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source: branches/3057_DynamicALPS/HeuristicLab.Algorithms.DynamicALPS/3.4/DynamicALPSAlgorithmBase.cs @ 17709

Last change on this file since 17709 was 17479, checked in by kyang, 5 years ago

#3057

  1. upload the latest version of ALPS with SMS-EMOA
  2. upload the related dynamic test problems (dynamic, single-objective symbolic regression), written by David Daninel.
File size: 41.6 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2019 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22// 03/02/2020
23// TODO LIST:                                                                     
24// 1. Dynamic reference point strategy                                               
25// 2. Normalized fitness value strategy, desibility function.                         
26// 3. HVC calculation should be definitely improved, at least in the 2D case.
27// 4. multiple point strategy when $\lambda>1$
28
29using HEAL.Attic;
30using HeuristicLab.Analysis;
31using HeuristicLab.Common;
32using HeuristicLab.Core;
33using HeuristicLab.Data;
34using HeuristicLab.ExpressionGenerator;
35using HeuristicLab.Optimization;
36using HeuristicLab.Parameters;
37using HeuristicLab.Problems.DataAnalysis;
38using HeuristicLab.Problems.TestFunctions.MultiObjective;
39using HeuristicLab.Random;
40using System;
41using System.Collections.Generic;
42using System.Drawing;
43using System.Linq;
44using CancellationToken = System.Threading.CancellationToken;
45
46namespace HeuristicLab.Algorithms.DynamicALPS {
47  [Item("DynamicALPSAlgorithmBase", "Base class for all DynamicALPS algorithm variants.")]
48  [StorableType("C0141748-DF5A-4CA0-A3DD-1DFB98236F7E")]
49  public abstract class DynamicALPSAlgorithmBase : BasicAlgorithm {
50    #region data members
51 
52    [StorableType("75C9EA99-D699-4A1F-8AB2-AB86B7A2FD68")]
53    protected enum NeighborType { NEIGHBOR, POPULATION }
54
55
56    [StorableType("2A71E397-05CE-460F-B982-EE2F4B37C354")]
57    // TCHE = Chebyshev (Tchebyshev)
58    // PBI  = Penalty-based boundary intersection
59    // AGG  = Weighted sum
60    public enum FunctionType { TCHE, PBI, AGG }
61
62    [Storable]
63    protected double[] IdealPoint { get; set; }
64    [Storable]
65    protected double[] NadirPoint { get; set; } // potentially useful for objective normalization
66
67    [Storable]
68    protected double[][] lambda_moead;
69
70    [Storable]
71    protected int[][] neighbourhood;
72
73    [Storable]
74    protected IDynamicALPSSolution[] solutions;
75
76    [Storable]
77    protected FunctionType functionType;
78
79    [Storable]
80    protected IDynamicALPSSolution[] population;
81
82    [Storable]
83    protected IDynamicALPSSolution[][] layerPopulation;
84
85    [Storable]
86    protected bool[] activeLayer;
87
88    [Storable]
89    protected double[] layerCrossoverProbability;
90
91    [Storable]
92    protected IDynamicALPSSolution[][] layerDiscardPopulation;
93
94    [Storable]
95    protected IDynamicALPSSolution[] layerDiscardIndivdual;
96   
97
98    [Storable]
99    protected IDynamicALPSSolution[][] layerOffspringPopulation;
100
101    [Storable]
102    protected IDynamicALPSSolution[][] layerJointPopulation;
103
104    [Storable]
105    protected IDynamicALPSSolution[] offspringPopulation;
106
107    //[Storable]
108    //protected IDynamicALPSSolution[] jointPopulation;
109
110    [Storable]
111    protected int evaluatedSolutions;
112
113    [Storable]
114    protected ExecutionContext executionContext;
115
116    [Storable]
117    protected IScope globalScope;
118
119    [Storable]
120    protected ExecutionState previousExecutionState;
121
122    [Storable]
123    protected ExecutionState executionState;
124
125    protected DoubleArray ReferencePoint {
126      get {
127        if (Problem is MultiObjectiveTestFunctionProblem) {
128          var problem = (MultiObjectiveTestFunctionProblem)Problem;
129          return problem.ReferencePoint;
130        }
131        else {
132          return null;
133        }
134      }
135    }
136    #endregion
137
138    #region parameters
139    private const string SeedParameterName = "Seed";
140    private const string SetSeedRandomlyParameterName = "SetSeedRandomly";
141    private const string PopulationSizeParameterName = "PopulationSize";
142    private const string ResultPopulationSizeParameterName = "ResultPopulationSize";
143    private const string CrossoverProbabilityParameterName = "CrossoverProbability";
144    private const string CrossoverParameterName = "Crossover";
145    private const string MutationProbabilityParameterName = "MutationProbability";
146    private const string MutatorParameterName = "Mutator";
147    private const string MaximumEvaluatedSolutionsParameterName = "MaximumEvaluatedSolutions";
148    private const string RandomParameterName = "Random";
149    private const string AnalyzerParameterName = "Analyzer";
150   
151   
152    // MOEA-D parameters
153    //private const string NeighbourSizeParameterName = "NeighbourSize";
154    //private const string NeighbourhoodSelectionProbabilityParameterName = "NeighbourhoodSelectionProbability";
155    //private const string MaximumNumberOfReplacedSolutionsParameterName = "MaximumNumberOfReplacedSolutions";
156    //private const string FunctionTypeParameterName = "FunctionType";
157    // private const string NormalizeObjectivesParameterName = "NormalizeObjectives";
158
159    // SMS-EMOA parameters:
160    private const string LambdaParameterName = "Lambda";   // The number of offspring size
161    private const string ALPSLayersParameterName = "ALPSLayers";   // The number of offspring size
162    private const string ALPSAgeGapParameterName = "ALPSAgeGap";   // The number of offspring size
163    private const string InitializeLayerPopulationMethodName = "InitializationLayerPopulations";
164
165
166
167    // "Parameters" are defined in "HeuristicLab.Parameters"
168    // Contains: generic parameters of every class/algorithm/instance,
169    // It seems that "I***ValueParameter" is declared in "Heuristic.core", where "***ValueParameter" are defined in "HeuristicLab.Parameter"
170    // The function of "I***ValueParameter" is to bridge current scripts to "HeuristicLab.Parameter".
