 48 | private const string ModelBuilderUpdatePortName = "Model Builder Update";
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| 49 | private const string AssistedOptimizerOrchPortName = "Assisted Optimizer Orchestration";
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| 50 | private const string AssistedOptimizerEvalPortName = "Assisted Optimizer Evaluation";
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| 51 | private const string AssistedOptimizerUpdatePortName = "Assisted Optimizer Update";
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| 52 | #endregion
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| 53 |
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| 54 | #region Ports
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| 55 | public IMessagePort FullEvaluatorOrchPort { get { return (IMessagePort)Ports[FullEvaluatorOrchPortName]; } }
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| 56 | public IMessagePort FullEvaluatorEvalPort { get { return (IMessagePort)Ports[FullEvaluatorEvalPortName]; } }
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| 57 | public IMessagePort FullEvaluatorExploitationEvalPort { get { return (IMessagePort)Ports[FullEvaluatorExploitationEvalPortName]; } }
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| 58 | public IMessagePort FullEvaluatorExplorationEvalPort { get { return (IMessagePort)Ports[FullEvaluatorExplorationEvalPortName]; } }
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| 59 | public IMessagePort FullEvaluatorUpdatePort { get { return (IMessagePort)Ports[FullEvaluatorUpdatePortName]; } }
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| 60 | public IMessagePort PointGeneratorOrchPort { get { return (IMessagePort)Ports[PointGeneratorOrchPortName]; } }
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| 61 | public IMessagePort PointGeneratorEvalPort { get { return (IMessagePort)Ports[PointGeneratorEvalPortName]; } }
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| 62 | public IMessagePort ModelBuilderOrchPort { get { return (IMessagePort)Ports[ModelBuilderOrchPortName]; } }
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| 63 | public IMessagePort ModelBuilderEvalPort { get { return (IMessagePort)Ports[ModelBuilderEvalPortName]; } }
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| 64 | public IMessagePort ModelBuilderUpdatePort { get { return (IMessagePort)Ports[ModelBuilderUpdatePortName]; } }
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| 65 | public IMessagePort AssistedOptimizerOrchPort { get { return (IMessagePort)Ports[AssistedOptimizerOrchPortName]; } }
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| 66 | public IMessagePort AssistedOptimizerEvalPort { get { return (IMessagePort)Ports[AssistedOptimizerEvalPortName]; } }
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| 67 | public IMessagePort AssistedOptimizerUpdatePort { get { return (IMessagePort)Ports[AssistedOptimizerUpdatePortName]; } }
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| 68 | #endregion
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| 69 |
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| 70 | #region Parameter Names
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| 71 | private const string TestFunctionProblemParameterName = "TestFunctionProblem";
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| 72 | private const string PointGeneratorProblemParameterName = "PointGeneratorProblem";
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| 73 | private const string ModelBuilderRegressionProblemParameterName = "ModelBuilderRegressionProblem";
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| 74 | private const string AssistedOptimizerProblemParameterName = "AssistedOptimizerProblem";
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| 75 | private const string MinPointsParameterName = "MinPoints";
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| 76 | private const string MaxPointsParameterName = "MaxPoints";
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| 77 | private const string MinModelQualityParameterName = "MinModelQuality";
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| 78 | #endregion
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| 79 |
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| 80 | #region Parameters
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| 81 | private IValueParameter<SingleObjectiveTestFunctionProblem> TestFunctionProblemParameter {
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| 82 | get { return (IValueParameter<SingleObjectiveTestFunctionProblem>)Parameters[TestFunctionProblemParameterName]; }
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| 83 | }
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| 84 |
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| 85 | private IValueParameter<PointGeneratorProblem> PointGeneratorProblemParameter {
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| 86 | get { return (IValueParameter<PointGeneratorProblem>)Parameters[PointGeneratorProblemParameterName]; }
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| 87 | }
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| 88 |
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| 89 | private IValueParameter<IRegressionProblem> ModelBuilderRegressionProblemParameter {
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| 90 | get { return (IValueParameter<IRegressionProblem>)Parameters[ModelBuilderRegressionProblemParameterName]; }
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| 91 | }
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| 92 |
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| 93 | private IValueParameter<AssistedOptimizerProblem> AssistedOptimizerProblemParameter {
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| 94 | get { return (IValueParameter<AssistedOptimizerProblem>)Parameters[AssistedOptimizerProblemParameterName]; }
