#region License Information /* HeuristicLab * Copyright (C) 2002-2015 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.Linq; using HeuristicLab.Analysis; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Encodings.RealVectorEncoding; using HeuristicLab.Operators; using HeuristicLab.Optimization; using HeuristicLab.Parameters; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; namespace HeuristicLab.Algorithms.GradientDescent { [StorableClass("687D5B51-367B-45EB-A5F1-7888F238665E")] [Item(Name = "LBFGS Analyzer", Description = "Analyzer to collect results for the LM-BFGS algorithm.")] public sealed class LbfgsAnalyzer : SingleSuccessorOperator, IAnalyzer { private const string PointParameterName = "Point"; private const string QualityGradientsParameterName = "QualityGradients"; private const string QualityParameterName = "Quality"; private const string ResultCollectionParameterName = "Results"; private const string QualitiesTableParameterName = "Qualities"; private const string PointsTableParameterName = "PointTable"; private const string QualityGradientsTableParameterName = "QualityGradientsTable"; private const string StateParameterName = "State"; private const string ApproximateGradientsParameterName = "ApproximateGradients"; #region Parameter Properties public ILookupParameter QualityGradientsParameter { get { return (ILookupParameter)Parameters[QualityGradientsParameterName]; } } public ILookupParameter PointParameter { get { return (ILookupParameter)Parameters[PointParameterName]; } } public ILookupParameter QualityParameter { get { return (ILookupParameter)Parameters[QualityParameterName]; } } public ILookupParameter ResultCollectionParameter { get { return (ILookupParameter)Parameters[ResultCollectionParameterName]; } } public ILookupParameter QualitiesTableParameter { get { return (ILookupParameter)Parameters[QualitiesTableParameterName]; } } public ILookupParameter PointsTableParameter { get { return (ILookupParameter)Parameters[PointsTableParameterName]; } } public ILookupParameter QualityGradientsTableParameter { get { return (ILookupParameter)Parameters[QualityGradientsTableParameterName]; } } public ILookupParameter StateParameter { get { return (ILookupParameter)Parameters[StateParameterName]; } } public ILookupParameter ApproximateGradientsParameter { get { return (ILookupParameter)Parameters[ApproximateGradientsParameterName]; } } #endregion #region Properties private RealVector QualityGradients { get { return QualityGradientsParameter.ActualValue; } } private RealVector Point { get { return PointParameter.ActualValue; } } private DoubleValue Quality { get { return QualityParameter.ActualValue; } } private ResultCollection ResultCollection { get { return ResultCollectionParameter.ActualValue; } } private BoolValue ApproximateGradients { get { return ApproximateGradientsParameter.ActualValue; } } public bool EnabledByDefault { get { return true; } } #endregion [StorableConstructor] private LbfgsAnalyzer(bool deserializing) : base(deserializing) { } private LbfgsAnalyzer(LbfgsAnalyzer original, Cloner cloner) : base(original, cloner) { } public LbfgsAnalyzer() : base() { // in Parameters.Add(new LookupParameter(PointParameterName, "The current point of the function to optimize.")); Parameters.Add(new LookupParameter(QualityGradientsParameterName, "The current gradients of the function to optimize.")); Parameters.Add(new LookupParameter(QualityParameterName, "The current value of the function to optimize.")); Parameters.Add(new LookupParameter(QualitiesTableParameterName, "The table of all visited quality values.")); Parameters.Add(new LookupParameter(PointsTableParameterName, "The table of all visited points.")); Parameters.Add(new LookupParameter(QualityGradientsTableParameterName, "The table of all visited gradient values.")); Parameters.Add(new LookupParameter(StateParameterName, "The state of the LM-BFGS optimization algorithm.")); Parameters.Add(new LookupParameter(ApproximateGradientsParameterName, "Flag that indicates if gradients should be approximated.")); // in & out Parameters.Add(new LookupParameter(ResultCollectionParameterName, "The result collection of the algorithm.")); } public override IDeepCloneable Clone(Cloner cloner) { return new LbfgsAnalyzer(this, cloner); } public override IOperation Apply() { if (StateParameter.ActualValue.State.xupdated) { var f = Quality.Value; double[] g; if (ApproximateGradients.Value) { g = StateParameter.ActualValue.State.g; } else { g = QualityGradients.ToArray(); } var x = Point.ToArray(); var resultCollection = ResultCollection; // create and add tables on the first time if (QualitiesTableParameter.ActualValue == null) { QualitiesTableParameter.ActualValue = new DataTable(QualityParameter.ActualName); PointsTableParameter.ActualValue = new DataTable(PointParameter.ActualName); QualityGradientsTableParameter.ActualValue = new DataTable(QualityGradientsParameter.ActualName); QualitiesTableParameter.ActualValue.Rows.Add(new DataRow(QualityParameter.ActualName)); resultCollection.Add(new Result(QualitiesTableParameter.ActualName, QualitiesTableParameter.ActualValue)); resultCollection.Add(new Result(PointsTableParameter.ActualName, PointsTableParameter.ActualValue)); resultCollection.Add(new Result(QualityGradientsTableParameter.ActualName, QualityGradientsTableParameter.ActualValue)); resultCollection.Add(new Result(QualityParameter.ActualName, QualityParameter.ActualValue)); } // update var functionValueRow = QualitiesTableParameter.ActualValue.Rows[QualityParameter.ActualName]; resultCollection[QualityParameter.ActualName].Value = Quality; functionValueRow.Values.Add(f); AddValues(g, QualityGradientsTableParameter.ActualValue); AddValues(x, PointsTableParameter.ActualValue); } return base.Apply(); } private void AddValues(double[] x, DataTable dataTable) { if (!dataTable.Rows.Any()) { for (int i = 0; i < x.Length; i++) { var newRow = new DataRow("x" + i); newRow.Values.Add(x[i]); dataTable.Rows.Add(newRow); } } else { for (int i = 0; i < x.Length; i++) { dataTable.Rows.ElementAt(i).Values.Add(x[i]); } } } } }