[9118] | 1 | #region License Information
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| 2 | /* HeuristicLab
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| 3 | * Copyright (C) 2002-2013 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 HeuristicLab.Common;
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| 23 | using HeuristicLab.Core;
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| 24 | using HeuristicLab.Data;
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| 25 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 26 | using System;
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| 27 | using System.ComponentModel;
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| 28 | using System.Linq;
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| 29 |
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| 30 | namespace HeuristicLab.Encodings.RealVectorEncoding {
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| 31 | [Item("CMAES Strategy Parameters", "CMA-ES controls many strategy parameters that guide the search and which are combined in this class.")]
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| 32 | [StorableClass]
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| 33 | public sealed class CMAParameters : Item, INotifyPropertyChanged {
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| 34 |
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| 35 | [Storable]
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| 36 | private DoubleValue axisRatio;
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| 37 | public DoubleValue AxisRatio {
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| 38 | get { return axisRatio; }
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| 39 | set {
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| 40 | if (axisRatio == value) return;
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| 41 | axisRatio = value;
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| 42 | OnPropertyChanged("AxisRatio");
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| 43 | }
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| 44 | }
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| 45 |
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| 46 | [Storable]
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| 47 | private DoubleValue sigma;
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| 48 | public DoubleValue Sigma {
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| 49 | get { return sigma; }
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| 50 | set {
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| 51 | if (sigma == value) return;
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| 52 | sigma = value;
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| 53 | OnPropertyChanged("Sigma");
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| 54 | }
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| 55 | }
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| 56 |
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| 57 | [Storable]
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[9121] | 58 | private DoubleMatrix sigmaBounds;
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| 59 | public DoubleMatrix SigmaBounds {
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| 60 | get { return sigmaBounds; }
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[9118] | 61 | set {
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[9121] | 62 | if (sigmaBounds == value) return;
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| 63 | sigmaBounds = value;
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| 64 | OnPropertyChanged("SigmaBounds");
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[9118] | 65 | }
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| 66 | }
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| 67 |
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| 68 | [Storable]
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| 69 | private IntValue mu;
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| 70 | public IntValue Mu {
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| 71 | get { return mu; }
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| 72 | set {
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| 73 | if (mu == value) return;
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| 74 | mu = value;
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| 75 | OnPropertyChanged("Mu");
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| 76 | }
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| 77 | }
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| 78 |
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| 79 | [Storable]
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| 80 | private DoubleArray weights;
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| 81 | public DoubleArray Weights {
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| 82 | get { return weights; }
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| 83 | set {
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| 84 | if (weights == value) return;
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| 85 | weights = value;
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| 86 | OnPropertyChanged("Weights");
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| 87 | }
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| 88 | }
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| 89 |
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| 90 | [Storable]
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| 91 | private DoubleValue muEff;
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| 92 | public DoubleValue MuEff {
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| 93 | get { return muEff; }
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| 94 | set {
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| 95 | if (muEff == value) return;
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| 96 | muEff = value;
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| 97 | OnPropertyChanged("MuEff");
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| 98 | }
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| 99 | }
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| 100 |
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| 101 | [Storable]
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| 102 | private DoubleValue cc;
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| 103 | public DoubleValue CC {
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| 104 | get { return cc; }
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| 105 | set {
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| 106 | if (cc == value) return;
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| 107 | cc = value;
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| 108 | OnPropertyChanged("CC");
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| 109 | }
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| 110 | }
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| 111 |
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| 112 | [Storable]
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| 113 | private DoubleValue cs;
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| 114 | public DoubleValue CS {
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| 115 | get { return cs; }
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| 116 | set {
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| 117 | if (cs == value) return;
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| 118 | cs = value;
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| 119 | OnPropertyChanged("CS");
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| 120 | }
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| 121 | }
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| 122 |
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| 123 | [Storable]
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| 124 | private DoubleValue damps;
