def __init__(self,
schedule=mlrose.GeomDecay(),
max_attempts=250,
max_iters=np.inf,
init_state=None,
curve=False,
random_state=None):
print("Initialized Simulated Annealing Optimizer")
self.schedule = schedule
self.max_attempts = max_attempts
self.max_iters = max_iters
self.init_state = init_state
self.curve = curve
self.random_state = random_state
self.bestState = []
self.bestFitness = 0
self.parameters = {
'max_iters':
np.arange(1, 251),
'schedule':
[mlrose.GeomDecay(),
mlrose.ArithDecay(),
mlrose.ExpDecay()]
}
self.bestParameters = {
'max_iters': int(max(np.arange(1, 251))),
'schedule': mlrose.GeomDecay()
}
def get_prob(self, t_pct=None, p_length=None):
if self.prob_name == 'Four Peaks':
fitness = mlrose.FourPeaks(t_pct)
p_len = 100
self.schedule = mlrose.ExpDecay()
self.restarts = 0
self.mutation_prob = 0.1
self.keep_pct = 0.1
self.pop_size = 500
elif self.prob_name == "Continuous Peaks":
fitness = mlrose.ContinuousPeaks(t_pct)
p_len = 100
self.schedule = mlrose.GeomDecay()
self.restarts = 0
self.mutation_prob = 0.1
self.keep_pct = 0.2
self.pop_size = 200
elif self.prob_name == "Max K Color":
fitness = mlrose.MaxKColor(self.COLOREDGE)
p_len = 100
self.schedule = mlrose.ExpDecay()
self.restarts = 0
self.mutation_prob = 0.2
self.keep_pct = 0.2
self.pop_size = 200
elif self.prob_name == "Flip Flop":
fitness = mlrose.FlipFlop()
p_len = 100
self.schedule = mlrose.ArithDecay()
self.restarts = 0
self.mutation_prob = 0.2
self.keep_pct = 0.5
self.pop_size = 500
elif self.prob_name == "One Max":
fitness = mlrose.OneMax()
p_len = 100
self.schedule = mlrose.GeomDecay()
self.restarts = 0
self.mutation_prob = 0.2
self.keep_pct = 0.1
self.pop_size = 100
else:
fitness = None
p_len = 0
if p_length is None:
p_length = p_len
problem = mlrose.DiscreteOpt(length=p_length, fitness_fn=fitness)
init_state = np.random.randint(2, size=p_length)
return problem, init_state
def __init__(self, hidden_nodes=None,
activation='relu',
algorithm='random_hill_climb',
max_iters=1000,
bias=True,
is_classifier=True,
learning_rate=0.1,
early_stopping=False,
clip_max=1e+10,
restarts=0,
schedule=mlrose.GeomDecay(),
pop_size=200,
mutation_prob=0.1,
max_attempts=10,
random_state=None,
curve=False):
super(NeuralNetwork, self).__init__(
hidden_nodes=hidden_nodes,
activation=activation,
algorithm=algorithm,
max_iters=max_iters,
bias=bias,
is_classifier=is_classifier,
learning_rate=learning_rate,
early_stopping=early_stopping,
clip_max=clip_max,
restarts=restarts,
schedule=schedule,
pop_size=pop_size,
mutation_prob=mutation_prob,
max_attempts=max_attempts,
random_state=random_state,
curve=curve)
self.one_hot = OneHotEncoder(categories='auto')
def build_model(algorithm,
hidden_nodes,
activation,
schedule=mlrose.GeomDecay(init_temp=5000),
restarts=75,
population=300,
mutation=0.2,
max_iters=20000,
learning_rate=0.01):
nn_model = mlrose.neural.NeuralNetwork(hidden_nodes=hidden_nodes,
activation=activation,
algorithm=algorithm,
max_iters=max_iters,
bias=True,
is_classifier=True,
learning_rate=learning_rate,
early_stopping=False,
restarts=restarts,
clip_max=1,
schedule=schedule,
max_attempts=1000,
pop_size=population,
mutation_prob=mutation,
random_state=17,
curve=True)
return nn_model
def max_iterations(n,cords,fit,temp,mint):
best_fit1=[]
best_fit2=[]
best_fit3=[]
max_iter=[]
for i in range(100,n,10):
best_state,best_fitness1 = mlrose.genetic_alg(problem_fit, mutation_prob = 0.2, max_attempts = 100,max_iters=i)
best_state,best_fitness2 = mlrose.mimic(problem_fit,pop_size=200,keep_pct=0.3,max_attempts=10,max_iters=i)
