NiaPy.algorithms.basic.es.EvolutionStrategy1p1.algorithmInfo() - Code Metrics - NiaOrg/NiaPy - Measure and Improve Code Quality continuously with Scrutinizer

EvolutionStrategy1p1.algorithmInfo() A
last analyzed 2020-11-16 11:17 UTC

↳ Parent: NiaPy.algorithms.basic.es

Complexity

Conditions

Size

Total Lines	11
Code Lines	3

Duplication

Lines	0
Ratio	0 %

Importance

Changes

Metric	Value
cc	1
eloc	3
nop	0
dl	0
loc	11
rs	10
c	0
b	0
f	0

# encoding=utf8
import logging
from math import ceil

from numpy import argmin, argsort, log, sum, fmax, sqrt, full, exp, eye, diag, apply_along_axis, round, any, asarray, dot, random as rand, tile, inf, where, append
from numpy.linalg import norm, cholesky as chol, eig, solve, lstsq

from NiaPy.algorithms.algorithm import Algorithm, Individual, defaultIndividualInit
from NiaPy.util.utility import objects2array

logging.basicConfig()
logger = logging.getLogger('NiaPy.algorithms.basic')
logger.setLevel('INFO')

__all__ = ['EvolutionStrategy1p1', 'EvolutionStrategyMp1', 'EvolutionStrategyMpL', 'EvolutionStrategyML', 'CovarianceMatrixAdaptionEvolutionStrategy']

class IndividualES(Individual):
	r"""Individual for Evolution Strategies.

	See Also:
		* :class:`NiaPy.algorithms.Individual`
	"""
	def __init__(self, **kwargs):
		r"""Initialize individual.

		Args:
			kwargs (Dict[str, Any]): Additional arguments.

		See Also:
			* :func:`NiaPy.algorithms.Individual.__init__`
		"""
		Individual.__init__(self, **kwargs)
		self.rho = kwargs.get('rho', 1)

class EvolutionStrategy1p1(Algorithm):
	r"""Implementation of (1 + 1) evolution strategy algorithm. Uses just one individual.

	Algorithm:
		(1 + 1) Evolution Strategy Algorithm

	Date:
		2018

	Authors:
		Klemen Berkovič

	License:
		MIT

	Reference URL:

	Reference paper:

	Attributes:
		Name (List[str]): List of strings representing algorithm names.
		mu (int): Number of parents.
		k (int): Number of iterations before checking and fixing rho.
		c_a (float): Search range amplification factor.
		c_r (float): Search range reduction factor.

	See Also:
		* :class:`NiaPy.algorithms.Algorithm`
	"""
	Name = ['EvolutionStrategy1p1', 'EvolutionStrategy(1+1)', 'ES(1+1)']

	@staticmethod
	def algorithmInfo():
		r"""Get algorithms information.

		Returns:
			str: Algorithm information.

		See Also:
			* :func:`NiaPy.algorithms.Algorithm.algorithmInfo`
		"""
		return r"""TODO"""

	@staticmethod

	def typeParameters():
		r"""Get dictionary with functions for checking values of parameters.

		Returns:
			Dict[str, Callable]:
				* mu (Callable[[int], bool])
				* k (Callable[[int], bool])
				* c_a (Callable[[Union[float, int]], bool])
				* c_r (Callable[[Union[float, int]], bool])
				* epsilon (Callable[[float], bool])
		"""
		return {
			'mu': lambda x: isinstance(x, int) and x > 0,
			'k': lambda x: isinstance(x, int) and x > 0,
			'c_a': lambda x: isinstance(x, (float, int)) and x > 1,
			'c_r': lambda x: isinstance(x, (float, int)) and 0 < x < 1,
			'epsilon': lambda x: isinstance(x, float) and 0 < x < 1
		}

	def setParameters(self, mu=1, k=10, c_a=1.1, c_r=0.5, epsilon=1e-20, **ukwargs):
		r"""Set the arguments of an algorithm.

		Arguments:
			mu (Optional[int]): Number of parents
			k (Optional[int]): Number of iterations before checking and fixing rho
			c_a (Optional[float]): Search range amplification factor
			c_r (Optional[float]): Search range reduction factor

		See Also:
			* :func:`NiaPy.algorithms.Algorithm.setParameters`
		"""
		Algorithm.setParameters(self, NP=mu, itype=ukwargs.pop('itype', IndividualES), **ukwargs)
		self.mu, self.k, self.c_a, self.c_r, self.epsilon = mu, k, c_a, c_r, epsilon

	def mutate(self, x, rho):
		r"""Mutate individual.

		Args:
			x (Individual): Current individual.
			rho (float): Current standard deviation.

		Returns:
			Individual: Mutated individual.
		"""
		return x + self.normal(0, rho, len(x))

	def updateRho(self, rho, k):
		r"""Update standard deviation.

		Args:
			rho (float): Current standard deviation.
			k (int): Number of succesfull mutations.

		Returns:
			float: New standard deviation.
		"""
		phi = k / self.k
		if phi < 0.2: return self.c_r * rho if rho > self.epsilon else 1
		elif phi > 0.2: return self.c_a * rho if rho > self.epsilon else 1
		else: return rho

	def initPopulation(self, task):
		r"""Initialize starting individual.

		Args:
			task (Task): Optimization task.

		Returns:
			Tuple[Individual, float, Dict[str, Any]]:
				1, Initialized individual.
				2, Initialized individual fitness/function value.
				3. Additional arguments:
					* ki (int): Number of successful rho update.
		"""
		c, ki = IndividualES(task=task, rnd=self.Rand), 0
		return c, c.f, {'ki': ki}

	def runIteration(self, task, c, fpop, xb, fxb, ki, **dparams):
		r"""Core function of EvolutionStrategy(1+1) algorithm.

