- Timestamp:
- 01/05/17 00:32:43 (7 years ago)
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branches/MemPRAlgorithm/HeuristicLab.Algorithms.MemPR/3.3/MemPRAlgorithm.cs
r14496 r14544 24 24 using System.ComponentModel; 25 25 using System.Linq; 26 using System.Runtime.CompilerServices;27 26 using System.Threading; 28 27 using HeuristicLab.Algorithms.MemPR.Interfaces; 29 using HeuristicLab.Algorithms.MemPR.Util;30 28 using HeuristicLab.Analysis; 31 29 using HeuristicLab.Common; … … 35 33 using HeuristicLab.Parameters; 36 34 using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; 35 using HeuristicLab.Random; 37 36 38 37 namespace HeuristicLab.Algorithms.MemPR { … … 231 230 var child = Create(token); 232 231 Context.LocalSearchEvaluations += HillClimb(child, token); 233 if (Replace(child, token) >= 0) 234 Analyze(token); 232 Context.AddToPopulation(child); 233 Context.BestQuality = child.Fitness; 234 Analyze(token); 235 235 token.ThrowIfCancellationRequested(); 236 236 if (Terminate()) return; … … 249 249 private void Iterate(CancellationToken token) { 250 250 var replaced = false; 251 252 var i1 = Context.Random.Next(Context.PopulationCount);253 var i2 = Context.Random.Next(Context.PopulationCount);254 while (i1 == i2) i2 = Context.Random.Next(Context.PopulationCount);255 256 var p1 = Context.AtPopulation(i1);257 var p2 = Context.AtPopulation(i2);258 259 var parentDist = Dist(p1, p2);260 261 251 ISingleObjectiveSolutionScope<TSolution> offspring = null; 262 int replPos = -1; 263 264 if (Context.Random.NextDouble() > parentDist * parentDist) { 265 offspring = BreedAndImprove(p1, p2, token); 266 replPos = Replace(offspring, token); 267 if (replPos >= 0) { 252 253 offspring = Breed(token); 254 if (offspring != null) { 255 if (Context.PopulationCount < MaximumPopulationSize) 256 HillClimb(offspring, token); 257 var replNew = Replace(offspring, token); 258 if (replNew) { 268 259 replaced = true; 269 260 Context.ByBreeding++; … … 271 262 } 272 263 273 if (Context.Random.NextDouble() < Math.Sqrt(parentDist)) { 274 offspring = RelinkAndImprove(p1, p2, token); 275 replPos = Replace(offspring, token); 276 if (replPos >= 0) { 264 offspring = Relink(token); 265 if (offspring != null) { 266 if (Context.PopulationCount < MaximumPopulationSize) 267 HillClimb(offspring, token); 268 if (Replace(offspring, token)) { 277 269 replaced = true; 278 270 Context.ByRelinking++; … … 280 272 } 281 273 282 offspring = PerformSampling(token); 283 replPos = Replace(offspring, token); 284 if (replPos >= 0) { 285 replaced = true; 286 Context.BySampling++; 287 } 288 289 if (!replaced) { 290 offspring = Create(token); 291 if (HillclimbingSuited(offspring)) { 274 offspring = Delink(token); 275 if (offspring != null) { 276 if (Context.PopulationCount < MaximumPopulationSize) 292 277 HillClimb(offspring, token); 293 replPos = Replace(offspring, token); 294 if (replPos >= 0) { 278 if (Replace(offspring, token)) { 279 replaced = true; 280 Context.ByDelinking++; 281 } 282 } 283 284 offspring = Sample(token); 285 if (offspring != null) { 286 if (Context.PopulationCount < MaximumPopulationSize) 287 HillClimb(offspring, token); 288 if (Replace(offspring, token)) { 289 replaced = true; 290 Context.BySampling++; 291 } 292 } 293 294 if (!replaced && offspring != null) { 295 if (Context.HillclimbingSuited(offspring)) { 296 HillClimb(offspring, token); 297 if (Replace(offspring, token)) { 295 298 Context.ByHillclimbing++; 296 299 replaced = true; 297 300 } 298 } else { 299 offspring = (ISingleObjectiveSolutionScope<TSolution>)Context.AtPopulation(Context.Random.Next(Context.PopulationCount)).Clone(); 300 Mutate(offspring, token); 301 PerformTabuWalk(offspring, Context.LocalSearchEvaluations, token); 302 replPos = Replace(offspring, token); 303 if (replPos >= 0) { 304 Context.ByTabuwalking++; 305 replaced = true; 306 } 307 } 308 } 301 } 302 } 303 304 if (!replaced) { 305 offspring = (ISingleObjectiveSolutionScope<TSolution>)Context.Population.SampleRandom(Context.Random).Clone(); 306 var before = offspring.Fitness; 307 AdaptiveWalk(offspring, Context.LocalSearchEvaluations * 2, token); 308 Context.AdaptivewalkingStat.Add(Tuple.Create(before, offspring.Fitness)); 309 if (Context.AdaptivewalkingStat.Count % 10 == 0) Context.RelearnAdaptiveWalkPerformanceModel(); 310 if (Replace(offspring, token)) { 311 Context.ByAdaptivewalking++; 312 replaced = true; 313 } 314 } 315 309 316 Context.Iterations++; 310 317 } … … 327 334 Results.Add(new Result("ByRelinking", new IntValue(Context.ByRelinking))); 328 335 else ((IntValue)res.Value).Value = Context.ByRelinking; 336 if (!Results.TryGetValue("ByDelinking", out res)) 337 Results.Add(new Result("ByDelinking", new IntValue(Context.ByDelinking))); 338 else ((IntValue)res.Value).Value = Context.ByDelinking; 329 339 if (!Results.TryGetValue("BySampling", out res)) 330 340 Results.Add(new Result("BySampling", new IntValue(Context.BySampling))); … … 333 343 Results.Add(new Result("ByHillclimbing", new IntValue(Context.ByHillclimbing))); 334 344 else ((IntValue)res.Value).Value = Context.ByHillclimbing; 335 if (!Results.TryGetValue("ByTabuwalking", out res)) 336 Results.Add(new Result("ByTabuwalking", new IntValue(Context.ByTabuwalking))); 337 else ((IntValue)res.Value).Value = Context.ByTabuwalking; 338 339 var sp = new ScatterPlot("Parent1 vs Offspring", ""); 340 sp.Rows.Add(new ScatterPlotDataRow("corr", "", Context.BreedingStat.Select(x => new Point2D<double>(x.Item1, x.Item3))) { VisualProperties = { PointSize = 6 }}); 341 if (!Results.TryGetValue("BreedingStat1", out res)) { 342 Results.Add(new Result("BreedingStat1", sp)); 345 if (!Results.TryGetValue("ByAdaptivewalking", out res)) 346 Results.Add(new Result("ByAdaptivewalking", new IntValue(Context.ByAdaptivewalking))); 347 else ((IntValue)res.Value).Value = Context.ByAdaptivewalking; 348 349 var sp = new ScatterPlot("Breeding Correlation", ""); 350 sp.Rows.Add(new ScatterPlotDataRow("Parent1 vs Offspring", "", Context.BreedingStat.Select(x => new Point2D<double>(x.Item1, x.Item3))) { VisualProperties = { PointSize = 6 }}); 351 sp.Rows.Add(new ScatterPlotDataRow("Parent2 vs Offspring", "", Context.BreedingStat.Select(x => new Point2D<double>(x.Item2, x.Item3))) { VisualProperties = { PointSize = 6 } }); 352 if (!Results.TryGetValue("BreedingStat", out res)) { 353 Results.Add(new Result("BreedingStat", sp)); 343 354 } else res.Value = sp; 344 355 345 sp = new ScatterPlot("Parent2 vs Offspring", ""); 346 sp.Rows.Add(new ScatterPlotDataRow("corr", "", Context.BreedingStat.Select(x => new Point2D<double>(x.Item2, x.Item3))) { VisualProperties = { PointSize = 6 } }); 347 if (!Results.TryGetValue("BreedingStat2", out res)) { 348 Results.Add(new Result("BreedingStat2", sp)); 356 sp = new ScatterPlot("Relinking Correlation", ""); 357 sp.Rows.Add(new ScatterPlotDataRow("A vs Relink", "", Context.RelinkingStat.Select(x => new Point2D<double>(x.Item1, x.Item3))) { VisualProperties = { PointSize = 6 } }); 358 sp.Rows.Add(new ScatterPlotDataRow("B vs