1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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4 | * and the BEACON Center for the Study of Evolution in Action.
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5 | *
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6 | * This file is part of HeuristicLab.
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7 | *
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8 | * HeuristicLab is free software: you can redistribute it and/or modify
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9 | * it under the terms of the GNU General Public License as published by
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10 | * the Free Software Foundation, either version 3 of the License, or
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11 | * (at your option) any later version.
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12 | *
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13 | * HeuristicLab is distributed in the hope that it will be useful,
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14 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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15 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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16 | * GNU General Public License for more details.
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17 | *
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18 | * You should have received a copy of the GNU General Public License
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19 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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20 | */
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21 | #endregion
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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 System.Threading;
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27 | using HeuristicLab.Analysis;
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28 | using HeuristicLab.Common;
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29 | using HeuristicLab.Core;
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30 | using HeuristicLab.Data;
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31 | using HeuristicLab.Encodings.RealVectorEncoding;
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32 | using HeuristicLab.Optimization;
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33 | using HeuristicLab.Parameters;
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34 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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35 | using HeuristicLab.Problems.TestFunctions.MultiObjective;
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36 | using HeuristicLab.Random;
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37 |
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38 | namespace HeuristicLab.Algorithms.MOCMAEvolutionStrategy {
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39 | [Item("Multi-Objective CMA Evolution Strategy (MOCMAES)", "A multi objective evolution strategy based on covariance matrix adaptation. Code is based on 'Covariance Matrix Adaptation for Multi - objective Optimization' by Igel, Hansen and Roth")]
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40 | [Creatable(CreatableAttribute.Categories.PopulationBasedAlgorithms, Priority = 210)]
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41 | [StorableClass]
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42 | public class MOCMAEvolutionStrategy : BasicAlgorithm {
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43 | public override Type ProblemType {
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44 | get { return typeof(MultiObjectiveBasicProblem<RealVectorEncoding>); }
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45 | }
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46 | public new MultiObjectiveBasicProblem<RealVectorEncoding> Problem {
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47 | get { return (MultiObjectiveBasicProblem<RealVectorEncoding>)base.Problem; }
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48 | set { base.Problem = value; }
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49 | }
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50 | public override bool SupportsPause {
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51 | get { return true; }
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52 | }
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53 |
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54 | #region Storable fields
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55 | [Storable]
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56 | private IRandom random = new MersenneTwister();
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57 | [Storable]
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58 | private NormalDistributedRandom gauss;
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59 | [Storable]
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60 | private Individual[] solutions;
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61 | [Storable]
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62 | private double stepSizeLearningRate; //=cp learning rate in [0,1]
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63 | [Storable]
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64 | private double stepSizeDampeningFactor; //d
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65 | [Storable]
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66 | private double targetSuccessProbability;// p^target_succ
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67 | [Storable]
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68 | private double evolutionPathLearningRate;//cc
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69 | [Storable]
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70 | private double covarianceMatrixLearningRate;//ccov
