Implements the generational MO-CMA-ES. More...

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

Inheritance diagram for shark::IndicatorBasedMOCMA< Indicator >:

Public Types
enum	NotionOfSuccess { IndividualBased, PopulationBased }

Public Types inherited from shark::AbstractMultiObjectiveOptimizer< RealVector >
typedef super::SearchPointType	SearchPointType

typedef super::SolutionType	SolutionType

typedef super::ObjectiveFunctionType	ObjectiveFunctionType

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

typedef RealVector	SearchPointType

typedef RealVector	ResultType

typedef std::vector< ResultSet< RealVector, RealVector > >	SolutionType

typedef AbstractObjectiveFunction< RealVector, ResultType >	ObjectiveFunctionType

typedef TypedFlags< Feature >	Features

typedef TypedFeatureNotAvailableException< Feature >	FeatureNotAvailableException

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

std::string	name () const
	Returns the name of the algorithm. More...

std::size_t	mu () const

std::size_t &	mu ()

std::size_t	numInitPoints () const
	The number of points used for initialization of the algorithm. More...

double	initialSigma () const

double &	initialSigma ()

NotionOfSuccess	notionOfSuccess () const

NotionOfSuccess &	notionOfSuccess ()

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

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

void	init (ObjectiveFunctionType const &function, std::vector< SearchPointType > const &initialSearchPoints)
	Initializes the algorithm for the supplied objective function. More...

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

Indicator &	indicator ()

Indicator const &	indicator () const

Public Member Functions inherited from shark::AbstractMultiObjectiveOptimizer< RealVector >
SolutionType const &	solution () const
	Accesses the current approximation of the Pareto-set and -front, respectively. More...

Public Member Functions inherited from shark::AbstractOptimizer< RealVector, RealVector, std::vector< ResultSet< RealVector, 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 ()

Protected Types
typedef CMAIndividual< RealVector >	IndividualType
	The individual type of the SteadyState-MOCMA. More...

Protected Member Functions
void	doInit (std::vector< SearchPointType > const &initialSearchPoints, std::vector< ResultType > const &functionValues, std::size_t mu, double initialSigma)

std::vector< IndividualType >	generateOffspring () const

void	updatePopulation (std::vector< IndividualType > const &offspringVec)

Protected Member Functions inherited from shark::AbstractOptimizer< RealVector, RealVector, std::vector< ResultSet< RealVector, 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
std::vector< IndividualType >	m_parents
	Population of size \(\mu + 1\). More...

Protected Attributes inherited from shark::AbstractMultiObjectiveOptimizer< RealVector >
SolutionType	m_best
	The current Pareto-set/-front. More...

Protected Attributes inherited from shark::AbstractOptimizer< RealVector, RealVector, std::vector< ResultSet< RealVector, RealVector > > >
Features	m_features

Detailed Description

template<typename Indicator = HypervolumeIndicator>
class shark::IndicatorBasedMOCMA< Indicator >

Implements the generational MO-CMA-ES.

Please see the following papers for further reference:

Igel, Suttorp and Hansen. Steady-state Selection and Efficient Covariance Matrix Update in the Multi-Objective CMA-ES.
Vo�, Hansen and Igel. Improved Step Size Adaptation for the MO-CMA-ES.

Definition at line 55 of file MOCMA.h.

Member Typedef Documentation

◆ IndividualType

template<typename Indicator = HypervolumeIndicator>

typedef CMAIndividual<RealVector> shark::IndicatorBasedMOCMA< Indicator >::IndividualType

protected

The individual type of the SteadyState-MOCMA.

Definition at line 164 of file MOCMA.h.

Member Enumeration Documentation

◆ NotionOfSuccess

template<typename Indicator = HypervolumeIndicator>

enum shark::IndicatorBasedMOCMA::NotionOfSuccess

Enumerator
IndividualBased
PopulationBased

Definition at line 57 of file MOCMA.h.

Constructor & Destructor Documentation

◆ IndicatorBasedMOCMA()

template<typename Indicator = HypervolumeIndicator>

shark::IndicatorBasedMOCMA< Indicator >::IndicatorBasedMOCMA ( random::rng_type & rng = random::globalRng )

inline

Definition at line 63 of file MOCMA.h.

References shark::IndicatorBasedMOCMA< Indicator >::initialSigma(), shark::AbstractOptimizer< RealVector, RealVector, std::vector< ResultSet< RealVector, RealVector > > >::m_features, shark::IndicatorBasedMOCMA< Indicator >::mu(), shark::IndicatorBasedMOCMA< Indicator >::notionOfSuccess(), and shark::IndicatorBasedMOCMA< Indicator >::PopulationBased.

Member Function Documentation

◆ doInit()

template<typename Indicator = HypervolumeIndicator>

void shark::IndicatorBasedMOCMA< Indicator >::doInit	(	std::vector< SearchPointType > const &	initialSearchPoints,
		std::vector< ResultType > const &	functionValues,
		std::size_t	mu,
		double	initialSigma
	)

inlineprotected

Definition at line 166 of file MOCMA.h.

