def cma_es(params):
global mmin,p_rastrigin
# The cma module uses the numpy random number generator
numpy.random.seed(128)
cc, ccov1, ccovmu = params
# The CMA-ES algorithm takes a population of one individual as argument
# The centroid is set to a vector of 5.0 see http://www.lri.fr/~hansen/cmaes_inmatlab.html
# for more details about the rastrigin and other tests for CMA-ES
strategy = cma.Strategy(centroid=[5.0]*N, sigma=5.0, lambda_=20*N)
strategy.setParams(cc, ccov1, ccovmu)
toolbox.register("generate", strategy.generate, creator.Individual)
toolbox.register("update", strategy.update)
hof = tools.HallOfFame(1)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", numpy.mean)
stats.register("std", numpy.std)
stats.register("min", numpy.min)
stats.register("max", numpy.max)
#logger = tools.EvolutionLogger(stats.functions.keys())
# The CMA-ES algorithm converge with good probability with those settings
algorithms.eaGenerateUpdate(toolbox, ngen=500, stats=stats, halloffame=hof)
# print "Best individual is %s, %s" % (hof[0], hof[0].fitness.values)
if hof[0].fitness.values[0] < mmin :
mmin = hof[0].fitness.values[0]
p_rastrigin = params
return hof[0].fitness.values[0]
def find_best_model(strategy,
ngen=100,
pop_size=300,
ind_size=1000,
sigma=0.001):
creator.create("FitnessMax", base.Fitness, weights=(1.0, ))
creator.create("Individual", list, fitness=creator.FitnessMax)
toolbox = base.Toolbox()
pool = multiprocessing.Pool()
toolbox.register("map", pool.map)
toolbox.register("evaluate", eval_individual, get_strategy_signal=strategy)
strategy = cma.Strategy(centroid=[0.5] * ind_size,
sigma=sigma,
lambda_=pop_size)
toolbox.register("generate", strategy.generate, creator.Individual)
toolbox.register("update", strategy.update)
hof = tools.HallOfFame(1)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", np.mean)
stats.register("sig/noise", lambda x: np.mean(x) / np.std(x))
stats.register("std", np.std)
stats.register("max", np.max)
algorithms.eaGenerateUpdate(toolbox,
ngen=ngen,
stats=stats,
halloffame=hof)
return np.round(hof[0]).astype(np.int)
def main():
IND_SIZE = 25
creator.create("FitnessMin", base.Fitness, weights=(-1.0, ))
creator.create("Individual", list, fitness=creator.FitnessMin)
toolbox = base.Toolbox()
toolbox.register("indices", random.sample, range(IND_SIZE), IND_SIZE)
toolbox.register("individual", tools.initIterate, creator.Individual,
toolbox.indices)
#
toolbox.register("population", tools.initRepeat, list, toolbox.individual)
# toolbox.population(n=100)
# print(" ",toolbox.individual())
umda = umda_tsp(100)
toolbox = base.Toolbox()
toolbox.register("evaluate", umda.evaluate)
toolbox.register("generate", umda.generate, creator.Individual)
toolbox.register("update", umda.update)
# toolbox.register("evaluate", umda.evaluate)
stats = tools.Statistics(lambda ind: ind.fitness.values)
# stats.register("avg", np.mean)
# stats.register("std", np.std)
stats.register("min", np.min)
stats.register("max", np.max)
algorithms.eaGenerateUpdate(toolbox, ngen=30, stats=stats)
def main():
# to generate the aleatory values we need a seed
numpy.random.seed(128)
file1 = open('config.txt', 'r')
line = file1.readline()
line = line.strip('\n').strip('\r').split(',')
pred_link_eval.top = int(line[2])
strategy = cma.Strategy(centroid=[5.0] * N,
sigma=float(line[0]),
lambda_=int(line[1]))
toolbox.register("generate", strategy.generate, creator.Individual)
toolbox.register("update", strategy.update)
hof = tools.HallOfFame(1)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", numpy.mean)
stats.register("std", numpy.std)
stats.register("min", numpy.min)
stats.register("max", numpy.max)
algorithms.eaGenerateUpdate(toolbox,
ngen=int(line[3]),
stats=stats,
halloffame=hof,
verbose=True)
file1.close()
output = open('output.txt', 'w')
for item in hof[0]:
output.write("%s," % item)
output.close()
def main():
# to generate the aleatory values we need a seed
numpy.random.seed(128)
file1 = open('config.txt', 'r')
line = file1.readline()
line = line.strip('\n').strip('\r').split(',')
pred_link_eval.top = int(line[2])
strategy = cma.Strategy(centroid=[5.0]*N, sigma=float(line[0]), lambda_=int(line[1]))
toolbox.register("generate", strategy.generate, creator.Individual)
toolbox.register("update", strategy.update)
hof = tools.HallOfFame(1)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", numpy.mean)
stats.register("std", numpy.std)
stats.register("min", numpy.min)
stats.register("max", numpy.max)
algorithms.eaGenerateUpdate(toolbox, ngen=int(line[3]), stats=stats, halloffame=hof, verbose=True)
file1.close()
output = open('output.txt', 'w')
for item in hof[0]:
output.write("%s," % item)
output.close()
def run():
"""Run the evolution."""
