1 | using System;
|
---|
2 | using System.Collections.Generic;
|
---|
3 | using System.Linq;
|
---|
4 | using System.Threading;
|
---|
5 | using HeuristicLab.Algorithms.DataAnalysis;
|
---|
6 | using HeuristicLab.Analysis;
|
---|
7 | using HeuristicLab.Common;
|
---|
8 | using HeuristicLab.Core;
|
---|
9 | using HeuristicLab.Data;
|
---|
10 | using HeuristicLab.Encodings.RealVectorEncoding;
|
---|
11 | using HeuristicLab.Operators;
|
---|
12 | using HeuristicLab.Optimization;
|
---|
13 | using HeuristicLab.Optimization.Operators;
|
---|
14 | using HeuristicLab.Parameters;
|
---|
15 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
|
---|
16 | using HeuristicLab.Problems.DataAnalysis;
|
---|
17 | using HeuristicLab.Random;
|
---|
18 |
|
---|
19 | namespace HeuristicLab.Algorithms.EGO {
|
---|
20 | [Item("Adaptive Sampling Algorithm (EGO)", "An adaptive sampling algorithm.")]
|
---|
21 | [Creatable(CreatableAttribute.Categories.SingleSolutionAlgorithms, Priority = 150)]
|
---|
22 | [StorableClass]
|
---|
23 | public class AdaptiveSamplingAlgorithm : HeuristicOptimizationEngineAlgorithm, IStorableContent {
|
---|
24 | public string Filename { get; set; }
|
---|
25 |
|
---|
26 | #region Problem Properties
|
---|
27 | public override Type ProblemType => typeof(IHeuristicOptimizationProblem);
|
---|
28 | private ISingleObjectiveHeuristicOptimizationProblem SingleObjectiveProblem => Problem as ISingleObjectiveHeuristicOptimizationProblem;
|
---|
29 | #endregion
|
---|
30 |
|
---|
31 | #region Parameter Names
|
---|
32 | private const string InfillCriterionParameterName = "InfillCriterion";
|
---|
33 | private const string InitialEvaluationsParameterName = "Initial Evaluations";
|
---|
34 | private const string TerminatorParameterName = "Terminator";
|
---|
35 | private const string SeedParameterName = "Seed";
|
---|
36 | private const string SetSeedRandomlyParameterName = "SetSeedRandomly";
|
---|
37 | private const string RegressionAlgorithmParameterName = "RegressionAlgorithm";
|
---|
38 | private const string InfillOptimizationAlgorithmParameterName = "InfillOptimizationAlgorithm";
|
---|
39 | private const string AnalyzerParameterName = "Analyzers";
|
---|
40 | private const string RemoveDuplicatesParamterName = "PerturbDuplicates";
|
---|
41 | private const string MaxModelSizeParameterName = "Maximal Model Size";
|
---|
42 | #endregion
|
---|
43 |
|
---|
44 | #region Parameter Properties
|
---|
45 | public IFixedValueParameter<IntValue> SeedParameter => (IFixedValueParameter<IntValue>)Parameters[SeedParameterName];
|
---|
46 | public IFixedValueParameter<BoolValue> SetSeedRandomlyParameter => (IFixedValueParameter<BoolValue>)Parameters[SetSeedRandomlyParameterName];
|
---|
47 | public IFixedValueParameter<MultiTerminator> TerminatorParameter => (IFixedValueParameter<MultiTerminator>)Parameters[TerminatorParameterName];
|
---|
48 | public IFixedValueParameter<IntValue> InitialEvaluationsParameter => (IFixedValueParameter<IntValue>)Parameters[InitialEvaluationsParameterName];
|
---|
49 | public IConstrainedValueParameter<IInfillCriterion> InfillCriterionParameter => Parameters[InfillCriterionParameterName] as IConstrainedValueParameter<IInfillCriterion>;
|
---|
50 | public IValueParameter<Algorithm> InfillOptimizationAlgorithmParameter => Parameters[InfillOptimizationAlgorithmParameterName] as IValueParameter<Algorithm>;
|
---|
51 | public IValueParameter<IDataAnalysisAlgorithm<IRegressionProblem>> RegressionAlgorithmParameter => Parameters[RegressionAlgorithmParameterName] as IValueParameter<IDataAnalysisAlgorithm<IRegressionProblem>>;
|
---|
52 | public IFixedValueParameter<MultiAnalyzer> AnalyzerParameter => (IFixedValueParameter<MultiAnalyzer>)Parameters[AnalyzerParameterName];
|
---|
53 | public IFixedValueParameter<BoolValue> RemoveDuplicatesParameter => (IFixedValueParameter<BoolValue>)Parameters[RemoveDuplicatesParamterName];
|
---|
54 | public IFixedValueParameter<IntValue> MaxModelSizeParameter => (IFixedValueParameter<IntValue>)Parameters[MaxModelSizeParameterName];
|
---|
55 | #endregion
|
---|
56 |
|
---|
57 | #region Properties
|
---|
58 | public int Seed => SeedParameter.Value.Value;
|
---|