171    public IValueParameter<MultiAnalyzer> AnalyzerParameter {
172      get { return (ValueParameter<MultiAnalyzer>)Parameters[AnalyzerParameterName]; }
173    }
174
175    //public IConstrainedValueParameter<StringValue> FunctionTypeParameter
176    //{
177    //  get { return (IConstrainedValueParameter<StringValue>)Parameters[FunctionTypeParameterName]; }
178    //}
179    //public IFixedValueParameter<IntValue> NeighbourSizeParameter
180    //{
181    //  get { return (IFixedValueParameter<IntValue>)Parameters[NeighbourSizeParameterName]; }
182    //}
183    //public IFixedValueParameter<BoolValue> NormalizeObjectivesParameter
184    //{
185    //  get { return (IFixedValueParameter<BoolValue>)Parameters[NormalizeObjectivesParameterName]; }
186    //}
187    //public IFixedValueParameter<IntValue> MaximumNumberOfReplacedSolutionsParameter
188    //{
189    //  get { return (IFixedValueParameter<IntValue>)Parameters[MaximumNumberOfReplacedSolutionsParameterName]; }
190    //}
191    //public IFixedValueParameter<DoubleValue> NeighbourhoodSelectionProbabilityParameter
192    //{
193    //  get { return (IFixedValueParameter<DoubleValue>)Parameters[NeighbourhoodSelectionProbabilityParameterName]; }
194    //}
195    public IFixedValueParameter<IntValue> SeedParameter {
196      get { return (IFixedValueParameter<IntValue>)Parameters[SeedParameterName]; }
197    }
198    public IFixedValueParameter<BoolValue> SetSeedRandomlyParameter {
199      get { return (IFixedValueParameter<BoolValue>)Parameters[SetSeedRandomlyParameterName]; }
200    }
201    private IValueParameter<IntValue> PopulationSizeParameter {
202      get { return (IValueParameter<IntValue>)Parameters[PopulationSizeParameterName]; }
203    }
204    // KF, SMS-EMOA
205    private IValueParameter<IntValue> LambdaParameter {
206      get { return (IValueParameter<IntValue>)Parameters[LambdaParameterName]; }
207    }
208    //// KF, DynamicALPS
209    private IValueParameter<IntValue> ALPSLayersParameter{
210      get { return (IValueParameter<IntValue>)Parameters[ALPSLayersParameterName]; }
211    }
212    private IValueParameter<IntValue> ALPSAgeGapParameter {
213      get { return (IValueParameter<IntValue>)Parameters[ALPSAgeGapParameterName]; }
214    }
215
216    private IValueParameter<BoolValue> ALPSInitialzeLayerPopulationParameter {
217      get { return (IValueParameter<BoolValue>)Parameters[InitializeLayerPopulationMethodName]; }
218    }
219   
220
221    private IValueParameter<IntValue> ResultPopulationSizeParameter {
222      get { return (IValueParameter<IntValue>)Parameters[ResultPopulationSizeParameterName]; }
223    }
224
225    public IValueParameter<PercentValue> CrossoverProbabilityParameter {
226      get { return (IValueParameter<PercentValue>)Parameters[CrossoverProbabilityParameterName]; }
227    }
228    public IConstrainedValueParameter<ICrossover> CrossoverParameter {
229      get { return (IConstrainedValueParameter<ICrossover>)Parameters[CrossoverParameterName]; }
230    }
231    public IValueParameter<PercentValue> MutationProbabilityParameter {
232      get { return (IValueParameter<PercentValue>)Parameters[MutationProbabilityParameterName]; }
233    }
234    public IConstrainedValueParameter<IManipulator> MutatorParameter {
235      get { return (IConstrainedValueParameter<IManipulator>)Parameters[MutatorParameterName]; }
236    }
237    public IValueParameter<IntValue> MaximumEvaluatedSolutionsParameter {
238      get { return (IValueParameter<IntValue>)Parameters[MaximumEvaluatedSolutionsParameterName]; }
239    }
240    public IValueParameter<IRandom> RandomParameter {
241      get { return (IValueParameter<IRandom>)Parameters[RandomParameterName]; }
242    }
243    #endregion
244
245    #region parameter properties
246    public new IMultiObjectiveHeuristicOptimizationProblem Problem {
247      get { return (IMultiObjectiveHeuristicOptimizationProblem)base.Problem; }
248      set { base.Problem = value; }
249    }
250    public int Seed {
251      get { return SeedParameter.Value.Value; }
252      set { SeedParameter.Value.Value = value; }
253    }
254    public bool SetSeedRandomly {
255      get { return SetSeedRandomlyParameter.Value.Value; }
256      set { SetSeedRandomlyParameter.Value.Value = value; }
257    }
258    public IntValue PopulationSize {
259      get { return PopulationSizeParameter.Value; }
260      set { PopulationSizeParameter.Value = value; }
261    }
262    public IntValue Lambda {
263      get { return LambdaParameter.Value; }
264      set { LambdaParameter.Value = value; }
265    }
266
267    public IntValue ResultPopulationSize {
268      get { return ResultPopulationSizeParameter.Value; }
269      set { ResultPopulationSizeParameter.Value = value; }
270    }
271
272    public IntValue ALPSLayers {
273      get { return ALPSLayersParameter.Value; }
274      set { ALPSLayersParameter.Value = value; }
275    }
276
277    public IntValue ALPSAgeGap {
278      get { return ALPSAgeGapParameter.Value; }
279      set { ALPSAgeGapParameter.Value = value; }
280    }
281    public BoolValue UseAverageAge {
282      get { return ALPSInitialzeLayerPopulationParameter.Value; }
283      set { ALPSInitialzeLayerPopulationParameter.Value = value; }
284    }
285
286    public PercentValue CrossoverProbability {
287      get { return CrossoverProbabilityParameter.Value; }
288      set { CrossoverProbabilityParameter.Value = value; }
289    }
290    public ICrossover Crossover {
291      get { return CrossoverParameter.Value; }
292      set { CrossoverParameter.Value = value; }
293    }
294    public PercentValue MutationProbability {
295      get { return MutationProbabilityParameter.Value; }
296      set { MutationProbabilityParameter.Value = value; }
297    }
298    public IManipulator Mutator {
