/// <summary>
/// Checks adding a 0.2-standard deviation vector in any single coordinate does
/// not change the distribution mean.
/// </summary>
/// <param name="data">Internal <see cref="CmaEs{TSearchPoint}"/> data.</param>
/// <returns>Whether no change occurred in distribution mean.</returns>
public bool IsMet(CmaEsElements data)
{
if (data == null)
{
throw new ArgumentNullException(nameof(data));
}
if (!data.IsCompletelySpecified())
{
throw new ArgumentOutOfRangeException(
nameof(data),
"Data must be completely specified for this termination criterion.");
}
for (int i = 0; i < data.Configuration.SearchSpaceDimension; i++)
{
var shiftedMean = data.DistributionMean[i] + ((0.2 * data.StepSize) * data.Covariances[i, i]);
if (data.DistributionMean[i].Equals(shiftedMean))
{
// Might be true due to numerical issues. Then we should stop.
return(true);
}
}
return(false);
}
public void IsCompletelySpecifiedReturnsTrueForEverythingSpecified()
{
var data = new CmaEsElements(
this._configuration,
this._generation,
this._distributionMean,
this._stepSize,
this._covariances,
this._covariancesDecomposition,
this._evolutionPath,
this._conjugateEvolutionPath);
Assert.True(
data.IsCompletelySpecified(),
"Data is completely specified.");
}
public void IsCompletelySpecifiedReturnsFalseForMissingConjugateEvolutionPath()
{
var noConjugateEvolutionPath = new CmaEsElements(
this._configuration,
this._generation,
this._distributionMean,
this._stepSize,
this._covariances,
this._covariancesDecomposition,
this._evolutionPath,
conjugateEvolutionPath: null);
Assert.False(
noConjugateEvolutionPath.IsCompletelySpecified(),
"Data without a conjugate evolution path is not completely specified.");
}
public void IsCompletelySpecifiedReturnsFalseForMissingDistributionMean()
{
var noDistributionMean = new CmaEsElements(
this._configuration,
this._generation,
distributionMean: null,
stepSize: this._stepSize,
covariances: this._covariances,
covariancesDecomposition: this._covariancesDecomposition,
evolutionPath: this._evolutionPath,
conjugateEvolutionPath: this._conjugateEvolutionPath);
Assert.False(
noDistributionMean.IsCompletelySpecified(),
"Data without a distribution mean is not completely specified.");
}
/// <summary>
/// Checks if the factor between current and initial step size is greater than a <see cref="MaxFactor"/> times
/// the square root of the covariance matrix's largest eigenvalue.
/// </summary>
/// <param name="data">Internal <see cref="CmaEs{TSearchPoint}"/> data.</param>
/// <returns>Whether the factor is greater.</returns>
public bool IsMet(CmaEsElements data)
{
if (data == null)
{
throw new ArgumentNullException(nameof(data));
}
if (!data.IsCompletelySpecified())
{
throw new ArgumentOutOfRangeException(
nameof(data),
"Data must be completely specified for this termination criterion.");
}
var largestEigenvalue = data.CovariancesDiagonal.Diagonal().Maximum();
return(data.StepSize / data.Configuration.InitialStepSize > MaxFactor *Math.Sqrt(largestEigenvalue));
}
/// <summary>
/// Checks adding a 0.1-standard deviation vector in a principal axis direction of the covariance matrix does
/// not change the distribution mean.
/// <para>Axis is chosen dependent on generation.</para>
/// </summary>
/// <param name="data">Internal <see cref="CmaEs{TSearchPoint}"/> data.</param>
/// <returns>Whether no change occurred in distribution mean.</returns>
public bool IsMet(CmaEsElements data)
{
if (data == null)
{
throw new ArgumentNullException(nameof(data));
}
if (!data.IsCompletelySpecified())
{
throw new ArgumentOutOfRangeException(
nameof(data),
"Data must be completely specified for this termination criterion.");
}
int index = data.Generation % data.Configuration.SearchSpaceDimension;
var principalAxisDirection =
Math.Sqrt(data.CovariancesDiagonal[index, index]) * data.CovariancesEigenVectors.Column(index);
var shiftedMean = data.DistributionMean + ((0.1 * data.StepSize) * principalAxisDirection);
// Might be true due to numerical issues.
return(data.DistributionMean.Equals(shiftedMean));
}