		Args:
			task (Task): Optimization task.
			pop (Individual): Current position.
			fpop (float): Current position function/fitness value.
			xb (Individual): Global best position.
			fxb (float): Global best function/fitness value.
			ki (int): Number of successful updates before rho update.
			**dparams (Dict[str, Any]): Additional arguments.

		Returns:
			Tuple[Individual, float, Individual, float, Dict[str, Any]]:
				1, Initialized individual.
				2, Initialized individual fitness/function value.
				3. New global best solution.
				4. New global best soluitons fitness/objective value.
				5. Additional arguments:
					* ki (int): Number of successful rho update.
		"""
		if task.Iters % self.k == 0: c.rho, ki = self.updateRho(c.rho, ki), 0
		cn = objects2array([task.repair(self.mutate(c.x, c.rho), self.Rand) for _i in range(self.mu)])
		cn_f = asarray([task.eval(cn[i]) for i in range(len(cn))])
		ib = argmin(cn_f)
		if cn_f[ib] < c.f:
			c.x, c.f, ki = cn[ib], cn_f[ib], ki + 1
			if cn_f[ib] < fxb: xb, fxb = self.getBest(cn[ib], cn_f[ib], xb, fxb)
		return c, c.f, xb, fxb, {'ki': ki}

class EvolutionStrategyMp1(EvolutionStrategy1p1):
	r"""Implementation of (mu + 1) evolution strategy algorithm. Algorithm creates mu mutants but into new generation goes only one individual.

	Algorithm:
		(:math:`\mu + 1`) Evolution Strategy Algorithm

	Date:
		2018

	Authors:
		Klemen Berkovič

	License:
		MIT

	Reference URL:

	Reference paper:

	Attributes:
		Name (List[str]): List of strings representing algorithm names.

	See Also:
		* :class:`NiaPy.algorithms.basic.EvolutionStrategy1p1`
	"""
	Name = ['EvolutionStrategyMp1', 'EvolutionStrategy(mu+1)', 'ES(m+1)']

	@staticmethod
	def algorithmInfo():
		r"""Get algorithms information.

		Returns:
			str: Algorithm information.

		See Also:
			* :func:`NiaPy.algorithms.Algorithm.algorithmInfo`
		"""
		return r"""TODO"""

	def setParameters(self, **kwargs):
		r"""Set core parameters of EvolutionStrategy(mu+1) algorithm.

		Args:
			**kwargs (Dict[str, Any]):

		See Also:
			* :func:`NiaPy.algorithms.basic.EvolutionStrategy1p1.setParameters`
		"""
		mu = kwargs.pop('mu', 40)
		EvolutionStrategy1p1.setParameters(self, mu=mu, **kwargs)

class EvolutionStrategyMpL(EvolutionStrategy1p1):
	r"""Implementation of (mu + lambda) evolution strategy algorithm. Mulation creates lambda individual. Lambda individual compete with mu individuals for survival, so only mu individual go to new generation.

	Algorithm:
		(:math:`\mu + \lambda`) Evolution Strategy Algorithm

	Date:
		2018

	Authors:
		Klemen Berkovič

	License:
		MIT

	Reference URL:

	Reference paper:

	Attributes:
		Name (List[str]): List of strings representing algorithm names
		lam (int): TODO

	See Also:
		* :class:`NiaPy.algorithms.basic.EvolutionStrategy1p1`
	"""
	Name = ['EvolutionStrategyMpL', 'EvolutionStrategy(mu+lambda)', 'ES(m+l)']

	@staticmethod
	def algorithmInfo():
		r"""Get algorithms information.

		Returns:
			str: Algorithm information.

		See Also:
			* :func:`NiaPy.algorithms.Algorithm.algorithmInfo`
		"""
		return r"""TODO"""

	@staticmethod
	def typeParameters():
		r"""TODO.

		Returns:
			Dict[str, Any]:
				* lam (Callable[[int], bool]): TODO.

		See Also:
			* :func:`NiaPy.algorithms.basic.EvolutionStrategy1p1`
		"""
		d = EvolutionStrategy1p1.typeParameters()
		d['lam'] = lambda x: isinstance(x, int) and x > 0
		return d

	def setParameters(self, lam=45, **ukwargs):
		r"""Set the arguments of an algorithm.

		Arguments:
			lam (int): Number of new individual generated by mutation.

		See Also:
			* :func:`NiaPy.algorithms.basic.es.EvolutionStrategy1p1.setParameters`
		"""
		EvolutionStrategy1p1.setParameters(self, InitPopFunc=defaultIndividualInit, **ukwargs)
		self.lam = lam

	def updateRho(self, pop, k):
		r"""Update standard deviation for population.

		Args:
			pop (numpy.ndarray[Individual]): Current population.
			k (int): Number of successful mutations.
		"""
		phi = k / self.k
		if phi < 0.2:
			for i in pop: i.rho = self.c_r * i.rho
		elif phi > 0.2:
			for i in pop: i.rho = self.c_a * i.rho

	def changeCount(self, c, cn):
		r"""Update number of successful mutations for population.

		Args:
			c (numpy.ndarray[Individual]): Current population.
			cn (numpy.ndarray[Individual]): New population.

		Returns:
			int: Number of successful mutations.
		"""
		k = 0
		for e in cn:
			if e not in c: k += 1
		return k

	def mutateRand(self, pop, task):
		r"""Mutate random individual form population.

		Args:
			pop (numpy.ndarray[Individual]): Current population.
			task (Task): Optimization task.

		Returns:
			numpy.ndarray: Random individual from population that was mutated.
		"""
		i = self.randint(self.mu)
		return task.repair(self.mutate(pop[i].x, pop[i].rho), rnd=self.Rand)

	def initPopulation(self, task):
		r"""Initialize starting population.