59 | public bool SetSeedRandomly => SetSeedRandomlyParameter.Value.Value;
|
---|
60 | public MultiTerminator Terminator => TerminatorParameter.Value;
|
---|
61 | public MultiAnalyzer Analyzer => AnalyzerParameter.Value;
|
---|
62 | public int InitialEvaluations => InitialEvaluationsParameter.Value.Value;
|
---|
63 | public IInfillCriterion InfillCriterion => InfillCriterionParameter.Value;
|
---|
64 | public Algorithm InfillOptimizationAlgorithm => InfillOptimizationAlgorithmParameter.Value;
|
---|
65 | public IDataAnalysisAlgorithm<IRegressionProblem> RegressionAlgorithm => RegressionAlgorithmParameter.Value;
|
---|
66 | public bool RemoveDuplicates => RemoveDuplicatesParameter.Value.Value;
|
---|
67 | public int MaxModelSize => MaxModelSizeParameter.Value.Value;
|
---|
68 | private SolutionsCreator SolutionsCreator => OperatorGraph.Iterate().OfType<SolutionsCreator>().First();
|
---|
69 | #endregion
|
---|
70 |
|
---|
71 | #region Operators
|
---|
72 |
|
---|
73 | [Storable]
|
---|
74 | private OperatorList Operators;
|
---|
75 |
|
---|
76 | #region Preconfigured Analyzers
|
---|
77 | [Storable]
|
---|
78 | private BestAverageWorstQualityAnalyzer singleObjectiveQualityAnalyzer;
|
---|
79 | [Storable]
|
---|
80 | private CorrelationAnalyzer correlationAnalyzer;
|
---|
81 | [Storable]
|
---|
82 | private EvaluatedSolutionsAnalyzer sampleAnalyzer;
|
---|
83 | [Storable]
|
---|
84 | private ModelQualityAnalyzer modelAnalyzer;
|
---|
85 | [Storable]
|
---|
86 | private VariableVariabilityAnalyzer variabilityAnalyzer;
|
---|
87 | [Storable]
|
---|
88 | private FitnessClusteringAnalyzer fitnessClusterAnalyzer;
|
---|
89 | #endregion
|
---|
90 |
|
---|
91 | #region Preconfigured Terminators
|
---|
92 | [Storable]
|
---|
93 | private ComparisonTerminator<IntValue> evaluationsTerminator;
|
---|
94 | [Storable]
|
---|
95 | private ExecutionTimeTerminator executionTimeTerminator;
|
---|
96 | [Storable]
|
---|
97 | private SingleObjectiveQualityTerminator qualityTerminator;
|
---|
98 | #endregion
|
---|
99 |
|
---|
100 | #region Problem-dependent Operators
|
---|
101 | [Storable]
|
---|
102 | private SampleCollector sampleCollector;
|
---|
103 | [Storable]
|
---|
104 | private InfillSolver infillSolver;
|
---|
105 | [Storable]
|
---|
106 | private SolutionsCreator infillSolutionsCreator;
|
---|
107 | #endregion
|
---|
108 | #endregion
|
---|
109 |
|
---|
110 | #region Constructors
|
---|
111 | [StorableConstructor]
|
---|
112 | protected AdaptiveSamplingAlgorithm(bool deserializing) : base(deserializing) { }
|
---|
113 | [StorableHook(HookType.AfterDeserialization)]
|
---|
114 | private void AfterDeserialization() {
|
---|
115 | Initialize();
|
---|
116 | }
|
---|
117 | protected AdaptiveSamplingAlgorithm(AdaptiveSamplingAlgorithm original, Cloner cloner) : base(original, cloner) {
|
---|
118 | singleObjectiveQualityAnalyzer = cloner.Clone(original.singleObjectiveQualityAnalyzer);
|
---|
119 | evaluationsTerminator = cloner.Clone(original.evaluationsTerminator);
|
---|
120 | qualityTerminator = cloner.Clone(original.qualityTerminator);
|
---|
121 | executionTimeTerminator = cloner.Clone(original.executionTimeTerminator);
|
---|
122 | sampleCollector = cloner.Clone(original.sampleCollector);
|
---|
123 | infillSolver = cloner.Clone(original.infillSolver);
|
---|
124 | infillSolutionsCreator = cloner.Clone(original.infillSolutionsCreator);
|
---|
125 | correlationAnalyzer = cloner.Clone(original.correlationAnalyzer);
|
---|
126 | sampleAnalyzer = cloner.Clone(original.sampleAnalyzer);
|
---|
127 | modelAnalyzer = cloner.Clone(original.modelAnalyzer);
|
---|
128 | fitnessClusterAnalyzer = cloner.Clone(original.fitnessClusterAnalyzer);
|
---|
129 |
|
---|
130 | Operators = cloner.Clone(original.Operators);
|
---|
131 | Initialize();
|
---|
132 | }
|
---|
133 | public override IDeepCloneable Clone(Cloner cloner) {
|
---|
134 | return new AdaptiveSamplingAlgorithm(this, cloner);
|
---|
135 | }
|
---|
136 | public AdaptiveSamplingAlgorithm() {
|
---|
137 |
|
---|
138 | #region Add parameters
|
---|
139 | var criteria = new ItemSet<IInfillCriterion> {
|
---|
140 | new AugmentedExpectedImprovement(),
|
---|
141 | new ExpectedImprovement(),
|
---|