if args.verbose and __name__ == '__main__':
print "objective: minimise", eval_func.__doc__
if args.seed is not None:
np.random.seed(args.seed)
hof = tools.HallOfFame(1)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("min", np.min)
try:
algorithms.eaGenerateUpdate(toolbox, ngen=args.generations,
stats=stats, halloffame=hof, verbose=True)
except KeyboardInterrupt:
print 'user terminated early'
(score,) = hof[0].fitness.values
print 'Score: %.2f $/MWh' % score
print 'List:', [max(0, param) for param in hof[0]]
set_generators(hof[0])
nem.run(context)
context.verbose = True
print context
if args.transmission:
x = context.exchanges.max(axis=0)
print np.array_str(x, precision=1, suppress_small=True)
f = open('results.json', 'w')
obj = {'exchanges': x.tolist(), 'generators': context}
json.dump(obj, f, cls=nem.Context.JSONEncoder)
f.close()
def main():
numpy.random.seed(128)
#population count =50 individuals
pop = toolbox.population(n=50)
print("Before\n\n")
print map(toolbox.check, pop, "")
print("\n\n")
print(pop[0])
#define cma strategy, where it restarts sigma is step-size and lambda_ offspring
strategy = cma.Strategy(centroid=pop[0], sigma=3.0, lambda_=5.0)
toolbox.register("generate", strategy.generate, creator.Individual)
toolbox.register("update", strategy.update)
#get the best of the results - here I am getting every one from population for testing
hof = tools.HallOfFame(50)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", numpy.mean)
stats.register("std", numpy.std)
stats.register("min", numpy.min)
stats.register("max", numpy.max)
#define number of generation and stats and pass in the hallOfFame for cmaes to do its work
algorithms.eaGenerateUpdate(toolbox, ngen=250, stats=stats, halloffame=hof)
print("After\n\n")
print map(toolbox.check, hof, "")
print("\n\n")
def main():
numpy.random.seed(128)
# population count =50 individuals
pop = toolbox.population(n=50)
print ("Before\n\n")
print map(toolbox.check, pop, "")
print ("\n\n")
print (pop[0])
# define cma strategy, where it restarts sigma is step-size and lambda_ offspring
strategy = cma.Strategy(centroid=pop[0], sigma=3.0, lambda_=5.0)
toolbox.register("generate", strategy.generate, creator.Individual)
toolbox.register("update", strategy.update)
# get the best of the results - here I am getting every one from population for testing
hof = tools.HallOfFame(50)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", numpy.mean)
stats.register("std", numpy.std)
stats.register("min", numpy.min)
stats.register("max", numpy.max)
# define number of generation and stats and pass in the hallOfFame for cmaes to do its work
algorithms.eaGenerateUpdate(toolbox, ngen=250, stats=stats, halloffame=hof)
print ("After\n\n")
print map(toolbox.check, hof, "")
print ("\n\n")
def cmaES(funcs_l, weights, lambd, mu, var, sigma, ngen):
creator.create("MaFitness", base.Fitness, weights=weights)
creator.create("Individual", list, fitness=creator.MaFitness)
toolbox = base.Toolbox()
eval_funcs = lambda x: tuple([f(x) for f in funcs_l])
toolbox.register("evaluate", eval_funcs)
S.Swarm.controller.rez_params()
S.model = var
c = S.extract_genotype()
logbook = tools.Logbook()
init_func = lambda c, sigma, size: np.random.normal(c, sigma, size)
toolbox.register("attr_float", init_func, c, sigma, len(var))
toolbox.register("individual", tools.initIterate, creator.Individual,
toolbox.attr_float)
toolbox.register("population", tools.initRepeat, list, toolbox.individual)
strategy = cma.Strategy(centroid=c * len(var),
sigma=sigma,
lambda_=lambd * len(var))
toolbox.register("generate", strategy.generate, creator.Individual)
toolbox.register("update", strategy.update)
hof = tools.HallOfFame(1)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", np.mean)
stats.register("std", np.std)
stats.register("min", np.min)
stats.register("max", np.max)
algorithms.eaGenerateUpdate(toolbox,
ngen=ngen,
stats=stats,
halloffame=hof)
return stats, hof
def run():
"""Run the evolution."""
if args.verbose and __name__ == '__main__':
print "objective: minimise", eval_func.__doc__
np.random.seed(args.seed)
hof = tools.HallOfFame(1)
stats_fit = tools.Statistics(lambda ind: ind.fitness.values)
stats_hof = tools.Statistics(lambda ignored: hof[0].fitness.values)
mstats = tools.MultiStatistics(fitness=stats_fit, hallfame=stats_hof)
mstats.register("min", np.min)
try:
algorithms.eaGenerateUpdate(toolbox,
ngen=args.generations,
stats=mstats,
halloffame=hof,
verbose=True)
except KeyboardInterrupt: # pragma: no cover
print 'user terminated early'
context.set_capacities(hof[0])
nemo.run(context)
context.verbose = True
print
print context
score, penalty, reason = cost(context)
print 'Score: %.2f $/MWh' % score
constraints_violated = []
if reason > 0:
print 'Penalty: %.2f $/MWh' % penalty
print 'Constraints violated:',
for label, code in reasons.iteritems():
if reason & code:
constraints_violated += [label]
print label,
print
if args.transmission:
np.set_printoptions(precision=5)
x = context.exchanges.max(axis=0)
print np.array_str(x, precision=1, suppress_small=True)
obj = {'exchanges': x.tolist(), 'generators': context}
with open('results.json', 'w') as f:
json.dump(obj, f, cls=nemo.Context.JSONEncoder, indent=True)
with open(args.output, 'w') as f:
bundle = {
'options': vars(args),
'parameters': [max(0, cap) for cap in hof[0]],
'score': score,
'penalty': penalty,
'constraints_violated': constraints_violated
}
json.dump(bundle, f)
print 'Done'
def rfCMAOptim_helper(train,target,max_evals,lb,ub,population=500):
"""
optimizer for hyperOptim. Uses a random forest along with CMA.
