def apply(population_size: int, individual_size: int, bounds: np.ndarray,
func: Callable[[np.ndarray], np.float], opts: Any, memory_size: int,
callback: Callable[[Dict], Any], max_evals: int, seed: Union[int,
None],
population: Union[np.array,
None], answer: Union[None, float,
int]) -> [np.ndarray, int]:
"""
Applies the L-SHADE Differential Evolution Algorithm.
:param population_size: Size of the population.
:type population_size: int
:param individual_size: Number of gens/features of an individual.
:type individual_size: int
:param bounds: Numpy ndarray with individual_size rows and 2 columns.
First column represents the minimum value for the row feature.
Second column represent the maximum value for the row feature.
:type bounds: np.ndarray
:param func: Evaluation function. The function used must receive one
parameter.This parameter will be a numpy array representing an individual.
:type func: Callable[[np.ndarray], float]
:param opts: Optional parameters for the fitness function.
:type opts: Any type.
:param memory_size: Size of the internal memory.
:type memory_size: int
:param callback: Optional function that allows read access to the state of all variables once each generation.
:type callback: Callable[[Dict], Any]
:param max_evals: Number of evaluations after the algorithm is stopped.
:type max_evals: int
:param seed: Random number generation seed. Fix a number to reproduce the
same results in later experiments.
:type seed: Union[int, None]
:return: A pair with the best solution found and its fitness.
:rtype [np.ndarray, int]
"""
# 0. Check parameters are valid
if type(population_size) is not int or population_size <= 0:
raise ValueError("population_size must be a positive integer.")
if type(individual_size) is not int or individual_size <= 0:
raise ValueError("individual_size must be a positive integer.")
if type(max_evals) is not int or max_evals <= 0:
raise ValueError("max_iter must be a positive integer.")
if type(bounds) is not np.ndarray or bounds.shape != (individual_size, 2):
raise ValueError("bounds must be a NumPy ndarray.\n"
"The array must be of individual_size length. "
"Each row must have 2 elements.")
if type(seed) is not int and seed is not None:
raise ValueError("seed must be an integer or None.")
np.random.seed(seed)
random.seed(seed)
# 1. Initialization
if population is None:
population = commons.init_population(population_size, individual_size,
bounds)
init_size = population_size
m_cr = np.ones(memory_size) * 0.5
m_f = np.ones(memory_size) * 0.5
archive = []
k = 0
fitness = commons.apply_fitness(population, func, opts)
all_indexes = list(range(memory_size))
current_generation = 0
num_evals = population_size
# Calculate max_iters
n = population_size
i = 0
max_iters = 0
# Calculate max_iters
n = population_size
i = 0
max_iters = 0
while i < max_evals:
max_iters += 1
n = round((4 - init_size) / max_evals * i + init_size)
i += n
while num_evals < max_evals:
# 2.1 Adaptation
r = np.random.choice(all_indexes, population_size)
cr = np.random.normal(m_cr[r], 0.1, population_size)
cr = np.clip(cr, 0, 1)
cr[m_cr[r] == 1] = 0
f = scipy.stats.cauchy.rvs(loc=m_f[r], scale=0.1, size=population_size)
f[f > 1] = 0
while sum(f <= 0) != 0:
r = np.random.choice(all_indexes, sum(f <= 0))
f[f <= 0] = scipy.stats.cauchy.rvs(loc=m_f[r],
scale=0.1,
size=sum(f <= 0))
p = np.ones(population_size) * .11
# 2.2 Common steps
mutated = commons.current_to_pbest_mutation(population, fitness,
f.reshape(len(f), 1), p,
bounds)
crossed = commons.crossover(population, mutated, cr.reshape(len(f), 1))
c_fitness = commons.apply_fitness(crossed, func, opts)
num_evals += population_size
population, indexes = commons.selection(population,
crossed,
fitness,
c_fitness,
return_indexes=True)
# 2.3 Adapt for next generation
archive.extend(population[indexes])
if len(indexes) > 0:
if len(archive) > population_size:
archive = random.sample(archive, population_size)
weights = np.abs(fitness[indexes] - c_fitness[indexes])
weights /= np.sum(weights)
m_cr[k] = np.sum(weights * cr[indexes]**2) / np.sum(
weights * cr[indexes])
if np.isnan(m_cr[k]):
m_cr[k] = 1
m_f[k] = np.sum(weights * f[indexes]**2) / np.sum(
weights * f[indexes])
k += 1
if k == memory_size:
k = 0
fitness[indexes] = c_fitness[indexes]
# Adapt population size
new_population_size = round((4 - init_size) / max_evals * num_evals +
init_size)
if population_size > new_population_size:
population_size = new_population_size
best_indexes = np.argsort(fitness)[:population_size]
population = population[best_indexes]
fitness = fitness[best_indexes]
if k == init_size:
k = 0
if callback is not None:
callback(**(locals()))
current_generation += 1
best = np.argmin(fitness)
if fitness[best] == answer:
yield population[best], fitness[best], population, fitness
break
else:
yield population[best], fitness[best], population, fitness
def apply(population_size: int, individual_size: int, bounds: np.ndarray,
func: Callable[[np.ndarray],
float], opts: Any, callback: Callable[[Dict], Any],
lambdas: Union[list, np.array], ng: int, c: Union[int, float],
p: Union[int, float], max_evals: int, seed: Union[int, None],
population: Union[np.array,
None], answer: Union[None, float,
int]) -> [np.ndarray, int]:
"""
Applies the MPEDE differential evolution algorithm.
