#region License Information
/* HeuristicLab
* Copyright (C) 2002-2019 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
// 03/02/2020
// TODO LIST:
// 1. Dynamic reference point strategy
// 2. Normalized fitness value strategy, desibility function.
// 3. HVC calculation should be definitely improved, at least in the 2D case.
// 4. multiple point strategy when $\lambda>1$
using HEAL.Attic;
using HeuristicLab.Analysis;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.ExpressionGenerator;
using HeuristicLab.Optimization;
using HeuristicLab.Parameters;
using HeuristicLab.Problems.DataAnalysis;
using HeuristicLab.Problems.TestFunctions.MultiObjective;
using HeuristicLab.Random;
using System;
using System.Collections.Generic;
using System.Drawing;
using System.Linq;
using CancellationToken = System.Threading.CancellationToken;
namespace HeuristicLab.Algorithms.DynamicALPS {
[Item("DynamicALPSAlgorithmBase", "Base class for all DynamicALPS algorithm variants.")]
[StorableType("C0141748-DF5A-4CA0-A3DD-1DFB98236F7E")]
public abstract class DynamicALPSAlgorithmBase : BasicAlgorithm {
#region data members
[StorableType("75C9EA99-D699-4A1F-8AB2-AB86B7A2FD68")]
protected enum NeighborType { NEIGHBOR, POPULATION }
[StorableType("2A71E397-05CE-460F-B982-EE2F4B37C354")]
// TCHE = Chebyshev (Tchebyshev)
// PBI = Penalty-based boundary intersection
// AGG = Weighted sum
public enum FunctionType { TCHE, PBI, AGG }
[Storable]
protected double[] IdealPoint { get; set; }
[Storable]
protected double[] NadirPoint { get; set; } // potentially useful for objective normalization
[Storable]
protected double[][] lambda_moead;
[Storable]
protected int[][] neighbourhood;
[Storable]
protected IDynamicALPSSolution[] solutions;
[Storable]
protected FunctionType functionType;
[Storable]
protected IDynamicALPSSolution[] population;
[Storable]
protected IDynamicALPSSolution[][] layerPopulation;
[Storable]
protected bool[] activeLayer;
[Storable]
protected double[] layerCrossoverProbability;
[Storable]
protected IDynamicALPSSolution[][] layerDiscardPopulation;
[Storable]
protected IDynamicALPSSolution[] layerDiscardIndivdual;
[Storable]
protected IDynamicALPSSolution[][] layerOffspringPopulation;
[Storable]
protected IDynamicALPSSolution[][] layerJointPopulation;
[Storable]
protected IDynamicALPSSolution[] offspringPopulation;
//[Storable]
//protected IDynamicALPSSolution[] jointPopulation;
[Storable]
protected int evaluatedSolutions;
[Storable]
protected ExecutionContext executionContext;
[Storable]
protected IScope globalScope;
[Storable]
protected ExecutionState previousExecutionState;
[Storable]
protected ExecutionState executionState;
protected DoubleArray ReferencePoint {
get {
if (Problem is MultiObjectiveTestFunctionProblem) {
var problem = (MultiObjectiveTestFunctionProblem)Problem;
return problem.ReferencePoint;
}
else {
return null;
}
}
}
#endregion
#region parameters
private const string SeedParameterName = "Seed";
private const string SetSeedRandomlyParameterName = "SetSeedRandomly";
private const string PopulationSizeParameterName = "PopulationSize";
private const string ResultPopulationSizeParameterName = "ResultPopulationSize";
private const string CrossoverProbabilityParameterName = "CrossoverProbability";
private const string CrossoverParameterName = "Crossover";
private const string MutationProbabilityParameterName = "MutationProbability";
private const string MutatorParameterName = "Mutator";
private const string MaximumEvaluatedSolutionsParameterName = "MaximumEvaluatedSolutions";
private const string RandomParameterName = "Random";
private const string AnalyzerParameterName = "Analyzer";
// MOEA-D parameters
//private const string NeighbourSizeParameterName = "NeighbourSize";
//private const string NeighbourhoodSelectionProbabilityParameterName = "NeighbourhoodSelectionProbability";
//private const string MaximumNumberOfReplacedSolutionsParameterName = "MaximumNumberOfReplacedSolutions";
//private const string FunctionTypeParameterName = "FunctionType";
// private const string NormalizeObjectivesParameterName = "NormalizeObjectives";
// SMS-EMOA parameters:
private const string LambdaParameterName = "Lambda"; // The number of offspring size
private const string ALPSLayersParameterName = "ALPSLayers"; // The number of offspring size
private const string ALPSAgeGapParameterName = "ALPSAgeGap"; // The number of offspring size
private const string InitializeLayerPopulationMethodName = "InitializationLayerPopulations";
// "Parameters" are defined in "HeuristicLab.Parameters"
// Contains: generic parameters of every class/algorithm/instance,
// It seems that "I***ValueParameter" is declared in "Heuristic.core", where "***ValueParameter" are defined in "HeuristicLab.Parameter"
// The function of "I***ValueParameter" is to bridge current scripts to "HeuristicLab.Parameter".
