[5516] | 1 | #region License Information
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| 2 | /* HeuristicLab
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| 3 | * Copyright (C) 2002-2011 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 HeuristicLab.Common;
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| 24 | using HeuristicLab.Core;
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| 25 | using HeuristicLab.Data;
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| 26 | using HeuristicLab.Operators;
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| 27 | using HeuristicLab.Optimization;
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| 28 | using HeuristicLab.Optimization.Operators;
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| 29 | using HeuristicLab.Parameters;
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| 30 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 31 | using HeuristicLab.Problems.TestFunctions;
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| 32 | using HeuristicLab.Random;
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| 33 |
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| 34 | namespace HeuristicLab.Algorithms.GradientDescent {
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| 35 | /// <summary>
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| 36 | /// Linear regression data analysis algorithm.
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| 37 | /// </summary>
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| 38 | [Item("Levenberg Marquardt", "Levenberg Marquardt real vector optimization algorithm.")]
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| 39 | [Creatable("Algorithms")]
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| 40 | [StorableClass]
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| 41 | public sealed class LevenbergMarquardt : EngineAlgorithm, IStorableContent {
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| 42 | public string Filename { get; set; }
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| 43 |
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| 44 | public override Type ProblemType {
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| 45 | get { return typeof(SingleObjectiveTestFunctionProblem); }
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| 46 | }
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| 47 | public new SingleObjectiveTestFunctionProblem Problem {
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| 48 | get { return (SingleObjectiveTestFunctionProblem)base.Problem; }
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| 49 | set { base.Problem = value; }
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| 50 | }
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| 51 |
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| 52 | private ValueParameter<IntValue> SeedParameter {
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| 53 | get { return (ValueParameter<IntValue>)Parameters["Seed"]; }
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| 54 | }
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| 55 | private ValueParameter<BoolValue> SetSeedRandomlyParameter {
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| 56 | get { return (ValueParameter<BoolValue>)Parameters["SetSeedRandomly"]; }
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| 57 | }
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| 58 |
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| 59 | public IntValue Seed {
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| 60 | get { return SeedParameter.Value; }
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| 61 | set { SeedParameter.Value = value; }
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| 62 | }
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| 63 | public BoolValue SetSeedRandomly {
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| 64 | get { return SetSeedRandomlyParameter.Value; }
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| 65 | set { SetSeedRandomlyParameter.Value = value; }
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| 66 | }
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| 67 |
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| 68 | private RandomCreator RandomCreator {
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| 69 | get { return (RandomCreator)OperatorGraph.InitialOperator; }
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| 70 | }
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| 71 | private SolutionsCreator SolutionsCreator {
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| 72 | get { return (SolutionsCreator)RandomCreator.Successor; }
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| 73 | }
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| 74 |
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| 75 | #region storing and cloning
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| 76 | [StorableConstructor]
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| 77 | private LevenbergMarquardt(bool deserializing) : base(deserializing) { }
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| 78 | private LevenbergMarquardt(LevenbergMarquardt original, Cloner cloner)
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| 79 | : base(original, cloner) {
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| 80 | Initialize();
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| 81 | }
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| 82 | public override IDeepCloneable Clone(Cloner cloner) {
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| 83 | return new LevenbergMarquardt(this, cloner);
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| 84 | }
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| 85 | #endregion
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| 86 |
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| 87 | public LevenbergMarquardt()
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| 88 | : base() {
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| 89 | Parameters.Add(new ValueParameter<IntValue>("Seed", "The random seed used to initialize the new pseudo random number generator.", new IntValue(0)));
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| 90 | Parameters.Add(new ValueParameter<BoolValue>("SetSeedRandomly", "True if the random seed should be set to a random value, otherwise false.", new BoolValue(true)));
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| 91 |
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| 92 |
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| 93 | RandomCreator randomCreator = new RandomCreator();
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| 94 | SolutionsCreator solutionsCreator = new SolutionsCreator();
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| 95 | UniformSubScopesProcessor subscopesProcessor = new UniformSubScopesProcessor();
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| 96 | LevenbergMarquardtMove moveCreator = new LevenbergMarquardtMove();
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| 97 | OperatorGraph.InitialOperator = randomCreator;
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| 98 |
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| 99 | randomCreator.RandomParameter.ActualName = "Random";
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| 100 | randomCreator.SeedParameter.ActualName = SeedParameter.Name;
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| 101 | randomCreator.SeedParameter.Value = null;
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| 102 | randomCreator.SetSeedRandomlyParameter.ActualName = SetSeedRandomlyParameter.Name;
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| 103 | randomCreator.SetSeedRandomlyParameter.Value = null;
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| 104 | randomCreator.Successor = solutionsCreator;
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| 105 |
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| 106 | solutionsCreator.NumberOfSolutionsParameter.Value = new IntValue(1);
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| 107 | solutionsCreator.Successor = subscopesProcessor;
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| 108 |
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| 109 | subscopesProcessor.Operator = moveCreator;
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| 110 | }
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| 111 |
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| 112 | public override void Prepare() {
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| 113 | if (Problem != null) base.Prepare();
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| 114 | }
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| 115 |
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| 116 | protected override void Problem_Reset(object sender, EventArgs e) {
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| 117 | base.Problem_Reset(sender, e);
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| 118 | }
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| 119 |
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| 120 | protected override void OnProblemChanged() {
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| 121 | Problem.Reset += new EventHandler(Problem_Reset);
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| 122 | base.OnProblemChanged();
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| 123 | }
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| 124 |
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| 125 | protected override void Problem_SolutionCreatorChanged(object sender, EventArgs e) {
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| 126 | SolutionsCreator.NumberOfSolutionsParameter.Value = new IntValue(1);
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| 127 | base.Problem_SolutionCreatorChanged(sender, e);
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| 128 | }
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| 129 |
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| 130 |
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| 131 | private void Initialize() {
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| 132 |
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| 133 | }
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| 134 | }
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| 135 | }
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