#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;
using System.Collections.Generic;
using System.Diagnostics;
using System.Linq;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Encodings.RealVectorEncoding;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Random;
namespace HeuristicLab.Problems.TestFunctions.Evaluators {
[Item("Multinormal", "Evaluates a random multinormal function on a given point.")]
[StorableClass]
public class Multinormal : SingleObjectiveTestFunction {
private ItemList centers {
get { return (ItemList)Parameters["Centers"].ActualValue; }
set { Parameters["Centers"].ActualValue = value; }
}
private RealVector s_2s {
get { return (RealVector)Parameters["s^2s"].ActualValue; }
set { Parameters["s^2s"].ActualValue = value; }
}
public IRandom Random {
get { return ((ValueParameter)Parameters["Random"]).Value; }
set { ((ValueParameter)Parameters["Random"]).Value = value; }
}
private Dictionary> stdCenters;
public IEnumerable Centers(int nDim) {
if (stdCenters == null)
stdCenters = new Dictionary>();
if (!stdCenters.ContainsKey(nDim))
stdCenters[nDim] = GetCenters(nDim).ToList();
return stdCenters[nDim];
}
private IEnumerable GetCenters(int nDim) {
RealVector r0 = new RealVector(nDim);
for (int i = 0; i < r0.Length; i++)
r0[i] = 5;
yield return r0;
for (int i = 1; i < 1 << nDim; i++) {
RealVector r = new RealVector(nDim);
for (int j = 0; j < nDim; j++) {
r[j] = (i >> j) % 2 == 0 ? Random.NextDouble() + 4.5 : Random.NextDouble() + 14.5;
}
yield return r;
}
}
private Dictionary> stdSigma_2s;
public IEnumerable Sigma_2s(int nDim) {
if (stdSigma_2s == null)
stdSigma_2s = new Dictionary>();
if (!stdSigma_2s.ContainsKey(nDim))
stdSigma_2s[nDim] = GetSigma_2s(nDim).ToList();
return stdSigma_2s[nDim];
}
private IEnumerable GetSigma_2s(int nDim) {
yield return 0.2;
for (int i = 1; i < (1 << nDim) - 1; i++) {
yield return Random.NextDouble() * 0.5 + 0.75;
}
yield return 2;
}
[StorableConstructor]
protected Multinormal(bool deserializing) : base(deserializing) { }
protected Multinormal(Multinormal original, Cloner cloner) : base(original, cloner) { }
public Multinormal() {
Parameters.Add(new ValueParameter>("Centers", "Centers of normal distributions"));
Parameters.Add(new ValueParameter("s^2s", "sigma^2 of normal distributions"));
Parameters.Add(new ValueParameter("Random", "The random number generator that will make random instances", new MersenneTwister(0)));
centers = new ItemList();
s_2s = new RealVector();
}
public override IDeepCloneable Clone(Cloner cloner) {
return new Multinormal(this, cloner);
}
private double FastFindOptimum(out RealVector bestSolution) {
var optima = centers.Select((c, i) => new { f = Evaluate(c), i }).OrderBy(v => v.f).ToList();
if (optima.Count == 0) {
bestSolution = new RealVector();
return 0;
} else {
var best = optima.First();
bestSolution = centers[best.i];
return best.f;
}
}
public static double N(RealVector x, RealVector x0, double s_2) {
Debug.Assert(x.Length == x0.Length);
double d = 0;
for (int i = 0; i < x.Length; i++) {
d += (x[i] - x0[i]) * (x[i] - x0[i]);
}
return Math.Exp(-d / (2 * s_2)) / (2 * Math.PI * s_2);
}
public override bool Maximization {
get { return false; }
}
public override DoubleMatrix Bounds {
get { return new DoubleMatrix(new double[,] { { 0, 20 } }); }
}
public override double BestKnownQuality {
get {
if (centers.Count == 0) {
return -1 / (2 * Math.PI * 0.2);
} else {
RealVector bestSolution;
return FastFindOptimum(out bestSolution);
}
}
}
public override int MinimumProblemSize { get { return 1; } }
public override int MaximumProblemSize { get { return 100; } }
private RealVector Shorten(RealVector x, int dimensions) {
return new RealVector(x.Take(dimensions).ToArray());
}
public override RealVector GetBestKnownSolution(int dimension) {
if (centers.Count == 0) {
RealVector r = new RealVector(dimension);
for (int i = 0; i < r.Length; i++)
r[i] = 5;
return r;
} else {
RealVector bestSolution;
FastFindOptimum(out bestSolution);
return Shorten(bestSolution, dimension);
}
}
public override double Evaluate(RealVector point) {
double value = 0;
if (centers.Count == 0) {
var c = Centers(point.Length).GetEnumerator();
var s = Sigma_2s(point.Length).GetEnumerator();
while (c.MoveNext() && s.MoveNext()) {
value -= N(point, c.Current, s.Current);
}
} else {
for (int i = 0; i < centers.Count; i++) {
value -= N(point, centers[i], s_2s[i]);
}
}
return value;
}
}
}