MO-CMA-ES for Realnumbered Problem

[bwerth]

A multiobjective CMA-ES variant for realnumbered multiobjective problems should be created.

[bwerth]

r13730 create new branch folder r13731 initial branch r13732 rename folder

[bwerth]

r13793 first unfinished implementation similiar to Shark – Machine Learning 3.1

[bwerth]

r13909 added analysiation and CrowdingIndicator

[bwerth]

r13990 reimplemented Indicators

[bwerth]

r14269 code cleanup + project refactored

[bwerth]

r14404 several fixes and cleanups to adapt a more HeuristicLab-Code-Style + renaming of folders and Plugin

[bwerth]

r14577 made MOCMAES compatible with MultiObjectiveBasicProblem instead of MultiObjectiveTestfunction, fixed Bug in CrowdingIndicator

[bwerth]

r14612 made initialization solutionspace-scaling invariant

[pfleck]

r14614

• Fixed scale invariant initialization by changing the initial sigma to a DoubleArray for initializing the covariance matrix (similar to the CMA-ES).
• Made the MO-CMA-ES pausable (although the algorithm state is not yet storable when paused).

[pfleck]

Reviewed the current state of the branch:

General Structure

• Add license information header in all files.
• Put all Indicator implementations into a separate folder called Indicators (however, they should not be in a new namespace). The interface should stay in the root of the project.
• The plugin is called MOCMAColutionStrategy, the algorithm is called MOCMASEvolutionStrategy. Use a consistent name.
• Get rid of the MOCMAESParameters class (e.g. store the values in the MOCMAEvolutionStrategy and pass the whole class into the MOCMAESIndividual).
• Rename the MOCMAESIndividual to Individual (also rename the file).

Code Improvements

• Make the state of the MOCMAEvolutionStrategy storable (the internal variables?) so that it can be paused, stored, reopened and resumed.
  • Be careful that all stored fields are storable types as well (e.g. MOCMAESIndividual)
• Remove the Utilities.cs, if possible
  • Use DoubleMatrix.CloneAsMatrix instead of the ToArray
    • If not possible, create an internal static helper class DoubleMatrixHelper with a extension method CloneAsArray
  • Use Linq instead of the ArgMin/Max of the Utilities.cs
    • e.g. xxx.OrderBy(x=>x.value).First(x=>x.argument))

I would also suggest to move all multi-objective related stuff into a separate plugin. But this should be done in another ticket since it will also effect some other existing plugins.

[bwerth]

r15045 improvements/changes as requested:

• Licence headers added
• Indicators moved to folder
• Typo MOCMAS <-> MOCMA corrected
• MOCMAESParameters removed
• MOCMAESIndividual renamed
• Fixed bug in Individual where updates due to unsuccessful children were ignored
• MOCMAEvolutionStrategy is now storable and pausable
• Replaced ArgMin/Max as suggested
• Renamed Utilities to DoubleMatrixHelper and changed both conversion methods to extensions
• Fixed bug where updates in the ReferencePoint were ignored by MOCMAEvolutionStrategy and HypervolumeIndicator
• Some code reordering
• Minor improvement in HypervolumeIndicatoras the overall HV is no longer calculated

[abeham]

Replying to pfleck:

I would also suggest to move all multi-objective related stuff into a separate plugin. But this should be done in another ticket since it will also effect some other existing plugins.

As of r15080 (#2782) there's a class DominationCalculator in HeuristicLab.Optimization. It's generic over the type of the solution. Please use this class in the future. If you have further stuff, please add it to the MultiObjective folder in that plugin.

[bwerth]

r15089

• removed effectively unused field "rank" from Individual
• removed non-dominated sorting in favor of DominationCalculator

[bwerth]

r15175 fixed .csproj and typo in IIndicator

[bwerth]

r15176 formatting & removed unreferenced enum

[bwerth]

r15177 removed GUID from MOCMAEvolutionStrategy

[pfleck]

r15178: Merged from branch to trunk

[pfleck]

r15179: Added missing reference

[pfleck]

r15180: Added another missing reference.

[pfleck]

r15203

• Renamed ScatterPlotContent to ParetoFrontScatterPlot (also renamed corresponding view).
• Refactored ParetoFrontScatterPlotView (use ScatterPlot internally).

Backwardscompatability was not considered because the old ScatterPlotContent is so new that there is very little chance someone already stored it.

[pfleck]

r15205 Speed-up MOCMAES by batch-incrementing Evaluations to reduce update-overhead

[bwerth]

r15206 removed redundant paused/stopped check

[pfleck]

Please review r15203. The rest is already reviewed and ready to release.

[abeham]

r15203 looks good. However, I'd like to suggest a slightly different ItemName for the algorithm: "Multi-objective CMA Evolution Strategy (MOCMAES)". Otherwise we just repeat MOCMA and it doesn't become any clearer what it means.

r15221: changed item image of pareto front scatter plot

[pfleck]

r15226 Changed item name as suggested by abeham.

[jkarder]

r15236: fixed project file

• switched target framework from .NET 4.5.2 to 4.5
• added pre build event for mono builds

[pfleck]

Reviewed r15221, r15236: ok

[pfleck]

r15244: merged 15178-15180,15203,15205-15206,15221,15226,15236 to stable

[pfleck]

r15245 deleted branch