/// <summary>
/// Evaluate the provided black box against the function regression task,
/// and return its fitness score.
/// </summary>
/// <param name="box">The black box to evaluate.</param>
/// <returns>A new instance of <see cref="FitnessInfo"/>.</returns>
public FitnessInfo Evaluate(IBlackBox <double> box)
{
// Probe the black box over the full range of the input parameter.
_blackBoxProbe.Probe(box, _yArr);
// Calc gradients.
FuncRegressionUtils.CalcGradients(_paramSamplingInfo, _yArr, _gradientArr);
// Calc y position mean squared error (MSE), and apply weighting.
double yMse = MathSpanUtils.MeanSquaredDelta(_yArr, _yArrTarget);
yMse *= _yMseWeight;
// Calc gradient mean squared error.
double gradientMse = MathSpanUtils.MeanSquaredDelta(_gradientArr, _gradientArrTarget);
gradientMse *= _gradientMseWeight;
// Calc fitness as the inverse of MSE (higher value is fitter).
// Add a constant to avoid divide by zero, and to constrain the fitness range between bad and good solutions;
// this allows the selection strategy to select solutions that are mediocre and therefore helps preserve diversity.
double fitness = 20.0 / (yMse + gradientMse + 0.02);
return(new FitnessInfo(fitness));
}
private static BlackBoxProbe CreateBlackBoxProbe(
Func <double, double> fn,
ParamSamplingInfo paramSamplingInfo)
{
// Determine the mid output value of the function (over the specified sample points) and a scaling factor
// to apply the to neural network response for it to be able to recreate the function (because the neural net
// output range is [0,1] when using the logistic function as the neuron activation function).
FuncRegressionUtils.CalcFunctionMidAndScale(fn, paramSamplingInfo, out double mid, out double scale);
return(new BlackBoxProbe(paramSamplingInfo, mid, scale));
}
/// <summary>
/// Construct a new instance.
/// </summary>
/// <param name="fn">The target function.</param>
/// <param name="paramSamplingInfo">Sampling (defines the x range and sampling density).</param>
/// <param name="gradientMseWeight">The fitness weighting to assign to the gradient mean squared error (MSE) score.</param>
public FuncRegressionEvaluationScheme(
Func <double, double> fn,
ParamSamplingInfo paramSamplingInfo,
double gradientMseWeight)
{
_paramSamplingInfo = paramSamplingInfo;
_gradientMseWeight = gradientMseWeight;
// Alloc arrays.
int sampleCount = _paramSamplingInfo.SampleResolution;
_yArrTarget = new double[sampleCount];
_gradientArrTarget = new double[sampleCount];
// Predetermine target responses.
FuncRegressionUtils.Probe(fn, paramSamplingInfo, _yArrTarget);
FuncRegressionUtils.CalcGradients(paramSamplingInfo, _yArrTarget, _gradientArrTarget);
// Create blackbox probe.
_blackBoxProbe = CreateBlackBoxProbe(fn, paramSamplingInfo);
}