public IValueParameter AnalyzerParameter {
get { return (ValueParameter)Parameters[AnalyzerParameterName]; }
}
//public IConstrainedValueParameter FunctionTypeParameter
//{
// get { return (IConstrainedValueParameter)Parameters[FunctionTypeParameterName]; }
//}
//public IFixedValueParameter NeighbourSizeParameter
//{
// get { return (IFixedValueParameter)Parameters[NeighbourSizeParameterName]; }
//}
//public IFixedValueParameter NormalizeObjectivesParameter
//{
// get { return (IFixedValueParameter)Parameters[NormalizeObjectivesParameterName]; }
//}
//public IFixedValueParameter MaximumNumberOfReplacedSolutionsParameter
//{
// get { return (IFixedValueParameter)Parameters[MaximumNumberOfReplacedSolutionsParameterName]; }
//}
//public IFixedValueParameter NeighbourhoodSelectionProbabilityParameter
//{
// get { return (IFixedValueParameter)Parameters[NeighbourhoodSelectionProbabilityParameterName]; }
//}
public IFixedValueParameter SeedParameter {
get { return (IFixedValueParameter)Parameters[SeedParameterName]; }
}
public IFixedValueParameter SetSeedRandomlyParameter {
get { return (IFixedValueParameter)Parameters[SetSeedRandomlyParameterName]; }
}
private IValueParameter PopulationSizeParameter {
get { return (IValueParameter)Parameters[PopulationSizeParameterName]; }
}
// KF, SMS-EMOA
private IValueParameter LambdaParameter {
get { return (IValueParameter)Parameters[LambdaParameterName]; }
}
//// KF, DynamicALPS
private IValueParameter ALPSLayersParameter{
get { return (IValueParameter)Parameters[ALPSLayersParameterName]; }
}
private IValueParameter ALPSAgeGapParameter {
get { return (IValueParameter)Parameters[ALPSAgeGapParameterName]; }
}
private IValueParameter ALPSInitialzeLayerPopulationParameter {
get { return (IValueParameter)Parameters[InitializeLayerPopulationMethodName]; }
}
private IValueParameter ResultPopulationSizeParameter {
get { return (IValueParameter)Parameters[ResultPopulationSizeParameterName]; }
}
public IValueParameter CrossoverProbabilityParameter {
get { return (IValueParameter)Parameters[CrossoverProbabilityParameterName]; }
}
public IConstrainedValueParameter CrossoverParameter {
get { return (IConstrainedValueParameter)Parameters[CrossoverParameterName]; }
}
public IValueParameter MutationProbabilityParameter {
get { return (IValueParameter)Parameters[MutationProbabilityParameterName]; }
}
public IConstrainedValueParameter MutatorParameter {
get { return (IConstrainedValueParameter)Parameters[MutatorParameterName]; }
}
public IValueParameter MaximumEvaluatedSolutionsParameter {
get { return (IValueParameter)Parameters[MaximumEvaluatedSolutionsParameterName]; }
}
public IValueParameter RandomParameter {
get { return (IValueParameter)Parameters[RandomParameterName]; }
}
#endregion
#region parameter properties
public new IMultiObjectiveHeuristicOptimizationProblem Problem {
get { return (IMultiObjectiveHeuristicOptimizationProblem)base.Problem; }
set { base.Problem = value; }
}
public int Seed {
get { return SeedParameter.Value.Value; }
set { SeedParameter.Value.Value = value; }
}
public bool SetSeedRandomly {
get { return SetSeedRandomlyParameter.Value.Value; }
set { SetSeedRandomlyParameter.Value.Value = value; }
}
public IntValue PopulationSize {
get { return PopulationSizeParameter.Value; }
set { PopulationSizeParameter.Value = value; }
}
public IntValue Lambda {
get { return LambdaParameter.Value; }
set { LambdaParameter.Value = value; }
}
public IntValue ResultPopulationSize {
get { return ResultPopulationSizeParameter.Value; }
set { ResultPopulationSizeParameter.Value = value; }
}
public IntValue ALPSLayers {
get { return ALPSLayersParameter.Value; }
set { ALPSLayersParameter.Value = value; }
}
public IntValue ALPSAgeGap {
get { return ALPSAgeGapParameter.Value; }
set { ALPSAgeGapParameter.Value = value; }
}
public BoolValue UseAverageAge {
get { return ALPSInitialzeLayerPopulationParameter.Value; }
set { ALPSInitialzeLayerPopulationParameter.Value = value; }
}
public PercentValue CrossoverProbability {
get { return CrossoverProbabilityParameter.Value; }
set { CrossoverProbabilityParameter.Value = value; }
}
public ICrossover Crossover {
get { return CrossoverParameter.Value; }
set { CrossoverParameter.Value = value; }
}
public PercentValue MutationProbability {
get { return MutationProbabilityParameter.Value; }
set { MutationProbabilityParameter.Value = value; }
}
public IManipulator Mutator {
get { return MutatorParameter.Value; }
set { MutatorParameter.Value = value; }
}
public MultiAnalyzer Analyzer {
get { return AnalyzerParameter.Value; }
set { AnalyzerParameter.Value = value; }
}
public IntValue MaximumEvaluatedSolutions {
get { return MaximumEvaluatedSolutionsParameter.Value; }
set { MaximumEvaluatedSolutionsParameter.Value = value; }
}
#endregion
#region constructors
public DynamicALPSAlgorithmBase() {
// Add or define or specify the parameters that may be use in SMS-EMOA.