:param train:
:param target:
:param max_evals:
:param lb:
:param ub:
:param population:
:return:
"""
train=np.array(train)
N=train.shape[1]
model=RandomForestRegressor(n_estimators=(40+2*N))
model.fit(train,target)
creator.create("FitnessMax", base.Fitness, weights=(1.0,))
creator.create("Individual", list, fitness=creator.FitnessMax)
toolbox = base.Toolbox()
toolbox.register("attr_float", random.random)
toolbox.register("individual", tools.initRepeat, creator.Individual,
toolbox.attr_float, n=train.shape[0])
#both feasible and distance directly access lb abd ub
middle_point = [np.mean(k) for k in zip(lb, ub)]
def evaluator(individual):
"""Feasability function for the individual. Returns True if feasible False
otherwise."""
#its important to set it to >=, <= and not <,>
if np.all(individual>=lb and individual<=ub):
return model.predict([individual])
else:
return -1.0*np.sqrt(sum((np.array(individual)-middle_point)**2)),
toolbox.register("evaluate",evaluator)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", np.mean)
stats.register("std", np.std)
stats.register("min", np.min)
stats.register("max", np.max)
strategy = cma.Strategy(centroid=middle_point, sigma=5.0, lambda_=population)
toolbox.register("generate", strategy.generate, creator.Individual)
toolbox.register("update", strategy.update)
hof = tools.HallOfFame(1)
algorithms.eaGenerateUpdate(toolbox, ngen=50, halloffame=hof,stats=stats)
return (hof[0],evaluator(hof[0]))
def main():
# CMA-ES CONFIGURATION
creator.create("FitnessMax", base.Fitness, weights=(1.0, ))
creator.create("Individual", list, fitness=creator.FitnessMax)
strategy = cma.Strategy(
centroid=[np.random.uniform(-1, 1) for _ in range(IND_SIZE)],
sigma=5.0,
lambda_=LAMBDA,
mu=MU)
toolbox = base.Toolbox()
toolbox.register("evaluate", evalFitness)
toolbox.register("generate", strategy.generate, creator.Individual)
toolbox.register("update", strategy.update)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", np.mean)
stats.register("std", np.std)
stats.register("min", np.min)
stats.register("max", np.max)
hof = tools.HallOfFame(1)
pop, logbook = algorithms.eaGenerateUpdate(toolbox,
ngen=NGEN,
stats=stats,
halloffame=hof)
return pop, logbook, hof
def optimize(self, GEN=100, disp=True):
pop, logbook = algorithms.eaGenerateUpdate(self.toolbox, ngen=GEN, stats=self.stats, halloffame=self.hof, verbose=disp)
for i in range(len(logbook)):
self.logbook.record(**logbook[i])
return pop, self.logbook
def QAPEA(fName, pobSize, genNums):
"""
Función que utiliza el algoritmo UMDA para encontrar un óptimo sobre una instancia
del problema de asignación cuadrática.
"""
createMinRace()
vertices, mDistance, mFlux = qap.Read_QAP_Instance(fName)
n, N = vertices, pobSize
trunc_par=0.5
strategy = UMDA(n,N,trunc_par)
toolbox = base.Toolbox()
toolbox.register("evaluate", evalQAPEA,mDistance, mFlux,n=n)
#funcion generate UMDA
toolbox.register("generate", strategy.generate, creator.Individual)
#funcion update UMDA
toolbox.register("update", strategy.update)
