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source: branches/HeuristicLab.ExternalEvaluation Scientific/HeuristicLab.Problems.ParameterOptimization/3.3/ParameterOptimizationProblem.cs @ 9698

Last change on this file since 9698 was 9698, checked in by mkommend, 11 years ago

#2082: Improved error handling and correct matlab license file.

File size: 7.9 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 System;
23using System.Linq;
24using HeuristicLab.Common;
25using HeuristicLab.Core;
26using HeuristicLab.Data;
27using HeuristicLab.Encodings.RealVectorEncoding;
28using HeuristicLab.Optimization;
29using HeuristicLab.Parameters;
30using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
31using HeuristicLab.PluginInfrastructure;
32
33namespace HeuristicLab.Problems.ParameterOptimization {
34  [Item("Parameter Optimization Problem", "A base class for other problems for the optimization of a parameter vector.")]
35  [StorableClass]
36  public abstract class ParameterOptimizationProblem : SingleObjectiveHeuristicOptimizationProblem<IParameterVectorEvaluator, IRealVectorCreator>, IStorableContent {
37    public string Filename { get; set; }
38    private const string ProblemSizeParameterName = "ProblemSize";
39    private const string BoundsParameterName = "Bounds";
40    private const string ParameterNamesParameterName = "ParameterNames";
41
42
43    #region parameters
44    public IFixedValueParameter<IntValue> ProblemSizeParameter {
45      get { return (IFixedValueParameter<IntValue>)Parameters[ProblemSizeParameterName]; }
46    }
47    public IValueParameter<DoubleMatrix> BoundsParameter {
48      get { return (IValueParameter<DoubleMatrix>)Parameters[BoundsParameterName]; }
49    }
50    public IValueParameter<StringArray> ParameterNamesParameter {
51      get { return (IValueParameter<StringArray>)Parameters[ParameterNamesParameterName]; }
52    }
53    #endregion
54
55    #region properties
56    public int ProblemSize {
57      get { return ProblemSizeParameter.Value.Value; }
58      set { ProblemSizeParameter.Value.Value = value; }
59    }
60    public DoubleMatrix Bounds {
61      get { return BoundsParameter.Value; }
62      set { BoundsParameter.Value = value; }
63    }
64    public StringArray ParameterNames {
65      get { return ParameterNamesParameter.Value; }
66      set { ParameterNamesParameter.Value = value; }
67    }
68    #endregion
69
70
71    [Storable]
72    protected StdDevStrategyVectorCreator strategyVectorCreator;
73    [Storable]
74    protected StdDevStrategyVectorCrossover strategyVectorCrossover;
75    [Storable]
76    protected StdDevStrategyVectorManipulator strategyVectorManipulator;
77
78    [StorableConstructor]
79    protected ParameterOptimizationProblem(bool deserializing) : base(deserializing) { }
80    protected ParameterOptimizationProblem(ParameterOptimizationProblem original, Cloner cloner)
81      : base(original, cloner) {
82      strategyVectorCreator = cloner.Clone(original.strategyVectorCreator);
83      strategyVectorCrossover = cloner.Clone(original.strategyVectorCrossover);
84      strategyVectorManipulator = cloner.Clone(original.strategyVectorManipulator);
85      RegisterEventHandlers();
86    }
87
88    [StorableHook(HookType.AfterDeserialization)]
89    private void AfterDeserialization() {
90      RegisterEventHandlers();
91    }
92
93    protected ParameterOptimizationProblem(IParameterVectorEvaluator evaluator)
94      : base(evaluator, new UniformRandomRealVectorCreator()) {
95      Parameters.Add(new FixedValueParameter<IntValue>(ProblemSizeParameterName, "The dimension of the parameter vector that is to be optimized.", new IntValue(1)));
96      Parameters.Add(new ValueParameter<DoubleMatrix>(BoundsParameterName, "The bounds for each dimension of the parameter vector. If fewer bounds are", new DoubleMatrix(new double[,] { { 0, 100 } }, new string[] { "LowerBound", "UpperBound" })));
