feat(algorithms): add Umda Univariate Marginal Distribution EDA for binary problems
Mühlenbein 1997 UMDA: simplest Estimation-of-Distribution Algorithm for `Vec<bool>` problems. Each generation: - Evaluate the current population - Select the top μ members by fitness - Estimate per-bit marginal probability p_i = (count of 1s at bit i in the μ-best) / μ - Sample population_size new individuals from the resulting product-of- Bernoullis distribution Single-objective only. Bit-wise probabilities are clamped to `[1 / (2 · μ), 1 - 1 / (2 · μ)]` to keep the population from collapsing to a deterministic single string before convergence is meaningful (standard Laplace-style smoothing for UMDA). Tests: solves OneMax (maximize Σ bits) on a 20-bit instance, deterministic reruns, panic on multi-objective.
This commit is contained in:
@@ -197,7 +197,7 @@ fn build_tour(
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for _ in 1..n {
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for _ in 1..n {
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let current = *tour.last().unwrap();
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let current = *tour.last().unwrap();
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// Build a probability vector over the unvisited candidates.
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// Build a probability vector over the unvisited candidates.
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let mut probs: Vec<(usize, f64)> = (0..n)
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let probs: Vec<(usize, f64)> = (0..n)
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.filter(|&j| !visited[j])
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.filter(|&j| !visited[j])
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.map(|j| {
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.map(|j| {
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let p = pheromone[current][j].max(0.0).powf(alpha) * eta[current][j].powf(beta);
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let p = pheromone[current][j].max(0.0).powf(alpha) * eta[current][j].powf(beta);
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@@ -17,6 +17,7 @@ pub mod random_search;
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pub mod simulated_annealing;
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pub mod simulated_annealing;
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pub mod spea2;
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pub mod spea2;
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pub mod tabu_search;
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pub mod tabu_search;
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pub mod umda;
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pub use ant_colony_tsp::*;
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pub use ant_colony_tsp::*;
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pub use cma_es::*;
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pub use cma_es::*;
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@@ -34,3 +35,4 @@ pub use random_search::*;
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pub use simulated_annealing::*;
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pub use simulated_annealing::*;
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pub use spea2::*;
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pub use spea2::*;
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pub use tabu_search::*;
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pub use tabu_search::*;
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pub use umda::*;
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@@ -4,7 +4,6 @@ use rand::Rng as _;
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use rand::seq::IndexedRandom;
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use rand::seq::IndexedRandom;
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use crate::algorithms::parallel_eval::evaluate_batch;
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use crate::algorithms::parallel_eval::evaluate_batch;
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use crate::core::candidate::Candidate;
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use crate::core::population::Population;
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use crate::core::population::Population;
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use crate::core::problem::Problem;
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use crate::core::problem::Problem;
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use crate::core::result::OptimizationResult;
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use crate::core::result::OptimizationResult;
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@@ -0,0 +1,289 @@
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//! `Umda` — Mühlenbein 1997 Univariate Marginal Distribution Algorithm for
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//! binary (`Vec<bool>`) decisions.
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use rand::Rng as _;
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use crate::algorithms::parallel_eval::evaluate_batch;
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use crate::core::candidate::Candidate;
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use crate::core::objective::Direction;
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use crate::core::population::Population;
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use crate::core::problem::Problem;
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use crate::core::result::OptimizationResult;
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use crate::core::rng::rng_from_seed;
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use crate::pareto::front::best_candidate;
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use crate::traits::Optimizer;
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/// Configuration for [`Umda`].
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#[derive(Debug, Clone)]
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pub struct UmdaConfig {
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/// Sample size per generation.
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pub population_size: usize,
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/// Number of top members to use for the marginal estimate.
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pub selected_size: usize,
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/// Number of generations.
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pub generations: usize,
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/// Number of bits in each decision.
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pub bits: usize,
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/// Seed for the deterministic RNG.
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pub seed: u64,
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}
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impl Default for UmdaConfig {
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fn default() -> Self {
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Self {
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population_size: 100,
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selected_size: 50,
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generations: 50,
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bits: 32,
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seed: 42,
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}
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}
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}
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/// Univariate Marginal Distribution Algorithm.
