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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 numpy as np |
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from ..base_optimizer import BaseOptimizer |
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from ...search import Search |
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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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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(BaseOptimizer, Search): |
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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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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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rand_rest_p=0.01, |
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): |
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super().__init__(search_space, initialize) |
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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(search_space) + 1 |
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self.simp_positions = [] |
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self.simplex_step = 0 |
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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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print("\n self.simplex_pos \n", self.simplex_pos) |
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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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@BaseOptimizer.track_nth_iter |
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def iterate(self): |
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print("") |
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if self.simplex_step == 1: |
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print("iter 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 = [self.simplex_scores[idx] for idx in idx_sorted] |
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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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return self.r_pos |
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elif self.simplex_step == 2: |
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print("iter 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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print(" self.e_pos ", self.e_pos) |
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self.simplex_step = 1 |
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return self.e_pos |
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elif self.simplex_step == 3: |
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print("iter 3 ") |
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return self.r_pos |
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elif self.simplex_step == 4: |
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print("iter 4 self.c_pos", self.c_pos) |
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return self.c_pos |
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elif self.simplex_step == 5: |
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pos = self.simplex_pos[self.compress_idx] |
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pos = pos + self.sigma * (self.simplex_scores[0] - pos) |
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return self.conv2pos(pos) |
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def evaluate(self, score_new): |
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self.score_new = score_new |
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if self.simplex_step == 1: |
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print(" self.simplex_step ", self.simplex_step) |
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if score_new > self.simplex_scores[0]: |
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print("eval 1 ") |
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# if r is better than x0 |
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self.simplex_pos[-1] = self.r_pos |
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self.simplex_scores[-1] = score_new |
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self.simplex_step = 2 |
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elif score_new > self.simplex_scores[-2]: |
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print("eval 2 ") |
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# if r is better than x N-1 |
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self.simplex_pos[-2] = self.r_pos |
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self.simplex_scores[-2] = score_new |
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self.simplex_step = 3 |
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elif score_new > self.simplex_scores[-1]: |
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print("eval 3 ") |
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# if r is better than x N |
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self.h_pos = self.r_pos |
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c_pos = self.h_pos + self.beta * (self.center_array - self.h_pos) |
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self.c_pos = self.conv2pos(c_pos) |
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self.simplex_step = 4 |
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else: |
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print("eval 4 ") |
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# if r is worse than x N |
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self.h_pos = self.simplex_pos[-1] |
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c_pos = self.h_pos + self.beta * (self.center_array - self.h_pos) |
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self.c_pos = self.conv2pos(c_pos) |
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self.simplex_step = 4 |
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elif self.simplex_step == 2: |
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print(" self.simplex_step ", self.simplex_step) |
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idx_sorted = sort_list_idx(self.scores_valid[-2:]) |
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self.simplex_pos[-1] = self.simplex_pos[-2:][idx_sorted][0] |
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self.simplex_scores[-1] = self.simplex_scores[-2:][idx_sorted][0] |
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self.simplex_step -= 1 |
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print(" self.simplex_pos[-1] ", self.simplex_pos[-1]) |
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elif self.simplex_step == 3: |
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print(" self.simplex_step ", self.simplex_step) |
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self.simplex_step = 1 |
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elif self.simplex_step == 4: |
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print(" self.simplex_step ", self.simplex_step) |
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if score_new > self.simplex_scores[-1]: |
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self.simplex_pos[-1] = self.c_pos |
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self.simplex_scores[-1] = score_new |
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self.simplex_step = 1 |
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else: |
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self.simplex_step = 5 |
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self.compress_idx = 0 |
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elif self.simplex_step == 5: |
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print(" self.simplex_step ", self.simplex_step) |
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self.simplex_scores[self.compress_idx] = score_new |
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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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