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50 | <h1>Source code for park.diffev</h1><div class="highlight"><pre> |
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51 | <span class="kn">from</span> <span class="nn">random</span> <span class="kn">import</span> <span class="n">randint</span><span class="p">,</span> <span class="n">random</span> |
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52 | <span class="kn">import</span> <span class="nn">numpy</span> |
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53 | |
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54 | <div class="viewcode-block" id="DE"><a class="viewcode-back" href="../../dev/api/park.html#park.diffev.DE">[docs]</a><span class="k">class</span> <span class="nc">DE</span><span class="p">:</span> |
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55 | <span class="sd">"""</span> |
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56 | <span class="sd"> Differential evolution test implementation</span> |
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57 | <span class="sd"> Implements the Scheme_DE_rand_1 variant</span> |
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58 | |
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59 | <span class="sd"> F: float</span> |
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60 | <span class="sd"> weighting factor which determines the magnitude of perturbation</span> |
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61 | <span class="sd"> occurring in each generation.</span> |
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62 | |
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63 | <span class="sd"> crossover_rate: float</span> |
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64 | <span class="sd"> In general, 0 < crossover_rate < 1. Usually</span> |
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65 | <span class="sd"> considerably lower than 1. Convergence slows as the value</span> |
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66 | <span class="sd"> increases, but higher crossover rates may be necessary when</span> |
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67 | |
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68 | <span class="sd"> func: w = f(p)</span> |
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69 | <span class="sd"> The function to be minimized, of the form w = f(p), where p</span> |
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70 | <span class="sd"> is a vector of length func_dim and w is a scalar</span> |
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71 | |
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72 | <span class="sd"> func_dim: int</span> |
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73 | <span class="sd"> The dimension of the objective function</span> |
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74 | |
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75 | <span class="sd"> pop: array</span> |
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76 | <span class="sd"> The initial population. This should be an iterable composed of</span> |
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77 | <span class="sd"> Rank-1 numpy arrays. The population size must be at least 4,</span> |
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78 | <span class="sd"> preferably much greater.</span> |
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79 | |
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80 | <span class="sd"> l_bound, u_bound: vector</span> |
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81 | <span class="sd"> arrays of size func_dim representing the upper and lower bounds</span> |
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82 | <span class="sd"> for the parameters in the solution vectors</span> |
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83 | |
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84 | <span class="sd"> tol: float</span> |
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85 | <span class="sd"> if (max(pop_values) - min(pop_values) <= conv), the population</span> |
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86 | <span class="sd"> has converged and the evolution will stop</span> |
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87 | <span class="sd"> """</span> |
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88 | |
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89 | <span class="k">def</span> <span class="nf">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">F</span><span class="p">,</span> <span class="n">crossover_rate</span><span class="p">,</span> <span class="n">func</span><span class="p">,</span> <span class="n">func_dim</span><span class="p">,</span> <span class="n">pop</span><span class="p">,</span> <span class="n">l_bound</span><span class="p">,</span> |
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90 | <span class="n">u_bound</span><span class="p">,</span> <span class="n">tol</span><span class="o">=</span><span class="mf">1e-7</span><span class="p">):</span> |
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91 | <span class="bp">self</span><span class="o">.</span><span class="n">pop_size</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="n">pop</span><span class="p">)</span> |
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92 | <span class="bp">self</span><span class="o">.</span><span class="n">dimension</span> <span class="o">=</span> <span class="n">func_dim</span> |
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93 | <span class="bp">self</span><span class="o">.</span><span class="n">F_orig</span> <span class="o">=</span> <span class="n">F</span> |