299      get { return MutatorParameter.Value; }
300      set { MutatorParameter.Value = value; }
301    }
302    public MultiAnalyzer Analyzer {
303      get { return AnalyzerParameter.Value; }
304      set { AnalyzerParameter.Value = value; }
305    }
306    public IntValue MaximumEvaluatedSolutions {
307      get { return MaximumEvaluatedSolutionsParameter.Value; }
308      set { MaximumEvaluatedSolutionsParameter.Value = value; }
309    }
310    #endregion
311
312    #region constructors
313    public DynamicALPSAlgorithmBase() {
314      // Add or define or specify the parameters that may be use in SMS-EMOA.   
315      // ***("Name", "Description", "Value")
316      //  Name                            Type                Description
317      //  FixedValueParameter:            ANY                 Not changed???
318      //  ValueParameter:                                     Changable??? What is the difference between "ValueParameter" and "FixedVlaueParameter"?????
319
320
321      // types:
322      //      IntValue
323      //      BoolValue
324      //      DoubleValue
325      //      PercentValue
326      //      ICrossover:       
327      //      IManipulator:     
328      //      IRandom:         
329      //      MultiAnalyzer:   
330      //      ---------
331      Parameters.Add(new FixedValueParameter<IntValue>(SeedParameterName, "The random seed used to initialize the new pseudo random number generator.", new IntValue(0)));
332      Parameters.Add(new FixedValueParameter<BoolValue>(SetSeedRandomlyParameterName, "True if the random seed should be set to a random value, otherwise false.", new BoolValue(true)));
333      Parameters.Add(new ValueParameter<IntValue>(PopulationSizeParameterName, "The size of the population of solutions.", new IntValue(100)));
334      Parameters.Add(new ValueParameter<IntValue>(ResultPopulationSizeParameterName, "The size of the population of solutions.", new IntValue(100)));
335      Parameters.Add(new ValueParameter<PercentValue>(CrossoverProbabilityParameterName, "The probability that the crossover operator is applied.", new PercentValue(0.9)));
336      Parameters.Add(new ConstrainedValueParameter<ICrossover>(CrossoverParameterName, "The operator used to cross solutions."));
337      Parameters.Add(new ValueParameter<PercentValue>(MutationProbabilityParameterName, "The probability that the mutation operator is applied on a solution.", new PercentValue(0.25)));
338      Parameters.Add(new ConstrainedValueParameter<IManipulator>(MutatorParameterName, "The operator used to mutate solutions."));
339      Parameters.Add(new ValueParameter<MultiAnalyzer>("Analyzer", "The operator used to analyze each generation.", new MultiAnalyzer()));
340      Parameters.Add(new ValueParameter<IntValue>(MaximumEvaluatedSolutionsParameterName, "The maximum number of evaluated solutions (approximately).", new IntValue(100_000)));
341      Parameters.Add(new ValueParameter<IRandom>(RandomParameterName, new FastRandom()));
342      Parameters.Add(new ValueParameter<BoolValue>(InitializeLayerPopulationMethodName, "Whether use average age to initialize the layer population or not. If not, move the older individuals to layer populations", new BoolValue(true)));
343
344      // SMS-EMOA, kf
345      Parameters.Add(new ValueParameter<IntValue>(LambdaParameterName, "The size of the offsprings. Now, it only works when lambda = 1", new IntValue(1)));
346      // DynamicALPS, KF
347      Parameters.Add(new ValueParameter<IntValue>(ALPSLayersParameterName, "Test, maximum = 1000, defualt is 1", new IntValue(10)));
348      Parameters.Add(new ValueParameter<IntValue>(ALPSAgeGapParameterName, "Test, maximum = 1000, defualt is 20", new IntValue(20)));
349     
350
351    }
352
353    protected DynamicALPSAlgorithmBase(DynamicALPSAlgorithmBase original, Cloner cloner) : base(original, cloner) {
354      functionType = original.functionType;
355      evaluatedSolutions = original.evaluatedSolutions;
356      previousExecutionState = original.previousExecutionState;
357
358      if (original.IdealPoint != null) {
359        IdealPoint = (double[])original.IdealPoint.Clone();
360      }
361
362      if (original.NadirPoint != null) {
363        NadirPoint = (double[])original.NadirPoint.Clone();
364      }
365
366      if (original.lambda_moead != null) {
367        lambda_moead = (double[][])original.lambda_moead.Clone();
368      }
369
370      if (original.neighbourhood != null) {
371        neighbourhood = (int[][])original.neighbourhood.Clone();
372      }
373
374      if (original.solutions != null) {
375        solutions = original.solutions.Select(cloner.Clone).ToArray();
376      }
377
378      if (original.population != null) {
379        population = original.population.Select(cloner.Clone).ToArray();
380      }
381
382      if (original.offspringPopulation != null) {
383        offspringPopulation = original.offspringPopulation.Select(cloner.Clone).ToArray();
384      }
385
386      //if (original.jointPopulation != null) {
387      //  jointPopulation = original.jointPopulation.Select(x => cloner.Clone(x)).ToArray();
388      //}
389
390      if (original.executionContext != null) {
391        executionContext = cloner.Clone(original.executionContext);
392      }
393
394      if (original.globalScope != null) {
395        globalScope = cloner.Clone(original.globalScope);
396      }
397    }
398
399
400
401    [StorableConstructor]
402    protected DynamicALPSAlgorithmBase(StorableConstructorFlag deserializing) : base(deserializing) { }
403    #endregion
404
405    private void InitializePopulation(ExecutionContext executionContext, CancellationToken cancellationToken, IRandom random, bool[] maximization) {
406      // creator: how to create the initilized population. "UniformRandom" is used here.
