private static IWeightMutationStrategy <double> CreateCardinalGaussianDeltaStrategy(
int selectCount, double stdDev)
{
var selectStrategy = new CardinalSubsetSelectionStrategy(selectCount);
return(DeltaWeightMutationStrategy.CreateGaussianDeltaStrategy(selectStrategy, stdDev));
}
public void TestUniformDelta()
{
double weightScale = 5.0;
var strategy = DeltaWeightMutationStrategy.CreateUniformDeltaStrategy(
new SelectAllStrategy(),
weightScale,
RandomDefaults.CreateRandomSource(0));
int iters = 10000;
double[] weightArr = new double[iters];
for (int i = 0; i < iters; i++)
{
weightArr[i] = 1000.0;
}
strategy.Invoke(weightArr);
// Construct a histogram on the array of weights.
HistogramData hist = NumericsUtils.BuildHistogramData(weightArr, 8);
// We expect samples to be approximately evenly distributed over the histogram buckets.
for (int i = 0; i < hist.FrequencyArray.Length; i++)
{
Assert.IsTrue(hist.FrequencyArray[i] > (iters / 8) * 0.8);
}
// We expect min and max to be close to 1000-weightScale and 1000+weightScale respectively.
Assert.IsTrue(hist.Max <= (1000 + weightScale) && hist.Max > (1000 + weightScale) - 0.1);
Assert.IsTrue(hist.Min >= (1000 - weightScale) && hist.Min < (1000 - weightScale) + 0.1);
}
public void TestGaussianDelta()
{
var strategy = DeltaWeightMutationStrategy.CreateGaussianDeltaStrategy(
new SelectAllStrategy(),
1.0, RandomDefaults.CreateRandomSource(0));
int iters = 100000;
double[] weightArr = new double[iters];
for (int i = 0; i < iters; i++)
{
weightArr[i] = 1000.0;
}
strategy.Invoke(weightArr);
// Construct a histogram on the array of weights.
HistogramData hist = NumericsUtils.BuildHistogramData(weightArr, 8);
// We expect min and max to be close to be about -995.5 and +1004.5 respectively
// (but they could be further from the mean of 1000, with no bound).
Assert.IsTrue(hist.Max >= 1002.0);
Assert.IsTrue(hist.Min <= 998.0);
TestMean(weightArr, 1000.0);
}
private static IWeightMutationStrategy <double> CreateCardinalGaussianDeltaStrategy(
int selectCount, double stdDev, IRandomSourceBuilder rngBuilder)
{
var selectStrategy = new CardinalSubsetSelectionStrategy(selectCount, rngBuilder.Create());
return(DeltaWeightMutationStrategy.CreateGaussianDeltaStrategy(selectStrategy, stdDev, rngBuilder.Create()));
}