best_state,best_fitness3 = mlrose.simulated_annealing(problem_fit,schedule=mlrose.GeomDecay(init_temp=temp,decay=0.9,min_temp=mint),max_attempts=100,max_iters=i,init_state=None)
max_iter.append(i)
best_fit1.append(best_fitness1)
best_fit2.append(best_fitness2)
best_fit3.append(best_fitness3)
print(best_fit1,best_fit2,best_fit3)
max_iter=np.asarray(max_iter)
best_fit1=np.asarray(best_fit1)
best_fit2=np.asarray(best_fit2)
best_fit3=np.asarray(best_fit3)
line1, = plt.plot(max_iter,best_fit1,color='r',label='fitness_score')
line2, = plt.plot(max_iter,best_fit2,color='g',label='fitness_score')
line3, = plt.plot(max_iter,best_fit3,color='b',label='fitness_score')
plt.ylabel('Fitness_score')
plt.xlabel('Number of iterations')
plt.show()
return None
def calcTestScore(self):
legendCounter = 0
learners = []
legend = []
nn = mlrose.NeuralNetwork(hidden_nodes=[20], activation='relu', algorithm='gradient_descent',
max_iters=200, bias=True, is_classifier=True, learning_rate=0.001,
early_stopping=False, clip_max=1e10, curve=False)
learners.append(nn)
legend.append('GD')
nn = mlrose.NeuralNetwork(hidden_nodes=[20], activation='relu', algorithm='simulated_annealing',
max_iters=800, bias=True, is_classifier=True, learning_rate=0.001,
early_stopping=False, clip_max=1e10, schedule=mlrose.GeomDecay(),
curve=False)
learners.append(nn)
legend.append('SA')
nn = mlrose.NeuralNetwork(hidden_nodes=[20], activation='relu', algorithm='random_hill_climb',
max_iters=600, bias=True, is_classifier=True, learning_rate=0.001,
early_stopping=False, clip_max=1e10, curve=False)
learners.append(nn)
legend.append('RHC')
nn = mlrose.NeuralNetwork(hidden_nodes=[20], activation='relu', algorithm='genetic_alg',
max_iters=200, bias=True, is_classifier=True, learning_rate=0.001,
early_stopping=False, clip_max=1e10, pop_size=300, mutation_prob=0.2,
curve=False)
learners.append(nn)
legend.append('GA')
for learner in learners:
timeStart = time.time()
learner.fit(self.dataset1.training_x, self.dataset1.training_y)
testingF1 = f1_score(learner.predict(self.dataset1.testing_x), self.dataset1.testing_y, average='weighted')
print('Testing F1-Score for' + legend[legendCounter] + ': ' + str(testingF1))
legendCounter += 1
def run(self):
temperatures = [
mlrose.GeomDecay(init_temp=t) for t in self.temperature_list
]
return super()._run_experiment(runner_name='SA',
algorithm=mlrose.simulated_annealing,
schedule=('Temperature', temperatures))
def sa(self):
print("Creating SA curve")
problem, init_state = self.get_prob(t_pct=0.15)
plt.close()
plt.figure()
for schedule, s_str in zip(
[mlrose.GeomDecay(),
mlrose.ArithDecay(),
mlrose.ExpDecay()], ['GeomDecay', 'ArithDecay', 'ExpDecay']):
_, _, fitness_curve = mlrose.simulated_annealing(
problem,
schedule=schedule,
max_attempts=100,
max_iters=5000,
init_state=init_state,
curve=True)
plt.plot(fitness_curve, label="schedule={}".format(s_str))
plt.title("{}: Simulated Annealing".format(self.prob_name))
plt.legend(loc="best")
plt.xlabel('Number of Iterations')
plt.ylabel('Fitness')
plt.savefig(
os.path.join(self.output_path,
"{}_SA Analysis.png".format(self.prob_name)))
def main():
name_of_exp = "Eight Queens"
fitness = mlrose.CustomFitness(queens_max)
problem = mlrose.DiscreteOpt(length=8,
fitness_fn=fitness,
maximize=True,
max_val=8)
# Define initial state
mimic = []
init_state = np.array([0, 1, 2, 3, 4, 5, 6, 7])
for i in [mlrose.ExpDecay(), mlrose.GeomDecay(), mlrose.ArithDecay()]:
best_state, best_fitness, learning_curve, timing_curve = mlrose.simulated_annealing(
problem,
init_state=init_state,
schedule=i,
max_attempts=1000,
max_iters=1000,
curve=True,
random_state=1)
mimic.append(learning_curve)
print(i)
print(best_fitness)
for x, z in zip(['Exp', 'Geom', 'Arith'], mimic):
plt.plot(z, label=str(x))
plt.legend()
plt.title(
'SA Randomized Optimization DecaySchedule vs Fitness Curve (8-Queens)')
plt.xlabel('Function iteration count')
plt.ylabel('Fitness function value')
plt.show()
def train_nn_backdrop(__hidden_layer,
__learning_rate,
max_attempts,
X_train,
X_test,
y_train,
y_test,
__range=range(1000, 10000, 1000),
pop_size=200,
mutation_prob=0.2,
restarts=0,
schedule=mlrose.GeomDecay(),
random_state=None):
__nn_metrics = {}
__train_accuracy_values, __test_accuracy_values,__train_time_values, __pred_time_values = [],[],[],[]
algorithm = 'gradient_descent'
for i in __range:
__train_accuracy, __test_accuracy, __train_time, __pred_time = __nn_analysis(
algorithm, __hidden_layer, __learning_rate, i, max_attempts,
X_train, X_test, y_train, y_test, pop_size, mutation_prob,
restarts, schedule, random_state)
__train_accuracy_values.append(__train_accuracy)
__test_accuracy_values.append(__test_accuracy)
__train_time_values.append(__train_time)
__pred_time_values.append(__pred_time)
__nn_metrics[algorithm] = {
'train_accuracy': __train_accuracy_values,
'test_accuracy': __test_accuracy_values,
'train_time': __train_time_values,
'pred_time': __pred_time_values
}
return __nn_metrics
def train_nn_optimization(__hidden_layer,
__learning_rate,
max_attempts,
X_train,
X_test,
y_train,
y_test,
__range=range(1000, 10000, 1000),
pop_size=200,
mutation_prob=0.2,
restarts=0,
schedule=mlrose.GeomDecay(),
random_state=None):
__nn_metrics = {}
for algorithm in [
'random_hill_climb', 'simulated_annealing', 'genetic_alg'
]:
__train_accuracy_values, __test_accuracy_values,__train_time_values, __pred_time_values = [],[],[],[]
for i in __range:
__train_accuracy, __test_accuracy, __train_time, __pred_time = __nn_analysis(
algorithm, __hidden_layer, __learning_rate, i, max_attempts,
X_train, X_test, y_train, y_test, pop_size, mutation_prob,
restarts, schedule, random_state)
__train_accuracy_values.append(__train_accuracy)
__test_accuracy_values.append(__test_accuracy)
__train_time_values.append(__train_time)
__pred_time_values.append(__pred_time)
__nn_metrics[algorithm] = {
'train_accuracy': __train_accuracy_values,
'test_accuracy': __test_accuracy_values,
'train_time': __train_time_values,
'pred_time': __pred_time_values
}
return __nn_metrics
def find_best_param_sa_decay(seed, problem):
init_temp_String = []
init_temp = [0.1, 0.2, 0.3, 0.5, 0.66, 0.99]
for int in init_temp:
init_temp_String.append(str(int))
fitness_list = []
iterations = [
1, 250, 500, 1000, 1250, 1500, 1750, 2000, 2250, 2500, 2750, 3000
]
score = []
for init in init_temp:
for iter in iterations:
schedule2 = mlrose.GeomDecay(init_temp=500, decay=init)
best_state, best_fitness = mlrose.simulated_annealing(
problem,
max_attempts=10,
max_iters=iter,
random_state=seed,
schedule=schedule2)
score.append(best_fitness)
fitness_list.append(np.mean(score))
print("when init = ", init, " the mean score is ", np.mean(score))
sa_parameter_curve(init_temp_String, fitness_list, "sa_dacay", 0.4, "TSP")
def flipflop(max_iter=500,
early_stop=None,
mimic_early_stop=100,
n_runs=10,
savedir=None):
print('\n\n|========= Flip Flop =========|\n')
fitness = mlrose.FlipFlop()
problem_size = [500]
