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source: branches/CMAES/HeuristicLab.Algorithms.CMAEvolutionStrategy/3.3/CMAEvolutionStrategyMainLoop.cs @ 9115

Last change on this file since 9115 was 9115, checked in by abeham, 12 years ago

#1961: Added CMA-ES branch
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1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2012 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
22using HeuristicLab.Common;
23using HeuristicLab.Core;
24using HeuristicLab.Data;
25using HeuristicLab.Operators;
26using HeuristicLab.Optimization.Operators;
27using HeuristicLab.Parameters;
28using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
29using HeuristicLab.Selection;
30
31namespace HeuristicLab.Algorithms.CMAEvolutionStrategy {
32  [Item("CMAEvolutionStrategyMainLoop", "An operator which represents the main loop of a CMA evolution strategy.")]
33  [StorableClass]
34  public sealed class CMAEvolutionStrategyMainLoop : AlgorithmOperator {
35    #region Parameter properties
36    public IValueLookupParameter<IRandom> RandomParameter {
37      get { return (IValueLookupParameter<IRandom>)Parameters["Random"]; }
38    }
39    public IValueLookupParameter<BoolValue> MaximizationParameter {
40      get { return (IValueLookupParameter<BoolValue>)Parameters["Maximization"]; }
41    }
42    public IScopeTreeLookupParameter<DoubleValue> QualityParameter {
43      get { return (IScopeTreeLookupParameter<DoubleValue>)Parameters["Quality"]; }
44    }
45    public IValueLookupParameter<DoubleValue> BestKnownQualityParameter {
46      get { return (IValueLookupParameter<DoubleValue>)Parameters["BestKnownQuality"]; }
47    }
48    public IValueLookupParameter<IntValue> PopulationSizeParameter {
49      get { return (IValueLookupParameter<IntValue>)Parameters["PopulationSize"]; }
50    }
51    public IValueLookupParameter<IntValue> MaximumGenerationsParameter {
52      get { return (IValueLookupParameter<IntValue>)Parameters["MaximumGenerations"]; }
53    }
54    public IValueLookupParameter<IntValue> MaximumEvaluatedSolutionsParameter {
55      get { return (IValueLookupParameter<IntValue>)Parameters["MaximumEvaluatedSolutions"]; }
56    }
57    public IValueLookupParameter<IOperator> MutatorParameter {
58      get { return (IValueLookupParameter<IOperator>)Parameters["Mutator"]; }
59    }
60    public IValueLookupParameter<IOperator> RecombinatorParameter {
61      get { return (IValueLookupParameter<IOperator>)Parameters["Recombinator"]; }
62    }
63    public IValueLookupParameter<IOperator> EvaluatorParameter {
64      get { return (IValueLookupParameter<IOperator>)Parameters["Evaluator"]; }
65    }
66    public IValueLookupParameter<VariableCollection> ResultsParameter {
67      get { return (IValueLookupParameter<VariableCollection>)Parameters["Results"]; }
68    }
69    public IValueLookupParameter<IOperator> AnalyzerParameter {
70      get { return (IValueLookupParameter<IOperator>)Parameters["Analyzer"]; }
71    }
72    public ILookupParameter<IntValue> EvaluatedSolutionsParameter {
73      get { return (ILookupParameter<IntValue>)Parameters["EvaluatedSolutions"]; }
74    }
75    public ILookupParameter<IntValue> GenerationsParameter {
76      get { return (ILookupParameter<IntValue>)Parameters["Generations"]; }
77    }
78    public ILookupParameter<IntValue> MuParameter {
79      get { return (ILookupParameter<IntValue>)Parameters["Mu"]; }
80    }
81    public IValueLookupParameter<IOperator> CMAESUpdaterParameter {
82      get { return (IValueLookupParameter<IOperator>)Parameters["CMAESUpdater"]; }
83    }
84    #endregion
85
86    [StorableConstructor]
87    private CMAEvolutionStrategyMainLoop(bool deserializing) : base(deserializing) { }
88    private CMAEvolutionStrategyMainLoop(CMAEvolutionStrategyMainLoop original, Cloner cloner)
89      : base(original, cloner) {
90    }
91    public override IDeepCloneable Clone(Cloner cloner) {
92      return new CMAEvolutionStrategyMainLoop(this, cloner);
93    }
94    public CMAEvolutionStrategyMainLoop()
95      : base() {
96      Initialize();
97    }
98
99    private void Initialize() {
100      #region Create parameters
101      Parameters.Add(new ValueLookupParameter<IRandom>("Random", "A pseudo random number generator."));
102      Parameters.Add(new ValueLookupParameter<BoolValue>("Maximization", "True if the problem is a maximization problem, otherwise false."));