Relink", "", Context.RelinkingStat.Select(x => new Point2D<double>(x.Item2, x.Item3))) { VisualProperties = { PointSize = 6 } }); 359 if (!Results.TryGetValue("RelinkingStat", out res)) { 360 Results.Add(new Result("RelinkingStat", sp)); 349 361 } else res.Value = sp; 350 362 351 sp = new ScatterPlot("Solution vs Local Optimum", ""); 352 sp.Rows.Add(new ScatterPlotDataRow("corr", "", Context.HillclimbingStat.Select(x => new Point2D<double>(x.Item1, x.Item2))) { VisualProperties = { PointSize = 6 } }); 363 sp = new ScatterPlot("Delinking Correlation", ""); 364 sp.Rows.Add(new ScatterPlotDataRow("A vs Delink", "", Context.DelinkingStat.Select(x => new Point2D<double>(x.Item1, x.Item3))) { VisualProperties = { PointSize = 6 } }); 365 sp.Rows.Add(new ScatterPlotDataRow("B vs Delink", "", Context.DelinkingStat.Select(x => new Point2D<double>(x.Item2, x.Item3))) { VisualProperties = { PointSize = 6 } }); 366 if (!Results.TryGetValue("DelinkingStat", out res)) { 367 Results.Add(new Result("DelinkingStat", sp)); 368 } else res.Value = sp; 369 370 sp = new ScatterPlot("Sampling Correlation", ""); 371 sp.Rows.Add(new ScatterPlotDataRow("AvgFitness vs Sample", "", Context.SamplingStat.Select(x => new Point2D<double>(x.Item1, x.Item2))) { VisualProperties = { PointSize = 6 } }); 372 if (!Results.TryGetValue("SampleStat", out res)) { 373 Results.Add(new Result("SampleStat", sp)); 374 } else res.Value = sp; 375 376 sp = new ScatterPlot("Hillclimbing Correlation", ""); 377 sp.Rows.Add(new ScatterPlotDataRow("Start vs End", "", Context.HillclimbingStat.Select(x => new Point2D<double>(x.Item1, x.Item2))) { VisualProperties = { PointSize = 6 } }); 353 378 if (!Results.TryGetValue("HillclimbingStat", out res)) { 354 379 Results.Add(new Result("HillclimbingStat", sp)); 355 380 } else res.Value = sp; 356 381 357 sp = new ScatterPlot(" Solution vs Tabu Walk", "");358 sp.Rows.Add(new ScatterPlotDataRow(" corr", "", Context.TabuwalkingStat.Select(x => new Point2D<double>(x.Item1, x.Item2))) { VisualProperties = { PointSize = 6 } });359 if (!Results.TryGetValue(" TabuwalkingStat", out res)) {360 Results.Add(new Result(" TabuwalkingStat", sp));382 sp = new ScatterPlot("Adaptivewalking Correlation", ""); 383 sp.Rows.Add(new ScatterPlotDataRow("Start vs Best", "", Context.AdaptivewalkingStat.Select(x => new Point2D<double>(x.Item1, x.Item2))) { VisualProperties = { PointSize = 6 } }); 384 if (!Results.TryGetValue("AdaptivewalkingStat", out res)) { 385 Results.Add(new Result("AdaptivewalkingStat", sp)); 361 386 } else res.Value = sp; 362 387 388 if (Context.BreedingPerformanceModel != null) { 389 var sol = Context.GetSolution(Context.BreedingPerformanceModel, Context.BreedingStat); 390 if (!Results.TryGetValue("Breeding Performance", out res)) { 391 Results.Add(new Result("Breeding Performance", sol)); 392 } else res.Value = sol; 393 } 394 if (Context.RelinkingPerformanceModel != null) { 395 var sol = Context.GetSolution(Context.RelinkingPerformanceModel, Context.RelinkingStat); 396 if (!Results.TryGetValue("Relinking Performance", out res)) { 397 Results.Add(new Result("Relinking Performance", sol)); 398 } else res.Value = sol; 399 } 400 if (Context.DelinkingPerformanceModel != null) { 401 var sol = Context.GetSolution(Context.DelinkingPerformanceModel, Context.DelinkingStat); 402 if (!Results.TryGetValue("Delinking Performance", out res)) { 403 Results.Add(new Result("Delinking Performance", sol)); 404 } else res.Value = sol; 405 } 406 if (Context.SamplingPerformanceModel != null) { 407 