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71 | [Storable]
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72 | private double covarianceMatrixUnlearningRate;
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73 | [Storable]
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74 | private double successThreshold; //ptresh
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75 |
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76 | #endregion
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77 |
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78 | #region ParameterNames
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79 | private const string MaximumRuntimeName = "Maximum Runtime";
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80 | private const string SeedName = "Seed";
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81 | private const string SetSeedRandomlyName = "SetSeedRandomly";
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82 | private const string PopulationSizeName = "PopulationSize";
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83 | private const string MaximumGenerationsName = "MaximumGenerations";
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84 | private const string MaximumEvaluatedSolutionsName = "MaximumEvaluatedSolutions";
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85 | private const string InitialSigmaName = "InitialSigma";
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86 | private const string IndicatorName = "Indicator";
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87 |
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88 | private const string EvaluationsResultName = "Evaluations";
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89 | private const string IterationsResultName = "Generations";
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90 | private const string TimetableResultName = "Timetable";
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91 | private const string HypervolumeResultName = "Hypervolume";
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92 | private const string GenerationalDistanceResultName = "Generational Distance";
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93 | private const string InvertedGenerationalDistanceResultName = "Inverted Generational Distance";
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94 | private const string CrowdingResultName = "Crowding";
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95 | private const string SpacingResultName = "Spacing";
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96 | private const string CurrentFrontResultName = "Pareto Front";
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97 | private const string BestHypervolumeResultName = "Best Hypervolume";
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98 | private const string BestKnownHypervolumeResultName = "Best known hypervolume";
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99 | private const string DifferenceToBestKnownHypervolumeResultName = "Absolute Distance to BestKnownHypervolume";
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100 | private const string ScatterPlotResultName = "ScatterPlot";
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101 | #endregion
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102 |
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103 | #region ParameterProperties
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104 | public IFixedValueParameter<IntValue> MaximumRuntimeParameter {
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105 | get { return (IFixedValueParameter<IntValue>)Parameters[MaximumRuntimeName]; }
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106 | }
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107 | public IFixedValueParameter<IntValue> SeedParameter {
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108 | get { return (IFixedValueParameter<IntValue>)Parameters[SeedName]; }
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109 | }
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110 | public FixedValueParameter<BoolValue> SetSeedRandomlyParameter {
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111 | get { return (FixedValueParameter<BoolValue>)Parameters[SetSeedRandomlyName]; }
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112 | }
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113 | public IFixedValueParameter<IntValue> PopulationSizeParameter {
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114 | get { return (IFixedValueParameter<IntValue>)Parameters[PopulationSizeName]; }
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115 | }
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116 | public IFixedValueParameter<IntValue> MaximumGenerationsParameter {
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117 | get { return (IFixedValueParameter<IntValue>)Parameters[MaximumGenerationsName]; }
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118 | }
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119 | public IFixedValueParameter<IntValue> MaximumEvaluatedSolutionsParameter {
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120 | get { return (IFixedValueParameter<IntValue>)Parameters[MaximumEvaluatedSolutionsName]; }
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121 | }
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122 | public IValueParameter<DoubleArray> InitialSigmaParameter {
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123 | get { return (IValueParameter<DoubleArray>)Parameters[InitialSigmaName]; }
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124 | }
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125 | public IConstrainedValueParameter<IIndicator> IndicatorParameter {
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126 | get { return (IConstrainedValueParameter<IIndicator>)Parameters[IndicatorName]; }
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127 | }
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128 | #endregion
