gradient_free_optimizers.optimizers.local.downhill_simplex.DownhillSimplexOptimizer.finish_initialization() - Code Metrics - Inspection of "attempt to do test with appveyor" - SimonBlanke/Gradient-Free-Optimizers - Measure and Improve Code Quality continuously with Scrutinizer

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created 2021-03-03 09:35 UTC

DownhillSimplexOptimizer.finish_initialization() A

↳ Parent: gradient_free_optimizers.optimizers.local.downhill_simplex

Complexity

Conditions

Size

Total Lines	12
Code Lines	9

Duplication

Lines	0
Ratio	0 %

Importance

Changes

Metric	Value
cc	1
eloc	9
nop	1
dl	0
loc	12
rs	9.95
c	0
b	0
f	0

# Author: Simon Blanke
# Email: [email protected]
# License: MIT License

import numpy as np

from ..base_optimizer import BaseOptimizer
from ...search import Search


def sort_list_idx(list_):
    list_np = np.array(list_)
    idx_sorted = list(list_np.argsort()[::-1])
    return idx_sorted


def centeroid(array_list):
    centeroid = []
    for idx in range(array_list[0].shape[0]):
        center_dim_pos = []
        for array in array_list:
            center_dim_pos.append(array[idx])

        center_dim_mean = np.array(center_dim_pos).mean()
        centeroid.append(center_dim_mean)

    return centeroid


class DownhillSimplexOptimizer(BaseOptimizer, Search):
    def __init__(
        self,
        search_space,
        initialize={"grid": 4, "random": 2, "vertices": 4},
        alpha=1,
        gamma=2,
        beta=0.5,
        sigma=0.5,
        rand_rest_p=0.01,
    ):
        super().__init__(search_space, initialize)

        self.alpha = alpha
        self.gamma = gamma
        self.beta = beta
        self.sigma = sigma

        self.n_simp_positions = len(search_space) + 1
        self.simp_positions = []

        self.simplex_step = 0

    def finish_initialization(self):
        idx_sorted = sort_list_idx(self.scores_valid)
        self.simplex_pos = [self.positions_valid[idx] for idx in idx_sorted]
        self.simplex_scores = [self.scores_valid[idx] for idx in idx_sorted]

        print("\n self.simplex_pos \n", self.simplex_pos)

        self.simplex_step = 1

        self.i_x_0 = 0
        self.i_x_N_1 = -2
        self.i_x_N = -1

    @BaseOptimizer.track_nth_iter
    def iterate(self):
        print("")
        if self.simplex_step == 1:
            print("iter 1 ")
            idx_sorted = sort_list_idx(self.simplex_scores)
            self.simplex_pos = [self.simplex_pos[idx] for idx in idx_sorted]
            self.simplex_scores = [self.simplex_scores[idx] for idx in idx_sorted]

            self.center_array = centeroid(self.simplex_pos[:-1])
            r_pos = self.center_array + self.alpha * (
                self.center_array - self.simplex_pos[-1]
            )

            self.r_pos = self.conv2pos(r_pos)
            return self.r_pos

        elif self.simplex_step == 2:
            print("iter 2 ")
            e_pos = self.center_array + self.gamma * (
                self.center_array + self.simplex_pos[-1]
            )
            self.e_pos = self.conv2pos(e_pos)
            print(" self.e_pos ", self.e_pos)
            self.simplex_step = 1

            return self.e_pos

        elif self.simplex_step == 3:
            print("iter 3 ")
            return self.r_pos

        elif self.simplex_step == 4:
            print("iter 4 self.c_pos", self.c_pos)
            return self.c_pos

        elif self.simplex_step == 5:
            pos = self.simplex_pos[self.compress_idx]
            pos = pos + self.sigma * (self.simplex_scores[0] - pos)

            return self.conv2pos(pos)