var sol = Context.GetSolution(Context.SamplingPerformanceModel, Context.SamplingStat); 408 if (!Results.TryGetValue("Sampling Performance", out res)) { 409 Results.Add(new Result("Sampling Performance", sol)); 410 } else res.Value = sol; 411 } 412 if (Context.HillclimbingPerformanceModel != null) { 413 var sol = Context.GetSolution(Context.HillclimbingPerformanceModel, Context.HillclimbingStat); 414 if (!Results.TryGetValue("Hillclimbing Performance", out res)) { 415 Results.Add(new Result("Hillclimbing Performance", sol)); 416 } else res.Value = sol; 417 } 418 if (Context.AdaptiveWalkPerformanceModel != null) { 419 var sol = Context.GetSolution(Context.AdaptiveWalkPerformanceModel, Context.AdaptivewalkingStat); 420 if (!Results.TryGetValue("Adaptivewalk Performance", out res)) { 421 Results.Add(new Result("Adaptivewalk Performance", sol)); 422 } else res.Value = sol; 423 } 424 363 425 RunOperator(Analyzer, Context.Scope, token); 364 426 } 365 427 366 protected intReplace(ISingleObjectiveSolutionScope<TSolution> child, CancellationToken token) {428 protected bool Replace(ISingleObjectiveSolutionScope<TSolution> child, CancellationToken token) { 367 429 if (double.IsNaN(child.Fitness)) { 368 430 Evaluate(child, token); 369 431 Context.IncrementEvaluatedSolutions(1); 370 432 } 371 if ( IsBetter(child.Fitness, Context.BestQuality)) {433 if (Context.IsBetter(child.Fitness, Context.BestQuality)) { 372 434 Context.BestQuality = child.Fitness; 373 435 Context.BestSolution = (TSolution)child.Solution.Clone(); … … 379 441 if (Context.PopulationCount < popSize) { 380 442 Context.AddToPopulation(child); 381 return Context.PopulationCount - 1;443 return true;// Context.PopulationCount - 1; 382 444 } 383 445 … … 385 447 var candidates = Context.Population.Select((p, i) => new { Index = i, Individual = p }) 386 448 .Where(x => x.Individual.Fitness == child.Fitness 387 || IsBetter(child, x.Individual)).ToList();388 if (candidates.Count == 0) return -1;449 || Context.IsBetter(child, x.Individual)).ToList(); 450 if (candidates.Count == 0) return false;// -1; 389 451 390 452 var repCand = -1; … … 435 497 // a worse solution with smallest distance is chosen 436 498 var minDist = double.MaxValue; 437 foreach (var c in candidates.Where(x => IsBetter(child, x.Individual))) {499 foreach (var c in candidates.Where(x => Context.IsBetter(child, x.Individual))) { 438 500 var d = Dist(c.Individual, child); 439 501 if (d < minDist) { … … 447 509 // no worse solutions and those on the same plateau are all better 448 510 // stretched out than the new one 449 if (repCand < 0) return -1;511 if (repCand < 0) return false;// -1; 450 512 451 513 Context.ReplaceAtPopulation(repCand, child); 452 return repCand; 453 } 454 return -1; 455 } 456 457 [MethodImpl(MethodImplOptions.AggressiveInlining)] 458 protected bool IsBetter(ISingleObjectiveSolutionScope<TSolution> a, ISingleObjectiveSolutionScope<TSolution> b) { 459 return IsBetter(a.Fitness, b.Fitness); 460 } 461 [MethodImpl(MethodImplOptions.AggressiveInlining)] 462 protected bool IsBetter(double a, double b) { 463 return double.IsNaN(b) && !double.IsNaN(a) 464 || Problem.Maximization && a > b 465 || !Problem.Maximization && a < b; 514 return true;// repCand; 515 } 516 return false;// -1; 466 517 } 467 518 … … 497 548 var after = scope.Fitness; 498 549 Context.HillclimbingStat.Add(Tuple.Create(before, after)); 550 if (Context.HillclimbingStat.Count % 10 == 0) Context.RelearnHillclimbingPerformanceModel(); 499 551 