#region License Information /* HeuristicLab * Copyright (C) 2002-2008 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.Text; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Random; namespace HeuristicLab.ES { /// /// Mutates the endogenous strategy parameters. /// public class SelfAdaptiveMutationStrengthAdjuster : OperatorBase { /// public override string Description { get { return @"Mutates the endogenous strategy parameters"; } } /// /// Initializes a new instance of with four /// variable infos (Random, StrategyVector, GeneralLearningRate and /// LearningRate). /// public SelfAdaptiveMutationStrengthAdjuster() : base() { AddVariableInfo(new VariableInfo("Random", "Pseudo random number generator", typeof(IRandom), VariableKind.In)); AddVariableInfo(new VariableInfo("StrategyVector", "Vector containing the endogenous strategy parameters", typeof(DoubleArrayData), VariableKind.In)); AddVariableInfo(new VariableInfo("GeneralLearningRate", "The general learning rate will scale all mutations. It's influence is calculated as: e^(GeneralLearningRate*N(0,1))", typeof(DoubleData), VariableKind.In)); AddVariableInfo(new VariableInfo("LearningRate", "Learning parameter defines the strength of the adaption of each component in the object parameter vector", typeof(DoubleData), VariableKind.In)); } /// /// Mutates the endogenous strategy parameters. /// /// Calls of base class . /// The current scope to mutate. /// public override IOperation Apply(IScope scope) { IRandom random = GetVariableValue("Random", scope, true); double[] strategyParams = GetVariableValue("StrategyVector", scope, false).Data; double tau = GetVariableValue("LearningRate", scope, true).Data; double tau0 = GetVariableValue("GeneralLearningRate", scope, true).Data; NormalDistributedRandom N = new NormalDistributedRandom(random, 0.0, 1.0); double generalMultiplier = Math.Exp(tau0 * N.NextDouble()); for (int i = 0; i < strategyParams.Length; i++) { strategyParams[i] *= generalMultiplier * Math.Exp(tau * N.NextDouble()); } return base.Apply(scope); } } }