142 | new ExpectedQuality(),
|
---|
143 | new ExpectedQuantileImprovement(),
|
---|
144 | new MinimalQuantileCriterium(),
|
---|
145 | new NeighbourDistance(),
|
---|
146 | new PluginExpectedImprovement()
|
---|
147 | };
|
---|
148 | var cmaes = new CMAEvolutionStrategy.CMAEvolutionStrategy {
|
---|
149 | MaximumGenerations = 300,
|
---|
150 | PopulationSize = 50,
|
---|
151 | Problem = new InfillProblem()
|
---|
152 | };
|
---|
153 | var model = new GaussianProcessRegression {
|
---|
154 | Problem = new RegressionProblem()
|
---|
155 | };
|
---|
156 | model.CovarianceFunctionParameter.Value = new CovarianceRationalQuadraticIso();
|
---|
157 |
|
---|
158 | Parameters.Add(new FixedValueParameter<IntValue>(SeedParameterName, "The random seed used to initialize the new pseudo random number generator.", new IntValue(0)));
|
---|
159 | Parameters.Add(new FixedValueParameter<BoolValue>(SetSeedRandomlyParameterName, "True if the random seed should be set to a random value, otherwise false.", new BoolValue(true)));
|
---|
160 | Parameters.Add(new FixedValueParameter<MultiTerminator>("Terminator", "The termination criteria that defines if the algorithm should continue or stop.", new MultiTerminator()));
|
---|
161 | Parameters.Add(new FixedValueParameter<MultiAnalyzer>(AnalyzerParameterName, "The operator used to analyze the solutions each iteration.", new MultiAnalyzer()));
|
---|
162 | Parameters.Add(new FixedValueParameter<IntValue>(InitialEvaluationsParameterName, "The number of random solutions that are evaluated (in parallel) per iteration.", new IntValue(100)));
|
---|
163 | Parameters.Add(new ConstrainedValueParameter<IInfillCriterion>(InfillCriterionParameterName, "Decision what value should decide the next sample", criteria, criteria.OfType<ExpectedImprovement>().Single()));
|
---|
164 | Parameters.Add(new ValueParameter<IDataAnalysisAlgorithm<IRegressionProblem>>(RegressionAlgorithmParameterName, "The model used to approximate the problem", model));
|
---|
165 | Parameters.Add(new ValueParameter<Algorithm>(InfillOptimizationAlgorithmParameterName, "The algorithm used to solve the expected improvement subproblem", cmaes));
|
---|
166 | Parameters.Add(new FixedValueParameter<BoolValue>(RemoveDuplicatesParamterName, "Whether (almost) duplicate points in the dataset should be perturbed before evaluation (this greatly increases numerical stability for some model types)", new BoolValue(true)));
|
---|
167 | Parameters.Add(new FixedValueParameter<IntValue>("Maximal Model Size", "The maximum number of sample points used to build the model", new IntValue(-1)));
|
---|
168 | #endregion
|
---|
169 |
|
---|
170 | #region Create operators
|
---|
171 | Operators = new OperatorList();
|
---|
172 |
|
---|
173 | var randomCreator = new RandomCreator();
|
---|
174 | Operators.Add(randomCreator);
|
---|
175 | var variableCreator = new VariableCreator { Name = "Initialize Variables" };
|
---|
176 | Operators.Add(variableCreator);
|
---|
177 | var resultsCollector = new ResultsCollector();
|
---|
178 | Operators.Add(resultsCollector);
|
---|
179 | var solutionCreator = new SolutionsCreator { Name = "Create Initial Solutions" };
|
---|
180 | Operators.Add(solutionCreator);
|
---|
181 | var analyzerPlaceholder = new Placeholder { Name = "Analyzer (Placeholder)" };
|
---|
182 | Operators.Add(analyzerPlaceholder);
|
---|
183 | var evaluationsCounter = new IntCounter { Name = "Increment EvaluatedSolutions" };
|
---|
184 | Operators.Add(evaluationsCounter);
|
---|
185 | var solutionsCollectorProcessor = new UniformSubScopesProcessor { Name = "Collect Samples to Dataset" };
|
---|
186 | Operators.Add(solutionsCollectorProcessor);
|
---|
187 | var phaseChecker = new ConditionalBranch { Name = "Inital Samples evaluated?" };
|
---|
188 | Operators.Add(phaseChecker);
|
---|
189 | var initialPhaseChecker = new Comparator { Name = "Compare Initial Samples to evaluated Solutions" };
|
---|
190 | Operators.Add(initialPhaseChecker);
|
---|
191 | var modelbuilder = new ModelBuilder { Name = "Build Model" };
|
---|
192 | Operators.Add(modelbuilder);
|
---|
193 |
|
---|
194 | sampleCollector = new SampleCollector { Name = "Collect Sample" };
|
---|
