def new_tasks(self, extra):
import logging
log = logging.getLogger('gc3.gc3libs.EvolutionaryAlgorithm')
log.setLevel(logging.DEBUG)
log.propagate = 0
stream_handler = logging.StreamHandler()
stream_handler.setLevel(logging.DEBUG)
import gc3libs
log_file_name = os.path.join(os.getcwd(), 'EvolutionaryAlgorithm.log')
file_handler = logging.FileHandler(log_file_name, mode = 'w')
file_handler.setLevel(logging.DEBUG)
log.addHandler(stream_handler)
log.addHandler(file_handler)
#Population size reduced to 5 for testing purposes
# nlc needs to be a pickable function: http://docs.python.org/2/library/pickle.html#what-can-be-pickled-and-unpickled
de_solver = DifferentialEvolutionParallel(
dim = vec_dimension,
lower_bds = [-2] * vec_dimension,
upper_bds = [ 2] * vec_dimension,
pop_size = 5,
de_step_size = 0.85,
prob_crossover = 1.,
itermax = 200,
dx_conv_crit = None,
y_conv_crit = None,
de_strategy = 'DE_rand',
logger = log
)
initial_pop = []
if not initial_pop:
de_solver.new_pop = de_solver.draw_initial_sample()
else:
de_solver.new_pop = initial_pop
# create an instance globalObt
path_to_stage_dir = os.getcwd()
jobname = 'geometries'
kwargs = extra.copy()
kwargs['path_to_stage_dir'] = path_to_stage_dir
kwargs['opt_algorithm'] = de_solver
kwargs['task_constructor'] = task_constructor_geometries
kwargs['target_fun'] = compute_target_geometries
return [gc3libs.drivers.GridOptimizer(jobname=jobname, **kwargs)]
def new_tasks(self, extra):
import logging
log = logging.getLogger('gc3.gc3libs.EvolutionaryAlgorithm')
log.setLevel(logging.DEBUG)
log.propagate = 0
stream_handler = logging.StreamHandler()
stream_handler.setLevel(logging.DEBUG)
import gc3libs
log_file_name = os.path.join(os.getcwd(), 'EvolutionaryAlgorithm.log')
file_handler = logging.FileHandler(log_file_name, mode = 'w')
file_handler.setLevel(logging.DEBUG)
log.addHandler(stream_handler)
log.addHandler(file_handler)
#Population size reduced to 5 for testing purposes
# nlc needs to be a pickable function: http://docs.python.org/2/library/pickle.html#what-can-be-pickled-and-unpickled
de_solver = DifferentialEvolutionParallel(
dim = vec_dimension,
lower_bds = [-2] * vec_dimension,
upper_bds = [ 2] * vec_dimension,
pop_size = 5,
de_step_size = 0.85,
prob_crossover = 1.,
itermax = 200,
dx_conv_crit = None,
y_conv_crit = None,
de_strategy = 'DE_rand',
logger = log
)
initial_pop = []
if not initial_pop:
de_solver.new_pop = de_solver.draw_initial_sample()
else:
de_solver.new_pop = initial_pop
# create an instance globalObt
path_to_stage_dir = os.getcwd()
jobname = 'geometries'
kwargs = extra.copy()
kwargs['path_to_stage_dir'] = path_to_stage_dir
kwargs['opt_algorithm'] = de_solver
kwargs['task_constructor'] = task_constructor_geometries
kwargs['target_fun'] = compute_target_geometries
return [gc3libs.drivers.GridOptimizer(jobname=jobname, **kwargs)]
def calibrate_forwardPremium():
"""
Drver script to calibrate forwardPremium EX and sigmaX parameters.
It uses DifferentialEvolutionParallel as an implementation of
Ken Price's differential evolution
algorithm: [[http://www1.icsi.berkeley.edu/~storn/code.html]].
