#region License Information /* HeuristicLab * Copyright (C) 2002-2009 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 . */ #endregion using System; using System.Collections.Generic; using System.Linq; using System.Text; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Selection; using HeuristicLab.StatisticalAnalysis; using HeuristicLab.Tracing; namespace HeuristicLab.Selection.Uncertainty { public class UncertainTournamentSelector : StochasticSelectorBase { public override string Description { get { return @"Selects an individual from a tournament group, based on tests of statistical significance of quality arrays."; } } public UncertainTournamentSelector() : base() { AddVariableInfo(new VariableInfo("QualitySamples", "The array of quality samples resulting from several evaluations", typeof(DoubleArrayData), VariableKind.In)); AddVariableInfo(new VariableInfo("Maximization", "Maximization problem", typeof(BoolData), VariableKind.In)); AddVariableInfo(new VariableInfo("GroupSize", "Size of the tournament group", typeof(IntData), VariableKind.In)); GetVariableInfo("GroupSize").Local = true; AddVariable(new Variable("GroupSize", new IntData(2))); GetVariable("CopySelected").GetValue().Data = true; AddVariableInfo(new VariableInfo("SignificanceLevel", "The significance level for the mann whitney wilcoxon rank sum test", typeof(DoubleData), VariableKind.In)); GetVariableInfo("SignificanceLevel").Local = true; AddVariable(new Variable("SignificanceLevel", new DoubleData(0.05))); } protected override void Select(IRandom random, IScope source, int selected, IScope target, bool copySelected) { IVariableInfo qualityInfo = GetVariableInfo("QualitySamples"); bool maximization = GetVariableValue("Maximization", source, true).Data; int groupSize = GetVariableValue("GroupSize", source, true).Data; double alpha = GetVariableValue("SignificanceLevel", source, true).Data; int insignificantCount = 0; int equalRankListSize = 0; for (int i = 0; i < selected; i++) { if (source.SubScopes.Count < 1) throw new InvalidOperationException("No source scopes available to select."); double[][] tournamentGroup = new double[groupSize][]; int[] tournamentGroupIndices = new int[groupSize]; double[] tournamentGroupAverages = new double[groupSize]; for (int j = 0; j < groupSize; j++) { tournamentGroupIndices[j] = random.Next(source.SubScopes.Count); tournamentGroup[j] = source.SubScopes[tournamentGroupIndices[j]].GetVariableValue(qualityInfo.FormalName, false).Data; double sum = 0.0; for (int k = 0; k < tournamentGroup[j].Length; k++) { sum += tournamentGroup[j][k]; } tournamentGroupAverages[j] = sum / (double)tournamentGroup[j].Length; } int[] rankList = new int[groupSize]; int highestRank = 0; IList equalRankList = new List(groupSize); for (int j = 0; j < groupSize - 1; j++) { for (int k = j + 1; k < groupSize; k++) { if (MannWhitneyWilcoxonTest.TwoTailedTest(tournamentGroup[j], tournamentGroup[k], alpha)) { // if a 2-tailed test is successful it means that two solutions are likely different if (maximization && tournamentGroupAverages[j] > tournamentGroupAverages[k] || !maximization && tournamentGroupAverages[j] < tournamentGroupAverages[k]) { rankList[j]++; if (rankList[j] > highestRank) { highestRank = rankList[j]; equalRankList.Clear(); equalRankList.Add(j); } else if (rankList[j] == highestRank) { equalRankList.Add(j); } } else if (maximization && tournamentGroupAverages[j] < tournamentGroupAverages[k] || !maximization && tournamentGroupAverages[j] > tournamentGroupAverages[k]) { rankList[k]++; if (rankList[k] > highestRank) { highestRank = rankList[k]; equalRankList.Clear(); equalRankList.Add(k); } else if (rankList[k] == highestRank) { equalRankList.Add(k); } } // else there's a statistical significant difference, but equal average qualities... can that happen? in any case, nobody gets a rank increase } } } int selectedScopeIndex = 0; if (equalRankList.Count == 0) { insignificantCount++; selectedScopeIndex = tournamentGroupIndices[random.Next(groupSize)]; // no significance in all the solutions, select one randomly } else { equalRankListSize += equalRankList.Count; selectedScopeIndex = tournamentGroupIndices[equalRankList[random.Next(equalRankList.Count)]]; // select among those with the highest rank randomly } IScope selectedScope = source.SubScopes[selectedScopeIndex]; if (copySelected) target.AddSubScope((IScope)selectedScope.Clone()); else { source.RemoveSubScope(selectedScope); target.AddSubScope(selectedScope); } } Logger.Debug("Solutions selected: " + selected + ". Completely random selections: " + insignificantCount + ". Average size of highest rank pool: " + (double)equalRankListSize / (double)selected); } } }