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| 95 | }
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| 96 |
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| 97 | private IValueParameter<IntValue> MinPointsParameter {
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| 98 | get { return (IValueParameter<IntValue>)Parameters[MinPointsParameterName]; }
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| 99 | }
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| 100 |
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| 101 | private IValueParameter<IntValue> MaxPointsParameter {
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| 102 | get { return (IValueParameter<IntValue>)Parameters[MaxPointsParameterName]; }
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| 103 | }
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| 104 |
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| 105 | private IValueParameter<DoubleValue> MinModelQualityParameter {
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| 106 | get { return (IValueParameter<DoubleValue>)Parameters[MinModelQualityParameterName]; }
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| 107 | }
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| 108 | #endregion
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| 109 |
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| 110 | #region Parameter Properties
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| 111 | private SingleObjectiveTestFunctionProblem TestFunctionProblem {
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| 112 | get { return TestFunctionProblemParameter.Value; }
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| 113 | set { TestFunctionProblemParameter.Value = value; }
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| 114 | }
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| 115 |
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| 116 | private PointGeneratorProblem PointGeneratorProblem {
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| 117 | get { return PointGeneratorProblemParameter.Value; }
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| 118 | set { PointGeneratorProblemParameter.Value = value; }
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| 119 | }
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| 120 |
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| 121 | private IRegressionProblem ModelBuilderRegressionProblem {
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| 122 | get { return ModelBuilderRegressionProblemParameter.Value; }
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| 123 | set { ModelBuilderRegressionProblemParameter.Value = value; }
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| 124 | }
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| 125 |
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| 126 | private AssistedOptimizerProblem AssistedOptimizerProblem {
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| 127 | get { return AssistedOptimizerProblemParameter.Value; }
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| 128 | set { AssistedOptimizerProblemParameter.Value = value; }
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| 129 | }
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| 130 |
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| 131 | private IntValue MinPoints {
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| 132 | get { return MinPointsParameter.Value; }
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| 133 | set { MinPointsParameter.Value = value; }
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| 134 | }
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| 135 |
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| 136 | private IntValue MaxPoints {
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| 137 | get { return MaxPointsParameter.Value; }
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| 138 | set { MaxPointsParameter.Value = value; }
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| 139 | }
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| 140 |
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| 141 | private DoubleValue MinModelQuality {
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| 142 | get { return MinModelQualityParameter.Value; }
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| 143 | set { MinModelQualityParameter.Value = value; }
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| 144 | }
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| 145 | #endregion
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| 146 |
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| 147 | #region Constructors & Cloning
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| 148 | [StorableConstructor]
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| 149 | private SurrogateModelingOrchestrator(bool deserializing) : base(deserializing) { }
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| 150 | private SurrogateModelingOrchestrator(SurrogateModelingOrchestrator original, Cloner cloner) : base(original, cloner) {
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| 151 | RegisterPortEvents();
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| 152 | }
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| 153 | public SurrogateModelingOrchestrator() : this("Surrogate Modeling Orchestrator") { }
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| 154 | public SurrogateModelingOrchestrator(string name) : this(name, "") { }
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| 155 | public SurrogateModelingOrchestrator(string name, string description) : base(name, description) {
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| 156 | AddParameters();
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| 157 |
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| 158 | AddFullEvaluatorPorts();