		Args:
			task (Task): Optimization task.

		Returns:
			Tuple[numpy.ndarray[Individual], numpy.ndarray[float], Dict[str, Any]]:
				1. Initialized populaiton.
				2. Initialized populations function/fitness values.
				3. Additional arguments:
					* ki (int): Number of successful mutations.

		See Also:
			* :func:`NiaPy.algorithms.algorithm.Algorithm.initPopulation`
		"""
		c, fc, d = Algorithm.initPopulation(self, task)
		d.update({'ki': 0})
		return c, fc, d

	def runIteration(self, task, c, fpop, xb, fxb, ki, **dparams):
		r"""Core function of EvolutionStrategyMpL algorithm.

		Args:
			task (Task): Optimization task.
			c (numpy.ndarray): Current population.
			fpop (numpy.ndarray): Current populations fitness/function values.
			xb (numpy.ndarray): Global best individual.
			fxb (float): Global best individuals fitness/function value.
			ki (int): Number of successful mutations.
			**dparams (Dict[str, Any]): Additional arguments.

		Returns:
			Tuple[numpy.ndarray, numpy.ndarray, numpy.ndarray, float, Dict[str, Any]]:
				1. New population.
				2. New populations function/fitness values.
				3. New global best solution.
				4. New global best solutions fitness/objective value.
				5. Additional arguments:
					* ki (int): Number of successful mutations.
		"""
		if task.Iters % self.k == 0: _, ki = self.updateRho(c, ki), 0
		cn = objects2array([IndividualES(x=self.mutateRand(c, task), task=task, rnd=self.Rand) for _ in range(self.lam)])
		cn = append(cn, c)
		cn = objects2array([cn[i] for i in argsort([i.f for i in cn])[:self.mu]])
		ki += self.changeCount(c, cn)
		fcn = asarray([x.f for x in cn])
		xb, fxb = self.getBest(cn, fcn, xb, fxb)
		return cn, fcn, xb, fxb, {'ki': ki}

class EvolutionStrategyML(EvolutionStrategyMpL):
	r"""Implementation of (mu, lambda) evolution strategy algorithm. Algorithm is good for dynamic environments. Mu individual create lambda chields. Only best mu chields go to new generation. Mu parents are discarded.

	Algorithm:
		(:math:`\mu + \lambda`) Evolution Strategy Algorithm

	Date:
		2018

	Authors:
		Klemen Berkovič

	License:
		MIT

	Reference URL:

	Reference paper:

	Attributes:
		Name (List[str]): List of strings representing algorithm names

	See Also:
		* :class:`NiaPy.algorithm.basic.es.EvolutionStrategyMpL`
	"""
	Name = ['EvolutionStrategyML', 'EvolutionStrategy(mu,lambda)', 'ES(m,l)']

	@staticmethod
	def algorithmInfo():
		r"""Get algorithms information.

		Returns:
			str: Algorithm information.

		See Also:
			* :func:`NiaPy.algorithms.Algorithm.algorithmInfo`
		"""
		return r"""TODO"""

	def newPop(self, pop):
		r"""Return new population.

		Args:
			pop (numpy.ndarray): Current population.

		Returns:
			numpy.ndarray: New population.
		"""
		pop_s = argsort([i.f for i in pop])
		if self.mu < self.lam: return objects2array([pop[i] for i in pop_s[:self.mu]])
		npop = list()
		for i in range(int(ceil(float(self.mu) / self.lam))): npop.extend(pop[:self.lam if (self.mu - i * self.lam) >= self.lam else self.mu - i * self.lam])
		return objects2array(npop)

	def initPopulation(self, task):
		r"""Initialize starting population.

		Args:
			task (Task): Optimization task.

		Returns:
			Tuple[numpy.ndarray[Individual], numpy.ndarray[float], Dict[str, Any]]:
				1. Initialized population.
				2. Initialized populations fitness/function values.
				2. Additional arguments.

		See Also:
			* :func:`NiaPy.algorithm.basic.es.EvolutionStrategyMpL.initPopulation`
		"""
		c, fc, _ = EvolutionStrategyMpL.initPopulation(self, task)
		return c, fc, {}

	def runIteration(self, task, c, fpop, xb, fxb, **dparams):
		r"""Core function of EvolutionStrategyML algorithm.

		Args:
			task (Task): Optimization task.
			c (numpy.ndarray): Current population.
			fpop (numpy.ndarray): Current population fitness/function values.
			xb (numpy.ndarray): Global best individual.
			fxb (float): Global best individuals fitness/function value.
			**dparams Dict[str, Any]: Additional arguments.

		Returns:
			Tuple[numpy.ndarray, numpy.ndarray, numpy.ndarray, float, Dict[str, Any]]:
				1. New population.
				2. New populations fitness/function values.
				3. New global best solution.
				4. New global best solutions fitness/objective value.
				5. Additional arguments.
		"""
		cn = objects2array([IndividualES(x=self.mutateRand(c, task), task=task, rand=self.Rand) for _ in range(self.lam)])
		c = self.newPop(cn)
		fc = asarray([x.f for x in c])
		xb, fxb = self.getBest(c, fc, xb, fxb)
		return c, fc, xb, fxb, {}