// ***("Name", "Description", "Value")
// Name Type Description
// FixedValueParameter: ANY Not changed???
// ValueParameter: Changable??? What is the difference between "ValueParameter" and "FixedVlaueParameter"?????
// types:
// IntValue
// BoolValue
// DoubleValue
// PercentValue
// ICrossover:
// IManipulator:
// IRandom:
// MultiAnalyzer:
// ---------
Parameters.Add(new FixedValueParameter(SeedParameterName, "The random seed used to initialize the new pseudo random number generator.", new IntValue(0)));
Parameters.Add(new FixedValueParameter(SetSeedRandomlyParameterName, "True if the random seed should be set to a random value, otherwise false.", new BoolValue(true)));
Parameters.Add(new ValueParameter(PopulationSizeParameterName, "The size of the population of solutions.", new IntValue(100)));
Parameters.Add(new ValueParameter(ResultPopulationSizeParameterName, "The size of the population of solutions.", new IntValue(100)));
Parameters.Add(new ValueParameter(CrossoverProbabilityParameterName, "The probability that the crossover operator is applied.", new PercentValue(0.9)));
Parameters.Add(new ConstrainedValueParameter(CrossoverParameterName, "The operator used to cross solutions."));
Parameters.Add(new ValueParameter(MutationProbabilityParameterName, "The probability that the mutation operator is applied on a solution.", new PercentValue(0.25)));
Parameters.Add(new ConstrainedValueParameter(MutatorParameterName, "The operator used to mutate solutions."));
Parameters.Add(new ValueParameter("Analyzer", "The operator used to analyze each generation.", new MultiAnalyzer()));
Parameters.Add(new ValueParameter(MaximumEvaluatedSolutionsParameterName, "The maximum number of evaluated solutions (approximately).", new IntValue(100_000)));
Parameters.Add(new ValueParameter(RandomParameterName, new FastRandom()));
Parameters.Add(new ValueParameter(InitializeLayerPopulationMethodName, "Whether use average age to initialize the layer population or not. If not, move the older individuals to layer populations", new BoolValue(true)));
// SMS-EMOA, kf
Parameters.Add(new ValueParameter(LambdaParameterName, "The size of the offsprings. Now, it only works when lambda = 1", new IntValue(1)));
// DynamicALPS, KF
Parameters.Add(new ValueParameter(ALPSLayersParameterName, "Test, maximum = 1000, defualt is 1", new IntValue(10)));
Parameters.Add(new ValueParameter(ALPSAgeGapParameterName, "Test, maximum = 1000, defualt is 20", new IntValue(20)));
}
protected DynamicALPSAlgorithmBase(DynamicALPSAlgorithmBase original, Cloner cloner) : base(original, cloner) {
functionType = original.functionType;
evaluatedSolutions = original.evaluatedSolutions;
previousExecutionState = original.previousExecutionState;
if (original.IdealPoint != null) {
IdealPoint = (double[])original.IdealPoint.Clone();
}
if (original.NadirPoint != null) {
NadirPoint = (double[])original.NadirPoint.Clone();
}
if (original.lambda_moead != null) {
lambda_moead = (double[][])original.lambda_moead.Clone();
}
if (original.neighbourhood != null) {
neighbourhood = (int[][])original.neighbourhood.Clone();
}
if (original.solutions != null) {
solutions = original.solutions.Select(cloner.Clone).ToArray();
}
if (original.population != null) {
population = original.population.Select(cloner.Clone).ToArray();
}
if (original.offspringPopulation != null) {
offspringPopulation = original.offspringPopulation.Select(cloner.Clone).ToArray();
}
//if (original.jointPopulation != null) {
// jointPopulation = original.jointPopulation.Select(x => cloner.Clone(x)).ToArray();
//}
if (original.executionContext != null) {
executionContext = cloner.Clone(original.executionContext);
}
if (original.globalScope != null) {
globalScope = cloner.Clone(original.globalScope);
}
}
[StorableConstructor]
protected DynamicALPSAlgorithmBase(StorableConstructorFlag deserializing) : base(deserializing) { }
#endregion
private void InitializePopulation(ExecutionContext executionContext, CancellationToken cancellationToken, IRandom random, bool[] maximization) {
// creator: how to create the initilized population. "UniformRandom" is used here.