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| 159 | AddPointGeneratorPorts();
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| 160 | AddModelBuilderPorts();
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| 161 | AddAssistedOptimizerPorts();
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| 162 |
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| 163 | RegisterPortEvents();
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| 164 | }
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| 165 |
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| 166 | public override IDeepCloneable Clone(Cloner cloner) {
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| 167 | return new SurrogateModelingOrchestrator(this, cloner);
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| 168 | }
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| 169 | #endregion
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| 170 |
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| 171 | [StorableHook(HookType.AfterDeserialization)]
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| 172 | private void AfterDeserialization() {
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| 173 | RegisterPortEvents();
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| 174 | }
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| 175 |
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| 176 | public override void Prepare(bool clearRuns = false) {
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| 177 | if (ExecutionState == ExecutionState.Started)
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| 178 | throw new InvalidOperationException("Prepare not allowed in execution state " + ExecutionState);
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| 179 |
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| 180 | ExecutionState = ExecutionState.Prepared;
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| 181 | EstimatedBestSolution = null;
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| 182 | Results.Clear();
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| 183 |
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| 184 | var orchMsg = OrchestrationMessage.Prepare;
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| 185 | if (clearRuns) orchMsg |= OrchestrationMessage.ClearRuns;
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| 186 |
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| 187 | var tfProblem = (SingleObjectiveTestFunctionProblem)TestFunctionProblem.Clone();
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| 188 | var pgProblem = (PointGeneratorProblem)PointGeneratorProblem.Clone();
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| 189 | var mbProblem = (IRegressionProblem)ModelBuilderRegressionProblem.Clone();
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| 190 | var aoProblem = (AssistedOptimizerProblem)AssistedOptimizerProblem.Clone();
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| 191 |
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| 192 | pgProblem.Encoding.Bounds = tfProblem.Bounds;
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| 193 | pgProblem.Encoding.Length = tfProblem.ProblemSize.Value;
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| 194 | pgProblem.NotifyEvaluation = (point, quality) => {
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| 195 | var evalPort = (IMessagePort)PointGeneratorOrchPort.ConnectedPort.Parent.Ports["EvaluationPort"];
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| 196 | var evalMsg = evalPort.PrepareMessage();
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| 197 | evalMsg["RealVector"] = point;
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| 198 | evalMsg["Quality"] = new DoubleValue(quality);
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| 199 | evalPort.SendMessage(evalMsg);
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| 200 | };
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| 201 |
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| 202 | var fullEvaluatorNode = (FullEvaluatorNode)FullEvaluatorOrchPort.ConnectedPort.Parent;
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| 203 | fullEvaluatorNode.Algorithm.NotifyEvaluation = (point, quality) => {
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| 204 | var evalPort = (IMessagePort)fullEvaluatorNode.Ports["EvaluationPort"];
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| 205 | var evalMsg = evalPort.PrepareMessage();
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| 206 | evalMsg["RealVector"] = point;
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| 207 | evalMsg["Quality"] = new DoubleValue(quality);
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| 208 | evalPort.SendMessage(evalMsg);
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| 209 | };
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| 210 |
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| 211 | var variableNames = Enumerable.Range(0, tfProblem.ProblemSize.Value).Select(x => x.ToString("X00#")).Concat(new[] { "TARGET" });
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| 212 | var variableValues = variableNames.Select(x => new List<double>());
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| 213 | var modifiableDataset = new ModifiableDataset(variableNames, variableValues);
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| 214 | mbProblem.ProblemData = new RegressionProblemData(modifiableDataset, variableNames.Except(new[] { "TARGET" }), variableNames.Last());
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| 215 |
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| 216 | aoProblem.Encoding.Bounds = tfProblem.Bounds;
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| 217 | aoProblem.Encoding.Length = tfProblem.ProblemSize.Value;
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| 218 | aoProblem.NotifyEvaluation = (point, quality) => {