195 | Operators.Add(sampleCollector);
|
---|
196 | infillSolutionsCreator = new SolutionsCreator { Name = "Create Adaptive Solutions" };
|
---|
197 | Operators.Add(infillSolutionsCreator);
|
---|
198 | infillSolver = new InfillSolver();
|
---|
199 | Operators.Add(infillSolver);
|
---|
200 |
|
---|
201 | var subScopesRemover = new SubScopesRemover();
|
---|
202 | Operators.Add(subScopesRemover);
|
---|
203 | var iterationsCounter = new IntCounter { Name = "Increment Iterations" };
|
---|
204 | Operators.Add(iterationsCounter);
|
---|
205 | var terminationOperator = new TerminationOperator();
|
---|
206 | Operators.Add(terminationOperator);
|
---|
207 | #endregion
|
---|
208 |
|
---|
209 | #region Wire operators
|
---|
210 | const string iterationsVariableName = "Iterations";
|
---|
211 | const string evaluatedSolutionsVariableName = "EvaluatedSolutions";
|
---|
212 | const string datasetVariableName = "SampleSet";
|
---|
213 | const string modelVariableName = "Model";
|
---|
214 | const string initialPhaseVariableName = "InitialPhase";
|
---|
215 | const string infillBoundsVariableName = "InfillBounds";
|
---|
216 |
|
---|
217 | OperatorGraph.InitialOperator = randomCreator;
|
---|
218 |
|
---|
219 | randomCreator.SeedParameter.Value = null;
|
---|
220 | randomCreator.SeedParameter.ActualName = SeedParameter.Name;
|
---|
221 | randomCreator.SetSeedRandomlyParameter.Value = null;
|
---|
222 | randomCreator.SetSeedRandomlyParameter.ActualName = SetSeedRandomlyParameter.Name;
|
---|
223 | randomCreator.Successor = variableCreator;
|
---|
224 |
|
---|
225 | variableCreator.CollectedValues.Add(new ValueParameter<IntValue>(iterationsVariableName, new IntValue(0)));
|
---|
226 | variableCreator.CollectedValues.Add(new ValueParameter<IntValue>(evaluatedSolutionsVariableName, new IntValue(0)));
|
---|
227 | variableCreator.CollectedValues.Add(new ValueParameter<ModifiableDataset>(datasetVariableName, new ModifiableDataset()));
|
---|
228 | variableCreator.CollectedValues.Add(new ValueParameter<IRegressionSolution>(modelVariableName, "The regression solution representing the model for EGO", null));
|
---|
229 | variableCreator.CollectedValues.Add(new FixedValueParameter<BoolValue>(initialPhaseVariableName, new BoolValue(false)));
|
---|
230 | variableCreator.CollectedValues.Add(new ValueParameter<DoubleMatrix>(infillBoundsVariableName));
|
---|
231 | variableCreator.Successor = resultsCollector;
|
---|
232 |
|
---|
233 | resultsCollector.CollectedValues.Add(new LookupParameter<IntValue>(iterationsVariableName, "The current iteration number."));
|
---|
234 | resultsCollector.CollectedValues.Add(new LookupParameter<IntValue>(evaluatedSolutionsVariableName, "The current number of evaluated solutions."));
|
---|
235 | resultsCollector.CollectedValues.Add(new LookupParameter<ModifiableDataset>(datasetVariableName, "A dataset containing all evaluated solutions"));
|
---|
236 | resultsCollector.Successor = phaseChecker;
|
---|
237 |
|
---|
238 | phaseChecker.ConditionParameter.ActualName = initialPhaseVariableName;
|
---|
239 | phaseChecker.FalseBranch = solutionCreator;
|
---|
240 | phaseChecker.TrueBranch = modelbuilder;
|
---|
241 |
|
---|
242 | #region Adaptive Phase
|
---|
243 | modelbuilder.DatasetParameter.ActualName = datasetVariableName;
|
---|
244 | modelbuilder.ModelParameter.ActualName = modelVariableName;
|
---|
245 | modelbuilder.RegressionAlgorithmParameter.ActualName = RegressionAlgorithmParameter.Name;
|
---|
246 |
|
---|
247 | modelbuilder.Successor = infillSolutionsCreator;
|
---|
248 | modelbuilder.MaxModelSizeParameter.ActualName = MaxModelSizeParameter.Name;
|
---|
249 |
|
---|
250 | infillSolutionsCreator.SolutionCreatorParameter.Value = infillSolver;
|
---|
251 | infillSolutionsCreator.Successor = evaluationsCounter;
|
---|
252 | infillSolutionsCreator.NumberOfSolutionsParameter.Value = new IntValue(1);
|
---|
253 |
|
---|
254 | infillSolver.InfillOptimizationAlgorithmParamter.ActualName = InfillOptimizationAlgorithmParameterName;
|
---|
255 | infillSolver.ModelParameter.ActualName = modelVariableName;
|
---|
256 | infillSolver.RemoveDuplicatesParameter.ActualName = RemoveDuplicatesParameter.Name;
|
---|
