/// <summary>
/// Initializes a new instance of the <see cref="DifferentialEvolutionStrategy{TInstance, TResult}"/> class.
/// </summary>
/// <param name="configuration">Options used for this instance.</param>
/// <param name="parameterTree">Provides the tunable parameters.</param>
/// <param name="genomeBuilder">Responsible for creation, modification and crossover of genomes.
/// Needs to be compatible with the given parameter tree and configuration.</param>
/// <param name="genomeSorter">
/// An <see cref="IActorRef" /> to a <see cref="GenomeSorter{TInstance,TResult}" />.
/// </param>
/// <param name="targetRunResultStorage">
/// An <see cref="IActorRef" /> to a <see cref="ResultStorageActor{TInstance,TResult}" />
/// which knows about all executed target algorithm runs and their results.
/// </param>
public DifferentialEvolutionStrategy(
AlgorithmTunerConfiguration configuration,
ParameterTree parameterTree,
GenomeBuilder genomeBuilder,
IActorRef genomeSorter,
IActorRef targetRunResultStorage)
: base(configuration, parameterTree, targetRunResultStorage, new GenomeSearchPointSorter <TInstance>(genomeSorter))
{
this._strategyConfiguration =
this.Configuration.ExtractDetailedConfiguration <DifferentialEvolutionStrategyConfiguration>(
DifferentialEvolutionStrategyArgumentParser.Identifier);
if (this._strategyConfiguration.FocusOnIncumbent)
{
this._informationFlow = new LocalDifferentialEvolutionInformationFlow(
this._strategyConfiguration,
parameterTree,
genomeBuilder);
}
else
{
this._informationFlow = new GlobalDifferentialEvolutionInformationFlow(
this._strategyConfiguration,
parameterTree,
genomeBuilder);
}
this._searchPointFactory = (vector, parent) => new GenomeSearchPoint(vector, parent, genomeBuilder);
this._differentialEvolutionRunner = this.CreateDifferentialEvolutionRunner(
this._strategyConfiguration.DifferentialEvolutionConfiguration.InitialMeanMutationFactor,
this._strategyConfiguration.DifferentialEvolutionConfiguration.InitialMeanCrossoverRate);
}
/// <summary>
/// Initializes a new instance of the <see cref="LocalDifferentialEvolutionInformationFlow"/> class.
/// </summary>
/// <param name="strategyConfiguration">
/// Options used for the <see cref="DifferentialEvolutionStrategy{TInstance,TResult}"/>.
/// </param>
/// <param name="parameterTree">Provides the tunable parameters.</param>
/// <param name="genomeBuilder">Responsible for creation, modification and crossover of genomes.</param>
public LocalDifferentialEvolutionInformationFlow(
DifferentialEvolutionStrategyConfiguration strategyConfiguration,
ParameterTree parameterTree,
GenomeBuilder genomeBuilder)
{
this._strategyConfiguration = strategyConfiguration ?? throw new ArgumentNullException(nameof(strategyConfiguration));
this._parameterTree = parameterTree ?? throw new ArgumentNullException(nameof(parameterTree));
this._genomeBuilder = genomeBuilder ?? throw new ArgumentNullException(nameof(genomeBuilder));
}
/// <summary>
/// Called before every test.
/// </summary>
protected override void InitializeDefault()
{
base.InitializeDefault();
this._completeConfiguration = LocalDifferentialEvolutionInformationFlowTest.CreateConfiguration(replacementRate: 0.25);
this._deConfiguration =
this._completeConfiguration.ExtractDetailedConfiguration <DifferentialEvolutionStrategyConfiguration>(
DifferentialEvolutionStrategyArgumentParser.Identifier);
var root = new AndNode();
root.AddChild(new ValueNode <int>(ExtractIntegerValue.ParameterName, new IntegerDomain(-1, 3)));
root.AddChild(new ValueNode <int>("quasi-continuous", new IntegerDomain(0, this._deConfiguration.MinimumDomainSize + 1)));
this._parameterTree = new ParameterTree(root);
this._genomeBuilder = new GenomeBuilder(this._parameterTree, this._completeConfiguration);
}
public void DefineCompetitivePopulationThrowsForIncumbentChangeOnlyWithoutIncumbent()
{
// Create configuration with a replacement rate of 0.
