use normal distribution on initial random individual creation
initial default range tweaked way down rename "POP" template parameter to "POPSIZE" added RunOneGeneration() method - generations can now be run one at a time added SetRange(i,min,max) method added a decent amount of comments through main algorithm and class declaration
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@@ -10,43 +10,44 @@
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#endif
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template <unsigned int DIM, unsigned int POP>
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const double DE::Engine<DIM,POP>::DEFAULTSCALE = 0.85;
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template <unsigned int DIM, unsigned int POPSIZE>
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const double DE::Engine<DIM,POPSIZE>::DEFAULTSCALE = 0.85;
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template <unsigned int DIM, unsigned int POP>
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const double DE::Engine<DIM,POP>::DEFAULTCROSSOVER = 1.0;
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template <unsigned int DIM, unsigned int POPSIZE>
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const double DE::Engine<DIM,POPSIZE>::DEFAULTCROSSOVER = 1.0;
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template <unsigned int DIM, unsigned int POP>
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const double DE::Engine<DIM,POP>::DEFAULTRANGE= 100.0;
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template <unsigned int DIM, unsigned int POPSIZE>
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const double DE::Engine<DIM,POPSIZE>::DEFAULTRANGE= 0.1;
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template <unsigned int DIM, unsigned int POP>
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const double DE::Engine<DIM,POP>::BIGDOUBLE = 1.79e308; // close to max double
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template <unsigned int DIM, unsigned int POPSIZE>
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const double DE::Engine<DIM,POPSIZE>::BIGDOUBLE = 1.79e308; // close to max double
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template <unsigned int DIM, unsigned int POP>
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inline DE::Engine<DIM,POP>::Engine()
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template <unsigned int DIM, unsigned int POPSIZE>
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inline DE::Engine<DIM,POPSIZE>::Engine()
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{
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// set defaults
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scale = DEFAULTSCALE;
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crossover = DEFAULTCROSSOVER;
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for ( unsigned int i=0;i<DIM;i++ )
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for ( unsigned int i=0;i<DIM;++i )
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{
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this->minimum[i] = -DEFAULTRANGE;
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this->maximum[i] = -(this->minimum[i]);
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this->mean[i] = 0.0;
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this->variance[i] = DEFAULTRANGE;
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}
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// create an initial population
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Reset();
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline DE::Engine<DIM,POP>::~Engine()
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template <unsigned int DIM, unsigned int POPSIZE>
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inline DE::Engine<DIM,POPSIZE>::~Engine()
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{
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::Reset()
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template <unsigned int DIM, unsigned int POPSIZE>
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inline void DE::Engine<DIM,POPSIZE>::Reset()
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{
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// reset our best
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bestfitness = BIGDOUBLE;
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@@ -56,7 +57,7 @@ inline void DE::Engine<DIM,POP>::Reset()
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}
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// reset all vectors
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for ( unsigned int i=0;i<POP;i++ )
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for ( unsigned int i=0;i<POPSIZE;i++ )
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{
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// energy tied for worst
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fitness[i] = bestfitness;
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@@ -64,48 +65,72 @@ inline void DE::Engine<DIM,POP>::Reset()
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// make a new individual
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for ( unsigned int j=0;j<DIM;j++ )
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{
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population[i][j] = prng.RandDouble(minimum[j],maximum[j]);
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population[i][j] = prng.RandGaussian(mean[j],variance[j]);
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}
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}
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// reset state
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generation = 0;
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success = false;
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::SetRange(double minimum, double maximum)
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template <unsigned int DIM, unsigned int POPSIZE>
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inline void DE::Engine<DIM,POPSIZE>::SetRange(double minimum, double maximum)
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{
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for (unsigned int i=0;i<DIM;i++)
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{
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this->minimum[i] = minimum;
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this->maximum[i] = maximum;
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SetRange(i,minimum,maximum);
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}