// TODO: LHS, latin hypercube sampling? Exisit???
var creator = Problem.SolutionCreator;
var evaluator = Problem.Evaluator;
// dimensions: objective space
var dimensions = maximization.Length;
var populationSize = PopulationSize.Value;
population = new IDynamicALPSSolution[populationSize];
var parentScope = executionContext.Scope;
// first, create all individuals
for (int i = 0; i < populationSize; ++i) {
var childScope = new Scope(i.ToString()) { Parent = parentScope };
ExecuteOperation(executionContext, cancellationToken, executionContext.CreateChildOperation(creator, childScope));
parentScope.SubScopes.Add(childScope);
}
for (int i = 0; i < populationSize; ++i) {
var childScope = parentScope.SubScopes[i];
ExecuteOperation(executionContext, cancellationToken, executionContext.CreateChildOperation(evaluator, childScope));
var qualities = (DoubleArray)childScope.Variables["Qualities"].Value;
// solution: a method, contains a decision vector and objecitve values
// solution.Qualities: objective values, fitness values
// solution.Individual: decision vector
var solution = new DynamicALPSSolution(childScope, dimensions, 0);
for (int j = 0; j < dimensions; ++j) {
// TODO: convert maximization problems into minimization problems.
solution.Qualities[j] = maximization[j] ? 1 - qualities[j] : qualities[j];
}
// population is a collection of solution.
population[i] = solution;
// KF, DyanmicALPS
population[i].HypervolumeContribution[0] = -0;
population[i].NondominanceRanking[0] = -0;
population[i].Age = 1;
population[i].IndividualPc = CrossoverProbability.Value;
population[i].IndividualPc = MutationProbability.Value;
}
}
protected void InitializeAlgorithm(CancellationToken cancellationToken) { // Type of random operator, "FastRandom" in this script.
// RandomParameter <-- Parameters in "HeuristicLab.Core.ParameterizedNameItem",
var rand = RandomParameter.Value;
// Initialize random seed
// If random seed exist, get it; otherwise,
if (SetSeedRandomly) Seed = RandomSeedGenerator.GetSeed();
// Call
rand.Reset(Seed);
bool[] maximization = ((BoolArray)Problem.MaximizationParameter.ActualValue).CloneAsArray();
// dimensions: the dimension in an objective space
var dimensions = maximization.Length;
var populationSize = PopulationSize.Value;
InitializePopulation(executionContext, cancellationToken, rand, maximization);
IdealPoint = new double[dimensions];
IdealPoint.UpdateIdeal(population);
NadirPoint = Enumerable.Repeat(double.MinValue, dimensions).ToArray();
//NadirPoint = new double[dimensions];
NadirPoint.UpdateNadir(population);
evaluatedSolutions = populationSize;
}
protected override void Initialize(CancellationToken cancellationToken) {
globalScope = new Scope("Global Scope");
executionContext = new ExecutionContext(null, this, globalScope);
// set the execution context for parameters to allow lookup
foreach (var parameter in Problem.Parameters.OfType()) {
// we need all of these in order for the wiring of the operators to work
globalScope.Variables.Add(new Variable(parameter.Name, parameter.Value));
}
globalScope.Variables.Add(new Variable("Results", Results)); // make results available as a parameter for analyzers etc.
base.Initialize(cancellationToken);
}
public override bool SupportsPause => true;
// Mate Selection.
// Randomly select a specific number of individuals for later operators.
// Inputs:
// 1. random: Random number generate method
// 2. numberOfSolutionToSelect: The number of selection
// Outputs:
// 1. listOfSolutions: The selection individuals
protected List MatingSelection(IRandom random, int numberOfSolutionsToSelect) {
int populationSize = PopulationSize.Value;
var listOfSolutions = new List(numberOfSolutionsToSelect);
while (listOfSolutions.Count < numberOfSolutionsToSelect) {
var selectedSolution = random.Next(populationSize);
bool flag = true;
foreach (int individualId in listOfSolutions) {
if (individualId == selectedSolution) {
flag = false;
break;
}
}
if (flag) {
listOfSolutions.Add(selectedSolution);
}
}
return listOfSolutions;
}
protected void ApplyCrossover(int lambda) {
}
protected void ApplyMutation(int lambda) {
}
protected void ApplyEvaluation(int lambda) {
}
protected void ApplyMateSelection(int rho) {
}
protected void InitializeLayer(int indexLayer, int populationSize, int lambda) {
layerPopulation[indexLayer] = new IDynamicALPSSolution[populationSize];
layerJointPopulation[indexLayer] = new IDynamicALPSSolution[populationSize + lambda];
layerOffspringPopulation[indexLayer] = new IDynamicALPSSolution[lambda];
layerDiscardPopulation[indexLayer] = new IDynamicALPSSolution[populationSize];
activeLayer[indexLayer] = true;
}
// Select/Discard the individual(s) according to HVC
protected void SmetricSelection(int lambda, int nLayerALPS) {
var wholePopulation = layerJointPopulation[nLayerALPS];
var qualities = wholePopulation.Select(x => x.Qualities).ToArray();
var maxPoint = Enumerable.Range(0, IdealPoint.Length).Select(idx => qualities.Max(q => q[idx])).ToArray();
var maximization = Enumerable.Repeat(false, IdealPoint.Length).ToArray(); // Minimization or maximization ????
