1
|
|
|
# Author: Simon Blanke |
2
|
|
|
# Email: [email protected] |
3
|
|
|
# License: MIT License |
4
|
|
|
|
5
|
|
|
|
6
|
|
|
import random |
7
|
|
|
import numpy as np |
8
|
|
|
|
9
|
|
|
from .hill_climbing_optimizer import HillClimbingOptimizer |
10
|
|
|
|
11
|
|
|
|
12
|
|
|
def sort_list_idx(list_): |
13
|
|
|
list_np = np.array(list_) |
14
|
|
|
idx_sorted = list(list_np.argsort()[::-1]) |
15
|
|
|
return idx_sorted |
16
|
|
|
|
17
|
|
|
|
18
|
|
View Code Duplication |
def centeroid(array_list): |
|
|
|
|
19
|
|
|
centeroid = [] |
20
|
|
|
|
21
|
|
|
for idx in range(array_list[0].shape[0]): |
22
|
|
|
center_dim_pos = [] |
23
|
|
|
for array in array_list: |
24
|
|
|
center_dim_pos.append(array[idx]) |
25
|
|
|
|
26
|
|
|
center_dim_mean = np.array(center_dim_pos).mean() |
27
|
|
|
centeroid.append(center_dim_mean) |
28
|
|
|
|
29
|
|
|
return centeroid |
30
|
|
|
|
31
|
|
|
|
32
|
|
|
class DownhillSimplexOptimizer(HillClimbingOptimizer): |
33
|
|
|
name = "Downhill Simplex" |
34
|
|
|
_name_ = "downhill_simplex" |
35
|
|
|
__name__ = "DownhillSimplexOptimizer" |
36
|
|
|
|
37
|
|
|
optimizer_type = "local" |
38
|
|
|
computationally_expensive = False |
39
|
|
|
|
40
|
|
|
def __init__( |
41
|
|
|
self, |
42
|
|
|
search_space, |
43
|
|
|
initialize={"grid": 4, "random": 2, "vertices": 4}, |
44
|
|
|
constraints=[], |
45
|
|
|
random_state=None, |
46
|
|
|
rand_rest_p=0, |
47
|
|
|
nth_process=None, |
48
|
|
|
alpha=1, |
49
|
|
|
gamma=2, |
50
|
|
|
beta=0.5, |
51
|
|
|
sigma=0.5, |
52
|
|
|
): |
53
|
|
|
super().__init__( |
54
|
|
|
search_space=search_space, |
55
|
|
|
initialize=initialize, |
56
|
|
|
constraints=constraints, |
57
|
|
|
random_state=random_state, |
58
|
|
|
rand_rest_p=rand_rest_p, |
59
|
|
|
nth_process=nth_process, |
60
|
|
|
) |
61
|
|
|
|
62
|
|
|
self.alpha = alpha |
63
|
|
|
self.gamma = gamma |
64
|
|
|
self.beta = beta |
65
|
|
|
self.sigma = sigma |
66
|
|
|
|
67
|
|
|
self.n_simp_positions = len(self.conv.search_space) + 1 |
68
|
|
|
self.simp_positions = [] |
69
|
|
|
|
70
|
|
|
self.simplex_step = 0 |
71
|
|
|
|
72
|
|
|
diff_init = self.n_simp_positions - self.init.n_inits |
73
|
|
|
if diff_init > 0: |
74
|
|
|
self.init.add_n_random_init_pos(diff_init) |
75
|
|
|
|
76
|
|
|
def finish_initialization(self): |
77
|
|
|
idx_sorted = sort_list_idx(self.scores_valid) |
78
|
|
|
self.simplex_pos = [self.positions_valid[idx] for idx in idx_sorted] |
79
|
|
|
self.simplex_scores = [self.scores_valid[idx] for idx in idx_sorted] |
80
|
|
|
|
81
|
|
|
self.simplex_step = 1 |
82
|
|
|
|
83
|
|
|
self.i_x_0 = 0 |
84
|
|
|
self.i_x_N_1 = -2 |
85
|
|
|
self.i_x_N = -1 |
86
|
|
|
|
87
|
|
|
self.search_state = "iter" |
88
|
|
|
|
89
|
|
|
@HillClimbingOptimizer.track_new_pos |
90
|
|
|
def iterate(self): |
91
|
|
|
simplex_stale = all( |
92
|
|
|
[ |
93
|
|
|
np.array_equal(self.simplex_pos[0], array) |
94
|
|
|
for array in self.simplex_pos |
95
|
|
|
] |
96
|
|
|
) |
97
|
|
|
|
98
|
|
|
if simplex_stale: |
99
|
|
|
idx_sorted = sort_list_idx(self.scores_valid) |
100
|
|
|
self.simplex_pos = [self.positions_valid[idx] for idx in idx_sorted] |
101
|
|
|
self.simplex_scores = [self.scores_valid[idx] for idx in idx_sorted] |
102
|
|
|
|
103
|
|
|
self.simplex_step = 1 |
104
|
|
|
|
105
|
|
|
if self.simplex_step == 1: |
106
|
|
|
idx_sorted = sort_list_idx(self.simplex_scores) |
107
|
|
|
self.simplex_pos = [self.simplex_pos[idx] for idx in idx_sorted] |
108
|
|
|
self.simplex_scores = [ |
109
|
|
|
self.simplex_scores[idx] for idx in idx_sorted |
110
|
|
|
] |
111
|
