#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.ComponentModel; using System.Linq; using System.Runtime.CompilerServices; using System.Threading; using HeuristicLab.Algorithms.MemPR.Interfaces; using HeuristicLab.Algorithms.MemPR.Util; using HeuristicLab.Analysis; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Optimization; using HeuristicLab.Parameters; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; namespace HeuristicLab.Algorithms.MemPR { [Item("MemPR Algorithm", "Base class for MemPR algorithms")] [StorableClass] public abstract class MemPRAlgorithm : BasicAlgorithm, INotifyPropertyChanged where TProblem : class, IItem, ISingleObjectiveHeuristicOptimizationProblem, ISingleObjectiveProblemDefinition where TSolution : class, IItem where TPopulationContext : MemPRPopulationContext, new() where TSolutionContext : MemPRSolutionContext { private const double MutationProbabilityMagicConst = 0.1; public override Type ProblemType { get { return typeof(TProblem); } } public new TProblem Problem { get { return (TProblem)base.Problem; } set { base.Problem = value; } } protected string QualityName { get { return Problem != null && Problem.Evaluator != null ? Problem.Evaluator.QualityParameter.ActualName : null; } } public int? MaximumEvaluations { get { var val = ((OptionalValueParameter)Parameters["MaximumEvaluations"]).Value; return val != null ? val.Value : (int?)null; } set { var param = (OptionalValueParameter)Parameters["MaximumEvaluations"]; param.Value = value.HasValue ? new IntValue(value.Value) : null; } } public TimeSpan? MaximumExecutionTime { get { var val = ((OptionalValueParameter)Parameters["MaximumExecutionTime"]).Value; return val != null ? val.Value : (TimeSpan?)null; } set { var param = (OptionalValueParameter)Parameters["MaximumExecutionTime"]; param.Value = value.HasValue ? new TimeSpanValue(value.Value) : null; } } public double? TargetQuality { get { var val = ((OptionalValueParameter)Parameters["TargetQuality"]).Value; return val != null ? val.Value : (double?)null; } set { var param = (OptionalValueParameter)Parameters["TargetQuality"]; param.Value = value.HasValue ? new DoubleValue(value.Value) : null; } } protected FixedValueParameter MaximumPopulationSizeParameter { get { return ((FixedValueParameter)Parameters["MaximumPopulationSize"]); } } public int MaximumPopulationSize { get { return MaximumPopulationSizeParameter.Value.Value; } set { MaximumPopulationSizeParameter.Value.Value = value; } } public bool SetSeedRandomly { get { return ((FixedValueParameter)Parameters["SetSeedRandomly"]).Value.Value; } set { ((FixedValueParameter)Parameters["SetSeedRandomly"]).Value.Value = value; } } public int Seed { get { return ((FixedValueParameter)Parameters["Seed"]).Value.Value; } set { ((FixedValueParameter)Parameters["Seed"]).Value.Value = value; } } public IAnalyzer Analyzer { get { return ((ValueParameter)Parameters["Analyzer"]).Value; } set { ((ValueParameter)Parameters["Analyzer"]).Value = value; } } public IConstrainedValueParameter> SolutionModelTrainerParameter { get { return (IConstrainedValueParameter>)Parameters["SolutionModelTrainer"]; } } public IConstrainedValueParameter> LocalSearchParameter { get { return (IConstrainedValueParameter>)Parameters["LocalSearch"]; } } [Storable] private TPopulationContext context; public TPopulationContext Context { get { return context; } protected set { if (context == value) return; context = value; OnPropertyChanged("State"); } } [Storable] private BestAverageWorstQualityAnalyzer qualityAnalyzer; [StorableConstructor] protected MemPRAlgorithm(bool deserializing) : base(deserializing) { } protected MemPRAlgorithm(MemPRAlgorithm original, Cloner cloner) : base(original, cloner) { context = cloner.Clone(original.context); qualityAnalyzer = cloner.Clone(original.qualityAnalyzer); RegisterEventHandlers(); } protected MemPRAlgorithm() { Parameters.Add(new