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129 |
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130 | #region Properties
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131 | public int MaximumRuntime {
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132 | get { return MaximumRuntimeParameter.Value.Value; }
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133 | set { MaximumRuntimeParameter.Value.Value = value; }
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134 | }
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135 | public int Seed {
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136 | get { return SeedParameter.Value.Value; }
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137 | set { SeedParameter.Value.Value = value; }
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138 | }
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139 | public bool SetSeedRandomly {
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140 | get { return SetSeedRandomlyParameter.Value.Value; }
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141 | set { SetSeedRandomlyParameter.Value.Value = value; }
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142 | }
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143 | public int PopulationSize {
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144 | get { return PopulationSizeParameter.Value.Value; }
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145 | set { PopulationSizeParameter.Value.Value = value; }
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146 | }
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147 | public int MaximumGenerations {
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148 | get { return MaximumGenerationsParameter.Value.Value; }
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149 | set { MaximumGenerationsParameter.Value.Value = value; }
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150 | }
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151 | public int MaximumEvaluatedSolutions {
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152 | get { return MaximumEvaluatedSolutionsParameter.Value.Value; }
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153 | set { MaximumEvaluatedSolutionsParameter.Value.Value = value; }
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154 | }
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155 | public DoubleArray InitialSigma {
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156 | get { return InitialSigmaParameter.Value; }
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157 | set { InitialSigmaParameter.Value = value; }
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158 | }
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159 | public IIndicator Indicator {
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160 | get { return IndicatorParameter.Value; }
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161 | set { IndicatorParameter.Value = value; }
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162 | }
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163 |
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164 | public double StepSizeLearningRate { get { return stepSizeLearningRate; } }
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165 | public double StepSizeDampeningFactor { get { return stepSizeDampeningFactor; } }
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166 | public double TargetSuccessProbability { get { return targetSuccessProbability; } }
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167 | public double EvolutionPathLearningRate { get { return evolutionPathLearningRate; } }
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168 | public double CovarianceMatrixLearningRate { get { return covarianceMatrixLearningRate; } }
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169 | public double CovarianceMatrixUnlearningRate { get { return covarianceMatrixUnlearningRate; } }
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170 | public double SuccessThreshold { get { return successThreshold; } }
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171 | #endregion
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172 |
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173 | #region ResultsProperties
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174 | private int ResultsEvaluations {
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175 | get { return ((IntValue)Results[EvaluationsResultName].Value).Value; }
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176 | set { ((IntValue)Results[EvaluationsResultName].Value).Value = value; }
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177 | }
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178 | private int ResultsIterations {
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179 | get { return ((IntValue)Results[IterationsResultName].Value).Value; }
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180 | set { ((IntValue)Results[IterationsResultName].Value).Value = value; }
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181 | }
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182 | #region Datatable
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183 | private DataTable ResultsQualities {
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184 | get { return (DataTable)Results[TimetableResultName].Value; }
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185 | }
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186 | private DataRow ResultsBestHypervolumeDataLine {
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187 | get { return ResultsQualities.Rows[BestHypervolumeResultName]; }
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188 | }
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189 | private DataRow ResultsHypervolumeDataLine {
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190 | get { return ResultsQualities.Rows[HypervolumeResultName]; }
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191 | }
