Changeset 12969 for branches/gteufl/HeuristicLab.Algorithms.GradientDescent

Timestamp:

09/25/15 14:39:59 (9 years ago)

Author:

gkronber

Message:

#2478 merged all changes from trunk to branch before trunk-reintegration

Location:

branches/gteufl

Files:

• . (modified) (3 props)
• HeuristicLab.Algorithms.GradientDescent/3.3/HeuristicLab.Algorithms.GradientDescent-3.3.csproj (modified) (7 diffs)
• HeuristicLab.Algorithms.GradientDescent/3.3/Lbfgs.cs (modified) (5 diffs)
• HeuristicLab.Algorithms.GradientDescent/3.3/LbfgsAnalyzer.cs (modified) (1 diff)
• HeuristicLab.Algorithms.GradientDescent/3.3/LbfgsInitializer.cs (modified) (1 diff)
• HeuristicLab.Algorithms.GradientDescent/3.3/LbfgsMakeStep.cs (modified) (1 diff)
• HeuristicLab.Algorithms.GradientDescent/3.3/LbfgsState.cs (modified) (1 diff)
• HeuristicLab.Algorithms.GradientDescent/3.3/LbfgsUpdateResults.cs (modified) (6 diffs)
• HeuristicLab.Algorithms.GradientDescent/3.3/Plugin.cs.frame (modified) (2 diffs)
• HeuristicLab.Algorithms.GradientDescent/3.3/Properties/AssemblyInfo.cs.frame (modified) (3 diffs)

branches/gteufl

@@ -8 +8 @@
 FxCopResults.txt
 Google.ProtocolBuffers-0.9.1.dll
+Google.ProtocolBuffers-2.4.1.473.dll
 HeuristicLab 3.3.5.1.ReSharper.user
 HeuristicLab 3.3.6.0.ReSharper.user
 HeuristicLab.4.5.resharper.user
 HeuristicLab.ExtLibs.6.0.ReSharper.user
+HeuristicLab.Scripting.Development
 HeuristicLab.resharper.user
 ProtoGen.exe
@@ -17 +19 @@
 _ReSharper.HeuristicLab
 _ReSharper.HeuristicLab 3.3
+_ReSharper.HeuristicLab 3.3 Tests
 _ReSharper.HeuristicLab.ExtLibs
 bin
 protoc.exe
-_ReSharper.HeuristicLab 3.3 Tests
-Google.ProtocolBuffers-2.4.1.473.dll
+obj

@@ -8 +8 @@
 FxCopResults.txt
 Google.ProtocolBuffers-0.9.1.dll
+Google.ProtocolBuffers-2.4.1.473.dll
 HeuristicLab 3.3.5.1.ReSharper.user
 HeuristicLab 3.3.6.0.ReSharper.user
 HeuristicLab.4.5.resharper.user
 HeuristicLab.ExtLibs.6.0.ReSharper.user
+HeuristicLab.Scripting.Development
 HeuristicLab.resharper.user
 ProtoGen.exe
@@ -17 +19 @@
 _ReSharper.HeuristicLab
 _ReSharper.HeuristicLab 3.3
+_ReSharper.HeuristicLab 3.3 Tests
 _ReSharper.HeuristicLab.ExtLibs
 bin
 protoc.exe
-_ReSharper.HeuristicLab 3.3 Tests
-Google.ProtocolBuffers-2.4.1.473.dll
+obj

branches/gteufl/HeuristicLab.Algorithms.GradientDescent/3.3/HeuristicLab.Algorithms.GradientDescent-3.3.csproj

