[3183] | 1 | #region License Information
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| 2 | /* HeuristicLab
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[11171] | 3 | * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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[3183] | 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 HeuristicLab.Core;
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| 23 | using HeuristicLab.Operators;
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| 24 | using HeuristicLab.Optimization;
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| 25 | using HeuristicLab.Parameters;
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| 26 | using HeuristicLab.Encodings.RealVectorEncoding;
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| 27 | using HeuristicLab.Data;
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| 28 | using HeuristicLab.Random;
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| 29 | using System;
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| 30 |
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| 31 | namespace HeuristicLab.Algorithms.EvolutionStrategy {
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| 32 | /// <summary>
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| 33 | /// Mutates the endogenous strategy parameters.
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| 34 | /// </summary>
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| 35 | public class StrategyVectorManipulator : SingleSuccessorOperator, IStochasticOperator {
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| 36 | public ILookupParameter<IRandom> RandomParameter {
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| 37 | get { return (ILookupParameter<IRandom>)Parameters["Random"]; }
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| 38 | }
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| 39 | public ILookupParameter<RealVector> StrategyVectorParameter {
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| 40 | get { return (ILookupParameter<RealVector>)Parameters["StrategyVector"]; }
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| 41 | }
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| 42 | public IValueLookupParameter<DoubleValue> GeneralLearningRateParameter {
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| 43 | get { return (IValueLookupParameter<DoubleValue>)Parameters["GeneralLearningRate"]; }
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| 44 | }
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| 45 | public IValueLookupParameter<DoubleValue> LearningRateParameter {
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| 46 | get { return (IValueLookupParameter<DoubleValue>)Parameters["LearningRate"]; }
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| 47 | }
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| 48 | /// <summary>
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| 49 | /// Initializes a new instance of <see cref="StrategyVectorManipulator"/> with four
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| 50 | /// parameters (<c>Random</c>, <c>StrategyVector</c>, <c>GeneralLearningRate</c> and
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| 51 | /// <c>LearningRate</c>).
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| 52 | /// </summary>
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| 53 | public StrategyVectorManipulator()
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| 54 | : base() {
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| 55 | Parameters.Add(new LookupParameter<IRandom>("Random", "The random number generator to use."));
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| 56 | Parameters.Add(new LookupParameter<RealVector>("StrategyVector", "The strategy vector to manipulate."));
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| 57 | Parameters.Add(new ValueLookupParameter<DoubleValue>("GeneralLearningRate", "The general learning rate (tau0)."));
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| 58 | Parameters.Add(new ValueLookupParameter<DoubleValue>("LearningRate", "The learning rate (tau)."));
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| 59 | }
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| 60 |
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| 61 | /// <summary>
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| 62 | /// Mutates the endogenous strategy parameters.
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| 63 | /// </summary>
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| 64 | /// <param name="random">The random number generator to use.</param>
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| 65 | /// <param name="vector">The strategy vector to manipulate.</param>
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| 66 | /// <param name="generalLearningRate">The general learning rate dampens the mutation over all dimensions.</param>
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| 67 | /// <param name="learningRate">The learning rate dampens the mutation in each dimension.</param>
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| 68 | public static void Apply(IRandom random, RealVector vector, double generalLearningRate, double learningRate) {
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| 69 | NormalDistributedRandom N = new NormalDistributedRandom(random, 0.0, 1.0);
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| 70 | double generalMultiplier = Math.Exp(generalLearningRate * N.NextDouble());
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| 71 | for (int i = 0; i < vector.Length; i++) {
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| 72 | vector[i] *= generalMultiplier * Math.Exp(learningRate * N.NextDouble());
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| 73 | }
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| 74 | }
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| 75 | /// <summary>
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| 76 | /// Mutates the endogenous strategy parameters.
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| 77 | /// </summary>
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| 78 | /// <remarks>Calls <see cref="OperatorBase.Apply"/> of base class <see cref="OperatorBase"/>.</remarks>
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| 79 | /// <inheritdoc select="returns"/>
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| 80 | public override IOperation Apply() {
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| 81 | RealVector strategyParams = StrategyVectorParameter.ActualValue;
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| 82 | if (strategyParams != null) { // only apply if there is a strategy vector
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| 83 | IRandom random = RandomParameter.ActualValue;
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| 84 | double tau0 = GeneralLearningRateParameter.ActualValue.Value;
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| 85 | double tau = LearningRateParameter.ActualValue.Value;
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| 86 | Apply(random, strategyParams, tau0, tau);
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| 87 | }
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| 88 | return base.Apply();
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| 89 | }
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| 90 | }
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| 91 | }
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