:param population_size: Size of the population (NP-max)
:type population_size: int
:param ng: Number of generations after the best strategy is updated.
:type ng: int
:param lambdas: Percentages of each of the 4 subpopulations.
:type lambdas: Union[list, np.array]
:param individual_size: Number of gens/features of an individual.
:type individual_size: int
:param bounds: Numpy ndarray with individual_size rows and 2 columns.
First column represents the minimum value for the row feature.
Second column represent the maximum value for the row feature.
:type bounds: np.ndarray
:param func: Evaluation function. The function used must receive one
parameter.This parameter will be a numpy array representing an individual.
:type func: Callable[[np.ndarray], float]
:param opts: Optional parameters for the fitness function.
:type opts: Any type.
:param callback: Optional function that allows read access to the state of all variables once each generation.
:type callback: Callable[[Dict], Any]
:param max_evals: Number of evaluations after the algorithm is stopped.
:type max_evals: int
:param seed: Random number generation seed. Fix a number to reproduce the
same results in later experiments.
:param p: Parameter to choose the best vectors. Must be in (0, 1].
:type p: Union[int, float]
:param c: Variable to control parameter adoption. Must be in [0, 1].
:type c: Union[int, float]
:type seed: Union[int, None]
:return: A pair with the best solution found and its fitness.
:rtype [np.ndarray, int]
"""
# 0. Check external parameters
if type(population_size) is not int or population_size <= 0:
raise ValueError("population_size must be a positive integer.")
if type(individual_size) is not int or individual_size <= 0:
raise ValueError("individual_size must be a positive integer.")
if type(max_evals) is not int or max_evals <= 0:
raise ValueError("max_evals must be a positive integer.")
if type(bounds) is not np.ndarray or bounds.shape != (individual_size, 2):
raise ValueError("bounds must be a NumPy ndarray.\n"
"The array must be of individual_size length. "
"Each row must have 2 elements.")
if type(seed) is not int and seed is not None:
raise ValueError("seed must be an integer or None.")
if type(p) not in [int, float] and 0 < p <= 1:
raise ValueError("p must be a real number in (0, 1].")
if type(c) not in [int, float] and 0 <= c <= 1:
raise ValueError("c must be an real number in [0, 1].")
if type(ng) is not int:
raise ValueError("ng must be a positive integer number.")
if type(lambdas) not in [list, np.ndarray
] and len(lambdas) != 4 and sum(lambdas) != 1:
raise ValueError(
"lambdas must be a list or npdarray of 4 numbers that sum 1.")