@@ -11 +11 @@
     <RootNamespace>HeuristicLab.Algorithms.GradientDescent</RootNamespace>
     <AssemblyName>HeuristicLab.Algorithms.GradientDescent-3.3</AssemblyName>
-    <TargetFrameworkVersion>v4.0</TargetFrameworkVersion>
+    <TargetFrameworkVersion>v4.5</TargetFrameworkVersion>
     <FileAlignment>512</FileAlignment>
+    <TargetFrameworkProfile />
   </PropertyGroup>
   <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
@@ -22 +23 @@
     <ErrorReport>prompt</ErrorReport>
     <WarningLevel>4</WarningLevel>
+    <Prefer32Bit>false</Prefer32Bit>
   </PropertyGroup>
   <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|AnyCPU' ">
@@ -30 +32 @@
     <ErrorReport>prompt</ErrorReport>
     <WarningLevel>4</WarningLevel>
+    <Prefer32Bit>false</Prefer32Bit>
   </PropertyGroup>
   <PropertyGroup>
@@ -52 +55 @@
     <CodeAnalysisRuleDirectories>;C:\Program Files (x86)\Microsoft Visual Studio 10.0\Team Tools\Static Analysis Tools\FxCop\\Rules</CodeAnalysisRuleDirectories>
     <CodeAnalysisIgnoreBuiltInRules>false</CodeAnalysisIgnoreBuiltInRules>
+    <Prefer32Bit>false</Prefer32Bit>
   </PropertyGroup>
   <PropertyGroup Condition="'$(Configuration)|$(Platform)' == 'Release|x86'">
@@ -67 +71 @@
     <CodeAnalysisRuleDirectories>;C:\Program Files (x86)\Microsoft Visual Studio 10.0\Team Tools\Static Analysis Tools\FxCop\\Rules</CodeAnalysisRuleDirectories>
     <CodeAnalysisIgnoreBuiltInRules>true</CodeAnalysisIgnoreBuiltInRules>
+    <Prefer32Bit>false</Prefer32Bit>
   </PropertyGroup>
   <PropertyGroup Condition="'$(Configuration)|$(Platform)' == 'Debug|x64'">
@@ -83 +88 @@
     <CodeAnalysisRuleDirectories>;C:\Program Files (x86)\Microsoft Visual Studio 10.0\Team Tools\Static Analysis Tools\FxCop\\Rules</CodeAnalysisRuleDirectories>
     <CodeAnalysisIgnoreBuiltInRules>false</CodeAnalysisIgnoreBuiltInRules>
+    <Prefer32Bit>false</Prefer32Bit>
   </PropertyGroup>
   <PropertyGroup Condition="'$(Configuration)|$(Platform)' == 'Release|x64'">
@@ -100 +106 @@
     <CodeAnalysisIgnoreBuiltInRules>true</CodeAnalysisIgnoreBuiltInRules>
     <CodeAnalysisFailOnMissingRules>false</CodeAnalysisFailOnMissingRules>
+    <Prefer32Bit>false</Prefer32Bit>
   </PropertyGroup>
   <ItemGroup>

branches/gteufl/HeuristicLab.Algorithms.GradientDescent/3.3/Lbfgs.cs

@@ -2 +2 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -39 +39 @@
   /// </summary>
   [Item("LM-BFGS", "The limited-memory BFGS (Broyden–Fletcher–Goldfarb–Shanno) optimization algorithm.")]
-  [Creatable("Algorithms")]
+  [Creatable(CreatableAttribute.Categories.SingleSolutionAlgorithms, Priority = 160)]
   [StorableClass]
   public sealed class LbfgsAlgorithm : HeuristicOptimizationEngineAlgorithm, IStorableContent {
@@ -200 +200 @@
         RegisterEvents();
         solutionCreator.OperatorParameter.ActualName = Problem.SolutionCreatorParameter.Name;
+        solutionCreator.OperatorParameter.Hidden = true;
         evaluator.OperatorParameter.ActualName = Problem.EvaluatorParameter.Name;
+        evaluator.OperatorParameter.Hidden = true;
         UpdateAnalyzers();
         ParameterizeOperators();
@@ -220 +222 @@
     protected override void Problem_OperatorsChanged(object sender, EventArgs e) {
       base.Problem_OperatorsChanged(sender, e);
+      RegisterEvents();
+      solutionCreator.OperatorParameter.ActualName = Problem.SolutionCreatorParameter.Name;
+      solutionCreator.OperatorParameter.Hidden = true;
+      evaluator.OperatorParameter.ActualName = Problem.EvaluatorParameter.Name;
+      evaluator.OperatorParameter.Hidden = true;
       UpdateAnalyzers();
+      ParameterizeOperators();
     }
 
@@ -266 +274 @@
         var realVectorParameterName = realVectorCreator.RealVectorParameter.ActualName;
         initializer.PointParameter.ActualName = realVectorParameterName;
+        initializer.PointParameter.Hidden = true;
         makeStep.PointParameter.ActualName = realVectorParameterName;
+        makeStep.PointParameter.Hidden = true;
         analyzer.PointParameter.ActualName = realVectorParameterName;
+        analyzer.PointParameter.Hidden = true;
       }
 
       var qualityParameterName = Problem.Evaluator.QualityParameter.ActualName;
       updateResults.QualityParameter.ActualName = qualityParameterName;
+      updateResults.QualityParameter.Hidden = true;
       analyzer.QualityParameter.ActualName = qualityParameterName;
+      analyzer.QualityParameter.Hidden = true;
     }
   }

branches/gteufl/HeuristicLab.Algorithms.GradientDescent/3.3/LbfgsAnalyzer.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.

branches/gteufl/HeuristicLab.Algorithms.GradientDescent/3.3/LbfgsInitializer.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.

branches/gteufl/HeuristicLab.Algorithms.GradientDescent/3.3/LbfgsMakeStep.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.

branches/gteufl/HeuristicLab.Algorithms.GradientDescent/3.3/LbfgsState.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.

branches/gteufl/HeuristicLab.Algorithms.GradientDescent/3.3/LbfgsUpdateResults.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -37 +37 @@
     private const string StateParameterName = "State";
     private const string ApproximateGradientsParameterName = "ApproximateGradients";
+    private const string MaximizationParameterName = "Maximization";
 
