[8375] | 1 | #region License Information
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| 2 | /* HeuristicLab
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[15584] | 3 | * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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[8375] | 4 | *
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| 5 | * This file is part of HeuristicLab.
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| 6 | *
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| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 8 | * it under the terms of the GNU General Public License as published by
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| 9 | * the Free Software Foundation, either version 3 of the License, or
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| 10 | * (at your option) any later version.
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| 11 | *
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| 12 | * HeuristicLab is distributed in the hope that it will be useful,
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| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 15 | * GNU General Public License for more details.
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| 16 | *
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| 17 | * You should have received a copy of the GNU General Public License
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| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 19 | */
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| 20 | #endregion
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| 21 |
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| 22 | using System.Linq;
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| 23 | using HeuristicLab.Analysis;
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| 24 | using HeuristicLab.Common;
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| 25 | using HeuristicLab.Core;
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| 26 | using HeuristicLab.Data;
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[8396] | 27 | using HeuristicLab.Encodings.RealVectorEncoding;
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[8375] | 28 | using HeuristicLab.Operators;
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| 29 | using HeuristicLab.Optimization;
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| 30 | using HeuristicLab.Parameters;
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| 31 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 32 |
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[8401] | 33 | namespace HeuristicLab.Algorithms.GradientDescent {
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[8375] | 34 | [StorableClass]
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[8396] | 35 | [Item(Name = "LBFGS Analyzer", Description = "Analyzer to collect results for the LM-BFGS algorithm.")]
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| 36 | public sealed class LbfgsAnalyzer : SingleSuccessorOperator, IAnalyzer {
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[8375] | 37 | private const string PointParameterName = "Point";
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| 38 | private const string QualityGradientsParameterName = "QualityGradients";
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| 39 | private const string QualityParameterName = "Quality";
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| 40 | private const string ResultCollectionParameterName = "Results";
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| 41 | private const string QualitiesTableParameterName = "Qualities";
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| 42 | private const string PointsTableParameterName = "PointTable";
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| 43 | private const string QualityGradientsTableParameterName = "QualityGradientsTable";
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[8396] | 44 | private const string StateParameterName = "State";
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| 45 | private const string ApproximateGradientsParameterName = "ApproximateGradients";
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[8375] | 46 |
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| 47 | #region Parameter Properties
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[8396] | 48 | public ILookupParameter<RealVector> QualityGradientsParameter {
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| 49 | get { return (ILookupParameter<RealVector>)Parameters[QualityGradientsParameterName]; }
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[8375] | 50 | }
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[8396] | 51 | public ILookupParameter<RealVector> PointParameter {
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| 52 | get { return (ILookupParameter<RealVector>)Parameters[PointParameterName]; }
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[8375] | 53 | }
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| 54 | public ILookupParameter<DoubleValue> QualityParameter {
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| 55 | get { return (ILookupParameter<DoubleValue>)Parameters[QualityParameterName]; }
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| 56 | }
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| 57 | public ILookupParameter<ResultCollection> ResultCollectionParameter {
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| 58 | get { return (ILookupParameter<ResultCollection>)Parameters[ResultCollectionParameterName]; }
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| 59 | }
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| 60 | public ILookupParameter<DataTable> QualitiesTableParameter {
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| 61 | get { return (ILookupParameter<DataTable>)Parameters[QualitiesTableParameterName]; }
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| 62 | }
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| 63 | public ILookupParameter<DataTable> PointsTableParameter {
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| 64 | get { return (ILookupParameter<DataTable>)Parameters[PointsTableParameterName]; }
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| 65 | }
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| 66 | public ILookupParameter<DataTable> QualityGradientsTableParameter {
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| 67 | get { return (ILookupParameter<DataTable>)Parameters[QualityGradientsTableParameterName]; }
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| 68 | }
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[8396] | 69 | public ILookupParameter<LbfgsState> StateParameter {
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| 70 | get { return (ILookupParameter<LbfgsState>)Parameters[StateParameterName]; }
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[8375] | 71 | }
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[8396] | 72 | public ILookupParameter<BoolValue> ApproximateGradientsParameter {
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| 73 | get { return (ILookupParameter<BoolValue>)Parameters[ApproximateGradientsParameterName]; }
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| 74 | }
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[8375] | 75 | #endregion
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| 76 |
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| 77 | #region Properties
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[8396] | 78 | private RealVector QualityGradients { get { return QualityGradientsParameter.ActualValue; } }
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| 79 | private RealVector Point { get { return PointParameter.ActualValue; } }
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[8375] | 80 | private DoubleValue Quality { get { return QualityParameter.ActualValue; } }
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| 81 | private ResultCollection ResultCollection { get { return ResultCollectionParameter.ActualValue; } }
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[8396] | 82 | private BoolValue ApproximateGradients { get { return ApproximateGradientsParameter.ActualValue; } }
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[8375] | 83 |
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| 84 | public bool EnabledByDefault {