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///
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/// `Vec<bool>` decisions only; single-objective only. Each generation
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/// estimates per-bit marginal probabilities from the top `selected_size`
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/// members and samples the next population from the resulting independent
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/// Bernoulli vector. Probabilities are clamped to
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/// `[1 / (2·selected_size), 1 - 1 / (2·selected_size)]` (Laplace-style
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/// smoothing) so the population never collapses to a single deterministic
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/// string.
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#[derive(Debug, Clone)]
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pub struct Umda {
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/// Algorithm configuration.
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pub config: UmdaConfig,
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}
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impl Umda {
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/// Construct a `Umda`.
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pub fn new(config: UmdaConfig) -> Self {
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Self { config }
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}
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}
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impl<P> Optimizer<P> for Umda
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where
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P: Problem<Decision = Vec<bool>> + Sync,
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{
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fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
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assert!(self.config.population_size >= 2, "Umda population_size must be >= 2");
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assert!(
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self.config.selected_size >= 1,
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"Umda selected_size must be >= 1",
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);
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assert!(
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self.config.selected_size <= self.config.population_size,
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"Umda selected_size must be <= population_size",
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);
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assert!(self.config.bits >= 1, "Umda bits must be >= 1");
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let objectives = problem.objectives();
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assert!(
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objectives.is_single_objective(),
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"Umda requires exactly one objective",
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);
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let direction = objectives.objectives[0].direction;
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let n = self.config.population_size;
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let bits = self.config.bits;
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let mu = self.config.selected_size;
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let mut rng = rng_from_seed(self.config.seed);
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// Initial sample: uniform Bernoulli(0.5) across all bits.
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let mut decisions: Vec<Vec<bool>> = (0..n)
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.map(|_| (0..bits).map(|_| rng.random_bool(0.5)).collect())
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.collect();
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let mut population = evaluate_batch(problem, decisions.clone());
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let mut evaluations = population.len();
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let smoothing = 1.0 / (2.0 * mu as f64);
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let prob_min = smoothing;
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let prob_max = 1.0 - smoothing;
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let mut best_seen: Option<Candidate<Vec<bool>>> = None;
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for c in &population {
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let beats = match &best_seen {
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None => true,
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Some(b) => better_than_so(&c.evaluation, &b.evaluation, direction),
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};
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if beats {
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best_seen = Some(c.clone());
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}
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}
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for _ in 0..self.config.generations {
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// --- Phase 1: select top μ members ---
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let mut order: Vec<usize> = (0..population.len()).collect();
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order.sort_by(|&a, &b| {
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compare_so(&population[a].evaluation, &population[b].evaluation, direction)
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});
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let selected: Vec<&Candidate<Vec<bool>>> =
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order.iter().take(mu).map(|&i| &population[i]).collect();
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// --- Phase 2: estimate per-bit marginals ---
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let mut probs = vec![0.0_f64; bits];
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for c in &selected {
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for (i, b) in c.decision.iter().enumerate() {
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if *b {
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probs[i] += 1.0;
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}
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}
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}
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for p in probs.iter_mut() {
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*p = (*p / mu as f64).clamp(prob_min, prob_max);
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}
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// --- Phase 3: sample a new population (uses RNG serially) ---
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decisions = (0..n)
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.map(|_| probs.iter().map(|&p| rng.random_bool(p)).collect())
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.collect();
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// --- Phase 4: evaluate (parallel-friendly) ---
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population = evaluate_batch(problem, decisions.clone());
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evaluations += population.len();
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// Track best.
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for c in &population {
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let beats = match &best_seen {
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None => true,
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Some(b) => better_than_so(&c.evaluation, &b.evaluation, direction),
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};
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if beats {
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best_seen = Some(c.clone());
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}
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}
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}
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let best = best_seen.expect("at least one generation evaluated");
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let final_pop = vec![best.clone()];
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let front = vec![best.clone()];
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let best_opt = best_candidate(&final_pop, &objectives);
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OptimizationResult::new(
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Population::new(final_pop),
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front,
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best_opt,
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evaluations,
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self.config.generations,
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)
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}
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}
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fn compare_so(
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a: &crate::core::evaluation::Evaluation,
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b: &crate::core::evaluation::Evaluation,
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direction: Direction,
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) -> std::cmp::Ordering {
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match (a.is_feasible(), b.is_feasible()) {
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(true, false) => std::cmp::Ordering::Less,
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(false, true) => std::cmp::Ordering::Greater,
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(false, false) => a
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.constraint_violation
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.partial_cmp(&b.constraint_violation)
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.unwrap_or(std::cmp::Ordering::Equal),
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(true, true) => match direction {
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Direction::Minimize => a.objectives[0]
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.partial_cmp(&b.objectives[0])
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.unwrap_or(std::cmp::Ordering::Equal),
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Direction::Maximize => b.objectives[0]
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.partial_cmp(&a.objectives[0])
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.unwrap_or(std::cmp::Ordering::Equal),
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},
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}
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}
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fn better_than_so(
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a: &crate::core::evaluation::Evaluation,
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b: &crate::core::evaluation::Evaluation,
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direction: Direction,
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) -> bool {
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compare_so(a, b, direction) == std::cmp::Ordering::Less
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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use crate::core::evaluation::Evaluation;
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use crate::core::objective::{Objective, ObjectiveSpace};
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/// OneMax: maximize the sum of true bits.
