Implements the elitist CMA-ES. More...

#include <shark/Algorithms/DirectSearch/ElitistCMA.h>

Inheritance diagram for shark::ElitistCMA:

Public Member Functions
SHARK_EXPORT_SYMBOL	ElitistCMA (random::rng_type &rng=random::globalRng)

std::string	name () const
	From INameable: return the class name. More...

SHARK_EXPORT_SYMBOL void	read (InArchive &archive)
	Read the component from the supplied archive. More...

SHARK_EXPORT_SYMBOL void	write (OutArchive &archive) const
	Write the component to the supplied archive. More...

SHARK_EXPORT_SYMBOL void	init (ObjectiveFunctionType const &function, SearchPointType const &p)
	Initializes the algorithm for the supplied objective function. More...

SHARK_EXPORT_SYMBOL void	step (ObjectiveFunctionType const &function)
	Executes one iteration of the algorithm. More...

bool	activeUpdate () const
	Returns true when the active update is used (default true). More...

bool &	activeUpdate ()
	Setter function to enable active update. Returns true when the active update is used (default true). More...

double	constrainedPenaltyFactor () const
	Returns the penalty factor for an individual that is outside the feasible area. More...

double &	constrainedPenaltyFactor ()
	Returns a reference to the penalty factor for an individual that is outside the feasible area. More...

double	sigma () const
	Returns the current step length. More...

double &	sigma ()
	Returns the current step length. More...

Public Member Functions inherited from shark::AbstractSingleObjectiveOptimizer< RealVector >
std::size_t	numInitPoints () const
	By default most single objective optimizers only require a single point. More...

virtual void	init (ObjectiveFunctionType const &function, std::vector< SearchPointType > const &initPoints)
	Initialize the optimizer for the supplied objective function using a set of initialisation points. More...

virtual const SolutionType &	solution () const
	returns the current solution of the optimizer More...

Public Member Functions inherited from shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >
const Features &	features () const

virtual void	updateFeatures ()

bool	requiresValue () const

bool	requiresFirstDerivative () const

bool	requiresSecondDerivative () const

bool	canSolveConstrained () const

bool	requiresClosestFeasible () const

virtual	~AbstractOptimizer ()

virtual void	init (ObjectiveFunctionType const &function)
	Initialize the optimizer for the supplied objective function. More...

Public Member Functions inherited from shark::INameable
virtual	~INameable ()

Public Member Functions inherited from shark::ISerializable
virtual	~ISerializable ()
	Virtual d'tor. More...

void	load (InArchive &archive, unsigned int version)
	Versioned loading of components, calls read(...). More...

void	save (OutArchive &archive, unsigned int version) const
	Versioned storing of components, calls write(...). More...

	BOOST_SERIALIZATION_SPLIT_MEMBER ()

Additional Inherited Members
Public Types inherited from shark::AbstractSingleObjectiveOptimizer< RealVector >
typedef base_type::SearchPointType	SearchPointType

typedef base_type::SolutionType	SolutionType

typedef base_type::ResultType	ResultType

typedef base_type::ObjectiveFunctionType	ObjectiveFunctionType

Public Types inherited from shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >
enum	Feature
	Models features that the optimizer requires from the objective function. More...

typedef RealVector	SearchPointType

typedef double	ResultType

typedef SingleObjectiveResultSet< RealVector >	SolutionType

typedef AbstractObjectiveFunction< RealVector, ResultType >	ObjectiveFunctionType

typedef TypedFlags< Feature >	Features

typedef TypedFeatureNotAvailableException< Feature >	FeatureNotAvailableException

Protected Member Functions inherited from shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >
void	checkFeatures (ObjectiveFunctionType const &objectiveFunction)
	Convenience function that checks whether the features of the supplied objective function match with the required features of the optimizer. More...

Protected Attributes inherited from shark::AbstractSingleObjectiveOptimizer< RealVector >
SolutionType	m_best
	Current solution of the optimizer. More...

Protected Attributes inherited from shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >
Features	m_features

Detailed Description

Implements the elitist CMA-ES.

