Changeset 16609 for branches/2989_MovingPeaksBenchmark/HeuristicLab.Problems.MovingPeaksBenchmark/3.3/MovingPeaksBenchmarkProblemEvaluator.cs

Timestamp:

02/16/19 05:27:50 (5 years ago)

Author:

swagner

Message:

#2989: Worked on Moving Peaks Benchmark

File:

• branches/2989_MovingPeaksBenchmark/HeuristicLab.Problems.MovingPeaksBenchmark/3.3/MovingPeaksBenchmarkProblemEvaluator.cs (modified) (8 diffs)

branches/2989_MovingPeaksBenchmark/HeuristicLab.Problems.MovingPeaksBenchmark/3.3/MovingPeaksBenchmarkProblemEvaluator.cs

@@ -20 +20 @@
 #endregion
 
+using System;
+using System.Linq;
 using HeuristicLab.Common;
 using HeuristicLab.Core;
@@ -25 +27 @@
 using HeuristicLab.Encodings.RealVectorEncoding;
 using HeuristicLab.Operators;
+using HeuristicLab.Optimization;
 using HeuristicLab.Parameters;
 using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
+using HeuristicLab.Random;
 
 namespace HeuristicLab.Problems.MovingPeaksBenchmark {
@@ -32 +36 @@
   [StorableClass]
   public class MovingPeaksBenchmarkProblemEvaluator : InstrumentedOperator, IMovingPeaksBenchmarkProblemEvaluator {
-    public ILookupParameter<DoubleMatrix> PeakLocationsParameter {
-      get { return (ILookupParameter<DoubleMatrix>)Parameters["PeakLocations"]; }
-    }
-    public ILookupParameter<DoubleArray> PeakWidthsParameter {
-      get { return (ILookupParameter<DoubleArray>)Parameters["PeakWidths"]; }
-    }
-    public ILookupParameter<DoubleArray> PeakHeightsParameter {
-      get { return (ILookupParameter<DoubleArray>)Parameters["PeakHeights"]; }
+    [Storable]
+    IRandom uniformRandom;
+    [Storable]
+    long executions;
+
+    public IValueLookupParameter<DoubleMatrix> PeakLocationsParameter {
+      get { return (IValueLookupParameter<DoubleMatrix>)Parameters["PeakLocations"]; }
+    }
+    public IValueLookupParameter<DoubleArray> PeakWidthsParameter {
+      get { return (IValueLookupParameter<DoubleArray>)Parameters["PeakWidths"]; }
+    }
+    public IValueLookupParameter<DoubleArray> PeakHeightsParameter {
+      get { return (IValueLookupParameter<DoubleArray>)Parameters["PeakHeights"]; }
+    }
+    public ILookupParameter<IntValue> MovingPeaksRandomSeedParameter {
+      get { return (ILookupParameter<IntValue>)Parameters["MovingPeaksRandomSeed"]; }
+    }
+    public ILookupParameter<IntValue> PeakMovementIntervalParameter {
+      get { return (ILookupParameter<IntValue>)Parameters["PeakMovementInterval"]; }
+    }
+    public ILookupParameter<DoubleValue> PeakMovementStrengthParameter {
+      get { return (ILookupParameter<DoubleValue>)Parameters["PeakMovementStrength"]; }
     }
     public ILookupParameter<RealVector> PointParameter {
@@ -46 +64 @@
     public ILookupParameter<DoubleValue> QualityParameter {
       get { return (ILookupParameter<DoubleValue>)Parameters["Quality"]; }
+    }
+    public ILookupParameter<DoubleValue> BestKnownQualityParameter {
+      get { return (ILookupParameter<DoubleValue>)Parameters["BestKnownQuality"]; }
+    }
+    public ILookupParameter<RealVector> BestKnownSolutionParameter {
+      get { return (ILookupParameter<RealVector>)Parameters["BestKnownSolution"]; }
+    }
+    public IValueLookupParameter<ResultCollection> ResultsParameter {
+      get { return (IValueLookupParameter<ResultCollection>)Parameters["Results"]; }
     }
 