"""
global LOGGER
dim = 2 # the population will be composed of 2 parameters to optimze: [ EX, sigmaX ]
lower_bounds = [0.5,0.001] # Respectivaly for [ EX, sigmaX ]
upper_bounds = [1,0.01] # Respectivaly for [ EX, sigmaX ]
y_conv_crit = 0.98 # convergence treshold; stop when the evaluated output function y_conv_crit
# define constraints
ev_constr = nlcOne4eachPair(lower_bounds, upper_bounds)
global POPULATION_SIZE
opt = DifferentialEvolutionParallel(
dim = dim, # number of parameters of the objective function
lower_bds = lower_bounds,
upper_bds = upper_bounds,
pop_size = POPULATION_SIZE, # number of population members
de_step_size = 0.85,# DE-stepsize ex [0, 2]
prob_crossover = 1, # crossover probabililty constant ex [0, 1]
itermax = 20, # maximum number of iterations (generations)
x_conv_crit = None, # stop when variation among x's is < this
y_conv_crit = y_conv_crit, # stop when ofunc < y_conv_crit
de_strategy = 'DE_local_to_best',
nlc = ev_constr # pass constraints object
)
# Initialise population using the arguments passed to the
# DifferentialEvolutionParallel iniitalization
opt.new_pop = opt.draw_initial_sample()
LOGGER.info("Initial sample drawn: " + ', '.join(map(str, opt.new_pop)) )
# This is where the population gets evaluated
# it is part of the initialization step
newVals = forwardPremium(opt.new_pop)
# Update iteration count
opt.cur_iter += 1
# Update population and evaluate convergence
opt.update_population(opt.new_pop, newVals)
while not opt.has_converged():
LOGGER.info("*********************************************************************")
LOGGER.info("Optimization has not converged after performing iteration [" + str(opt.cur_iter) + "].")
# Generate new population and enforce constrains
opt.new_pop = opt.enforce_constr_re_evolve(opt.modify(opt.pop))
# Update iteration count
opt.cur_iter += 1
# This is where the population gets evaluated
# this step gets iterated until a population converges
newVals = forwardPremium(opt.new_pop)
# Update population and evaluate convergence
opt.update_population(opt.new_pop, newVals)
# Once iteration has terminated, extract 'bestval' which should represent
# the element in *all* populations that lead to the closest match to the
# empirical value
EX_best, sigmaX_best = opt.best
LOGGER.info("Optimization converged after [%d] steps. EX_best: %f, sigmaX_best: %f" % (opt.cur_iter, EX_best, sigmaX_best))
# write result fiel
result_file = open('/home/lsci/result_output', 'w')
result_file.write("Optimization converged after [%d] steps. EX_best: %f, sigmaX_best: %f" % (opt.cur_iter, EX_best, sigmaX_best))
result_file.close()
def calibrate_forwardPremium():
"""
Drver script to calibrate forwardPremium EX and sigmaX parameters.
It uses DifferentialEvolutionParallel as an implementation of
Ken Price's differential evolution
algorithm: [[http://www1.icsi.berkeley.edu/~storn/code.html]].
"""
dim = 2 # the population will be composed of 2 parameters to optimze: [ EX, sigmaX ]
lower_bounds = [0.5,0.001] # Respectivaly for [ EX, sigmaX ]
upper_bounds = [1,0.01] # Respectivaly for [ EX, sigmaX ]
y_conv_crit = 0.98 # convergence treshold; stop when the evaluated output function y_conv_crit
# define constraints
ev_constr = nlcOne4eachPair(lower_bounds, upper_bounds)
opt = DifferentialEvolutionParallel(
dim = dim, # number of parameters of the objective function
lower_bds = lower_bounds,
upper_bds = upper_bounds,
pop_size = POPULATION_SIZE, # number of population members
de_step_size = 0.85,# DE-stepsize ex [0, 2]
prob_crossover = 1, # crossover probabililty constant ex [0, 1]
itermax = 20, # maximum number of iterations (generations)
x_conv_crit = None, # stop when variation among x's is < this
y_conv_crit = y_conv_crit, # stop when ofunc < y_conv_crit
de_strategy = 'DE_local_to_best',
nlc = ev_constr # pass constraints object
)
try:
tmp = LocalState.load("driver", opt)
#print tmp, opt
except:
print 'Nothing to be loaded...'
# Jobs: create and manage population
pop = getJobs()
if not pop: # empty
# Initialise population using the arguments passed to the
# DifferentialEvolutionParallel iniitalization
opt.new_pop = opt.draw_initial_sample()
putJobs(pop2Jobs(opt))
else: # finished?