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192 | private DataRow ResultsGenerationalDistanceDataLine {
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193 | get { return ResultsQualities.Rows[GenerationalDistanceResultName]; }
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194 | }
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195 | private DataRow ResultsInvertedGenerationalDistanceDataLine {
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196 | get { return ResultsQualities.Rows[InvertedGenerationalDistanceResultName]; }
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197 | }
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198 | private DataRow ResultsCrowdingDataLine {
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199 | get { return ResultsQualities.Rows[CrowdingResultName]; }
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200 | }
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201 | private DataRow ResultsSpacingDataLine {
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202 | get { return ResultsQualities.Rows[SpacingResultName]; }
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203 | }
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204 | private DataRow ResultsHypervolumeDifferenceDataLine {
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205 | get { return ResultsQualities.Rows[DifferenceToBestKnownHypervolumeResultName]; }
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206 | }
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207 | #endregion
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208 | //QualityIndicators
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209 | private double ResultsHypervolume {
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210 | get { return ((DoubleValue)Results[HypervolumeResultName].Value).Value; }
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211 | set { ((DoubleValue)Results[HypervolumeResultName].Value).Value = value; }
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212 | }
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213 | private double ResultsGenerationalDistance {
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214 | get { return ((DoubleValue)Results[GenerationalDistanceResultName].Value).Value; }
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215 | set { ((DoubleValue)Results[GenerationalDistanceResultName].Value).Value = value; }
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216 | }
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217 | private double ResultsInvertedGenerationalDistance {
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218 | get { return ((DoubleValue)Results[InvertedGenerationalDistanceResultName].Value).Value; }
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219 | set { ((DoubleValue)Results[InvertedGenerationalDistanceResultName].Value).Value = value; }
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220 | }
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221 | private double ResultsCrowding {
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222 | get { return ((DoubleValue)Results[CrowdingResultName].Value).Value; }
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223 | set { ((DoubleValue)Results[CrowdingResultName].Value).Value = value; }
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224 | }
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225 | private double ResultsSpacing {
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226 | get { return ((DoubleValue)Results[SpacingResultName].Value).Value; }
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227 | set { ((DoubleValue)Results[SpacingResultName].Value).Value = value; }
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228 | }
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229 | private double ResultsBestHypervolume {
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230 | get { return ((DoubleValue)Results[BestHypervolumeResultName].Value).Value; }
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231 | set { ((DoubleValue)Results[BestHypervolumeResultName].Value).Value = value; }
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232 | }
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233 | private double ResultsBestKnownHypervolume {
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234 | get { return ((DoubleValue)Results[BestKnownHypervolumeResultName].Value).Value; }
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235 | set { ((DoubleValue)Results[BestKnownHypervolumeResultName].Value).Value = value; }
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236 | }
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237 | private double ResultsDifferenceBestKnownHypervolume {
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238 | get { return ((DoubleValue)Results[DifferenceToBestKnownHypervolumeResultName].Value).Value; }
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239 | set { ((DoubleValue)Results[DifferenceToBestKnownHypervolumeResultName].Value).Value = value; }
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240 |
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241 | }
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242 | //Solutions
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243 | private DoubleMatrix ResultsSolutions {
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244 | get { return (DoubleMatrix)Results[CurrentFrontResultName].Value; }
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245 | set { Results[CurrentFrontResultName].Value = value; }
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246 | }
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247 | private ParetoFrontScatterPlot ResultsScatterPlot {
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248 | get { return (ParetoFrontScatterPlot)Results[ScatterPlotResultName].Value; }
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249 | set { Results[ScatterPlotResultName].Value = value; }
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250 | }