def CovarianceMaatrixAdaptionEvolutionStrategyF(task, epsilon=1e-20, rnd=rand):
	lam, alpha_mu, hs, sigma0 = (4 + round(3 * log(task.D))) * 10, 2, 0, 0.3 * task.bcRange()
	mu = int(round(lam / 2))
	w = log(mu + 0.5) - log(range(1, mu + 1))
	w = w / sum(w)
	mueff = 1 / sum(w ** 2)
	cs = (mueff + 2) / (task.D + mueff + 5)
	ds = 1 + cs + 2 * max(sqrt((mueff - 1) / (task.D + 1)) - 1, 0)
	ENN = sqrt(task.D) * (1 - 1 / (4 * task.D) + 1 / (21 * task.D ** 2))
	cc, c1 = (4 + mueff / task.D) / (4 + task.D + 2 * mueff / task.D), 2 / ((task.D + 1.3) ** 2 + mueff)
	cmu, hth = min(1 - c1, alpha_mu * (mueff - 2 + 1 / mueff) / ((task.D + 2) ** 2 + alpha_mu * mueff / 2)), (1.4 + 2 / (task.D + 1)) * ENN
	ps, pc, C, sigma, M = full(task.D, 0.0), full(task.D, 0.0), eye(task.D), sigma0, full(task.D, 0.0)
	x = rnd.uniform(task.bcLower(), task.bcUpper())
	x_f = task.eval(x)
	while not task.stopCondI():
		pop_step = asarray([rnd.multivariate_normal(full(task.D, 0.0), C) for _ in range(int(lam))])
		pop = asarray([task.repair(x + sigma * ps, rnd) for ps in pop_step])
		pop_f = apply_along_axis(task.eval, 1, pop)
		isort = argsort(pop_f)
		pop, pop_f, pop_step = pop[isort[:mu]], pop_f[isort[:mu]], pop_step[isort[:mu]]
		if pop_f[0] < x_f: x, x_f = pop[0], pop_f[0]
		M = sum(w * pop_step.T, axis=1)
		ps = solve(chol(C).conj() + epsilon, ((1 - cs) * ps + sqrt(cs * (2 - cs) * mueff) * M + epsilon).T)[0].T
		sigma *= exp(cs / ds * (norm(ps) / ENN - 1)) ** 0.3
		ifix = where(sigma == inf)
		if any(ifix): sigma[ifix] = sigma0
		if norm(ps) / sqrt(1 - (1 - cs) ** (2 * (task.Iters + 1))) < hth: hs = 1
		else: hs = 0
		delta = (1 - hs) * cc * (2 - cc)
		pc = (1 - cc) * pc + hs * sqrt(cc * (2 - cc) * mueff) * M
		C = (1 - c1 - cmu) * C + c1 * (tile(pc, [len(pc), 1]) * tile(pc.reshape([len(pc), 1]), [1, len(pc)]) + delta * C)
		for i in range(mu): C += cmu * w[i] * tile(pop_step[i], [len(pop_step[i]), 1]) * tile(pop_step[i].reshape([len(pop_step[i]), 1]), [1, len(pop_step[i])])
		E, V = eig(C)
		if any(E < epsilon):
			E = fmax(E, 0)
			C = lstsq(V.T, dot(V, diag(E)).T, rcond=None)[0].T
	return x, x_f

class CovarianceMatrixAdaptionEvolutionStrategy(Algorithm):
	r"""Implementation of (mu, lambda) evolution strategy algorithm. Algorithm is good for dynamic environments. Mu individual create lambda chields. Only best mu chields go to new generation. Mu parents are discarded.

	Algorithm:
		(:math:`\mu + \lambda`) Evolution Strategy Algorithm

	Date:
		2018

	Authors:
		Klemen Berkovič

	License:
		MIT

	Reference URL:
		https://arxiv.org/abs/1604.00772

	Reference paper:
		Hansen, Nikolaus. "The CMA evolution strategy: A tutorial." arXiv preprint arXiv:1604.00772 (2016).

	Attributes:
		Name (List[str]): List of names representing algorithm names
		epsilon (float): TODO
	"""
	Name = ['CovarianceMatrixAdaptionEvolutionStrategy', 'CMA-ES', 'CMAES']
	epsilon = 1e-20

	@staticmethod
	def algorithmInfo():
		r"""Get algorithms information.

		Returns:
			str: Algorithm information.

		See Also:
			* :func:`NiaPy.algorithms.Algorithm.algorithmInfo`
		"""
		return r"""TODO"""

	@staticmethod
	def typeParameters(): return {
			'epsilon': lambda x: isinstance(x, (float, int)) and 0 < x < 1
	}

	def setParameters(self, epsilon=1e-20, **ukwargs):
		r"""Set core parameters of CovarianceMatrixAdaptionEvolutionStrategy algorithm.

		Args:
			epsilon (float): Small number.
			**ukwargs (Dict[str, Any]): Additional arguments.
		"""
		Algorithm.setParameters(self, **ukwargs)
		self.epsilon = epsilon

	def runTask(self, task):
		r"""TODO.

		Args:
			task (Task): Optimization task.

		Returns:
			TODO.
		"""
		return CovarianceMaatrixAdaptionEvolutionStrategyF(task, self.epsilon, rnd=self.Rand)

