1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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4 | *
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5 | * This file is part of HeuristicLab.
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6 | *
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7 | * HeuristicLab is free software: you can redistribute it and/or modify
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8 | * it under the terms of the GNU General Public License as published by
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9 | * the Free Software Foundation, either version 3 of the License, or
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10 | * (at your option) any later version.
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11 | *
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12 | * HeuristicLab is distributed in the hope that it will be useful,
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13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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15 | * GNU General Public License for more details.
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16 | *
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17 | * You should have received a copy of the GNU General Public License
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18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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19 | */
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20 | #endregion
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21 |
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22 | /*
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23 | using System;
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24 | using System.Collections.Generic;
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25 | using System.Linq;
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26 | using HeuristicLab.Common;
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27 | using HeuristicLab.Core;
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28 | using HeuristicLab.Data;
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29 | using HeuristicLab.Encodings.RealVectorEncoding;
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30 | using HeuristicLab.Optimization;
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31 | using HeuristicLab.Parameters;
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32 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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33 |
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34 | // ReSharper disable once CheckNamespace
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35 | namespace HeuristicLab.Algorithms.EGO {
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36 |
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37 | [StorableClass]
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38 | [Item("LatinHyperCubeDesign", "A latin hypercube sampling strategy for real valued optimization")]
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39 | public class LatinHyperCubeDesign : ParameterizedNamedItem, IInitialSampling {
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40 |
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41 | public const string DesigningAlgorithmParamterName = "DesignningAlgorithm";
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42 | public IValueParameter<IAlgorithm> DesigningAlgorithmParameter => Parameters[DesigningAlgorithmParamterName] as IValueParameter<IAlgorithm>;
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43 | private IAlgorithm DesigningAlgorithm => DesigningAlgorithmParameter.Value;
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44 |
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45 | [StorableConstructor]
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46 | protected LatinHyperCubeDesign(bool deserializing) : base(deserializing) { }
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47 | protected LatinHyperCubeDesign(LatinHyperCubeDesign original, Cloner cloner) : base(original, cloner) { }
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48 | public LatinHyperCubeDesign() {
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49 | var es = new EvolutionStrategy.EvolutionStrategy {
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50 | PopulationSize = { Value = 50 },
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51 | Children = { Value = 100 },
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52 | MaximumGenerations = { Value = 300 }
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53 | };
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54 | Parameters.Add(new ValueParameter<IAlgorithm>(DesigningAlgorithmParamterName, "The Algorithm used for optimizing the Latin Hypercube (minimax) criterion.", es));
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55 | }
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56 | public override IDeepCloneable Clone(Cloner cloner) {
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57 | return new LatinHyperCubeDesign(this, cloner);
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58 | }
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59 |
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60 | public RealVector[] GetSamples(int noSamples, RealVector[] existingSamples, RealVectorEncoding encoding, IRandom random) {
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61 | var lhsprob = new LHSProblem(noSamples, existingSamples, encoding);
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62 | DesigningAlgorithm.Problem = lhsprob;
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63 | EgoUtilities.SyncRunSubAlgorithm(DesigningAlgorithm, random.Next());
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64 | return lhsprob.BestSolution;
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65 | }
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66 | }
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67 |
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68 | [StorableClass]
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69 | internal class LHSProblem : SingleObjectiveBasicProblem<RealVectorEncoding> {
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70 | [Storable]
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71 | private int NoVectors;
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72 | [Storable]
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73 | private int NoDimensions;
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74 | [Storable]
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75 | private RealVector[] ExistingSamples;
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76 |
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77 | [Storable]
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78 | public double BestQuality = double.MinValue;
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79 | [Storable]
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80 | public RealVector[] BestSolution;
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81 |
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82 | [StorableConstructor]
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83 | protected LHSProblem(bool deserializing) : base(deserializing) { }
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84 | protected LHSProblem(LHSProblem original, Cloner cloner) : base(original, cloner) {
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85 | NoDimensions = original.NoDimensions;
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86 | NoVectors = original.NoVectors;
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87 | ExistingSamples = original.ExistingSamples?.Select(cloner.Clone).ToArray();
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88 | }
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89 | public LHSProblem(int novectors, RealVector[] existingSamples, RealVectorEncoding encoding) {
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90 | NoVectors = novectors;
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91 | NoDimensions = encoding.Length;
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92 | ExistingSamples = existingSamples;
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93 | Encoding.Length = novectors * encoding.Length;
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94 | var b = new DoubleMatrix(Encoding.Length, 2);
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95 | for (int i = 0; i < novectors; i++) {
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96 | for (int j = 0; j < encoding.Length; j++) {
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97 | var k = j % encoding.Bounds.Rows;
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98 | b[i * encoding.Length + j, 0] = encoding.Bounds[k, 0];
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99 | b[i * encoding.Length + j, 1] = encoding.Bounds[k, 1];
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100 | }
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101 | }
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102 | Encoding.Bounds = b;
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103 |
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104 | }
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105 | public override IDeepCloneable Clone(Cloner cloner) {
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106 | return new LHSProblem(this, cloner);
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107 | }
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108 |
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109 | public override double Evaluate(Individual individual, IRandom random) {
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110 | return Enumerable.Range(0, NoVectors).Select(x => MinDistance(x, individual.RealVector())).Min();
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111 | }
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112 |
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113 | //returns -1 if no distance can be calculated
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114 | private double MinDistance(int pointNumber, RealVector design) {
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115 | var min = double.MaxValue;
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116 | if (ExistingSamples != null && ExistingSamples.Length != 0) min = ExistingSamples.Select(x => Distance(x, ExtractPoint(pointNumber, design))).Min();
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117 | if (pointNumber == 0) return min;
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118 | var min2 = Enumerable.Range(0, pointNumber).Select(i => Distance(ExtractPoint(i, design), ExtractPoint(pointNumber, design))).Min();
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119 | return min < 0 ? min2 : Math.Min(min, min2);
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120 | }
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121 | private IEnumerable<double> ExtractPoint(int pointNumber, RealVector design) {
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122 | return design.Skip(NoDimensions * pointNumber).Take(NoDimensions);
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123 | }
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124 | private static double Distance(IEnumerable<double> a, IEnumerable<double> b) {
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125 | return a.Zip(b, (d, d1) => d - d1).Sum(d => d * d);
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126 | }
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127 |
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128 | public override void Analyze(Individual[] individuals, double[] qualities, ResultCollection results, IRandom random) {
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129 | base.Analyze(individuals, qualities, results, random);
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130 | var i = qualities.ArgMin(x => x);
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131 | if (BestQuality > qualities[i]) return;
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132 | var r = individuals[i].RealVector();
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133 | BestSolution = Enumerable.Range(0, NoVectors).Select(x => new RealVector(ExtractPoint(x, r).ToArray())).ToArray();
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134 | }
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135 | public override bool Maximization => true;
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136 | }
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137 |
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138 |
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139 |
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140 |
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141 | }
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142 | */
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