@@ -52 +79 @@
     protected MovingPeaksBenchmarkProblemEvaluator(MovingPeaksBenchmarkProblemEvaluator original, Cloner cloner) : base(original, cloner) { }
     public MovingPeaksBenchmarkProblemEvaluator() : base() {
-      Parameters.Add(new LookupParameter<DoubleMatrix>("PeakLocations", "Current position of the peaks."));
-      Parameters.Add(new LookupParameter<DoubleArray>("PeakWidths", "Current width of the peaks."));
-      Parameters.Add(new LookupParameter<DoubleArray>("PeakHeights", "Current height of the peaks."));
+      Parameters.Add(new ValueLookupParameter<DoubleMatrix>("PeakLocations", "Current position of the peaks."));
+      PeakLocationsParameter.ActualName = "InitialPeakLocations";
+      Parameters.Add(new ValueLookupParameter<DoubleArray>("PeakWidths", "Current width of the peaks."));
+      PeakWidthsParameter.ActualName = "InitialPeakWidths";
+      Parameters.Add(new ValueLookupParameter<DoubleArray>("PeakHeights", "Current height of the peaks."));
+      PeakHeightsParameter.ActualName = "InitialPeakHeights";
+      Parameters.Add(new LookupParameter<IntValue>("MovingPeaksRandomSeed", "The random seed for initializing the PRNG for changing the peaks."));
+      Parameters.Add(new LookupParameter<IntValue>("PeakMovementInterval", "The interval in evaluated solutions in which peaks are moved."));
+      Parameters.Add(new LookupParameter<DoubleValue>("PeakMovementStrength", "The length of the random vector used for changing peak locations."));
       Parameters.Add(new LookupParameter<RealVector>("Point", "The point which should be evaluated."));
       Parameters.Add(new LookupParameter<DoubleValue>("Quality", "Quality value of the evaluated point."));
+      Parameters.Add(new LookupParameter<DoubleValue>("BestKnownQuality", "Quality value of the highest peak."));
+      Parameters.Add(new LookupParameter<RealVector>("BestKnownSolution", "The location of the highest peak."));
+      Parameters.Add(new ValueLookupParameter<ResultCollection>("Results", "The result collection for storing result values."));
+
+      PeakLocationsParameter.Hidden = true;
+      PeakWidthsParameter.Hidden = true;
+      PeakHeightsParameter.Hidden = true;
+      BestKnownQualityParameter.Hidden = true;
+      BestKnownSolutionParameter.Hidden = true;
+      ResultsParameter.Hidden = true;
     }
 
@@ -67 +110 @@
       DoubleArray widths = PeakWidthsParameter.ActualValue;
       DoubleArray heights = PeakHeightsParameter.ActualValue;
+
+      if (PeakLocationsParameter.Value == null) {
+        peaks = peaks.Clone() as DoubleMatrix;
+        widths = widths.Clone() as DoubleArray;
+        heights = heights.Clone() as DoubleArray;
+        PeakLocationsParameter.Value = peaks;
+        PeakWidthsParameter.Value = widths;
+        PeakHeightsParameter.Value = heights;
+
+        ResultCollection results = ResultsParameter.ActualValue;
+        results.Add(new Result("Current Peak Locations", peaks));
+        results.Add(new Result("Current Peak Widths", widths));
+        results.Add(new Result("Current Peak Heights", heights));
+      }
+      if (uniformRandom == null) {
+        uniformRandom = new MersenneTwister();
+        uniformRandom.Reset(MovingPeaksRandomSeedParameter.ActualValue.Value);
+      }
+
+      // move peaks if peaks movement interval is reached
+      lock (this) {
+        if ((executions % PeakMovementIntervalParameter.ActualValue.Value) == 0) {
+          MovePeaks(uniformRandom, peaks, widths, heights, PeakMovementStrengthParameter.ActualValue.Value);
+
+          // update best known solution & quality according to highest peak
+          double maxHeight = heights.Max();
+          int peakIndex = Array.IndexOf(heights.CloneAsArray(), maxHeight);
+          double[] peak = new double[peaks.Columns];
+          for (int i = 0; i < peak.Length; i++) {
+            peak[i] = peaks[peakIndex, i];
+          }
+          BestKnownSolutionParameter.ActualValue = new RealVector(peak);
+          BestKnownQualityParameter.ActualValue.Value = heights.Max();
+        }
+        executions++;
+      }
+
       RealVector point = PointParameter.ActualValue;
       double quality = Apply(peaks, widths, heights, point);
@@ -73 +153 @@
     }
 
+    public override void InitializeState() {
+      base.InitializeState();
+      executions = 0;
+    }
+
+    public override void ClearState() {
+      base.ClearState();
+      uniformRandom = null;
+      PeakLocationsParameter.Value = null;
+      PeakWidthsParameter.Value = null;
+      PeakHeightsParameter.Value = null;
+    }
+
     public double Apply(DoubleMatrix peaks, DoubleArray widths, DoubleArray heights, RealVector point) {
-      heights[0] *= 1.01;
-
       double max = 0;
       double val = 0;
@@ -89 +180 @@
       return max;
     }
+
+    private void MovePeaks(IRandom uniformRandom, DoubleMatrix peaks, DoubleArray widths, DoubleArray heights, double strength) {
+      IRandom normalRandom = new NormalDistributedRandom(uniformRandom, 0, 1);
+      for (int i = 0; i < peaks.Rows; i++) {
+        double[] v = RandomVector(uniformRandom, peaks.Columns, strength);
+        for (int j = 0; j < v.Length; j++) {
+          peaks[i, j] += v[j];
+        }
+        widths[i] = widths[i] + 0.01 * normalRandom.NextDouble();
+        heights[i] = heights[i] + 7 * normalRandom.NextDouble();
+      }
+    }
+
+    private double[] RandomVector(IRandom uniformRandom, int dimensions, double length) {
+      double[] vector = new double[dimensions];
+
+      for (int i = 0; i < vector.Length; i++) {
+        vector[i] = uniformRandom.NextDouble() - 0.5;
+      }
+      double factor = length / Math.Sqrt(vector.Select(x => x * x).Sum());
+      for (int i = 0; i < vector.Length; i++) {
+        vector[i] *= factor; 
+      }
+      return vector;
+    }
   }
 }