#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 HeuristicLab.Core; using HeuristicLab.Operators; using HeuristicLab.Optimization; using HeuristicLab.Parameters; using HeuristicLab.Encodings.RealVectorEncoding; using HeuristicLab.Data; using HeuristicLab.Random; using System; namespace HeuristicLab.Algorithms.EvolutionStrategy { /// /// Mutates the endogenous strategy parameters. /// public class StrategyVectorManipulator : SingleSuccessorOperator, IStochasticOperator { public ILookupParameter RandomParameter { get { return (ILookupParameter)Parameters["Random"]; } } public ILookupParameter StrategyVectorParameter { get { return (ILookupParameter)Parameters["StrategyVector"]; } } public IValueLookupParameter GeneralLearningRateParameter { get { return (IValueLookupParameter)Parameters["GeneralLearningRate"]; } } public IValueLookupParameter LearningRateParameter { get { return (IValueLookupParameter)Parameters["LearningRate"]; } } /// /// Initializes a new instance of with four /// parameters (Random, StrategyVector, GeneralLearningRate and /// LearningRate). /// public StrategyVectorManipulator() : base() { Parameters.Add(new LookupParameter("Random", "The random number generator to use.")); Parameters.Add(new LookupParameter("StrategyVector", "The strategy vector to manipulate.")); Parameters.Add(new ValueLookupParameter("GeneralLearningRate", "The general learning rate (tau0).")); Parameters.Add(new ValueLookupParameter("LearningRate", "The learning rate (tau).")); } /// /// Mutates the endogenous strategy parameters. /// /// The random number generator to use. /// The strategy vector to manipulate. /// The general learning rate dampens the mutation over all dimensions. /// The learning rate dampens the mutation in each dimension. public static void Apply(IRandom random, RealVector vector, double generalLearningRate, double learningRate) { NormalDistributedRandom N = new NormalDistributedRandom(random, 0.0, 1.0); double generalMultiplier = Math.Exp(generalLearningRate * N.NextDouble()); for (int i = 0; i < vector.Length; i++) { vector[i] *= generalMultiplier * Math.Exp(learningRate * N.NextDouble()); } } /// /// Mutates the endogenous strategy parameters. /// /// Calls of base class . /// public override IOperation Apply() { RealVector strategyParams = StrategyVectorParameter.ActualValue; if (strategyParams != null) { // only apply if there is a strategy vector IRandom random = RandomParameter.ActualValue; double tau0 = GeneralLearningRateParameter.ActualValue.Value; double tau = LearningRateParameter.ActualValue.Value; Apply(random, strategyParams, tau0, tau); } return base.Apply(); } } }