References shark::random::discrete(), shark::IndicatorBasedMOCMA< Indicator >::indicator(), shark::IndicatorBasedMOCMA< Indicator >::initialSigma(), shark::AbstractMultiObjectiveOptimizer< RealVector >::m_best, shark::IndicatorBasedMOCMA< Indicator >::m_parents, shark::IndicatorBasedMOCMA< Indicator >::mu(), and SIZE_CHECK.

Referenced by shark::IndicatorBasedMOCMA< Indicator >::init().

◆ generateOffspring()

template<typename Indicator = HypervolumeIndicator>

std::vector<IndividualType> shark::IndicatorBasedMOCMA< Indicator >::generateOffspring ( ) const

inlineprotected

Definition at line 208 of file MOCMA.h.

References shark::IndicatorBasedMOCMA< Indicator >::m_parents, and shark::IndicatorBasedMOCMA< Indicator >::mu().

Referenced by shark::IndicatorBasedMOCMA< Indicator >::step().

◆ indicator() [1/2]

template<typename Indicator = HypervolumeIndicator>

Indicator& shark::IndicatorBasedMOCMA< Indicator >::indicator ( )

inline

Definition at line 156 of file MOCMA.h.

Referenced by shark::IndicatorBasedMOCMA< Indicator >::doInit(), and main().

◆ indicator() [2/2]

template<typename Indicator = HypervolumeIndicator>

Indicator const& shark::IndicatorBasedMOCMA< Indicator >::indicator ( ) const

inline

Definition at line 159 of file MOCMA.h.

◆ init()

template<typename Indicator = HypervolumeIndicator>

void shark::IndicatorBasedMOCMA< Indicator >::init	(	ObjectiveFunctionType const &	function,
		std::vector< SearchPointType > const &	initialSearchPoints
	)

inlinevirtual

Initializes the algorithm for the supplied objective function.

Parameters

[in]	function	The objective function.
[in]	initialSearchPoints	A set of intiial search points.

Implements shark::AbstractOptimizer< RealVector, RealVector, std::vector< ResultSet< RealVector, RealVector > > >.

Definition at line 131 of file MOCMA.h.

References shark::AbstractOptimizer< RealVector, RealVector, std::vector< ResultSet< RealVector, RealVector > > >::checkFeatures(), shark::IndicatorBasedMOCMA< Indicator >::doInit(), shark::IndicatorBasedMOCMA< Indicator >::initialSigma(), shark::IndicatorBasedMOCMA< Indicator >::mu(), and SHARK_RUNTIME_CHECK.

Referenced by main().

◆ initialSigma() [1/2]

template<typename Indicator = HypervolumeIndicator>

double shark::IndicatorBasedMOCMA< Indicator >::initialSigma ( ) const

inline

Definition at line 90 of file MOCMA.h.

Referenced by shark::IndicatorBasedMOCMA< Indicator >::doInit(), shark::IndicatorBasedMOCMA< Indicator >::IndicatorBasedMOCMA(), and shark::IndicatorBasedMOCMA< Indicator >::init().

◆ initialSigma() [2/2]

template<typename Indicator = HypervolumeIndicator>

double& shark::IndicatorBasedMOCMA< Indicator >::initialSigma ( )

inline

Definition at line 93 of file MOCMA.h.

◆ mu() [1/2]

template<typename Indicator = HypervolumeIndicator>

std::size_t shark::IndicatorBasedMOCMA< Indicator >::mu ( ) const

inline

Definition at line 78 of file MOCMA.h.

Referenced by shark::IndicatorBasedMOCMA< Indicator >::doInit(), shark::IndicatorBasedMOCMA< Indicator >::generateOffspring(), shark::IndicatorBasedMOCMA< Indicator >::IndicatorBasedMOCMA(), shark::IndicatorBasedMOCMA< Indicator >::init(), main(), and shark::IndicatorBasedMOCMA< Indicator >::updatePopulation().

◆ mu() [2/2]

template<typename Indicator = HypervolumeIndicator>

std::size_t& shark::IndicatorBasedMOCMA< Indicator >::mu ( )

inline

Definition at line 81 of file MOCMA.h.

◆ name()

template<typename Indicator = HypervolumeIndicator>

std::string shark::IndicatorBasedMOCMA< Indicator >::name ( ) const

inlinevirtual

Returns the name of the algorithm.

Reimplemented from shark::INameable.

Definition at line 74 of file MOCMA.h.

◆ notionOfSuccess() [1/2]

template<typename Indicator = HypervolumeIndicator>

NotionOfSuccess shark::IndicatorBasedMOCMA< Indicator >::notionOfSuccess ( ) const

inline

Definition at line 97 of file MOCMA.h.