ValueParameter("Analyzer", "The analyzer to apply to the population.", new MultiAnalyzer())); Parameters.Add(new FixedValueParameter("MaximumPopulationSize", "The maximum size of the population that is evolved.", new IntValue(20))); Parameters.Add(new OptionalValueParameter("MaximumEvaluations", "The maximum number of solution evaluations.")); Parameters.Add(new OptionalValueParameter("MaximumExecutionTime", "The maximum runtime.", new TimeSpanValue(TimeSpan.FromMinutes(1)))); Parameters.Add(new OptionalValueParameter("TargetQuality", "The target quality at which the algorithm terminates.")); Parameters.Add(new FixedValueParameter("SetSeedRandomly", "Whether each run of the algorithm should be conducted with a new random seed.", new BoolValue(true))); Parameters.Add(new FixedValueParameter("Seed", "The random number seed that is used in case SetSeedRandomly is false.", new IntValue(0))); Parameters.Add(new ConstrainedValueParameter>("SolutionModelTrainer", "The object that creates a solution model that can be sampled.")); Parameters.Add(new ConstrainedValueParameter>("LocalSearch", "The local search operator to use.")); qualityAnalyzer = new BestAverageWorstQualityAnalyzer(); RegisterEventHandlers(); } [StorableHook(HookType.AfterDeserialization)] private void AfterDeserialization() { RegisterEventHandlers(); } private void RegisterEventHandlers() { MaximumPopulationSizeParameter.Value.ValueChanged += MaximumPopulationSizeOnChanged; } private void MaximumPopulationSizeOnChanged(object sender, EventArgs eventArgs) { if (ExecutionState == ExecutionState.Started || ExecutionState == ExecutionState.Paused) throw new InvalidOperationException("Cannot change maximum population size before algorithm finishes."); Prepare(); } protected override void OnProblemChanged() { base.OnProblemChanged(); qualityAnalyzer.MaximizationParameter.ActualName = Problem.MaximizationParameter.Name; qualityAnalyzer.MaximizationParameter.Hidden = true; qualityAnalyzer.QualityParameter.ActualName = Problem.Evaluator.QualityParameter.ActualName; qualityAnalyzer.QualityParameter.Depth = 1; qualityAnalyzer.QualityParameter.Hidden = true; qualityAnalyzer.BestKnownQualityParameter.ActualName = Problem.BestKnownQualityParameter.Name; qualityAnalyzer.BestKnownQualityParameter.Hidden = true; var multiAnalyzer = Analyzer as MultiAnalyzer; if (multiAnalyzer != null) { multiAnalyzer.Operators.Clear(); if (Problem != null) { foreach (var analyzer in Problem.Operators.OfType()) { foreach (var param in analyzer.Parameters.OfType()) param.Depth = 1; multiAnalyzer.Operators.Add(analyzer, analyzer.EnabledByDefault); } } multiAnalyzer.Operators.Add(qualityAnalyzer, qualityAnalyzer.EnabledByDefault); } } public override void Prepare() { base.Prepare(); Results.Clear(); Context = null; } protected virtual TPopulationContext CreateContext() { return new TPopulationContext(); } protected sealed override void Run(CancellationToken token) { if (Context == null) { Context = CreateContext(); if (SetSeedRandomly) Seed = new System.Random().Next(); Context.Random.Reset(Seed); Context.Scope.Variables.Add(new Variable("Results", Results)); Context.Problem = Problem; } if (MaximumExecutionTime.HasValue) CancellationTokenSource.CancelAfter(MaximumExecutionTime.Value); IExecutionContext context = null; foreach (var item in Problem.ExecutionContextItems) context = new Core.ExecutionContext(context, item, Context.Scope); context = new Core.ExecutionContext(context, this, Context.Scope); Context.Parent = context; if (!Context.Initialized) { // We initialize the population with two local optima while (Context.PopulationCount < 2) { var child = Create(token); Context.LocalSearchEvaluations += HillClimb(child, token); if (Replace(child, token) >= 0) Analyze(token); token.ThrowIfCancellationRequested(); if (Terminate()) return; } Context.LocalSearchEvaluations /= 2; Context.Initialized = true; } while (!Terminate()) { Iterate(token); Analyze(token); token.ThrowIfCancellationRequested(); } } private void Iterate(CancellationToken token) { var replaced = false; var i1 = Context.Random.Next(Context.PopulationCount); var i2 = Context.Random.Next(Context.PopulationCount); while (i1 == i2) i2 = Context.Random.Next(Context.PopulationCount); var p1 = Context.AtPopulation(i1); var p2 = Context.AtPopulation(i2); var parentDist = Dist(p1, p2); ISingleObjectiveSolutionScope offspring = null; int replPos = -1; if (Context.Random.NextDouble() > parentDist * parentDist) { offspring = BreedAndImprove(p1, p2, token); replPos = Replace(offspring, token); if (replPos >= 0) { replaced = true; Context.ByBreeding++; } } if (Context.Random.NextDouble() < Math.Sqrt(parentDist)) { offspring = RelinkAndImprove(p1, p2, token); replPos = Replace(offspring, token); if (replPos >= 0) { replaced = true; Context.ByRelinking++; } } offspring = PerformSampling(token); replPos = Replace(offspring, token); if (replPos >= 0) { replaced = true; Context.BySampling++; } if (!replaced) { offspring = Create(token); if (HillclimbingSuited(offspring)) { HillClimb(offspring, token); replPos = Replace(offspring, token); if (replPos >= 0) { Context.ByHillclimbing++; replaced = true; } } else { offspring = (ISingleObjectiveSolutionScope)Context.AtPopulation(Context.Random.Next(Context.PopulationCount)).Clone(); Mutate(offspring, token); PerformTabuWalk(offspring, Context.LocalSearchEvaluations, token); replPos = Replace(offspring, token); if (replPos >= 0) { Context.ByTabuwalking++; replaced = true; } } } Context.Iterations++; } protected void Analyze(CancellationToken token) { IResult res; if (!Results.TryGetValue("EvaluatedSolutions", out res)) Results.Add(new Result("EvaluatedSolutions", new IntValue(Context.EvaluatedSolutions))); else ((IntValue)res.Value).Value = Context.EvaluatedSolutions; if (!Results.TryGetValue("Iterations", out res)) Results.Add(new Result("Iterations", new IntValue(Context.Iterations))); else ((IntValue)res.Value).Value = Context.Iterations; if (!Results.TryGetValue("LocalSearch Evaluations", out res)) Results.Add(new Result("LocalSearch Evaluations", new IntValue(Context.LocalSearchEvaluations))); else ((IntValue)res.Value).Value = Context.LocalSearchEvaluations; if (!Results.TryGetValue("ByBreeding", out res)) Results.Add(new Result("ByBreeding", new IntValue(Context.ByBreeding))); else ((IntValue)res.Value).Value = Context.ByBreeding; if (!Results.TryGetValue("ByRelinking", out res)) Results.Add(new Result("ByRelinking", new IntValue(Context.ByRelinking))); else ((IntValue)res.Value).Value = Context.ByRelinking; if (!Results.TryGetValue("BySampling", out res)) Results.Add(new Result("BySampling", new IntValue(Context.BySampling))); else ((IntValue)res.Value).Value = Context.BySampling; if (!Results.TryGetValue("ByHillclimbing", out res)) Results.Add(new Result("ByHillclimbing", new IntValue(Context.ByHillclimbing))); else ((IntValue)res.Value).Value = Context.ByHillclimbing; if (!Results.TryGetValue("ByTabuwalking", out res)) Results.Add(new Result("ByTabuwalking", new IntValue(Context.ByTabuwalking))); else ((IntValue)res.Value).Value = Context.ByTabuwalking; var sp = new ScatterPlot("Parent1 vs Offspring", ""); sp.Rows.Add(new ScatterPlotDataRow("corr", "", Context.BreedingStat.Select(x => new Point2D(x.Item1, x.Item3))) { VisualProperties = { PointSize = 6 }}); if (!Results.TryGetValue("BreedingStat1", out res)) { Results.Add(new Result("BreedingStat1", sp)); } else res.Value = sp; sp = new ScatterPlot("Parent2 vs Offspring", ""); sp.Rows.Add(new ScatterPlotDataRow("corr", "", Context.BreedingStat.Select(x => new Point2D(x.Item2, x.Item3))) { VisualProperties = { PointSize = 6 } }); if (!Results.TryGetValue("BreedingStat2", out res)) { Results.Add(new Result("BreedingStat2", sp)); } else res.Value = sp; sp = new ScatterPlot("Solution vs Local Optimum", ""); sp.Rows.Add(new