max_attempts = max_iter * 2 if early_stop is None else early_stop
mimic_early_stop = max_attempts if mimic_early_stop is None else mimic_early_stop
hyperparams = {
'rhc': {
'restarts': 0,
'max_attempts': max_attempts
},
'mimic': {
'pop_size': 500,
'keep_pct': 0.2,
'max_attempts': mimic_early_stop,
'fast_mimic': True
},
'sa': {
'schedule': mlrose.GeomDecay(),
'init_state': None,
'max_attempts': max_attempts
},
'ga': {
'pop_size': 1000,
'mutation_prob': 0.2,
'pop_breed_percent': 0.75,
'elite_dreg_ratio': 0.95,
'max_attempts': mimic_early_stop
}
}
print('Hyperparameters: ', hyperparams)
results = []
runtimes = []
timings = {}
for ps in problem_size:
problem = mlrose.DiscreteOpt(ps, fitness, max_val=2, maximize=True)
print('Running with input size', ps)
print('-----------------------------')
r, t, wt = util.optimize_iters(problem, max_iter, hyperparams, n_runs)
results.append(r)
runtimes.append(t)
timings['ps{}'.format(ps)] = wt
print('final runtimes')
t = pd.DataFrame(runtimes, index=problem_size)
print(t)
if savedir:
util.save_output('flipflop', savedir, t, results, timings,
problem_size)
return t, results, timings
def predict(gradient_descent, cv, iter, restart, X_train, X_test, y_train, y_test):
y_train_accuracy = 0
y_test_accuracy = 0
for i in range(restart):
# Standardlization
scaler = MinMaxScaler()
scaler.fit(X_train)
X_train = scaler.transform(X_train)
X_test = scaler.transform(X_test)
# Train Model
if algorithm == 'gradient_descent':
nn_model = mlrose.NeuralNetwork(hidden_nodes = [10,10], activation = 'relu',
algorithm = algorithm, max_iters = iter,
bias = True, is_classifier = True, learning_rate = 0.0001,
early_stopping = True, max_attempts = 10)#, clip_max = 5)
if algorithm == 'random_hill_climb':
nn_model = mlrose.NeuralNetwork(hidden_nodes = [10,10], activation = 'relu',
algorithm = algorithm, max_iters = iter,
bias = True, is_classifier = True,
early_stopping = True, max_attempts = 100)#, clip_max = 5)
if algorithm == 'simulated_annealing':
schedule = mlrose.GeomDecay(init_temp=100, decay=0.5, min_temp=0.1)
nn_model = mlrose.NeuralNetwork(hidden_nodes = [10,10], activation = 'relu',
algorithm = algorithm, max_iters = iter,
bias = True, is_classifier = True,
early_stopping = True, max_attempts = 100)#, schedule = schedule)#, clip_max = 5)
if algorithm == 'genetic_alg':
nn_model = mlrose.NeuralNetwork(hidden_nodes = [10,10], activation = 'relu',
algorithm = algorithm, max_iters = iter,
bias = True, is_classifier = True,
pop_size = 200, mutation_prob = 0.1,
early_stopping = True, max_attempts = 1000)#, clip_max = 5)
nn_model_cv = nn_model
nn_model.fit(X_train, y_train)
# Cross Validation
if cv == True:
pipeline = Pipeline([('transformer', scaler), ('estimator', nn_model_cv)])
cv_scores = cross_val_score(pipeline, X, y, cv=5, scoring='accuracy')
# Scores
y_train_pred = nn_model.predict(X_train)
y_train_accuracy = max(y_train_accuracy, accuracy_score(y_train, y_train_pred))
y_test_pred = nn_model.predict(X_test)
y_test_accuracy = max(y_test_accuracy, accuracy_score(y_test, y_test_pred))
print('Training accuracy: ', y_train_accuracy)
print('Test accuracy: ', y_test_accuracy)
if cv == True:
print('Cross validation accuracy: ', cv_scores.mean())
return y_train_accuracy, y_test_accuracy, cv_scores.mean()
return y_train_accuracy, y_test_accuracy, y_test_accuracy
def fit(length, fitness):
problem = mlrose.DiscreteOpt(length = length, fitness_fn = fitness, maximize = True, max_val = 2)
iterations = [10,50,100,200,400,800,1600,3200]