407      // TODO: LHS, latin hypercube sampling? Exisit???
408      var creator = Problem.SolutionCreator;
409      var evaluator = Problem.Evaluator;
410
411      // dimensions: objective space
412      var dimensions = maximization.Length;
413      var populationSize = PopulationSize.Value;
414      population = new IDynamicALPSSolution[populationSize];
415
416      var parentScope = executionContext.Scope;
417      // first, create all individuals
418      for (int i = 0; i < populationSize; ++i) {
419        var childScope = new Scope(i.ToString()) { Parent = parentScope };
420        ExecuteOperation(executionContext, cancellationToken, executionContext.CreateChildOperation(creator, childScope));
421        parentScope.SubScopes.Add(childScope);
422      }
423
424      for (int i = 0; i < populationSize; ++i) {
425        var childScope = parentScope.SubScopes[i];
426        ExecuteOperation(executionContext, cancellationToken, executionContext.CreateChildOperation(evaluator, childScope));
427
428        var qualities = (DoubleArray)childScope.Variables["Qualities"].Value;
429
430        // solution: a method, contains a decision vector and objecitve values     
431        //    solution.Qualities:     objective values, fitness values
432        //    solution.Individual:    decision vector
433        var solution = new DynamicALPSSolution(childScope, dimensions, 0);
434        for (int j = 0; j < dimensions; ++j) {
435          // TODO: convert maximization problems into minimization problems.
436          solution.Qualities[j] = maximization[j] ? 1 - qualities[j] : qualities[j];
437        }
438
439        // population is a collection of solution. 
440        population[i] = solution;
441
442        // KF, DyanmicALPS
443        population[i].HypervolumeContribution[0] = -0;
444        population[i].NondominanceRanking[0] = -0;
445        population[i].Age = 1;
446        population[i].IndividualPc = CrossoverProbability.Value;
447        population[i].IndividualPc = MutationProbability.Value;
448      }
449    }
450
451    protected void InitializeAlgorithm(CancellationToken cancellationToken) { // Type of random operator, "FastRandom" in this script.
452      // RandomParameter <-- Parameters in "HeuristicLab.Core.ParameterizedNameItem",
453      var rand = RandomParameter.Value;
454
455      // Initialize random seed
456      // If random seed exist, get it; otherwise,
457      if (SetSeedRandomly) Seed = RandomSeedGenerator.GetSeed();
458
459      // Call
460      rand.Reset(Seed);
461
462      bool[] maximization = ((BoolArray)Problem.MaximizationParameter.ActualValue).CloneAsArray();
463
464      // dimensions: the dimension in an objective space
465      var dimensions = maximization.Length;
466
467
468      var populationSize = PopulationSize.Value;
469
470      InitializePopulation(executionContext, cancellationToken, rand, maximization);
471
472      IdealPoint = new double[dimensions];
473      IdealPoint.UpdateIdeal(population);
474
475      NadirPoint = Enumerable.Repeat(double.MinValue, dimensions).ToArray();
476      //NadirPoint = new double[dimensions];
477      NadirPoint.UpdateNadir(population);
478
479
480      evaluatedSolutions = populationSize;
481    }
482
483    protected override void Initialize(CancellationToken cancellationToken) {
484      globalScope = new Scope("Global Scope");
485      executionContext = new ExecutionContext(null, this, globalScope);
486
487      // set the execution context for parameters to allow lookup
488      foreach (var parameter in Problem.Parameters.OfType<IValueParameter>()) {
489        // we need all of these in order for the wiring of the operators to work
490        globalScope.Variables.Add(new Variable(parameter.Name, parameter.Value));
491      }
492      globalScope.Variables.Add(new Variable("Results", Results)); // make results available as a parameter for analyzers etc.
493
494      base.Initialize(cancellationToken);
495    }
496
497    public override bool SupportsPause => true;
498
499
500
501
502    // Mate Selection.
503    // Randomly select a specific number of individuals for later operators.