Referenced by shark::IndicatorBasedMOCMA< Indicator >::IndicatorBasedMOCMA().

◆ notionOfSuccess() [2/2]

template<typename Indicator = HypervolumeIndicator>

NotionOfSuccess& shark::IndicatorBasedMOCMA< Indicator >::notionOfSuccess ( )

inline

Definition at line 100 of file MOCMA.h.

◆ numInitPoints()

template<typename Indicator = HypervolumeIndicator>

std::size_t shark::IndicatorBasedMOCMA< Indicator >::numInitPoints ( ) const

inlinevirtual

The number of points used for initialization of the algorithm.

Implements shark::AbstractOptimizer< RealVector, RealVector, std::vector< ResultSet< RealVector, RealVector > > >.

Definition at line 86 of file MOCMA.h.

◆ read()

template<typename Indicator = HypervolumeIndicator>

void shark::IndicatorBasedMOCMA< Indicator >::read ( InArchive & archive )

inlinevirtual

Read the component from the supplied archive.

Parameters

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

Reimplemented from shark::ISerializable.

Definition at line 103 of file MOCMA.h.

References shark::AbstractMultiObjectiveOptimizer< RealVector >::m_best, and shark::IndicatorBasedMOCMA< Indicator >::m_parents.

◆ step()

template<typename Indicator = HypervolumeIndicator>

void shark::IndicatorBasedMOCMA< Indicator >::step ( ObjectiveFunctionType const & function )

inlinevirtual

Executes one iteration of the algorithm.

Parameters

[in] function The function to iterate upon.

Implements shark::AbstractOptimizer< RealVector, RealVector, std::vector< ResultSet< RealVector, RealVector > > >.

Definition at line 149 of file MOCMA.h.

References shark::IndicatorBasedMOCMA< Indicator >::generateOffspring(), and shark::IndicatorBasedMOCMA< Indicator >::updatePopulation().

Referenced by main().

◆ updatePopulation()

template<typename Indicator = HypervolumeIndicator>

void shark::IndicatorBasedMOCMA< Indicator >::updatePopulation ( std::vector< IndividualType > const & offspringVec )

inlineprotected

Definition at line 219 of file MOCMA.h.

References shark::IndicatorBasedMOCMA< Indicator >::IndividualBased, shark::IndicatorBasedMOCMA< Indicator >::m_parents, shark::IndicatorBasedMOCMA< Indicator >::mu(), shark::IndicatorBasedMOCMA< Indicator >::PopulationBased, shark::CMAChromosome::Successful, and shark::CMAChromosome::Unsuccessful.

Referenced by shark::IndicatorBasedMOCMA< Indicator >::step().

◆ write()

template<typename Indicator = HypervolumeIndicator>

void shark::IndicatorBasedMOCMA< Indicator >::write ( OutArchive & archive ) const

inlinevirtual

Write the component to the supplied archive.

Parameters

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

Reimplemented from shark::ISerializable.

Definition at line 113 of file MOCMA.h.

References shark::AbstractMultiObjectiveOptimizer< RealVector >::m_best, and shark::IndicatorBasedMOCMA< Indicator >::m_parents.

Member Data Documentation

◆ m_parents

template<typename Indicator = HypervolumeIndicator>

std::vector<IndividualType> shark::IndicatorBasedMOCMA< Indicator >::m_parents

protected

Population of size \(\mu + 1\).

Definition at line 251 of file MOCMA.h.

Referenced by shark::IndicatorBasedMOCMA< Indicator >::doInit(), shark::IndicatorBasedMOCMA< Indicator >::generateOffspring(), shark::IndicatorBasedMOCMA< Indicator >::read(), shark::IndicatorBasedMOCMA< Indicator >::updatePopulation(), and shark::IndicatorBasedMOCMA< Indicator >::write().

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

include/shark/Algorithms/DirectSearch/MOCMA.h

Public Types

Public Member Functions

Protected Types

Protected Member Functions

Protected Attributes

Detailed Description

template<typename Indicator = HypervolumeIndicator> class shark::IndicatorBasedMOCMA< Indicator >

Member Typedef Documentation

◆ IndividualType

Member Enumeration Documentation

◆ NotionOfSuccess

Constructor & Destructor Documentation

◆ IndicatorBasedMOCMA()

Member Function Documentation

◆ doInit()

◆ generateOffspring()

◆ indicator() [1/2]

◆ indicator() [2/2]

◆ init()

◆ initialSigma() [1/2]

◆ initialSigma() [2/2]

◆ mu() [1/2]

◆ mu() [2/2]

◆ name()

◆ notionOfSuccess() [1/2]

◆ notionOfSuccess() [2/2]

◆ numInitPoints()

◆ read()

◆ step()

◆ updatePopulation()

◆ write()

Member Data Documentation

◆ m_parents

template<typename Indicator = HypervolumeIndicator>
class shark::IndicatorBasedMOCMA< Indicator >