Changeset 15091 for trunk/sources/HeuristicLab.Encodings.RealVectorEncoding/3.3/ParticleOperators/RealVectorParticleUpdater.cs

Timestamp:

06/29/17 15:26:16 (7 years ago)

Author:

abeham

Message:

#2797:

• Updated PSO to make it more compatible with SPSO 2011
• Removed truncation of velocity vector and instead rescaled it given the maximum velocity
• Added non-zero initial velocity according to SPSO 2011
• Removed complicated bouncing code due to box constraints and instead implemented as described in SPSO 2011
• Calculating neighbor best has been changed to use personal best
• Avoiding local and global particle update and instead relying on neighborbest
• More randomization during velocity update by using a separate random numbers per dimension
• Reusing problem specific solution creator in RealVectorParticleCreator instead of always using UniformRandomRealVectorCreator

File:

• trunk/sources/HeuristicLab.Encodings.RealVectorEncoding/3.3/ParticleOperators/RealVectorParticleUpdater.cs (modified) (5 diffs)

trunk/sources/HeuristicLab.Encodings.RealVectorEncoding/3.3/ParticleOperators/RealVectorParticleUpdater.cs

@@ -51 +51 @@
       get { return (ILookupParameter<RealVector>)Parameters["NeighborBest"]; }
     }
-    public LookupParameter<RealVector> BestRealVectorParameter {
-      get { return (LookupParameter<RealVector>)Parameters["BestRealVector"]; }
-    }
     public ILookupParameter<RealVector> RealVectorParameter {
       get { return (ILookupParameter<RealVector>)Parameters["RealVector"]; }
@@ -60 +57 @@
       get { return (ILookupParameter<DoubleMatrix>)Parameters["Bounds"]; }
     }
-    public ILookupParameter<DoubleMatrix> CurrentVelocityBoundsParameter {
-      get { return (ILookupParameter<DoubleMatrix>)Parameters["CurrentVelocityBounds"]; }
+    public ILookupParameter<DoubleValue> CurrentMaxVelocityParameter {
+      get { return (ILookupParameter<DoubleValue>)Parameters["CurrentMaxVelocity"]; }
     }
     public ILookupParameter<DoubleValue> InertiaParameter {
@@ -73 +70 @@
     }
     #endregion
-
-    #region Parameter Values
-    protected IRandom Random {
-      get { return RandomParameter.ActualValue; }
-    }
-    protected RealVector Velocity {
-      get { return VelocityParameter.ActualValue; }
-      set { VelocityParameter.ActualValue = value; }
-    }
-    protected RealVector PersonalBest {
-      get { return PersonalBestParameter.ActualValue; }
-    }
-    protected RealVector BestPoint {
-      get { return BestRealVectorParameter.ActualValue; }
-    }
-    protected RealVector RealVector {
-      get { return RealVectorParameter.ActualValue; }
-      set { RealVectorParameter.ActualValue = value; }
-    }
-    protected RealVector NeighborBest {
-      get { return NeighborBestParameter.ActualValue; }
-    }
-    protected DoubleMatrix Bounds {
-      get { return BoundsParameter.ActualValue; }
-    }
-    protected DoubleMatrix CurrentVelocityBounds {
-      get { return CurrentVelocityBoundsParameter.ActualValue; }
-    }
-    protected DoubleValue Inertia {
-      get { return InertiaParameter.ActualValue; }
-    }
-    protected DoubleValue PersonalBestAttraction {
-      get { return PersonalBestAttractionParameter.ActualValue; }
-    }
-    protected DoubleValue NeighborBestAttraction {
-      get { return NeighborBestAttractionParameter.ActualValue; }
-    }
-    #endregion
-
+    
     #region Construction & Cloning
     [StorableConstructor]
@@ -122 +81 @@
       Parameters.Add(new LookupParameter<RealVector>("Velocity", "Particle's current velocity."));
       Parameters.Add(new LookupParameter<RealVector>("PersonalBest", "Particle's personal best solution."));
-      Parameters.Add(new LookupParameter<RealVector>("BestRealVector", "Global best position."));
       Parameters.Add(new LookupParameter<RealVector>("NeighborBest", "Best neighboring solution."));
       Parameters.Add(new LookupParameter<DoubleMatrix>("Bounds", "The lower and upper bounds for each dimension of the position vector for the current problem."));
-      Parameters.Add(new LookupParameter<DoubleMatrix>("CurrentVelocityBounds", "Upper and lower bounds for the particle's velocity vector."));
+      Parameters.Add(new LookupParameter<DoubleValue>("CurrentMaxVelocity", "Maximum for the particle's velocity vector."));
       Parameters.Add(new LookupParameter<DoubleValue>("CurrentInertia", "The weight for the particle's velocity vector."));
       Parameters.Add(new LookupParameter<DoubleValue>("PersonalBestAttraction", "The weight for the particle's personal best position."));
@@ -132 +90 @@
     #endregion
 