504    // Inputs:
505    //    1. random:                      Random number generate method
506    //    2. numberOfSolutionToSelect:    The number of selection   
507    // Outputs:
508    //    1. listOfSolutions:             The selection individuals
509    protected List<int> MatingSelection(IRandom random, int numberOfSolutionsToSelect) {
510      int populationSize = PopulationSize.Value;
511
512      var listOfSolutions = new List<int>(numberOfSolutionsToSelect);
513
514      while (listOfSolutions.Count < numberOfSolutionsToSelect) {
515        var selectedSolution = random.Next(populationSize);
516
517        bool flag = true;
518        foreach (int individualId in listOfSolutions) {
519          if (individualId == selectedSolution) {
520            flag = false;
521            break;
522          }
523        }
524
525        if (flag) {
526          listOfSolutions.Add(selectedSolution);
527        }
528      }
529      return listOfSolutions;
530    }
531
532    protected void ApplyCrossover(int lambda) {
533    }
534
535    protected void ApplyMutation(int lambda) {
536    }
537
538
539    protected void ApplyEvaluation(int lambda) {
540    }
541
542    protected void ApplyMateSelection(int rho) {
543    }
544
545    protected void InitializeLayer(int indexLayer, int populationSize, int lambda) {
546      layerPopulation[indexLayer] = new IDynamicALPSSolution[populationSize];
547      layerJointPopulation[indexLayer] = new IDynamicALPSSolution[populationSize + lambda];
548      layerOffspringPopulation[indexLayer] = new IDynamicALPSSolution[lambda];
549      layerDiscardPopulation[indexLayer] = new IDynamicALPSSolution[populationSize];
550      activeLayer[indexLayer] = true;
551    }
552
553
554    // Select/Discard the individual(s) according to HVC
555    protected void SmetricSelection(int lambda, int nLayerALPS) {
556      var wholePopulation = layerJointPopulation[nLayerALPS];
557      var qualities = wholePopulation.Select(x => x.Qualities).ToArray();
558
559      var maxPoint = Enumerable.Range(0, IdealPoint.Length).Select(idx => qualities.Max(q => q[idx])).ToArray();
560
561      var maximization = Enumerable.Repeat(false, IdealPoint.Length).ToArray(); // Minimization or maximization ????
562      var pf2 = DominationCalculator<IDynamicALPSSolution>.CalculateAllParetoFronts(wholePopulation, qualities, maximization, out int[] ranking);
563
564      int numberOfLayer;             // number of layers in PF
565      int numberOfLastLayer;          // number of discarded points in PF (the number of points in the last layer)
566
567      pf2.RemoveAt(pf2.Count() - 1);
568      numberOfLayer = pf2.Count();
569      numberOfLastLayer = pf2[numberOfLayer - 1].Count();
570      double[] hvc = new double[numberOfLastLayer];
571      int discardIndex;
572      if (numberOfLastLayer > lambda) {
573        double tempHV;
574        double smetric;
575        var lastLayer = pf2.Last();
576
577        // TODO: This can be use for dynamic reference point strategy later. Kaifeng , 02/2020
578        // smetric = Hypervolume.Calculate(lastLayer.Select(x => x.Item2), Enumerable.Repeat(11d, NadirPoint.Length).ToArray(), maximization);
579
580        var reference = Enumerable.Repeat(double.MaxValue, maximization.Length).ToArray(); // TODO Dynamic Reference point for each layer. Maximum * 1.1
581                                                                                           //if (nLayerALPS != 0) {
582        for (int i = 0; i < reference.Length; i++) {
583          reference[i] = 1.1 * maxPoint[i];
584          if (reference[i] > 10000) {
585            reference[i] = 9999;          // set a upper bound for the reference point
586          }
587        }
588        //}
589        //else {
590        //  reference = ReferencePoint.ToArray();
591        //}
592
593        var nondominated = NonDominatedSelect.GetDominatingVectors(lastLayer.Select(x => x.Item2), reference, maximization, false);
594        smetric = nondominated.Any() ? Hypervolume.Calculate(nondominated, reference, maximization) : int.MinValue;
595
596        for (int ii = 0; ii < lastLayer.Count; ++ii) {
597          try { // TODO: This can be use for dynamic reference point strategy later. Kaifeng , 02/2020
598            // tempHV = Hypervolume.Calculate(indices.Where(idx => idx != ii).Select(idx => lastLayer[idx].Item2), Enumerable.Repeat(11d, NadirPoint.Length).ToArray(), maximization);
599            tempHV = Hypervolume.Calculate(Enumerable.Range(0, lastLayer.Count).Where(idx => idx != ii).Select(idx => lastLayer[idx].Item2), reference, maximization);
600          }
601          catch {
602            tempHV = int.MinValue;
603          }
604          hvc[ii] = smetric - tempHV;
605          tempHV = 0;
606        }
607
608        discardIndex = Array.IndexOf(hvc, hvc.Min());
609        //layerDiscardPopulation[nLayerALPS] = pf2[numberOfLayer - 1][discardIndex].Item1.ToArray();
610        layerDiscardIndivdual[nLayerALPS] = pf2[numberOfLayer - 1].Select(x => x.Item1).ToArray()[discardIndex];
611        pf2[numberOfLayer - 1].RemoveAt(discardIndex);
612      }
613      else {
614        // TODO: This should be updated when $lambda > 1$
615        discardIndex = pf2.Count() - 1;
616        layerDiscardIndivdual[nLayerALPS] = pf2[discardIndex].Select(x => x.Item1).ToArray()[0];
617        pf2.RemoveAt(pf2.Count() - 1);
618        numberOfLayer = numberOfLayer - 1;
619       
620      }
621      layerPopulation[nLayerALPS] = pf2.SelectMany(x => x.Select(y => y.Item1)).ToArray();
622     
623    }
624
625    public static double SampleGaussian(IRandom random, double mean, double stddev) {
626      // The method requires sampling from a uniform random of (0,1]
627      // but Random.NextDouble() returns a sample of [0,1).
