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source: branches/HeuristicLab.TimeSeries/HeuristicLab.Encodings.RealVectorEncoding/3.3/ParticleOperators/RealVectorSwarmUpdater.cs @ 7268

Last change on this file since 7268 was 7268, checked in by gkronber, 13 years ago

#1081: merged r7214:7266 from trunk into time series branch.
File size: 16.7 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2012 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.Operators;
28using HeuristicLab.Optimization;
29using HeuristicLab.Optimization.Operators;
30using HeuristicLab.Parameters;
31using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
32using HeuristicLab.PluginInfrastructure;
33
34namespace HeuristicLab.Encodings.RealVectorEncoding {
35  [Item("RealVectorSwarmUpdater", "Updates personal best point and quality as well as global best point and quality.")]
36  [StorableClass]
37  public sealed class RealVectorSwarmUpdater : SingleSuccessorOperator, IRealVectorSwarmUpdater {
38
39    [Storable]
40    private ResultsCollector ResultsCollector;
41
42    public override bool CanChangeName {
43      get { return false; }
44    }
45
46    #region Parameter properties
47    public IScopeTreeLookupParameter<DoubleValue> QualityParameter {
48      get { return (IScopeTreeLookupParameter<DoubleValue>)Parameters["Quality"]; }
49    }
50    public IScopeTreeLookupParameter<DoubleValue> PersonalBestQualityParameter {
51      get { return (IScopeTreeLookupParameter<DoubleValue>)Parameters["PersonalBestQuality"]; }
52    }
53    public IScopeTreeLookupParameter<DoubleValue> NeighborBestQualityParameter {
54      get { return (IScopeTreeLookupParameter<DoubleValue>)Parameters["NeighborBestQuality"]; }
55    }
56    public IScopeTreeLookupParameter<RealVector> RealVectorParameter {
57      get { return (IScopeTreeLookupParameter<RealVector>)Parameters["RealVector"]; }
58    }
59    public IScopeTreeLookupParameter<RealVector> PersonalBestParameter {
60      get { return (IScopeTreeLookupParameter<RealVector>)Parameters["PersonalBest"]; }
61    }
62    public IScopeTreeLookupParameter<RealVector> NeighborBestParameter {
63      get { return (IScopeTreeLookupParameter<RealVector>)Parameters["NeighborBest"]; }
64    }
65    public ILookupParameter<BoolValue> MaximizationParameter {
66      get { return (ILookupParameter<BoolValue>)Parameters["Maximization"]; }
67    }
68    public ILookupParameter<DoubleValue> SwarmBestQualityParameter {
69      get { return (ILookupParameter<DoubleValue>)Parameters["SwarmBestQuality"]; }
70    }
71    public ILookupParameter<RealVector> BestRealVectorParameter {
72      get { return (ILookupParameter<RealVector>)Parameters["BestRealVector"]; }
73    }
74    public IScopeTreeLookupParameter<IntArray> NeighborsParameter {
75      get { return (IScopeTreeLookupParameter<IntArray>)Parameters["Neighbors"]; }
76    }
77    public IValueLookupParameter<DoubleMatrix> VelocityBoundsParameter {
78      get { return (ValueLookupParameter<DoubleMatrix>)Parameters["VelocityBounds"]; }
79    }
80    public ILookupParameter<DoubleMatrix> CurrentVelocityBoundsParameter {
81      get { return (ILookupParameter<DoubleMatrix>)Parameters["CurrentVelocityBounds"]; }
82    }
83    public LookupParameter<ResultCollection> ResultsParameter {
84      get { return (LookupParameter<ResultCollection>)Parameters["Results"]; }
85    }
86
87    #region Velocity Bounds Updating
88    public ILookupParameter<DoubleValue> VelocityBoundsScaleParameter {
89      get { return (ILookupParameter<DoubleValue>)Parameters["VelocityBoundsScale"]; }
90    }
91    public OptionalConstrainedValueParameter<IDiscreteDoubleValueModifier> VelocityBoundsScalingOperatorParameter {
92      get { return (OptionalConstrainedValueParameter<IDiscreteDoubleValueModifier>)Parameters["VelocityBoundsScalingOperator"]; }
93    }
94    public IValueLookupParameter<DoubleValue> VelocityBoundsStartValueParameter {
95      get { return (IValueLookupParameter<DoubleValue>)Parameters["VelocityBoundsStartValue"]; }
96    }
97    public IValueLookupParameter<DoubleValue> VelocityBoundsEndValueParameter {
98      get { return (IValueLookupParameter<DoubleValue>)Parameters["VelocityBoundsEndValue"]; }
99    }
100    public ILookupParameter<IntValue> VelocityBoundsIndexParameter {