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251 | #endregion
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252 |
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253 | #region Constructors
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254 | public MOCMAEvolutionStrategy() {
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255 | Parameters.Add(new FixedValueParameter<IntValue>(MaximumRuntimeName, "The maximum runtime in seconds after which the algorithm stops. Use -1 to specify no limit for the runtime", new IntValue(3600)));
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256 | Parameters.Add(new FixedValueParameter<IntValue>(SeedName, "The random seed used to initialize the new pseudo random number generator.", new IntValue(0)));
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257 | Parameters.Add(new FixedValueParameter<BoolValue>(SetSeedRandomlyName, "True if the random seed should be set to a random value, otherwise false.", new BoolValue(true)));
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258 | Parameters.Add(new FixedValueParameter<IntValue>(PopulationSizeName, "λ (lambda) - the size of the offspring population.", new IntValue(20)));
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259 | Parameters.Add(new ValueParameter<DoubleArray>(InitialSigmaName, "The initial sigma can be a single value or a value for each dimension. All values need to be > 0.", new DoubleArray(new[] { 0.5 })));
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260 | Parameters.Add(new FixedValueParameter<IntValue>(MaximumGenerationsName, "The maximum number of generations which should be processed.", new IntValue(1000)));
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261 | Parameters.Add(new FixedValueParameter<IntValue>(MaximumEvaluatedSolutionsName, "The maximum number of evaluated solutions that should be computed.", new IntValue(int.MaxValue)));
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262 | var set = new ItemSet<IIndicator> { new HypervolumeIndicator(), new CrowdingIndicator(), new MinimalDistanceIndicator() };
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263 | Parameters.Add(new ConstrainedValueParameter<IIndicator>(IndicatorName, "The selection mechanism on non-dominated solutions", set, set.First()));
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264 | }
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265 |
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266 | [StorableConstructor]
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267 | protected MOCMAEvolutionStrategy(bool deserializing) : base(deserializing) { }
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268 |
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269 | protected MOCMAEvolutionStrategy(MOCMAEvolutionStrategy original, Cloner cloner) : base(original, cloner) {
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270 | random = cloner.Clone(original.random);
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271 | gauss = cloner.Clone(original.gauss);
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272 | solutions = original.solutions != null ? original.solutions.Select(cloner.Clone).ToArray() : null;
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273 | stepSizeLearningRate = original.stepSizeLearningRate;
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274 | stepSizeDampeningFactor = original.stepSizeDampeningFactor;
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275 | targetSuccessProbability = original.targetSuccessProbability;
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276 | evolutionPathLearningRate = original.evolutionPathLearningRate;
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277 | covarianceMatrixLearningRate = original.covarianceMatrixLearningRate;
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278 | covarianceMatrixUnlearningRate = original.covarianceMatrixUnlearningRate;
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279 | successThreshold = original.successThreshold;
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280 | }
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281 |
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282 | public override IDeepCloneable Clone(Cloner cloner) { return new MOCMAEvolutionStrategy(this, cloner); }
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283 | #endregion
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284 |
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285 | #region Initialization
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286 | protected override void Initialize(CancellationToken cancellationToken) {
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287 | if (SetSeedRandomly) Seed = new System.Random().Next();
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288 | random.Reset(Seed);
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289 | gauss = new NormalDistributedRandom(random, 0, 1);
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290 |
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291 | InitResults();
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292 | InitStrategy();
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293 | InitSolutions();
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294 | Analyze();
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295 |
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296 | ResultsIterations = 1;
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297 | }
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298 | private Individual InitializeIndividual(RealVector x) {
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299 | var zeros = new RealVector(x.Length);
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300 | var c = new double[x.Length, x.Length];
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301 | var sigma = InitialSigma.Max();
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302 | for (var i = 0; i < x.Length; i++) {