257 | infillSolver.InfillBoundsParameter.ActualName = infillBoundsVariableName;
|
---|
258 | #endregion
|
---|
259 |
|
---|
260 | #region Initial Phase
|
---|
261 | solutionCreator.NumberOfSolutionsParameter.Value = new IntValue(1);
|
---|
262 | solutionCreator.ParallelParameter.Value.Value = true;
|
---|
263 | solutionCreator.Successor = evaluationsCounter;
|
---|
264 | #endregion
|
---|
265 |
|
---|
266 | evaluationsCounter.ValueParameter.ActualName = evaluatedSolutionsVariableName;
|
---|
267 | evaluationsCounter.Increment = null;
|
---|
268 | evaluationsCounter.IncrementParameter.Value = new IntValue(1);
|
---|
269 | evaluationsCounter.Successor = initialPhaseChecker;
|
---|
270 |
|
---|
271 | initialPhaseChecker.Comparison = new Comparison(ComparisonType.GreaterOrEqual);
|
---|
272 | initialPhaseChecker.LeftSideParameter.ActualName = evaluatedSolutionsVariableName;
|
---|
273 | initialPhaseChecker.RightSideParameter.ActualName = InitialEvaluationsParameterName;
|
---|
274 | initialPhaseChecker.ResultParameter.ActualName = initialPhaseVariableName;
|
---|
275 | initialPhaseChecker.Successor = analyzerPlaceholder;
|
---|
276 |
|
---|
277 | analyzerPlaceholder.OperatorParameter.ActualName = AnalyzerParameter.Name;
|
---|
278 | analyzerPlaceholder.Successor = solutionsCollectorProcessor;
|
---|
279 |
|
---|
280 | solutionsCollectorProcessor.Operator = sampleCollector;
|
---|
281 | solutionsCollectorProcessor.Depth.Value = 1;
|
---|
282 | solutionsCollectorProcessor.Successor = subScopesRemover;
|
---|
283 |
|
---|
284 | sampleCollector.DatasetParameter.ActualName = datasetVariableName;
|
---|
285 |
|
---|
286 | subScopesRemover.RemoveAllSubScopes = true;
|
---|
287 | subScopesRemover.Successor = iterationsCounter;
|
---|
288 |
|
---|
289 | iterationsCounter.ValueParameter.ActualName = "Iterations";
|
---|
290 | iterationsCounter.Increment = new IntValue(1);
|
---|
291 | iterationsCounter.Successor = terminationOperator;
|
---|
292 |
|
---|
293 | terminationOperator.TerminatorParameter.ActualName = TerminatorParameter.Name;
|
---|
294 | terminationOperator.ContinueBranch = phaseChecker;
|
---|
295 | #endregion
|
---|
296 |
|
---|
297 | #region Create analyzers
|
---|
298 | singleObjectiveQualityAnalyzer = new BestAverageWorstQualityAnalyzer();
|
---|
299 | Operators.Add(singleObjectiveQualityAnalyzer);
|
---|
300 |
|
---|
301 | correlationAnalyzer = new CorrelationAnalyzer();
|
---|
302 | correlationAnalyzer.ModelParameter.ActualName = modelVariableName;
|
---|
303 | Operators.Add(correlationAnalyzer);
|
---|
304 |
|
---|
305 | sampleAnalyzer = new EvaluatedSolutionsAnalyzer();
|
---|
306 | sampleAnalyzer.PhaseParameter.ActualName = initialPhaseVariableName;
|
---|
307 | Operators.Add(sampleAnalyzer);
|
---|
308 |
|
---|
309 | modelAnalyzer = new ModelQualityAnalyzer();
|
---|
310 | modelAnalyzer.ModelParameter.ActualName = modelVariableName;
|
---|
311 | Operators.Add(modelAnalyzer);
|
---|
312 |
|
---|
313 | variabilityAnalyzer = new VariableVariabilityAnalyzer();
|
---|
314 | variabilityAnalyzer.DatasetParameter.ActualName = datasetVariableName;
|
---|
315 | variabilityAnalyzer.InitialEvaluationsParameter.ActualName = InitialEvaluationsParameter.Name;
|
---|
316 | Operators.Add(variabilityAnalyzer);
|
---|
317 |
|
---|
318 | fitnessClusterAnalyzer = new FitnessClusteringAnalyzer();
|
---|
319 | fitnessClusterAnalyzer.DatasetParameter.ActualName = datasetVariableName;
|
---|
320 | Operators.Add(fitnessClusterAnalyzer);
|
---|
321 | #endregion
|
---|
322 |
|
---|
323 | #region Create terminators
|
---|
324 |
|
---|
325 | evaluationsTerminator = new ComparisonTerminator<IntValue>("EvaluatedSolutions", ComparisonType.Less, new IntValue(1000)) { Name = "Evaluated solutions." };
|
---|
326 | Operators.Add(evaluationsTerminator);
|
---|
327 | qualityTerminator = new SingleObjectiveQualityTerminator { Name = "Quality" };
|
---|
328 | Operators.Add(qualityTerminator);
|
---|
329 | executionTimeTerminator = new ExecutionTimeTerminator(this, new TimeSpanValue(TimeSpan.FromMinutes(5)));
|
---|
330 | Operators.Add(executionTimeTerminator);
|
---|
331 | #endregion
|
---|
332 |
|
---|
333 | #region Parameterize
|
---|
334 | UpdateAnalyzers();
|