# vim: tabstop=3 noexpandtab shiftwidth=3 softtabstop=3


1		# encoding=utf8
2		import logging
3		from math import ceil
4
5		from numpy import argmin, argsort, log, sum, fmax, sqrt, full, exp, eye, diag, apply_along_axis, round, any, asarray, dot, random as rand, tile, inf, where, append
6		from numpy.linalg import norm, cholesky as chol, eig, solve, lstsq
7
8		from NiaPy.algorithms.algorithm import Algorithm, Individual, defaultIndividualInit
9		from NiaPy.util.utility import objects2array
10
11		logging.basicConfig()
12		logger = logging.getLogger('NiaPy.algorithms.basic')
13		logger.setLevel('INFO')
14
15		__all__ = ['EvolutionStrategy1p1', 'EvolutionStrategyMp1', 'EvolutionStrategyMpL', 'EvolutionStrategyML', 'CovarianceMatrixAdaptionEvolutionStrategy']
16
17		class IndividualES(Individual):
18		r"""Individual for Evolution Strategies.
19
20		See Also:
21		* :class:`NiaPy.algorithms.Individual`
22		"""
23		def __init__(self, **kwargs):
24		r"""Initialize individual.
25
26		Args:
27		kwargs (Dict[str, Any]): Additional arguments.
28
29		See Also:
30		* :func:`NiaPy.algorithms.Individual.__init__`
31		"""
32		Individual.__init__(self, **kwargs)
33		self.rho = kwargs.get('rho', 1)
34
35		class EvolutionStrategy1p1(Algorithm):
36		r"""Implementation of (1 + 1) evolution strategy algorithm. Uses just one individual.
37
38		Algorithm:
39		(1 + 1) Evolution Strategy Algorithm
40
41		Date:
42		2018
43
44		Authors:
45		Klemen Berkovič
46
47		License:
48		MIT
49
50		Reference URL:
51
52		Reference paper:
53
54		Attributes:
55		Name (List[str]): List of strings representing algorithm names.
56		mu (int): Number of parents.
57		k (int): Number of iterations before checking and fixing rho.
58		c_a (float): Search range amplification factor.
59		c_r (float): Search range reduction factor.
60
61		See Also:
62		* :class:`NiaPy.algorithms.Algorithm`
63		"""
64		Name = ['EvolutionStrategy1p1', 'EvolutionStrategy(1+1)', 'ES(1+1)']
65
66		@staticmethod
67		def algorithmInfo():
68		r"""Get algorithms information.
69
70		Returns:
71		str: Algorithm information.
72
73		See Also:
74		* :func:`NiaPy.algorithms.Algorithm.algorithmInfo`
75		"""
76		return r"""TODO"""
77
78	View Code Duplication	@staticmethod
		0 ignored issues – show Duplication introduced 2019-04-16 21:06 UTC by Report Bug Copy Issue Report This code seems to be duplicated in your project. Loading history...
79		def typeParameters():
80		r"""Get dictionary with functions for checking values of parameters.
81
82		Returns:
83		Dict[str, Callable]:
84		* mu (Callable[[int], bool])
85		* k (Callable[[int], bool])
86		* c_a (Callable[[Union[float, int]], bool])
87		* c_r (Callable[[Union[float, int]], bool])
88		* epsilon (Callable[[float], bool])
89		"""
90		return {
91		'mu': lambda x: isinstance(x, int) and x > 0,
92		'k': lambda x: isinstance(x, int) and x > 0,
93		'c_a': lambda x: isinstance(x, (float, int)) and x > 1,
94		'c_r': lambda x: isinstance(x, (float, int)) and 0 < x < 1,
95		'epsilon': lambda x: isinstance(x, float) and 0 < x < 1
96		}
97
98		def setParameters(self, mu=1, k=10, c_a=1.1, c_r=0.5, epsilon=1e-20, **ukwargs):
99		r"""Set the arguments of an algorithm.
100
101		Arguments:
102		mu (Optional[int]): Number of parents
103		k (Optional[int]): Number of iterations before checking and fixing rho
104		c_a (Optional[float]): Search range amplification factor
105		c_r (Optional[float]): Search range reduction factor
106
107		See Also:
108		* :func:`NiaPy.algorithms.Algorithm.setParameters`
109		"""
110		Algorithm.setParameters(self, NP=mu, itype=ukwargs.pop('itype', IndividualES), **ukwargs)
111		self.mu, self.k, self.c_a, self.c_r, self.epsilon = mu, k, c_a, c_r, epsilon
112
113		def mutate(self, x, rho):
114		r"""Mutate individual.
115
116		Args:
117		x (Individual): Current individual.
118		rho (float): Current standard deviation.
119
120		Returns:
121		Individual: Mutated individual.
122		"""
123		return x + self.normal(0, rho, len(x))
124
125		def updateRho(self, rho, k):
126		r"""Update standard deviation.
127
128		Args:
129		rho (float): Current standard deviation.
130		k (int): Number of succesfull mutations.
131
132		Returns:
133		float: New standard deviation.
134		"""
135		phi = k / self.k
136		if phi < 0.2: return self.c_r * rho if rho > self.epsilon else 1
137		elif phi > 0.2: return self.c_a * rho if rho > self.epsilon else 1
138		else: return rho
139
140		def initPopulation(self, task):
141		r"""Initialize starting individual.
142
143		Args:
144		task (Task): Optimization task.
145
146		Returns:
147		Tuple[Individual, float, Dict[str, Any]]:
148		1, Initialized individual.
149		2, Initialized individual fitness/function value.
150		3. Additional arguments:
151		* ki (int): Number of successful rho update.
152		"""
153		c, ki = IndividualES(task=task, rnd=self.Rand), 0
154		return c, c.f, {'ki': ki}
155