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303 | var d = InitialSigma[i % InitialSigma.Length] / sigma;
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304 | c[i, i] = d * d;
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305 | }
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306 | return new Individual(x, targetSuccessProbability, sigma, zeros, c, this);
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307 | }
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308 | private void InitSolutions() {
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309 | solutions = new Individual[PopulationSize];
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310 | for (var i = 0; i < PopulationSize; i++) {
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311 | var x = new RealVector(Problem.Encoding.Length); // Uniform distibution in all dimensions assumed.
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312 | var bounds = Problem.Encoding.Bounds;
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313 | for (var j = 0; j < Problem.Encoding.Length; j++) {
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314 | var dim = j % bounds.Rows;
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315 | x[j] = random.NextDouble() * (bounds[dim, 1] - bounds[dim, 0]) + bounds[dim, 0];
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316 | }
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317 | solutions[i] = InitializeIndividual(x);
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318 | PenalizeEvaluate(solutions[i]);
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319 | }
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320 | ResultsEvaluations += solutions.Length;
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321 | }
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322 | private void InitStrategy() {
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323 | const int lambda = 1;
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324 | double n = Problem.Encoding.Length;
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325 | targetSuccessProbability = 1.0 / (5.0 + Math.Sqrt(lambda) / 2.0);
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326 | stepSizeDampeningFactor = 1.0 + n / (2.0 * lambda);
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327 | stepSizeLearningRate = targetSuccessProbability * lambda / (2.0 + targetSuccessProbability * lambda);
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328 | evolutionPathLearningRate = 2.0 / (n + 2.0);
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329 | covarianceMatrixLearningRate = 2.0 / (n * n + 6.0);
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330 | covarianceMatrixUnlearningRate = 0.4 / (Math.Pow(n, 1.6) + 1);
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331 | successThreshold = 0.44;
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332 | }
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333 | private void InitResults() {
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334 | Results.Add(new Result(IterationsResultName, "The number of gererations evaluated", new IntValue(0)));
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335 | Results.Add(new Result(EvaluationsResultName, "The number of function evaltions performed", new IntValue(0)));
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336 | Results.Add(new Result(HypervolumeResultName, "The hypervolume of the current front considering the Referencepoint defined in the Problem", new DoubleValue(0.0)));
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337 | Results.Add(new Result(BestHypervolumeResultName, "The best hypervolume of the current run considering the Referencepoint defined in the Problem", new DoubleValue(0.0)));
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338 | Results.Add(new Result(BestKnownHypervolumeResultName, "The best knwon hypervolume considering the Referencepoint defined in the Problem", new DoubleValue(double.NaN)));
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339 | Results.Add(new Result(DifferenceToBestKnownHypervolumeResultName, "The difference between the current and the best known hypervolume", new DoubleValue(double.NaN)));
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340 | Results.Add(new Result(GenerationalDistanceResultName, "The generational distance to an optimal pareto front defined in the Problem", new DoubleValue(double.NaN)));
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341 | Results.Add(new Result(InvertedGenerationalDistanceResultName, "The inverted generational distance to an optimal pareto front defined in the Problem", new DoubleValue(double.NaN)));
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342 | Results.Add(new Result(CrowdingResultName, "The average crowding value for the current front (excluding infinities)", new DoubleValue(0.0)));
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343 | Results.Add(new Result(SpacingResultName, "The spacing for the current front (excluding infinities)", new DoubleValue(0.0)));
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344 |
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345 | var table = new DataTable("QualityIndicators");
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346 | table.Rows.Add(new DataRow(BestHypervolumeResultName));
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347 | table.Rows.Add(new DataRow(HypervolumeResultName));
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348 | table.Rows.Add(new DataRow(CrowdingResultName));
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349 | table.Rows.Add(new DataRow(GenerationalDistanceResultName));
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350 | table.Rows.Add(new DataRow(InvertedGenerationalDistanceResultName));
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351 | table.Rows.Add(new DataRow(DifferenceToBestKnownHypervolumeResultName));
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352 | table.Rows.Add(new DataRow(SpacingResultName));
