def __init__(self, gen = 500, elite = 0.5, scale = 0.3, variant=1, screen_output = False):
"""
Constructs a Cross-Entropy Algorithm (Python)
USAGE: algorithm.py_cross_entropy(gen = 1, elite = 0.5, scale = 0.2, variant=1, screen_output = False))
NOTE: A multivariate normal distribution is used.
The first sample is centered around the population champion.
Covariance matrix and mean is evaluated using ind.best_x
* gen: number of generations
* elite: fraction of the population considered as elite (in (0,1])
* scale: scaling factor for the estimated covariance matrix
* variant: algoritmic variant to use (one of [1,2])
1. 'Canonical' - Covariance Matrix is evaluated as sum (x_(i+1)-mu_i)^T (x_(i+1)-mu_i)
2. 'Dario's' - Covariance Matrix is evaluated as sum (x_(i+1)-mu_i^T)^T (x_(i+1)-mu_i^T)
* screen_output: activates screen_output (output at each generation)
"""
try:
import numpy as np
except ImportError:
raise ImportError("This algorithm needs numpy to run. Is numpy installed?")
base.__init__(self)
self.__gen = gen
self.__elite = elite
self.__scale = scale
self.__screen_output = screen_output
self.__weights = []
self.__variant = variant
np.random.seed()
def __init__(self, solver_name, constrained):
base.__init__(self)
try:
exec("from scipy.optimize import %s as solver" % solver_name)
from numpy import concatenate, array
except ImportError:
raise ImportError("The necessary SciPy and/or NumPy classes/functions could not be imported")
self.solver = solver
self.constrained = constrained
def __init__(self, solver_name, constrained):
base.__init__(self)
try:
exec('from scipy.optimize import %s as solver' % solver_name)
from numpy import concatenate, array
except ImportError:
raise ImportError(
'The necessary SciPy and/or NumPy classes/functions could not be imported'
)
self.solver = solver
self.constrained = constrained
def __init__(self,
gen=500,
elite=0.5,
scale=0.3,
variant=1,
screen_output=False):
"""
Constructs a Cross-Entropy Algorithm (Python)
USAGE: algorithm.py_cross_entropy(gen = 1, elite = 0.5, scale = 0.2, variant=1, screen_output = False))
NOTE: A multivariate normal distribution is used.
The first sample is centered around the population champion.
Covariance matrix and mean is evaluated using ind.best_x
* gen: number of generations
* elite: fraction of the population considered as elite (in (0,1])
* scale: scaling factor for the estimated covariance matrix
* variant: algoritmic variant to use (one of [1,2])
1. 'Canonical' - Covariance Matrix is evaluated as sum (x_(i+1)-mu_i)^T (x_(i+1)-mu_i)
2. 'Dario's' - Covariance Matrix is evaluated as sum (x_(i+1)-mu_i^T)^T (x_(i+1)-mu_i^T)
* screen_output: activates screen_output (output at each generation)
"""
try:
import numpy as np
except ImportError:
raise ImportError(
"This algorithm needs numpy to run. Is numpy installed?")
base.__init__(self)
self.__gen = gen
self.__elite = elite
self.__scale = scale
self.__screen_output = screen_output
self.__weights = []
self.__variant = variant
np.random.seed()
def __init__(self, gen = 500, cc = -1, cs = -1, c1 = -1, cmu = -1, sigma0=0.5, ftol = 1e-6, xtol = 1e-6, memory = False, screen_output = False):
"""
Constructs a Covariance Matrix Adaptation Evolutionary Strategy (Python)
USAGE: algorithm.py_cmaes(gen = 500, cc = -1, cs = -1, c1 = -1, cmu = -1, sigma0=0.5, ftol = 1e-6, xtol = 1e-6, memory = False, screen_output = False)
NOTE: In our variant of the algorithm, particle memory is used to extract the elite and reinsertion
is made aggressively ..... getting rid of the worst guy). Also, the bounds of the problem
are enforced, as to allow PaGMO machinery to work. Fine control on each iteration can be achieved
by calling the algo with gen=1 (algo state is stored, cmaes will continue at next call ... without
initializing again all its state!!)
* gen: number of generations
* cc: time constant for C cumulation (in [0,1]) if -1 automatic values are set
* cs: time constant for sigma cumulation (in [0,1]) if -1 automatic values are set
* c1: learning rate for rank-1 update (in [0,1]) if -1 automatic values are set
* cmu: learning rate for rank-mu update (in [0,1]) if -1 automatic values are set
* sigma0: starting step (std)
* xtol: stopping criteria on the x tolerance
* ftol: stopping criteria on the f tolerance
* memory: when True the algorithm preserves memory of covariance, step and more between successive runs
* screen_output: activates screen_output (output at each generation)
"""
try:
import numpy as np
except ImportError:
raise ImportError("This algorithm needs numpy to run. Is numpy installed?")
if ( gen <= 0 ):
raise ValueError("gen needs to be > 0")
if ( (cc<0 or cc>1) and not cc==-1):
raise ValueError("cc needs to be in [0,1] or -1 for auto value")
if ( (cs<0 or cs>1) and not cc==-1):
raise ValueError("cs needs to be in [0,1] or -1 for auto value")
if ( (c1<0 or c1>1) and not cc==-1):
raise ValueError("c1 needs to be in [0,1] or -1 for auto value")
if ( (cmu<0 or cmu>1) and not cc==-1):
raise ValueError("cmu needs to be in [0,1] or -1 for auto value")
base.__init__(self)
#Data members
self.__cc = cc
self.__cs = cs
self.__c1 = c1
self.__cmu = cmu
self.__gen = gen
self.__xtol = xtol
self.__ftol = ftol
self.__sigma0 = sigma0
self.__memory = memory
self.screen_output = screen_output
#Algorithm memory
self.__mean = 0
self.__variation = 0
self.__newpop = np.matrix([[1]])
self.__B = 0
self.__D = 0
self.__C = 0
self.__invsqrtC = 0
self.__pc = 0
self.__ps = 0
self.__counteval = 0
self.__eigeneval = 0
np.random.seed()