finished = True
for job in pop:
finished &= job.finished
# if job.iteration > opt.cur_iter: #restore current iteration counter
# opt.cur_iter = job.iteration
if finished:
# Update population and evaluate convergence
newVals = []
opt.new_pop = np.zeros( (POPULATION_SIZE, dim) )
k = 0
for job in pop:
newVals.append(job.result if job.result != None else PENALTY_VALUE)
opt.new_pop[k,:] = (job.paraEA, job.paraSigma)
k += 1
# Update iteration count
# global cur_iter, bestval
opt.cur_iter += 1
# opt.cur_iter = cur_iter
# opt.bestvtest/fp_lib.pyal = bestval #!!!
# opt.vals = newVals #!!!
# opt.pop = opt.new_pop #!!!
opt.update_population(opt.new_pop, newVals)
# bestval = opt.bestval #!!!
if not opt.has_converged():
# Generate new population and enforce constrains
opt.new_pop = opt.enforce_constr_re_evolve(opt.modify(opt.pop))
# Push and run again!
putJobs(pop2Jobs(opt))
else:
# Once iteration has terminated, extract `bestval` which should represent
# the element in *all* populations that lead to the closest match to the
# empirical value
EX_best, sigmaX_best = opt.best
print "Calibration converged after [%d] steps. EX_best: %f, sigmaX_best: %f" % (opt.cur_iter, EX_best, sigmaX_best)
# TODO: Cleanup
sys.exit()
# VM's: create and manage dispatchers
vms = getVMs()
if not vms: # empty
print "[+] No running EC2 instances found, creating %d" % N_NODES
nodes = fp_ec2_create_vms(N_NODES, pubkey_file='/home/tklauser/.ssh/id_rsa.pub')
vms = []
for node in nodes:
vm = { 'ip' : node.public_ips[0], 'vmtype' : 'Amazon', 'dateUpdate' : str(datetime.datetime.now()) }
vms.append(vm)
putVMs(vms)
else:
pass #TODO manage VMs
# Then, we could also run the forwardPremium binary here; Single script solution
LocalState.save("driver", opt)
def calibrate_forwardPremium():
"""
Drver script to calibrate forwardPremium EX and sigmaX parameters.
It uses DifferentialEvolutionParallel as an implementation of
Ken Price's differential evolution
algorithm: [[http://www1.icsi.berkeley.edu/~storn/code.html]].
"""
dim = 2 # the population will be composed of 2 parameters to optimze: [ EX, sigmaX ]
lower_bounds = [0.5,0.001] # Respectivaly for [ EX, sigmaX ]
upper_bounds = [1,0.01] # Respectivaly for [ EX, sigmaX ]
y_conv_crit = 0.98 # convergence treshold; stop when the evaluated output function y_conv_crit
# define constraints
ev_constr = nlcOne4eachPair(lower_bounds, upper_bounds)
opt = DifferentialEvolutionParallel(
dim = dim, # number of parameters of the objective function
lower_bds = lower_bounds,
upper_bds = upper_bounds,
pop_size = POPULATION_SIZE, # number of population members
de_step_size = 0.85,# DE-stepsize ex [0, 2]
prob_crossover = 1, # crossover probabililty constant ex [0, 1]
itermax = 20, # maximum number of iterations (generations)
x_conv_crit = None, # stop when variation among x's is < this
y_conv_crit = y_conv_crit, # stop when ofunc < y_conv_crit
de_strategy = 'DE_local_to_best',
nlc = ev_constr # pass constraints object
)
# Jobs: create and manage population
pop = getJobs()
if not pop: # empty
# Initialise population using the arguments passed to the
# DifferentialEvolutionParallel iniitalization
opt.new_pop = opt.draw_initial_sample()
putJobs(pop2Jobs(opt.new_pop))
else: # finished?
finished = True
for job in pop:
finished &= job.finished
if finished:
# Update population and evaluate convergence
newVals = []
opt.new_pop = np.zeros( (POPULATION_SIZE, dim) )
k = 0
for job in pop:
newVals.append(job.result if job.result != None else PENALTY_VALUE)
opt.new_pop[k,:] = (job.paraEA, job.paraSigma)
k += 1
# Update iteration count
opt.cur_iter += 1 #TODO: get from db
opt.bestval = PENALTY_VALUE+1 #!!!
opt.vals = newVals #!!!
opt.pop = opt.new_pop #!!!
opt.update_population(opt.new_pop, newVals)
if not opt.has_converged():
# Generate new population and enforce constrains
opt.new_pop = opt.enforce_constr_re_evolve(opt.modify(opt.pop))
# Push and run again!
putJobs(pop2Jobs(opt.new_pop))
else:
# Once iteration has terminated, extract `bestval` which should represent
# the element in *all* populations that lead to the closest match to the
# empirical value
EX_best, sigmaX_best = opt.best
print "Calibration converged after [%d] steps. EX_best: %f, sigmaX_best: %f" % (opt.cur_iter, EX_best, sigmaX_best)
sys.exit()
# VM's: create and manage dispatchers
vms = getVMs()
if not vms: # empty
createVMs(POPULATION_SIZE) #TODO create VMs
else:
pass #TODO manage VMs