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353 | Results.Add(new Result(TimetableResultName, "Different quality meassures in a timeseries", table));
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354 | Results.Add(new Result(CurrentFrontResultName, "The current front", new DoubleMatrix()));
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355 | Results.Add(new Result(ScatterPlotResultName, "A scatterplot displaying the evaluated solutions and (if available) the analytically optimal front", new ParetoFrontScatterPlot()));
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356 |
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357 | var problem = Problem as MultiObjectiveTestFunctionProblem;
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358 | if (problem == null) return;
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359 | if (problem.BestKnownFront != null) {
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360 | ResultsBestKnownHypervolume = Hypervolume.Calculate(problem.BestKnownFront.ToJaggedArray(), problem.TestFunction.ReferencePoint(problem.Objectives), Problem.Maximization);
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361 | ResultsDifferenceBestKnownHypervolume = ResultsBestKnownHypervolume;
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362 | }
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363 | ResultsScatterPlot = new ParetoFrontScatterPlot(new double[0][], new double[0][], problem.BestKnownFront.ToJaggedArray(), problem.Objectives, problem.ProblemSize);
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364 | }
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365 | #endregion
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366 |
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367 | #region Mainloop
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368 | protected override void Run(CancellationToken cancellationToken) {
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369 | while (ResultsIterations < MaximumGenerations && ResultsEvaluations < MaximumEvaluatedSolutions) {
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370 | try {
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371 | Iterate();
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372 | ResultsIterations++;
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373 | cancellationToken.ThrowIfCancellationRequested();
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374 | } finally {
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375 | Analyze();
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376 | }
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377 | }
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378 | }
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379 | private void Iterate() {
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380 | var offspring = solutions.Select(i => {
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381 | var o = new Individual(i);
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382 | o.Mutate(gauss);
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383 | PenalizeEvaluate(o);
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384 | return o;
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385 | });
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386 | ResultsEvaluations += solutions.Length;
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387 | var parents = solutions.Concat(offspring).ToArray();
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388 | SelectParents(parents, solutions.Length);
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389 | UpdatePopulation(parents);
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390 | }
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391 | protected override void OnExecutionTimeChanged() {
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392 | base.OnExecutionTimeChanged();
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393 | if (CancellationTokenSource == null) return;
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394 | if (MaximumRuntime == -1) return;
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395 | if (ExecutionTime.TotalSeconds > MaximumRuntime) CancellationTokenSource.Cancel();
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396 | }
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397 | #endregion
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398 |
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399 | #region Evaluation
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400 | private void PenalizeEvaluate(Individual individual) {
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401 | if (IsFeasable(individual.Mean)) {
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402 | individual.Fitness = Evaluate(individual.Mean);
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403 | individual.PenalizedFitness = individual.Fitness;
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404 | } else {
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405 | var t = ClosestFeasible(individual.Mean);
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406 | individual.Fitness = Evaluate(t);
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407 | individual.PenalizedFitness = Penalize(individual.Mean, t, individual.Fitness);
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408 | }
|
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409 | }
|
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410 | private double[] Evaluate(RealVector x) {
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411 | var res = Problem.Evaluate(new SingleEncodingIndividual(Problem.Encoding, new Scope { Variables = { new Variable(Problem.Encoding.Name, x) } }), random);
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412 | return res;
|
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413 | }
|
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414 | private double[] Penalize(RealVector x, RealVector t, IEnumerable<double> fitness) {
|