ScatterPlotDataRow("corr", "", Context.HillclimbingStat.Select(x => new Point2D(x.Item1, x.Item2))) { VisualProperties = { PointSize = 6 } }); if (!Results.TryGetValue("HillclimbingStat", out res)) { Results.Add(new Result("HillclimbingStat", sp)); } else res.Value = sp; sp = new ScatterPlot("Solution vs Tabu Walk", ""); sp.Rows.Add(new ScatterPlotDataRow("corr", "", Context.TabuwalkingStat.Select(x => new Point2D(x.Item1, x.Item2))) { VisualProperties = { PointSize = 6 } }); if (!Results.TryGetValue("TabuwalkingStat", out res)) { Results.Add(new Result("TabuwalkingStat", sp)); } else res.Value = sp; RunOperator(Analyzer, Context.Scope, token); } protected int Replace(ISingleObjectiveSolutionScope child, CancellationToken token) { if (double.IsNaN(child.Fitness)) { Evaluate(child, token); Context.IncrementEvaluatedSolutions(1); } if (IsBetter(child.Fitness, Context.BestQuality)) { Context.BestQuality = child.Fitness; Context.BestSolution = (TSolution)child.Solution.Clone(); } var popSize = MaximumPopulationSize; if (Context.Population.All(p => !Eq(p, child))) { if (Context.PopulationCount < popSize) { Context.AddToPopulation(child); return Context.PopulationCount - 1; } // The set of replacement candidates consists of all solutions at least as good as the new one var candidates = Context.Population.Select((p, i) => new { Index = i, Individual = p }) .Where(x => x.Individual.Fitness == child.Fitness || IsBetter(child, x.Individual)).ToList(); if (candidates.Count == 0) return -1; var repCand = -1; var avgChildDist = 0.0; var minChildDist = double.MaxValue; var plateau = new List(); var worstPlateau = -1; var minAvgPlateauDist = double.MaxValue; var minPlateauDist = double.MaxValue; // If there are equally good solutions it is first tried to replace one of those // The criteria for replacement is that the new solution has better average distance // to all other solutions at this "plateau" foreach (var c in candidates.Where(x => x.Individual.Fitness == child.Fitness)) { var dist = Dist(c.Individual, child); avgChildDist += dist; if (dist < minChildDist) minChildDist = dist; plateau.Add(c.Index); } if (plateau.Count > 2) { avgChildDist /= plateau.Count; foreach (var p in plateau) { var avgDist = 0.0; var minDist = double.MaxValue; foreach (var q in plateau) { if (p == q) continue; var dist = Dist(Context.AtPopulation(p), Context.AtPopulation(q)); avgDist += dist; if (dist < minDist) minDist = dist; } var d = Dist(Context.AtPopulation(p), child); avgDist += d; avgDist /= plateau.Count; if (d < minDist) minDist = d; if (minDist < minPlateauDist || (minDist == minPlateauDist && avgDist < avgChildDist)) { minAvgPlateauDist = avgDist; minPlateauDist = minDist; worstPlateau = p; } } if (minPlateauDist < minChildDist || (minPlateauDist == minChildDist && minAvgPlateauDist < avgChildDist)) repCand = worstPlateau; } if (repCand < 0) { // If no solution at the same plateau were identified for replacement // a worse solution with smallest distance is chosen var minDist = double.MaxValue; foreach (var c in candidates.Where(x => IsBetter(child, x.Individual))) { var d = Dist(c.Individual, child); if (d < minDist) { minDist = d; repCand = c.Index; } } } // If no replacement was identified, this can only mean that there are // no worse solutions and those on the same plateau are all better // stretched out than the new one if (repCand < 0) return -1; Context.ReplaceAtPopulation(repCand, child); return repCand; } return -1; } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected bool IsBetter(ISingleObjectiveSolutionScope a, ISingleObjectiveSolutionScope b) { return IsBetter(a.Fitness, b.Fitness); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected bool IsBetter(double a, double b) { return double.IsNaN(b) && !double.IsNaN(a) || Problem.Maximization && a > b || !Problem.Maximization && a < b; } protected abstract bool Eq(ISingleObjectiveSolutionScope