103      Parameters.Add(new ScopeTreeLookupParameter<DoubleValue>("Quality", "The value which represents the quality of a solution."));
104      Parameters.Add(new ValueLookupParameter<DoubleValue>("BestKnownQuality", "The best known quality value found so far."));
105      Parameters.Add(new ValueLookupParameter<IntValue>("PopulationSize", "λ (lambda) - the size of the population."));
106      Parameters.Add(new ValueLookupParameter<IntValue>("MaximumGenerations", "The maximum number of generations which should be processed."));
107      Parameters.Add(new ValueLookupParameter<IntValue>("MaximumEvaluatedSolutions", "The maximum number of evaluated solutions that should be computed."));
108      Parameters.Add(new ValueLookupParameter<IOperator>("Mutator", "The operator used to mutate solutions."));
109      Parameters.Add(new ValueLookupParameter<IOperator>("Recombinator", "The operator used to cross solutions."));
110      Parameters.Add(new ValueLookupParameter<IOperator>("Evaluator", "The operator used to evaluate solutions. This operator is executed in parallel, if an engine is used which supports parallelization."));
111      Parameters.Add(new ValueLookupParameter<VariableCollection>("Results", "The variable collection where results should be stored."));
112      Parameters.Add(new ValueLookupParameter<IOperator>("Analyzer", "The operator used to analyze each generation."));
113      Parameters.Add(new LookupParameter<IntValue>("EvaluatedSolutions", "The number of times solutions have been evaluated."));
114      Parameters.Add(new LookupParameter<IntValue>("Generations", "The current generation that is being processed."));
115      Parameters.Add(new LookupParameter<IntValue>("Mu", "The number of offspring considered for updating of the strategy parameters."));
116      Parameters.Add(new ValueLookupParameter<IOperator>("CMAESUpdater", "The operator to update the strategy parameters."));
117      #endregion
118
119      #region Create operators
120      var analyzer = new Placeholder();
121      var selector = new LeftSelector();
122      var ssp1 = new SubScopesProcessor();
123      var eo1 = new EmptyOperator();
124      var childrenCreator = new ChildrenCreator();
125      var ssp2 = new SubScopesProcessor();
126      var ussp1 = new UniformSubScopesProcessor();
127      var mutator = new Placeholder();
128      var ussp2 = new UniformSubScopesProcessor();
129      var evaluator1 = new Placeholder();
130      var evaluationsCounter = new IntCounter();
131      var sorter = new SubScopesSorter();
132      var selector2 = new LeftSelector();
133      var reducer2 = new RightReducer();
134      var recombinator = new Placeholder();
135      var evaluator2 = new Placeholder();
136      var updater = new Placeholder();
137      var reducer1 = new RightReducer();
138      var ssp3 = new SubScopesProcessor();
139      var subScopesRemover = new SubScopesRemover();
140      var generationsCounter = new IntCounter();
141      var comparatorEvaluations = new Comparator();
142      var branchEvaluations = new ConditionalBranch();
143      var comparatorGenerations = new Comparator();
144      var branchGenerations = new ConditionalBranch();
145      var analyzer2 = new Placeholder();
146
147      analyzer.Name = "Analyzer (placeholder)";
148      analyzer.OperatorParameter.ActualName = AnalyzerParameter.Name;
149
150      selector.CopySelected = new BoolValue(true);
151      selector.NumberOfSelectedSubScopesParameter.ActualName = PopulationSizeParameter.Name;
152
153      childrenCreator.ParentsPerChild = null;
154      childrenCreator.ParentsPerChildParameter.ActualName = PopulationSizeParameter.Name;
155
156      ussp1.Name = "Mutate Offspring";
157      ussp1.Parallel = new BoolValue(false);
158
159      mutator.Name = "Mutator (placeholder)";
160      mutator.OperatorParameter.ActualName = MutatorParameter.Name;
161
162      ussp2.Name = "Evaluate Offspring";
163      ussp2.Parallel = new BoolValue(true);
164
165      evaluator1.Name = "Evaluator (placeholder)";
166      evaluator1.OperatorParameter.ActualName = EvaluatorParameter.Name;
167
168      evaluationsCounter.Name = "Count EvaluatedSolutions";
169      evaluationsCounter.Increment = null;
170      evaluationsCounter.IncrementParameter.ActualName = PopulationSizeParameter.Name;
171
172      sorter.Name = "Sort Scopes";
