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source: branches/CMAES/HeuristicLab.Algorithms.CMAEvolutionStrategy/3.3/CMAOperators/CMALogweightedRecombinator.cs @ 9291

Last change on this file since 9291 was 9129, checked in by abeham, 12 years ago

#1961:

  • Changed CMA-ES to reference RealVector directly and work with that encoding only (separation of algorithm and encoding was not trivial to achieve)
  • Simplified operator graph (also improves performance)
  • Simplified strategy parameters (those used only during update are initialized in update)
  • Added many termination criteria (same as in Hansen's Java version)
  • Added different ways to calculate the mean (different weightings)
File size: 2.0 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2013 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.Persistence.Default.CompositeSerializers.Storable;
26using System;
27using System.Linq;
28
29namespace HeuristicLab.Algorithms.CMAEvolutionStrategy {
30  [Item("CMA Log-weighted Recombinator", "Calculates weighted mean based on a logarithmic increasing weights.")]
31  [StorableClass]
32  public class CMALogweightedRecombinator : CMARecombinator {
33
34    [StorableConstructor]
35    protected CMALogweightedRecombinator(bool deserializing) : base(deserializing) { }
36    protected CMALogweightedRecombinator(CMALogweightedRecombinator original, Cloner cloner) : base(original, cloner) { }
37    public CMALogweightedRecombinator() : base() { }
38
39    public override IDeepCloneable Clone(Cloner cloner) {
40      return new CMALogweightedRecombinator(this, cloner);
41    }
42
43    protected override DoubleArray GetWeights(int mu) {
44      var weights = new DoubleArray(mu);
45      for (int i = 0; i < mu; i++) weights[i] = Math.Log((mu + 1.0) / (i + 1.0));
46      var sum = weights.Sum();
47      for (int i = 0; i < mu; i++) weights[i] /= sum;
48      return weights;
49    }
50  }
51}
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