a, ISingleObjectiveSolutionScope b); protected abstract double Dist(ISingleObjectiveSolutionScope a, ISingleObjectiveSolutionScope b); protected abstract ISingleObjectiveSolutionScope ToScope(TSolution code, double fitness = double.NaN); protected abstract ISolutionSubspace CalculateSubspace(IEnumerable solutions, bool inverse = false); protected virtual void Evaluate(ISingleObjectiveSolutionScope scope, CancellationToken token) { var prob = Problem as ISingleObjectiveProblemDefinition; if (prob != null) { var ind = new SingleEncodingIndividual(prob.Encoding, scope); scope.Fitness = prob.Evaluate(ind, Context.Random); } else RunOperator(Problem.Evaluator, scope, token); } #region Create protected virtual ISingleObjectiveSolutionScope Create(CancellationToken token) { var child = ToScope(null); RunOperator(Problem.SolutionCreator, child, token); return child; } #endregion #region Improve protected virtual int HillClimb(ISingleObjectiveSolutionScope scope, CancellationToken token, ISolutionSubspace subspace = null) { if (double.IsNaN(scope.Fitness)) { Evaluate(scope, token); Context.IncrementEvaluatedSolutions(1); } var before = scope.Fitness; var lscontext = Context.CreateSingleSolutionContext(scope); LocalSearchParameter.Value.Optimize(lscontext); var after = scope.Fitness; Context.HillclimbingStat.Add(Tuple.Create(before, after)); Context.IncrementEvaluatedSolutions(lscontext.EvaluatedSolutions); return lscontext.EvaluatedSolutions; } protected virtual void PerformTabuWalk(ISingleObjectiveSolutionScope scope, int steps, CancellationToken token, ISolutionSubspace subspace = null) { if (double.IsNaN(scope.Fitness)) { Evaluate(scope, token); Context.IncrementEvaluatedSolutions(1); } var before = scope.Fitness; var newScope = (ISingleObjectiveSolutionScope)scope.Clone(); var newSteps = TabuWalk(newScope, steps, token, subspace); Context.TabuwalkingStat.Add(Tuple.Create(before, newScope.Fitness)); //Context.HcSteps = (int)Math.Ceiling(Context.HcSteps * (1.0 + Context.TabuwalkingStat.Count) / (2.0 + Context.TabuwalkingStat.Count) + newSteps / (2.0 + Context.TabuwalkingStat.Count)); if (IsBetter(newScope, scope) || (newScope.Fitness == scope.Fitness && Dist(newScope, scope) > 0)) scope.Adopt(newScope); } protected abstract int TabuWalk(ISingleObjectiveSolutionScope scope, int maxEvals, CancellationToken token, ISolutionSubspace subspace = null); protected virtual void TabuClimb(ISingleObjectiveSolutionScope scope, int steps, CancellationToken token, ISolutionSubspace subspace = null) { if (double.IsNaN(scope.Fitness)) { Evaluate(scope, token); Context.IncrementEvaluatedSolutions(1); } var before = scope.Fitness; var newScope = (ISingleObjectiveSolutionScope)scope.Clone(); var newSteps = TabuWalk(newScope, steps, token, subspace); Context.TabuwalkingStat.Add(Tuple.Create(before, newScope.Fitness)); //Context.HcSteps = (int)Math.Ceiling(Context.HcSteps * (1.0 + Context.TabuwalkingStat.Count) / (2.0 + Context.TabuwalkingStat.Count) + newSteps / (2.0 + Context.TabuwalkingStat.Count)); if (IsBetter(newScope, scope) || (newScope.Fitness == scope.Fitness && Dist(newScope, scope) > 0)) scope.Adopt(newScope); } #endregion #region Breed protected virtual ISingleObjectiveSolutionScope PerformBreeding(CancellationToken token) { if (Context.PopulationCount < 2) throw new InvalidOperationException("Cannot breed from population with less than 2 individuals."); var i1 = Context.Random.Next(Context.PopulationCount); var i2 = Context.Random.Next(Context.PopulationCount); while (i1 == i2) i2 = Context.Random.Next(Context.PopulationCount); var p1 = Context.AtPopulation(i1); var p2 = Context.AtPopulation(i2); if (double.IsNaN(p1.Fitness)) { Evaluate(p1, token); Context.IncrementEvaluatedSolutions(1); } if (double.IsNaN(p2.Fitness)) { Evaluate(p2, token); Context.IncrementEvaluatedSolutions(1); } return BreedAndImprove(p1, p2, token); } protected