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| 219 | var evalPort = (IMessagePort)AssistedOptimizerOrchPort.ConnectedPort.Parent.Ports["EvaluationPort"];
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| 220 | var evalMsg = evalPort.PrepareMessage();
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| 221 | evalMsg["RealVector"] = point;
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| 222 | evalMsg["Quality"] = new DoubleValue(quality);
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| 223 | evalPort.SendMessage(evalMsg);
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| 224 | };
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| 225 |
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| 226 | CurrentModelBuilderProblem = mbProblem;
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| 227 | CurrentAssistedOptimizerProblem = aoProblem;
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| 228 |
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| 229 | var tasks = new[] {
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| 230 | SendOrchestrationMessageAsync(FullEvaluatorOrchPort, orchMsg, tfProblem),
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| 231 | SendOrchestrationMessageAsync(PointGeneratorOrchPort, orchMsg, pgProblem),
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| 232 | SendOrchestrationMessageAsync(ModelBuilderOrchPort, orchMsg, mbProblem),
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| 233 | SendOrchestrationMessageAsync(AssistedOptimizerOrchPort, orchMsg, aoProblem)
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| 234 | };
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| 235 |
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| 236 | Task.WhenAll(tasks);
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| 237 | }
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| 238 |
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| 239 | public override void Start() {
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| 240 | if (ExecutionState != ExecutionState.Prepared)
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| 241 | throw new InvalidOperationException("Start not allowed in execution state " + ExecutionState);
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| 242 |
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| 243 | ExecutionState = ExecutionState.Started;
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| 244 |
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| 245 | bool mbReady = CurrentModelBuilderProblem.ProblemData.Dataset.Rows >= MinPoints.Value;
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| 246 | if (mbReady) mbSignal.Set();
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| 247 | else mbSignal.Reset();
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| 248 |
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| 249 | bool aoReady = CurrentAssistedOptimizerProblem.RegressionSolution != null;
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| 250 | if (aoReady) aoSignal.Set();
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| 251 | else aoSignal.Reset();
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| 252 |
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| 253 | if (cts != null) {
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| 254 | cts.Cancel();
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| 255 | cts.Dispose();
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| 256 | }
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| 257 | cts = new CancellationTokenSource();
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| 258 |
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| 259 | var tasks = new[] {
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| 260 | StartFullEvaluatorAsync(),
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| 261 | StartPointGeneratorMonitoringAsync(),
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| 262 | StartModelBuilderMonitoringAsync(),
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| 263 | StartAssistedOptimizerMonitoringAsync()
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| 264 | };
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| 265 |
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| 266 | Task.WhenAll(tasks);
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| 267 | }
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| 268 |
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| 269 | public override void Pause() {
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| 270 | if (ExecutionState != ExecutionState.Started)
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| 271 | throw new InvalidOperationException("Pause not allowed in execution state " + ExecutionState);
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| 272 |
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| 273 | ExecutionState = ExecutionState.Paused;
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| 274 |
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| 275 | cts.Cancel();
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| 276 |
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| 277 | var tasks = new[] {
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| 278 | SendOrchestrationMessageAsync(PointGeneratorOrchPort, OrchestrationMessage.Pause),
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| 279 | SendOrchestrationMessageAsync(FullEvaluatorOrchPort, OrchestrationMessage.Pause),
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| 280 | SendOrchestrationMessageAsync(ModelBuilderOrchPort, OrchestrationMessage.Pause),
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| 281 | SendOrchestrationMessageAsync(AssistedOptimizerOrchPort, OrchestrationMessage.Pause)
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| 282 | };
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| 283 |