this._completeConfiguration = LocalDifferentialEvolutionInformationFlowTest.CreateConfiguration(replacementRate: 0);
this._deConfiguration =
this._completeConfiguration.ExtractDetailedConfiguration <DifferentialEvolutionStrategyConfiguration>(
DifferentialEvolutionStrategyArgumentParser.Identifier);
var informationFlow = new LocalDifferentialEvolutionInformationFlow(
this._deConfiguration,
this._parameterTree,
this._genomeBuilder);
// Call defineCompetitivePopulation without an incumbent.
Assert.Throws <ArgumentNullException>(
() => informationFlow
.DefineCompetitivePopulation(
originalCompetitives: this.CreateRandomGenomes(number: 6).ToList(),
originalIncumbent: null,
mostRecentSorting: this.CreateRandomSearchPoints())
.ToList());
}
public void DefineCompetitivePopulationWorksForIncumbentChangeOnly()
{
// Create configuration with a replacement rate of 0.
this._completeConfiguration = LocalDifferentialEvolutionInformationFlowTest.CreateConfiguration(replacementRate: 0);
this._deConfiguration =
this._completeConfiguration.ExtractDetailedConfiguration <DifferentialEvolutionStrategyConfiguration>(
DifferentialEvolutionStrategyArgumentParser.Identifier);
var informationFlow = new LocalDifferentialEvolutionInformationFlow(
this._deConfiguration,
this._parameterTree,
this._genomeBuilder);
// Create a competitive population which contains the same genome twice.
var originalCompetitives = this.CreateRandomGenomes(number: 6).ToList();
var incumbent = originalCompetitives[3];
originalCompetitives.Add(new Genome(incumbent));
Assert.Equal(
2,
originalCompetitives.Count(individual => new Genome.GeneValueComparator().Equals(individual, incumbent)));
// Call define competitive population with some search points.
var searchPoints = this.CreateRandomSearchPoints();
var updatedCompetitives = informationFlow.DefineCompetitivePopulation(
originalCompetitives,
incumbent,
searchPoints);
// Best point should now replace incumbent in competitive population.
var expectedCompetitives = originalCompetitives
.Select(genome => genome.ToString())
.ToList();
expectedCompetitives.Remove(incumbent.ToString());
expectedCompetitives.Add(new Genome(searchPoints[0].Genome.CreateMutableGenome(), incumbent.Age).ToString());
Assert.Equal(
expectedCompetitives.OrderBy(x => x).ToArray(),
updatedCompetitives.Select(genome => genome.ToString()).OrderBy(x => x).ToArray());
}
/// <summary>
/// Called before every test.
/// </summary>
protected override void InitializeDefault()
{
base.InitializeDefault();
var strategyConfigurationBuilder = new DifferentialEvolutionStrategyConfiguration.DifferentialEvolutionStrategyConfigurationBuilder()
.SetFocusOnIncumbent(false)
.SetDifferentialEvolutionConfigurationBuilder(
new DifferentialEvolutionConfiguration.DifferentialEvolutionConfigurationBuilder().SetBestPercentage(0.2));
this._completeConfiguration = new AlgorithmTunerConfiguration.AlgorithmTunerConfigurationBuilder()
.SetEnableRacing(true)
.AddDetailedConfigurationBuilder(
RegressionForestArgumentParser.Identifier,
new GenomePredictionRandomForestConfig.GenomePredictionRandomForestConfigBuilder())
.AddDetailedConfigurationBuilder(
DifferentialEvolutionStrategyArgumentParser.Identifier,
strategyConfigurationBuilder)
.Build(maximumNumberParallelEvaluations: 1);
this._genomeBuilder = new GenomeBuilder(this._parameterTree, this._completeConfiguration);
this._deConfiguration = strategyConfigurationBuilder.BuildWithFallback(null);
}