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# Author: Simon Blanke |
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# Email: [email protected] |
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# License: MIT License |
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import random |
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import numpy as np |
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from .hill_climbing_optimizer import HillClimbingOptimizer |
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def sort_list_idx(list_): |
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list_np = np.array(list_) |
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idx_sorted = list(list_np.argsort()[::-1]) |
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return idx_sorted |
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View Code Duplication |
def centeroid(array_list): |
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centeroid = [] |
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for idx in range(array_list[0].shape[0]): |
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center_dim_pos = [] |
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for array in array_list: |
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center_dim_pos.append(array[idx]) |
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center_dim_mean = np.array(center_dim_pos).mean() |
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centeroid.append(center_dim_mean) |
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return centeroid |
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class DownhillSimplexOptimizer(HillClimbingOptimizer): |
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name = "Downhill Simplex" |
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_name_ = "downhill_simplex" |
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__name__ = "DownhillSimplexOptimizer" |
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optimizer_type = "local" |
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computationally_expensive = False |
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def __init__( |
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self, |
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search_space, |
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initialize={"grid": 4, "random": 2, "vertices": 4}, |
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constraints=[], |
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random_state=None, |
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rand_rest_p=0, |
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nth_process=None, |
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alpha=1, |
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gamma=2, |
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beta=0.5, |
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sigma=0.5, |
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): |
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super().__init__( |
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search_space=search_space, |
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initialize=initialize, |
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constraints=constraints, |
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random_state=random_state, |
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rand_rest_p=rand_rest_p, |
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nth_process=nth_process, |
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) |
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self.alpha = alpha |
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self.gamma = gamma |
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self.beta = beta |
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self.sigma = sigma |
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self.n_simp_positions = len(self.conv.search_space) + 1 |
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self.simp_positions = [] |
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self.simplex_step = 0 |
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diff_init = self.n_simp_positions - self.init.n_inits |
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if diff_init > 0: |
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self.init.add_n_random_init_pos(diff_init) |
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def finish_initialization(self): |
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idx_sorted = sort_list_idx(self.scores_valid) |
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self.simplex_pos = [self.positions_valid[idx] for idx in idx_sorted] |
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self.simplex_scores = [self.scores_valid[idx] for idx in idx_sorted] |
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self.simplex_step = 1 |
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self.i_x_0 = 0 |
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self.i_x_N_1 = -2 |
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self.i_x_N = -1 |
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self.search_state = "iter" |
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@HillClimbingOptimizer.track_new_pos |
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def iterate(self): |
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simplex_stale = all( |
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[ |
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np.array_equal(self.simplex_pos[0], array) |
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for array in self.simplex_pos |
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] |
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) |
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if simplex_stale: |
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idx_sorted = sort_list_idx(self.scores_valid) |
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self.simplex_pos = [self.positions_valid[idx] for idx in idx_sorted] |
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self.simplex_scores = [self.scores_valid[idx] for idx in idx_sorted] |
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self.simplex_step = 1 |
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if self.simplex_step == 1: |
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idx_sorted = sort_list_idx(self.simplex_scores) |
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self.simplex_pos = [self.simplex_pos[idx] for idx in idx_sorted] |
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self.simplex_scores = [ |
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self.simplex_scores[idx] for idx in idx_sorted |
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] |
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self.center_array = centeroid(self.simplex_pos[:-1]) |
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r_pos = self.center_array + self.alpha * ( |
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self.center_array - self.simplex_pos[-1] |
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) |
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self.r_pos = self.conv2pos(r_pos) |
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pos_new = self.r_pos |
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elif self.simplex_step == 2: |
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e_pos = self.center_array + self.gamma * ( |
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self.center_array - self.simplex_pos[-1] |
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) |
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self.e_pos = self.conv2pos(e_pos) |
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self.simplex_step = 1 |
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pos_new = self.e_pos |
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elif self.simplex_step == 3: |
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# iter Contraction |
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c_pos = self.h_pos + self.beta * (self.center_array - self.h_pos) |
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c_pos = self.conv2pos(c_pos) |
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pos_new = c_pos |
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elif self.simplex_step == 4: |
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# iter Shrink |
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pos = self.simplex_pos[self.compress_idx] |
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pos = pos + self.sigma * (self.simplex_pos[0] - pos) |
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pos_new = self.conv2pos(pos) |
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if self.conv.not_in_constraint(pos_new): |
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return pos_new |
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return self.move_climb( |
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pos_new, epsilon=self.epsilon, distribution=self.distribution |
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) |
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@HillClimbingOptimizer.track_new_score |
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def evaluate(self, score_new): |
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if self.simplex_step != 0: |
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self.prev_pos = self.positions_valid[-1] |
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if self.simplex_step == 1: |
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# self.r_pos = self.prev_pos |
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self.r_score = score_new |
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if self.r_score > self.simplex_scores[0]: |
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self.simplex_step = 2 |
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elif self.r_score > self.simplex_scores[-2]: |
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# if r is better than x N-1 |
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self.simplex_pos[-1] = self.r_pos |
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self.simplex_scores[-1] = self.r_score |
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self.simplex_step = 1 |
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if self.simplex_scores[-1] > self.r_score: |
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self.h_pos = self.simplex_pos[-1] |
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self.h_score = self.simplex_scores[-1] |
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else: |
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self.h_pos = self.r_pos |
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self.h_score = self.r_score |
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self.simplex_step = 3 |
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elif self.simplex_step == 2: |
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self.e_score = score_new |
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if self.e_score > self.r_score: |
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self.simplex_scores[-1] = self.e_pos |
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elif self.r_score > self.e_score: |
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self.simplex_scores[-1] = self.r_pos |
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else: |
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self.simplex_scores[-1] = random.choice( |
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[self.e_pos, self.r_pos] |
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)[0] |
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elif self.simplex_step == 3: |
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# eval Contraction |
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self.c_pos = self.prev_pos |
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self.c_score = score_new |
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if self.c_score > self.simplex_scores[-1]: |
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self.simplex_scores[-1] = self.c_score |
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self.simplex_pos[-1] = self.c_pos |
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self.simplex_step = 1 |
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else: |
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# start Shrink |
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self.simplex_step = 4 |
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self.compress_idx = 0 |
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elif self.simplex_step == 4: |
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# eval Shrink |
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self.simplex_scores[self.compress_idx] = score_new |
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self.simplex_pos[self.compress_idx] = self.prev_pos |
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self.compress_idx += 1 |
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if self.compress_idx == self.n_simp_positions: |
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self.simplex_step = 1 |
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