private GammaInfo CrossEntropy2(GammaInfo gammaInfo)
{
IBoolean tempRareEventExpression = new EqualTo(_reExpression, new ConstantValue(gammaInfo.IntermediateRareEvent));
var gammaInfoOut = new GammaInfo(_reactions.NumReactions)
{
IntermediateRareEvent = gammaInfo.IntermediateRareEvent,
IntermediateGamma = gammaInfo.IntermediateGamma
};
for (int i = 0; i < _crossEntropyRuns; i++)
{
StartRealization();
var n = new int[_reactions.NumReactions];
var lambda = new double[_reactions.NumReactions];
double weight = 1.0;
while (CurrentTime < duration)
{
if (tempRareEventExpression.Value)
{
gammaInfoOut.UpdateGamma(weight, n, lambda);
break;
}
StepOnce(ref weight, gammaInfoOut.IntermediateGamma, ref n, ref lambda);
}
}
gammaInfoOut.SetIntermediateGamma();
return(gammaInfoOut);
}
private void RunCrossEntropy()
{
int iter = 1;
float intermediateRareEvent = _rareEventType == 1 ? 0.0f : _reExpression.Value;
var gammaInfo = new GammaInfo(_reactions.NumReactions)
{
IntermediateRareEvent = intermediateRareEvent
};
using (StreamWriter output = File.AppendText(modelInfo.Name + "_dwSSA_CEinfo.txt"))
{
while (Math.Abs(intermediateRareEvent - _rareEventValue) > float.Epsilon)
{
Console.WriteLine("\nCross Entropy iteration " + iter + ":");
output.WriteLine("\nCross Entropy iteration " + iter + ":");
output.Flush();
gammaInfo = CrossEntropy1(gammaInfo);
bool rareEventFlag = (Math.Abs(gammaInfo.IntermediateRareEvent - _rareEventValue) <= float.Epsilon);
intermediateRareEvent = gammaInfo.IntermediateRareEvent;
output.WriteLine(" Intermediate rare event: " + intermediateRareEvent);
Console.WriteLine(" Intermediate rare event: " + intermediateRareEvent);
output.Flush();
if (rareEventFlag)
{
output.WriteLine("\nReached the rare event. Exiting multilevel cross entropy simulation...");
Console.WriteLine("\nReached the rare event. Exiting multilevel cross entropy simulation...");
output.Flush();
break;
}
gammaInfo.UpdateStructure();
gammaInfo = CrossEntropy2(gammaInfo);
for (int i = 0; i < _reactions.NumReactions; i++)
{
output.WriteLine(" Intermediate gamma " + (i + 1) + ": " + gammaInfo.IntermediateGamma[i]);
Console.WriteLine(" Intermediate gamma " + (i + 1) + ": " + gammaInfo.IntermediateGamma[i]);
}
output.Flush();
gammaInfo.UpdateStructure();
iter++;
if (iter == 15)
{
throw new ApplicationException("multilevel cross entropy did not converged in 15 iterations.");
}
}
}
for (int i = 0; i < _reactions.NumReactions; i++)
{
_gamma[i] = gammaInfo.IntermediateGamma[i];
}
}
private GammaInfo CrossEntropy1(GammaInfo gammaInfo)
{
var maxRareEventValue = new float[_crossEntropyRuns];
int counter = 0;
for (int i = 0; i < _crossEntropyRuns; i++)
{
StartRealization();
float currentMin = _rareEventType * (_rareEventValue - _reExpression.Value);
var n = new int[_reactions.NumReactions];
var lambda = new double[_reactions.NumReactions];
double weight = 1.0;
while (CurrentTime < duration)
{
if (_rareEventTest.Value)
{
counter++;
gammaInfo.UpdateGamma(weight, n, lambda);
break;
}
StepOnce(ref weight, gammaInfo.IntermediateGamma, ref n, ref lambda);
float tempMin = _rareEventType * (_rareEventValue - _reExpression.Value);
currentMin = Math.Min(currentMin, tempMin);
}
maxRareEventValue[i] = currentMin;
}
Array.Sort(maxRareEventValue);
float ireComp = maxRareEventValue[(int)Math.Ceiling(_crossEntropyRuns * _crossEntropyThreshold)];
float pastIntermediateRareEvent = gammaInfo.IntermediateRareEvent;
gammaInfo.IntermediateRareEvent = ireComp < 0 ? _rareEventValue : _rareEventType * (_rareEventValue - ireComp);
if (gammaInfo.IntermediateRareEvent >= _rareEventValue && counter >= (int)(_crossEntropyRuns * _crossEntropyThreshold))
{
gammaInfo.SetIntermediateGamma();
var gammaInfoOut = new GammaInfo(_reactions.NumReactions)
{
IntermediateRareEvent = _rareEventValue
};
for (int i = 0; i < _reactions.NumReactions; i++)
{
gammaInfoOut.IntermediateGamma[i] = gammaInfo.IntermediateGamma[i];
}
return(gammaInfoOut);
}
var cetCriteria = (pastIntermediateRareEvent - gammaInfo.IntermediateRareEvent) * _rareEventType;
if (cetCriteria > 0)
{
_crossEntropyThreshold *= 0.8f;
Console.WriteLine("Cross entropy threshold changed to : " + _crossEntropyThreshold);
Console.WriteLine("CETC: {0} pire: {1} ire:{2} ", cetCriteria, pastIntermediateRareEvent, gammaInfo.IntermediateRareEvent);
if (_crossEntropyThreshold * _crossEntropyRuns * 0.8 < _crossEntropyMinDataSize)
{
_crossEntropyRuns = (int)Math.Ceiling(_crossEntropyMinDataSize / _crossEntropyThreshold);
Console.WriteLine("Number of cross entropy simulations changed to : " + _crossEntropyRuns);
}
}
return(gammaInfo);
}