/// <summary>
/// Initializes a new instance of the <see cref="CmaEsElements"/> class.
/// </summary>
/// <param name="configuration">Fixed parameters for CMA-ES.</param>
/// <param name="generation">The current generation.</param>
/// <param name="distributionMean">The current distribution mean.</param>
/// <param name="stepSize">The current step size.</param>
/// <param name="covariances">The current covariance matrix.</param>
/// <param name="covariancesDecomposition">The current eigendecomposition of the covariance matrix.</param>
/// <param name="evolutionPath">The current evolution path.</param>
/// <param name="conjugateEvolutionPath">The conjugate evolution path.</param>
/// <exception cref="ArgumentOutOfRangeException">
/// Thrown if <paramref name="generation"/> or <paramref name="stepSize"/> are negative.
/// </exception>
public CmaEsElements(
CmaEsConfiguration configuration,
int generation,
Vector <double> distributionMean,
double stepSize,
Matrix <double> covariances,
Evd <double> covariancesDecomposition,
Vector <double> evolutionPath,
Vector <double> conjugateEvolutionPath)
{
if (generation < 0)
{
throw new ArgumentOutOfRangeException(
nameof(generation),
$"Generation must be nonnegative, but was {generation}.");
}
if (stepSize < 0)
{
throw new ArgumentOutOfRangeException(
nameof(stepSize),
$"Step size must be nonnegatives, but was {stepSize}.");
}
this.Configuration = configuration;
this.Generation = generation;
this._distributionMean = distributionMean?.Clone();
this.StepSize = stepSize;
this._covariances = covariances?.Clone();
this._covariancesDiagonal = covariancesDecomposition == null ? null : DiagonalMatrix.OfMatrix(covariancesDecomposition.D);
this._covariancesEigenVectors = covariancesDecomposition?.EigenVectors.Clone();
this._evolutionPath = evolutionPath?.Clone();
this._conjugateEvolutionPath = conjugateEvolutionPath?.Clone();
}
/// <summary>
/// Reads all internal data from file.
/// </summary>
/// <param name="pathToStatusFile">Path to the file to read.</param>
public void UseStatusDump(string pathToStatusFile)
{
var status = StatusBase.ReadFromFile <CmaEsStatus>(pathToStatusFile);
this._terminationCriteria.Clear();
foreach (var terminationCriterion in status.TerminationCriteria)
{
this._terminationCriteria.Add(terminationCriterion.Restore());
}
this._configuration = status.Data.Configuration;
this._currentCmaesGeneration = status.Data.Generation;
this._distributionMean = status.Data.DistributionMean;
this._covariances = status.Data.Covariances;
this._covariancesDecomposition = this._covariances?.Evd(Symmetricity.Symmetric);
this._stepSize = status.Data.StepSize;
this._evolutionPath = status.Data.EvolutionPath;
this._conjugateEvolutionPath = status.Data.ConjugateEvolutionPath;
}
/// <summary>
/// Initializes the object to begin a new run.
/// </summary>
/// <param name="configuration">The <see cref="CmaEsConfiguration"/> to use.</param>
/// <param name="terminationCriteria">Criteria when to terminate the run.</param>
public void Initialize(CmaEsConfiguration configuration, IEnumerable <ITerminationCriterion> terminationCriteria)
{
this._configuration = configuration ?? throw new ArgumentNullException(nameof(configuration));
this._terminationCriteria = terminationCriteria?.ToList() ??
throw new ArgumentNullException(nameof(terminationCriteria));
if (!this._terminationCriteria.Any())
{
throw new ArgumentOutOfRangeException(
nameof(terminationCriteria),
"There needs to be at least one termination criterion.");
}
this._currentCmaesGeneration = 0;
this._covariances = Matrix <double> .Build.DenseIdentity(this._configuration.SearchSpaceDimension);
this._covariancesDecomposition = this._covariances.Evd();
this._evolutionPath = Vector <double> .Build.Dense(this._configuration.SearchSpaceDimension);
this._conjugateEvolutionPath = Vector <double> .Build.Dense(this._configuration.SearchSpaceDimension);
this._distributionMean = this._configuration.InitialDistributionMean;
this._stepSize = this._configuration.InitialStepSize;
}