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94 | <span class="bp">self</span><span class="o">.</span><span class="n">F</span> <span class="o">=</span> <span class="n">F</span> |
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95 | <span class="bp">self</span><span class="o">.</span><span class="n">crossover_rate</span> <span class="o">=</span> <span class="n">crossover_rate</span> |
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96 | <span class="bp">self</span><span class="o">.</span><span class="n">func</span> <span class="o">=</span> <span class="n">func</span> |
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97 | <span class="bp">self</span><span class="o">.</span><span class="n">tol</span> <span class="o">=</span> <span class="n">tol</span> |
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98 | <span class="bp">self</span><span class="o">.</span><span class="n">l_bound</span> <span class="o">=</span> <span class="n">l_bound</span> |
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99 | <span class="bp">self</span><span class="o">.</span><span class="n">u_bound</span> <span class="o">=</span> <span class="n">u_bound</span> |
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100 | <span class="bp">self</span><span class="o">.</span><span class="n">population</span> <span class="o">=</span> <span class="n">pop</span> |
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101 | <span class="bp">self</span><span class="o">.</span><span class="n">generations</span> <span class="o">=</span> <span class="mi">0</span> |
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102 | <span class="bp">self</span><span class="o">.</span><span class="n">pop_values</span> <span class="o">=</span> <span class="p">[</span><span class="bp">self</span><span class="o">.</span><span class="n">func</span><span class="p">(</span><span class="n">p</span><span class="p">)</span> <span class="k">for</span> <span class="n">p</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">population</span><span class="p">]</span> |
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103 | <span class="bp">self</span><span class="o">.</span><span class="n">best_gene</span><span class="p">,</span><span class="bp">self</span><span class="o">.</span><span class="n">best_value</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">get_best_gene</span><span class="p">()</span> |
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104 | <span class="bp">self</span><span class="o">.</span><span class="n">best_gene_history</span> <span class="o">=</span> <span class="p">[</span><span class="bp">self</span><span class="o">.</span><span class="n">best_gene</span><span class="p">]</span> |
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105 | <span class="bp">self</span><span class="o">.</span><span class="n">best_val_history</span> <span class="o">=</span> <span class="p">[</span><span class="bp">self</span><span class="o">.</span><span class="n">best_value</span><span class="p">]</span> |
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106 | <span class="bp">self</span><span class="o">.</span><span class="n">ncalls</span> <span class="o">=</span> <span class="mi">0</span> |
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107 | |
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108 | <span class="c">#//////////////////////////////////////////////////</span> |
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109 | <div class="viewcode-block" id="DE.evolve"><a class="viewcode-back" href="../../dev/api/park.html#park.diffev.DE.evolve">[docs]</a> <span class="k">def</span> <span class="nf">evolve</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">numgens</span><span class="o">=</span><span class="mi">1000</span><span class="p">,</span> <span class="n">monitor</span><span class="o">=</span><span class="bp">None</span><span class="p">):</span> |
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110 | <span class="sd">'''Evolve the population for numgens generations, or until it converges.</span> |
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111 | <span class="sd"> Returns the best vector from the run'''</span> |
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112 | <span class="k">try</span><span class="p">:</span> |
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113 | <span class="kn">import</span> <span class="nn">psyco</span> |
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114 | <span class="n">psyco</span><span class="o">.</span><span class="n">full</span><span class="p">()</span> |
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115 | <span class="k">except</span> <span class="ne">ImportError</span><span class="p">:</span> |
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116 | <span class="k">pass</span> |
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117 | |
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118 | <span class="n">start_gen</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">generations</span> |
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119 | <span class="k">for</span> <span class="n">gen</span> <span class="ow">in</span> <span class="nb">xrange</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">generations</span> <span class="o">+</span> <span class="mi">1</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">generations</span> <span class="o">+</span> <span class="n">numgens</span> <span class="o">+</span> <span class="mi">1</span><span class="p">):</span> |
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120 | <span class="n">candidate_pop</span> <span class="o">=</span> <span class="p">[]</span> |
