#region License Information
/* HeuristicLab
* Copyright (C) 2002-2016 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.Encodings.IntegerVectorEncoding;
using HeuristicLab.Encodings.RealVectorEncoding;
using HeuristicLab.Optimization;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.DataAnalysis;
namespace HeuristicLab.Algorithms.EGO {
[StorableClass]
[Item("DiscreteInfillProblem", "A problem for finding the most interesing potential new sampling Points by optimizing some InfillCriterion")]
public sealed class DiscreteInfillProblem : SingleObjectiveBasicProblem {
public override bool Maximization => true;
#region ProblemResultNames
public const string BestInfillSolutionResultName = "BestInfillSolution";
public const string BestInfillQualityResultName = "BestInfillQuality";
#endregion
#region Properties
[Storable]
private IInfillCriterion infillCriterion;
public IInfillCriterion InfillCriterion {
get { return infillCriterion; }
set {
infillCriterion = value;
infillCriterion.Encoding = GetRealVectorEncoding(Encoding);
}
}
#endregion
#region Constructors
[StorableConstructor]
private DiscreteInfillProblem(bool deserializing) : base(deserializing) { }
private DiscreteInfillProblem(DiscreteInfillProblem original, Cloner cloner) : base(original, cloner) {
infillCriterion = cloner.Clone(original.infillCriterion);
}
public DiscreteInfillProblem() { }
public override IDeepCloneable Clone(Cloner cloner) { return new DiscreteInfillProblem(this, cloner); }
#endregion
public override double Evaluate(Individual individual, IRandom r) {
return !InBounds(individual.IntegerVector(), Encoding.Bounds) ? double.MinValue : InfillCriterion.Evaluate(individual.IntegerVector().ToRealVector());
}
public override void Analyze(Individual[] individuals, double[] qualities, ResultCollection results, IRandom random) {
base.Analyze(individuals, qualities, results, random);
var best = qualities.ArgMax(x => x);
var newQuality = qualities[best];
if (!results.ContainsKey(BestInfillQualityResultName)) {
results.Add(new Result(BestInfillSolutionResultName, (IntegerVector)individuals[best].IntegerVector().Clone()));
results.Add(new Result(BestInfillQualityResultName, new DoubleValue(newQuality)));
return;
}
var qold = results[BestInfillQualityResultName].Value as DoubleValue;
if (qold == null) throw new ArgumentException("Old best quality is not a double value. Conflicting Analyzers?");
if (qold.Value >= newQuality) return;
results[BestInfillSolutionResultName].Value = (IntegerVector)individuals[best].IntegerVector().Clone();
qold.Value = newQuality;
}
public override IEnumerable GetNeighbors(Individual individual, IRandom random) {
var bounds = Encoding.Bounds;
var michalewiczIteration = 0;
var sigma = new DoubleArray(new double[] { 1.0 });
while (true) {
var neighbour = individual.Copy();
var r = neighbour.IntegerVector();
switch (random.Next(3) % 3) {
case 0: HeuristicLab.Encodings.IntegerVectorEncoding.UniformOnePositionManipulator.Apply(random, r, bounds); break;
case 1: HeuristicLab.Encodings.IntegerVectorEncoding.RoundedNormalAllPositionsManipulator.Apply(random, r, bounds, sigma); break;//FixedNormalAllPositionsManipulator.Apply(random, r, new RealVector(new[] { 0.1 })); break;
case 2: HeuristicLab.Encodings.IntegerVectorEncoding.UniformSomePositionsManipulator.Apply(random, r, bounds, 0.1); break;
default: throw new NotImplementedException();
}
yield return neighbour;
michalewiczIteration %= 10000;
}
}
public void Initialize(IRegressionSolution model, bool expensiveMaximization) {
infillCriterion.RegressionSolution = model;
infillCriterion.ExpensiveMaximization = expensiveMaximization;
infillCriterion.Encoding = GetRealVectorEncoding(Encoding);
infillCriterion.Initialize();
}
#region helpers
private static bool InBounds(IntegerVector r, IntMatrix bounds) {
return !r.Where((t, i) => t < bounds[i % bounds.Rows, 0] || t > bounds[i % bounds.Rows, 1]).Any();
}
private static RealVectorEncoding GetRealVectorEncoding(IntegerVectorEncoding enc) {
var res = new RealVectorEncoding(enc.Length);
res.Bounds = new DoubleMatrix(enc.Bounds.Rows, enc.Bounds.Columns);
for (int r = 0; r < res.Bounds.Rows; r++)
for (int c = 0; c < res.Bounds.Columns; c++)
res.Bounds[r, c] = enc.Bounds[r, c];
return res;
}
#endregion
}
}