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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58 | private DoubleMatrix sigmaBounds;
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59 | public DoubleMatrix SigmaBounds {
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60 | get { return sigmaBounds; }
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61 | set {
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62 | if (sigmaBounds == value) return;
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63 | sigmaBounds = value;
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64 | OnPropertyChanged("SigmaBounds");
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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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261 | this.bDz = cloner.Clone(original.bDz);
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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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265 | this.cc = cloner.Clone(original.cc);
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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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269 | this.damps = cloner.Clone(original.damps);
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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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277 | this.sigmaBounds = cloner.Clone(original.sigmaBounds);
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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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