97      Parameters.Add(new ValueParameter<StringArray>(ParameterNamesParameterName, "The names which are used within the SciLab script to calculate the quality of a parameter vector.", new StringArray(new string[] { "Parameter0" })));
98
99      SolutionCreator.LengthParameter.ActualName = "ProblemSize";
100
101      Operators.AddRange(ApplicationManager.Manager.GetInstances<IRealVectorOperator>());
102
103      strategyVectorCreator = new StdDevStrategyVectorCreator();
104      strategyVectorCreator.LengthParameter.ActualName = ProblemSizeParameter.Name;
105      strategyVectorCrossover = new StdDevStrategyVectorCrossover();
106      strategyVectorManipulator = new StdDevStrategyVectorManipulator();
107      strategyVectorManipulator.LearningRateParameter.Value = new DoubleValue(0.5);
108      strategyVectorManipulator.GeneralLearningRateParameter.Value = new DoubleValue(0.5);
109
110      Operators.Add(strategyVectorCreator);
111      Operators.Add(strategyVectorCrossover);
112      Operators.Add(strategyVectorManipulator);
113      Operators.Add(new BestSolutionAnalyzer());
114      UpdateParameters();
115      UpdateStrategyVectorBounds();
116
117      RegisterEventHandlers();
118    }
119
120    protected override void OnEvaluatorChanged() {
121      base.OnEvaluatorChanged();
122      strategyVectorManipulator.GeneralLearningRateParameter.Value = new DoubleValue(1.0 / Math.Sqrt(2 * ProblemSize));
123      strategyVectorManipulator.LearningRateParameter.Value = new DoubleValue(1.0 / Math.Sqrt(2 * Math.Sqrt(ProblemSize)));
124      UpdateParameters();
125    }
126
127    private void RegisterEventHandlers() {
128      Bounds.ToStringChanged += Bounds_ToStringChanged;
129      ProblemSizeParameter.Value.ValueChanged += ProblemSize_Changed;
130      ParameterNames.Reset += ParameterNames_Reset;
131    }
132
133    private void UpdateParameters() {
134      Evaluator.ParameterVectorParameter.ActualName = SolutionCreator.RealVectorParameter.ActualName;
135      Evaluator.ParameterNamesParameter.ActualName = ParameterNamesParameter.Name;
136
137      var bestSolutionAnalyzer = Operators.OfType<BestSolutionAnalyzer>().First();
138      bestSolutionAnalyzer.ParameterVectorParameter.ActualName = SolutionCreator.RealVectorParameter.ActualName;
139      bestSolutionAnalyzer.ParameterNamesParameter.ActualName = ParameterNamesParameter.Name;
140
141      Bounds = new DoubleMatrix(ProblemSize, 2);
142      Bounds.RowNames = ParameterNames;
143      for (int i = 0; i < Bounds.Rows; i++) {
144        Bounds[i, 0] = 0.0;
145        Bounds[i, 1] = 100.0;
146      }
147
148      foreach (var op in Operators.OfType<IRealVectorManipulator>())
149        op.RealVectorParameter.ActualName = SolutionCreator.RealVectorParameter.ActualName;
150    }
151
152    private void Bounds_ToStringChanged(object sender, EventArgs e) {
153      if (Bounds.Columns != 2 || Bounds.Rows < 1)
154        Bounds = new DoubleMatrix(1, 2);
155      UpdateStrategyVectorBounds();
156    }
157    protected virtual void UpdateStrategyVectorBounds() {
158      DoubleMatrix strategyBounds = (DoubleMatrix)Bounds.Clone();
159      for (int i = 0; i < strategyBounds.Rows; i++) {
160        if (strategyBounds[i, 0] < 0) strategyBounds[i, 0] = 0;
161        strategyBounds[i, 1] = 0.1 * (Bounds[i, 1] - Bounds[i, 0]);
162      }
163      strategyVectorCreator.BoundsParameter.Value = strategyBounds;
164    }
165
166    protected virtual void ProblemSize_Changed(object sender, EventArgs e) {
167      if (ParameterNames.Length != ProblemSize)
168        ((IStringConvertibleArray)ParameterNames).Length = ProblemSize;
169      for (int i = 0; i < ParameterNames.Length; i++) {
170        if (string.IsNullOrEmpty(ParameterNames[i])) ParameterNames[i] = "Parameter" + i;
171      }
172    }
173
174    protected virtual void ParameterNames_Reset(object sender, EventArgs e) {
175      ProblemSize = ParameterNames.Length;
176    }
177  }
178}
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