swaits
aac0b98ba9
added ErrorAccumulator to aid in calculating RMSE converted piecewiseapprox.cpp and polyapprox.cpp to use new pure virtual method name and ErrorAccumulator
115 lines
2.8 KiB
C++
115 lines
2.8 KiB
C++
#ifndef __de_h__
|
|
#define __de_h__
|
|
|
|
|
|
#include "devec.h"
|
|
#include "derand.h"
|
|
|
|
|
|
namespace DE
|
|
{
|
|
|
|
template <unsigned int DIM, unsigned int POPSIZE=(DIM*10)>
|
|
class Engine
|
|
{
|
|
public:
|
|
|
|
Engine();
|
|
virtual ~Engine();
|
|
|
|
const double* GetBest() const;
|
|
|
|
void SetRange(double minimum, double maximum);
|
|
void SetRange(unsigned int i, double minimum, double maximum);
|
|
void SetRange(const Vector<DIM>& minimum, const Vector<DIM>& maximum);
|
|
|
|
virtual double TestFitness(const double testcase[DIM], bool& stop) = 0;
|
|
|
|
void Reset();
|
|
bool Solve(unsigned int maxgenerations = 1000000000);
|
|
bool RunOneGeneration();
|
|
|
|
public:
|
|
|
|
// helper class for accumulating error and calculating
|
|
// root mean square error
|
|
class ErrorAccumulator
|
|
{
|
|
public:
|
|
ErrorAccumulator();
|
|
virtual ~ErrorAccumulator();
|
|
|
|
void Clear();
|
|
void AddTestCase(double expected, double actual);
|
|
double GetRMSE();
|
|
|
|
private:
|
|
|
|
void CalculateError();
|
|
|
|
unsigned int num_tests; // # of test cases
|
|
double sum_error_squared; // sum of error^2
|
|
double error_rmse; // root mean square error (-1 == "dirty" flag)
|
|
};
|
|
|
|
private:
|
|
|
|
// randomly select unique individuals
|
|
void Select(
|
|
unsigned int candidate,
|
|
unsigned int *r1 = 0,
|
|
unsigned int *r2 = 0,
|
|
unsigned int *r3 = 0,
|
|
unsigned int *r4 = 0,
|
|
unsigned int *r5 = 0
|
|
);
|
|
|
|
// print a single individual to stdout
|
|
void Dump(const double& fitness, Vector<DIM>& individual) const;
|
|
|
|
// DE algorithm
|
|
void MakeTrial_best1exp (unsigned int candidate, Vector<DIM>& trial);
|
|
void MakeTrial_rand1exp (unsigned int candidate, Vector<DIM>& trial);
|
|
void MakeTrial_randtobest1exp (unsigned int candidate, Vector<DIM>& trial);
|
|
void MakeTrial_best2exp (unsigned int candidate, Vector<DIM>& trial);
|
|
void MakeTrial_rand2exp (unsigned int candidate, Vector<DIM>& trial);
|
|
void MakeTrial_best1bin (unsigned int candidate, Vector<DIM>& trial);
|
|
void MakeTrial_rand1bin (unsigned int candidate, Vector<DIM>& trial);
|
|
void MakeTrial_randtobest1bin (unsigned int candidate, Vector<DIM>& trial);
|
|
void MakeTrial_best2bin (unsigned int candidate, Vector<DIM>& trial);
|
|
void MakeTrial_rand2bin (unsigned int candidate, Vector<DIM>& trial);
|
|
|
|
// constants, parameters
|
|
static const double DEFAULTSCALE;
|
|
static const double DEFAULTCROSSOVER;
|
|
static const double DEFAULTRANGE;
|
|
static const double BIGDOUBLE;
|
|
double scale;
|
|
double crossover;
|
|
|
|
// entropy source
|
|
Random prng;
|
|
|
|
// population
|
|
Vector<DIM> best;
|
|
Vector<DIM> mean;
|
|
Vector<DIM> variance;
|
|
Vector<DIM> population[POPSIZE];
|
|
double fitness[POPSIZE];
|
|
double bestfitness;
|
|
|
|
// algorithm state
|
|
bool success;
|
|
unsigned int generation;
|
|
|
|
};
|
|
|
|
};
|
|
|
|
|
|
#include "de.inl"
|
|
|
|
|
|
#endif // __de_h__
|
|
|