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| 125 | public DoubleValue Damps {
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| 126 | get { return damps; }
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| 127 | set {
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| 128 | if (damps == value) return;
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| 129 | damps = value;
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| 130 | OnPropertyChanged("Damps");
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| 131 | }
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| 132 | }
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| 133 |
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| 134 | [Storable]
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| 135 | private DoubleValue muCov;
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| 136 | public DoubleValue MuCov {
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| 137 | get { return muCov; }
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| 138 | set {
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| 139 | if (muCov == value) return;
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| 140 | muCov = value;
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| 141 | OnPropertyChanged("MuCov");
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| 142 | }
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| 143 | }
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| 144 |
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| 145 | [Storable]
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| 146 | private DoubleValue cCov;
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| 147 | public DoubleValue CCov {
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| 148 | get { return cCov; }
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| 149 | set {
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| 150 | if (cCov == value) return;
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| 151 | cCov = value;
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| 152 | OnPropertyChanged("CCov");
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| 153 | }
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| 154 | }
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| 155 |
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| 156 | [Storable]
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| 157 | private DoubleValue cCovSep;
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| 158 | public DoubleValue CCovSep {
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| 159 | get { return cCovSep; }
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| 160 | set {
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| 161 | if (cCovSep == value) return;
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| 162 | cCovSep = value;
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| 163 | OnPropertyChanged("CCovSep");
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| 164 | }
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| 165 | }
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| 166 |
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| 167 | [Storable]
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| 168 | private DoubleArray pc;
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| 169 | public DoubleArray PC {
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| 170 | get { return pc; }
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| 171 | set {
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| 172 | if (pc == value) return;
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| 173 | pc = value;
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| 174 | OnPropertyChanged("PC");
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| 175 | }
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| 176 | }
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| 177 |
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| 178 | [Storable]
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| 179 | private DoubleArray ps;
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| 180 | public DoubleArray PS {
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| 181 | get { return ps; }
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| 182 | set {
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| 183 | if (ps == value) return;
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| 184 | ps = value;
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| 185 | OnPropertyChanged("PS");
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| 186 | }
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| 187 | }
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| 188 |
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| 189 | [Storable]
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| 190 | private DoubleMatrix b;
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| 191 | public DoubleMatrix B {
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| 192 | get { return b; }
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| 193 | set {
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| 194 | if (b == value) return;
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| 195 | b = value;
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| 196 | OnPropertyChanged("B");
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| 197 | }
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| 198 | }
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| 199 |
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| 200 | [Storable]
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| 201 | private DoubleArray d;
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| 202 | public DoubleArray D {
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| 203 | get { return d; }
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| 204 | set {
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| 205 | if (d == value) return;
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| 206 | d = value;
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| 207 | OnPropertyChanged("D");
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| 208 | }
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| 209 | }
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| 210 |
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| 211 | [Storable]
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| 212 | private DoubleMatrix c;
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| 213 | public DoubleMatrix C {
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| 214 | get { return c; }
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| 215 | set {
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| 216 | if (c == value) return;
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| 217 | c = value;
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| 218 | OnPropertyChanged("C");
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| 219 | }
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| 220 | }
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| 221 |
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| 222 | [Storable]
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| 223 | private DoubleArray bDz;
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| 224 | public DoubleArray BDz {
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| 225 | get { return bDz; }
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| 226 | set {
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| 227 | if (bDz == value) return;
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| 228 | bDz = value;
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| 229 | OnPropertyChanged("BDz");
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| 230 | }
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| 231 | }
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| 232 |
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| 233 | [Storable]