# Np equality function (operators.eq) between two arrays returns the
# equality element wise, which raises an exception in the if similar()
# check of the hall of fame. Using a different equality function like
# np.array_equal or np.allclose solve this issue.
hof = tools.HallOfFame(1, similar=np.array_equal)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("min", np.min)
stats.register("max", np.max)
rdo= algorithms.eaGenerateUpdate(toolbox, ngen=genNums, stats=stats, halloffame=hof,verbose=True)
evals = [ dic['min'] for dic in rdo[1] ]
return (hof[0],evals)
def main(seed):
random.seed(seed)
NGEN = 50
# Initialize the PBIL EDA
pbil = PBIL(ndim=50,
learning_rate=0.3,
mut_prob=0.1,
mut_shift=0.05,
lambda_=20)
toolbox.register("generate", pbil.generate, creator.Individual)
toolbox.register("update", pbil.update)
# Statistics computation
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", numpy.mean)
stats.register("std", numpy.std)
stats.register("min", numpy.min)
stats.register("max", numpy.max)
pop, logbook = algorithms.eaGenerateUpdate(toolbox,
NGEN,
stats=stats,
verbose=True)
def fit(self, X, y):
strategy = cma.Strategy(
centroid=[self.mean] * self.n_dim,
sigma=self.sigma,
)
toolbox = self.create_toolbox(X, y)
toolbox.register(
"generate",
self._generate_pop_with_fitness,
strategy.generate)
toolbox.register("update", strategy.update)
self.hall_of_fame = tools.HallOfFame(1)
self.pop, self.logbook = algorithms.eaGenerateUpdate(
toolbox,
ngen=self.n_gen,
stats=self._build_stats(),
halloffame=self.hall_of_fame,
verbose=self.verbose
)
self.cleanup()
return self
def train(self, stats, number_generations, checkpoint, cb_before_each_generation=None):
if self.conf["use_original_cma_trainer"]:
return orig_algorithms.eaGenerateUpdate(self.toolbox, ngen=number_generations,
halloffame=self.hof, stats=stats)
else:
return algorithms.eaGenerateUpdate(self.toolbox, ngen=number_generations,
stats=stats, halloffame=self.hof, checkpoint=checkpoint,
cb_before_each_generation=cb_before_each_generation)
def run_cma(vertices,
edges,
alpha,
beta,
gamma,
cb,
lambda_=200,
generations=250):
"""
Runs a CMA-ES
"""
### SETUP
x, y, theta, xy, n_v, n_e, args = get_initial_arguments(
vertices, edges, alpha, beta, gamma, cb)
fitness_function = make_fitness_function(args)
creator.create("FitnessMin", base.Fitness, weights=(-1.0, ))
creator.create("Individual", list, fitness=creator.FitnessMin)
toolbox = base.Toolbox()
toolbox.register("evaluate", fitness_function)
### RUNNING
np.random.seed(128)
N = len(xy)
strategy = cma.Strategy(centroid=xy, sigma=0.001, lambda_=lambda_)
toolbox.register("generate", strategy.generate, creator.Individual)
toolbox.register("update", strategy.update)
hof = tools.HallOfFame(1)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", np.mean)
stats.register("std", np.std)
stats.register("min", np.min)
stats.register("max", np.max)
algorithms.eaGenerateUpdate(toolbox,
ngen=generations,
stats=stats,
halloffame=hof)
return hof
def main():
# toolbox.population(n=100)
# print(" ",toolbox.individual())
ehsba_tsp = deap_ehsba_tsp(100)
toolbox = base.Toolbox()
toolbox.register("evaluate", ehsba_tsp.evaluate)
toolbox.register("generate", ehsba_tsp.generate, creator.Individual)
toolbox.register("update", ehsba_tsp.update)
# toolbox.register("evaluate", umda.evaluate)
stats = tools.Statistics(lambda ind: ind.fitness.values)
# stats.register("avg", np.mean)
# stats.register("std", np.std)
stats.register("min", np.min)
stats.register("max", np.max)
algorithms.eaGenerateUpdate(toolbox, ngen=200, stats=stats)
def main():
numpy.random.seed()
# The CMA-ES One Plus Lambda algorithm takes a initialized parent as argument
parent = creator.Individual((numpy.random.rand() * 5) - 1 for _ in range(N))
parent.fitness.values = toolbox.evaluate(parent)
strategy = cma.StrategyOnePlusLambda(parent, sigma=5.0, lambda_=10)
toolbox.register("generate", strategy.generate, ind_init=creator.Individual)
toolbox.register("update", strategy.update)
hof = tools.HallOfFame(1)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", numpy.mean)
stats.register("std", numpy.std)
stats.register("min", numpy.min)
stats.register("max", numpy.max)
algorithms.eaGenerateUpdate(toolbox, ngen=200, halloffame=hof, stats=stats)
def CMAOpt(X, Y, Adj):
Xopt = np.zeros(X.shape)
Yopt = np.zeros(Y.shape)
fopt = lambda x: -f(x)
nevals = X.shape[0] * 50 * 50 #10*X.shape[1]
for i in range(X.shape[0]):
creator.create("FitnessMax", base.Fitness, weights=(1.0, ))
creator.create("Individual", np.ndarray, fitness=creator.FitnessMax)
toolbox = base.Toolbox()
toolbox.register("evaluate", f)
toolbox.decorate("evaluate", tupleize)
neigh = np.where(Adj[i, :])[0]
if neigh.shape[0] > 2:
sigma = 2.0 * ((X[i] - X[neigh])**2).max()
else:
sigma = 0.2
strategy = cma.Strategy(centroid=X[i], sigma=sigma,