101      get { return (ILookupParameter<IntValue>)Parameters["VelocityBoundsIndex"]; }
102    }
103    public IValueLookupParameter<IntValue> VelocityBoundsStartIndexParameter {
104      get { return (IValueLookupParameter<IntValue>)Parameters["VelocityBoundsStartIndex"]; }
105    }
106    public IValueLookupParameter<IntValue> VelocityBoundsEndIndexParameter {
107      get { return (IValueLookupParameter<IntValue>)Parameters["VelocityBoundsEndIndex"]; }
108    }
109    #endregion
110
111    #endregion
112
113    #region Parameter values
114    private DoubleValue SwarmBestQuality {
115      get { return SwarmBestQualityParameter.ActualValue; }
116      set { SwarmBestQualityParameter.ActualValue = value; }
117    }
118    private RealVector BestRealVector {
119      get { return BestRealVectorParameter.ActualValue; }
120      set { BestRealVectorParameter.ActualValue = value; }
121    }
122    private ItemArray<DoubleValue> Quality {
123      get { return QualityParameter.ActualValue; }
124    }
125    private ItemArray<DoubleValue> PersonalBestQuality {
126      get { return PersonalBestQualityParameter.ActualValue; }
127      set { PersonalBestQualityParameter.ActualValue = value; }
128    }
129    private ItemArray<DoubleValue> NeighborBestQuality {
130      get { return NeighborBestQualityParameter.ActualValue; }
131      set { NeighborBestQualityParameter.ActualValue = value; }
132    }
133    private ItemArray<RealVector> RealVector {
134      get { return RealVectorParameter.ActualValue; }
135    }
136    private ItemArray<RealVector> PersonalBest {
137      get { return PersonalBestParameter.ActualValue; }
138      set { PersonalBestParameter.ActualValue = value; }
139    }
140    private ItemArray<RealVector> NeighborBest {
141      get { return NeighborBestParameter.ActualValue; }
142      set { NeighborBestParameter.ActualValue = value; }
143    }
144    private bool Maximization {
145      get { return MaximizationParameter.ActualValue.Value; }
146    }
147    private ItemArray<IntArray> Neighbors {
148      get { return NeighborsParameter.ActualValue; }
149    }
150    private DoubleMatrix VelocityBounds {
151      get { return VelocityBoundsParameter.ActualValue; }
152    }
153    private DoubleMatrix CurrentVelocityBounds {
154      get { return CurrentVelocityBoundsParameter.ActualValue; }
155      set { CurrentVelocityBoundsParameter.ActualValue = value; }
156    }
157    private DoubleValue VelocityBoundsScale {
158      get { return VelocityBoundsScaleParameter.ActualValue; }
159      set { VelocityBoundsScaleParameter.ActualValue = value; }
160    }
161    private DoubleValue VelocityBoundsStartValue {
162      get { return VelocityBoundsStartValueParameter.ActualValue; }
163    }
164    private IDiscreteDoubleValueModifier VelocityBoundsScalingOperator {
165      get { return VelocityBoundsScalingOperatorParameter.Value; }
166    }
167    private ResultCollection Results {
168      get { return ResultsParameter.ActualValue; }
169    }
170    #endregion
171
172    #region Construction & Cloning
173
174    [StorableConstructor]
175    private RealVectorSwarmUpdater(bool deserializing) : base(deserializing) { }
176    private RealVectorSwarmUpdater(RealVectorSwarmUpdater original, Cloner cloner)
177      : base(original, cloner) {
178      ResultsCollector = cloner.Clone(original.ResultsCollector);
179    }
180    public RealVectorSwarmUpdater()
181      : base() {
182      Parameters.Add(new LookupParameter<DoubleValue>("SwarmBestQuality", "Swarm's best quality."));
183      Parameters.Add(new LookupParameter<RealVector>("BestRealVector", "Global best particle position."));
184      Parameters.Add(new ScopeTreeLookupParameter<DoubleValue>("Quality", "Particles' qualities."));
185      Parameters.Add(new ScopeTreeLookupParameter<DoubleValue>("PersonalBestQuality", "Particles' personal best qualities."));
186      Parameters.Add(new ScopeTreeLookupParameter<DoubleValue>("NeighborBestQuality", "Best neighbor particles' qualities."));
187      Parameters.Add(new ScopeTreeLookupParameter<RealVector>("RealVector", "Particles' positions."));
188      Parameters.Add(new ScopeTreeLookupParameter<RealVector>("PersonalBest", "Particles' personal best positions."));