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| 234 | private DoubleValue chiN;
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| 235 | public DoubleValue ChiN {
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| 236 | get { return chiN; }
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| 237 | set {
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| 238 | if (chiN == value) return;
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| 239 | chiN = value;
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| 240 | OnPropertyChanged("ChiN");
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| 241 | }
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| 242 | }
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| 243 |
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| 244 | [Storable]
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| 245 | private IntValue initialIterations;
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| 246 | public IntValue InitialIterations {
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| 247 | get { return initialIterations; }
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| 248 | set {
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| 249 | if (initialIterations == value) return;
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| 250 | initialIterations = value;
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| 251 | OnPropertyChanged("InitialIterations");
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| 252 | }
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| 253 | }
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| 254 |
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| 255 | [StorableConstructor]
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| 256 | private CMAParameters(bool deserializing) : base(deserializing) { }
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| 257 | private CMAParameters(CMAParameters original, Cloner cloner)
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| 258 | : base(original, cloner) {
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| 259 | this.axisRatio = cloner.Clone(original.axisRatio);
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| 260 | this.b = cloner.Clone(original.b);
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[9121] | 261 | this.bDz = cloner.Clone(original.bDz);
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[9118] | 262 | this.c = cloner.Clone(original.c);
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| 263 | this.cCov = cloner.Clone(original.cCov);
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| 264 | this.cCovSep = cloner.Clone(original.cCovSep);
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[9121] | 265 | this.cc = cloner.Clone(original.cc);
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[9118] | 266 | this.chiN = cloner.Clone(original.chiN);
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| 267 | this.cs = cloner.Clone(original.cs);
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| 268 | this.d = cloner.Clone(original.d);
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[9121] | 269 | this.damps = cloner.Clone(original.damps);
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[9118] | 270 | this.initialIterations = cloner.Clone(original.initialIterations);
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| 271 | this.mu = cloner.Clone(original.mu);
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| 272 | this.muCov = cloner.Clone(original.muCov);
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| 273 | this.muEff = cloner.Clone(original.muEff);
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| 274 | this.pc = cloner.Clone(original.pc);
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| 275 | this.ps = cloner.Clone(original.ps);
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| 276 | this.sigma = cloner.Clone(original.sigma);
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[9121] | 277 | this.sigmaBounds = cloner.Clone(original.sigmaBounds);
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[9118] | 278 | this.weights = cloner.Clone(original.weights);
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| 279 | }
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| 280 | public CMAParameters() { }
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| 281 | public CMAParameters(int dimension, int lambda) {
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| 282 | SetDefaults(dimension, lambda);
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| 283 | }
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| 284 |
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| 285 | private void SetDefaults(int N, int lambda) {
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| 286 | ChiN = new DoubleValue(Math.Sqrt(N) * (1.0 - 1.0 / (4.0 * N) + 1.0 / (21.0 * N * N)));
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| 287 | Mu = new IntValue((int)Math.Floor(lambda / 2.0));
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| 288 |
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| 289 | var w = new double[Mu.Value];
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| 290 | for (int i = 0; i < Mu.Value; i++)
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| 291 | w[i] = (Math.Log(Mu.Value + 1) - Math.Log(i + 1));
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| 292 |
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| 293 | var sum = w.Sum();
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| 294 | for (int i = 0; i < w.Length; i++) w[i] /= sum;
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| 295 |
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| 296 | Weights = new DoubleArray(w);
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| 297 | MuEff = new DoubleValue(1.0 / Weights.Sum(x => x * x));
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| 298 | CS = new DoubleValue((MuEff.Value + 2) / (N + MuEff.Value + 3));
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| 299 | Damps = new DoubleValue(2 * Math.Max(0, Math.Sqrt((MuEff.Value - 1) / (N + 1)) - 1)
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| 300 | * Math.Max(0.3, 1 - N / (1e-6 + /*TODO earliest stop (MaxGen)*/ 1000))
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| 301 | + CS.Value + 1);
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| 302 | CC = new DoubleValue(4.0 / (N + 4));
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| 303 | MuCov = new DoubleValue(MuEff.Value);
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| 304 | CCov = new DoubleValue(2.0 / ((N + 1.41) * (N + 1.41) * MuCov.Value)
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| 305 | + (1 - (1.0 / MuCov.Value)) * Math.Min(1, (2 * MuEff.Value - 1) / (MuEff.Value + (N + 2) * (N + 2))));
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| 306 | CCovSep = new DoubleValue(Math.Min(1, CCov.Value * (N + 1.5) / 3));
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| 307 | }
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| 308 |
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| 309 | public override IDeepCloneable Clone(Cloner cloner) {
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| 310 | return new CMAParameters(this, cloner);
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| 311 | }
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| 312 |
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| 313 | public event PropertyChangedEventHandler PropertyChanged;
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| 314 | private void OnPropertyChanged(string name) {
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| 315 | var handler = PropertyChanged;
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| 316 | if (handler != null) handler(this, new PropertyChangedEventArgs(name));
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| 317 | }
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| 318 | }
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| 319 | }
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