RHC, SA, GA, MM = ([],[],[],[])
time_RHC, time_SA, time_GA, time_MM = ([],[],[],[])
for iter in iterations:
print ("max iterations = " + str(iter))
start_time = time.time()
best_fitness = 0
for times in range(10):
best_state, best_fitness = mlrose.random_hill_climb(problem, max_attempts = 10, max_iters = iter, restarts = 0, init_state = np.random.randint(2, size=(length,)))
best_fitness = max(best_fitness, best_fitness)
#print(best_state)
RHC.append(best_fitness)
print(best_fitness)
time_RHC.append((time.time() - start_time)/10)
start_time = time.time()
best_fitness = 0
for times in range(10):
best_state, best_fitness = mlrose.simulated_annealing(problem, schedule = mlrose.GeomDecay(), max_attempts = 10, max_iters = iter, init_state = np.random.randint(2, size=(length,)))
best_fitness = max(best_fitness, best_fitness)
#print(best_state)
SA.append(best_fitness)
print(best_fitness)
time_SA.append((time.time() - start_time)/10)
start_time = time.time()
best_fitness = 0
best_state, best_fitness = mlrose.genetic_alg(problem, pop_size = 200, mutation_prob = 0.1, max_attempts = 10, max_iters = iter)
#print(best_state)
GA.append(best_fitness)
print(best_fitness)
time_GA.append((time.time() - start_time))
start_time = time.time()
best_fitness = 0
best_state, best_fitness = mlrose.mimic(problem, pop_size = 200, keep_pct = 0.2, max_attempts = 10, max_iters = iter)
#print(best_state)
MM.append(best_fitness)
print(best_fitness)
time_MM.append((time.time() - start_time))
plot(RHC, SA, GA, MM, time_RHC, time_SA, time_GA, time_MM, iterations)
filewrite_array("iterations:", iterations)
filewrite_array("Fitness(RHC):", RHC)
filewrite_array("Fitness(SA):", SA)
filewrite_array("Fitness(GA):", GA)
filewrite_array("Fitness(MM):", MM)
filewrite_array("Fitness(time_RHC):", time_RHC)
filewrite_array("Fitness(time_SA):", time_SA)
filewrite_array("Fitness(time_GA):", time_GA)
filewrite_array("Fitness(time_MM):", time_MM)
def tune_sa(problem, max_attempts=10, max_iters=np.inf, n=10, filedir=""):
decays = [0.8, 0.85, 0.9, 0.95, 0.99, 0.999]
for d in decays:
schedule = mlrose.GeomDecay(init_temp=1, decay=d, min_temp=0.001)
run_sa(problem,
schedule,
d,
max_attempts,
max_iters,
n,
filedir=filedir)
def simulated_annealing_decay(problem, initial_state, decay):
if decay == 'Geom':
schedule = mlrose.GeomDecay()
if decay == 'Exp':
schedule = mlrose.ExpDecay()
if decay == 'Arith':
schedule = mlrose.ArithDecay()
return mlrose.simulated_annealing(problem,
init_state=initial_state,
curve=False,
schedule=schedule)
def create_nn_schedule(decay):
if decay == 'Geom':
schedule = mlrose.GeomDecay()
if decay == 'Exp':
schedule = mlrose.ExpDecay()
if decay == 'Arith':
schedule = mlrose.ArithDecay()
return mlrose.NeuralNetwork(hidden_nodes=[10],
algorithm='simulated_annealing',
max_iters=1000,
schedule=schedule,
random_state=7106080)
def simulatedAnnealing(fitness, x):
# This code was originally taken and modified from https://mlrose.readthedocs.io/en/stable/source/intro.html
start = time.time()
# Initialize fitness function object using pre-defined class
#fitness = mlrose.Queens()
# Define optimization problem object
if (x == 0):
problem = mlrose.DiscreteOpt(length=12,
fitness_fn=fitness,
maximize=False,
max_val=12)
elif (x == 1):
problem = mlrose.DiscreteOpt(length=9,
fitness_fn=fitness,
maximize=False,
max_val=3)
else:
problem = mlrose.DiscreteOpt(length=8,
fitness_fn=fitness,
maximize=True,
max_val=8)
# Define decay schedule
schedule = mlrose.GeomDecay()
# Solve using random hill climb
if (x == 0):