np.random.seed(seed)
# 1. Initialize internal parameters
# 1.1 Control parameters
u_cr = np.ones(3) * 0.5
u_f = np.ones(3) * 0.5
f_var = np.zeros(3)
fes = np.zeros(3)
# 1.2 Initialize population
pop_size = lambdas * population_size
if population is None:
big_population = commons.init_population(int(sum(pop_size)),
individual_size, bounds)
pops = np.array_split(big_population, 4)
chosen = np.random.randint(0, 3)
newpop = np.concatenate((pops[chosen], pops[3]))
pops[chosen] = newpop
pop_size = list(map(len, pops))
current_generation = 0
num_evals = 0
f = []
cr = []
fitnesses = []
for j in range(3):
f.append(np.empty(pop_size[j]))
cr.append(np.empty(pop_size[j]))
fitnesses.append(commons.apply_fitness(pops[j], func, opts))
num_evals += len(pops[j])
# 2. Start the algorithm
while num_evals <= max_evals:
current_generation += 1
# 2.1 Generate CR and F values
for j in range(3):
f[j] = scipy.stats.cauchy.rvs(loc=u_f[j],
scale=0.1,
size=len(pops[j]))
f[j] = np.clip(f[j], 0, 1)
cr[j] = np.random.normal(u_cr[j], 0.1, len(pops[j]))
cr[j] = np.clip(cr[j], 0, 1)
# 2.2 Apply mutation to each subpopulation
mutated1 = commons.current_to_pbest_mutation(
pops[0], fitnesses[0], f[0].reshape(len(f[0]), 1),
np.ones(len(pops[0])) * p, bounds)
mutated2 = commons.current_to_rand_1_mutation(
pops[1], fitnesses[1], f[1].copy().reshape(len(f[1]), 1) * .5 + 1,
f[1].reshape(len(f[1]), 1), bounds)
mutated3 = commons.binary_mutation(pops[2], f[2].reshape(len(f[2]), 1),
bounds)
# 2.3 Do the crossover and calculate new fitness
crossed1 = commons.crossover(pops[0], mutated1,
cr[0].reshape(len(cr[0]), 1))
crossed2 = mutated2
crossed3 = commons.crossover(pops[2], mutated3,
cr[2].reshape(len(cr[2]), 1))
c_fitness1 = commons.apply_fitness(crossed1, func, opts)
c_fitness2 = commons.apply_fitness(crossed2, func, opts)
c_fitness3 = commons.apply_fitness(crossed3, func, opts)
for j in range(3):
num_evals += len(pops[j])
fes[j] += len(pops[j])
# 2.4 Do the selection and update control parameters
winners1 = c_fitness1 < fitnesses[0]
winners2 = c_fitness2 < fitnesses[1]
winners3 = c_fitness3 < fitnesses[2]
pops[0] = commons.selection(pops[0], crossed1, fitnesses[0],
c_fitness1)
pops[1] = commons.selection(pops[1], crossed2, fitnesses[1],
c_fitness2)
pops[2] = commons.selection(pops[2], crossed3, fitnesses[2],
c_fitness3)
fitnesses[0][winners1] = c_fitness1[winners1]
fitnesses[1][winners2] = c_fitness2[winners2]
fitnesses[2][winners3] = c_fitness3[winners3]
if sum(winners1) != 0 and np.sum(f[0][winners1]) != 0:
u_cr[0] = (1 - c) * u_cr[0] + c * np.mean(cr[0][winners1])
u_f[0] = (1 - c) * u_f[0] + c * (np.sum(f[0][winners1]**2) /
np.sum(f[0][winners1]))
if sum(winners2) != 0 and np.sum(f[1][winners2]) != 0:
u_cr[1] = (1 - c) * u_cr[1] + c * np.mean(cr[1][winners2])
u_f[1] = (1 - c) * u_f[1] + c * (np.sum(f[1][winners2]**2) /
np.sum(f[1][winners2]))
if sum(winners3) != 0 and np.sum(f[2][winners3]) != 0:
u_cr[2] = (1 - c) * u_cr[2] + c * np.mean(cr[2][winners3])
u_f[2] = (1 - c) * u_f[2] + c * (np.sum(f[2][winners3]**2) /
np.sum(f[2][winners3]))
fes[0] += np.sum(fitnesses[0][winners1] - c_fitness1[winners1])
fes[1] += np.sum(fitnesses[1][winners2] - c_fitness2[winners2])
fes[2] += np.sum(fitnesses[2][winners3] - c_fitness3[winners3])
population = np.concatenate((pops[0], pops[1], pops[2]))
fitness = np.concatenate((fitnesses[0], fitnesses[1], fitnesses[2]))
if current_generation % ng == 0:
k = [f_var[i] / len(pops[i] / ng) for i in range(3)]
chosen = np.argmax(k)
indexes = np.arange(0, len(population), 1, np.int)
np.random.shuffle(indexes)
indexes = np.array_split(indexes, 4)
chosen = np.random.randint(0, 3)
pops = []
fitnesses = []
f = []
cr = []
for j in range(3):
if j == chosen:
pops.append(
np.concatenate(
(population[indexes[j]], population[indexes[3]])))
fitnesses.append(
np.concatenate((fitness[indexes[j]], fitness[indexes[3]])))
else:
pops.append(population[indexes[j]])
fitnesses.append(fitness[indexes[j]])
f.append(np.empty(len(pops[j])))
cr.append(np.empty(len(pops[j])))
if callback is not None:
callback(**(locals()))
best = np.argmin(fitness)
if fitness[best] == answer:
yield population[best], fitness[best], population, fitness
break
else:
yield population[best], fitness[best], population, fitness
def apply(population_size: int, individual_size: int, bounds: np.ndarray,
func: Callable[[np.ndarray], float], opts: Any, p: Union[int, float],
c: Union[int, float], callback: Callable[[Dict], Any],
max_evals: int, seed: Union[int, None], population: Union[np.array,
None],
answer: Union[None, int, float]) -> [np.ndarray, int]:
"""
Applies the JADE Differential Evolution algorithm.