156		def runIteration(self, task, c, fpop, xb, fxb, ki, **dparams):
157		r"""Core function of EvolutionStrategy(1+1) algorithm.
158
159		Args:
160		task (Task): Optimization task.
161		pop (Individual): Current position.
162		fpop (float): Current position function/fitness value.
163		xb (Individual): Global best position.
164		fxb (float): Global best function/fitness value.
165		ki (int): Number of successful updates before rho update.
166		**dparams (Dict[str, Any]): Additional arguments.
167
168		Returns:
169		Tuple[Individual, float, Individual, float, Dict[str, Any]]:
170		1, Initialized individual.
171		2, Initialized individual fitness/function value.
172		3. New global best solution.
173		4. New global best soluitons fitness/objective value.
174		5. Additional arguments:
175		* ki (int): Number of successful rho update.
176		"""
177		if task.Iters % self.k == 0: c.rho, ki = self.updateRho(c.rho, ki), 0
178		cn = objects2array([task.repair(self.mutate(c.x, c.rho), self.Rand) for _i in range(self.mu)])
179		cn_f = asarray([task.eval(cn[i]) for i in range(len(cn))])
180		ib = argmin(cn_f)
181		if cn_f[ib] < c.f:
182		c.x, c.f, ki = cn[ib], cn_f[ib], ki + 1
183		if cn_f[ib] < fxb: xb, fxb = self.getBest(cn[ib], cn_f[ib], xb, fxb)
184		return c, c.f, xb, fxb, {'ki': ki}
185
186		class EvolutionStrategyMp1(EvolutionStrategy1p1):
187		r"""Implementation of (mu + 1) evolution strategy algorithm. Algorithm creates mu mutants but into new generation goes only one individual.
188
189		Algorithm:
190		(:math:`\mu + 1`) Evolution Strategy Algorithm
191
192		Date:
193		2018
194
195		Authors:
196		Klemen Berkovič
197
198		License:
199		MIT
200
201		Reference URL:
202
203		Reference paper:
204
205		Attributes:
206		Name (List[str]): List of strings representing algorithm names.
207
208		See Also:
209		* :class:`NiaPy.algorithms.basic.EvolutionStrategy1p1`
210		"""
211		Name = ['EvolutionStrategyMp1', 'EvolutionStrategy(mu+1)', 'ES(m+1)']
212
213		@staticmethod
214		def algorithmInfo():
215		r"""Get algorithms information.
216
217		Returns:
218		str: Algorithm information.
219
220		See Also:
221		* :func:`NiaPy.algorithms.Algorithm.algorithmInfo`
222		"""
223		return r"""TODO"""
224
225		def setParameters(self, **kwargs):
226		r"""Set core parameters of EvolutionStrategy(mu+1) algorithm.
227
228		Args:
229		**kwargs (Dict[str, Any]):
230
231		See Also:
232		* :func:`NiaPy.algorithms.basic.EvolutionStrategy1p1.setParameters`
233		"""
234		mu = kwargs.pop('mu', 40)
235		EvolutionStrategy1p1.setParameters(self, mu=mu, **kwargs)
236
237		class EvolutionStrategyMpL(EvolutionStrategy1p1):
238		r"""Implementation of (mu + lambda) evolution strategy algorithm. Mulation creates lambda individual. Lambda individual compete with mu individuals for survival, so only mu individual go to new generation.
239
240		Algorithm:
241		(:math:`\mu + \lambda`) Evolution Strategy Algorithm
242
243		Date:
244		2018
245
246		Authors:
247		Klemen Berkovič
248
249		License:
250		MIT
251
252		Reference URL:
253
254		Reference paper:
255
256		Attributes:
257		Name (List[str]): List of strings representing algorithm names
258		lam (int): TODO
259
260		See Also:
261		* :class:`NiaPy.algorithms.basic.EvolutionStrategy1p1`
262		"""
263		Name = ['EvolutionStrategyMpL', 'EvolutionStrategy(mu+lambda)', 'ES(m+l)']
264
265		@staticmethod
266		def algorithmInfo():
267		r"""Get algorithms information.
268
269		Returns:
270		str: Algorithm information.
271
272		See Also:
273		* :func:`NiaPy.algorithms.Algorithm.algorithmInfo`
274		"""
275		return r"""TODO"""
276
277		@staticmethod
278		def typeParameters():
279		r"""TODO.
280
281		Returns:
282		Dict[str, Any]:
283		* lam (Callable[[int], bool]): TODO.
284
285		See Also:
286		* :func:`NiaPy.algorithms.basic.EvolutionStrategy1p1`
287		"""
288		d = EvolutionStrategy1p1.typeParameters()
289		d['lam'] = lambda x: isinstance(x, int) and x > 0
290		return d
291
292		def setParameters(self, lam=45, **ukwargs):
293		r"""Set the arguments of an algorithm.
294
295		Arguments:
296		lam (int): Number of new individual generated by mutation.
297
298		See Also:
299		* :func:`NiaPy.algorithms.basic.es.EvolutionStrategy1p1.setParameters`
300		"""
301		EvolutionStrategy1p1.setParameters(self, InitPopFunc=defaultIndividualInit, **ukwargs)
302		self.lam = lam
303
304		def updateRho(self, pop, k):
305		r"""Update standard deviation for population.
306
307		Args:
308		pop (numpy.ndarray[Individual]): Current population.
309		k (int): Number of successful mutations.
310		"""
311		phi = k / self.k
312		if phi < 0.2:
313		for i in pop: i.rho = self.c_r * i.rho
314		elif phi > 0.2:
315		for i in pop: i.rho = self.c_a * i.rho
316
317		def changeCount(self, c, cn):
318		r"""Update number of successful mutations for population.
319
320		Args:
321		c (numpy.ndarray[Individual]): Current population.
322		cn (numpy.ndarray[Individual]): New population.
