#region License Information
/* HeuristicLab
* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
*
* This file is part of HeuristicLab.
*
* HeuristicLab is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* HeuristicLab is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with HeuristicLab. If not, see .
*/
#endregion
using System;
using System.Collections.Generic;
using System.Linq;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Optimization;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.DataAnalysis;
using HeuristicLab.Random;
using HeuristicLab.Selection;
namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Regression {
///
/// eps-Lexicase Selection
///
[Item("EpsLexicaseSelection", "")]
[StorableClass]
public sealed class EpsLexicaseSelection : StochasticSingleObjectiveSelector, ISingleObjectiveSelector {
[StorableConstructor]
private EpsLexicaseSelection(bool deserializing) : base(deserializing) { }
private EpsLexicaseSelection(EpsLexicaseSelection original, Cloner cloner) : base(original, cloner) { }
public override IDeepCloneable Clone(Cloner cloner) {
return new EpsLexicaseSelection(this, cloner);
}
public EpsLexicaseSelection()
: base() {
Parameters.Add(new ScopeTreeLookupParameter("Errors", 1));
var validPolicies = new ItemSet(new string[] { "ϵ_e", "ϵ_y", "ϵ_e,λ", "ϵ_y,λ" }.Select(s => new StringValue(s).AsReadOnly()));
Parameters.Add(new ConstrainedValueParameter("Policy", "The selection policy (see La Cava, Spector, Danai: eps-Lexicase Selection for Regression, GECCO 2016)", validPolicies));
Parameters.Add(new ValueParameter("ϵ", "The ϵ value for ϵ_e and ϵ_y policies", new DoubleValue(1.0)));
Parameters.Add(new LookupParameter("AvgConsideredTestCases", "The average number of considered test cases for selection."));
}
[StorableHook(HookType.AfterDeserialization)]
private void AfterDeserialization() {
// remove
if (!Parameters.ContainsKey("AvgConsideredTestCases")) {
Parameters.Add(new LookupParameter("AvgConsideredTestCases", "The average number of considered test cases for selection."));
}
}
protected override IScope[] Select(List scopes) {
// NOT efficiently implemented, used only for exploration of diversity for a paper
int parentCount = NumberOfSelectedSubScopesParameter.ActualValue.Value;
bool copy = CopySelectedParameter.Value.Value;
if (!copy) throw new ArgumentException("copy is false in eps-lexicase selection.");
IRandom random = RandomParameter.ActualValue;
bool maximization = MaximizationParameter.ActualValue.Value;
IScope[] selected = new IScope[parentCount];
int nScopes = scopes.Count();
var errors = (ItemArray)((IScopeTreeLookupParameter)Parameters["Errors"]).ActualValue;
if (errors == null || !errors.Any())
throw new ArgumentException("Have not found errors of models. Have you used an analyzer that calculates the errors and stores them in the scope?");
var e = errors.Select(e_m => e_m.ToArray()).ToArray();
errors = null; // don't use errors
// see La Cava, Spector, Danai: eps-Lexicase Selection for Regression, GECCO 2016
var ts = Enumerable.Range(0, e.First().Length).ToArray();
double eps = ((DoubleValue)Parameters["ϵ"].ActualValue).Value;
var selectionPolicy = ((StringValue)Parameters["Policy"].ActualValue).Value;
var selectedScopes = new IScope[parentCount];
var nCasesList = new List(parentCount);
var lambda_e = ts.Select(t=> MAD(e.Select(e_m => e_m[t]).ToArray())).ToArray();
for (int i = 0; i < parentCount; i++) {
int nCases;
var selectedIdx = SelectIdx(random, e, selectionPolicy, ts, eps, lambda_e, out nCases);
nCasesList.Add(nCases);
selectedScopes[i] = (IScope)(scopes[selectedIdx]).Clone();
}
Parameters["AvgConsideredTestCases"].ActualValue = new DoubleValue(nCasesList.Median());
return selectedScopes;
}
public static int SelectIdx(IRandom random, double[][] errors, string selectionPolicy, int[] ts, double eps, double[] lambda_e, out int nCases) {
ts.ShuffleInPlace(random);
var activeModelIdxs = new SortedSet(Enumerable.Range(0, errors.Length));
nCases = 0;
foreach (var t in ts) {
if (activeModelIdxs.Count <= 1) break;
nCases++;
switch (selectionPolicy) {
case "ϵ_e": {
var bestError = errors.Select(err_m => err_m[t]).Min(); // as noted in corrected version of GECCO 2016 paper
activeModelIdxs.RemoveWhere(modelIdx => errors[modelIdx][t] > bestError * (1 + eps));
break;
}
case "ϵ_y": {
activeModelIdxs.RemoveWhere(modelIdx => errors[modelIdx][t] > eps);
break;
}
// Note in a corrected version of the GECCO Paper La Cava changed equations (2) and (5)
// Equations 2 and 5 have been corrected to
// indicate that the pass conditions for individuals in -lexicase
// selection are defined relative to the best error in the population
// on that training case, not in the selection pool.
// a more recent and detailed description of the algorithm is given in https://arxiv.org/pdf/1709.05394.pdf
// which indicates that semi-dynamic eps-lexicase performs best (Algorithm 4.2)
// -> we also implement semi-dynamic eps-lexicase which calculates lambda over the whole population
// I have not found a way to get reasonable convergence using MAD for lambda.
// If lambda_e[t] is zero this means that all models are effectively the same => select randomly.
// It seems that linear scaling (or the replacement of NaN outputs with the average of y)
// has the effect that MAD is zero (especially in the beginning), which means there is not selection pressure at the beginning.
// Semi-dynamic -Lexicase Selection
case "ϵ_e,λ": {
var bestError = activeModelIdxs.Select(modelIdx => errors[modelIdx][t]).Min(); // See https://arxiv.org/pdf/1709.05394.pdf Alg 4.2
activeModelIdxs.RemoveWhere(modelIdx => errors[modelIdx][t] > bestError + lambda_e[t]); // in the gecco paper the acceptance criterion is err < lambda_et this is later correct to err <= lambda_et
break;
}
case "ϵ_y,λ": {
activeModelIdxs.RemoveWhere(modelIdx => errors[modelIdx][t] > lambda_e[t]); // in the gecco paper the acceptance criterion is err < lambda_et this is later correct to err <= lambda_et
break;
}
default: throw new ArgumentException("unknown policy " + selectionPolicy);
}
}
if (!activeModelIdxs.Any())
throw new ArgumentException("nothing left in the pool");
else
return activeModelIdxs.SampleRandom(random, 1).First();
}
private static double MAD(double[] x) {
var median_x = x.Median();
return x.Select(xi => Math.Abs(xi - median_x)).Median();
}
private static double StdDev(double[] x) {
return x.StandardDeviation();
}
}
}