628      double x1 = 1 - random.NextDouble();
629      double x2 = 1 - random.NextDouble();
630
631      double y1 = Math.Sqrt(-2.0 * Math.Log(x1)) * Math.Cos(2.0 * Math.PI * x2);
632      return y1 * stddev + mean;
633    }
634
635    protected int SMSEMOA(int populationSize, int lambda, int counterLayerALPS) {
636      var innerToken = new CancellationToken();
637      bool[] maximization = ((BoolArray)Problem.MaximizationParameter.ActualValue).CloneAsArray();
638      var maximumEvaluatedSolutions = MaximumEvaluatedSolutions.Value;
639      var crossover = Crossover;
640      var crossoverProbability = layerCrossoverProbability[0];
641      var mutator = Mutator;
642      var mutationProbability = MutationProbability.Value;
643      var evaluator = Problem.Evaluator;
644      var analyzer = Analyzer;
645      var rand = RandomParameter.Value;
646
647
648      int indexOffspring = 0;
649      var mates = MatingSelection(rand, 2); // select parents
650                                            //var s1 = (IScope)population[mates[0]].Individual.Clone();
651                                            //var s2 = (IScope)population[mates[1]].Individual.Clone();
652                                            //var ages = population.Select(x => x.Age).ToArray();
653
654      var s1 = (IScope)layerPopulation[counterLayerALPS][mates[0]].Individual.Clone();
655      var s2 = (IScope)layerPopulation[counterLayerALPS][mates[1]].Individual.Clone();
656      var ages = layerPopulation[counterLayerALPS].Select(x => x.Age).ToArray();
657
658      var s1_age = ages[mates[0]];
659      var s2_age = ages[mates[1]];
660      int offSpringAge = 0;
661      s1.Parent = s2.Parent = globalScope;
662      IScope childScope = null;
663
664      // crossoverProbability = crossoverProbability - 0.02* counterLayerALPS;
665      //var test = SampleGaussian(rand, 0, 1);
666
667      //crossoverProbability = 1 / (1 + Math.Exp(-0.02 * SampleGaussian(rand, 0, 1)) * (1 - crossoverProbability) / crossoverProbability);
668
669      if (crossoverProbability < 0.5)
670        crossoverProbability = 0.5;
671      else if(crossoverProbability > 0.95)
672      {
673        crossoverProbability = 0.95;
674      }
675      layerCrossoverProbability[counterLayerALPS] = crossoverProbability;
676
677      // crossover
678      if (rand.NextDouble() < crossoverProbability) {
679        childScope = new Scope($"{mates[0]}+{mates[1]}") { Parent = executionContext.Scope };
680        childScope.SubScopes.Add(s1);
681        childScope.SubScopes.Add(s2);
682        var opCrossover = executionContext.CreateChildOperation(crossover, childScope);
683        ExecuteOperation(executionContext, innerToken, opCrossover);
684        offSpringAge = Math.Max(s1_age, s2_age) + 1;
685        childScope.SubScopes.Clear(); // <<-- VERY IMPORTANT!
686      }
687      else { // MUTATION   POLISHI
688        if (childScope == null) {
689          offSpringAge = ages[mates[0]];
690        }
691        else {
692        }
693        childScope = childScope ?? s1;
694        var opMutation = executionContext.CreateChildOperation(mutator, childScope);
695        ExecuteOperation(executionContext, innerToken, opMutation);
696        offSpringAge = offSpringAge + 1;
697      }
698      if (childScope != null) { // Evaluate the childScope
699        var opEvaluation = executionContext.CreateChildOperation(evaluator, childScope);
700        ExecuteOperation(executionContext, innerToken, opEvaluation);
701        // childScope
702        var qualities = (DoubleArray)childScope.Variables["Qualities"].Value;
703        var childSolution = new DynamicALPSSolution(childScope, maximization.Length, 0);
704        // set child qualities
705        for (int j = 0; j < maximization.Length; ++j) {
706          childSolution.Qualities[j] = maximization[j] ? 1 - qualities[j] : qualities[j];
707        }
708        IdealPoint.UpdateIdeal(childSolution.Qualities);
709        NadirPoint.UpdateNadir(childSolution.Qualities);
710        // TODO, KF -- For later usage when $lambda > 1$
711        childSolution.HypervolumeContribution = null;
712        childSolution.NondominanceRanking = null;
713        childSolution.Age = offSpringAge;
714        layerOffspringPopulation[counterLayerALPS][indexOffspring] = childSolution;
715        ++evaluatedSolutions;
716        indexOffspring += 1;
717      }
718      else {
719        // no crossover or mutation were applied, a child was not produced, do nothing
720      }
721
722
723      layerJointPopulation[counterLayerALPS] = new IDynamicALPSSolution[populationSize + lambda];
724      layerPopulation[counterLayerALPS].CopyTo(layerJointPopulation[counterLayerALPS], 0);
725      layerOffspringPopulation[counterLayerALPS].CopyTo(layerJointPopulation[counterLayerALPS], populationSize);
726
727      SmetricSelection(lambda, counterLayerALPS);   // SMS-EMOA
728      return evaluatedSolutions;
729    }
730
731
732
733
734
735
736      // Update the Pareto-front approximation set and scatter the solutions in PF approximation set.