    def evaluate(self, score_new):
        self.score_new = score_new

        if self.simplex_step == 1:
            print(" self.simplex_step ", self.simplex_step)
            if score_new > self.simplex_scores[0]:
                print("eval 1 ")
                # if r is better than x0
                self.simplex_pos[-1] = self.r_pos
                self.simplex_scores[-1] = score_new
                self.simplex_step = 2
            elif score_new > self.simplex_scores[-2]:
                print("eval 2 ")
                # if r is better than x N-1
                self.simplex_pos[-2] = self.r_pos
                self.simplex_scores[-2] = score_new
                self.simplex_step = 3
            elif score_new > self.simplex_scores[-1]:
                print("eval 3 ")
                # if r is better than x N
                self.h_pos = self.r_pos
                c_pos = self.h_pos + self.beta * (self.center_array - self.h_pos)
                self.c_pos = self.conv2pos(c_pos)

                self.simplex_step = 4
            else:
                print("eval 4 ")
                # if r is worse than x N
                self.h_pos = self.simplex_pos[-1]
                c_pos = self.h_pos + self.beta * (self.center_array - self.h_pos)
                self.c_pos = self.conv2pos(c_pos)

                self.simplex_step = 4

        elif self.simplex_step == 2:
            print(" self.simplex_step ", self.simplex_step)

            idx_sorted = sort_list_idx(self.scores_valid[-2:])
            self.simplex_pos[-1] = self.simplex_pos[-2:][idx_sorted][0]
            self.simplex_scores[-1] = self.simplex_scores[-2:][idx_sorted][0]

            self.simplex_step -= 1

            print(" self.simplex_pos[-1] ", self.simplex_pos[-1])

        elif self.simplex_step == 3:
            print(" self.simplex_step ", self.simplex_step)

            self.simplex_step = 1

        elif self.simplex_step == 4:
            print(" self.simplex_step ", self.simplex_step)

            if score_new > self.simplex_scores[-1]:
                self.simplex_pos[-1] = self.c_pos
                self.simplex_scores[-1] = score_new
                self.simplex_step = 1
            else:
                self.simplex_step = 5
                self.compress_idx = 0

        elif self.simplex_step == 5:
            print(" self.simplex_step ", self.simplex_step)

            self.simplex_scores[self.compress_idx] = score_new
            self.compress_idx += 1

            if self.compress_idx == self.n_simp_positions:
                self.simplex_step = 1