virtual ISingleObjectiveSolutionScope BreedAndImprove(ISingleObjectiveSolutionScope p1, ISingleObjectiveSolutionScope p2, CancellationToken token) { var offspring = Cross(p1, p2, token); var subspace = CalculateSubspace(new[] { p1.Solution, p2.Solution }); if (Context.Random.NextDouble() < MutationProbabilityMagicConst) { Mutate(offspring, token, subspace); // mutate the solutions, especially to widen the sub-space } if (double.IsNaN(offspring.Fitness)) { Evaluate(offspring, token); Context.IncrementEvaluatedSolutions(1); } Context.BreedingStat.Add(Tuple.Create(p1.Fitness, p2.Fitness, offspring.Fitness)); if ((IsBetter(offspring, p1) && IsBetter(offspring, p2)) || Context.Population.Any(p => IsBetter(offspring, p))) return offspring; if (HillclimbingSuited(offspring)) HillClimb(offspring, token, subspace); // perform hillclimb in the solution sub-space return offspring; } protected abstract ISingleObjectiveSolutionScope Cross(ISingleObjectiveSolutionScope p1, ISingleObjectiveSolutionScope p2, CancellationToken token); protected abstract void Mutate(ISingleObjectiveSolutionScope offspring, CancellationToken token, ISolutionSubspace subspace = null); #endregion #region Relink protected virtual ISingleObjectiveSolutionScope PerformRelinking(CancellationToken token) { if (Context.PopulationCount < 2) throw new InvalidOperationException("Cannot breed from population with less than 2 individuals."); var i1 = Context.Random.Next(Context.PopulationCount); var i2 = Context.Random.Next(Context.PopulationCount); while (i1 == i2) i2 = Context.Random.Next(Context.PopulationCount); var p1 = Context.AtPopulation(i1); var p2 = Context.AtPopulation(i2); return RelinkAndImprove(p1, p2, token); } protected virtual ISingleObjectiveSolutionScope RelinkAndImprove(ISingleObjectiveSolutionScope a, ISingleObjectiveSolutionScope b, CancellationToken token) { var child = Relink(a, b, token); if (IsBetter(child, a) && IsBetter(child, b)) return child; var dist1 = Dist(child, a); var dist2 = Dist(child, b); if (dist1 > 0 && dist2 > 0) { var subspace = CalculateSubspace(new[] { a.Solution, b.Solution }, inverse: true); if (HillclimbingSuited(child)) { HillClimb(child, token, subspace); // perform hillclimb in solution sub-space } } return child; } protected abstract ISingleObjectiveSolutionScope Relink(ISingleObjectiveSolutionScope a, ISingleObjectiveSolutionScope b, CancellationToken token); #endregion #region Sample protected virtual ISingleObjectiveSolutionScope PerformSampling(CancellationToken token) { SolutionModelTrainerParameter.Value.TrainModel(Context); var sample = ToScope(Context.Model.Sample()); Evaluate(sample, token); Context.IncrementEvaluatedSolutions(1); if (Context.Population.Any(p => IsBetter(sample, p) || sample.Fitness == p.Fitness)) return sample; if (HillclimbingSuited(sample)) { var subspace = CalculateSubspace(Context.Population.Select(x => x.Solution)); HillClimb(sample, token, subspace); } return sample; } #endregion protected bool HillclimbingSuited(ISingleObjectiveSolutionScope scope) { return Context.Random.NextDouble() < ProbabilityAccept(scope, Context.HillclimbingStat); } protected bool HillclimbingSuited(double startingFitness) { return Context.Random.NextDouble() < ProbabilityAccept(startingFitness, Context.HillclimbingStat); } protected bool TabuwalkingSuited(ISingleObjectiveSolutionScope scope) { return Context.Random.NextDouble() < ProbabilityAccept(scope, Context.TabuwalkingStat); } protected bool TabuwalkingSuited(double startingFitness) { return Context.Random.NextDouble() < ProbabilityAccept(startingFitness, Context.TabuwalkingStat); } protected double ProbabilityAccept(ISingleObjectiveSolutionScope scope, IList> data) { if (double.IsNaN(scope.Fitness)) { Evaluate(scope, CancellationToken.None); Context.IncrementEvaluatedSolutions(1); } return ProbabilityAccept(scope.Fitness, data); } protected double ProbabilityAccept(double