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121 | |
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122 | <span class="k">for</span> <span class="n">i</span> <span class="ow">in</span> <span class="nb">xrange</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">pop_size</span><span class="p">):</span> |
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123 | <span class="p">(</span><span class="n">r1</span><span class="p">,</span> <span class="n">r2</span><span class="p">,</span> <span class="n">r3</span><span class="p">)</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">select_participants</span><span class="p">(</span><span class="n">i</span><span class="p">)</span> |
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124 | |
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125 | <span class="c">#perturbation/mutation</span> |
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126 | <span class="n">candidate</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">population</span><span class="p">[</span><span class="n">r1</span><span class="p">]</span> <span class="o">+</span> <span class="bp">self</span><span class="o">.</span><span class="n">F</span><span class="o">*</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">population</span><span class="p">[</span><span class="n">r2</span><span class="p">]</span> |
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127 | <span class="o">-</span> <span class="bp">self</span><span class="o">.</span><span class="n">population</span><span class="p">[</span><span class="n">r3</span><span class="p">])</span> |
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128 | |
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129 | <span class="c">#crossover</span> |
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130 | <span class="n">candidate</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">crossover</span><span class="p">(</span><span class="n">candidate</span><span class="p">,</span> <span class="n">i</span><span class="p">)</span> |
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131 | |
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132 | <span class="c">#check bound constraints</span> |
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133 | <span class="k">if</span> <span class="ow">not</span> <span class="bp">self</span><span class="o">.</span><span class="n">is_within_bounds</span><span class="p">(</span><span class="n">candidate</span><span class="p">):</span> |
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134 | <span class="n">candidate</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">get_random_gene</span><span class="p">()</span> |
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135 | |
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136 | <span class="c">#test fitness to determine membership in next gen</span> |
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137 | <span class="n">candidate_val</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">func</span><span class="p">(</span><span class="n">candidate</span><span class="p">)</span> |
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138 | <span class="k">if</span> <span class="n">candidate_val</span> <span class="o"><</span> <span class="bp">self</span><span class="o">.</span><span class="n">pop_values</span><span class="p">[</span><span class="n">i</span><span class="p">]:</span> |
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139 | <span class="n">candidate_pop</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">candidate</span><span class="p">)</span> |
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140 | <span class="bp">self</span><span class="o">.</span><span class="n">pop_values</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">candidate_val</span><span class="p">)</span> |
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141 | <span class="k">else</span><span class="p">:</span> |
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142 | <span class="n">candidate_pop</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">population</span><span class="p">[</span><span class="n">i</span><span class="p">])</span> |
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143 | <span class="bp">self</span><span class="o">.</span><span class="n">ncalls</span> <span class="o">+=</span> <span class="bp">self</span><span class="o">.</span><span class="n">pop_size</span> |
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144 | |
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145 | <span class="bp">self</span><span class="o">.</span><span class="n">population</span> <span class="o">=</span> <span class="n">candidate_pop</span> |
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146 | <span class="n">x</span><span class="p">,</span><span class="n">fx</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">get_best_gene</span><span class="p">()</span> |
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147 | <span class="k">if</span> <span class="n">fx</span> <span class="o"><</span> <span class="bp">self</span><span class="o">.</span><span class="n">best_value</span><span class="p">:</span> |
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148 | <span class="bp">self</span><span class="o">.</span><span class="n">best_gene</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">best_value</span> <span class="o">=</span> <span class="n">x</span><span class="p">,</span><span class="n">fx</span> |
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149 | <span class="k">if</span> <span class="n">monitor</span> <span class="ow">is</span> <span class="ow">not</span> <span class="bp">None</span><span class="p">:</span> |
