[9682] | 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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[9682] | 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;
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| 23 | using System.Linq;
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[15217] | 24 | using HeuristicLab.Analysis;
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[9682] | 25 | using HeuristicLab.Common;
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| 26 | using HeuristicLab.Core;
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| 27 | using HeuristicLab.Data;
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| 28 | using HeuristicLab.Encodings.RealVectorEncoding;
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| 29 | using HeuristicLab.Optimization;
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[15217] | 30 | using HeuristicLab.Optimization.Operators;
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[9682] | 31 | using HeuristicLab.Parameters;
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| 32 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 33 | using HeuristicLab.PluginInfrastructure;
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| 34 |
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| 35 | namespace HeuristicLab.Problems.ParameterOptimization {
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| 36 | [Item("Parameter Optimization Problem", "A base class for other problems for the optimization of a parameter vector.")]
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| 37 | [StorableClass]
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| 38 | public abstract class ParameterOptimizationProblem : SingleObjectiveHeuristicOptimizationProblem<IParameterVectorEvaluator, IRealVectorCreator>, IStorableContent {
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| 39 | public string Filename { get; set; }
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| 40 | private const string ProblemSizeParameterName = "ProblemSize";
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| 41 | private const string BoundsParameterName = "Bounds";
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| 42 | private const string ParameterNamesParameterName = "ParameterNames";
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| 43 |
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| 44 |
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| 45 | #region parameters
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| 46 | public IFixedValueParameter<IntValue> ProblemSizeParameter {
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| 47 | get { return (IFixedValueParameter<IntValue>)Parameters[ProblemSizeParameterName]; }
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| 48 | }
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| 49 | public IValueParameter<DoubleMatrix> BoundsParameter {
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| 50 | get { return (IValueParameter<DoubleMatrix>)Parameters[BoundsParameterName]; }
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| 51 | }
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| 52 | public IValueParameter<StringArray> ParameterNamesParameter {
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| 53 | get { return (IValueParameter<StringArray>)Parameters[ParameterNamesParameterName]; }
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| 54 | }
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| 55 | #endregion
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| 56 |
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| 57 | #region properties
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| 58 | public int ProblemSize {
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| 59 | get { return ProblemSizeParameter.Value.Value; }
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| 60 | set { ProblemSizeParameter.Value.Value = value; }
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| 61 | }
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| 62 | public DoubleMatrix Bounds {
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| 63 | get { return BoundsParameter.Value; }
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| 64 | set { BoundsParameter.Value = value; }
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| 65 | }
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| 66 | public StringArray ParameterNames {
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| 67 | get { return ParameterNamesParameter.Value; }
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| 68 | set { ParameterNamesParameter.Value = value; }
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| 69 | }
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| 70 | #endregion
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| 71 |
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| 72 |
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| 73 | [Storable]
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| 74 | protected StdDevStrategyVectorCreator strategyVectorCreator;
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| 75 | [Storable]
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| 76 | protected StdDevStrategyVectorCrossover strategyVectorCrossover;
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| 77 | [Storable]
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| 78 | protected StdDevStrategyVectorManipulator strategyVectorManipulator;
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| 79 |
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| 80 | [StorableConstructor]
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| 81 | protected ParameterOptimizationProblem(bool deserializing) : base(deserializing) { }
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| 82 | protected ParameterOptimizationProblem(ParameterOptimizationProblem original, Cloner cloner)
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| 83 | : base(original, cloner) {
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| 84 | strategyVectorCreator = cloner.Clone(original.strategyVectorCreator);
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| 85 | strategyVectorCrossover = cloner.Clone(original.strategyVectorCrossover);
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| 86 | strategyVectorManipulator = cloner.Clone(original.strategyVectorManipulator);
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| 87 | RegisterEventHandlers();
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| 88 | }
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| 89 |
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| 90 | [StorableHook(HookType.AfterDeserialization)]
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| 91 | private void AfterDeserialization() {
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| 92 | RegisterEventHandlers();
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| 93 | }
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| 94 |
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| 95 | protected ParameterOptimizationProblem(IParameterVectorEvaluator evaluator)
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| 96 | : base(evaluator, new UniformRandomRealVectorCreator()) {
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| 97 | Parameters.Add(new FixedValueParameter<IntValue>(ProblemSizeParameterName, "The dimension of the parameter vector that is to be optimized.", new IntValue(1)));
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[11151] | 98 | Parameters.Add(new ValueParameter<DoubleMatrix>(BoundsParameterName, "The bounds for each dimension of the parameter vector. If the number of bounds is smaller than the problem size then the bounds are reused in a cyclic manner.", new DoubleMatrix(new double[,] { { 0, 100 } }, new string[] { "LowerBound", "UpperBound" })));
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[10190] | 99 | Parameters.Add(new ValueParameter<StringArray>(ParameterNamesParameterName, "The element names which are used to calculate the quality of a parameter vector.", new StringArray(new string[] { "Parameter0" })));
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[9682] | 100 |
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| 101 | SolutionCreator.LengthParameter.ActualName = "ProblemSize";
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| 102 |
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| 103 | Operators.AddRange(ApplicationManager.Manager.GetInstances<IRealVectorOperator>());
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| 104 |
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| 105 | strategyVectorCreator = new StdDevStrategyVectorCreator();
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| 106 | strategyVectorCreator.LengthParameter.ActualName = ProblemSizeParameter.Name;