Context.IncrementEvaluatedSolutions(lscontext.EvaluatedSolutions); 500 552 return lscontext.EvaluatedSolutions; 501 553 } 502 554 503 protected virtual void PerformTabuWalk(ISingleObjectiveSolutionScope<TSolution> scope, int steps, CancellationToken token, ISolutionSubspace<TSolution> subspace = null) {555 protected virtual void AdaptiveClimb(ISingleObjectiveSolutionScope<TSolution> scope, int maxEvals, CancellationToken token, ISolutionSubspace<TSolution> subspace = null) { 504 556 if (double.IsNaN(scope.Fitness)) { 505 557 Evaluate(scope, token); … … 508 560 var before = scope.Fitness; 509 561 var newScope = (ISingleObjectiveSolutionScope<TSolution>)scope.Clone(); 510 var newSteps = TabuWalk(newScope, steps, token, subspace);511 Context. TabuwalkingStat.Add(Tuple.Create(before, newScope.Fitness));512 //Context.HcSteps = (int)Math.Ceiling(Context.HcSteps * (1.0 + Context.TabuwalkingStat.Count) / (2.0 + Context.TabuwalkingStat.Count) + newSteps / (2.0 + Context.TabuwalkingStat.Count));513 if ( IsBetter(newScope, scope) || (newScope.Fitness == scope.Fitness && Dist(newScope, scope) > 0))562 AdaptiveWalk(newScope, maxEvals, token, subspace); 563 Context.AdaptivewalkingStat.Add(Tuple.Create(before, newScope.Fitness)); 564 if (Context.AdaptivewalkingStat.Count % 10 == 0) Context.RelearnAdaptiveWalkPerformanceModel(); 565 if (Context.IsBetter(newScope, scope)) 514 566 scope.Adopt(newScope); 515 567 } 516 protected abstract int TabuWalk(ISingleObjectiveSolutionScope<TSolution> scope, int maxEvals, CancellationToken token, ISolutionSubspace<TSolution> subspace = null); 517 protected virtual void TabuClimb(ISingleObjectiveSolutionScope<TSolution> scope, int steps, CancellationToken token, ISolutionSubspace<TSolution> subspace = null) { 518 if (double.IsNaN(scope.Fitness)) { 519 Evaluate(scope, token); 520 Context.IncrementEvaluatedSolutions(1); 521 } 522 var before = scope.Fitness; 523 var newScope = (ISingleObjectiveSolutionScope<TSolution>)scope.Clone(); 524 var newSteps = TabuWalk(newScope, steps, token, subspace); 525 Context.TabuwalkingStat.Add(Tuple.Create(before, newScope.Fitness)); 526 //Context.HcSteps = (int)Math.Ceiling(Context.HcSteps * (1.0 + Context.TabuwalkingStat.Count) / (2.0 + Context.TabuwalkingStat.Count) + newSteps / (2.0 + Context.TabuwalkingStat.Count)); 527 if (IsBetter(newScope, scope) || (newScope.Fitness == scope.Fitness && Dist(newScope, scope) > 0)) 528 scope.Adopt(newScope); 529 } 568 protected abstract void AdaptiveWalk(ISingleObjectiveSolutionScope<TSolution> scope, int maxEvals, CancellationToken token, ISolutionSubspace<TSolution> subspace = null); 569 530 570 #endregion 531 571 532 572 #region Breed 533 protected virtual ISingleObjectiveSolutionScope<TSolution> PerformBreeding(CancellationToken token) { 534 if (Context.PopulationCount < 2) throw new InvalidOperationException("Cannot breed from population with less than 2 individuals."); 573 protected virtual ISingleObjectiveSolutionScope<TSolution> Breed(CancellationToken token) { 535 574 var i1 = Context.Random.Next(Context.PopulationCount); 536 575 var i2 = Context.Random.Next(Context.PopulationCount); … … 549 588 } 550 589 551 return BreedAndImprove(p1, p2, token); 552 } 553 554 protected virtual ISingleObjectiveSolutionScope<TSolution> BreedAndImprove(ISingleObjectiveSolutionScope<TSolution> p1, ISingleObjectiveSolutionScope<TSolution> p2, CancellationToken token) { 555 var offspring = Cross(p1, p2, token); 556 var subspace = CalculateSubspace(new[] { p1.Solution, p2.Solution }); 557 if (Context.Random.NextDouble() < MutationProbabilityMagicConst) { 558 Mutate(offspring, token, subspace); // mutate the solutions, especially to widen the sub-space 559 } 560 if (double.IsNaN(offspring.Fitness)) { 561 Evaluate(offspring, token); 562 Context.IncrementEvaluatedSolutions(1); 563 } 564 Context.BreedingStat.Add(Tuple.Create(p1.Fitness, p2.Fitness, offspring.Fitness)); 565 if ((IsBetter(offspring, p1) && IsBetter(offspring, p2)) 566 || Context.Population.Any(p => IsBetter(offspring, p))) return offspring; 567 568 if (HillclimbingSuited(offspring)) 569 HillClimb(offspring, token, subspace); // perform hillclimb in the solution sub-space 570 return offspring; 571 } 572 573 protected abstract ISingleObjectiveSolutionScope<TSolution> Cross(ISingleObjectiveSolutionScope<TSolution> p1, ISingleObjectiveSolutionScope<TSolution> p2, CancellationToken token); 574 protected abstract void Mutate(ISingleObjectiveSolutionScope<TSolution> offspring, CancellationToken token, ISolutionSubspace<TSolution> subspace = null); 590 if (Context.BreedingSuited(p1, p2)) { 591 var offspring = Breed(p1, p2, token); 592 593 if (double.IsNaN(offspring.Fitness)) { 594 Evaluate(offspring, token); 595 Context.IncrementEvaluatedSolutions(1); 596 } 597 598 // new best solutions are improved using hill climbing in full solution space 599 if (Context.Population.All(p => Context.IsBetter(offspring, p))) 600 HillClimb(offspring, token); 601 else HillClimb(offspring, token, CalculateSubspace(new[] { p1.Solution, p2.Solution })); 602 603 Context.AddBreedingResult(p1, p2, offspring); 604 if (Context.BreedingStat.Count % 10 == 0) Context.RelearnBreedingPerformanceModel(); 605 return offspring; 606 } 607 return null; 608 } 609 610 protected abstract ISingleObjectiveSolutionScope<TSolution> Breed(ISingleObjectiveSolutionScope<TSolution> p1, ISingleObjectiveSolutionScope<TSolution> p2, CancellationToken token); 575 611 #endregion 576 612 577 #region Relink 578 protected virtual ISingleObjectiveSolutionScope<TSolution> PerformRelinking(CancellationToken token) { 579 if (Context.PopulationCount < 2) throw new InvalidOperationException("Cannot breed from population with less than 2 individuals."); 613 #region Relink/Delink 614 protected virtual ISingleObjectiveSolutionScope<TSolution> Relink(CancellationToken token) { 580 615 var i1 = Context.Random.Next(Context.PopulationCount); 581 616 var i2 = Context.Random.Next(Context.PopulationCount); … … 585 620 var p2 = Context.AtPopulation(i2); 586 621 587 return RelinkAndImprove(p1, p2, token); 588 } 589 590 protected virtual ISingleObjectiveSolutionScope<TSolution> RelinkAndImprove(ISingleObjectiveSolutionScope<TSolution> a, ISingleObjectiveSolutionScope<TSolution> b, CancellationToken token) { 591 var child = Relink(a, b, token); 592 if (IsBetter(child, a) && IsBetter(child, b)) return child; 593 594 var dist1 = Dist(child, a); 595 var dist2 = Dist(child, b); 596 if (dist1 > 0 && dist2 > 0) { 597 var subspace = CalculateSubspace(new[] { a.Solution, b.Solution }, inverse: true); 598 if (HillclimbingSuited(child)) { 599 HillClimb(child, token, subspace); // perform hillclimb in solution sub-space 600 } 601 } 602 return child; 603 } 604 605 protected abstract ISingleObjectiveSolutionScope<TSolution> Relink(ISingleObjectiveSolutionScope<TSolution> a, ISingleObjectiveSolutionScope<TSolution> b, CancellationToken token); 622 return Context.RelinkSuited(p1, p2) ? PerformRelinking(p1, p2, token, delink: false) : null; 623 } 624 625 protected virtual