#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.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Optimization;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Random;
namespace HeuristicLab.Encodings.RealVectorEncoding {
[Item("StochasticNormalMultiMoveGenerator", "Generates normal distributed moves from a given real vector.")]
[StorableClass]
public class StochasticNormalMultiMoveGenerator : AdditiveMoveGenerator, IMultiMoveGenerator {
public IValueLookupParameter SigmaParameter {
get { return (IValueLookupParameter)Parameters["Sigma"]; }
}
public IValueLookupParameter SampleSizeParameter {
get { return (IValueLookupParameter)Parameters["SampleSize"]; }
}
[StorableConstructor]
protected StochasticNormalMultiMoveGenerator(bool deserializing) : base(deserializing) { }
protected StochasticNormalMultiMoveGenerator(StochasticNormalMultiMoveGenerator original, Cloner cloner) : base(original, cloner) { }
public StochasticNormalMultiMoveGenerator()
: base() {
Parameters.Add(new ValueLookupParameter("Sigma", "The standard deviation of the normal distribution.", new DoubleValue(1)));
Parameters.Add(new ValueLookupParameter("SampleSize", "The number of moves that should be generated."));
}
public override IDeepCloneable Clone(Cloner cloner) {
return new StochasticNormalMultiMoveGenerator(this, cloner);
}
public static AdditiveMove[] Apply(IRandom random, RealVector vector, double sigma, int sampleSize, DoubleMatrix bounds) {
AdditiveMove[] moves = new AdditiveMove[sampleSize];
NormalDistributedRandom N = new NormalDistributedRandom(random, 0, sigma);
for (int i = 0; i < sampleSize; i++) {
int index = random.Next(vector.Length);
double strength = 0, min = bounds[index % bounds.Rows, 0], max = bounds[index % bounds.Rows, 1];
do {
strength = N.NextDouble();
} while (vector[index] + strength < min || vector[index] + strength > max);
moves[i] = new AdditiveMove(index, strength);
}
return moves;
}
protected override AdditiveMove[] GenerateMoves(IRandom random, RealVector realVector, DoubleMatrix bounds) {
return Apply(random, realVector, SigmaParameter.ActualValue.Value, SampleSizeParameter.ActualValue.Value, bounds);
}
}
}