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150 | <span class="n">monitor</span><span class="o">.</span><span class="n">improvement</span><span class="p">(</span><span class="n">x</span><span class="p">,</span><span class="n">fx</span><span class="p">,</span><span class="bp">self</span><span class="o">.</span><span class="n">ncalls</span><span class="p">)</span> |
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151 | <span class="bp">self</span><span class="o">.</span><span class="n">best_val_history</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">best_value</span><span class="p">)</span> |
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152 | <span class="bp">self</span><span class="o">.</span><span class="n">best_gene_history</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">best_gene</span><span class="p">)</span> |
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153 | <span class="bp">self</span><span class="o">.</span><span class="n">generations</span> <span class="o">=</span> <span class="n">gen</span> |
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154 | |
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155 | <span class="k">if</span> <span class="n">monitor</span> <span class="ow">is</span> <span class="ow">not</span> <span class="bp">None</span><span class="p">:</span> |
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156 | <span class="n">monitor</span><span class="o">.</span><span class="n">progress</span><span class="p">(</span><span class="n">gen</span><span class="o">-</span><span class="n">start_gen</span><span class="p">,</span><span class="n">numgens</span><span class="p">)</span> |
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157 | |
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158 | <span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">is_converged</span><span class="p">():</span> |
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159 | <span class="k">break</span> |
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160 | |
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161 | <span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">best_gene</span> |
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162 | |
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163 | |
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164 | <span class="c">#////////////////////////////////////////////////</span></div> |
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165 | <div class="viewcode-block" id="DE.get_random_gene"><a class="viewcode-back" href="../../dev/api/park.html#park.diffev.DE.get_random_gene">[docs]</a> <span class="k">def</span> <span class="nf">get_random_gene</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span> |
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166 | <span class="sd">'''Generate a random gene within the bounds constraints.</span> |
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167 | <span class="sd"> Used to replace out-of-bounds genes'''</span> |
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168 | <span class="n">result</span> <span class="o">=</span> <span class="p">[</span><span class="n">numpy</span><span class="o">.</span><span class="n">random</span><span class="o">.</span><span class="n">uniform</span><span class="p">(</span><span class="n">low</span><span class="p">,</span> <span class="n">high</span><span class="p">)</span> |
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169 | <span class="k">for</span> <span class="n">low</span><span class="p">,</span> <span class="n">high</span> <span class="ow">in</span> <span class="nb">zip</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">l_bound</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">u_bound</span><span class="p">)]</span> |
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170 | <span class="k">return</span> <span class="n">numpy</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">result</span><span class="p">)</span> |
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171 | |
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172 | <span class="c">#////////////////////////////////////////////////</span></div> |
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173 | <div class="viewcode-block" id="DE.is_within_bounds"><a class="viewcode-back" href="../../dev/api/park.html#park.diffev.DE.is_within_bounds">[docs]</a> <span class="k">def</span> <span class="nf">is_within_bounds</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">gene</span><span class="p">):</span> |
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174 | <span class="sd">'''Determine whether the gene meets the bounds constraints'''</span> |
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175 | <span class="k">return</span> <span class="n">numpy</span><span class="o">.</span><span class="n">all</span><span class="p">(</span> <span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">l_bound</span> <span class="o"><</span> <span class="n">gene</span><span class="p">)</span> <span class="o">&</span> <span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">u_bound</span> <span class="o">></span> <span class="n">gene</span><span class="p">)</span> <span class="p">)</span> |
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176 | |
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177 | <span class="c">#////////////////////////////////////////////////</span> |
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178 | <span class="c">#This appears to be a total failure. I'll leave the code in,</span> |
