MOCMAExperiment.cpp

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/*!
 * 
 *
 * \brief       Example of an expriment using the MO-CMA-ES on several benchmark functions
 *
 * \author      O.Krause
 * \date        2014
 *
 * \par Copyright 1995-2017 Shark Development Team
 * 
 * <BR><HR>
 * This file is part of Shark.
 * <http://shark-ml.org/>
 * 
 * Shark is free software: you can redistribute it and/or modify
 * it under the terms of the GNU Lesser General Public License as published 
 * by the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 * 
 * Shark is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU Lesser General Public License for more details.
 * 
 * You should have received a copy of the GNU Lesser General Public License
 * along with Shark.  If not, see <http://www.gnu.org/licenses/>.
 *
 */
// Implementation of the MO-CMA-ES
#include <shark/Algorithms/DirectSearch/MOCMA.h>
// Access to benchmark functions
#include <shark/ObjectiveFunctions/Benchmarks/ZDT1.h>
#include <shark/ObjectiveFunctions/Benchmarks/ZDT2.h>
#include <shark/ObjectiveFunctions/Benchmarks/ZDT3.h>
#include <shark/ObjectiveFunctions/Benchmarks/ZDT6.h>
        
using namespace shark;

//functor returning the value vector of a solution object
struct PointExtractor{
    template<class T>
    RealVector const& operator()(T const& arg)const{
        return arg.value;
    }
};
template<class Solution>
double hypervolume( Solution const& solution){
    // the reference point (11,11).
    RealVector referencePoint(2,11);
    //instance of the hypervolume calculator
    HypervolumeCalculator hypervolume;
    auto toPoints = [](typename Solution::const_reference point){return point.value;};
    return hypervolume(boost::adaptors::transform(solution,toPoints),referencePoint);
}


int main( int argc, char ** argv ) {

    std::size_t frontSize = 10; //number of points that approximate the front
    std::size_t numDimensions = 10; //dimensions of the objective functions
    std::size_t numTrials = 10; // how often the optimization is repeated
    std::size_t recordingInterval = 20; //we want to record after some multiple of this
    std::size_t numIterations = 20*recordingInterval; //number of iterations to perform
    
    //assortment of test functions
    typedef boost::shared_ptr<MultiObjectiveFunction> Function;
    std::vector<Function > functions;
    functions.push_back(Function(new ZDT1(numDimensions)));
    functions.push_back(Function(new ZDT2(numDimensions)));
    functions.push_back(Function(new ZDT3(numDimensions)));
    functions.push_back(Function(new ZDT6(numDimensions)));
    
    RealMatrix meanVolumes(functions.size(), numIterations/recordingInterval+1,0.0);
    for(std::size_t f = 0; f != functions.size(); ++f){
        for(std::size_t trial = 0; trial != numTrials; ++trial){
            //print progress
            std::cout<<"\r" <<functions[f]->name() <<": "<<trial<<"/"<<numTrials<<std::flush;
            //create and initialize the optimizer
            MOCMA mocma;
            mocma.mu() = frontSize;
            functions[f]->init();
            mocma.init( *functions[f] );
            
            //record and hypervolume of initial solution
            meanVolumes(f,0) += hypervolume(mocma.solution()); 
            
            //optimize
            for(std::size_t i = 1; i <= numIterations; ++i){
                mocma.step(*functions[f]);
                if(i % recordingInterval == 0){
                    meanVolumes(f,i / recordingInterval) += hypervolume(mocma.solution()); 
                }
            }
        }
    }
    meanVolumes /= numTrials;

    std::cout<<"\r# Iteration ";
    for(std::size_t f = 0; f != functions.size(); ++f)
        std::cout<<functions[f]->name()<<" ";
    std::cout<<"\n";
    
    std::cout.precision( 7 );
    for(std::size_t i = 0; i != meanVolumes.size2();++i){
        std::cout<< i*recordingInterval<<" ";
        for(std::size_t f = 0; f != functions.size(); ++f){
            std::cout<<meanVolumes(f,i)<<" ";
        }
        std::cout<<"\n";
    }
}