lambda_=50) #10*X.shape[1])
toolbox.register("generate", strategy.generate, creator.Individual)
toolbox.register("update", strategy.update)
toolbox.decorate("generate", checkBounds(f.lb, f.ub))
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("max", np.max)
hof = tools.HallOfFame(1, similar=np.array_equal)
try:
algorithms.eaGenerateUpdate(toolbox,
ngen=100,
stats=stats,
halloffame=hof,
verbose=False)
#algorithms.eaGenerateUpdate(toolbox, ngen=50, stats=stats, halloffame=hof, verbose=False)
#algorithms.eaGenerateUpdate(toolbox, ngen=50, stats=stats, halloffame=hof, verbose=False)
Xopt[i, :] = hof[0]
Yopt[i] = f(hof[0])
except:
Xopt[i, :] = X[i, :]
Yopt[i] = Y[i]
return Xopt, Yopt, nevals
def main():
N, LAMBDA = 30, 1000
MU = int(LAMBDA/4)
strategy = EDA(centroid=[5.0]*N, sigma=[5.0]*N, mu=MU, lambda_=LAMBDA)
toolbox = base.Toolbox()
toolbox.register("evaluate", benchmarks.rastrigin)
toolbox.register("generate", strategy.generate, creator.Individual)
toolbox.register("update", strategy.update)
hof = tools.HallOfFame(1)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", tools.mean)
stats.register("std", tools.std)
stats.register("min", min)
stats.register("max", max)
algorithms.eaGenerateUpdate(toolbox, ngen=150, stats=stats, halloffame=hof)
return hof[0].fitness.values[0]
def run(self, nGens, nprocs=1):
# Start processes
if (nprocs > 1):
pool = multiprocessing.Pool(processes=nprocs)
self.toolbox.register("map", pool.map)
# Run CMA-ES and store final things
self.output = algorithms.eaGenerateUpdate(self.toolbox,
ngen=nGens,
stats=self.stats,
halloffame=self.hof,
verbose=True)
def run(self):
hof = tools.HallOfFame(1)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", np.mean)
stats.register("std", np.std)
stats.register("min", np.min)
stats.register("max", np.max)
pop, logbook = algorithms.eaGenerateUpdate(self.toolbox,
ngen=200,
stats=stats,
halloffame=hof)
return pop, logbook, hof
def do_cmaes(gp_ind, toolbox, data_t):
ephemerals_indxs = collect_ephemeral_indices(gp_ind) # [(0,5),....(1,4),...]
ephemerals_vals = [gp_ind[indx[0]][indx[1]].value for indx in ephemerals_indxs]
if not ephemerals_vals:
return None
creator.create("FitnessMin", base.Fitness, weights=(-1.0,))
creator.create("Individual", list, fitness=creator.FitnessMin)
c_toolbox = base.Toolbox()
c_toolbox.register("evaluate", eval_cmaes, gp_ind, ephemerals_indxs, toolbox, data_t)
strategy = cma.Strategy(ephemerals_vals, sigma=0.1)
c_toolbox.register("generate", strategy.generate, creator.Individual)
c_toolbox.register("update", strategy.update)
hof_2 = tools.HallOfFame(1)
stats_2 = tools.Statistics(lambda ind: ind.fitness.values)
stats_2.register("avg", np.mean)
stats_2.register("std", np.std)
stats_2.register("min", np.min)
stats_2.register("max", np.max)
algorithms.eaGenerateUpdate(c_toolbox, ngen=250, stats=stats_2, halloffame=hof_2)
return hof_2[0]
def test_cma():
NDIM = 5
strategy = cma.Strategy(centroid=[0.0]*NDIM, sigma=1.0)
toolbox = base.Toolbox()
toolbox.register("evaluate", benchmarks.sphere)
toolbox.register("generate", strategy.generate, creator.__dict__[INDCLSNAME])
toolbox.register("update", strategy.update)
pop, _ = algorithms.eaGenerateUpdate(toolbox, ngen=100)
best, = tools.selBest(pop, k=1)
assert best.fitness.values < (1e-8,), "CMA algorithm did not converged properly."
def test_cma():
NDIM = 5
strategy = cma.Strategy(centroid=[0.0]*NDIM, sigma=1.0)
toolbox = base.Toolbox()
toolbox.register("evaluate", benchmarks.sphere)
toolbox.register("generate", strategy.generate, creator.__dict__[INDCLSNAME])
toolbox.register("update", strategy.update)
pop, _ = algorithms.eaGenerateUpdate(toolbox, ngen=100)
best, = tools.selBest(pop, k=1)
assert best.fitness.values < (1e-8,), "CMA algorithm did not converged properly."
def main():
# The cma module uses the numpy random number generator
numpy.random.seed(128)
# The CMA-ES algorithm takes a population of one individual as argument
# The centroid is set to a vector of 5.0 see http://www.lri.fr/~hansen/cmaes_inmatlab.html
# for more details about the rastrigin and other tests for CMA-ES
strategy = cma.Strategy(centroid=[5.0] * N, sigma=5.0, lambda_=20 * N)
toolbox.register("generate", strategy.generate, creator.Individual)
toolbox.register("update", strategy.update)
hof = tools.HallOfFame(1)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", numpy.mean)
stats.register("std", numpy.std)
stats.register("min", numpy.min)
stats.register("max", numpy.max)
#logger = tools.EvolutionLogger(stats.functions.keys())
# The CMA-ES algorithm converge with good probability with those settings
algorithms.eaGenerateUpdate(toolbox, ngen=250, stats=stats, halloffame=hof)
# print "Best individual is %s, %s" % (hof[0], hof[0].fitness.values)
return hof[0].fitness.values[0]
def run():
"""Run the evolution."""