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| 284 | Task.WhenAll(tasks);
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| 285 | }
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| 286 |
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| 287 | public override void Stop() {
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| 288 | if (ExecutionState != ExecutionState.Started && ExecutionState != ExecutionState.Paused)
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| 289 | throw new InvalidOperationException("Stop not allowed in execution state " + ExecutionState);
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| 290 |
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| 291 | ExecutionState = ExecutionState.Stopped;
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| 292 |
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| 293 | cts.Cancel();
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| 294 |
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| 295 | var tasks = new[] {
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| 296 | SendOrchestrationMessageAsync(PointGeneratorOrchPort, OrchestrationMessage.Stop),
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| 297 | SendOrchestrationMessageAsync(FullEvaluatorOrchPort, OrchestrationMessage.Stop),
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| 298 | SendOrchestrationMessageAsync(ModelBuilderOrchPort, OrchestrationMessage.Stop),
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| 299 | SendOrchestrationMessageAsync(AssistedOptimizerOrchPort, OrchestrationMessage.Stop)
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| 300 | };
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| 301 |
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| 302 | Task.WhenAll(tasks);
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| 303 | }
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| 304 |
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| 305 | #region Helpers
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| 306 | private void AddParameters() {
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| 307 | var tfProblem = new SingleObjectiveTestFunctionProblem();
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| 308 | var pgProblem = new PointGeneratorProblem();
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| 309 | var mbProblem = new RegressionProblem();
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| 310 | var aoProblem = new AssistedOptimizerProblem();
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| 311 |
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| 312 | var variableNames = "DUMMY".ToEnumerable();
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| 313 | var variableValues = new List<double>().ToEnumerable();
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| 314 | var modifiableDataset = new ModifiableDataset(variableNames, variableValues);
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| 315 | mbProblem.ProblemData = new RegressionProblemData(modifiableDataset, variableNames, variableNames.Last());
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| 316 |
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| 317 | Parameters.Add(new ValueParameter<SingleObjectiveTestFunctionProblem>(TestFunctionProblemParameterName, tfProblem));
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| 318 | Parameters.Add(new ValueParameter<PointGeneratorProblem>(PointGeneratorProblemParameterName, pgProblem));
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| 319 | Parameters.Add(new ValueParameter<IRegressionProblem>(ModelBuilderRegressionProblemParameterName, mbProblem));
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| 320 | Parameters.Add(new ValueParameter<AssistedOptimizerProblem>(AssistedOptimizerProblemParameterName, aoProblem));
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| 321 | Parameters.Add(new ValueParameter<IntValue>(MinPointsParameterName, new IntValue(1)));
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| 322 | Parameters.Add(new ValueParameter<IntValue>(MaxPointsParameterName, new IntValue(int.MaxValue)));
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| 323 | Parameters.Add(new ValueParameter<DoubleValue>(MinModelQualityParameterName, new DoubleValue(0.95)));
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| 324 | }
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| 325 |
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| 326 | private void AddFullEvaluatorPorts() {
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| 327 | var orchPort = CreateOrchestrationPort<SingleObjectiveTestFunctionProblem>(FullEvaluatorOrchPortName);
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| 328 | Ports.Add(orchPort);
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| 329 |
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| 330 | var evalPort = CreateEvaluationPort<RealVector>(FullEvaluatorEvalPortName, "RealVector", "Quality");
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| 331 | Ports.Add(evalPort);
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| 332 |
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| 333 | var exploitationPort = CreateEvaluationPort<RealVector>(FullEvaluatorExploitationEvalPortName, "RealVector", "Quality");
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| 334 | Ports.Add(exploitationPort);
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| 335 |
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| 336 | var explorationPort = CreateEvaluationPort<RealVector>(FullEvaluatorExplorationEvalPortName, "RealVector", "Quality");
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| 337 | Ports.Add(explorationPort);
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| 338 |
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| 339 | var updatePort = new ConfigurationPort(FullEvaluatorUpdatePortName) {