     #region Parameter Properties
@@ -51 +52 @@
       get { return (ILookupParameter<LbfgsState>)Parameters[StateParameterName]; }
     }
+    public ILookupParameter<BoolValue> MaximizationParameter {
+      get { return (ILookupParameter<BoolValue>)Parameters[MaximizationParameterName]; }
+    }
     #endregion
 
@@ -58 +62 @@
     private DoubleValue Quality { get { return QualityParameter.ActualValue; } }
     private LbfgsState State { get { return StateParameter.ActualValue; } }
+
+    private BoolValue Maximization {
+      get {
+        // BackwardsCompatibility3.3
+        #region Backwards compatible code, remove with 3.4
+        // the parameter is new, previously we assumed minimization problems
+        if (MaximizationParameter.ActualValue == null) return new BoolValue(false);
+        #endregion
+        return MaximizationParameter.ActualValue;
+      }
+    }
+
     #endregion
 
@@ -70 +86 @@
       Parameters.Add(new LookupParameter<BoolValue>(ApproximateGradientsParameterName,
                                                     "Flag that indicates if gradients should be approximated."));
+      Parameters.Add(new LookupParameter<BoolValue>(MaximizationParameterName, "Flag that indicates if we solve a maximization problem."));
       // in & out
       Parameters.Add(new LookupParameter<LbfgsState>(StateParameterName, "The state of the LM-BFGS algorithm."));
+    }
+
+    [StorableHook(HookType.AfterDeserialization)]
+    private void AfterDeserialization() {
+      // BackwardsCompatibility3.3
+
+      #region Backwards compatible code, remove with 3.4
+      if (!Parameters.ContainsKey(MaximizationParameterName)) {
+        // previous behaviour defaulted to minimization
+        Parameters.Add(new LookupParameter<BoolValue>(MaximizationParameterName, "Flag that indicates if we solve a maximization problem."));
+      }
+      #endregion
     }
 
@@ -80 +109 @@
     public override IOperation Apply() {
       var state = State;
-      var f = Quality.Value;
+      var sign = Maximization.Value ? -1.0 : 1.0;
+      var f = sign * Quality.Value;
       state.State.f = f;
       if (!ApproximateGradients.Value) {
-        var g = QualityGradients.ToArray();
+        var g = QualityGradients.Select(gi => sign * gi).ToArray();
         state.State.g = g;
       }

branches/gteufl/HeuristicLab.Algorithms.GradientDescent/3.3/Plugin.cs.frame

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -23 +23 @@
 
 namespace HeuristicLab.Algorithms.GradientDescent {
-  [Plugin("HeuristicLab.Algorithms.GradientDescent", "3.3.9.$WCREV$")]
+  [Plugin("HeuristicLab.Algorithms.GradientDescent", "3.3.12.$WCREV$")]
   [PluginFile("HeuristicLab.Algorithms.GradientDescent-3.3.dll", PluginFileType.Assembly)]
   [PluginDependency("HeuristicLab.ALGLIB", "3.7.0")]

branches/gteufl/HeuristicLab.Algorithms.GradientDescent/3.3/Properties/AssemblyInfo.cs.frame

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -32 +32 @@
 [assembly: AssemblyCompany("HEAL")]
 [assembly: AssemblyProduct("HeuristicLab")]
-[assembly: AssemblyCopyright("(c) 2002-2013 HEAL")]
+[assembly: AssemblyCopyright("(c) 2002-2015 HEAL")]
 [assembly: AssemblyTrademark("")]
 [assembly: AssemblyCulture("")]
@@ -55 +55 @@
 // [assembly: AssemblyVersion("1.0.*")]
 [assembly: AssemblyVersion("3.3.0.0")]
-[assembly: AssemblyFileVersion("3.3.9.$WCREV$")]
+[assembly: AssemblyFileVersion("3.3.12.$WCREV$")]

@@ -8 +8 @@
 FxCopResults.txt
 Google.ProtocolBuffers-0.9.1.dll
+Google.ProtocolBuffers-2.4.1.473.dll
 HeuristicLab 3.3.5.1.ReSharper.user
 HeuristicLab 3.3.6.0.ReSharper.user
 HeuristicLab.4.5.resharper.user
 HeuristicLab.ExtLibs.6.0.ReSharper.user
+HeuristicLab.Scripting.Development
 HeuristicLab.resharper.user
 ProtoGen.exe
@@ -17 +19 @@
 _ReSharper.HeuristicLab
 _ReSharper.HeuristicLab 3.3
+_ReSharper.HeuristicLab 3.3 Tests
 _ReSharper.HeuristicLab.ExtLibs
 bin
 protoc.exe
-_ReSharper.HeuristicLab 3.3 Tests
-Google.ProtocolBuffers-2.4.1.473.dll
+obj