1
|
|
|
# Author: Simon Blanke |
2
|
|
|
# Email: [email protected] |
3
|
|
|
# License: MIT License |
4
|
|
|
|
5
|
|
|
|
6
|
|
|
import logging |
7
|
|
|
import pandas as pd |
8
|
|
|
|
9
|
|
|
from typing import Callable, Any, List |
10
|
|
|
from multiprocessing.managers import DictProxy |
11
|
|
|
|
12
|
|
|
|
13
|
|
|
class Memory: |
14
|
|
|
def __init__(self, warm_start: pd.DataFrame, conv: Any, memory: Any = None): |
15
|
|
|
self.memory_dict = {} |
16
|
|
|
self.memory_dict_new = {} |
17
|
|
|
self.conv = conv |
18
|
|
|
|
19
|
|
|
if isinstance(memory, DictProxy): |
20
|
|
|
self.memory_dict = memory |
21
|
|
|
|
22
|
|
|
if warm_start is None: |
23
|
|
|
return |
24
|
|
|
|
25
|
|
|
if not isinstance(warm_start, pd.DataFrame): |
26
|
|
|
logging.warning( |
27
|
|
|
"Memory warm start must be of type pandas.DataFrame" |
28
|
|
|
) |
29
|
|
|
logging.warning( |
30
|
|
|
"Optimization will continue without memory warm start" |
31
|
|
|
) |
32
|
|
|
return |
33
|
|
|
|
34
|
|
|
if warm_start.empty: |
35
|
|
|
logging.warning( |
36
|
|
|
"Memory warm start has no values in current search space" |
37
|
|
|
) |
38
|
|
|
logging.warning( |
39
|
|
|
"Optimization will continue without memory warm start" |
40
|
|
|
) |
41
|
|
|
return |
42
|
|
|
|
43
|
|
|
self.memory_dict.update(self.conv.dataframe2memory_dict(warm_start)) |
44
|
|
|
|
45
|
|
|
def memory( |
46
|
|
|
self, objective_function: Callable[[List[float]], float] |
47
|
|
|
) -> Callable[[List[float]], float]: |
48
|
|
|
def wrapper(para: List[float]) -> float: |
49
|
|
|
value = self.conv.para2value(para) |
50
|
|
|
position = self.conv.value2position(value) |
51
|
|
|
pos_tuple = tuple(position) |
52
|
|
|
|
53
|
|
|
if pos_tuple in self.memory_dict: |
54
|
|
|
return self.memory_dict[pos_tuple] |
55
|
|
|
else: |
56
|
|
|
score = objective_function(para) |
57
|
|
|
self.memory_dict[pos_tuple] = score |
58
|
|
|
self.memory_dict_new[pos_tuple] = score |
59
|
|
|
return score |
60
|
|
|
|
61
|
|
|
return wrapper |
62
|
|
|
|