var pf2 = DominationCalculator.CalculateAllParetoFronts(wholePopulation, qualities, maximization, out int[] ranking);
int numberOfLayer; // number of layers in PF
int numberOfLastLayer; // number of discarded points in PF (the number of points in the last layer)
pf2.RemoveAt(pf2.Count() - 1);
numberOfLayer = pf2.Count();
numberOfLastLayer = pf2[numberOfLayer - 1].Count();
double[] hvc = new double[numberOfLastLayer];
int discardIndex;
if (numberOfLastLayer > lambda) {
double tempHV;
double smetric;
var lastLayer = pf2.Last();
// TODO: This can be use for dynamic reference point strategy later. Kaifeng , 02/2020
// smetric = Hypervolume.Calculate(lastLayer.Select(x => x.Item2), Enumerable.Repeat(11d, NadirPoint.Length).ToArray(), maximization);
var reference = Enumerable.Repeat(double.MaxValue, maximization.Length).ToArray(); // TODO Dynamic Reference point for each layer. Maximum * 1.1
//if (nLayerALPS != 0) {
for (int i = 0; i < reference.Length; i++) {
reference[i] = 1.1 * maxPoint[i];
if (reference[i] > 10000) {
reference[i] = 9999; // set a upper bound for the reference point
}
}
//}
//else {
// reference = ReferencePoint.ToArray();
//}
var nondominated = NonDominatedSelect.GetDominatingVectors(lastLayer.Select(x => x.Item2), reference, maximization, false);
smetric = nondominated.Any() ? Hypervolume.Calculate(nondominated, reference, maximization) : int.MinValue;
for (int ii = 0; ii < lastLayer.Count; ++ii) {
try { // TODO: This can be use for dynamic reference point strategy later. Kaifeng , 02/2020
// tempHV = Hypervolume.Calculate(indices.Where(idx => idx != ii).Select(idx => lastLayer[idx].Item2), Enumerable.Repeat(11d, NadirPoint.Length).ToArray(), maximization);
tempHV = Hypervolume.Calculate(Enumerable.Range(0, lastLayer.Count).Where(idx => idx != ii).Select(idx => lastLayer[idx].Item2), reference, maximization);
}
catch {
tempHV = int.MinValue;
}
hvc[ii] = smetric - tempHV;
tempHV = 0;
}
discardIndex = Array.IndexOf(hvc, hvc.Min());
//layerDiscardPopulation[nLayerALPS] = pf2[numberOfLayer - 1][discardIndex].Item1.ToArray();
layerDiscardIndivdual[nLayerALPS] = pf2[numberOfLayer - 1].Select(x => x.Item1).ToArray()[discardIndex];
pf2[numberOfLayer - 1].RemoveAt(discardIndex);
}
else {
// TODO: This should be updated when $lambda > 1$
discardIndex = pf2.Count() - 1;
layerDiscardIndivdual[nLayerALPS] = pf2[discardIndex].Select(x => x.Item1).ToArray()[0];
pf2.RemoveAt(pf2.Count() - 1);
numberOfLayer = numberOfLayer - 1;
}
layerPopulation[nLayerALPS] = pf2.SelectMany(x => x.Select(y => y.Item1)).ToArray();
}
public static double SampleGaussian(IRandom random, double mean, double stddev) {
// The method requires sampling from a uniform random of (0,1]
// but Random.NextDouble() returns a sample of [0,1).
