#region License Information /* HeuristicLab * Copyright (C) 2002-2014 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; namespace HeuristicLab.Problems.TestFunctions.Evaluators { [Item("MultinormalFunction", "Evaluates a random multinormal function on a given point.")] [StorableClass] public class MultinormalEvaluator : SingleObjectiveTestFunctionProblemEvaluator { public override string FunctionName { get { return "Multinormal"; } } 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; } } private static System.Random Random = new System.Random(); 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 MultinormalEvaluator(bool deserializing) : base(deserializing) { } protected MultinormalEvaluator(MultinormalEvaluator original, Cloner cloner) : base(original, cloner) { } public MultinormalEvaluator() { Parameters.Add(new ValueParameter>("Centers", "Centers of normal distributions")); Parameters.Add(new ValueParameter("s^2s", "sigma^2 of normal distributions")); Parameters.Add(new LookupParameter("Random", "Random number generator")); centers = new ItemList(); s_2s = new RealVector(); } public override IDeepCloneable Clone(Cloner cloner) { return new MultinormalEvaluator(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; } } }