323
324		Returns:
325		int: Number of successful mutations.
326		"""
327		k = 0
328		for e in cn:
329		if e not in c: k += 1
330		return k
331
332		def mutateRand(self, pop, task):
333		r"""Mutate random individual form population.
334
335		Args:
336		pop (numpy.ndarray[Individual]): Current population.
337		task (Task): Optimization task.
338
339		Returns:
340		numpy.ndarray: Random individual from population that was mutated.
341		"""
342		i = self.randint(self.mu)
343		return task.repair(self.mutate(pop[i].x, pop[i].rho), rnd=self.Rand)
344
345		def initPopulation(self, task):
346		r"""Initialize starting population.
347
348		Args:
349		task (Task): Optimization task.
350
351		Returns:
352		Tuple[numpy.ndarray[Individual], numpy.ndarray[float], Dict[str, Any]]:
353		1. Initialized populaiton.
354		2. Initialized populations function/fitness values.
355		3. Additional arguments:
356		* ki (int): Number of successful mutations.
357
358		See Also:
359		* :func:`NiaPy.algorithms.algorithm.Algorithm.initPopulation`
360		"""
361		c, fc, d = Algorithm.initPopulation(self, task)
362		d.update({'ki': 0})
363		return c, fc, d
364
365		def runIteration(self, task, c, fpop, xb, fxb, ki, **dparams):
366		r"""Core function of EvolutionStrategyMpL algorithm.
367
368		Args:
369		task (Task): Optimization task.
370		c (numpy.ndarray): Current population.
371		fpop (numpy.ndarray): Current populations fitness/function values.
372		xb (numpy.ndarray): Global best individual.
373		fxb (float): Global best individuals fitness/function value.
374		ki (int): Number of successful mutations.
375		**dparams (Dict[str, Any]): Additional arguments.
376
377		Returns:
378		Tuple[numpy.ndarray, numpy.ndarray, numpy.ndarray, float, Dict[str, Any]]:
379		1. New population.
380		2. New populations function/fitness values.
381		3. New global best solution.
382		4. New global best solutions fitness/objective value.
383		5. Additional arguments:
384		* ki (int): Number of successful mutations.
385		"""
386		if task.Iters % self.k == 0: _, ki = self.updateRho(c, ki), 0
387		cn = objects2array([IndividualES(x=self.mutateRand(c, task), task=task, rnd=self.Rand) for _ in range(self.lam)])
388		cn = append(cn, c)
389		cn = objects2array([cn[i] for i in argsort([i.f for i in cn])[:self.mu]])
390		ki += self.changeCount(c, cn)
391		fcn = asarray([x.f for x in cn])
392		xb, fxb = self.getBest(cn, fcn, xb, fxb)
393		return cn, fcn, xb, fxb, {'ki': ki}
394
395		class EvolutionStrategyML(EvolutionStrategyMpL):
396		r"""Implementation of (mu, lambda) evolution strategy algorithm. Algorithm is good for dynamic environments. Mu individual create lambda chields. Only best mu chields go to new generation. Mu parents are discarded.
397
398		Algorithm:
399		(:math:`\mu + \lambda`) Evolution Strategy Algorithm
400
401		Date:
402		2018
403
404		Authors:
405		Klemen Berkovič
406
407		License:
408		MIT
409
410		Reference URL:
411
412		Reference paper:
413
414		Attributes:
415		Name (List[str]): List of strings representing algorithm names
416
417		See Also:
418		* :class:`NiaPy.algorithm.basic.es.EvolutionStrategyMpL`
419		"""
420		Name = ['EvolutionStrategyML', 'EvolutionStrategy(mu,lambda)', 'ES(m,l)']
421
422		@staticmethod
423		def algorithmInfo():
424		r"""Get algorithms information.
425
426		Returns:
427		str: Algorithm information.
428
429		See Also:
430		* :func:`NiaPy.algorithms.Algorithm.algorithmInfo`
431		"""
432		return r"""TODO"""
433
434		def newPop(self, pop):
435		r"""Return new population.
436
437		Args:
438		pop (numpy.ndarray): Current population.
439
440		Returns:
441		numpy.ndarray: New population.
442		"""
443		pop_s = argsort([i.f for i in pop])
444		if self.mu < self.lam: return objects2array([pop[i] for i in pop_s[:self.mu]])
445		npop = list()
446		for i in range(int(ceil(float(self.mu) / self.lam))): npop.extend(pop[:self.lam if (self.mu - i * self.lam) >= self.lam else self.mu - i * self.lam])
447		return objects2array(npop)
448
449		def initPopulation(self, task):
450		r"""Initialize starting population.
451
452		Args:
453		task (Task): Optimization task.
454
455		Returns:
456		Tuple[numpy.ndarray[Individual], numpy.ndarray[float], Dict[str, Any]]:
457		1. Initialized population.
458		2. Initialized populations fitness/function values.
459		2. Additional arguments.
460
461		See Also:
462		* :func:`NiaPy.algorithm.basic.es.EvolutionStrategyMpL.initPopulation`
463		"""
464		c, fc, _ = EvolutionStrategyMpL.initPopulation(self, task)
465		return c, fc, {}
466
467		def runIteration(self, task, c, fpop, xb, fxb, **dparams):
468		r"""Core function of EvolutionStrategyML algorithm.
469
470		Args:
471		task (Task): Optimization task.
472		c (numpy.ndarray): Current population.
473		fpop (numpy.ndarray): Current population fitness/function values.
474		xb (numpy.ndarray): Global best individual.