double x1 = 1 - random.NextDouble();
double x2 = 1 - random.NextDouble();
double y1 = Math.Sqrt(-2.0 * Math.Log(x1)) * Math.Cos(2.0 * Math.PI * x2);
return y1 * stddev + mean;
}
protected int SMSEMOA(int populationSize, int lambda, int counterLayerALPS) {
var innerToken = new CancellationToken();
bool[] maximization = ((BoolArray)Problem.MaximizationParameter.ActualValue).CloneAsArray();
var maximumEvaluatedSolutions = MaximumEvaluatedSolutions.Value;
var crossover = Crossover;
var crossoverProbability = layerCrossoverProbability[0];
var mutator = Mutator;
var mutationProbability = MutationProbability.Value;
var evaluator = Problem.Evaluator;
var analyzer = Analyzer;
var rand = RandomParameter.Value;
int indexOffspring = 0;
var mates = MatingSelection(rand, 2); // select parents
//var s1 = (IScope)population[mates[0]].Individual.Clone();
//var s2 = (IScope)population[mates[1]].Individual.Clone();
//var ages = population.Select(x => x.Age).ToArray();
var s1 = (IScope)layerPopulation[counterLayerALPS][mates[0]].Individual.Clone();
var s2 = (IScope)layerPopulation[counterLayerALPS][mates[1]].Individual.Clone();
var ages = layerPopulation[counterLayerALPS].Select(x => x.Age).ToArray();
var s1_age = ages[mates[0]];
var s2_age = ages[mates[1]];
int offSpringAge = 0;
s1.Parent = s2.Parent = globalScope;
IScope childScope = null;
// crossoverProbability = crossoverProbability - 0.02* counterLayerALPS;
//var test = SampleGaussian(rand, 0, 1);
//crossoverProbability = 1 / (1 + Math.Exp(-0.02 * SampleGaussian(rand, 0, 1)) * (1 - crossoverProbability) / crossoverProbability);
if (crossoverProbability < 0.5)
crossoverProbability = 0.5;
else if(crossoverProbability > 0.95)
{
crossoverProbability = 0.95;
}
layerCrossoverProbability[counterLayerALPS] = crossoverProbability;
// crossover
if (rand.NextDouble() < crossoverProbability) {
childScope = new Scope($"{mates[0]}+{mates[1]}") { Parent = executionContext.Scope };
childScope.SubScopes.Add(s1);
childScope.SubScopes.Add(s2);
var opCrossover = executionContext.CreateChildOperation(crossover, childScope);
ExecuteOperation(executionContext, innerToken, opCrossover);
offSpringAge = Math.Max(s1_age, s2_age) + 1;
childScope.SubScopes.Clear(); // <<-- VERY IMPORTANT!
}
else { // MUTATION POLISHI
if (childScope == null) {
offSpringAge = ages[mates[0]];
}
else {
}
childScope = childScope ?? s1;
var opMutation = executionContext.CreateChildOperation(mutator, childScope);
ExecuteOperation(executionContext, innerToken, opMutation);
offSpringAge = offSpringAge + 1;
}
if (childScope != null) { // Evaluate the childScope
var opEvaluation = executionContext.CreateChildOperation(evaluator, childScope);
ExecuteOperation(executionContext, innerToken, opEvaluation);
// childScope
var qualities = (DoubleArray)childScope.Variables["Qualities"].Value;
var childSolution = new DynamicALPSSolution(childScope, maximization.Length, 0);
// set child qualities
for (int j = 0; j < maximization.Length; ++j) {
childSolution.Qualities[j] = maximization[j] ? 1 - qualities[j] : qualities[j];
}
IdealPoint.UpdateIdeal(childSolution.Qualities);
NadirPoint.UpdateNadir(childSolution.Qualities);
// TODO, KF -- For later usage when $lambda > 1$
childSolution.HypervolumeContribution = null;
childSolution.NondominanceRanking = null;
childSolution.Age = offSpringAge;
layerOffspringPopulation[counterLayerALPS][indexOffspring] = childSolution;
++evaluatedSolutions;
indexOffspring += 1;
}
else {
// no crossover or mutation were applied, a child was not produced, do nothing
}
layerJointPopulation[counterLayerALPS] = new IDynamicALPSSolution[populationSize + lambda];
layerPopulation[counterLayerALPS].CopyTo(layerJointPopulation[counterLayerALPS], 0);
layerOffspringPopulation[counterLayerALPS].CopyTo(layerJointPopulation[counterLayerALPS], populationSize);
SmetricSelection(lambda, counterLayerALPS); // SMS-EMOA
return evaluatedSolutions;
}
// Update the Pareto-front approximation set and scatter the solutions in PF approximation set.
