1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2019 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 | using System;
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23 | using System.Linq;
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24 | using HeuristicLab.Common;
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25 | using HeuristicLab.Core;
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26 | using HeuristicLab.Data;
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27 | using HeuristicLab.Encodings.RealVectorEncoding;
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28 | using HeuristicLab.Operators;
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29 | using HeuristicLab.Optimization;
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30 | using HeuristicLab.Parameters;
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31 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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32 | using HeuristicLab.Random;
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33 |
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34 | namespace HeuristicLab.Problems.MovingPeaksBenchmark {
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35 | [Item("MovingPeaksBenchmarkProblemEvaluator", "Evaluation operator for the Moving Peaks Benchmark.")]
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36 | [StorableClass]
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37 | public class MovingPeaksBenchmarkProblemEvaluator : InstrumentedOperator, IMovingPeaksBenchmarkProblemEvaluator {
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38 | [Storable]
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39 | IRandom uniformRandom;
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40 | [Storable]
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41 | long executions;
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42 |
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43 | public IValueLookupParameter<DoubleMatrix> PeakLocationsParameter {
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44 | get { return (IValueLookupParameter<DoubleMatrix>)Parameters["PeakLocations"]; }
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45 | }
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46 | public IValueLookupParameter<DoubleArray> PeakWidthsParameter {
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47 | get { return (IValueLookupParameter<DoubleArray>)Parameters["PeakWidths"]; }
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48 | }
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49 | public IValueLookupParameter<DoubleArray> PeakHeightsParameter {
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50 | get { return (IValueLookupParameter<DoubleArray>)Parameters["PeakHeights"]; }
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51 | }
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52 | public ILookupParameter<IntValue> MovingPeaksRandomSeedParameter {
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53 | get { return (ILookupParameter<IntValue>)Parameters["MovingPeaksRandomSeed"]; }
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54 | }
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55 | public ILookupParameter<IntValue> PeakMovementIntervalParameter {
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56 | get { return (ILookupParameter<IntValue>)Parameters["PeakMovementInterval"]; }
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57 | }
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58 | public ILookupParameter<DoubleValue> PeakMovementStrengthParameter {
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59 | get { return (ILookupParameter<DoubleValue>)Parameters["PeakMovementStrength"]; }
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60 | }
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61 | public ILookupParameter<RealVector> PointParameter {
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62 | get { return (ILookupParameter<RealVector>)Parameters["Point"]; }
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63 | }
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64 | public ILookupParameter<DoubleValue> QualityParameter {
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65 | get { return (ILookupParameter<DoubleValue>)Parameters["Quality"]; }
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66 | }
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67 | public ILookupParameter<DoubleValue> BestKnownQualityParameter {
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68 | get { return (ILookupParameter<DoubleValue>)Parameters["BestKnownQuality"]; }
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69 | }
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70 | public ILookupParameter<RealVector> BestKnownSolutionParameter {
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71 | get { return (ILookupParameter<RealVector>)Parameters["BestKnownSolution"]; }
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72 | }
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73 | public IValueLookupParameter<ResultCollection> ResultsParameter {
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74 | get { return (IValueLookupParameter<ResultCollection>)Parameters["Results"]; }
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75 | }
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76 |
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77 | [StorableConstructor]
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78 | protected MovingPeaksBenchmarkProblemEvaluator(bool deserializing) : base(deserializing) { }
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79 | protected MovingPeaksBenchmarkProblemEvaluator(MovingPeaksBenchmarkProblemEvaluator original, Cloner cloner) : base(original, cloner) { }
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80 | public MovingPeaksBenchmarkProblemEvaluator() : base() {
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81 | Parameters.Add(new ValueLookupParameter<DoubleMatrix>("PeakLocations", "Current position of the peaks."));
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82 | PeakLocationsParameter.ActualName = "InitialPeakLocations";
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83 | Parameters.Add(new ValueLookupParameter<DoubleArray>("PeakWidths", "Current width of the peaks."));
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84 | PeakWidthsParameter.ActualName = "InitialPeakWidths";
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85 | Parameters.Add(new ValueLookupParameter<DoubleArray>("PeakHeights", "Current height of the peaks."));
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86 | PeakHeightsParameter.ActualName = "InitialPeakHeights";
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87 | Parameters.Add(new LookupParameter<IntValue>("MovingPeaksRandomSeed", "The random seed for initializing the PRNG for changing the peaks."));
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88 | Parameters.Add(new LookupParameter<IntValue>("PeakMovementInterval", "The interval in evaluated solutions in which peaks are moved."));
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89 | Parameters.Add(new LookupParameter<DoubleValue>("PeakMovementStrength", "The length of the random vector used for changing peak locations."));
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90 | Parameters.Add(new LookupParameter<RealVector>("Point", "The point which should be evaluated."));
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91 | Parameters.Add(new LookupParameter<DoubleValue>("Quality", "Quality value of the evaluated point."));
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92 | Parameters.Add(new LookupParameter<DoubleValue>("BestKnownQuality", "Quality value of the highest peak."));
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93 | Parameters.Add(new LookupParameter<RealVector>("BestKnownSolution", "The location of the highest peak."));
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94 | Parameters.Add(new ValueLookupParameter<ResultCollection>("Results", "The result collection for storing result values."));
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95 |
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96 | PeakLocationsParameter.Hidden = true;
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97 | PeakWidthsParameter.Hidden = true;
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98 | PeakHeightsParameter.Hidden = true;
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99 | BestKnownQualityParameter.Hidden = true;
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100 | BestKnownSolutionParameter.Hidden = true;
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101 | ResultsParameter.Hidden = true;
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102 | }
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103 |
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104 | public override IDeepCloneable Clone(Cloner cloner) {
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105 | return new MovingPeaksBenchmarkProblemEvaluator(this, cloner);
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106 | }