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| 340 | Parameters = {
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| 341 | new PortParameter<IRegressionSolution>("RegressionSolution") {
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| 342 | Type = PortParameterType.Output
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| 343 | }
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| 344 | }
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| 345 | };
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| 346 | Ports.Add(updatePort);
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| 347 | }
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| 348 |
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| 349 | private void AddPointGeneratorPorts() {
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| 350 | var orchPort = CreateOrchestrationPort<PointGeneratorProblem>(PointGeneratorOrchPortName);
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| 351 | Ports.Add(orchPort);
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| 352 |
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| 353 | var evalPort = CreateEvaluationPort<RealVector>(PointGeneratorEvalPortName, "RealVector", "Quality");
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| 354 | Ports.Add(evalPort);
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| 355 | }
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| 356 |
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| 357 | private void AddModelBuilderPorts() {
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| 358 | var orchPort = CreateOrchestrationPort<IRegressionProblem>(ModelBuilderOrchPortName);
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| 359 | Ports.Add(orchPort);
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| 360 |
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| 361 | var evalPort = CreateEvaluationPort<IRegressionSolution>(ModelBuilderEvalPortName, "RegressionSolution", "Quality");
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| 362 | Ports.Add(evalPort);
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| 363 |
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| 364 | var updatePort = new ConfigurationPort(ModelBuilderUpdatePortName) {
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| 365 | Parameters = {
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| 366 | new PortParameter<IRegressionProblemData>("ProblemData") {
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| 367 | Type = PortParameterType.Output
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| 368 | }
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| 369 | }
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| 370 | };
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| 371 | Ports.Add(updatePort);
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| 372 | }
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| 373 |
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| 374 | private void AddAssistedOptimizerPorts() {
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| 375 | var orchPort = CreateOrchestrationPort<AssistedOptimizerProblem>(AssistedOptimizerOrchPortName);
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| 376 | Ports.Add(orchPort);
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| 377 |
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| 378 | var evalPort = CreateEvaluationPort<RealVector>(AssistedOptimizerEvalPortName, "RealVector", "Quality");
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| 379 | Ports.Add(evalPort);
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| 380 |
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| 381 | var updatePort = new ConfigurationPort(AssistedOptimizerUpdatePortName) {
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| 382 | Parameters = {
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| 383 | new PortParameter<IRegressionSolution>("RegressionSolution") {
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| 384 | Type = PortParameterType.Output
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| 385 | }
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| 386 | }
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| 387 | };
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| 388 | Ports.Add(updatePort);
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| 389 | }
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| 390 |
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| 391 | private void RegisterPortEvents() {
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| 392 | PointGeneratorEvalPort.MessageReceived += PointGeneratorEvalPort_MessageReceived;
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| 393 | ModelBuilderEvalPort.MessageReceived += ModelBuilderEvalPort_MessageReceived;
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| 394 | AssistedOptimizerEvalPort.MessageReceived += AssistedOptimizerEvalPort_MessageReceived;
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| 395 | FullEvaluatorEvalPort.MessageReceived += FullEvaluatorEvalPort_MessageReceived;
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| 396 | }
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| 397 |
|
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| 398 | private IMessage SendOrchestrationMessage(IMessagePort orchPort, OrchestrationMessage message, IProblem problem = null) {
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| 399 | var msg = orchPort.PrepareMessage();
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| 400 |
|
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| 401 | msg["OrchestrationMessage"] = new EnumValue<OrchestrationMessage>(message);
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| 402 | if (problem != null) msg["Problem"] = problem;
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| 403 |
|
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| 404 | orchPort.SendMessage(msg);