475		fxb (float): Global best individuals fitness/function value.
476		**dparams Dict[str, Any]: Additional arguments.
477
478		Returns:
479		Tuple[numpy.ndarray, numpy.ndarray, numpy.ndarray, float, Dict[str, Any]]:
480		1. New population.
481		2. New populations fitness/function values.
482		3. New global best solution.
483		4. New global best solutions fitness/objective value.
484		5. Additional arguments.
485		"""
486		cn = objects2array([IndividualES(x=self.mutateRand(c, task), task=task, rand=self.Rand) for _ in range(self.lam)])
487		c = self.newPop(cn)
488		fc = asarray([x.f for x in c])
489		xb, fxb = self.getBest(c, fc, xb, fxb)
490		return c, fc, xb, fxb, {}
491
492		def CovarianceMaatrixAdaptionEvolutionStrategyF(task, epsilon=1e-20, rnd=rand):
493		lam, alpha_mu, hs, sigma0 = (4 + round(3 * log(task.D))) * 10, 2, 0, 0.3 * task.bcRange()
494		mu = int(round(lam / 2))
495		w = log(mu + 0.5) - log(range(1, mu + 1))
496		w = w / sum(w)
497		mueff = 1 / sum(w ** 2)
498		cs = (mueff + 2) / (task.D + mueff + 5)
499		ds = 1 + cs + 2 * max(sqrt((mueff - 1) / (task.D + 1)) - 1, 0)
500		ENN = sqrt(task.D) * (1 - 1 / (4 * task.D) + 1 / (21 * task.D ** 2))
501		cc, c1 = (4 + mueff / task.D) / (4 + task.D + 2 * mueff / task.D), 2 / ((task.D + 1.3) ** 2 + mueff)
502		cmu, hth = min(1 - c1, alpha_mu * (mueff - 2 + 1 / mueff) / ((task.D + 2) ** 2 + alpha_mu * mueff / 2)), (1.4 + 2 / (task.D + 1)) * ENN
503		ps, pc, C, sigma, M = full(task.D, 0.0), full(task.D, 0.0), eye(task.D), sigma0, full(task.D, 0.0)
504		x = rnd.uniform(task.bcLower(), task.bcUpper())
505		x_f = task.eval(x)
506		while not task.stopCondI():
507		pop_step = asarray([rnd.multivariate_normal(full(task.D, 0.0), C) for _ in range(int(lam))])
508		pop = asarray([task.repair(x + sigma * ps, rnd) for ps in pop_step])
509		pop_f = apply_along_axis(task.eval, 1, pop)
510		isort = argsort(pop_f)
511		pop, pop_f, pop_step = pop[isort[:mu]], pop_f[isort[:mu]], pop_step[isort[:mu]]
512		if pop_f[0] < x_f: x, x_f = pop[0], pop_f[0]
513		M = sum(w * pop_step.T, axis=1)
514		ps = solve(chol(C).conj() + epsilon, ((1 - cs) * ps + sqrt(cs * (2 - cs) * mueff) * M + epsilon).T)[0].T
515		sigma = exp(cs / ds (norm(ps) / ENN - 1)) ** 0.3
516		ifix = where(sigma == inf)
517		if any(ifix): sigma[ifix] = sigma0
518		if norm(ps) / sqrt(1 - (1 - cs) ** (2 * (task.Iters + 1))) < hth: hs = 1
519		else: hs = 0
520		delta = (1 - hs) * cc * (2 - cc)
521		pc = (1 - cc) * pc + hs * sqrt(cc * (2 - cc) * mueff) * M
522		C = (1 - c1 - cmu) * C + c1 * (tile(pc, [len(pc), 1]) * tile(pc.reshape([len(pc), 1]), [1, len(pc)]) + delta * C)
523		for i in range(mu): C += cmu * w[i] * tile(pop_step[i], [len(pop_step[i]), 1]) * tile(pop_step[i].reshape([len(pop_step[i]), 1]), [1, len(pop_step[i])])
524		E, V = eig(C)
525		if any(E < epsilon):
526		E = fmax(E, 0)
527		C = lstsq(V.T, dot(V, diag(E)).T, rcond=None)[0].T
528		return x, x_f
529
530		class CovarianceMatrixAdaptionEvolutionStrategy(Algorithm):
531		r"""Implementation of (mu, lambda) evolution strategy algorithm. Algorithm is good for dynamic environments. Mu individual create lambda chields. Only best mu chields go to new generation. Mu parents are discarded.
532
533		Algorithm:
534		(:math:`\mu + \lambda`) Evolution Strategy Algorithm
535
536		Date:
537		2018
538
539		Authors:
540		Klemen Berkovič
541
542		License:
543		MIT
544
545		Reference URL:
546		https://arxiv.org/abs/1604.00772
547
548		Reference paper:
549		Hansen, Nikolaus. "The CMA evolution strategy: A tutorial." arXiv preprint arXiv:1604.00772 (2016).
550
551		Attributes:
552		Name (List[str]): List of names representing algorithm names
553		epsilon (float): TODO
554		"""
555		Name = ['CovarianceMatrixAdaptionEvolutionStrategy', 'CMA-ES', 'CMAES']
556		epsilon = 1e-20
557
558		@staticmethod
559		def algorithmInfo():
560		r"""Get algorithms information.
561
562		Returns:
563		str: Algorithm information.
564
565		See Also:
566		* :func:`NiaPy.algorithms.Algorithm.algorithmInfo`
567		"""
568		return r"""TODO"""
569
570		@staticmethod
571		def typeParameters(): return {
572		'epsilon': lambda x: isinstance(x, (float, int)) and 0 < x < 1
573		}
574
575		def setParameters(self, epsilon=1e-20, **ukwargs):
576		r"""Set core parameters of CovarianceMatrixAdaptionEvolutionStrategy algorithm.
577
578		Args:
579		epsilon (float): Small number.
580		**ukwargs (Dict[str, Any]): Additional arguments.
581		"""
582		Algorithm.setParameters(self, **ukwargs)
583		self.epsilon = epsilon
584
585		def runTask(self, task):
586		r"""TODO.
587
588		Args:
589		task (Task): Optimization task.
590
591		Returns:
592		TODO.
593		"""
594		return CovarianceMaatrixAdaptionEvolutionStrategyF(task, self.epsilon, rnd=self.Rand)
595
596		# vim: tabstop=3 noexpandtab shiftwidth=3 softtabstop=3
597

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last analyzed 2020-11-16 11:17 UTC