:param population_size: Size of the population.
:type population_size: int
:param individual_size: Number of gens/features of an individual.
:type individual_size: int
:param bounds: Numpy ndarray with individual_size rows and 2 columns.
First column represents the minimum value for the row feature.
Second column represent the maximum value for the row feature.
:type bounds: np.ndarray
:param func: Evaluation function. The function used must receive one
parameter.This parameter will be a numpy array representing an individual.
:type func: Callable[[np.ndarray], float]
:param opts: Optional parameters for the fitness function.
:type opts: Any type.
:param p: Parameter to choose the best vectors. Must be in (0, 1].
:type p: Union[int, float]
:param c: Variable to control parameter adoption. Must be in [0, 1].
:type c: Union[int, float]
:param callback: Optional function that allows read access to the state of all variables once each generation.
:type callback: Callable[[Dict], Any]
:param max_evals: Number of evaluations after the algorithm is stopped.
:type max_evals: int
:param seed: Random number generation seed. Fix a number to reproduce the
same results in later experiments.
:type seed: Union[int, None]
:return: A pair with the best solution found and its fitness.
:rtype [np.ndarray, int]
"""
# 0. Check parameters are valid
if type(population_size) is not int or population_size <= 0:
raise ValueError("population_size must be a positive integer.")
if type(individual_size) is not int or individual_size <= 0:
raise ValueError("individual_size must be a positive integer.")
if type(max_evals) is not int or max_evals <= 0:
raise ValueError("max_evals must be a positive integer.")
if type(bounds) is not np.ndarray or bounds.shape != (individual_size, 2):
raise ValueError("bounds must be a NumPy ndarray.\n"
"The array must be of individual_size length. "
"Each row must have 2 elements.")
if type(seed) is not int and seed is not None:
raise ValueError("seed must be an integer or None.")
if type(p) not in [int, float] and 0 < p <= 1:
raise ValueError("p must be a real number in (0, 1].")
if type(c) not in [int, float] and 0 <= c <= 1:
raise ValueError("c must be an real number in [0, 1].")
np.random.seed(seed)
# 1. Init population
if population is None:
population = commons.init_population(population_size, individual_size,
bounds)
u_cr = 0.5
u_f = 0.6
p = np.ones(population_size) * p
fitness = commons.apply_fitness(population, func, opts)
max_iters = max_evals // population_size
#print("jade : ", max_iters)
results = []
for current_generation in range(max_iters):
# 2.1 Generate parameter values for current generation
cr = np.random.normal(u_cr, 0.1, population_size)
f = np.random.rand(population_size // 3) * 1.2
f = np.concatenate(
(f,
np.random.normal(u_f, 0.1,
population_size - (population_size // 3))))
# 2.2 Common steps
mutated = commons.current_to_pbest_mutation(population, fitness,
f.reshape(len(f), 1), p,
bounds)
crossed = commons.crossover(population, mutated, cr.reshape(len(f), 1))
c_fitness = commons.apply_fitness(crossed, func, opts)
population, indexes = commons.selection(population,
crossed,
fitness,
c_fitness,
return_indexes=True)
# 2.3 Adapt for next generation
if len(indexes) != 0:
u_cr = (1 - c) * u_cr + c * np.mean(cr[indexes])
u_f = (1 - c) * u_f + c * (np.sum(f[indexes]**2) /
np.sum(f[indexes]))
fitness[indexes] = c_fitness[indexes]
if callback is not None:
callback(**(locals()))
best = np.argmin(fitness)
if fitness[best] == answer:
results.append(
(population[best], fitness[best], population, fitness))
break
else:
results.append(
(population[best], fitness[best], population, fitness))
return results