189      Parameters.Add(new ScopeTreeLookupParameter<RealVector>("NeighborBest", "Neighborhood (or global in case of totally connected neighborhood) best particle positions."));
190      Parameters.Add(new ScopeTreeLookupParameter<IntArray>("Neighbors", "The list of neighbors for each particle."));
191      Parameters.Add(new LookupParameter<BoolValue>("Maximization", "True if the problem is a maximization problem, otherwise false."));
192      Parameters.Add(new ValueLookupParameter<DoubleMatrix>("VelocityBounds", "Maximum velocity for each dimension.", new DoubleMatrix(new double[,] { { -1, 1 } })));
193      Parameters.Add(new LookupParameter<DoubleMatrix>("CurrentVelocityBounds", "Current value of velocity bounds."));
194      Parameters.Add(new LookupParameter<ResultCollection>("Results", "Results"));
195
196      #region Velocity Bounds Updating
197      Parameters.Add(new LookupParameter<DoubleValue>("VelocityBoundsScale", "Scale parameter."));
198      Parameters.Add(new OptionalConstrainedValueParameter<IDiscreteDoubleValueModifier>("VelocityBoundsScalingOperator", "Modifies the value"));
199      Parameters.Add(new ValueLookupParameter<DoubleValue>("VelocityBoundsStartValue", "The start value of 'Value'.", new DoubleValue(1)));
200      Parameters.Add(new ValueLookupParameter<DoubleValue>("VelocityBoundsEndValue", "The end value of 'Value'.", new DoubleValue(1E-10)));
201      Parameters.Add(new LookupParameter<IntValue>("VelocityBoundsIndex", "The current index.", "CurrentIteration"));
202      Parameters.Add(new ValueLookupParameter<IntValue>("VelocityBoundsStartIndex", "The start index at which to start modifying 'Value'.", new IntValue(0)));
203      Parameters.Add(new ValueLookupParameter<IntValue>("VelocityBoundsEndIndex", "The end index by which 'Value' should have reached 'EndValue'.", "MaxIterations"));
204      VelocityBoundsStartIndexParameter.Hidden = true;
205      VelocityBoundsEndIndexParameter.Hidden = true;
206      #endregion
207
208      Initialize();
209      RegisterEvents();
210    }
211
212    public override IDeepCloneable Clone(Cloner cloner) {
213      return new RealVectorSwarmUpdater(this, cloner);
214    }
215
216    #endregion
217
218    [StorableHook(HookType.AfterDeserialization)]
219    private void AfterDeserialization() {
220      if (!Parameters.ContainsKey("SwarmBestQuality")) {
221        ILookupParameter<DoubleValue> oldBestQualityParameter = Parameters["BestQuality"] as ILookupParameter<DoubleValue>;
222        Parameters.Add(new LookupParameter<DoubleValue>("SwarmBestQuality", "Swarm's best quality."));
223        if (oldBestQualityParameter.ActualName != oldBestQualityParameter.Name)
224          SwarmBestQualityParameter.ActualName = oldBestQualityParameter.ActualName;
225        Parameters.Remove("BestQuality");
226      }
227      RegisterEvents();
228    }
229
230    private void RegisterEvents() {
231      VelocityBoundsStartValueParameter.ValueChanged += new EventHandler(VelocityBoundsStartValueParameter_ValueChanged);
232      VelocityBoundsStartValueParameter.Value.ValueChanged += new EventHandler(VelocityBoundsStartValueParameter_Value_ValueChanged);
233    }
234
235    void VelocityBoundsStartValueParameter_Value_ValueChanged(object sender, EventArgs e) {
236      UpdateVelocityBoundsParamater();
237    }
238
239    void UpdateVelocityBoundsParamater() {
240      if (VelocityBoundsParameter.Value == null) {
241        VelocityBoundsParameter.Value = new DoubleMatrix(1, 2);
242      } else if (VelocityBoundsParameter.Value.Columns != 2) {
243        VelocityBoundsParameter.Value = new DoubleMatrix(VelocityBoundsParameter.Value.Rows, 2);
244      }
245      if (VelocityBoundsStartValueParameter.Value != null) {
246        DoubleMatrix matrix = VelocityBoundsParameter.Value;
247        for (int i = 0; i < matrix.Rows; i++) {
248          matrix[i, 0] = (-1) * VelocityBoundsStartValueParameter.Value.Value;
249          matrix[i, 1] = VelocityBoundsStartValueParameter.Value.Value;
250        }
251      }
252    }
253
254    void VelocityBoundsStartValueParameter_ValueChanged(object sender, EventArgs e) {
255      if (VelocityBoundsStartValueParameter.Value != null) {
256        VelocityBoundsStartValueParameter.Value.ValueChanged += new EventHandler(VelocityBoundsStartValueParameter_Value_ValueChanged);