1			# Author: Simon Blanke
2			# Email: [email protected]
3			# License: MIT License
4
5			import numpy as np
6
7			from ..base_optimizer import BaseOptimizer
8			from ...search import Search
9
10
11			def sort_list_idx(list_):
12			list_np = np.array(list_)
13			idx_sorted = list(list_np.argsort()[::-1])
14			return idx_sorted
15
16
17			def centeroid(array_list):
18			centeroid = []
19			for idx in range(array_list[0].shape[0]):
20			center_dim_pos = []
21			for array in array_list:
22			center_dim_pos.append(array[idx])
23
24			center_dim_mean = np.array(center_dim_pos).mean()
25			centeroid.append(center_dim_mean)
26
27			return centeroid
28
29
30			class DownhillSimplexOptimizer(BaseOptimizer, Search):
31			def __init__(
32			self,
33			search_space,
34			initialize={"grid": 4, "random": 2, "vertices": 4},
35			alpha=1,
36			gamma=2,
37			beta=0.5,
38			sigma=0.5,
39			rand_rest_p=0.01,
40			):
41			super().__init__(search_space, initialize)
42
43			self.alpha = alpha
44			self.gamma = gamma
45			self.beta = beta
46			self.sigma = sigma
47
48			self.n_simp_positions = len(search_space) + 1
49			self.simp_positions = []
50
51			self.simplex_step = 0
52
53			def finish_initialization(self):
54			idx_sorted = sort_list_idx(self.scores_valid)
55			self.simplex_pos = [self.positions_valid[idx] for idx in idx_sorted]
56			self.simplex_scores = [self.scores_valid[idx] for idx in idx_sorted]
57
58			print("\n self.simplex_pos \n", self.simplex_pos)
59
60			self.simplex_step = 1
61
62			self.i_x_0 = 0
63			self.i_x_N_1 = -2
64			self.i_x_N = -1
65
66			@BaseOptimizer.track_nth_iter
67			def iterate(self):
68			print("")
69			if self.simplex_step == 1:
70			print("iter 1 ")
71			idx_sorted = sort_list_idx(self.simplex_scores)
72			self.simplex_pos = [self.simplex_pos[idx] for idx in idx_sorted]
73			self.simplex_scores = [self.simplex_scores[idx] for idx in idx_sorted]
74
75			self.center_array = centeroid(self.simplex_pos[:-1])
76			r_pos = self.center_array + self.alpha * (
77			self.center_array - self.simplex_pos[-1]
78			)
79
80			self.r_pos = self.conv2pos(r_pos)
81			return self.r_pos
82
83			elif self.simplex_step == 2:
84			print("iter 2 ")
85			e_pos = self.center_array + self.gamma * (
86			self.center_array + self.simplex_pos[-1]
87			)
88			self.e_pos = self.conv2pos(e_pos)
89			print(" self.e_pos ", self.e_pos)
90			self.simplex_step = 1
91
92			return self.e_pos
93
94			elif self.simplex_step == 3:
95			print("iter 3 ")
96			return self.r_pos
97
98			elif self.simplex_step == 4:
99			print("iter 4 self.c_pos", self.c_pos)
100			return self.c_pos
101
102			elif self.simplex_step == 5:
103			pos = self.simplex_pos[self.compress_idx]
104			pos = pos + self.sigma * (self.simplex_scores[0] - pos)
105
106			return self.conv2pos(pos)
107
108			def evaluate(self, score_new):
109			self.score_new = score_new
110
111			if self.simplex_step == 1:
112			print(" self.simplex_step ", self.simplex_step)
113			if score_new > self.simplex_scores[0]:
114			print("eval 1 ")
115			# if r is better than x0
116			self.simplex_pos[-1] = self.r_pos
117			self.simplex_scores[-1] = score_new
118			self.simplex_step = 2
119			elif score_new > self.simplex_scores[-2]:
120			print("eval 2 ")
121			# if r is better than x N-1
122			self.simplex_pos[-2] = self.r_pos
123			self.simplex_scores[-2] = score_new
124			self.simplex_step = 3
125			elif score_new > self.simplex_scores[-1]:
126			print("eval 3 ")
127			# if r is better than x N
128			self.h_pos = self.r_pos
129			c_pos = self.h_pos + self.beta * (self.center_array - self.h_pos)
130			self.c_pos = self.conv2pos(c_pos)
131
132			self.simplex_step = 4
133			else:
134			print("eval 4 ")
135			# if r is worse than x N
136			self.h_pos = self.simplex_pos[-1]
137			c_pos = self.h_pos + self.beta * (self.center_array - self.h_pos)
138			self.c_pos = self.conv2pos(c_pos)
139
140			self.simplex_step = 4
141
142			elif self.simplex_step == 2:
143			print(" self.simplex_step ", self.simplex_step)
144
145			idx_sorted = sort_list_idx(self.scores_valid[-2:])
146			self.simplex_pos[-1] = self.simplex_pos[-2:][idx_sorted][0]
147			self.simplex_scores[-1] = self.simplex_scores[-2:][idx_sorted][0]
148
149			self.simplex_step -= 1
150
151			print(" self.simplex_pos[-1] ", self.simplex_pos[-1])
152
153			elif self.simplex_step == 3:
154			print(" self.simplex_step ", self.simplex_step)
155
156			self.simplex_step = 1
157
158			elif self.simplex_step == 4:
159			print(" self.simplex_step ", self.simplex_step)
160
161			if score_new > self.simplex_scores[-1]:
162			self.simplex_pos[-1] = self.c_pos
163			self.simplex_scores[-1] = score_new
164			self.simplex_step = 1
165			else:
166			self.simplex_step = 5
167			self.compress_idx = 0
168
169			elif self.simplex_step == 5:
170			print(" self.simplex_step ", self.simplex_step)
171
172			self.simplex_scores[self.compress_idx] = score_new
173			self.compress_idx += 1
174
175			if self.compress_idx == self.n_simp_positions:
176			self.simplex_step = 1
177

SimonBlanke / Gradient-Free-Optimizers

Push — master ( 07671f...674edd )

DownhillSimplexOptimizer.finish_initialization() A

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