source: branches/2745_EfficientGlobalOptimization/HeuristicLab.Algorithms.EGO/Operators/InfillSolver.cs @ 17366

#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 <http://www.gnu.org/licenses/>.
 */
#endregion

using System;
using System.Threading;
using HEAL.Attic;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Encodings.RealVectorEncoding;
using HeuristicLab.Optimization;
using HeuristicLab.Parameters;
using HeuristicLab.Problems.DataAnalysis;

namespace HeuristicLab.Algorithms.EGO {
  [Item("InfillSolver", "A RealVectorCreator that creates candidates by optimizing an infill-subproblem")]
    [StorableType("b1ba4532-ed8d-46a2-8115-30b21e9c595a")]
    public class InfillSolver : RealVectorCreator, ICancellableOperator {

    public ILookupParameter<IAlgorithm> InfillOptimizationAlgorithmParamter => (ILookupParameter<IAlgorithm>)Parameters["InfillAlgorithm"];
    public ILookupParameter<IRegressionSolution> ModelParameter => (ILookupParameter<IRegressionSolution>)Parameters["Model"];
    public ILookupParameter<BoolValue> MaximizationParameter => (ILookupParameter<BoolValue>)Parameters["Maximization"];
    public ILookupParameter<BoolValue> RemoveDuplicatesParameter => (ILookupParameter<BoolValue>)Parameters["RemoveDuplicates"];
    public IFixedValueParameter<DoubleValue> DuplicateCutoffParameter => (IFixedValueParameter<DoubleValue>)Parameters["Duplicates Cutoff"];
    public ILookupParameter<DoubleMatrix> InfillBoundsParameter => (ILookupParameter<DoubleMatrix>)Parameters["InfillBounds"];

    public CancellationToken Cancellation { get; set; }

    [StorableConstructor]
    protected InfillSolver(StorableConstructorFlag deserializing) : base(deserializing) { }
    protected InfillSolver(InfillSolver original, Cloner cloner) : base(original, cloner) { }
    public InfillSolver() {
      Parameters.Add(new LookupParameter<IAlgorithm>("InfillAlgorithm", "The algorithm used to optimize the infill problem") { Hidden = true });
      Parameters.Add(new LookupParameter<IRegressionSolution>("Model", "The RegressionSolution upon which the InfillProblem operates") { Hidden = true });
      Parameters.Add(new LookupParameter<BoolValue>("Maximization", "Whether the original problem is a maximization problem") { Hidden = true });
      Parameters.Add(new LookupParameter<BoolValue>("RemoveDuplicates", "Whether duplicates shall be removed") { Hidden = true });
      Parameters.Add(new FixedValueParameter<DoubleValue>("Duplicates Cutoff", "The cut off radius for", new DoubleValue(0.01)) { Hidden = false });
      Parameters.Add(new LookupParameter<DoubleMatrix>("InfillBounds", "The bounds applied for infill solving") { Hidden = true });
    }

    public override IDeepCloneable Clone(Cloner cloner) {
      return new InfillSolver(this, cloner);
    }

    protected override RealVector Create(IRandom random, IntValue length, DoubleMatrix bounds) {
      var infillBounds = InfillBoundsParameter.ActualValue;
      if (infillBounds != null && infillBounds.Rows > 0) {
        bounds = infillBounds;
      }

      var alg = InfillOptimizationAlgorithmParamter.ActualValue;
      var model = ModelParameter.ActualValue;
      var max = MaximizationParameter.ActualValue.Value;
      var res = OptimizeInfillProblem(alg, model, max, bounds, length.Value, random);
      var rad = DuplicateCutoffParameter.Value.Value;
      if (!RemoveDuplicatesParameter.ActualValue.Value || !(GetMinDifference(model.ProblemData.Dataset, res) < rad * rad)) return res;
      for (var i = 0; i < res.Length; i++) res[i] += random.NextDouble() * rad * 2;
      return res;
    }

    private RealVector OptimizeInfillProblem(IAlgorithm algorithm, IRegressionSolution model, bool maximization, DoubleMatrix bounds, int length, IRandom random) {
      var infillProblem = algorithm.Problem as InfillProblem;
      if (infillProblem == null) throw new ArgumentException("The algortihm has no InfillProblem to solve");
      infillProblem.Encoding.Length = length;
      infillProblem.Encoding.Bounds = bounds;
      infillProblem.Initialize(model, maximization);
      var res = EgoUtilities.SyncRunSubAlgorithm(algorithm, random.Next(int.MaxValue), Cancellation);
      var v = res[InfillProblem.BestInfillSolutionResultName].Value as RealVector;
      algorithm.Runs.Clear();
      return v;
    }

    private static double GetMinDifference(IDataset data, RealVector r) {
      var mind = double.MaxValue;
      for (var i = 0; i < data.Rows; i++) {
        var d = 0.0;
        for (var j = 0; j < r.Length; j++) {
          var d2 = data.GetDoubleValue("input" + j, i) - r[j];
          d += d2 * d2;
        }
        if (!(d < mind)) continue;
        mind = d;
      }
      return mind;
    }



  }
}