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::SetRange(const Vector<DIM>& minimum, const Vector<DIM>& maximum)
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template <unsigned int DIM, unsigned int POPSIZE>
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inline void DE::Engine<DIM,POPSIZE>::SetRange(unsigned int i, double minimum, double maximum)
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{
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this->minimum = minimum;
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this->maximum = maximum;
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if (i<DIM)
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{
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this->mean[i] = (maximum+minimum)/2.0;
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this->variance[i] = (maximum-minimum)/2.0;
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}
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline const double* DE::Engine<DIM,POP>::GetBest() const
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template <unsigned int DIM, unsigned int POPSIZE>
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inline void DE::Engine<DIM,POPSIZE>::SetRange(const Vector<DIM>& minimum, const Vector<DIM>& maximum)
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{
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for (unsigned int i=0;i<DIM;i++)
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{
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SetRange(i,minimum[i],maximum[i]);
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}
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return;
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}
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template <unsigned int DIM, unsigned int POPSIZE>
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inline const double* DE::Engine<DIM,POPSIZE>::GetBest() const
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{
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return best;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::Select(unsigned int candidate, unsigned int *r1, unsigned int *r2, unsigned int *r3, unsigned int *r4, unsigned int *r5)
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template <unsigned int DIM, unsigned int POPSIZE>
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inline void DE::Engine<DIM,POPSIZE>::Select(
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unsigned int candidate,
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unsigned int *r1,
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unsigned int *r2,
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unsigned int *r3,
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unsigned int *r4,
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unsigned int *r5
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)
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{
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if ( r1 )
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{
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do
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{
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*r1 = prng.RandU32(0,POP-1);
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*r1 = prng.RandU32(0,POPSIZE-1);
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}
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while ( *r1 == candidate );
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}
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@@ -114,7 +139,7 @@ inline void DE::Engine<DIM,POP>::Select(unsigned int candidate, unsigned int *r1
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{
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do
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{
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*r2 = prng.RandU32(0,POP-1);
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*r2 = prng.RandU32(0,POPSIZE-1);
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}
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while ( (*r2 == candidate) || (*r2 == *r1) );
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}
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@@ -123,7 +148,7 @@ inline void DE::Engine<DIM,POP>::Select(unsigned int candidate, unsigned int *r1
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{
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do
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{
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*r3 = prng.RandU32(0,POP-1);
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*r3 = prng.RandU32(0,POPSIZE-1);
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}
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while ( (*r3 == candidate) || (*r3 == *r2) || (*r3 == *r1) );
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}
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@@ -132,7 +157,7 @@ inline void DE::Engine<DIM,POP>::Select(unsigned int candidate, unsigned int *r1
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{
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do
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{
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*r4 = prng.RandU32(0,POP-1);
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*r4 = prng.RandU32(0,POPSIZE-1);
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}
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while ( (*r4 == candidate) || (*r4 == *r3) || (*r4 == *r2) || (*r4 == *r1) );
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}
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@@ -141,7 +166,7 @@ inline void DE::Engine<DIM,POP>::Select(unsigned int candidate, unsigned int *r1
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{
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do
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{
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*r5 = prng.RandU32(0,POP-1);
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*r5 = prng.RandU32(0,POPSIZE-1);
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}
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while ( (*r5 == candidate) || (*r5 == *r4) || (*r5 == *r3) || (*r5 == *r2) || (*r5 == *r1) );
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}
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@@ -149,49 +174,66 @@ inline void DE::Engine<DIM,POP>::Select(unsigned int candidate, unsigned int *r1
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return;
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}
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// TODO: change this to run one generation at a time???