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415 | var penalty = x.Zip(t, (a, b) => (a - b) * (a - b)).Sum() * 1E-6;
|
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416 | return fitness.Select((v, i) => Problem.Maximization[i] ? v - penalty : v + penalty).ToArray();
|
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417 | }
|
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418 | private RealVector ClosestFeasible(RealVector x) {
|
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419 | var bounds = Problem.Encoding.Bounds;
|
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420 | var r = new RealVector(x.Length);
|
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421 | for (var i = 0; i < x.Length; i++) {
|
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422 | var dim = i % bounds.Rows;
|
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423 | r[i] = Math.Min(Math.Max(bounds[dim, 0], x[i]), bounds[dim, 1]);
|
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424 | }
|
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425 | return r;
|
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426 | }
|
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427 | private bool IsFeasable(RealVector offspring) {
|
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428 | var bounds = Problem.Encoding.Bounds;
|
---|
429 | for (var i = 0; i < offspring.Length; i++) {
|
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430 | var dim = i % bounds.Rows;
|
---|
431 | if (bounds[dim, 0] > offspring[i] || offspring[i] > bounds[dim, 1]) return false;
|
---|
432 | }
|
---|
433 | return true;
|
---|
434 | }
|
---|
435 | #endregion
|
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436 |
|
---|
437 | private void SelectParents(IReadOnlyList<Individual> parents, int length) {
|
---|
438 | //perform a nondominated sort to assign the rank to every element
|
---|
439 | int[] ranks;
|
---|
440 | var fronts = DominationCalculator<Individual>.CalculateAllParetoFronts(parents.ToArray(), parents.Select(i => i.PenalizedFitness).ToArray(), Problem.Maximization, out ranks);
|
---|
441 |
|
---|
442 | //deselect the highest rank fronts until we would end up with less or equal mu elements
|
---|
443 | var rank = fronts.Count - 1;
|
---|
444 | var popSize = parents.Count;
|
---|
445 | while (popSize - fronts[rank].Count >= length) {
|
---|
446 | var front = fronts[rank];
|
---|
447 | foreach (var i in front) i.Item1.Selected = false;
|
---|
448 | popSize -= front.Count;
|
---|
449 | rank--;
|
---|
450 | }
|
---|
451 |
|
---|
452 | //now use the indicator to deselect the approximatingly worst elements of the last selected front
|
---|
453 | var front1 = fronts[rank].OrderBy(x => x.Item1.PenalizedFitness[0]).ToList();
|
---|
454 | for (; popSize > length; popSize--) {
|
---|
455 | var lc = Indicator.LeastContributer(front1.Select(i => i.Item1).ToArray(), Problem);
|
---|
456 | front1[lc].Item1.Selected = false;
|
---|
457 | front1.Swap(lc, front1.Count - 1);
|
---|
458 | front1.RemoveAt(front1.Count - 1);
|
---|
459 | }
|
---|
460 | }
|
---|
461 |
|
---|
462 | private void UpdatePopulation(IReadOnlyList<Individual> parents) {
|
---|
463 | foreach (var p in parents.Skip(solutions.Length).Where(i => i.Selected))
|
---|
464 | p.UpdateAsOffspring();
|
---|
465 | for (var i = 0; i < solutions.Length; i++)
|
---|
466 | if (parents[i].Selected)
|
---|
467 | parents[i].UpdateAsParent(parents[i + solutions.Length].Selected);
|
---|
468 | solutions = parents.Where(p => p.Selected).ToArray();
|
---|
469 | }
|
---|
470 |
|
---|
471 | private void Analyze() {
|
---|
472 | ResultsScatterPlot = new ParetoFrontScatterPlot(solutions.Select(x => x.Fitness).ToArray(), solutions.Select(x => x.Mean.ToArray()).ToArray(), ResultsScatterPlot.ParetoFront, ResultsScatterPlot.Objectives, ResultsScatterPlot.ProblemSize);
|
---|
473 | ResultsSolutions = solutions.Select(x => x.Mean.ToArray()).ToMatrix();
|
---|
474 |
|
---|
475 | var problem = Problem as MultiObjectiveTestFunctionProblem;
|
---|
476 | if (problem == null) return;
|
---|
477 |
|
---|
478 | var front = NonDominatedSelect.GetDominatingVectors(solutions.Select(x => x.Fitness), problem.ReferencePoint.CloneAsArray(), Problem.Maximization, true).ToArray();
|
---|
479 | if (front.Length == 0) return;
|
---|
480 | var bounds = problem.Bounds.CloneAsMatrix();
|
---|
481 | ResultsCrowding = Crowding.Calculate(front, bounds);
|
---|
482 | ResultsSpacing = Spacing.Calculate(front);
|
---|
483 | ResultsGenerationalDistance = problem.BestKnownFront != null ? GenerationalDistance.Calculate(front, problem.BestKnownFront.ToJaggedArray(), 1) : double.NaN;
|
---|
484 | ResultsInvertedGenerationalDistance = problem.BestKnownFront != null ? InvertedGenerationalDistance.Calculate(front, problem.BestKnownFront.ToJaggedArray(), 1) : double.NaN;
|
---|
485 | ResultsHypervolume = Hypervolume.Calculate(front, problem.ReferencePoint.CloneAsArray(), Problem.Maximization);
|
---|
486 | ResultsBestHypervolume = Math.Max(ResultsHypervolume, ResultsBestHypervolume);
|
---|
487 | ResultsDifferenceBestKnownHypervolume = ResultsBestKnownHypervolume - ResultsBestHypervolume;
|
---|
488 |
|
---|
489 | ResultsBestHypervolumeDataLine.Values.Add(ResultsBestHypervolume);
|
---|
490 | ResultsHypervolumeDataLine.Values.Add(ResultsHypervolume);
|
---|
491 | ResultsCrowdingDataLine.Values.Add(ResultsCrowding);
|
---|
492 | ResultsGenerationalDistanceDataLine.Values.Add(ResultsGenerationalDistance);
|
---|
493 | ResultsInvertedGenerationalDistanceDataLine.Values.Add(ResultsInvertedGenerationalDistance);
|
---|
494 | ResultsSpacingDataLine.Values.Add(ResultsSpacing);
|
---|
495 | ResultsHypervolumeDifferenceDataLine.Values.Add(ResultsDifferenceBestKnownHypervolume);
|
---|
496 |
|
---|
497 | Problem.Analyze(
|
---|
498 | solutions.Select(x => (Optimization.Individual)new SingleEncodingIndividual(Problem.Encoding, new Scope { Variables = { new Variable(Problem.Encoding.Name, x.Mean) } })).ToArray(),
|
---|
499 | solutions.Select(x => x.Fitness).ToArray(),
|
---|
500 | Results,
|
---|
501 | random);
|
---|
502 | }
|
---|
503 | }
|
---|
504 | }
|
---|