if args.verbose and __name__ == '__main__':
print "objective: minimise", eval_func.__doc__
if args.seed is not None:
np.random.seed(args.seed)
hof = tools.HallOfFame(1)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("min", np.min)
algorithms.eaGenerateUpdate(toolbox, ngen=args.generations, stats=stats,
halloffame=hof, verbose=True)
(score,) = hof[0].fitness.values
print 'Score: %.2f $/MWh' % score
print 'List:', hof[0]
set_generators(hof[0])
nem.run(context)
context.verbose = True
print context
if args.transmission:
print context.exchanges.max(axis=0)
def main():
N, LAMBDA = 30, 1000
MU = int(LAMBDA/4)
strategy = EMNA(centroid=[5.0]*N, sigma=5.0, mu=MU, lambda_=LAMBDA)
toolbox = base.Toolbox()
toolbox.register("evaluate", benchmarks.sphere)
toolbox.register("generate", strategy.generate, creator.Individual)
toolbox.register("update", strategy.update)
# Numpy equality function (operators.eq) between two arrays returns the
# equality element wise, which raises an exception in the if similar()
# check of the hall of fame. Using a different equality function like
# numpy.array_equal or numpy.allclose solve this issue.
hof = tools.HallOfFame(1, similar=numpy.array_equal)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", numpy.mean)
stats.register("std", numpy.std)
stats.register("min", numpy.min)
stats.register("max", numpy.max)
algorithms.eaGenerateUpdate(toolbox, ngen=150, stats=stats, halloffame=hof)
return hof[0].fitness.values[0]
def main():
N, LAMBDA = 30, 1000
MU = int(LAMBDA / 4)
strategy = EMNA(centroid=[5.0] * N, sigma=5.0, mu=MU, lambda_=LAMBDA)
toolbox = base.Toolbox()
toolbox.register("evaluate", benchmarks.sphere)
toolbox.register("generate", strategy.generate, creator.Individual)
toolbox.register("update", strategy.update)
# Numpy equality function (operators.eq) between two arrays returns the
# equality element wise, which raises an exception in the if similar()
# check of the hall of fame. Using a different equality function like
# numpy.array_equal or numpy.allclose solve this issue.
hof = tools.HallOfFame(1, similar=numpy.array_equal)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", numpy.mean)
stats.register("std", numpy.std)
stats.register("min", numpy.min)
stats.register("max", numpy.max)
algorithms.eaGenerateUpdate(toolbox, ngen=150, stats=stats, halloffame=hof)
return hof[0].fitness.values[0]
def main():
pop = toolbox.population(n=MU)
hof = tools.HallOfFame(maxsize=THOF)
stats=0
if METHODE == 1:
pop, logbook = algorithms.eaSimple(pop, toolbox, CXPB, MUTPB, NGEN, halloffame=hof)
elif METHODE == 2:
pop, logbook = algorithms.eaMuPlusLambda(pop, toolbox, MU, LAMBDA, CXPB, MUTPB, NGEN, stats, halloffame=hof)
elif METHODE == 3:
pop, logbook = algorithms.eaGenerateUpdate(toolbox, NGEN, stats, hof)
elif METHODE == 4:
pop, logbook = algorithms.eaMuCommaLambda(pop, toolbox, MU, LAMBDA, CXPB, MUTPB, NGEN, halloffame=hof)
return pop, hof, logbook
def optimize(self, expression: base.Expression, problem_size, generations,
storages, evaluation_time):
def evaluate(weights):
program_generator = self._gp_optimizer.program_generator
output_path = program_generator._output_path_generated
program_generator.generate_global_weight_initializations(
output_path, weights)
program_generator.run_c_compiler(output_path)
runtime, convergence_factor, _ = program_generator.evaluate(
output_path,
infinity=self._gp_optimizer.infinity,
number_of_samples=1)
program_generator.restore_global_initializations(output_path)
return convergence_factor,
self._toolbox.register("evaluate", evaluate)
lambda_ = int(round((4 + 3 * log(problem_size)) * 2))
if self._gp_optimizer.is_root():
print("Running CMA-ES", flush=True)
strategy = cma.Strategy(centroid=[1.0] * problem_size,
sigma=0.3,
lambda_=lambda_)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", numpy.mean)
stats.register("std", numpy.std)
stats.register("min", numpy.min)
stats.register("max", numpy.max)
self._toolbox.register("generate", strategy.generate,
creator.RelaxationFactors)
self._toolbox.register("update", strategy.update)
hof = tools.HallOfFame(1)
generator = self._gp_optimizer.program_generator
if generator.run_exastencils_compiler(
knowledge_path=generator.knowledge_path_generated,
settings_path=generator.settings_path_generated) != 0:
raise RuntimeError(
"Could not initialize code generator for relaxation factor optimization"
)
_, logbook = algorithms.eaGenerateUpdate(self._toolbox,
ngen=generations,
halloffame=hof,
verbose=False,
stats=stats)
if self._gp_optimizer.is_root():
print(logbook, flush=True)
return hof[0]
