#region License Information /* HeuristicLab * Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL) * * This file is part of HeuristicLab. * * HeuristicLab is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * HeuristicLab is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with HeuristicLab. If not, see . */ #endregion using System; using System.Threading; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Encodings.RealVectorEncoding; using HeuristicLab.Optimization; using HeuristicLab.Parameters; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; using HeuristicLab.Problems.DataAnalysis; namespace HeuristicLab.Algorithms.EGO { /// /// A base class for operators that manipulate real-valued vectors. /// [Item("InfillSolver", "A RealVectorCreator that creates candidates by optimizing an infill-subproblem")] [StorableClass] public class InfillSolver : RealVectorCreator, ICancellableOperator { public ILookupParameter InfillOptimizationAlgorithmParamter => (ILookupParameter)Parameters["InfillAlgorithm"]; public ILookupParameter ModelParameter => (ILookupParameter)Parameters["Model"]; public ILookupParameter MaximizationParameter => (ILookupParameter)Parameters["Maximization"]; public ILookupParameter RemoveDuplicatesParameter => (ILookupParameter)Parameters["RemoveDuplicates"]; public IFixedValueParameter DuplicateCutoffParameter => (IFixedValueParameter)Parameters["Duplicates Cutoff"]; public ILookupParameter InfillBoundsParameter => (ILookupParameter)Parameters["InfillBounds"]; public CancellationToken Cancellation { get; set; } [StorableConstructor] protected InfillSolver(bool deserializing) : base(deserializing) { } protected InfillSolver(InfillSolver original, Cloner cloner) : base(original, cloner) { } public InfillSolver() { Parameters.Add(new LookupParameter("InfillAlgorithm", "The algorithm used to optimize the infill problem") { Hidden = true }); Parameters.Add(new LookupParameter("Model", "The RegressionSolution upon which the InfillProblem operates") { Hidden = true }); Parameters.Add(new LookupParameter("Maximization", "Whether the original problem is a maximization problem") { Hidden = true }); Parameters.Add(new LookupParameter("RemoveDuplicates", "Whether duplicates shall be removed") { Hidden = true }); Parameters.Add(new FixedValueParameter("Duplicates Cutoff", "The cut off radius for", new DoubleValue(0.01)) { Hidden = false }); Parameters.Add(new LookupParameter("InfillBounds", "The bounds applied for infill solving") { Hidden = true }); } public override IDeepCloneable Clone(Cloner cloner) { return new InfillSolver(this, cloner); } protected override RealVector Create(IRandom random, IntValue length, DoubleMatrix bounds) { var infillBounds = InfillBoundsParameter.ActualValue; if (infillBounds != null && infillBounds.Rows > 0) { bounds = infillBounds; } var alg = InfillOptimizationAlgorithmParamter.ActualValue; var model = ModelParameter.ActualValue; var max = MaximizationParameter.ActualValue.Value; var res = OptimizeInfillProblem(alg, model, max, bounds, length.Value, random); var rad = DuplicateCutoffParameter.Value.Value; if (!RemoveDuplicatesParameter.ActualValue.Value || !(GetMinDifference(model.ProblemData.Dataset, res) < rad * rad)) return res; for (var i = 0; i < res.Length; i++) res[i] += random.NextDouble() * rad * 2; return res; } private RealVector OptimizeInfillProblem(IAlgorithm algorithm, IRegressionSolution model, bool maximization, DoubleMatrix bounds, int length, IRandom random) { var infillProblem = algorithm.Problem as InfillProblem; if (infillProblem == null) throw new ArgumentException("The algortihm has no InfillProblem to solve"); infillProblem.Encoding.Length = length; infillProblem.Encoding.Bounds = bounds; infillProblem.Initialize(model, maximization); var res = EgoUtilities.SyncRunSubAlgorithm(algorithm, random.Next(int.MaxValue), Cancellation); var v = res[InfillProblem.BestInfillSolutionResultName].Value as RealVector; algorithm.Runs.Clear(); return v; } private static double GetMinDifference(IDataset data, RealVector r) { var mind = double.MaxValue; for (var i = 0; i < data.Rows; i++) { var d = 0.0; for (var j = 0; j < r.Length; j++) { var d2 = data.GetDoubleValue("input" + j, i) - r[j]; d += d2 * d2; } if (!(d < mind)) continue; mind = d; } return mind; } } }