173      sorter.ValueParameter.ActualName = QualityParameter.Name;
174      sorter.ValueParameter.Depth = 1;
175      sorter.DescendingParameter.ActualName = MaximizationParameter.Name;
176
177      selector2.NumberOfSelectedSubScopesParameter.ActualName = MuParameter.Name;
178      selector2.CopySelected = new BoolValue(false);
179
180      reducer2.Name = "Drop Worst";
181
182      recombinator.Name = "Update Mean (placeholder)";
183      recombinator.OperatorParameter.ActualName = RecombinatorParameter.Name;
184
185      evaluator2.Name = "Evaluator (placeholder)";
186      evaluator2.OperatorParameter.ActualName = EvaluatorParameter.Name;
187
188      updater.Name = "Update Strategy Parameters";
189      updater.OperatorParameter.ActualName = CMAESUpdaterParameter.Name;
190
191      reducer1.Name = "Move to new mean";
192
193      ssp3.Name = "Cleanup";
194
195      subScopesRemover.Name = "Drop Best Offspring";
196      subScopesRemover.RemoveAllSubScopes = true;
197
198      generationsCounter.Name = "Generations++";
199      generationsCounter.Increment = new IntValue(1);
200      generationsCounter.ValueParameter.ActualName = "Generations";
201
202      comparatorEvaluations.Name = "Compare EvaluatedSolutions";
203      comparatorEvaluations.Comparison = new Comparison(ComparisonType.GreaterOrEqual);
204      comparatorEvaluations.LeftSideParameter.ActualName = "EvaluatedSolutions";
205      comparatorEvaluations.ResultParameter.ActualName = "Terminate";
206      comparatorEvaluations.RightSideParameter.ActualName = MaximumEvaluatedSolutionsParameter.Name;
207
208      branchEvaluations.Name = "Terminate on MaximumEvaluations";
209      branchEvaluations.ConditionParameter.ActualName = "Terminate";
210
211      comparatorGenerations.Name = "Compare Generations";
212      comparatorGenerations.Comparison = new Comparison(ComparisonType.GreaterOrEqual);
213      comparatorGenerations.LeftSideParameter.ActualName = "Generations";
214      comparatorGenerations.ResultParameter.ActualName = "Terminate";
215      comparatorGenerations.RightSideParameter.ActualName = MaximumGenerationsParameter.Name;
216
217      branchGenerations.Name = "Terminate on MaximumGenerations";
218      branchGenerations.ConditionParameter.ActualName = "Terminate";
219
220      analyzer2.Name = "Analyzer (Placeholder)";
221      analyzer2.OperatorParameter.ActualName = AnalyzerParameter.Name;
222      #endregion
223
224      #region Create operator graph
225      OperatorGraph.InitialOperator = analyzer;
226      analyzer.Successor = selector;
227      selector.Successor = ssp1;
228      ssp1.Operators.Add(eo1);
229      ssp1.Operators.Add(childrenCreator);
230      ssp1.Successor = generationsCounter;
231      eo1.Successor = null;
232      childrenCreator.Successor = ssp2;
233      ssp2.Operators.Add(ussp1);
234      ssp2.Successor = null;
235      ussp1.Operator = mutator;
236      ussp1.Successor = ussp2;
237      mutator.Successor = null;
238      ussp2.Operator = evaluator1;
239      ussp2.Successor = evaluationsCounter;
240      evaluator1.Successor = null;
241      evaluationsCounter.Successor = sorter;
242      sorter.Successor = selector2;
243      selector2.Successor = reducer2;
244      reducer2.Successor = recombinator;
245      recombinator.Successor = evaluator2;
246      evaluator2.Successor = null;
247      generationsCounter.Successor = updater;
248      updater.Successor = reducer1;
249      reducer1.Successor = ssp3;
250      ssp3.Operators.Add(subScopesRemover);
251      ssp3.Successor = comparatorEvaluations;
252      subScopesRemover.Successor = null;
253      comparatorEvaluations.Successor = branchEvaluations;
254      branchEvaluations.FalseBranch = comparatorGenerations;
255      branchEvaluations.TrueBranch = analyzer2;
256      branchEvaluations.Successor = null;
257      comparatorGenerations.Successor = branchGenerations;
258      branchGenerations.FalseBranch = analyzer;
259      branchGenerations.TrueBranch = analyzer2;
260      branchGenerations.Successor = null;
261      analyzer2.Successor = null;
262      #endregion
263    }
264
265    public override IOperation Apply() {
266      if (MutatorParameter.ActualValue == null || RecombinatorParameter.ActualValue == null)
267        return null;
268      return base.Apply();
269    }
270  }
271}
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