init_state = np.array([0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11])
elif (x == 1):
init_state = np.array([0, 1, 2, 0, 1, 2, 0, 1, 1])
else:
init_state = np.array([0, 1, 2, 3, 4, 5, 6, 7])
best_state, best_fitness, fitness_curve = mlrose.simulated_annealing(
problem,
schedule=schedule,
max_attempts=10,
max_iters=1000,
init_state=init_state,
random_state=1,
curve=True)
end = time.time()
print("Simulated Annealing:")
print('The best state found is: ', best_state)
print('The fitness at the best state is: ', best_fitness)
print("Time: " + str(end - start))
return best_fitness, end - start
def sa_tuning(X, y, lr=0.0001, max_iters=1000):
decays = [0.8, 0.85, 0.9, 0.95, 0.99, 0.999]
for d in decays:
d_str = str(d).split(".")[1]
lr_str = str(lr).split(".")[1]
schedule = mlrose.GeomDecay(init_temp=1, decay=d, min_temp=0.001)
sa(X,
y,
lr=lr,
max_iters=max_iters,
decay=d,
schedule=schedule,
title="NN SA decay=0.{d} lr=0.{lr}".format(d=d_str, lr=lr_str),
filename="nn/sa/lr{lr}/d{d}lr{lr}".format(d=d_str, lr=lr_str))
def pruebas():
# read data
print(
'\n============== Problema del agente viajero ======================')
#### get data
times_list, lips, prod_lips = times_array('datos_macbelle_dummie.csv',
'tiempos_produccion.csv')
#### metaheuristics
n = len(lips)
#genetic alg
# simple
args = {'random_state': 41}
bs, bf = metaheuristic(times_list, meta=mr.genetic_alg, nnodes=n, **args)
# modified hypérparameters
args2 = {'random_state': 41, 'mutation_prob': 0.3, 'max_attempts': 20}
bs2, bf2 = metaheuristic(times_list,
meta=mr.genetic_alg,
nnodes=n,
**args2)
# simulated anealing
# simple
args_sa = {'random_state': 41}
bs_sa, bf_sa = metaheuristic(times_list,
meta=mr.simulated_annealing,
nnodes=n,
**args_sa)
# change temperature decay
# look documentation mlrose of decays
args_sa2 = {'random_state': 41, 'schedule': mr.ExpDecay(exp_const=0.05)}
bs_sa2, bf_sa2 = metaheuristic(times_list,
meta=mr.simulated_annealing,
nnodes=n,
**args_sa2)
# combined with genetic alg solutions
args_sa3 = {
'random_state': 41,
'schedule': mr.GeomDecay(decay=0.05),
'init_state': bs
} #use GA solution as initial state
bs_sa3, bf_sa3 = metaheuristic(times_list,
meta=mr.simulated_annealing,
nnodes=n,
**args_sa3)
return ()
def __init__(self,
X,
y,
test_size=0.1,
hidden_nodes=[2],
activation='relu',
algorithm='random_hill_climb',
max_iters=100,
is_classifier=True,
learning_rate=0.1,
early_stopping=True,
clip_max=1e+10,
restarts=0,
schedule=mlrose.GeomDecay(),
pop_size=200,
mutation_prob=0.1,
max_attempts=10):
self.X = X
self.y = y
self.test_size = test_size
self.hidden_nodes = hidden_nodes
self.activation = activation
self.algorithm = algorithm
self.max_iters = max_iters
self.bias = True
self.is_classifier = is_classifier
self.learning_rate = learning_rate
self.early_stopping = early_stopping
self.clip_max = clip_max
self.restarts = restarts
self.schedule = schedule if schedule else mlrose.GeomDecay()
self.pop_size = pop_size
self.mutation_prob = mutation_prob
self.max_attempts = max_attempts
self.random_state = None
self.curve = True
def temp_SA(cords,fit,temp):
best_fit=[]
max_iter=[]
for i in range(10,temp,1):
best_state,best_fitness3 = mlrose.simulated_annealing(problem_fit,schedule=mlrose.GeomDecay(init_temp=i,decay=0.9,min_temp=0.1),max_attempts=100,max_iters=100,init_state=None)
max_iter.append(i)
best_fit.append(best_fitness3)
print(best_fit)
max_iter=np.asarray(max_iter)
best_fit=np.asarray(best_fit)
line1, = plt.plot(max_iter,best_fit,color='r',label='fitness_score')
