1
|
|
|
import os |
2
|
|
|
import numpy as np |
3
|
|
|
import matplotlib.pyplot as plt |
4
|
|
|
from gradient_free_optimizers import ( |
5
|
|
|
HillClimbingOptimizer, |
6
|
|
|
StochasticHillClimbingOptimizer, |
7
|
|
|
TabuOptimizer, |
8
|
|
|
RandomSearchOptimizer, |
9
|
|
|
RandomRestartHillClimbingOptimizer, |
10
|
|
|
RandomAnnealingOptimizer, |
11
|
|
|
SimulatedAnnealingOptimizer, |
12
|
|
|
ParallelTemperingOptimizer, |
13
|
|
|
ParticleSwarmOptimizer, |
14
|
|
|
EvolutionStrategyOptimizer, |
15
|
|
|
BayesianOptimizer, |
16
|
|
|
TreeStructuredParzenEstimators, |
17
|
|
|
ForestOptimizer, |
18
|
|
|
EnsembleOptimizer, |
19
|
|
|
) |
20
|
|
|
|
21
|
|
|
n_inits = 4 |
22
|
|
|
|
23
|
|
|
optimizer_dict = { |
24
|
|
|
"HillClimbing": (HillClimbingOptimizer, 1), |
25
|
|
|
"StochasticHillClimbing": (StochasticHillClimbingOptimizer, 1), |
26
|
|
|
"TabuSearch": (TabuOptimizer, 1), |
27
|
|
|
"RandomSearch": (RandomSearchOptimizer, 1), |
28
|
|
|
"RandomRestartHillClimbing": (RandomRestartHillClimbingOptimizer, 1), |
29
|
|
|
"RandomAnnealing": (RandomAnnealingOptimizer, 1), |
30
|
|
|
"SimulatedAnnealing": (SimulatedAnnealingOptimizer, 1), |
31
|
|
|
"ParallelTempering": (ParallelTemperingOptimizer, n_inits), |
32
|
|
|
"ParticleSwarm": (ParticleSwarmOptimizer, n_inits), |
33
|
|
|
"EvolutionStrategy": (EvolutionStrategyOptimizer, n_inits), |
34
|
|
|
"Bayesian": (BayesianOptimizer, 1), |
35
|
|
|
"TPE": (TreeStructuredParzenEstimators, 1), |
36
|
|
|
"DecisionTree": (ForestOptimizer, 1), |
37
|
|
|
"Ensemble": (EnsembleOptimizer, 1), |
38
|
|
|
} |
39
|
|
|
|
40
|
|
|
|
41
|
|
|
def objective_function(pos_new): |
42
|
|
|
score = -(pos_new["x1"] * pos_new["x1"] + pos_new["x2"] * pos_new["x2"]) |
43
|
|
|
return score |
44
|
|
|
|
45
|
|
|
|
46
|
|
|
search_space = {"x1": np.arange(-100, 100, 1), "x2": np.arange(-100, 100, 1)} |
47
|
|
|
|
48
|
|
|
|
49
|
|
|
def plot_search_path(optimizer_key): |
50
|
|
|
opt_class, n_inits = optimizer_dict[optimizer_key] |
51
|
|
|
opt = opt_class(search_space) |
52
|
|
|
|
53
|
|
|
opt.search( |
54
|
|
|
objective_function, |
55
|
|
|
n_iter=50, |
56
|
|
|
random_state=0, |
57
|
|
|
memory=False, |
58
|
|
|
verbosity={"progress_bar": True, "print_results": False}, |
59
|
|
|
initialize={"vertices": n_inits}, |
60
|
|
|
) |
61
|
|
|
|
62
|
|
|
optimizers = opt.optimizers |
63
|
|
|
|
64
|
|
|
print(optimizers, "\n") |
65
|
|
|
|
66
|
|
|
plt.figure(figsize=(5.5, 4.7)) |
67
|
|
|
plt.set_cmap("jet") |
68
|
|
|
|
69
|
|
|
for n, opt_ in enumerate(optimizers): |
70
|
|
|
pos_list = np.array(opt_.pos_new_list) |
71
|
|
|
score_list = np.array(opt_.score_new_list) |
72
|
|
|
|
73
|
|
|
# print("\npos_list\n", pos_list, "\n", len(pos_list)) |
74
|
|
|
# print("score_list\n", score_list, "\n", len(score_list)) |
75
|
|
|
|
76
|
|
|
plt.plot( |
77
|
|
|
pos_list[:, 0], |
78
|
|
|
pos_list[:, 1], |
79
|
|
|
linestyle="--", |
80
|
|
|
marker=",", |
81
|
|
|
color="black", |
82
|
|
|
alpha=0.33, |
83
|
|
|
label=n, |
84
|
|
|
) |
85
|
|
|
plt.scatter( |
86
|
|
|
pos_list[:, 0], |
87
|
|
|
pos_list[:, 1], |
88
|
|
|
c=score_list, |
89
|
|
|
marker="H", |
90
|
|
|
s=5, |
91
|
|
|
vmin=-1000, |
92
|
|
|
vmax=0, |
93
|
|
|
label=n, |
94
|
|
|
) |
95
|
|
|
|
96
|
|
|
plt.xlabel("X") |
97
|
|
|
plt.ylabel("Y") |
98
|
|
|
|
99
|
|
|
plt.xlim((0, 200)) |
100
|
|
|
plt.ylim((0, 200)) |
101
|
|
|
plt.colorbar() |
102
|
|
|
# plt.legend(loc="upper left") |
103
|
|
|
|
104
|
|
|
plt.tight_layout() |
105
|
|
|
plt.savefig( |
106
|
|
|
os.path.abspath(os.path.dirname(__file__)) |
107
|
|
|
+ "/plots/temp/" |
108
|
|
|
+ optimizer_key |
109
|
|
|
+ "_path.png", |
110
|
|
|
dpi=400, |
111
|
|
|
) |
112
|
|
|
|
113
|
|
|
|
114
|
|
|
for key in optimizer_dict.keys(): |
115
|
|
|
print(key) |
116
|
|
|
plot_search_path(key) |
117
|
|
|
|