source: branches/2745_EfficientGlobalOptimization/HeuristicLab.Algorithms.EGO/SamplingMethods/LatinHyperCubeDesignCreator.cs @ 17189

#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.Collections.Generic;
using System.Linq;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Optimization;
using HeuristicLab.Encodings.PermutationEncoding;
using HeuristicLab.Encodings.RealVectorEncoding;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;

// ReSharper disable once CheckNamespace
namespace HeuristicLab.Algorithms.EGO {

  [StorableClass]
  [Item("LatinHyperCubeDesignCreator", "A latin hypercube sampling strategy for real valued optimization")]
  public class LatinHyperCubeDesignCreator : RealVectorCreator, IInitialSampling<RealVector> {
    private IValueLookupParameter<IntValue> DesignSize => (IValueLookupParameter<IntValue>)Parameters["DesignSize"];
    [Storable]
    private Queue<RealVector> design = new Queue<RealVector>();

    [StorableConstructor]
    protected LatinHyperCubeDesignCreator(bool deserializing) : base(deserializing) { }

    protected LatinHyperCubeDesignCreator(LatinHyperCubeDesignCreator original, Cloner cloner) : base(original, cloner) {
      design = new Queue<RealVector>(original.design.Select(cloner.Clone));
    }
    public LatinHyperCubeDesignCreator() {
      Parameters.Add(new ValueLookupParameter<IntValue>("DesignSize", "The size of the LHS-design produced by this creator"));
    }
    public override IDeepCloneable Clone(Cloner cloner) {
      return new LatinHyperCubeDesignCreator(this, cloner);
    }

    public RealVector[] GetSamples(int noSamples, RealVector[] existingSamples, IEncoding encoding, IRandom random) {
      var enc = encoding as RealVectorEncoding;


      return GetSamples(random, enc.Length, enc.Bounds, noSamples);
    }

    public RealVector[] GetSamples(IRandom random, int dimensions, DoubleMatrix bounds, int noSamples) {
      if (noSamples < 1) throw new ArgumentException("Designs need to have at least 1 Point");
      var samples = new RealVector[noSamples];
      for (var i = 0; i < noSamples; i++) samples[i] = new RealVector(dimensions);

      for (var i = 0; i < dimensions; i++) {
        var permutations = new Permutation(PermutationTypes.Absolute, noSamples, random);
        var row = i % bounds.Rows;
        var offset = bounds[row, 0];
        var range = (bounds[row, 1] - offset) / noSamples;
        for (var j = 0; j < noSamples; j++) samples[j][i] = offset + (permutations[j] + random.NextDouble()) * range;
      }
      return samples;
    }

    protected override RealVector Create(IRandom random, IntValue length, DoubleMatrix bounds) {
      if (design.Count == 0) design = new Queue<RealVector>(GetSamples(random, length.Value, bounds, DesignSize.ActualValue.Value));
      return design.Dequeue();
    }
  }
}