plt.ylabel('Fitness_score')
plt.xlabel('Number of attempts')
plt.show()
return None
def sim_annealing(self, max_attempts=10, max_iters=np.inf, decay='geom'):
decay_lookup = {
'geom': mlrose.GeomDecay(),
'exp': mlrose.ExpDecay(),
'arith': mlrose.ArithDecay()
}
start = time.time()
best_state, best_fitness = simulated_annealing(
self.problem_fit,
max_attempts=max_attempts,
max_iters=max_iters,
schedule=decay_lookup[decay],
random_state=111)
end = time.time()
time_elapsed = end - start
return [best_fitness, time_elapsed]
def test_simulated_annealing(self,
title,
max_attempts_range=[100],
decay_range=['geom']):
decay_lookup = {
'geom': mlrose.GeomDecay(),
'exp': mlrose.ExpDecay(),
'arith': mlrose.ArithDecay()
}
fig, (ax1, ax2) = plt.subplots(2, figsize=(12, 8), dpi=80)
fig.suptitle(title + " Simmulated Annealing")
print(title + " Simulated Annealing Algo")
best = [0, 0, 0]
for m in max_attempts_range:
fitness_arr = []
time_arr = []
for d in decay_range:
start = time.time()
# solve using simulated annealing
best_state, best_fitness, curve = mlrose.simulated_annealing(
self.problem_fit,
schedule=decay_lookup[d],
max_attempts=m,
max_iters=np.inf,
curve=True)
fitness_arr.append(best_fitness)
time_arr.append(round(time.time() - start, 2))
if best_fitness > best[2]:
best[0] = m
best[1] = d
best[2] = best_fitness
ax1.plot(decay_range, fitness_arr, label=m, lw=2)
ax2.plot(decay_range, time_arr, lw=2)
ax1.set(xlabel="Decay Range", ylabel="Fitness")
ax2.set(xlabel="Decay Range", ylabel="Time(s)")
print(title +
" SA max_attempts={a}, # decay={b}, best_fitness={c}".format(
a=best[0], b=best[1], c=best[2]))
fig.legend(loc='center right', title='Attempts')
plt.tight_layout()
self.saveToNewDir(fig, "./", title + "_Simulated_Annealing.png")
plt.clf()
def runAnnealing(problem, basePath):
iterations = 500
iterations = 1000
neighborhood = [10]
neighborhood = [2, 4, 12, 36, 50, 75]
neighborhood = [4]
schedules = [('Exp', mlrose.ExpDecay()), ('Arith', mlrose.ArithDecay()),
('Geom', mlrose.GeomDecay())]
schedules = [('Exp', mlrose.ExpDecay())]
times = np.zeros((len(neighborhood), iterations))
nIndex = 0
schedule = mlrose.ExpDecay()
fig, ax = plt.subplots()
plt.title('Annealing')
for neighbor in neighborhood:
s = time()
x = []
y = []
for i in range(1, iterations + 1):
best_state, best_fitness = mlrose.simulated_annealing(
problem,
schedule=schedule,
max_attempts=neighbor,
max_iters=i,
random_state=1)
x.append(i)
y.append(best_fitness)
e = time()
timeTaken = e - s
times[nIndex, i - 1] = timeTaken
print('Itt: {0} - Time:{1}'.format(i, timeTaken))
nIndex += 1
plotLine(x, y, ax,
'Neighbors: {0} - {1}'.format(neighbor, 'Exponential Decay'))
plotTime(x, times, ax)
showLegend(fig, ax)
if basePath:
plt.savefig('{0}\\{1}.png'.format(basePath, 'Annealing'))
else:
plt.show()
return
# move to 50000 iterations
model = mlrose.NeuralNetwork(hidden_nodes=[64],
activation='relu',
algorithm='simulated_annealing',
max_iters=50000,
clip_max=10,
bias=False,
is_classifier=True,
learning_rate=1.0,
early_stopping=False,
restarts=0,
max_attempts=1,
random_state=3,
schedule=mlrose.GeomDecay(init_temp=1.0,
decay=decay,
min_temp=10e-10),
curve=True)
history_sa.append(model.fit(x_train, y_train))
y_train_pred = model.predict(x_train)
train_accuracy = accuracy_score(y_train, y_train_pred)
y_test_pred = model.predict(x_test)
test_accuracy = accuracy_score(y_test, y_test_pred)
print(" SA : Full train accruacy ,test accuracy", train_accuracy,
test_accuracy)