---|
335 | ParameterizeAnalyzers();
|
---|
336 | ParameterizeStochasticOperators(Operators);
|
---|
337 | UpdateTerminators();
|
---|
338 | #endregion
|
---|
339 |
|
---|
340 | Initialize();
|
---|
341 | }
|
---|
342 |
|
---|
343 | private void Initialize() {
|
---|
344 | if (SingleObjectiveProblem != null) {
|
---|
345 | SingleObjectiveProblem.Evaluator.QualityParameter.ActualNameChanged += Evaluator_QualityParameter_ActualNameChanged;
|
---|
346 | }
|
---|
347 | singleObjectiveQualityAnalyzer.CurrentBestQualityParameter.NameChanged += QualityAnalyzer_CurrentBestQualityParameter_NameChanged;
|
---|
348 | RegisterParameterEvents();
|
---|
349 | }
|
---|
350 | #endregion
|
---|
351 |
|
---|
352 | public override void Start(CancellationToken cancellationToken) {
|
---|
353 | ParameterizeProblemSpecificOperators();
|
---|
354 | ((InfillProblem)InfillOptimizationAlgorithm.Problem).InfillCriterion = InfillCriterion;
|
---|
355 | ParameterizeCancellableOperators(cancellationToken);
|
---|
356 | base.Start(cancellationToken);
|
---|
357 | }
|
---|
358 | public override void Stop() {
|
---|
359 | if (InfillOptimizationAlgorithm.ExecutionState == ExecutionState.Started || InfillOptimizationAlgorithm.ExecutionState == ExecutionState.Paused)
|
---|
360 | InfillOptimizationAlgorithm.Stop();
|
---|
361 | if (RegressionAlgorithm.ExecutionState == ExecutionState.Started || RegressionAlgorithm.ExecutionState == ExecutionState.Paused)
|
---|
362 | RegressionAlgorithm.Stop();
|
---|
363 | base.Stop();
|
---|
364 | }
|
---|
365 | public override void Pause() {
|
---|
366 | if (InfillOptimizationAlgorithm.ExecutionState == ExecutionState.Started) InfillOptimizationAlgorithm.Pause();
|
---|
367 | if (RegressionAlgorithm.ExecutionState == ExecutionState.Started) RegressionAlgorithm.Pause();
|
---|
368 | base.Pause();
|
---|
369 | }
|
---|
370 |
|
---|
371 | #region Parameterization
|
---|
372 | private void ParameterizeTerminators() {
|
---|
373 | if (SingleObjectiveProblem != null)
|
---|
374 | qualityTerminator.Parameterize(singleObjectiveQualityAnalyzer.CurrentBestQualityParameter,
|
---|
375 | SingleObjectiveProblem);
|
---|
376 | }
|
---|
377 | private void ParameterizeAnalyzers() {
|
---|
378 | foreach (var op in Operators.OfType<IResultsOperator>()) {
|
---|
379 | op.ResultsParameter.ActualName = "Results";
|
---|
380 | op.ResultsParameter.Hidden = true;
|
---|
381 | }
|
---|
382 |
|
---|
383 | singleObjectiveQualityAnalyzer.ResultsParameter.ActualName = "Results";
|
---|
384 | singleObjectiveQualityAnalyzer.ResultsParameter.Hidden = true;
|
---|
385 | singleObjectiveQualityAnalyzer.QualityParameter.Depth = 1;
|
---|
386 | correlationAnalyzer.QualityParameter.Depth = 1;
|
---|
387 | correlationAnalyzer.RealVectorParameter.Depth = 1;
|
---|
388 | sampleAnalyzer.QualityParameter.Depth = 1;
|
---|
389 | sampleAnalyzer.RealVectorParameter.Depth = 1;
|
---|
390 |
|
---|
391 | if (SingleObjectiveProblem == null) return;
|
---|
392 | singleObjectiveQualityAnalyzer.MaximizationParameter.ActualName = SingleObjectiveProblem.MaximizationParameter.Name;
|
---|
393 | singleObjectiveQualityAnalyzer.MaximizationParameter.Hidden = true;
|
---|
394 | singleObjectiveQualityAnalyzer.QualityParameter.ActualName = SingleObjectiveProblem.Evaluator.QualityParameter.ActualName;
|
---|
395 | singleObjectiveQualityAnalyzer.QualityParameter.Hidden = true;
|
---|
396 | singleObjectiveQualityAnalyzer.BestKnownQualityParameter.ActualName = SingleObjectiveProblem.BestKnownQualityParameter.Name;
|
---|
397 | singleObjectiveQualityAnalyzer.BestKnownQualityParameter.Hidden = true;
|
---|
398 | correlationAnalyzer.QualityParameter.ActualName = SingleObjectiveProblem.Evaluator.QualityParameter.ActualName;
|
---|
399 | correlationAnalyzer.QualityParameter.Hidden = true;
|
---|
400 | sampleAnalyzer.QualityParameter.ActualName = SingleObjectiveProblem.Evaluator.QualityParameter.ActualName;
|
---|
401 | sampleAnalyzer.QualityParameter.Hidden = true;
|
---|
402 | }
|
---|
403 | private void ParameterizeSolutionsCreators() {
|
---|
404 | SolutionsCreator.EvaluatorParameter.ActualName = Problem.EvaluatorParameter.Name;
|
---|
405 | SolutionsCreator.SolutionCreatorParameter.ActualName = Problem.SolutionCreatorParameter.Name;
