Changeset 15343 for branches/EfficientGlobalOptimization/HeuristicLab.Algorithms.EGO/DiscreteEGO/DiscreteInfillProblem.cs

Timestamp:

08/29/17 11:28:16 (7 years ago)

Author:

bwerth

Message:

#2745 added discretized EGO-version for use with IntegerVectors

Location:

branches/EfficientGlobalOptimization/HeuristicLab.Algorithms.EGO/DiscreteEGO

Files:

• . (added)
• DiscreteInfillProblem.cs (copied) (copied from branches/EfficientGlobalOptimization/HeuristicLab.Algorithms.EGO/Problems/InfillProblem.cs) (8 diffs)

branches/EfficientGlobalOptimization/HeuristicLab.Algorithms.EGO/DiscreteEGO/DiscreteInfillProblem.cs

@@ -26 +26 @@
 using HeuristicLab.Core;
 using HeuristicLab.Data;
+using HeuristicLab.Encodings.IntegerVectorEncoding;
 using HeuristicLab.Encodings.RealVectorEncoding;
 using HeuristicLab.Optimization;
@@ -33 +34 @@
 namespace HeuristicLab.Algorithms.EGO {
   [StorableClass]
-  [Item("InfillProblem", "A problem for finding the most interesing potential new sampling Points by optimizing some InfillCriterion")]
-  public sealed class InfillProblem : SingleObjectiveBasicProblem<RealVectorEncoding> {
+  [Item("DiscreteInfillProblem", "A problem for finding the most interesing potential new sampling Points by optimizing some InfillCriterion")]
+  public sealed class DiscreteInfillProblem : SingleObjectiveBasicProblem<IntegerVectorEncoding> {
 
     public override bool Maximization => true;
@@ -47 +48 @@
     private IInfillCriterion infillCriterion;
 
-    public IInfillCriterion InfillCriterion
-    {
+    public IInfillCriterion InfillCriterion {
       get { return infillCriterion; }
-      set
-      {
+      set {
         infillCriterion = value;
-        infillCriterion.Encoding = Encoding;
+        infillCriterion.Encoding = GetRealVectorEncoding(Encoding);
       }
     }
@@ -60 +59 @@
     #region Constructors
     [StorableConstructor]
-    private InfillProblem(bool deserializing) : base(deserializing) { }
-    private InfillProblem(InfillProblem original, Cloner cloner) : base(original, cloner) {
+    private DiscreteInfillProblem(bool deserializing) : base(deserializing) { }
+    private DiscreteInfillProblem(DiscreteInfillProblem original, Cloner cloner) : base(original, cloner) {
       infillCriterion = cloner.Clone(original.infillCriterion);
     }
-    public InfillProblem() { }
-    public override IDeepCloneable Clone(Cloner cloner) { return new InfillProblem(this, cloner); }
+    public DiscreteInfillProblem() { }
+    public override IDeepCloneable Clone(Cloner cloner) { return new DiscreteInfillProblem(this, cloner); }
     #endregion
 
     public override double Evaluate(Individual individual, IRandom r) {
-      return !InBounds(individual.RealVector(), Encoding.Bounds) ? double.MinValue : InfillCriterion.Evaluate(individual.RealVector());
+      return !InBounds(individual.IntegerVector(), Encoding.Bounds) ? double.MinValue : InfillCriterion.Evaluate(individual.IntegerVector().ToRealVector());
     }
     public override void Analyze(Individual[] individuals, double[] qualities, ResultCollection results, IRandom random) {
@@ -76 +75 @@
       var newQuality = qualities[best];
       if (!results.ContainsKey(BestInfillQualityResultName)) {
-        results.Add(new Result(BestInfillSolutionResultName, (RealVector)individuals[best].RealVector().Clone()));
+        results.Add(new Result(BestInfillSolutionResultName, (IntegerVector)individuals[best].IntegerVector().Clone()));
         results.Add(new Result(BestInfillQualityResultName, new DoubleValue(newQuality)));
         return;
@@ -83 +82 @@
       if (qold == null) throw new ArgumentException("Old best quality is not a double value. Conflicting Analyzers?");
       if (qold.Value >= newQuality) return;
-      results[BestInfillSolutionResultName].Value = (RealVector)individuals[best].RealVector().Clone();
+      results[BestInfillSolutionResultName].Value = (IntegerVector)individuals[best].IntegerVector().Clone();
       qold.Value = newQuality;
     }
@@ -89 +88 @@
       var bounds = Encoding.Bounds;
       var michalewiczIteration = 0;
+      var sigma = new DoubleArray(new double[] { 1.0 });
+
       while (true) {
         var neighbour = individual.Copy();
-        var r = neighbour.RealVector();
-        switch (random.Next(5)) {
-          case 0: UniformOnePositionManipulator.Apply(random, r, bounds); break;
-          case 1: UniformOnePositionManipulator.Apply(random, r, bounds); break;//FixedNormalAllPositionsManipulator.Apply(random, r, new RealVector(new[] { 0.1 })); break;
-          case 2: MichalewiczNonUniformAllPositionsManipulator.Apply(random, r, bounds, new IntValue(michalewiczIteration++), new IntValue(10000), new DoubleValue(5.0)); break;
-          case 3: MichalewiczNonUniformOnePositionManipulator.Apply(random, r, bounds, new IntValue(michalewiczIteration++), new IntValue(10000), new DoubleValue(5.0)); break;
-          case 4: BreederGeneticAlgorithmManipulator.Apply(random, r, bounds, new DoubleValue(0.1)); break;
+        var r = neighbour.IntegerVector();
+        switch (random.Next(3) % 3) {
+          case 0: HeuristicLab.Encodings.IntegerVectorEncoding.UniformOnePositionManipulator.Apply(random, r, bounds); break;
+          case 1: HeuristicLab.Encodings.IntegerVectorEncoding.RoundedNormalAllPositionsManipulator.Apply(random, r, bounds, sigma); break;//FixedNormalAllPositionsManipulator.Apply(random, r, new RealVector(new[] { 0.1 })); break;
+          case 2: HeuristicLab.Encodings.IntegerVectorEncoding.UniformSomePositionsManipulator.Apply(random, r, bounds, 0.1); break;
           default: throw new NotImplementedException();
         }
@@ -108 +107 @@
       infillCriterion.RegressionSolution = model;
       infillCriterion.ExpensiveMaximization = expensiveMaximization;
-      infillCriterion.Encoding = Encoding;
+      infillCriterion.Encoding = GetRealVectorEncoding(Encoding);
       infillCriterion.Initialize();
     }
 
     #region helpers
-    private static bool InBounds(RealVector r, DoubleMatrix bounds) {
+    private static bool InBounds(IntegerVector r, IntMatrix bounds) {
       return !r.Where((t, i) => t < bounds[i % bounds.Rows, 0] || t > bounds[i % bounds.Rows, 1]).Any();
+    }
+
+    private static RealVectorEncoding GetRealVectorEncoding(IntegerVectorEncoding enc) {
+      var res = new RealVectorEncoding(enc.Length);
+      res.Bounds = new DoubleMatrix(enc.Bounds.Rows, enc.Bounds.Columns);
+      for (int r = 0; r < res.Bounds.Rows; r++)
+        for (int c = 0; c < res.Bounds.Columns; c++)
+          res.Bounds[r, c] = enc.Bounds[r, c];
+      return res;
+
+
     }
     #endregion