startingFitness, IList> data) { if (data.Count < 10) return 1.0; int[] clusterValues; var centroids = CkMeans1D.Cluster(data.Select(x => x.Item1).ToArray(), 2, out clusterValues); var cluster = Math.Abs(startingFitness - centroids.First().Key) < Math.Abs(startingFitness - centroids.Last().Key) ? centroids.First().Value : centroids.Last().Value; var samples = 0; double meanStart = 0, meanStartOld = 0, meanEnd = 0, meanEndOld = 0; double varStart = 0, varStartOld = 0, varEnd = 0, varEndOld = 0; for (var i = 0; i < data.Count; i++) { if (clusterValues[i] != cluster) continue; samples++; var x = data[i].Item1; var y = data[i].Item2; if (samples == 1) { meanStartOld = x; meanEndOld = y; } else { meanStart = meanStartOld + (x - meanStartOld) / samples; meanEnd = meanEndOld + (x - meanEndOld) / samples; varStart = varStartOld + (x - meanStartOld) * (x - meanStart) / (samples - 1); varEnd = varEndOld + (x - meanEndOld) * (x - meanEnd) / (samples - 1); meanStartOld = meanStart; meanEndOld = meanEnd; varStartOld = varStart; varEndOld = varEnd; } } if (samples < 5) return 1.0; var cov = data.Select((v, i) => new { Index = i, Value = v }).Where(x => clusterValues[x.Index] == cluster).Select(x => x.Value).Sum(x => (x.Item1 - meanStart) * (x.Item2 - meanEnd)) / data.Count; var biasedMean = meanEnd + cov / varStart * (startingFitness - meanStart); var biasedStdev = Math.Sqrt(varEnd - (cov * cov) / varStart); if (Problem.Maximization) { var goal = Context.Population.Min(x => x.Fitness); var z = (goal - biasedMean) / biasedStdev; return 1.0 - Phi(z); // P(X >= z) } else { var goal = Context.Population.Max(x => x.Fitness); var z = (goal - biasedMean) / biasedStdev; return Phi(z); // P(X <= z) } } protected virtual bool Terminate() { return MaximumEvaluations.HasValue && Context.EvaluatedSolutions >= MaximumEvaluations.Value || MaximumExecutionTime.HasValue && ExecutionTime >= MaximumExecutionTime.Value || TargetQuality.HasValue && (Problem.Maximization && Context.BestQuality >= TargetQuality.Value || !Problem.Maximization && Context.BestQuality <= TargetQuality.Value); } public event PropertyChangedEventHandler PropertyChanged; protected void OnPropertyChanged(string property) { var handler = PropertyChanged; if (handler != null) handler(this, new PropertyChangedEventArgs(property)); } #region Engine Helper protected void RunOperator(IOperator op, IScope scope, CancellationToken cancellationToken) { var stack = new Stack(); stack.Push(Context.CreateChildOperation(op, scope)); while (stack.Count > 0) { cancellationToken.ThrowIfCancellationRequested(); var next = stack.Pop(); if (next is OperationCollection) { var coll = (OperationCollection)next; for (int i = coll.Count - 1; i >= 0; i--) if (coll[i] != null) stack.Push(coll[i]); } else if (next is IAtomicOperation) { var operation = (IAtomicOperation)next; try { next = operation.Operator.Execute((IExecutionContext)operation, cancellationToken); } catch (Exception ex) { stack.Push(operation); if (ex is OperationCanceledException) throw ex; else throw new OperatorExecutionException(operation.Operator, ex); } if (next != null) stack.Push(next); } } } #endregion #region Math Helper // normal distribution CDF (left of x) for N(0;1) standard normal distribution // from http://www.johndcook.com/blog/csharp_phi/ // license: "This code is in the public domain. Do whatever you want with it, no strings attached." // added: 2016-11-19 21:46 CET protected static double Phi(double x) { // constants double a1 = 0.254829592; double a2 = -0.284496736; double a3 = 1.421413741; double a4 = -1.453152027; double a5 = 1.061405429; double p = 0.3275911; // Save the sign of x int sign = 1; if (x < 0) sign = -1; x = Math.Abs(x) / Math.Sqrt(2.0); // A&S formula 7.1.26 double t = 1.0 / (1.0 + p * x); double y = 1.0 - (((((a5 * t + a4) * t) + a3) * t + a2) * t + a1) * t * Math.Exp(-x * x); return 0.5 * (1.0 + sign * y); } #endregion } }