ISingleObjectiveSolutionScope<TSolution> Delink(CancellationToken token) { 626 var i1 = Context.Random.Next(Context.PopulationCount); 627 var i2 = Context.Random.Next(Context.PopulationCount); 628 while (i1 == i2) i2 = Context.Random.Next(Context.PopulationCount); 629 630 var p1 = Context.AtPopulation(i1); 631 var p2 = Context.AtPopulation(i2); 632 633 return Context.DelinkSuited(p1, p2) ? PerformRelinking(p1, p2, token, delink: true) : null; 634 } 635 636 protected virtual ISingleObjectiveSolutionScope<TSolution> PerformRelinking(ISingleObjectiveSolutionScope<TSolution> a, ISingleObjectiveSolutionScope<TSolution> b, CancellationToken token, bool delink = false) { 637 var relink = Link(a, b, token, delink); 638 639 if (double.IsNaN(relink.Fitness)) { 640 Evaluate(relink, token); 641 Context.IncrementEvaluatedSolutions(1); 642 } 643 644 // new best solutions are improved using hill climbing 645 if (Context.Population.All(p => Context.IsBetter(relink, p))) 646 HillClimb(relink, token); 647 648 if (delink) { 649 Context.AddDelinkingResult(a, b, relink); 650 if (Context.DelinkingStat.Count % 10 == 0) Context.RelearnDelinkingPerformanceModel(); 651 } else { 652 Context.AddRelinkingResult(a, b, relink); 653 if (context.RelinkingStat.Count % 10 == 0) Context.RelearnRelinkingPerformanceModel(); 654 } 655 return relink; 656 } 657 658 protected abstract ISingleObjectiveSolutionScope<TSolution> Link(ISingleObjectiveSolutionScope<TSolution> a, ISingleObjectiveSolutionScope<TSolution> b, CancellationToken token, bool delink = false); 606 659 #endregion 607 660 608 661 #region Sample 609 protected virtual ISingleObjectiveSolutionScope<TSolution> PerformSampling(CancellationToken token) { 610 SolutionModelTrainerParameter.Value.TrainModel(Context); 611 var sample = ToScope(Context.Model.Sample()); 612 Evaluate(sample, token); 613 Context.IncrementEvaluatedSolutions(1); 614 if (Context.Population.Any(p => IsBetter(sample, p) || sample.Fitness == p.Fitness)) return sample; 615 616 if (HillclimbingSuited(sample)) { 617 var subspace = CalculateSubspace(Context.Population.Select(x => x.Solution)); 618 HillClimb(sample, token, subspace); 619 } 620 return sample; 662 protected virtual ISingleObjectiveSolutionScope<TSolution> Sample(CancellationToken token) { 663 if (Context.PopulationCount == MaximumPopulationSize && Context.SamplingSuited()) { 664 SolutionModelTrainerParameter.Value.TrainModel(Context); 665 ISingleObjectiveSolutionScope<TSolution> bestSample = null; 666 var tries = 1; 667 for (; tries < Context.LocalSearchEvaluations; tries++) { 668 var sample = ToScope(Context.Model.Sample()); 669 Evaluate(sample, token); 670 if (bestSample == null || Context.IsBetter(sample, bestSample)) { 671 bestSample = sample; 672 } 673 if (Context.Population.Any(x => !Context.IsBetter(x, bestSample))) break; 674 } 675 Context.IncrementEvaluatedSolutions(tries); 676 Context.AddSamplingResult(bestSample); 677 if (Context.SamplingStat.Count % 10 == 0) Context.RelearnSamplingPerformanceModel(); 678 return bestSample; 679 } 680 return null; 621 681 } 622 682 #endregion 623 624 protected bool HillclimbingSuited(ISingleObjectiveSolutionScope<TSolution> scope) {625 return Context.Random.NextDouble() < ProbabilityAccept(scope, Context.HillclimbingStat);626 }627 protected bool HillclimbingSuited(double startingFitness) {628 return Context.Random.NextDouble() < ProbabilityAccept(startingFitness, Context.HillclimbingStat);629 }630 protected bool TabuwalkingSuited(ISingleObjectiveSolutionScope<TSolution> scope) {631 