protected ResultCollection UpdateParetoFronts(IDynamicALPSSolution[] solutions, double[] IdealPoint) {
//var qualities = population.Select(x => Enumerable.Range(0, NadirPoint.Length).Select(i => x.Qualities[i] / NadirPoint[i]).ToArray()).ToArray();
var qualities = solutions.Select(x => x.Qualities).ToArray();
var maximization = Enumerable.Repeat(false, IdealPoint.Length).ToArray(); // DynamicALPS minimizes everything internally
var pf = DominationCalculator.CalculateBestParetoFront(solutions, qualities, maximization);
var pf2 = DominationCalculator.CalculateAllParetoFronts(solutions, qualities, maximization, out int[] ranking);
var n = (int)EnumerableExtensions.BinomialCoefficient(IdealPoint.Length, 2);
// Struture hypervolume
// [0,0]: Value of HV
// [0,1]: PF size, $|PF|$
var hypervolumes = new DoubleMatrix(n == 1 ? 1 : n + 1, 2) { ColumnNames = new[] { "PF hypervolume", "PF size" } };
// HV calculation
// pf.Select(x => x.Item2): the "Item2" in var "pd"
// Enumerable.Repeat(1d, NadirPoint.Length).ToArray(): reference point
// maximization: type of optimization problem:
// True: maximization problem
// False: minimization problem
var reference = Enumerable.Repeat(double.MaxValue, maximization.Length).ToArray();
if (ReferencePoint is null) { // KF, 20200217 -- fix no reference point on real-world applications. If No reference points in Algorithms, use 1.1 \times max objective values as the reference point
for (int i = 0; i < reference.Length; i++) {
reference[i] = 1.1 * reference[i];
if (reference[i] > 10000) {
reference[i] = 9999; // set a upper bound for the reference point
}
}
}
else {
reference = ReferencePoint.ToArray();
}
var nondominated = NonDominatedSelect.GetDominatingVectors(pf.Select(x => x.Item2), reference, maximization, false);
hypervolumes[0, 0] = nondominated.Any() ? Hypervolume.Calculate(nondominated, reference, maximization) : int.MinValue;
//hypervolumes[0, 0] = Hypervolume.Calculate(pf.Select(x => x.Item2), reference, maximization);
hypervolumes[0, 1] = pf.Count;
Console.WriteLine("Current HV is", hypervolumes[0, 0]);
var elementNames = new List() { "Pareto Front" };
var results = new ResultCollection();
ResultCollection innerResults;
if (results.ContainsKey("Hypervolume Analysis")) {
innerResults = (ResultCollection)results["Hypervolume Analysis"].Value;
}
else {
innerResults = new ResultCollection();
results.AddOrUpdateResult("Hypervolume Analysis", innerResults);
}
ScatterPlot sp;
if (IdealPoint.Length == 2) {
var points = pf.Select(x => new Point2D(x.Item2[0], x.Item2[1]));
var r = OnlinePearsonsRCalculator.Calculate(points.Select(x => x.X), points.Select(x => x.Y), out OnlineCalculatorError error);
if (error != OnlineCalculatorError.None) { r = double.NaN; }
var resultName = "Pareto Front Analysis ";
if (!innerResults.ContainsKey(resultName)) {
sp = new ScatterPlot() {
//VisualProperties = {
// XAxisMinimumAuto = true, XAxisMinimumFixedValue = 0d, XAxisMaximumAuto = false, XAxisMaximumFixedValue = 1d,
// YAxisMinimumAuto = true, YAxisMinimumFixedValue = 0d, YAxisMaximumAuto = false, YAxisMaximumFixedValue = 1d
//}
};
sp.Rows.Add(new ScatterPlotDataRow(resultName, "", points) { VisualProperties = { PointSize = 8 } });
innerResults.AddOrUpdateResult(resultName, sp);
}
else {
sp = (ScatterPlot)innerResults[resultName].Value;
sp.Rows[resultName].Points.Replace(points);
}
sp.Name = $"Dimensions [0, 1], correlation: {r.ToString("N2")}";
}
else if (IdealPoint.Length > 2) {
var indices = Enumerable.Range(0, IdealPoint.Length).ToArray();
var visualProperties = new ScatterPlotDataRowVisualProperties { PointSize = 8, Color = Color.LightGray };
var combinations = indices.Combinations(2).ToArray();
var maximization2d = new[] { false, false };
var solutions2d = pf.Select(x => x.Item1).ToArray();
for (int i = 0; i < combinations.Length; ++i) {
var c = combinations[i].ToArray();
// calculate the hypervolume in the 2d coordinate space
var reference2d = new[] { 1d, 1d };
var qualities2d = pf.Select(x => new[] { x.Item2[c[0]], x.Item2[c[1]] }).ToArray();
var pf2d = DominationCalculator.CalculateBestParetoFront(solutions2d, qualities2d, maximization2d);
hypervolumes[i + 1, 0] = pf2d.Count > 0 ? Hypervolume.Calculate(pf2d.Select(x => x.Item2), reference2d, maximization2d) : 0d;
hypervolumes[i + 1, 1] = pf2d.Count;
var resultName = $"Pareto Front Analysis [{c[0]}, {c[1]}]";
