#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 System; using System.Linq; using HeuristicLab.Analysis; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Encodings.RealVectorEncoding; using HeuristicLab.Operators; using HeuristicLab.Optimization; using HeuristicLab.Parameters; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; using HeuristicLab.Random; namespace HeuristicLab.Algorithms.GradientDescent { /// /// Limited-Memory BFGS optimization algorithm. /// [Item("LM-BFGS", "The limited-memory BFGS (Broyden–Fletcher–Goldfarb–Shanno) optimization algorithm.")] [Creatable("Algorithms")] [StorableClass] public sealed class LbfgsAlgorithm : HeuristicOptimizationEngineAlgorithm, IStorableContent { public override Type ProblemType { get { return typeof(ISingleObjectiveHeuristicOptimizationProblem); } } public new ISingleObjectiveHeuristicOptimizationProblem Problem { get { return (ISingleObjectiveHeuristicOptimizationProblem)base.Problem; } set { base.Problem = value; } } public string Filename { get; set; } private const string AnalyzerParameterName = "Analyzer"; private const string MaxIterationsParameterName = "MaxIterations"; private const string ApproximateGradientsParameterName = "ApproximateGradients"; private const string SeedParameterName = "Seed"; private const string SetSeedRandomlyParameterName = "SetSeedRandomly"; private const string GradientCheckStepSizeParameterName = "GradientCheckStepSize"; #region parameter properties public IValueParameter AnalyzerParameter { get { return (IValueParameter)Parameters[AnalyzerParameterName]; } } public IValueParameter MaxIterationsParameter { get { return (IValueParameter)Parameters[MaxIterationsParameterName]; } } public IValueParameter SeedParameter { get { return (IValueParameter)Parameters[SeedParameterName]; } } public IValueParameter SetSeedRandomlyParameter { get { return (IValueParameter)Parameters[SetSeedRandomlyParameterName]; } } public IValueParameter GradientStepSizeParameter { get { return (IValueParameter)Parameters[GradientCheckStepSizeParameterName]; } } #endregion #region properties public IMultiAnalyzer Analyzer { get { return AnalyzerParameter.Value; } set { AnalyzerParameter.Value = value; } } public int MaxIterations { set { MaxIterationsParameter.Value.Value = value; } get { return MaxIterationsParameter.Value.Value; } } public int Seed { get { return SeedParameter.Value.Value; } set { SeedParameter.Value.Value = value; } } public bool SetSeedRandomly { get { return SetSeedRandomlyParameter.Value.Value; } set { SetSeedRandomlyParameter.Value.Value = value; } } #endregion [Storable] private LbfgsInitializer initializer; [Storable] private LbfgsMakeStep makeStep; [Storable] private LbfgsUpdateResults updateResults; [Storable] private LbfgsAnalyzer analyzer; [Storable] private Placeholder solutionCreator; [Storable] private Placeholder evaluator; [StorableConstructor] private LbfgsAlgorithm(bool deserializing) : base(deserializing) { } private LbfgsAlgorithm(LbfgsAlgorithm original, Cloner cloner) : base(original, cloner) { initializer = cloner.Clone(original.initializer); makeStep = cloner.Clone(original.makeStep); updateResults = cloner.Clone(original.updateResults); analyzer = cloner.Clone(original.analyzer); solutionCreator = cloner.Clone(original.solutionCreator); evaluator = cloner.Clone(original.evaluator); RegisterEvents(); } public LbfgsAlgorithm() : base() { Parameters.Add(new ValueParameter(AnalyzerParameterName, "The analyzers that will be executed on the solution.", new MultiAnalyzer())); Parameters.Add(new ValueParameter(MaxIterationsParameterName, "The maximal number of iterations for.", new IntValue(20))); Parameters.Add(new ValueParameter(SeedParameterName, "The random seed used to initialize the new pseudo random number generator.", new IntValue(0))); Parameters.Add(new ValueParameter(SetSeedRandomlyParameterName, "True if the random seed should be set to a random value, otherwise false.", new BoolValue(true))); Parameters.Add(new ValueParameter(ApproximateGradientsParameterName, "Indicates that gradients should be approximated.", new BoolValue(true))); Parameters.Add(new OptionalValueParameter(GradientCheckStepSizeParameterName, "Step size for the gradient check (should be used for debugging the gradient calculation only).")); // these parameter should not be changed usually Parameters[ApproximateGradientsParameterName].Hidden = true; Parameters[GradientCheckStepSizeParameterName].Hidden = true; var randomCreator = new RandomCreator(); solutionCreator = new Placeholder(); initializer = new LbfgsInitializer(); makeStep = new LbfgsMakeStep(); var branch = new ConditionalBranch(); evaluator = new Placeholder(); updateResults = new LbfgsUpdateResults(); var analyzerPlaceholder = new Placeholder(); var finalAnalyzerPlaceholder = new Placeholder(); OperatorGraph.InitialOperator = randomCreator; randomCreator.SeedParameter.ActualName = SeedParameterName; randomCreator.SeedParameter.Value = null; randomCreator.SetSeedRandomlyParameter.ActualName = SetSeedRandomlyParameterName; randomCreator.SetSeedRandomlyParameter.Value = null; randomCreator.Successor = solutionCreator; solutionCreator.Name = "(Solution Creator)"; solutionCreator.Successor = initializer; initializer.IterationsParameter.ActualName = MaxIterationsParameterName; initializer.ApproximateGradientsParameter.ActualName = ApproximateGradientsParameterName; initializer.Successor = makeStep; makeStep.StateParameter.ActualName = initializer.StateParameter.Name; makeStep.Successor = branch; branch.ConditionParameter.ActualName = makeStep.TerminationCriterionParameter.Name; branch.FalseBranch = evaluator; branch.TrueBranch = finalAnalyzerPlaceholder; evaluator.Name = "(Evaluator)"; evaluator.Successor = updateResults; updateResults.StateParameter.ActualName = initializer.StateParameter.Name; updateResults.ApproximateGradientsParameter.ActualName = ApproximateGradientsParameterName; updateResults.Successor = analyzerPlaceholder; analyzerPlaceholder.Name = "(Analyzer)"; analyzerPlaceholder.OperatorParameter.ActualName = AnalyzerParameterName; analyzerPlaceholder.Successor = makeStep; finalAnalyzerPlaceholder.Name = "(Analyzer)"; finalAnalyzerPlaceholder.OperatorParameter.ActualName = AnalyzerParameterName; finalAnalyzerPlaceholder.Successor = null; analyzer = new LbfgsAnalyzer(); analyzer.StateParameter.ActualName = initializer.StateParameter.Name; } [StorableHook(HookType.AfterDeserialization)] private void AfterDeserialization() { RegisterEvents(); } public override IDeepCloneable Clone(Cloner cloner) { return new LbfgsAlgorithm(this, cloner); } #region events private void RegisterEvents() { if (Problem != null) { RegisterSolutionCreatorEvents(); RegisterEvaluatorEvents(); } } protected override void OnProblemChanged() { base.OnProblemChanged(); if (Problem != null) { RegisterEvents(); solutionCreator.OperatorParameter.ActualName = Problem.SolutionCreatorParameter.Name; evaluator.OperatorParameter.ActualName = Problem.EvaluatorParameter.Name; UpdateAnalyzers(); ParameterizeOperators(); } } protected override void Problem_SolutionCreatorChanged(object sender, EventArgs e) { base.Problem_SolutionCreatorChanged(sender, e); RegisterSolutionCreatorEvents(); ParameterizeOperators(); } protected override void Problem_EvaluatorChanged(object sender, EventArgs e) { base.Problem_EvaluatorChanged(sender, e); RegisterEvaluatorEvents(); ParameterizeOperators(); } protected override void Problem_OperatorsChanged(object sender, EventArgs e) { base.Problem_OperatorsChanged(sender, e); UpdateAnalyzers(); } private void RegisterSolutionCreatorEvents() { var realVectorCreator = Problem.SolutionCreator as IRealVectorCreator; // ignore if we have a different kind of problem if (realVectorCreator != null) { realVectorCreator.RealVectorParameter.ActualNameChanged += (sender, args) => ParameterizeOperators(); } } private void RegisterEvaluatorEvents() { Problem.Evaluator.QualityParameter.ActualNameChanged += (sender, args) => ParameterizeOperators(); } #endregion protected override void OnStarted() { var realVectorCreator = Problem.SolutionCreator as IRealVectorCreator; // must catch the case that user loaded an unsupported problem if (realVectorCreator == null) throw new InvalidOperationException("LM-BFGS only works with problems using a real-value encoding."); base.OnStarted(); } public override void Prepare() { if (Problem != null) base.Prepare(); } private void UpdateAnalyzers() { Analyzer.Operators.Clear(); if (Problem != null) { foreach (var a in Problem.Operators.OfType()) { foreach (var param in a.Parameters.OfType()) param.Depth = 0; Analyzer.Operators.Add(a, a.EnabledByDefault); } } Analyzer.Operators.Add(analyzer, analyzer.EnabledByDefault); } private void ParameterizeOperators() { var realVectorCreator = Problem.SolutionCreator as IRealVectorCreator; // ignore if we have a different kind of problem if (realVectorCreator != null) { var realVectorParameterName = realVectorCreator.RealVectorParameter.ActualName; initializer.PointParameter.ActualName = realVectorParameterName; makeStep.PointParameter.ActualName = realVectorParameterName; analyzer.PointParameter.ActualName = realVectorParameterName; } var qualityParameterName = Problem.Evaluator.QualityParameter.ActualName; updateResults.QualityParameter.ActualName = qualityParameterName; analyzer.QualityParameter.ActualName = qualityParameterName; } } }