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| 405 |
|
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| 406 | return msg;
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| 407 | }
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| 408 |
|
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| 409 | private async Task<IMessage> SendOrchestrationMessageAsync(IMessagePort orchPort, OrchestrationMessage message, IProblem problem = null) {
|
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| 410 | var msg = orchPort.PrepareMessage();
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| 411 |
|
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| 412 | msg["OrchestrationMessage"] = new EnumValue<OrchestrationMessage>(message);
|
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| 413 | if (problem != null) msg["Problem"] = problem;
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| 414 |
|
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| 415 | await orchPort.SendMessageAsync(msg);
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| 416 |
|
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| 417 | return msg;
|
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| 418 | }
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| 419 |
|
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| 420 | private Task StartFullEvaluatorAsync() {
|
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| 421 | return SendOrchestrationMessageAsync(FullEvaluatorOrchPort, OrchestrationMessage.Start);
|
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| 422 | }
|
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| 423 |
|
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| 424 | private Task StartPointGeneratorMonitoringAsync() {
|
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| 425 | return AsyncHelper.DoAsync(ct => {
|
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| 426 | var startOrchMsg = OrchestrationMessage.Start;
|
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| 427 | var prepareOrchMsg = OrchestrationMessage.Prepare | OrchestrationMessage.ClearRuns;
|
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| 428 |
|
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| 429 | while (!ct.IsCancellationRequested) {
|
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| 430 | SendOrchestrationMessage(PointGeneratorOrchPort, prepareOrchMsg);
|
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| 431 | SendOrchestrationMessage(PointGeneratorOrchPort, startOrchMsg);
|
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| 432 | }
|
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| 433 | }, cts.Token);
|
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| 434 | }
|
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| 435 |
|
---|
| 436 | private Task StartModelBuilderMonitoringAsync() {
|
---|
| 437 | return AsyncHelper.DoAsync(ct => {
|
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| 438 | IMessage message;
|
---|
| 439 | var startOrchMsg = OrchestrationMessage.Start;
|
---|
| 440 | var prepareOrchMsg = OrchestrationMessage.Prepare | OrchestrationMessage.ClearRuns;
|
---|
| 441 |
|
---|
| 442 | mbSignal.Wait(cts.Token);
|
---|
| 443 |
|
---|
| 444 | IRegressionProblem mbProblem;
|
---|
| 445 |
|
---|
| 446 | while (!ct.IsCancellationRequested) {
|
---|
| 447 | lock (mbProblemSync) mbProblem = (IRegressionProblem)CurrentModelBuilderProblem.Clone();
|
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| 448 | SendOrchestrationMessage(ModelBuilderOrchPort, prepareOrchMsg, mbProblem);
|
---|
| 449 |
|
---|
| 450 | message = SendOrchestrationMessage(ModelBuilderOrchPort, startOrchMsg);
|
---|
| 451 |
|
---|
| 452 | var results = (ResultCollection)message["Results"];
|
---|
| 453 | var bestSolution = results.Select(x => x.Value).OfType<IRegressionSolution>().SingleOrDefault();
|
---|
| 454 | var clonedSolution = (IRegressionSolution)bestSolution.Clone();
|
---|
| 455 |
|
---|
| 456 | var evalMsg = ModelBuilderEvalPort.PrepareMessage();
|
---|
| 457 | evalMsg["RegressionSolution"] = clonedSolution;
|
---|
| 458 | evalMsg["Quality"] = new DoubleValue(clonedSolution.TrainingRSquared);
|
---|
| 459 | ModelBuilderEvalPort.ReceiveMessage(evalMsg, ct);
|
---|
| 460 | }
|
---|
| 461 | }, cts.Token);
|
---|
| 462 | }
|
---|
| 463 |
|
---|
| 464 | private Task StartAssistedOptimizerMonitoringAsync() {
|
---|
| 465 | return AsyncHelper.DoAsync(ct => {
|
---|
| 466 | IMessage message;
|
---|
| 467 | var prepareOrchMsg = OrchestrationMessage.Prepare | OrchestrationMessage.ClearRuns;
|
---|
| 468 | var startOrchMsg = OrchestrationMessage.Start;
|
---|
| 469 |
|
---|
| 470 | aoSignal.Wait(cts.Token);
|
---|
| 471 |
|
---|
| 472 | AssistedOptimizerProblem aoProblem;
|
---|
| 473 |
|
---|
| 474 | while (!ct.IsCancellationRequested) {
|
---|
| 475 | lock (aoProblemSync) aoProblem = (AssistedOptimizerProblem)CurrentAssistedOptimizerProblem.Clone();
|
---|
| 476 | aoProblem.NotifyEvaluation = (point, quality) => {
|
---|
| 477 | var evalPort = (IMessagePort)AssistedOptimizerOrchPort.ConnectedPort.Parent.Ports["EvaluationPort"];
|
---|
| 478 | var msg = evalPort.PrepareMessage();
|
---|
| 479 | msg["RealVector"] = point;
|
---|
| 480 | msg["Quality"] = new DoubleValue(quality);
|
---|
| 481 | evalPort.SendMessage(msg);
|
---|
| 482 | };
|
---|
| 483 | SendOrchestrationMessage(AssistedOptimizerOrchPort, prepareOrchMsg, aoProblem);
|
---|
| 484 |
|
---|
| 485 | message = SendOrchestrationMessage(AssistedOptimizerOrchPort, startOrchMsg);
|
---|
| 486 |
|
---|
| 487 | var results = (ResultCollection)message["Results"];
|
---|
| 488 | var bestSolution = (RealVector)results["BestSolution"].Value.Clone();
|
---|
| 489 | var bestQuality = (DoubleValue)results["BestQuality"].Value.Clone();
|
---|
| 490 |
|
---|
| 491 | var evalMsg = AssistedOptimizerEvalPort.PrepareMessage();
|
---|
| 492 | evalMsg["RealVector"] = bestSolution;