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179 | <span class="c">#but it's not called from the main evolution loop anymore.</span></div> |
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180 | <div class="viewcode-block" id="DE.adjust_F"><a class="viewcode-back" href="../../dev/api/park.html#park.diffev.DE.adjust_F">[docs]</a> <span class="k">def</span> <span class="nf">adjust_F</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span> |
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181 | <span class="sd">'''Adjust F to account for stagnation of the population '''</span> |
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182 | <span class="c">#has the best vector improved this generation?</span> |
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183 | <span class="n">idx</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">best_val_history</span><span class="p">)</span> |
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184 | <span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">best_val_history</span><span class="p">[</span><span class="n">idx</span> <span class="o">-</span> <span class="mi">1</span><span class="p">]</span> <span class="o">==</span> <span class="bp">self</span><span class="o">.</span><span class="n">best_val_history</span><span class="p">[</span><span class="n">idx</span> <span class="o">-</span> <span class="mi">2</span><span class="p">]:</span> |
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185 | <span class="bp">self</span><span class="o">.</span><span class="n">stagnant_gens</span> <span class="o">+=</span> <span class="mi">1</span> |
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186 | <span class="k">else</span><span class="p">:</span> |
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187 | <span class="bp">self</span><span class="o">.</span><span class="n">stagnant_gens</span> <span class="o">=</span> <span class="mi">0</span> |
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188 | |
---|
189 | <span class="c">#adapt F to account for stagnation</span> |
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190 | <span class="bp">self</span><span class="o">.</span><span class="n">F</span> <span class="o">=</span> <span class="nb">min</span><span class="p">(</span> <span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">F_orig</span> <span class="o">+</span> <span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">stagnant_gens</span> <span class="o">*</span> <span class="mf">0.01</span><span class="p">)),</span> <span class="mf">2.0</span><span class="p">)</span> |
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191 | |
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192 | <span class="c">#////////////////////////////////////////////////</span></div> |
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193 | <div class="viewcode-block" id="DE.get_best_gene"><a class="viewcode-back" href="../../dev/api/park.html#park.diffev.DE.get_best_gene">[docs]</a> <span class="k">def</span> <span class="nf">get_best_gene</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span> |
---|
194 | <span class="sd">'''find the most fit gene in the current population'''</span> |
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195 | <span class="c">#print "pop", self.pop_values</span> |
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196 | |
---|
197 | <span class="n">best_index</span> <span class="o">=</span> <span class="n">numpy</span><span class="o">.</span><span class="n">argmin</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">pop_values</span><span class="p">)</span> |
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198 | <span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">population</span><span class="p">[</span><span class="n">best_index</span><span class="p">],</span><span class="bp">self</span><span class="o">.</span><span class="n">pop_values</span><span class="p">[</span><span class="n">best_index</span><span class="p">],</span> |
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199 | |
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200 | <span class="c">#////////////////////////////////////////////////</span></div> |
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201 | <div class="viewcode-block" id="DE.select_participants"><a class="viewcode-back" href="../../dev/api/park.html#park.diffev.DE.select_participants">[docs]</a> <span class="k">def</span> <span class="nf">select_participants</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">i</span><span class="p">):</span> |
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202 | <span class="sd">'''generate r1, r2, and r3 randomly from the range [0, NP-1]</span> |
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203 | <span class="sd"> such that they are distinct values not equal to i'''</span> |
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204 | <span class="n">choices</span> <span class="o">=</span> <span class="p">[</span><span class="n">i</span><span class="p">]</span> |
---|
205 | <span class="k">for</span> <span class="n">choice</span> <span class="ow">in</span> <span class="nb">xrange</span><span class="p">(</span><span class="mi">3</span><span class="p">):</span> |
---|
206 | <span class="k">while</span> <span class="bp">True</span><span class="p">:</span> |
---|
207 | <span class="n">j</span> <span class="o">=</span> <span class="n">numpy</span><span class="o">.</span><span class="n">random</span><span class="o">.</span><span class="n">randint</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">pop_size</span><span class="o">-</span><span class="mi">1</span><span class="p">)</span> |
---|