def run_cmaes_p_concat(v, k, r, seed, generations, sig=None):
suzuki = approx.suzuki_vals(k)
if sig == None:
sig = 1e-5 / len(suzuki)
chain = hchain.HeisenbergChain(len(v), v)
random.seed(seed)
np.random.seed(seed)
# Error from target
def target_error(ind):
if NORMALISE:
norm_ind = norm_f(ind)
else:
norm_ind = ind
final_ind = approx.r_copies(approx.expand_vals(ind), r)
return approx.error(chain, final_ind, t=2 * chain.n),
toolbox = base.Toolbox()
toolbox.register("evaluate", target_error)
strategy = cma.Strategy(centroid=suzuki, sigma=sig)
toolbox.register("generate", strategy.generate, creator.Individual)
toolbox.register("update", strategy.update)
hof = tools.HallOfFame(1)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", np.mean)
stats.register("std", np.std)
stats.register("min", np.min)
stats.register("max", np.max)
pop, log = algorithms.eaGenerateUpdate(toolbox,
ngen=generations,
stats=stats,
halloffame=hof,
verbose=True)
return pop, log, hof
def main(N, out_sol_dict):
'''
Procedure setting up all the necessary parameters and components for
CMAES evolution
Parameters:
-----------
N: Dimension of the problem (number of variables)
out_sol_dict: Dictionnary to store the results
'''
# CMAES strategy
strategy = cma.Strategy(centroid=[5.0] * N, sigma=5.0, lambda_=20 * N)
# Register the generation and update procedure for the algorithm workflow
toolbox.register("generate", strategy.generate, creator.Individual)
toolbox.register("update", strategy.update)
# Create a set containing the best individual recorded
hof = tools.HallOfFame(1)
# Create a statistical object and tell it what you want to monitor
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", numpy.mean)
stats.register("std", numpy.std)
stats.register("min", numpy.min)
stats.register("max", numpy.max)
# Start the generation and update the population of solutions:w
_, logbook = algorithms.eaGenerateUpdate(toolbox,
ngen=250,
stats=stats,
halloffame=hof)
# Get best solution and save it
best_sol = tools.selBest(hof, 1)[0]
out_sol_dict["solution"] = list(best_sol)
out_sol_dict["fit"] = float(best_sol.fitness.values[0])
# Plot convergence
gen, avg = logbook.select("gen", "avg")
plt.figure()
plt.title("Convergence curve")
plt.xlabel("Generations")
plt.ylabel("Best obtained Fitness value at gen N")
plt.grid(True)
plt.plot(gen, avg, "r--")
plt.savefig("conv.pdf", dpi=600)
def main(seed):
random.seed(seed)
NGEN = 50
#Initialize the PBIL EDA
pbil = PBIL(ndim=50, learning_rate=0.3, mut_prob=0.1,
mut_shift=0.05, lambda_=20)
toolbox.register("generate", pbil.generate, creator.Individual)
toolbox.register("update", pbil.update)
# Statistics computation
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("Avg", tools.mean)
stats.register("Std", tools.std)
stats.register("Min", min)
stats.register("Max", max)
pop = algorithms.eaGenerateUpdate(toolbox, NGEN, stats=stats, verbose=True)
def fit(self, X, y):
strategy = cma.Strategy(
centroid=[self.mean] * self.n_dim,
sigma=self.sigma,
)
toolbox = self.create_toolbox(X, y)
toolbox.register("generate", self._generate_pop_with_fitness,
strategy.generate)
toolbox.register("update", strategy.update)
self.hall_of_fame = tools.HallOfFame(1)
self.pop, self.logbook = algorithms.eaGenerateUpdate(
toolbox,
ngen=self.n_gen,
stats=self._build_stats(),
halloffame=self.hall_of_fame,
verbose=self.verbose)
self.cleanup()
return self
def train(self, maximize_fitness=True):
# Experiments management- creating logs dir for the experiment
description = "centroid_0_sigma_50_ngen_2000_3_episodes"
if not os.path.exists("logs"):
os.makedirs("logs")
this_run_directory_name = type(self.fitness_obj).__name__ + "_" + \
self.fitness_obj.game_name() + \
str(datetime.now().strftime("_%Y-%m-%d-%H-%M-")) + description
this_run_directory_full_path = os.path.join("logs",
this_run_directory_name)
os.mkdir(this_run_directory_full_path)
shutil.copyfile(
"TrainEs.py",
os.path.join(this_run_directory_full_path, "TrainEs.py"))
shutil.copyfile(
"GameFitness.py",
os.path.join(this_run_directory_full_path, "GameFitness.py"))
open(os.path.join(this_run_directory_full_path, "params.txt"),
'w').write(str(self.params))
# ES definitions and initialization according to the params
if maximize_fitness:
creator.create("FitnessMax", base.Fitness, weights=(1.0, ))
creator.create("Individual",
list,
fitness=creator.FitnessMax,
n=self.fitness_obj.num_features())
else:
creator.create("FitnessMin", base.Fitness, weights=(-1.0, ))
creator.create("Individual",
list,
fitness=creator.FitnessMin,
n=self.fitness_obj.num_features())
toolbox = base.Toolbox()
toolbox.register("evaluate", self.fitness_obj.evaluate_task)