|
---|
| 493 | evalMsg["Quality"] = bestQuality;
|
---|
| 494 | AssistedOptimizerEvalPort.ReceiveMessage(evalMsg, ct);
|
---|
| 495 | }
|
---|
| 496 | }, cts.Token);
|
---|
| 497 | }
|
---|
| 498 |
|
---|
| 499 | private void AddRowToDataset(IRegressionProblem problem, IEnumerable<object> row) {
|
---|
| 500 | var problemData = problem.ProblemData;
|
---|
| 501 | var dataset = problemData.Dataset;
|
---|
| 502 | var r = row.ToArray();
|
---|
| 503 |
|
---|
| 504 | var modifiableDataset = dataset as ModifiableDataset ?? ((Dataset)dataset).ToModifiable();
|
---|
| 505 | if (modifiableDataset.Rows > MaxPoints.Value) {
|
---|
| 506 | var targetValues = modifiableDataset.GetDoubleValues(problemData.TargetVariable).ToList();
|
---|
| 507 | var maxTargetValue = targetValues.Max();
|
---|
| 508 | if (maxTargetValue > (double)r.Last()) {
|
---|
| 509 | int index = targetValues.IndexOf(maxTargetValue);
|
---|
| 510 | modifiableDataset.ReplaceRow(index, row);
|
---|
| 511 | }
|
---|
| 512 | } else modifiableDataset.AddRow(row);
|
---|
| 513 |
|
---|
| 514 | problemData = new RegressionProblemData(modifiableDataset, problemData.AllowedInputVariables, problemData.TargetVariable);
|
---|
| 515 | problemData.TrainingPartition.End = modifiableDataset.Rows;
|
---|
| 516 | problemData.TestPartition.Start = modifiableDataset.Rows;
|
---|
| 517 |
|
---|
| 518 | problem.ProblemData = problemData;
|
---|
| 519 | }
|
---|
| 520 |
|
---|
| 521 |
|
---|
| 522 | private static bool IsBetter(double oldValue, double newValue, bool maximization) {
|
---|
| 523 | return maximization ? newValue > oldValue : newValue < oldValue;
|
---|
| 524 | }
|
---|
| 525 | #endregion
|
---|
| 526 |
|
---|
| 527 | #region Event Handlers
|
---|
| 528 | private void PointGeneratorEvalPort_MessageReceived(object sender, EventArgs<IMessage, CancellationToken> e) {
|
---|
| 529 | var evalMsg = e.Value;
|
---|
| 530 | // just forward message to full evaluator
|
---|
| 531 | FullEvaluatorExplorationEvalPort.SendMessage(evalMsg);
|
---|
| 532 | }
|
---|
| 533 |
|
---|
| 534 | private void FullEvaluatorEvalPort_MessageReceived(object sender, EventArgs<IMessage, CancellationToken> e) {
|
---|
| 535 | var evalMsg = e.Value;
|
---|
| 536 | var realVector = (RealVector)evalMsg["RealVector"];
|
---|
| 537 | var quality = (DoubleValue)evalMsg["Quality"];
|
---|
| 538 |
|
---|
| 539 | if (realVector.Length == 0 && double.IsNaN(quality.Value)) {
|
---|
| 540 | Stop();
|
---|
| 541 | return;
|
---|
| 542 | }
|
---|
| 543 |
|
---|
| 544 | var sample = realVector.ToList();
|
---|
| 545 | sample.Add(quality.Value);
|
---|
| 546 | var row = sample.Select(x => (object)x).ToList();
|
---|
| 547 |
|
---|
| 548 | lock (mbProblemSync) {
|
---|
| 549 | AddRowToDataset(CurrentModelBuilderProblem, row);
|
---|
| 550 | if (!mbSignal.IsSet && CurrentModelBuilderProblem.ProblemData.Dataset.Rows >= MinPoints.Value) mbSignal.Set();
|
---|
| 551 | }
|
---|
| 552 |
|
---|
| 553 | //lock (aoProblemSync) {
|
---|
| 554 | // if (CurrentAssistedOptimizerProblem.RegressionSolution != null)
|
---|
| 555 | // CurrentAssistedOptimizerProblem.RegressionSolution.ProblemData = CurrentModelBuilderProblem.ProblemData;
|
---|
| 556 | //}
|
---|
| 557 | }
|
---|
| 558 |
|
---|
| 559 | private void ModelBuilderEvalPort_MessageReceived(object sender, EventArgs<IMessage, CancellationToken> e) {
|
---|
| 560 | var evalMsg = e.Value;
|
---|
| 561 | var solution = (IRegressionSolution)evalMsg["RegressionSolution"];
|
---|
| 562 | var quality = (DoubleValue)evalMsg["Quality"];
|
---|
| 563 |
|
---|
| 564 | if (solution.TrainingRSquared < MinModelQuality.Value) return;
|
---|
| 565 |
|
---|
| 566 | lock (aoProblemSync) {
|
---|
| 567 | CurrentAssistedOptimizerProblem.RegressionSolution = solution;
|
---|
| 568 | if (!aoSignal.IsSet) aoSignal.Set();
|
---|
| 569 | else {
|
---|
| 570 | if (AssistedOptimizerUpdatePort.ConnectedPort != null) {
|
---|
| 571 | var updateMsg = AssistedOptimizerUpdatePort.PrepareMessage();
|
---|
| 572 | updateMsg["RegressionSolution"] = (IRegressionSolution)CurrentAssistedOptimizerProblem.RegressionSolution.Clone();
|
---|
| 573 | AssistedOptimizerUpdatePort.SendMessage(updateMsg);
|
---|
| 574 | }
|
---|
| 575 | if (FullEvaluatorUpdatePort.ConnectedPort != null) {
|
---|
| 576 | var updateMsg = FullEvaluatorUpdatePort.PrepareMessage();
|
---|
| 577 | updateMsg["RegressionSolution"] = (IRegressionSolution)CurrentAssistedOptimizerProblem.RegressionSolution.Clone();
|
---|
| 578 | FullEvaluatorUpdatePort.SendMessage(updateMsg);
|
---|
| 579 | }
|
---|
| 580 | }
|
---|
| 581 | }
|
---|
| 582 | }
|
---|
| 583 |
|
---|
| 584 | private void AssistedOptimizerEvalPort_MessageReceived(object sender, EventArgs<IMessage, CancellationToken> e) {
|
---|
| 585 | var evalMsg = e.Value;
|
---|
| 586 | // just forward message to full evaluator
|
---|
| 587 | FullEvaluatorExploitationEvalPort.SendMessage(evalMsg);
|
---|
| 588 |
|
---|
| 589 | var realVector = (RealVector)evalMsg["RealVector"];
|
---|
| 590 | var quality = (DoubleValue)evalMsg["Quality"];
|
---|
| 591 |
|
---|
| 592 | lock (bestSolutionSync) {
|
---|
| 593 | if (EstimatedBestSolution == null) {
|
---|
| 594 | EstimatedBestSolution = new Scope("BestSolution") {
|
---|
| 595 | Variables = {
|
---|
| 596 | new Variable("RealVector", realVector),
|
---|
| 597 | new Variable("Quality", quality)
|
---|
| 598 | }
|
---|
| 599 | };
|
---|
| 600 | } else {
|
---|
| 601 | var oldRealVectorVariable = EstimatedBestSolution.Variables["RealVector"];
|
---|
| 602 | var oldQualityVariable = EstimatedBestSolution.Variables["Quality"];
|
---|
| 603 |
|
---|
| 604 | var oldQuality = (DoubleValue)oldQualityVariable.Value;
|
---|
| 605 | if (IsBetter(oldQuality.Value, quality.Value, false)) {
|
---|
| 606 | oldRealVectorVariable.Value = realVector;
|
---|
| 607 | oldQualityVariable.Value = quality;
|
---|
| 608 | }
|
---|
| 609 | }
|
---|
| 610 | }
|
---|
| 611 | }
|
---|
| 612 | #endregion
|
---|
| 613 | }
|
---|
| 614 | }
|
---|