elementNames.Add(resultName);
var points = pf.Select(x => new Point2D(x.Item2[c[0]], x.Item2[c[1]]));
var pf2dPoints = pf2d.Select(x => new Point2D(x.Item2[0], x.Item2[1]));
if (!innerResults.ContainsKey(resultName)) {
sp = new ScatterPlot() {
VisualProperties = {
XAxisMinimumAuto = false, XAxisMinimumFixedValue = 0d, XAxisMaximumAuto = false, XAxisMaximumFixedValue = 1d,
YAxisMinimumAuto = false, YAxisMinimumFixedValue = 0d, YAxisMaximumAuto = false, YAxisMaximumFixedValue = 1d
}
};
sp.Rows.Add(new ScatterPlotDataRow("Pareto Front", "", points) { VisualProperties = visualProperties });
sp.Rows.Add(new ScatterPlotDataRow($"Pareto Front [{c[0]}, {c[1]}]", "", pf2dPoints) { VisualProperties = { PointSize = 10, Color = Color.OrangeRed } });
innerResults.AddOrUpdateResult(resultName, sp);
}
else {
sp = (ScatterPlot)innerResults[resultName].Value;
sp.Rows["Pareto Front"].Points.Replace(points);
sp.Rows[$"Pareto Front [{c[0]}, {c[1]}]"].Points.Replace(pf2dPoints);
}
var r = OnlinePearsonsRCalculator.Calculate(points.Select(x => x.X), points.Select(x => x.Y), out OnlineCalculatorError error);
var r2 = r * r;
sp.Name = $"Pareto Front [{c[0]}, {c[1]}], correlation: {r2.ToString("N2")}";
}
}
hypervolumes.RowNames = elementNames;
innerResults.AddOrUpdateResult("Hypervolumes", hypervolumes);
return results;
}
#region operator wiring and events
protected void ExecuteOperation(ExecutionContext executionContext, CancellationToken cancellationToken, IOperation operation) {
Stack executionStack = new Stack();
executionStack.Push(operation);
while (executionStack.Count > 0) {
cancellationToken.ThrowIfCancellationRequested();
IOperation next = executionStack.Pop();
if (next is OperationCollection) {
OperationCollection coll = (OperationCollection)next;
for (int i = coll.Count - 1; i >= 0; i--)
if (coll[i] != null) executionStack.Push(coll[i]);
}
else if (next is IAtomicOperation) {
IAtomicOperation op = (IAtomicOperation)next;
next = op.Operator.Execute((IExecutionContext)op, cancellationToken);
if (next != null) executionStack.Push(next);
}
}
}
protected virtual void UpdateAnalyzers() {
Analyzer.Operators.Clear();
if (Problem != null) {
foreach (IAnalyzer analyzer in Problem.Operators.OfType()) {
foreach (IScopeTreeLookupParameter param in analyzer.Parameters.OfType())
param.Depth = 1;
Analyzer.Operators.Add(analyzer, analyzer.EnabledByDefault);
}
}
}
private void UpdateCrossovers() {
ICrossover oldCrossover = CrossoverParameter.Value;
CrossoverParameter.ValidValues.Clear();
ICrossover defaultCrossover = Problem.Operators.OfType().FirstOrDefault();
foreach (ICrossover crossover in Problem.Operators.OfType().OrderBy(x => x.Name))
CrossoverParameter.ValidValues.Add(crossover);
if (oldCrossover != null) {
ICrossover crossover = CrossoverParameter.ValidValues.FirstOrDefault(x => x.GetType() == oldCrossover.GetType());
if (crossover != null) CrossoverParameter.Value = crossover;
else oldCrossover = null;
}
if (oldCrossover == null && defaultCrossover != null)
CrossoverParameter.Value = defaultCrossover;
}
private void UpdateMutators() {
IManipulator oldMutator = MutatorParameter.Value;
MutatorParameter.ValidValues.Clear();
IManipulator defaultMutator = Problem.Operators.OfType().FirstOrDefault();
foreach (IManipulator mutator in Problem.Operators.OfType().OrderBy(x => x.Name))
MutatorParameter.ValidValues.Add(mutator);
if (oldMutator != null) {
IManipulator mutator = MutatorParameter.ValidValues.FirstOrDefault(x => x.GetType() == oldMutator.GetType());
if (mutator != null) MutatorParameter.Value = mutator;
else oldMutator = null;
}
if (oldMutator == null && defaultMutator != null)
MutatorParameter.Value = defaultMutator;
}
protected override void OnProblemChanged() {
UpdateCrossovers();
UpdateMutators();
UpdateAnalyzers();
base.OnProblemChanged();
}
protected override void OnExecutionStateChanged() {
previousExecutionState = executionState;
executionState = ExecutionState;
base.OnExecutionStateChanged();
}
public void ClearState() {
solutions = null;
population = null;
offspringPopulation = null;
//jointPopulation = null;
lambda_moead = null;
neighbourhood = null;
if (executionContext != null && executionContext.Scope != null) {
executionContext.Scope.SubScopes.Clear();
}
}
protected override void OnStopped() {
ClearState();
base.OnStopped();
}
#endregion
}
}