208 | <span class="k">if</span> <span class="n">j</span> <span class="ow">not</span> <span class="ow">in</span> <span class="n">choices</span><span class="p">:</span> |
---|
209 | <span class="k">break</span> |
---|
210 | <span class="n">choices</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">j</span><span class="p">)</span> |
---|
211 | <span class="k">return</span> <span class="n">choices</span><span class="p">[</span><span class="mi">1</span><span class="p">:]</span> |
---|
212 | <span class="c">#////////////////////////////////////////////////</span></div> |
---|
213 | <div class="viewcode-block" id="DE.crossover"><a class="viewcode-back" href="../../dev/api/park.html#park.diffev.DE.crossover">[docs]</a> <span class="k">def</span> <span class="nf">crossover</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">candidate</span><span class="p">,</span> <span class="n">i</span><span class="p">):</span> |
---|
214 | <span class="sd">'''Perform a crossover between the candidate and the ith member of</span> |
---|
215 | <span class="sd"> the previous generation.'''</span> |
---|
216 | <span class="n">result</span> <span class="o">=</span> <span class="p">[]</span> |
---|
217 | |
---|
218 | <span class="c">#generate lower bound of crossover (this bound is inclusive)</span> |
---|
219 | <span class="n">low</span> <span class="o">=</span> <span class="n">randint</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">dimension</span><span class="o">-</span><span class="mi">1</span><span class="p">)</span> |
---|
220 | |
---|
221 | <span class="c">#determine the size of the crossover</span> |
---|
222 | <span class="n">L</span> <span class="o">=</span> <span class="mi">0</span> |
---|
223 | <span class="k">while</span> <span class="n">random</span><span class="p">()</span> <span class="o"><</span> <span class="bp">self</span><span class="o">.</span><span class="n">crossover_rate</span> <span class="ow">and</span> <span class="n">L</span> <span class="o"><</span> <span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">dimension</span> <span class="o">-</span> <span class="n">low</span><span class="p">):</span> |
---|
224 | <span class="n">L</span> <span class="o">+=</span> <span class="mi">1</span> |
---|
225 | |
---|
226 | <span class="c">#calculate the upper bound of crossover (this bound is exclusive)</span> |
---|
227 | <span class="n">high</span> <span class="o">=</span> <span class="n">low</span> <span class="o">+</span> <span class="n">L</span> |
---|
228 | |
---|
229 | <span class="n">high</span> <span class="o">=</span> <span class="n">numpy</span><span class="o">.</span><span class="n">repeat</span><span class="p">(</span><span class="n">high</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">dimension</span><span class="p">)</span> |
---|
230 | <span class="n">low</span> <span class="o">=</span> <span class="n">numpy</span><span class="o">.</span><span class="n">repeat</span><span class="p">(</span><span class="n">low</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">dimension</span><span class="p">)</span> |
---|
231 | <span class="n">seq</span> <span class="o">=</span> <span class="n">numpy</span><span class="o">.</span><span class="n">arange</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">dimension</span><span class="p">)</span> |
---|
232 | |
---|
233 | <span class="n">result</span> <span class="o">=</span> <span class="n">numpy</span><span class="o">.</span><span class="n">choose</span><span class="p">(</span> <span class="p">((</span><span class="n">seq</span> <span class="o">>=</span> <span class="n">low</span><span class="p">)</span><span class="o">&</span><span class="p">(</span><span class="n">seq</span> <span class="o"><</span> <span class="n">high</span><span class="p">)),</span> |
---|
234 | <span class="p">[</span><span class="n">candidate</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">population</span><span class="p">[</span><span class="n">i</span><span class="p">]]</span> <span class="p">)</span> |
---|
235 | <span class="k">return</span> <span class="n">result</span> |
---|
236 | </div> |
---|
237 | <div class="viewcode-block" id="DE.is_converged"><a class="viewcode-back" href="../../dev/api/park.html#park.diffev.DE.is_converged">[docs]</a> <span class="k">def</span> <span class="nf">is_converged</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span> |
---|
238 | <span class="sd">'''check for convergence'''</span> |
---|
239 | <span class="k">return</span> <span class="nb">max</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">pop_values</span><span class="p">)</span> <span class="o">-</span> <span class="nb">min</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">pop_values</span><span class="p">)</span> <span class="o"><=</span> <span class="bp">self</span><span class="o">.</span><span class="n">tol</span> |
---|
240 | </div></div> |
---|
241 | <div class="viewcode-block" id="diffev"><a class="viewcode-back" href="../../dev/api/park.html#park.diffev.diffev">[docs]</a><span class="k">def</span> <span class="nf">diffev</span><span class="p">(</span><span class="n">fn</span><span class="p">,</span> <span class="n">bounds</span><span class="p">,</span> <span class="n">x0</span><span class="o">=</span><span class="bp">None</span><span class="p">,</span> <span class="n">pop_scale</span><span class="o">=</span><span class="mi">4</span><span class="p">,</span> <span class="n">crossover_rate</span><span class="o">=</span><span class="mf">0.8</span><span class="p">,</span> |
---|
242 | <span class="n">Fscale</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span> <span class="n">tolerance</span><span class="o">=</span><span class="mf">1e-5</span><span class="p">,</span> <span class="n">maxiter</span><span class="o">=</span><span class="mi">1000</span><span class="p">,</span> <span class="n">monitor</span><span class="o">=</span><span class="bp">None</span><span class="p">):</span> |