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| 107 | strategyVectorCrossover = new StdDevStrategyVectorCrossover();
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| 108 | strategyVectorManipulator = new StdDevStrategyVectorManipulator();
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| 109 | strategyVectorManipulator.LearningRateParameter.Value = new DoubleValue(0.5);
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| 110 | strategyVectorManipulator.GeneralLearningRateParameter.Value = new DoubleValue(0.5);
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| 111 |
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| 112 | Operators.Add(strategyVectorCreator);
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| 113 | Operators.Add(strategyVectorCrossover);
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| 114 | Operators.Add(strategyVectorManipulator);
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| 115 | Operators.Add(new BestSolutionAnalyzer());
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[10190] | 116 | Operators.Add(new BestSolutionsAnalyzer());
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[15217] | 117 |
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| 118 | Operators.Add(new HammingSimilarityCalculator());
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| 119 | Operators.Add(new EuclideanSimilarityCalculator());
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| 120 | Operators.Add(new QualitySimilarityCalculator());
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| 121 | Operators.Add(new PopulationSimilarityAnalyzer(Operators.OfType<ISolutionSimilarityCalculator>()));
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| 122 |
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[9682] | 123 | UpdateParameters();
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| 124 | UpdateStrategyVectorBounds();
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| 125 |
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| 126 | RegisterEventHandlers();
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| 127 | }
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| 128 |
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| 129 | protected override void OnEvaluatorChanged() {
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| 130 | base.OnEvaluatorChanged();
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| 131 | UpdateParameters();
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| 132 | }
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| 133 |
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| 134 | private void RegisterEventHandlers() {
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| 135 | Bounds.ToStringChanged += Bounds_ToStringChanged;
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| 136 | ProblemSizeParameter.Value.ValueChanged += ProblemSize_Changed;
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[9698] | 137 | ParameterNames.Reset += ParameterNames_Reset;
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[9682] | 138 | }
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| 139 |
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| 140 | private void UpdateParameters() {
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| 141 | Evaluator.ParameterVectorParameter.ActualName = SolutionCreator.RealVectorParameter.ActualName;
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| 142 | Evaluator.ParameterNamesParameter.ActualName = ParameterNamesParameter.Name;
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| 143 |
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[11151] | 144 | foreach (var bestSolutionAnalyzer in Operators.OfType<BestSolutionAnalyzer>()) {
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| 145 | bestSolutionAnalyzer.ParameterVectorParameter.ActualName = SolutionCreator.RealVectorParameter.ActualName;
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| 146 | bestSolutionAnalyzer.ParameterNamesParameter.ActualName = ParameterNamesParameter.Name;
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| 147 | }
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[9682] | 148 | Bounds = new DoubleMatrix(ProblemSize, 2);
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| 149 | Bounds.RowNames = ParameterNames;
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| 150 | for (int i = 0; i < Bounds.Rows; i++) {
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| 151 | Bounds[i, 0] = 0.0;
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| 152 | Bounds[i, 1] = 100.0;
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| 153 | }
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| 154 |
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| 155 | foreach (var op in Operators.OfType<IRealVectorManipulator>())
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| 156 | op.RealVectorParameter.ActualName = SolutionCreator.RealVectorParameter.ActualName;
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[15217] | 157 |
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| 158 | foreach (var similarityCalculator in Operators.OfType<ISolutionSimilarityCalculator>()) {
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| 159 | similarityCalculator.SolutionVariableName = SolutionCreator.RealVectorParameter.ActualName;
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| 160 | similarityCalculator.QualityVariableName = Evaluator.QualityParameter.ActualName;
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| 161 | }
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[9682] | 162 | }
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| 163 |
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| 164 | private void Bounds_ToStringChanged(object sender, EventArgs e) {
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| 165 | if (Bounds.Columns != 2 || Bounds.Rows < 1)
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| 166 | Bounds = new DoubleMatrix(1, 2);
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| 167 | UpdateStrategyVectorBounds();
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| 168 | }
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[9698] | 169 | protected virtual void UpdateStrategyVectorBounds() {
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[9682] | 170 | DoubleMatrix strategyBounds = (DoubleMatrix)Bounds.Clone();
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| 171 | for (int i = 0; i < strategyBounds.Rows; i++) {
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| 172 | if (strategyBounds[i, 0] < 0) strategyBounds[i, 0] = 0;
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| 173 | strategyBounds[i, 1] = 0.1 * (Bounds[i, 1] - Bounds[i, 0]);
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| 174 | }
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| 175 | strategyVectorCreator.BoundsParameter.Value = strategyBounds;
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| 176 | }
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| 177 |
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[9698] | 178 | protected virtual void ProblemSize_Changed(object sender, EventArgs e) {
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[9682] | 179 | if (ParameterNames.Length != ProblemSize)
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| 180 | ((IStringConvertibleArray)ParameterNames).Length = ProblemSize;
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| 181 | for (int i = 0; i < ParameterNames.Length; i++) {
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| 182 | if (string.IsNullOrEmpty(ParameterNames[i])) ParameterNames[i] = "Parameter" + i;
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| 183 | }
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[11151] | 184 |
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| 185 | strategyVectorManipulator.GeneralLearningRateParameter.Value = new DoubleValue(1.0 / Math.Sqrt(2 * ProblemSize));
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| 186 | strategyVectorManipulator.LearningRateParameter.Value = new DoubleValue(1.0 / Math.Sqrt(2 * Math.Sqrt(ProblemSize)));
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[9682] | 187 | }
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[9698] | 188 |
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| 189 | protected virtual void ParameterNames_Reset(object sender, EventArgs e) {
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| 190 | ProblemSize = ParameterNames.Length;
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| 191 | }
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[9682] | 192 | }
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| 193 | }
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