Changeset 9148 for branches/CMAES/HeuristicLab.Algorithms.CMAEvolutionStrategy/3.3/CMAOperators

Timestamp:

01/11/13 17:28:12 (12 years ago)

Author:

abeham

Message:

#1961:

• Added Logarithmic flag also to AxisRatio
• Fixed some bugs regarding initial iterations
• Removed the PredefinedRealVectorCreator and instead added a NormalDistributedRealVectorCreator
  • When sigma is 0 this is the same as the PredefinedRealVectorCreator

Location:

branches/CMAES/HeuristicLab.Algorithms.CMAEvolutionStrategy/3.3/CMAOperators

Files:

• CMAMutator.cs (modified) (2 diffs)
• CMAUpdater.cs (modified) (3 diffs)

branches/CMAES/HeuristicLab.Algorithms.CMAEvolutionStrategy/3.3/CMAOperators/CMAMutator.cs

@@ -133 +133 @@
             inRange = true;
             var artmp = new double[arx[0].Length];
-            for (int k = 0; k < arx[0].Length; ++k)
+            for (int k = 0; k < arx[0].Length; ++k) {
               artmp[k] = sp.D[k] * nd.NextDouble();
+            }
 
             for (int k = 0; k < arx[0].Length; k++) {
@@ -140 +141 @@
               for (int j = 0; j < arx[0].Length; j++)
                 sum += B[k, j] * artmp[j];
-              arx[i][k] = xmean[k] + sp.Sigma.Value * sum; // m + sig * Normal(0,C) 
+              arx[i][k] = xmean[k] + sp.Sigma.Value * sum; // m + sig * Normal(0,C)
               if (bounds[k % bounds.Rows, 0] > arx[i][k] || arx[i][k] > bounds[k % bounds.Rows, 1])
                 inRange = false;

branches/CMAES/HeuristicLab.Algorithms.CMAEvolutionStrategy/3.3/CMAOperators/CMAUpdater.cs

@@ -231 +231 @@
       // end testAndCorrectNumerics
 
+
       if (sp.InitialIterations.Value >= iterations) {
         for (int i = 0; i < N; i++)
           sp.D[i] = Math.Sqrt(sp.C[i, i]);
+        DegenerateStateParameter.ActualValue = new BoolValue(false);
       } else {
         var c = new double[sp.C.Rows, sp.C.Columns];
@@ -239 +241 @@
           for (int j = 0; j < sp.C.Columns; j++)
             c[i, j] = sp.C[i, j];
+
         double[] eVal;
         double[,] eVec;
@@ -245 +248 @@
         sp.B = new DoubleMatrix(eVec);
 
-        for (int i = 0; i < sp.D.Length; i++)
-          sp.D[i] = Math.Sqrt(eVal[i]);
+        for (int i = 0; i < sp.D.Length; i++) {
+          if (eVal[i] < 0) {
+            DegenerateStateParameter.ActualValue.Value = true;
+            sp.D[i] = 0;
+          } else sp.D[i] = Math.Sqrt(eVal[i]);
+        }
 
         if (sp.D.Min() == 0.0) sp.AxisRatio.Value = double.PositiveInfinity;