strategy = cma.Strategy(centroid=[self.params["centroid"]] *
self.fitness_obj.num_features(),
sigma=self.params["sigma"],
lambda_=self.params["gen_size_factor"] *
self.fitness_obj.num_features())
toolbox.register("generate", strategy.generate, creator.Individual)
toolbox.register("update", strategy.update)
hof = tools.HallOfFame(1)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("Avg", np.mean)
stats.register("Std", np.std)
stats.register("Min", np.min)
stats.register("Max", np.max)
start_time = time()
pop, logbook = algorithms.eaGenerateUpdate(toolbox,
ngen=self.params["ngen"],
stats=stats,
halloffame=hof)
elapsed_time = time() - start_time
print('%.2f seconds' % elapsed_time)
print(hof)
print("final fitness: " + str(self.fitness_obj.evaluate_task(hof[0])))
open(os.path.join(this_run_directory_full_path, "final_model.txt"),
'w').write(str(hof[0]))
open(os.path.join(this_run_directory_full_path, "time_to_train.txt"),
'w').write('%.2f seconds' % elapsed_time)
# Plotting the training process
plt.plot([stat['Avg'] for stat in logbook])
plt.plot([stat['Min'] for stat in logbook])
plt.plot([stat['Max'] for stat in logbook])
plt.title('Fitness over generations')
plt.ylabel('Fitness')
plt.xlabel('Generation')
plt.legend(['avg', 'min', 'max'], loc='upper left')
plt.savefig(os.path.join(this_run_directory_full_path,
"fitness_graph"))
plt.show()
return stats, hof
import multiprocessing
pool = multiprocessing.Pool()
toolbox.register("map", pool.map)
num_genomes_in_hof = 3
hof = evo_utils.HallOfFamePriorityYoungest(num_genomes_in_hof)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", np.mean)
stats.register("std", np.std)
stats.register("min", np.min)
stats.register("max", np.max)
num_gens = 1000
population, logbook = algorithms.eaGenerateUpdate(toolbox,
ngen=num_gens,
stats=stats,
halloffame=hof)
#Save video of best agent
save_video(hof[0],
dummy_agent,
dummy_env,
num_steps=200,
file_name='hof_best_agent.mp4')
#Save best agent
dummy_agent.set_weights(hof[0])
dummy_agent.save_agent(obs_normalise=normalise_obs,
domain_params_in_obs=domain_params_in_obs)
parameters_dict.update(experiment_dict)
with open(paramsfile, 'w') as fp:
json.dump(parameters_dict, fp)
cluster = LocalCluster(n_workers=n_workers)
client = Client(cluster)
def dask_map(func, *seqs, **kwargs):
results_future = client.map(func, *seqs, **kwargs)
return client.gather(results_future)
toolbox.register("map", dask_map)
start = time()
pop, logbook = algorithms.eaGenerateUpdate(toolbox,
ngen=n_gen,
stats=stats,
verbose=True)
end = time()
print(f"Total time taken: {end-start:.2f} seconds")
print("Final Population:\n", *pop, sep='\n')
if strategy.track_fitnesses:
fig, axes = plt.subplots(figsize=(12, 6))
axes.plot(np.arange(len(strategy.fitness_max)),
strategy.fitness_max,
label='maximum')
axes.plot(np.arange(len(strategy.fitness_min)),
strategy.fitness_min,
label='minimum')
axes.set_title('Fitness Across the Generations')
strategy = cma.Strategy(
centroid=nolearn_genome,
sigma=args.sigma
)
hof = tools.HallOfFame(10)
toolbox = base.Toolbox()
toolbox.register("evaluate", fitness_EA)
toolbox.register("generate", strategy.generate, creator.Individual)
toolbox.register("update", strategy.update)
if args.pm:
toolbox.register("map", map_dask)
elif args.db:
toolbox.register("map", map_dask_bag)
if __name__ == '__main__':
start = time()
pop, logbook = algorithms.eaGenerateUpdate(
toolbox,
ngen=args.n_gen,
stats=stats,
halloffame=hof,
verbose=args.verbose
)
end = time()
# print(logbook)
print("\nEvolutionary algorithm complete with args:")
print(*map(lambda x: f"{x[0]}:{x[1]}", vars(args).items()))
print(f"Total time taken: {end-start:.2f}s")
creator.create("Individual", np.ndarray, fitness=creator.FitnessMax)
if __name__ == '__main__':
n, N = 100, 100
trunc_par = 0.5
strategy = UMDA(n, N, trunc_par)
toolbox = base.Toolbox()
toolbox.register("evaluate", evalOneMax)
toolbox.register("generate", strategy.generate, creator.Individual)
toolbox.register("update", strategy.update)
# Np equality function (operators.eq) between two arrays returns the
# equality element wise, which raises an exception in the if similar()
# check of the hall of fame. Using a different equality function like
# np.array_equal or np.allclose solve this issue.
hof = tools.HallOfFame(1, similar=np.array_equal)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", np.mean)
stats.register("std", np.std)
stats.register("min", np.min)
stats.register("max", np.max)
algorithms.eaGenerateUpdate(toolbox,
ngen=15,
stats=stats,
halloffame=hof,
verbose=True)
print(hof[0].fitness.values[0])