-    protected void MoveParticle(RealVector velocity, RealVector position) {
-      BoundsChecker.Apply(velocity, CurrentVelocityBounds);
+    protected void UpdateVelocity() {
+      var velocity = VelocityParameter.ActualValue;
+      var position = RealVectorParameter.ActualValue;
+      var inertia = InertiaParameter.ActualValue.Value;
+      var personalBest = PersonalBestParameter.ActualValue;
+      var personalBestAttraction = PersonalBestAttractionParameter.ActualValue.Value;
+      var neighborBest = NeighborBestParameter.ActualValue;
+      var neighborBestAttraction = NeighborBestAttractionParameter.ActualValue.Value;
+
+      var random = RandomParameter.ActualValue;
+
       for (int i = 0; i < velocity.Length; i++) {
-        position[i] = RealVector[i] + velocity[i];
+        double r_p = random.NextDouble();
+        double r_g = random.NextDouble();
+        velocity[i] =
+          velocity[i] * inertia +
+          (personalBest[i] - position[i]) * personalBestAttraction * r_p +
+          (neighborBest[i] - position[i]) * neighborBestAttraction * r_g;
       }
+
+      var maxVelocity = CurrentMaxVelocityParameter.ActualValue.Value;
+      var speed = Math.Sqrt(velocity.DotProduct(velocity));
+      if (speed > maxVelocity) {
+        for (var i = 0; i < velocity.Length; i++) {
+          velocity[i] *= maxVelocity / speed;
+        }
+      }
+    }
+
+    protected void UpdatePosition() {
+      var velocity = VelocityParameter.ActualValue;
+      var position = RealVectorParameter.ActualValue;
+
+      for (int i = 0; i < velocity.Length; i++) {
+        position[i] += velocity[i];
+      }
+
+      var bounds = BoundsParameter.ActualValue;
       for (int i = 0; i < position.Length; i++) {
-        double min = Bounds[i % Bounds.Rows, 0];
-        double max = Bounds[i % Bounds.Rows, 1];
+        double min = bounds[i % bounds.Rows, 0];
+        double max = bounds[i % bounds.Rows, 1];
         if (position[i] < min) {
-          int reflectionCount = (int)Math.Truncate((min - position[i]) / (max - min)) + 1;
-          double reflection = (min - position[i]) % (max - min);
-          if (IsOdd(reflectionCount)) {
-            position[i] = min + reflection;
-            velocity[i] = -velocity[i];
-
-          } else {
-            position[i] = max - reflection;
-          }
+          position[i] = min;
+          velocity[i] = -0.5 * velocity[i]; // SPSO 2011
         }
         if (position[i] > max) {
-          int reflectionCount = (int)Math.Truncate((position[i] - max) / (max - min)) + 1;
-          double reflection = (position[i] - max) % (max - min);
-          if (IsOdd(reflectionCount)) {
-            position[i] = max - reflection;
-            velocity[i] = -velocity[i];
-          } else {
-            position[i] = min + reflection;
-          }
+          position[i] = max;
+          velocity[i] = -0.5 * velocity[i]; // SPSO 2011
         }
       }
-
-      RealVector = position;
-      Velocity = velocity;
-    }
-
-    private static bool IsOdd(int number) {
-      return number % 2 == 1;
     }
   }