257      }
258      UpdateVelocityBoundsParamater();
259    }
260
261    private void Initialize() {
262      ResultsCollector = new ResultsCollector();
263      ResultsCollector.CollectedValues.Add(CurrentVelocityBoundsParameter);
264      ResultsCollector.CollectedValues.Add(VelocityBoundsParameter);
265
266      foreach (IDiscreteDoubleValueModifier op in ApplicationManager.Manager.GetInstances<IDiscreteDoubleValueModifier>()) {
267        VelocityBoundsScalingOperatorParameter.ValidValues.Add(op);
268        op.ValueParameter.ActualName = VelocityBoundsScaleParameter.Name;
269        op.StartValueParameter.ActualName = VelocityBoundsStartValueParameter.Name;
270        op.EndValueParameter.ActualName = VelocityBoundsEndValueParameter.Name;
271        op.IndexParameter.ActualName = VelocityBoundsIndexParameter.Name;
272        op.StartIndexParameter.ActualName = VelocityBoundsStartIndexParameter.Name;
273        op.EndIndexParameter.ActualName = VelocityBoundsEndIndexParameter.Name;
274      }
275      VelocityBoundsScalingOperatorParameter.Value = null;
276    }
277
278    public override IOperation Apply() {
279      UpdateGlobalBest();
280      UpdateNeighborBest();
281      UpdatePersonalBest();
282      return UpdateVelocityBounds();
283    }
284
285    private void UpdateGlobalBest() {
286      if (SwarmBestQuality == null)
287        SwarmBestQuality = new DoubleValue();
288      SwarmBestQuality.Value = Maximization ? Quality.Max(v => v.Value) : Quality.Min(v => v.Value);
289      BestRealVector = (RealVector)RealVector[Quality.FindIndex(v => v.Value == SwarmBestQuality.Value)].Clone();
290    }
291
292    private void UpdateNeighborBest() {
293      if (Neighbors.Length > 0) {
294        var neighborBest = new ItemArray<RealVector>(Neighbors.Length);
295        var neighborBestQuality = new ItemArray<DoubleValue>(Neighbors.Length);
296        for (int n = 0; n < Neighbors.Length; n++) {
297          var pairs = Quality.Zip(RealVector, (q, p) => new { Quality = q, Point = p })
298            .Where((p, i) => i == n || Neighbors[n].Contains(i));
299          var bestNeighbor = Maximization ?
300            pairs.OrderByDescending(p => p.Quality.Value).First() :
301            pairs.OrderBy(p => p.Quality.Value).First();
302          neighborBest[n] = bestNeighbor.Point;
303          neighborBestQuality[n] = bestNeighbor.Quality;
304        }
305        NeighborBest = neighborBest;
306        NeighborBestQuality = neighborBestQuality;
307      }
308    }
309
310    private void UpdatePersonalBest() {
311      if (PersonalBestQuality.Length == 0)
312        PersonalBestQuality = (ItemArray<DoubleValue>)Quality.Clone();
313      for (int i = 0; i < RealVector.Length; i++) {
314        if (Maximization && Quality[i].Value > PersonalBestQuality[i].Value ||
315          !Maximization && Quality[i].Value < PersonalBestQuality[i].Value) {
316          PersonalBestQuality[i].Value = Quality[i].Value;
317          PersonalBest[i] = RealVector[i];
318        }
319      }
320    }
321
322    private IOperation UpdateVelocityBounds() {
323      if (CurrentVelocityBounds == null)
324        CurrentVelocityBounds = (DoubleMatrix)VelocityBounds.Clone();
325
326      if (VelocityBoundsScalingOperator == null)
327        return new OperationCollection() {
328          ExecutionContext.CreateChildOperation(ResultsCollector),       
329          base.Apply()
330        };
331
332      DoubleMatrix matrix = CurrentVelocityBounds;
333      if (VelocityBoundsScale == null && VelocityBoundsStartValue != null) {
334        VelocityBoundsScale = new DoubleValue(VelocityBoundsStartValue.Value);
335      }
336      for (int i = 0; i < matrix.Rows; i++) {
337        for (int j = 0; j < matrix.Columns; j++) {
338          if (matrix[i, j] >= 0) {
339            matrix[i, j] = VelocityBoundsScale.Value;
340          } else {
341            matrix[i, j] = (-1) * VelocityBoundsScale.Value;
342          }
343        }
344      }
345
346      return new OperationCollection() {
347        ExecutionContext.CreateChildOperation(ResultsCollector),
348        ExecutionContext.CreateChildOperation(VelocityBoundsScalingOperator),       
349        base.Apply()
350      };
351    }
352  }
353}
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