#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.Collections.Generic; using System.Linq; 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; // ReSharper disable once CheckNamespace namespace HeuristicLab.Algorithms.EGO { [StorableClass] [Item("LatinHyperCubeDesign", "A latin hypercube sampling strategy for real valued optimization")] public class LatinHyperCubeDesign : ParameterizedNamedItem, IInitialSampling { public const string DesigningAlgorithmParamterName = "DesignningAlgorithm"; public IValueParameter DesigningAlgorithmParameter => Parameters[DesigningAlgorithmParamterName] as IValueParameter; private IAlgorithm DesigningAlgorithm => DesigningAlgorithmParameter.Value; [StorableConstructor] protected LatinHyperCubeDesign(bool deserializing) : base(deserializing) { } protected LatinHyperCubeDesign(LatinHyperCubeDesign original, Cloner cloner) : base(original, cloner) { } public LatinHyperCubeDesign() { var es = new EvolutionStrategy.EvolutionStrategy { PopulationSize = { Value = 50 }, Children = { Value = 100 }, MaximumGenerations = { Value = 300 } }; Parameters.Add(new ValueParameter(DesigningAlgorithmParamterName, "The Algorithm used for optimizing the Latin Hypercube (minimax) criterion.", es)); } public override IDeepCloneable Clone(Cloner cloner) { return new LatinHyperCubeDesign(this, cloner); } public RealVector[] GetSamples(int noSamples, RealVector[] existingSamples, RealVectorEncoding encoding, IRandom random) { var lhsprob = new LHSProblem(noSamples, existingSamples, encoding); DesigningAlgorithm.Problem = lhsprob; EgoUtilities.SyncRunSubAlgorithm(DesigningAlgorithm, random.Next()); return lhsprob.BestSolution; } } [StorableClass] internal class LHSProblem : SingleObjectiveBasicProblem { [Storable] private int NoVectors; [Storable] private int NoDimensions; [Storable] private RealVector[] ExistingSamples; [Storable] public double BestQuality = double.MinValue; [Storable] public RealVector[] BestSolution; [StorableConstructor] protected LHSProblem(bool deserializing) : base(deserializing) { } protected LHSProblem(LHSProblem original, Cloner cloner) : base(original, cloner) { NoDimensions = original.NoDimensions; NoVectors = original.NoVectors; ExistingSamples = original.ExistingSamples?.Select(cloner.Clone).ToArray(); } public LHSProblem(int novectors, RealVector[] existingSamples, RealVectorEncoding encoding) { NoVectors = novectors; NoDimensions = encoding.Length; ExistingSamples = existingSamples; Encoding.Length = novectors * encoding.Length; var b = new DoubleMatrix(Encoding.Length, 2); for (int i = 0; i < novectors; i++) { for (int j = 0; j < encoding.Length; j++) { var k = j % encoding.Bounds.Rows; b[i * encoding.Length + j, 0] = encoding.Bounds[k, 0]; b[i * encoding.Length + j, 1] = encoding.Bounds[k, 1]; } } Encoding.Bounds = b; } public override IDeepCloneable Clone(Cloner cloner) { return new LHSProblem(this, cloner); } public override double Evaluate(Individual individual, IRandom random) { return Enumerable.Range(0, NoVectors).Select(x => MinDistance(x, individual.RealVector())).Min(); } //returns -1 if no distance can be calculated private double MinDistance(int pointNumber, RealVector design) { var min = double.MaxValue; if (ExistingSamples != null && ExistingSamples.Length != 0) min = ExistingSamples.Select(x => Distance(x, ExtractPoint(pointNumber, design))).Min(); if (pointNumber == 0) return min; var min2 = Enumerable.Range(0, pointNumber).Select(i => Distance(ExtractPoint(i, design), ExtractPoint(pointNumber, design))).Min(); return min < 0 ? min2 : Math.Min(min, min2); } private IEnumerable ExtractPoint(int pointNumber, RealVector design) { return design.Skip(NoDimensions * pointNumber).Take(NoDimensions); } private static double Distance(IEnumerable a, IEnumerable b) { return a.Zip(b, (d, d1) => d - d1).Sum(d => d * d); } public override void Analyze(Individual[] individuals, double[] qualities, ResultCollection results, IRandom random) { base.Analyze(individuals, qualities, results, random); var i = qualities.ArgMin(x => x); if (BestQuality > qualities[i]) return; var r = individuals[i].RealVector(); BestSolution = Enumerable.Range(0, NoVectors).Select(x => new RealVector(ExtractPoint(x, r).ToArray())).ToArray(); } public override bool Maximization => true; } } */