737      protected ResultCollection UpdateParetoFronts(IDynamicALPSSolution[] solutions, double[] IdealPoint) {
738 
739
740      //var qualities = population.Select(x => Enumerable.Range(0, NadirPoint.Length).Select(i => x.Qualities[i] / NadirPoint[i]).ToArray()).ToArray();
741      var qualities = solutions.Select(x => x.Qualities).ToArray();
742      var maximization = Enumerable.Repeat(false, IdealPoint.Length).ToArray();                             // DynamicALPS minimizes everything internally
743      var pf = DominationCalculator<IDynamicALPSSolution>.CalculateBestParetoFront(solutions, qualities, maximization);
744
745      var pf2 = DominationCalculator<IDynamicALPSSolution>.CalculateAllParetoFronts(solutions, qualities, maximization, out int[] ranking);
746      var n = (int)EnumerableExtensions.BinomialCoefficient(IdealPoint.Length, 2);
747
748
749      // Struture hypervolume
750      // [0,0]:  Value of HV
751      // [0,1]:  PF size, $|PF|$
752      var hypervolumes = new DoubleMatrix(n == 1 ? 1 : n + 1, 2) { ColumnNames = new[] { "PF hypervolume", "PF size" } };
753
754
755      // HV calculation
756      // pf.Select(x => x.Item2): the "Item2" in var "pd"
757      // Enumerable.Repeat(1d, NadirPoint.Length).ToArray():     reference point
758      // maximization:   type of optimization problem:
759      //               True:  maximization problem
760      //               False: minimization problem
761      var reference = Enumerable.Repeat(double.MaxValue, maximization.Length).ToArray();
762      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
763        for (int i = 0; i < reference.Length; i++) {
764          reference[i] = 1.1 * reference[i];
765          if (reference[i] > 10000) {
766            reference[i] = 9999;          // set a upper bound for the reference point
767          }
768        }
769      }
770      else {
771        reference = ReferencePoint.ToArray();
772      }
773
774      var nondominated = NonDominatedSelect.GetDominatingVectors(pf.Select(x => x.Item2), reference, maximization, false);
775      hypervolumes[0, 0] = nondominated.Any() ? Hypervolume.Calculate(nondominated, reference, maximization) : int.MinValue;
776
777      //hypervolumes[0, 0] = Hypervolume.Calculate(pf.Select(x => x.Item2), reference, maximization);
778      hypervolumes[0, 1] = pf.Count;
779      Console.WriteLine("Current HV is", hypervolumes[0, 0]);
780
781      var elementNames = new List<string>() { "Pareto Front" };
782      var results = new ResultCollection();
783
784      ResultCollection innerResults;
785      if (results.ContainsKey("Hypervolume Analysis")) {
786        innerResults = (ResultCollection)results["Hypervolume Analysis"].Value;
787      }
788      else {
789        innerResults = new ResultCollection();
790        results.AddOrUpdateResult("Hypervolume Analysis", innerResults);
791      }
792
793      ScatterPlot sp;
794      if (IdealPoint.Length == 2) {
795        var points = pf.Select(x => new Point2D<double>(x.Item2[0], x.Item2[1]));
796        var r = OnlinePearsonsRCalculator.Calculate(points.Select(x => x.X), points.Select(x => x.Y), out OnlineCalculatorError error);
797        if (error != OnlineCalculatorError.None) { r = double.NaN; }
798        var resultName = "Pareto Front Analysis ";
799        if (!innerResults.ContainsKey(resultName)) {
800          sp = new ScatterPlot() {
801            //VisualProperties = {
802            //  XAxisMinimumAuto = true, XAxisMinimumFixedValue = 0d, XAxisMaximumAuto = false, XAxisMaximumFixedValue = 1d,
803            //  YAxisMinimumAuto = true, YAxisMinimumFixedValue = 0d, YAxisMaximumAuto = false, YAxisMaximumFixedValue = 1d
804            //}
805          };
806          sp.Rows.Add(new ScatterPlotDataRow(resultName, "", points) { VisualProperties = { PointSize = 8 } });
807          innerResults.AddOrUpdateResult(resultName, sp);
808        }
809        else {
810          sp = (ScatterPlot)innerResults[resultName].Value;
811          sp.Rows[resultName].Points.Replace(points);
812        }
813        sp.Name = $"Dimensions [0, 1], correlation: {r.ToString("N2")}";
814      }
815      else if (IdealPoint.Length > 2) {
816        var indices = Enumerable.Range(0, IdealPoint.Length).ToArray();
817        var visualProperties = new ScatterPlotDataRowVisualProperties { PointSize = 8, Color = Color.LightGray };
818        var combinations = indices.Combinations(2).ToArray();
819        var maximization2d = new[] { false, false };
820        var solutions2d = pf.Select(x => x.Item1).ToArray();
821        for (int i = 0; i < combinations.Length; ++i) {
822          var c = combinations[i].ToArray();
823
824          // calculate the hypervolume in the 2d coordinate space
825          var reference2d = new[] { 1d, 1d };
826          var qualities2d = pf.Select(x => new[] { x.Item2[c[0]], x.Item2[c[1]] }).ToArray();
827          var pf2d = DominationCalculator<IDynamicALPSSolution>.CalculateBestParetoFront(solutions2d, qualities2d, maximization2d);
828
829          hypervolumes[i + 1, 0] = pf2d.Count > 0 ? Hypervolume.Calculate(pf2d.Select(x => x.Item2), reference2d, maximization2d) : 0d;
830          hypervolumes[i + 1, 1] = pf2d.Count;
831
832          var resultName = $"Pareto Front Analysis [{c[0]}, {c[1]}]";
833          elementNames.Add(resultName);
834
835          var points = pf.Select(x => new Point2D<double>(x.Item2[c[0]], x.Item2[c[1]]));
836          var pf2dPoints = pf2d.Select(x => new Point2D<double>(x.Item2[0], x.Item2[1]));