|
---|
406 | infillSolutionsCreator.EvaluatorParameter.ActualName = Problem.EvaluatorParameter.Name;
|
---|
407 | ParameterizeStochasticOperators(new[] { SolutionsCreator, infillSolutionsCreator });
|
---|
408 | }
|
---|
409 | private static void ParameterizeStochasticOperators(IEnumerable<IItem> operators) {
|
---|
410 | foreach (var op in operators.OfType<IStochasticOperator>()) {
|
---|
411 | op.RandomParameter.ActualName = "Random";
|
---|
412 | op.RandomParameter.Hidden = true;
|
---|
413 | }
|
---|
414 | }
|
---|
415 | private void ParameterizeProblemSpecificOperators() {
|
---|
416 | if (SingleObjectiveProblem == null) throw new ArgumentException("Adaptive sampling requires a single objective problem");
|
---|
417 | infillSolver.MaximizationParameter.ActualName = SingleObjectiveProblem.MaximizationParameter.Name;
|
---|
418 | var rcreator = Problem.SolutionCreator as IRealVectorCreator;
|
---|
419 | if (rcreator == null) throw new ArgumentException("Adaptive sampling requires real vectors as solution candidates");
|
---|
420 |
|
---|
421 | infillSolver.LengthParameter.ActualName = rcreator.LengthParameter.ActualName;
|
---|
422 | infillSolver.BoundsParameter.ActualName = rcreator.BoundsParameter.ActualName;
|
---|
423 | infillSolver.LengthParameter.Value = rcreator.LengthParameter.Value;
|
---|
424 | infillSolver.BoundsParameter.Value = rcreator.BoundsParameter.Value;
|
---|
425 | infillSolver.RealVectorParameter.ActualName = rcreator.RealVectorParameter.ActualName;
|
---|
426 |
|
---|
427 | sampleCollector.RealVectorParameter.ActualName = rcreator.RealVectorParameter.ActualName;
|
---|
428 | sampleCollector.QualityParameter.ActualName = SingleObjectiveProblem.Evaluator.QualityParameter.ActualName;
|
---|
429 |
|
---|
430 | correlationAnalyzer.RealVectorParameter.ActualName = rcreator.RealVectorParameter.ActualName;
|
---|
431 | sampleAnalyzer.RealVectorParameter.ActualName = rcreator.RealVectorParameter.ActualName;
|
---|
432 | }
|
---|
433 | private void ParameterizeCancellableOperators(CancellationToken cancellation) {
|
---|
434 | foreach (var op in Operators.OfType<ICancellableOperator>())
|
---|
435 | op.Cancellation = cancellation;
|
---|
436 | }
|
---|
437 |
|
---|
438 | private void UnParameterizeCancellableOperators(CancellationToken cancellation) {
|
---|
439 | foreach (var op in Operators.OfType<ICancellableOperator>())
|
---|
440 | op.Cancellation = CancellationToken.None;
|
---|
441 | }
|
---|
442 | #endregion
|
---|
443 |
|
---|
444 | #region Events
|
---|
445 | private void RegisterParameterEvents() {
|
---|
446 | InfillOptimizationAlgorithmParameter.ValueChanged += OnInfillAlgorithmChanged;
|
---|
447 | InfillOptimizationAlgorithm.ProblemChanged += OnInfillProblemChanged;
|
---|
448 | InfillCriterionParameter.ValueChanged += OnInfillCriterionChanged;
|
---|
449 | }
|
---|
450 | private void OnInfillCriterionChanged(object sender, EventArgs e) {
|
---|
451 | ((InfillProblem)InfillOptimizationAlgorithm.Problem).InfillCriterion = InfillCriterion;
|
---|
452 | }
|
---|
453 | private void OnInfillAlgorithmChanged(object sender, EventArgs e) {
|
---|
454 | InfillOptimizationAlgorithm.Problem = new InfillProblem { InfillCriterion = InfillCriterion };
|
---|
455 | InfillOptimizationAlgorithm.ProblemChanged -= OnInfillProblemChanged; //avoid double attaching
|
---|
456 | InfillOptimizationAlgorithm.ProblemChanged += OnInfillProblemChanged;
|
---|
457 | }
|
---|
458 | private void OnInfillProblemChanged(object sender, EventArgs e) {
|
---|
459 | //enforce an infill problem for the infill optimization algorithm
|
---|
460 | InfillOptimizationAlgorithm.ProblemChanged -= OnInfillProblemChanged;
|
---|
461 | InfillOptimizationAlgorithm.Problem = new InfillProblem { InfillCriterion = InfillCriterion };
|
---|
462 | InfillOptimizationAlgorithm.ProblemChanged += OnInfillProblemChanged;
|
---|
463 | }
|
---|
464 |
|
---|
465 | protected override void OnProblemChanged() {
|
---|
466 | base.OnProblemChanged();
|
---|
467 | ParameterizeStochasticOperators(Problem.Operators);
|
---|
468 | UpdateAnalyzers();
|
---|
469 | UpdateTerminators();
|
---|
470 | ParameterizeSolutionsCreators();