|
|
|
112
|
|
|
self.center_array = centeroid(self.simplex_pos[:-1]) |
113
|
|
|
|
114
|
|
|
r_pos = self.center_array + self.alpha * ( |
115
|
|
|
self.center_array - self.simplex_pos[-1] |
116
|
|
|
) |
117
|
|
|
self.r_pos = self.conv2pos(r_pos) |
118
|
|
|
pos_new = self.r_pos |
119
|
|
|
|
120
|
|
|
elif self.simplex_step == 2: |
121
|
|
|
e_pos = self.center_array + self.gamma * ( |
122
|
|
|
self.center_array - self.simplex_pos[-1] |
123
|
|
|
) |
124
|
|
|
self.e_pos = self.conv2pos(e_pos) |
125
|
|
|
self.simplex_step = 1 |
126
|
|
|
|
127
|
|
|
pos_new = self.e_pos |
128
|
|
|
|
129
|
|
|
elif self.simplex_step == 3: |
130
|
|
|
# iter Contraction |
131
|
|
|
c_pos = self.h_pos + self.beta * (self.center_array - self.h_pos) |
132
|
|
|
c_pos = self.conv2pos(c_pos) |
133
|
|
|
|
134
|
|
|
pos_new = c_pos |
135
|
|
|
|
136
|
|
|
elif self.simplex_step == 4: |
137
|
|
|
# iter Shrink |
138
|
|
|
pos = self.simplex_pos[self.compress_idx] |
139
|
|
|
pos = pos + self.sigma * (self.simplex_pos[0] - pos) |
140
|
|
|
|
141
|
|
|
pos_new = self.conv2pos(pos) |
142
|
|
|
|
143
|
|
|
if self.conv.not_in_constraint(pos_new): |
|
|
|
|
144
|
|
|
return pos_new |
145
|
|
|
|
146
|
|
|
return self.move_climb( |
147
|
|
|
pos_new, epsilon=self.epsilon, distribution=self.distribution |
148
|
|
|
) |
149
|
|
|
|
150
|
|
|
@HillClimbingOptimizer.track_new_score |
151
|
|
|
def evaluate(self, score_new): |
152
|
|
|
if self.simplex_step != 0: |
153
|
|
|
self.prev_pos = self.positions_valid[-1] |
154
|
|
|
|
155
|
|
|
if self.simplex_step == 1: |
156
|
|
|
# self.r_pos = self.prev_pos |
157
|
|
|
self.r_score = score_new |
158
|
|
|
|
159
|
|
|
if self.r_score > self.simplex_scores[0]: |
160
|
|
|
self.simplex_step = 2 |
161
|
|
|
|
162
|
|
|
elif self.r_score > self.simplex_scores[-2]: |
163
|
|
|
# if r is better than x N-1 |
164
|
|
|
self.simplex_pos[-1] = self.r_pos |
165
|
|
|
self.simplex_scores[-1] = self.r_score |
166
|
|
|
self.simplex_step = 1 |
167
|
|
|
|
168
|
|
|
if self.simplex_scores[-1] > self.r_score: |
169
|
|
|
self.h_pos = self.simplex_pos[-1] |
170
|
|
|
self.h_score = self.simplex_scores[-1] |
171
|
|
|
else: |
172
|
|
|
self.h_pos = self.r_pos |
173
|
|
|
self.h_score = self.r_score |
174
|
|
|
|
175
|
|
|
self.simplex_step = 3 |
176
|
|
|
|
177
|
|
|
elif self.simplex_step == 2: |
178
|
|
|
self.e_score = score_new |
179
|
|
|
|
180
|
|
|
if self.e_score > self.r_score: |
181
|
|
|
self.simplex_scores[-1] = self.e_pos |
182
|
|
|
elif self.r_score > self.e_score: |
183
|
|
|
self.simplex_scores[-1] = self.r_pos |
184
|
|
|
else: |
185
|
|
|
self.simplex_scores[-1] = random.choice( |
186
|
|
|
[self.e_pos, self.r_pos] |
187
|
|
|
)[0] |
188
|
|
|
|
189
|
|
|
elif self.simplex_step == 3: |
190
|
|
|
# eval Contraction |
191
|
|
|
self.c_pos = self.prev_pos |
192
|
|
|
self.c_score = score_new |
193
|
|
|
|
194
|
|
|
if self.c_score > self.simplex_scores[-1]: |
195
|
|
|
self.simplex_scores[-1] = self.c_score |
196
|
|
|
self.simplex_pos[-1] = self.c_pos |
197
|
|
|
|
198
|
|
|
self.simplex_step = 1 |
199
|
|
|
|
200
|
|
|
else: |
201
|
|
|
# start Shrink |
202
|
|
|
self.simplex_step = 4 |
203
|
|
|
self.compress_idx = 0 |
204
|
|
|
|
205
|
|
|
elif self.simplex_step == 4: |
206
|
|
|
# eval Shrink |
207
|
|
|
self.simplex_scores[self.compress_idx] = score_new |
208
|
|
|
self.simplex_pos[self.compress_idx] = self.prev_pos |
209
|
|
|
|
210
|
|
|
self.compress_idx += 1 |
211
|
|
|
|
212
|
|
|
if self.compress_idx == self.n_simp_positions: |
213
|
|
|
self.simplex_step = 1 |
214
|
|
|
|