837
838          if (!innerResults.ContainsKey(resultName)) {
839            sp = new ScatterPlot() {
840              VisualProperties = {
841                XAxisMinimumAuto = false, XAxisMinimumFixedValue = 0d, XAxisMaximumAuto = false, XAxisMaximumFixedValue = 1d,
842                YAxisMinimumAuto = false, YAxisMinimumFixedValue = 0d, YAxisMaximumAuto = false, YAxisMaximumFixedValue = 1d
843              }
844            };
845            sp.Rows.Add(new ScatterPlotDataRow("Pareto Front", "", points) { VisualProperties = visualProperties });
846            sp.Rows.Add(new ScatterPlotDataRow($"Pareto Front [{c[0]}, {c[1]}]", "", pf2dPoints) { VisualProperties = { PointSize = 10, Color = Color.OrangeRed } });
847            innerResults.AddOrUpdateResult(resultName, sp);
848          }
849          else {
850            sp = (ScatterPlot)innerResults[resultName].Value;
851            sp.Rows["Pareto Front"].Points.Replace(points);
852            sp.Rows[$"Pareto Front [{c[0]}, {c[1]}]"].Points.Replace(pf2dPoints);
853          }
854          var r = OnlinePearsonsRCalculator.Calculate(points.Select(x => x.X), points.Select(x => x.Y), out OnlineCalculatorError error);
855          var r2 = r * r;
856          sp.Name = $"Pareto Front [{c[0]}, {c[1]}], correlation: {r2.ToString("N2")}";
857        }
858      }
859      hypervolumes.RowNames = elementNames;
860      innerResults.AddOrUpdateResult("Hypervolumes", hypervolumes);
861
862      return results;
863    }
864
865    #region operator wiring and events
866    protected void ExecuteOperation(ExecutionContext executionContext, CancellationToken cancellationToken, IOperation operation) {
867      Stack<IOperation> executionStack = new Stack<IOperation>();
868      executionStack.Push(operation);
869      while (executionStack.Count > 0) {
870        cancellationToken.ThrowIfCancellationRequested();
871        IOperation next = executionStack.Pop();
872        if (next is OperationCollection) {
873          OperationCollection coll = (OperationCollection)next;
874          for (int i = coll.Count - 1; i >= 0; i--)
875            if (coll[i] != null) executionStack.Push(coll[i]);
876        }
877        else if (next is IAtomicOperation) {
878          IAtomicOperation op = (IAtomicOperation)next;
879          next = op.Operator.Execute((IExecutionContext)op, cancellationToken);
880          if (next != null) executionStack.Push(next);
881        }
882      }
883    }
884
885    protected virtual void UpdateAnalyzers() {
886      Analyzer.Operators.Clear();
887      if (Problem != null) {
888        foreach (IAnalyzer analyzer in Problem.Operators.OfType<IAnalyzer>()) {
889          foreach (IScopeTreeLookupParameter param in analyzer.Parameters.OfType<IScopeTreeLookupParameter>())
890            param.Depth = 1;
891          Analyzer.Operators.Add(analyzer, analyzer.EnabledByDefault);
892        }
893      }
894    }
895
896    private void UpdateCrossovers() {
897      ICrossover oldCrossover = CrossoverParameter.Value;
898      CrossoverParameter.ValidValues.Clear();
899      ICrossover defaultCrossover = Problem.Operators.OfType<ICrossover>().FirstOrDefault();
900
901      foreach (ICrossover crossover in Problem.Operators.OfType<ICrossover>().OrderBy(x => x.Name))
902        CrossoverParameter.ValidValues.Add(crossover);
903
904      if (oldCrossover != null) {
905        ICrossover crossover = CrossoverParameter.ValidValues.FirstOrDefault(x => x.GetType() == oldCrossover.GetType());
906        if (crossover != null) CrossoverParameter.Value = crossover;
907        else oldCrossover = null;
908      }
909      if (oldCrossover == null && defaultCrossover != null)
910        CrossoverParameter.Value = defaultCrossover;
911    }
912
913    private void UpdateMutators() {
914      IManipulator oldMutator = MutatorParameter.Value;
915      MutatorParameter.ValidValues.Clear();
916      IManipulator defaultMutator = Problem.Operators.OfType<IManipulator>().FirstOrDefault();
917
918      foreach (IManipulator mutator in Problem.Operators.OfType<IManipulator>().OrderBy(x => x.Name))
919        MutatorParameter.ValidValues.Add(mutator);
920
921      if (oldMutator != null) {
922        IManipulator mutator = MutatorParameter.ValidValues.FirstOrDefault(x => x.GetType() == oldMutator.GetType());
923        if (mutator != null) MutatorParameter.Value = mutator;
924        else oldMutator = null;
925      }
926
927      if (oldMutator == null && defaultMutator != null)
928        MutatorParameter.Value = defaultMutator;
929    }
930
931    protected override void OnProblemChanged() {
932      UpdateCrossovers();
933      UpdateMutators();
934      UpdateAnalyzers();
935      base.OnProblemChanged();
936    }
937
938    protected override void OnExecutionStateChanged() {
939      previousExecutionState = executionState;
940      executionState = ExecutionState;
941      base.OnExecutionStateChanged();
942    }
943
944    public void ClearState() {
945      solutions = null;
946      population = null;
947      offspringPopulation = null;
948      //jointPopulation = null;
949      lambda_moead = null;
950      neighbourhood = null;
951      if (executionContext != null && executionContext.Scope != null) {
952        executionContext.Scope.SubScopes.Clear();
953      }
954    }
955
956    protected override void OnStopped() {
957      ClearState();
958      base.OnStopped();
959    }
960    #endregion
961  }
962}
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