The algorithm is based on

C. Igel, T. Suttorp, and N. Hansen. A Computational Efficient Covariance Matrix Update and a (1+1)-CMA for Evolution Strategies. In Proceedings of the Genetic and Evolutionary Computation Conference (GECCO 2006), pp. 453-460, ACM Press, 2006

D. V. Arnold and N. Hansen: Active covariance matrix adaptation for the (1+1)-CMA-ES. In Proceedings of the Genetic and Evolutionary

Definition at line 69 of file ElitistCMA.h.

Constructor & Destructor Documentation

◆ ElitistCMA()

SHARK_EXPORT_SYMBOL shark::ElitistCMA::ElitistCMA ( random::rng_type & rng = random::globalRng )

Member Function Documentation

◆ activeUpdate() [1/2]

bool shark::ElitistCMA::activeUpdate ( ) const

inline

Returns true when the active update is used (default true).

Definition at line 91 of file ElitistCMA.h.

◆ activeUpdate() [2/2]

bool& shark::ElitistCMA::activeUpdate ( )

inline

Setter function to enable active update. Returns true when the active update is used (default true).

Definition at line 95 of file ElitistCMA.h.

◆ constrainedPenaltyFactor() [1/2]

double shark::ElitistCMA::constrainedPenaltyFactor ( ) const

inline

Returns the penalty factor for an individual that is outside the feasible area.

The value is multiplied with the distance to the nearest feasible point.

Definition at line 102 of file ElitistCMA.h.

References shark::PenalizingEvaluator::m_penaltyFactor.

◆ constrainedPenaltyFactor() [2/2]

double& shark::ElitistCMA::constrainedPenaltyFactor ( )

inline

Returns a reference to the penalty factor for an individual that is outside the feasible area.

The value is multiplied with the distance to the nearest feasible point.

Definition at line 109 of file ElitistCMA.h.

References shark::PenalizingEvaluator::m_penaltyFactor.

◆ init()

SHARK_EXPORT_SYMBOL void shark::ElitistCMA::init	(	ObjectiveFunctionType const &	function,
		SearchPointType const &	p
	)

virtual

Initializes the algorithm for the supplied objective function.

Implements shark::AbstractSingleObjectiveOptimizer< RealVector >.

Referenced by main(), and name().

◆ name()

std::string shark::ElitistCMA::name ( ) const

inlinevirtual

From INameable: return the class name.

Reimplemented from shark::INameable.

Definition at line 75 of file ElitistCMA.h.

References init(), read(), SHARK_EXPORT_SYMBOL, step(), and write().

◆ read()

SHARK_EXPORT_SYMBOL void shark::ElitistCMA::read ( InArchive & archive )

virtual

Read the component from the supplied archive.

Parameters

[in,out] archive The archive to read from.

Reimplemented from shark::ISerializable.

Referenced by name().

◆ sigma() [1/2]

double shark::ElitistCMA::sigma ( ) const

inline

Returns the current step length.

Definition at line 114 of file ElitistCMA.h.

References shark::Individual< PointType, FitnessTypeT, Chromosome >::chromosome(), and shark::CMAChromosome::m_stepSize.

Referenced by main().

◆ sigma() [2/2]

double& shark::ElitistCMA::sigma ( )

inline

Returns the current step length.

Definition at line 119 of file ElitistCMA.h.

References shark::Individual< PointType, FitnessTypeT, Chromosome >::chromosome(), and shark::CMAChromosome::m_stepSize.

◆ step()

SHARK_EXPORT_SYMBOL void shark::ElitistCMA::step ( ObjectiveFunctionType const & function )

virtual

Executes one iteration of the algorithm.

Implements shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >.

Referenced by main(), and name().

◆ write()

SHARK_EXPORT_SYMBOL void shark::ElitistCMA::write ( OutArchive & archive ) const

virtual

Write the component to the supplied archive.

Parameters

[in,out] archive The archive to write to.

Reimplemented from shark::ISerializable.

Referenced by name().

The documentation for this class was generated from the following file:

include/shark/Algorithms/DirectSearch/ElitistCMA.h

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ ElitistCMA()

Member Function Documentation

◆ activeUpdate() [1/2]

◆ activeUpdate() [2/2]

◆ constrainedPenaltyFactor() [1/2]

◆ constrainedPenaltyFactor() [2/2]

◆ init()

◆ name()

◆ read()

◆ sigma() [1/2]

◆ sigma() [2/2]

◆ step()

◆ write()