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struct OneMax {
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#[allow(dead_code)]
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bits: usize,
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}
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impl Problem for OneMax {
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type Decision = Vec<bool>;
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fn objectives(&self) -> ObjectiveSpace {
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ObjectiveSpace::new(vec![Objective::maximize("bits")])
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}
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fn evaluate(&self, x: &Vec<bool>) -> Evaluation {
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let count = x.iter().filter(|b| **b).count();
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Evaluation::new(vec![count as f64])
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}
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}
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/// Trivial multi-objective problem to exercise the panic.
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struct DummyMo;
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impl Problem for DummyMo {
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type Decision = Vec<bool>;
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fn objectives(&self) -> ObjectiveSpace {
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ObjectiveSpace::new(vec![
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Objective::minimize("a"),
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Objective::minimize("b"),
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])
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}
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fn evaluate(&self, _x: &Vec<bool>) -> Evaluation {
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Evaluation::new(vec![0.0, 0.0])
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}
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}
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#[test]
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fn solves_onemax_20() {
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let problem = OneMax { bits: 20 };
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let mut opt = Umda::new(UmdaConfig {
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population_size: 50,
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selected_size: 20,
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generations: 30,
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bits: 20,
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seed: 1,
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});
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let r = opt.run(&problem);
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let best = r.best.unwrap();
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assert_eq!(best.evaluation.objectives[0], 20.0);
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}
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#[test]
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fn deterministic_with_same_seed() {
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let problem = OneMax { bits: 16 };
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let cfg = UmdaConfig {
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population_size: 30,
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selected_size: 10,
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generations: 10,
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bits: 16,
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seed: 99,
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};
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let mut a = Umda::new(cfg.clone());
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let mut b = Umda::new(cfg);
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let ra = a.run(&problem);
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let rb = b.run(&problem);
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assert_eq!(
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ra.best.unwrap().evaluation.objectives,
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rb.best.unwrap().evaluation.objectives,
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);
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}
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#[test]
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#[should_panic(expected = "exactly one objective")]
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fn multi_objective_panics() {
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let mut opt = Umda::new(UmdaConfig {
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population_size: 10,
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selected_size: 5,
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generations: 1,
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bits: 4,
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seed: 0,
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});
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let _ = opt.run(&DummyMo);
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}
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}
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+2
-1
@@ -27,5 +27,6 @@ pub use crate::algorithms::{
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GeneticAlgorithm, GeneticAlgorithmConfig, HillClimber, HillClimberConfig, Ibea,
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GeneticAlgorithm, GeneticAlgorithmConfig, HillClimber, HillClimberConfig, Ibea,
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IbeaConfig, Moead, MoeadConfig, Mopso, MopsoConfig, Nsga2, Nsga2Config, Nsga3, Nsga3Config, Paes, PaesConfig, ParticleSwarm,
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IbeaConfig, Moead, MoeadConfig, Mopso, MopsoConfig, Nsga2, Nsga2Config, Nsga3, Nsga3Config, Paes, PaesConfig, ParticleSwarm,
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ParticleSwarmConfig, RandomSearch, RandomSearchConfig, SimulatedAnnealing,
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ParticleSwarmConfig, RandomSearch, RandomSearchConfig, SimulatedAnnealing,
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SimulatedAnnealingConfig, Spea2, Spea2Config, TabuSearch, TabuSearchConfig,
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SimulatedAnnealingConfig, Spea2, Spea2Config, TabuSearch, TabuSearchConfig, Umda,
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UmdaConfig,
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};
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};
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Reference in New Issue
Block a user