# move to 5000 iterations
# Done on a complex example then hard coded optimized parameter value(s).
# sa_df_run_stats, sa_df_run_curves, ideal_initial_temp = opt_sa_params()
ideal_initial_temp = 100 # this came from the results of the experiment commented out, above.
sa_best_state = []
sa_best_fitness = []
sa_convergence_time = []
for iter in iterations_range:
start_time = timeit.default_timer()
best_state, best_fitness, curve = mlrose.simulated_annealing(
problem=problem,
max_attempts=1000,
max_iters=iter,
curve=True,
schedule=mlrose.GeomDecay(init_temp=ideal_initial_temp))
end_time = timeit.default_timer()
convergence_time = (end_time - start_time) # seconds
sa_best_state.append(best_state)
sa_best_fitness.append(best_fitness)
sa_convergence_time.append(convergence_time)
print('The fitness at the best state found using Simulated Annealing is: ',
min(sa_best_fitness))
#========== Mutual-Information-Maximizing Input Clustering (MIMIC) ==========#
time = datetime.datetime.now().strftime("%Y-%m-%d %H:%M")
print("Starting MIMIC at: " + time)
# Optimize the algorithm parameters (Manual)
index = index + 1
index = 0
#Simulated Annealing
for each in problem_size:
fitness_fn = mlrose.Knapsack(weights_list[index], values_list[index],
max_weight_pct)
problem = mlrose.DiscreteOpt(length=each,
fitness_fn=fitness_fn,
maximize=True,
max_val=2)
best_state, best_fitness, statistics = mlrose.simulated_annealing(
problem=problem,
max_attempts=max_attempts,
max_iters=max_iters,
schedule=mlrose.GeomDecay(init_temp=2.2, decay=0.7, min_temp=1),
return_statistics=True)
sa_state.append(best_state)
sa_fitness.append(best_fitness)
sa_statistics_fn_evals.append(statistics['fitness_evals'])
sa_statistics_time.append(statistics['time'])
sa_statistics_fitness.append(best_fitness)
sa_statistics.append(statistics)
index = index + 1
index = 0
#Genetic Algorithm
for each in problem_size:
fitness_fn = mlrose.Knapsack(weights_list[index], values_list[index],
max_weight_pct)
problem = mlrose.DiscreteOpt(length=each,
fitness_fn=fitness,
maximize=True,
max_val=2)
# Set random seed
np.random.seed(2)
## Solve problem using the genetic algorithm
start_time = time.time()
best_state1, best_fitness1 = mlrose.random_hill_climb(problem_fit,
max_attempts=100,
max_iters=100)
start_time2 = time.time()
best_state2, best_fitness2 = mlrose.simulated_annealing(
problem_fit, schedule=mlrose.GeomDecay(), max_attempts=100, max_iters=100)
start_time3 = time.time()
best_state3, best_fitness3 = mlrose.genetic_alg(problem_fit,
pop_size=200,
mutation_prob=0.1,
max_attempts=100,
max_iters=100)
start_time4 = time.time()
best_state4, best_fitness4 = mlrose.mimic(problem_fit,
pop_size=200,
keep_pct=0.2,
max_attempts=10,
max_iters=100)