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template <unsigned int DIM, unsigned int POP>
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inline bool DE::Engine<DIM,POP>::Solve(unsigned int maxgenerations)
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template <unsigned int DIM, unsigned int POPSIZE>
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inline bool DE::Engine<DIM,POPSIZE>::Solve(unsigned int maxgenerations)
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{
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bool success = false;
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// spawn a new generation
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Reset();
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for (unsigned int generation=0;generation<maxgenerations && !success;generation++)
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// run generations until max or success
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while(!success && generation<maxgenerations)
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{
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printf("====== GENERATION %07d =============================================\n\n",generation);
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success = RunOneGeneration();
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}
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for (int candidate=0;candidate<POP && !success;candidate++)
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// output
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printf("====== RUN COMPLETE =============================================\n\n");
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Dump(bestfitness,best);
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// finished
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return success;
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}
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template <unsigned int DIM, unsigned int POPSIZE>
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bool DE::Engine<DIM,POPSIZE>::RunOneGeneration()
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{
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printf("====== GENERATION %07d =============================================\n\n",++generation);
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// attempt to improve each individual in the population
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for (int candidate=0;candidate<POPSIZE && !success;candidate++)
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{
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// create a new trial individual to test
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Vector<DIM> trial;
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MakeTrial_randtobest1exp(candidate,trial);
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// determine fitness of trial individual
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double trialfitness = CalculateError(trial,success);
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// see if the trial improved current candidate in population
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if ( trialfitness < fitness[candidate] )
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{
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Vector<DIM> trial;
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MakeTrial_randtobest1exp(candidate,trial);
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// it did improve, save it
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fitness[candidate] = trialfitness;
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population[candidate] = trial;
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double trialfitness = CalculateError(trial,success);
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if ( trialfitness < fitness[candidate] )
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// see if it also improved upon our current best
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if ( trialfitness < bestfitness )
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{
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fitness[candidate] = trialfitness;
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population[candidate] = trial;
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// it's better than the best, save it
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bestfitness = trialfitness;
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best = trial;
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if ( trialfitness < bestfitness )
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{
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bestfitness = trialfitness;
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best = trial;
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Dump(bestfitness,best);
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}
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// output new best
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Dump(bestfitness,best);
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}
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}
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}
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printf("====== RUN COMPLETE =============================================\n\n");
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Dump(bestfitness,best);
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return success;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::Dump(const double& fitness, DE::Vector<DIM>& individual) const
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template <unsigned int DIM, unsigned int POPSIZE>
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inline void DE::Engine<DIM,POPSIZE>::Dump(const double& fitness, DE::Vector<DIM>& individual) const
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{
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printf(" fitness = %24.16f\n",fitness);
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for (unsigned int i=0;i<DIM;i++)
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@@ -201,8 +243,8 @@ inline void DE::Engine<DIM,POP>::Dump(const double& fitness, DE::Vector<DIM>& in
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printf("\n");
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::MakeTrial_best1exp(unsigned int candidate, DE::Vector<DIM>& trial)
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template <unsigned int DIM, unsigned int POPSIZE>
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inline void DE::Engine<DIM,POPSIZE>::MakeTrial_best1exp(unsigned int candidate, DE::Vector<DIM>& trial)