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| 85 | get { return true; }
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| 86 | }
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| 87 |
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| 88 | #endregion
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| 89 |
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| 90 | [StorableConstructor]
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[8396] | 91 | private LbfgsAnalyzer(bool deserializing) : base(deserializing) { }
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| 92 | private LbfgsAnalyzer(LbfgsAnalyzer original, Cloner cloner) : base(original, cloner) { }
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| 93 | public LbfgsAnalyzer()
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[8375] | 94 | : base() {
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| 95 | // in
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[8396] | 96 | Parameters.Add(new LookupParameter<RealVector>(PointParameterName, "The current point of the function to optimize."));
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| 97 | Parameters.Add(new LookupParameter<RealVector>(QualityGradientsParameterName, "The current gradients of the function to optimize."));
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[8375] | 98 | Parameters.Add(new LookupParameter<DoubleValue>(QualityParameterName, "The current value of the function to optimize."));
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| 99 | Parameters.Add(new LookupParameter<DataTable>(QualitiesTableParameterName, "The table of all visited quality values."));
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| 100 | Parameters.Add(new LookupParameter<DataTable>(PointsTableParameterName, "The table of all visited points."));
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| 101 | Parameters.Add(new LookupParameter<DataTable>(QualityGradientsTableParameterName, "The table of all visited gradient values."));
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[8396] | 102 | Parameters.Add(new LookupParameter<LbfgsState>(StateParameterName, "The state of the LM-BFGS optimization algorithm."));
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| 103 | Parameters.Add(new LookupParameter<BoolValue>(ApproximateGradientsParameterName,
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| 104 | "Flag that indicates if gradients should be approximated."));
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| 105 |
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[8375] | 106 | // in & out
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| 107 | Parameters.Add(new LookupParameter<ResultCollection>(ResultCollectionParameterName, "The result collection of the algorithm."));
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| 108 | }
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| 109 |
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| 110 | public override IDeepCloneable Clone(Cloner cloner) {
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[8396] | 111 | return new LbfgsAnalyzer(this, cloner);
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[8375] | 112 | }
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| 113 |
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| 114 | public override IOperation Apply() {
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[8396] | 115 | if (StateParameter.ActualValue.State.xupdated) {
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[8375] | 116 | var f = Quality.Value;
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[8396] | 117 | double[] g;
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| 118 | if (ApproximateGradients.Value) {
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| 119 | g = StateParameter.ActualValue.State.g;
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| 120 | } else {
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| 121 | g = QualityGradients.ToArray();
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| 122 | }
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[8375] | 123 | var x = Point.ToArray();
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| 124 | var resultCollection = ResultCollection;
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| 125 |
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| 126 | // create and add tables on the first time
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| 127 | if (QualitiesTableParameter.ActualValue == null) {
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| 128 | QualitiesTableParameter.ActualValue = new DataTable(QualityParameter.ActualName);
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| 129 | PointsTableParameter.ActualValue = new DataTable(PointParameter.ActualName);
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| 130 | QualityGradientsTableParameter.ActualValue = new DataTable(QualityGradientsParameter.ActualName);
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| 131 |
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| 132 | QualitiesTableParameter.ActualValue.Rows.Add(new DataRow(QualityParameter.ActualName));
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| 133 |
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| 134 | resultCollection.Add(new Result(QualitiesTableParameter.ActualName,
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| 135 | QualitiesTableParameter.ActualValue));
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| 136 | resultCollection.Add(new Result(PointsTableParameter.ActualName,
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| 137 | PointsTableParameter.ActualValue));
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| 138 | resultCollection.Add(new Result(QualityGradientsTableParameter.ActualName,
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| 139 | QualityGradientsTableParameter.ActualValue));
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| 140 | resultCollection.Add(new Result(QualityParameter.ActualName, QualityParameter.ActualValue));
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| 141 | }
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| 142 |
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| 143 | // update
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| 144 | var functionValueRow = QualitiesTableParameter.ActualValue.Rows[QualityParameter.ActualName];
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| 145 | resultCollection[QualityParameter.ActualName].Value = Quality;
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| 146 | functionValueRow.Values.Add(f);
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| 147 |
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| 148 | AddValues(g, QualityGradientsTableParameter.ActualValue);
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| 149 | AddValues(x, PointsTableParameter.ActualValue);
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| 150 | }
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| 151 | return base.Apply();
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| 152 | }
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| 153 |
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| 154 | private void AddValues(double[] x, DataTable dataTable) {
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| 155 | if (!dataTable.Rows.Any()) {
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| 156 | for (int i = 0; i < x.Length; i++) {
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| 157 | var newRow = new DataRow("x" + i);
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| 158 | newRow.Values.Add(x[i]);
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| 159 | dataTable.Rows.Add(newRow);
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| 160 | }
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| 161 | } else {
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| 162 | for (int i = 0; i < x.Length; i++) {
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| 163 | dataTable.Rows.ElementAt(i).Values.Add(x[i]);
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| 164 | }
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| 165 | }
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| 166 | }
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| 167 | }
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| 168 | }
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