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107 |
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108 | public override IOperation InstrumentedApply() {
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109 | DoubleMatrix peaks = PeakLocationsParameter.ActualValue;
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110 | DoubleArray widths = PeakWidthsParameter.ActualValue;
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111 | DoubleArray heights = PeakHeightsParameter.ActualValue;
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112 |
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113 | if (PeakLocationsParameter.Value == null) {
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114 | peaks = peaks.Clone() as DoubleMatrix;
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115 | widths = widths.Clone() as DoubleArray;
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116 | heights = heights.Clone() as DoubleArray;
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117 | PeakLocationsParameter.Value = peaks;
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118 | PeakWidthsParameter.Value = widths;
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119 | PeakHeightsParameter.Value = heights;
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120 |
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121 | ResultCollection results = ResultsParameter.ActualValue;
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122 | results.Add(new Result("Current Peak Locations", peaks));
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123 | results.Add(new Result("Current Peak Widths", widths));
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124 | results.Add(new Result("Current Peak Heights", heights));
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125 | }
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126 | if (uniformRandom == null) {
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127 | uniformRandom = new MersenneTwister();
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128 | uniformRandom.Reset(MovingPeaksRandomSeedParameter.ActualValue.Value);
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129 | }
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130 |
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131 | // move peaks if peaks movement interval is reached
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132 | lock (this) {
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133 | if ((executions % PeakMovementIntervalParameter.ActualValue.Value) == 0) {
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134 | MovePeaks(uniformRandom, peaks, widths, heights, PeakMovementStrengthParameter.ActualValue.Value);
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135 |
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136 | // update best known solution & quality according to highest peak
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137 | double maxHeight = heights.Max();
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138 | int peakIndex = Array.IndexOf(heights.CloneAsArray(), maxHeight);
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139 | double[] peak = new double[peaks.Columns];
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140 | for (int i = 0; i < peak.Length; i++) {
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141 | peak[i] = peaks[peakIndex, i];
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142 | }
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143 | BestKnownSolutionParameter.ActualValue = new RealVector(peak);
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144 | BestKnownQualityParameter.ActualValue.Value = heights.Max();
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145 | }
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146 | executions++;
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147 | }
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148 |
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149 | RealVector point = PointParameter.ActualValue;
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150 | double quality = Apply(peaks, widths, heights, point);
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151 | QualityParameter.ActualValue = new DoubleValue(quality);
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152 | return base.InstrumentedApply();
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153 | }
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154 |
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155 | public override void InitializeState() {
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156 | base.InitializeState();
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157 | executions = 0;
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158 | }
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159 |
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160 | public override void ClearState() {
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161 | base.ClearState();
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162 | uniformRandom = null;
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163 | PeakLocationsParameter.Value = null;
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164 | PeakWidthsParameter.Value = null;
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165 | PeakHeightsParameter.Value = null;
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166 | }
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167 |
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168 | public double Apply(DoubleMatrix peaks, DoubleArray widths, DoubleArray heights, RealVector point) {
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169 | double max = 0;
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170 | double val = 0;
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171 |
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172 | for (int i = 0; i < widths.Length; i++) {
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173 | val = 0;
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174 | for (int j = 0; j < point.Length; j++) {
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175 | val += (point[j] - peaks[i, j]) * (point[j] - peaks[i, j]);
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176 | }
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177 | val = heights[i] / (1 + widths[i] * val);
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178 | if (val > max) max = val;
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179 | }
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180 | return max;
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181 | }
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182 |
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183 | private void MovePeaks(IRandom uniformRandom, DoubleMatrix peaks, DoubleArray widths, DoubleArray heights, double strength) {
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184 | IRandom normalRandom = new NormalDistributedRandom(uniformRandom, 0, 1);
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185 | for (int i = 0; i < peaks.Rows; i++) {
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186 | double[] v = RandomVector(uniformRandom, peaks.Columns, strength);
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187 | for (int j = 0; j < v.Length; j++) {
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188 | peaks[i, j] += v[j];
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189 | }
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190 | widths[i] = widths[i] + 0.01 * normalRandom.NextDouble();
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191 | heights[i] = heights[i] + 7 * normalRandom.NextDouble();
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192 | }
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193 | }
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194 |
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195 | private double[] RandomVector(IRandom uniformRandom, int dimensions, double length) {
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196 | double[] vector = new double[dimensions];
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197 |
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198 | for (int i = 0; i < vector.Length; i++) {
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199 | vector[i] = uniformRandom.NextDouble() - 0.5;
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200 | }
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201 | double factor = length / Math.Sqrt(vector.Select(x => x * x).Sum());
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202 | for (int i = 0; i < vector.Length; i++) {
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203 | vector[i] *= factor;
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204 | }
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205 | return vector;
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206 | }
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207 | }
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208 | }
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