|
---|
471 | if (SingleObjectiveProblem != null)
|
---|
472 | SingleObjectiveProblem.Evaluator.QualityParameter.ActualNameChanged += Evaluator_QualityParameter_ActualNameChanged;
|
---|
473 | }
|
---|
474 | protected override void RegisterProblemEvents() {
|
---|
475 | base.RegisterProblemEvents();
|
---|
476 | var maximizationParameter = (IValueParameter<BoolValue>)SingleObjectiveProblem?.MaximizationParameter;
|
---|
477 | if (maximizationParameter != null) maximizationParameter.ValueChanged += MaximizationParameter_ValueChanged;
|
---|
478 |
|
---|
479 | }
|
---|
480 | protected override void DeregisterProblemEvents() {
|
---|
481 | var maximizationParameter = (IValueParameter<BoolValue>)SingleObjectiveProblem?.MaximizationParameter;
|
---|
482 | if (maximizationParameter != null) maximizationParameter.ValueChanged -= MaximizationParameter_ValueChanged;
|
---|
483 | base.DeregisterProblemEvents();
|
---|
484 | }
|
---|
485 | protected override void Problem_SolutionCreatorChanged(object sender, EventArgs e) {
|
---|
486 | base.Problem_SolutionCreatorChanged(sender, e);
|
---|
487 | ParameterizeStochasticOperators(Problem.SolutionCreator.ToEnumerable());
|
---|
488 | SingleObjectiveProblem.Evaluator.QualityParameter.ActualNameChanged += Evaluator_QualityParameter_ActualNameChanged;
|
---|
489 | ParameterizeSolutionsCreators();
|
---|
490 | ParameterizeAnalyzers();
|
---|
491 | }
|
---|
492 | protected override void Problem_EvaluatorChanged(object sender, EventArgs e) {
|
---|
493 | base.Problem_EvaluatorChanged(sender, e);
|
---|
494 | ParameterizeStochasticOperators(Problem.Operators);
|
---|
495 | ParameterizeSolutionsCreators();
|
---|
496 | }
|
---|
497 | protected override void Problem_OperatorsChanged(object sender, EventArgs e) {
|
---|
498 | base.Problem_OperatorsChanged(sender, e);
|
---|
499 | UpdateAnalyzers();
|
---|
500 | UpdateTerminators();
|
---|
501 | }
|
---|
502 | private void MaximizationParameter_ValueChanged(object sender, EventArgs e) {
|
---|
503 | ParameterizeAnalyzers();
|
---|
504 | ParameterizeTerminators();
|
---|
505 | }
|
---|
506 | private void Evaluator_QualityParameter_ActualNameChanged(object sender, EventArgs e) {
|
---|
507 | ParameterizeAnalyzers();
|
---|
508 | }
|
---|
509 | private void QualityAnalyzer_CurrentBestQualityParameter_NameChanged(object sender, EventArgs e) {
|
---|
510 | ParameterizeTerminators();
|
---|
511 | }
|
---|
512 |
|
---|
513 | #endregion
|
---|
514 |
|
---|
515 | #region Updates
|
---|
516 | private void UpdateAnalyzers() {
|
---|
517 | Analyzer.Operators.Clear();
|
---|
518 | if (SingleObjectiveProblem == null) return;
|
---|
519 | foreach (var analyzer in Operators.OfType<IAnalyzer>().Concat(SingleObjectiveProblem.Operators.OfType<IAnalyzer>()))
|
---|
520 | Analyzer.Operators.Add(analyzer, analyzer.EnabledByDefault);
|
---|
521 | ParameterizeAnalyzers();
|
---|
522 | }
|
---|
523 | private void UpdateTerminators() {
|
---|
524 | var newTerminators = new Dictionary<ITerminator, bool> {
|
---|
525 | {
|
---|
526 | evaluationsTerminator,
|
---|
527 | !Terminator.Operators.Contains(evaluationsTerminator) ||
|
---|
528 | Terminator.Operators.ItemChecked(evaluationsTerminator)
|
---|
529 | }, {
|
---|
530 | executionTimeTerminator,
|
---|
531 | Terminator.Operators.Contains(executionTimeTerminator) &&
|
---|
532 | Terminator.Operators.ItemChecked(executionTimeTerminator)
|
---|
533 | }
|
---|
534 | };
|
---|
535 | if (SingleObjectiveProblem != null) {
|
---|
536 | newTerminators.Add(qualityTerminator, Terminator.Operators.Contains(qualityTerminator) && Terminator.Operators.ItemChecked(qualityTerminator));
|
---|
537 | foreach (var terminator in Problem.Operators.OfType<ITerminator>())
|
---|
538 | newTerminators.Add(terminator, !Terminator.Operators.Contains(terminator) || Terminator.Operators.ItemChecked(terminator));
|
---|
539 | }
|
---|
540 | Terminator.Operators.Clear();
|
---|
541 | foreach (var newTerminator in newTerminators)
|
---|
542 | Terminator.Operators.Add(newTerminator.Key, newTerminator.Value);
|
---|
543 | ParameterizeTerminators();
|
---|
544 | }
|
---|
545 | #endregion
|
---|
546 | }
|
---|
547 |
|
---|
548 | }
|
---|