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{
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unsigned int r1, r2;
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unsigned int n;
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@@ -220,8 +262,8 @@ inline void DE::Engine<DIM,POP>::MakeTrial_best1exp(unsigned int candidate, DE::
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::MakeTrial_rand1exp(unsigned int candidate, DE::Vector<DIM>& trial)
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template <unsigned int DIM, unsigned int POPSIZE>
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inline void DE::Engine<DIM,POPSIZE>::MakeTrial_rand1exp(unsigned int candidate, DE::Vector<DIM>& trial)
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{
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unsigned int r1, r2, r3;
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unsigned int n;
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@@ -239,8 +281,8 @@ inline void DE::Engine<DIM,POP>::MakeTrial_rand1exp(unsigned int candidate, DE::
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::MakeTrial_randtobest1exp(unsigned int candidate, DE::Vector<DIM>& trial)
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template <unsigned int DIM, unsigned int POPSIZE>
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inline void DE::Engine<DIM,POPSIZE>::MakeTrial_randtobest1exp(unsigned int candidate, DE::Vector<DIM>& trial)
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{
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unsigned int r1, r2;
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unsigned int n;
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@@ -258,8 +300,8 @@ inline void DE::Engine<DIM,POP>::MakeTrial_randtobest1exp(unsigned int candidate
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::MakeTrial_best2exp(unsigned int candidate, DE::Vector<DIM>& trial)
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template <unsigned int DIM, unsigned int POPSIZE>
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inline void DE::Engine<DIM,POPSIZE>::MakeTrial_best2exp(unsigned int candidate, DE::Vector<DIM>& trial)
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{
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unsigned int r1, r2, r3, r4;
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unsigned int n;
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@@ -277,8 +319,8 @@ inline void DE::Engine<DIM,POP>::MakeTrial_best2exp(unsigned int candidate, DE::
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::MakeTrial_rand2exp(unsigned int candidate, DE::Vector<DIM>& trial)
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template <unsigned int DIM, unsigned int POPSIZE>
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inline void DE::Engine<DIM,POPSIZE>::MakeTrial_rand2exp(unsigned int candidate, DE::Vector<DIM>& trial)
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{
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unsigned int r1, r2, r3, r4, r5;
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unsigned int n;
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@@ -296,8 +338,8 @@ inline void DE::Engine<DIM,POP>::MakeTrial_rand2exp(unsigned int candidate, DE::
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::MakeTrial_best1bin(unsigned int candidate, DE::Vector<DIM>& trial)
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template <unsigned int DIM, unsigned int POPSIZE>
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inline void DE::Engine<DIM,POPSIZE>::MakeTrial_best1bin(unsigned int candidate, DE::Vector<DIM>& trial)
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{
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unsigned int r1, r2;
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unsigned int n;
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@@ -318,8 +360,8 @@ inline void DE::Engine<DIM,POP>::MakeTrial_best1bin(unsigned int candidate, DE::
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::MakeTrial_rand1bin(unsigned int candidate, DE::Vector<DIM>& trial)
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template <unsigned int DIM, unsigned int POPSIZE>
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inline void DE::Engine<DIM,POPSIZE>::MakeTrial_rand1bin(unsigned int candidate, DE::Vector<DIM>& trial)
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{
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unsigned int r1, r2, r3;
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unsigned int n;
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@@ -340,8 +382,8 @@ inline void DE::Engine<DIM,POP>::MakeTrial_rand1bin(unsigned int candidate, DE::
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::MakeTrial_randtobest1bin(unsigned int candidate, DE::Vector<DIM>& trial)
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template <unsigned int DIM, unsigned int POPSIZE>
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inline void DE::Engine<DIM,POPSIZE>::MakeTrial_randtobest1bin(unsigned int candidate, DE::Vector<DIM>& trial)
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{
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unsigned int r1, r2;
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unsigned int n;
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@@ -362,8 +404,8 @@ inline void DE::Engine<DIM,POP>::MakeTrial_randtobest1bin(unsigned int candidate
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::MakeTrial_best2bin(unsigned int candidate, DE::Vector<DIM>& trial)
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template <unsigned int DIM, unsigned int POPSIZE>
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inline void DE::Engine<DIM,POPSIZE>::MakeTrial_best2bin(unsigned int candidate, DE::Vector<DIM>& trial)
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{
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unsigned int r1, r2, r3, r4;
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unsigned int n;
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@@ -384,8 +426,8 @@ inline void DE::Engine<DIM,POP>::MakeTrial_best2bin(unsigned int candidate, DE::
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::MakeTrial_rand2bin(unsigned int candidate, DE::Vector<DIM>& trial)
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template <unsigned int DIM, unsigned int POPSIZE>
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inline void DE::Engine<DIM,POPSIZE>::MakeTrial_rand2bin(unsigned int candidate, DE::Vector<DIM>& trial)
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{
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unsigned int r1, r2, r3, r4, r5;
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unsigned int n;
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