return Context.Random.NextDouble() < ProbabilityAccept(scope, Context.TabuwalkingStat);632 }633 protected bool TabuwalkingSuited(double startingFitness) {634 return Context.Random.NextDouble() < ProbabilityAccept(startingFitness, Context.TabuwalkingStat);635 }636 637 protected double ProbabilityAccept(ISingleObjectiveSolutionScope<TSolution> scope, IList<Tuple<double, double>> data) {638 if (double.IsNaN(scope.Fitness)) {639 Evaluate(scope, CancellationToken.None);640 Context.IncrementEvaluatedSolutions(1);641 }642 return ProbabilityAccept(scope.Fitness, data);643 }644 protected double ProbabilityAccept(double startingFitness, IList<Tuple<double, double>> data) {645 if (data.Count < 10) return 1.0;646 int[] clusterValues;647 var centroids = CkMeans1D.Cluster(data.Select(x => x.Item1).ToArray(), 2, out clusterValues);648 var cluster = Math.Abs(startingFitness - centroids.First().Key) < Math.Abs(startingFitness - centroids.Last().Key) ? centroids.First().Value : centroids.Last().Value;649 650 var samples = 0;651 double meanStart = 0, meanStartOld = 0, meanEnd = 0, meanEndOld = 0;652 double varStart = 0, varStartOld = 0, varEnd = 0, varEndOld = 0;653 for (var i = 0; i < data.Count; i++) {654 if (clusterValues[i] != cluster) continue;655 656 samples++;657 var x = data[i].Item1;658 var y = data[i].Item2;659 660 if (samples == 1) {661 meanStartOld = x;662 meanEndOld = y;663 } else {664 meanStart = meanStartOld + (x - meanStartOld) / samples;665 meanEnd = meanEndOld + (x - meanEndOld) / samples;666 varStart = varStartOld + (x - meanStartOld) * (x - meanStart) / (samples - 1);667 varEnd = varEndOld + (x - meanEndOld) * (x - meanEnd) / (samples - 1);668 669 meanStartOld = meanStart;670 meanEndOld = meanEnd;671 varStartOld = varStart;672 varEndOld = varEnd;673 }674 }675 if (samples < 5) return 1.0;676 var cov = data.Select((v, i) => new { Index = i, Value = v }).Where(x => clusterValues[x.Index] == cluster).Select(x => x.Value).Sum(x => (x.Item1 - meanStart) * (x.Item2 - meanEnd)) / data.Count;677 678 var biasedMean = meanEnd + cov / varStart * (startingFitness - meanStart);679 var biasedStdev = Math.Sqrt(varEnd - (cov * cov) / varStart);680 681 if (Problem.Maximization) {682 var goal = Context.Population.Min(x => x.Fitness);683 var z = (goal - biasedMean) / biasedStdev;684 return 1.0 - Phi(z); // P(X >= z)685 } else {686 var goal = Context.Population.Max(x => x.Fitness);687 var z = (goal - biasedMean) / biasedStdev;688 return Phi(z); // P(X <= z)689 }690 }691 683 692 684 protected virtual bool Terminate() { … … 730 722 } 731 723 #endregion 732 733 #region Math Helper734 // normal distribution CDF (left of x) for N(0;1) standard normal distribution735 // from http://www.johndcook.com/blog/csharp_phi/736 // license: "This code is in the public domain. Do whatever you want with it, no strings attached."737 // added: 2016-11-19 21:46 CET738 protected static double Phi(double x) {739 // constants740 double a1 = 0.254829592;741 double a2 = -0.284496736;742 double a3 = 1.421413741;743 double a4 = -1.453152027;744 double a5 = 1.061405429;745 double p = 0.3275911;746 747 // Save the sign of x748 int sign = 1;749 if (x < 0)750 sign = -1;751 x = Math.Abs(x) / Math.Sqrt(2.0);752 753 // A&S formula 7.1.26754 double t = 1.0 / (1.0 + p * x);755 double y = 1.0 - (((((a5 * t + a4) * t) + a3) * t + a2) * t + a1) * t * Math.Exp(-x * x);756 757 return 0.5 * (1.0 + sign * y);758 }759 #endregion760 724 } 761 725 }
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