---|
243 | <span class="sd">"""</span> |
---|
244 | <span class="sd"> Run differential evolution, returning x,fx,ncalls</span> |
---|
245 | <span class="sd"> """</span> |
---|
246 | <span class="n">lo</span><span class="p">,</span> <span class="n">hi</span> <span class="o">=</span> <span class="n">numpy</span><span class="o">.</span><span class="n">asarray</span><span class="p">(</span><span class="n">bounds</span><span class="p">[</span><span class="mi">0</span><span class="p">]),</span> <span class="n">numpy</span><span class="o">.</span><span class="n">asarray</span><span class="p">(</span><span class="n">bounds</span><span class="p">[</span><span class="mi">1</span><span class="p">])</span> |
---|
247 | <span class="n">dim</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="n">lo</span><span class="p">)</span> |
---|
248 | <span class="n">pop</span> <span class="o">=</span> <span class="n">gen_pop</span><span class="p">(</span><span class="n">dim</span><span class="o">*</span><span class="n">pop_scale</span><span class="p">,</span> <span class="n">lo</span><span class="p">,</span> <span class="n">hi</span><span class="p">,</span> <span class="n">dim</span><span class="p">)</span> |
---|
249 | <span class="k">if</span> <span class="n">x0</span> <span class="ow">is</span> <span class="ow">not</span> <span class="bp">None</span><span class="p">:</span> |
---|
250 | <span class="n">pop</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span> <span class="o">=</span> <span class="n">numpy</span><span class="o">.</span><span class="n">asarray</span><span class="p">(</span><span class="n">x0</span><span class="p">)</span> |
---|
251 | <span class="n">evolver</span> <span class="o">=</span> <span class="n">DE</span><span class="p">(</span><span class="n">Fscale</span><span class="p">,</span> <span class="n">crossover_rate</span><span class="p">,</span> <span class="n">fn</span><span class="p">,</span> <span class="n">dim</span><span class="p">,</span> <span class="n">pop</span><span class="p">,</span> <span class="n">lo</span><span class="p">,</span> <span class="n">hi</span><span class="p">,</span> <span class="n">tolerance</span><span class="p">)</span> |
---|
252 | <span class="n">evolver</span><span class="o">.</span><span class="n">evolve</span><span class="p">(</span><span class="n">maxiter</span><span class="p">,</span> <span class="n">monitor</span><span class="o">=</span><span class="n">monitor</span><span class="p">)</span> |
---|
253 | <span class="k">return</span> <span class="n">evolver</span><span class="o">.</span><span class="n">best_gene</span><span class="p">,</span> <span class="n">evolver</span><span class="o">.</span><span class="n">best_value</span><span class="p">,</span> <span class="n">evolver</span><span class="o">.</span><span class="n">ncalls</span> |
---|
254 | |
---|
255 | |
---|
256 | |
---|
257 | |
---|
258 | <span class="c">########################################################################</span> |
---|
259 | <span class="c">#end DE def</span> |
---|
260 | <span class="c">########################################################################</span></div> |
---|
261 | <div class="viewcode-block" id="gen_pop"><a class="viewcode-back" href="../../dev/api/park.html#park.diffev.gen_pop">[docs]</a><span class="k">def</span> <span class="nf">gen_pop</span><span class="p">(</span><span class="n">size</span><span class="p">,</span> <span class="n">l_bound</span><span class="p">,</span> <span class="n">u_bound</span><span class="p">,</span> <span class="n">dimension</span><span class="p">):</span> |
---|
262 | <span class="sd">'''generate a random population of vectors within the given bounds. dimension</span> |
---|
263 | <span class="sd"> indicates the length of the vectors. l_bound and u_bound should be vectors</span> |
---|
264 | <span class="sd"> of length dimension (any iterable container should work)'''</span> |
---|
265 | <span class="n">result</span> <span class="o">=</span> <span class="p">[]</span> |
---|
266 | <span class="k">for</span> <span class="n">i</span> <span class="ow">in</span> <span class="nb">xrange</span><span class="p">(</span><span class="n">size</span><span class="p">):</span> |
---|
267 | <span class="n">entry</span> <span class="o">=</span> <span class="p">[]</span> |
---|
268 | <span class="k">for</span> <span class="n">j</span> <span class="ow">in</span> <span class="nb">xrange</span><span class="p">(</span><span class="n">dimension</span><span class="p">):</span> |
---|
269 | <span class="n">entry</span><span class="o">.</span><span class="n">append</span><span class="p">(</span> <span class="p">((</span><span class="n">u_bound</span><span class="p">[</span><span class="n">j</span><span class="p">]</span> <span class="o">-</span> <span class="n">l_bound</span><span class="p">[</span><span class="n">j</span><span class="p">])</span> <span class="o">*</span> <span class="n">random</span><span class="p">())</span> <span class="o">+</span> <span class="n">l_bound</span><span class="p">[</span><span class="n">j</span><span class="p">]</span> <span class="p">)</span> |
---|
270 | <span class="n">result</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">numpy</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">entry</span><span class="p">))</span> |
---|
271 | <span class="k">return</span> <span class="n">result</span></div> |
---|
272 | </pre></div> |
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273 | |
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