/// ------------------------------------------------------ /// SwarmOps - Numeric and heuristic optimization for C# /// Copyright (C) 2003-2011 Magnus Erik Hvass Pedersen. /// Please see the file license.txt for license details. /// SwarmOps on the internet: http://www.Hvass-Labs.org/ /// ------------------------------------------------------ using System.Collections.Generic; using System.Linq; using SwarmOps.Extensions; namespace SwarmOps { /// /// Wrapper for an optimizer providing statistics such as /// mean fitness achieved over a number of optimization runs, /// best results achieved, etc. Transparently supports the /// same methods as the the optimizer itself, but stores the /// optimization results so as to compute the statistics. /// public class Statistics : OptimizerWrapper { #region Constructors. /// /// Create a Statistics-object. /// /// Optimizer-object being wrapped. /// Only use feasible results. public Statistics(Optimizer optimizer, bool onlyFeasible) : base(optimizer) { OnlyFeasible = onlyFeasible; Results = new List(); } #endregion #region Public fields. /// /// Only use feasible results. /// public bool OnlyFeasible { get; private set; } /// /// Number of results regardless of feasibility. /// public int Count { get; protected set; } /// /// Number of feasible results. /// public int CountFeasible { get; protected set; } /// /// Fraction of results that are feasible (satisfy constraints). /// public double FeasibleFraction { get { return (double)CountFeasible / Count; } } /// /// Optimization results stored for later computation of statistics. /// public List Results { get; private set; } /// /// Best optimization results based on fitness alone. There may be several, /// equally good results. To get the first call BestResult instead. /// public IEnumerable BestResults { get; private set; } /// /// Best optimization result achieved, based on fitness alone. /// public Result BestResult { get { IEnumerator results = BestResults.GetEnumerator(); results.MoveNext(); return results.Current; } } /// /// Parameters for best optimization result achieved. /// public double[] BestParameters { get { return BestResult.Parameters; } } /// /// Quartiles for fitness results. /// public Quartiles FitnessQuartiles { get; private set; } /// /// Fitness for best solution found. /// public double? FitnessMin { get { return FitnessQuartiles.Min; } } /// /// Fitness for worst solution found. /// public double? FitnessMax { get { return FitnessQuartiles.Max; } } /// /// Fitness mean or average for all optimization results. /// public double? FitnessMean { get; private set; } /// /// Standard deviation of fitness for all optimization results. /// public double? FitnessStdDev { get; private set; } /// /// Quartiles for iterations results. /// public Quartiles IterationsQuartiles { get; private set; } /// /// Lowest number of iterations used in a single optimization run. /// public double? IterationsMin { get { return IterationsQuartiles.Min; } } /// /// Highest number of iterations used in a single optimization run. /// public double? IterationsMax { get { return IterationsQuartiles.Max; } } /// /// Mean number of iterations used in optimization runs. /// public double? IterationsMean { get; private set; } /// /// Standard deviation for the number of iterations used in optimization runs. /// public double? IterationsStdDev { get; private set; } #endregion #region Public methods. /// /// Compute the statistics. Call this after all /// optimization runs have executed. /// public void Compute() { FitnessQuartiles = new Quartiles(); IterationsQuartiles = new Quartiles(); if (Results.Count > 0) { // Fitness quartiles. double[] fitnessArray = Results.Select(o => o.Fitness).ToArray(); FitnessQuartiles.ComputeUnsortedInplace(fitnessArray); // Iterations quartiles. double[] iterationsArray = Results.Select(o => o.Iterations).ToArray(); IterationsQuartiles.ComputeUnsortedInplace(iterationsArray); // Fitness mean and stddev. FitnessMean = Results.Average(o => o.Fitness); FitnessStdDev = Results.StdDev(o => o.Fitness); // Iterations mean and stddev. IterationsMean = Results.Average(o => o.Iterations); IterationsStdDev = Results.StdDev(o => o.Iterations); } else { // Fitness mean and stddev. FitnessMean = null; FitnessStdDev = null; // Iterations mean and stddev. IterationsMean = null; IterationsStdDev = null; } // Best results. BestResults = Results.Where(o => o.Fitness == FitnessMin); } /// /// Clear the stored data used for computing statistics. /// public void Clear() { Results.Clear(); Count = 0; CountFeasible = 0; } #endregion #region Base-class overrides. /// /// Return the name of the problem. /// public override string Name { get { return "Statistics (" + Optimizer.Name + ")"; } } /// /// Perform one optimization run and return the best found solution. /// This just wraps around the Optimizer and stores the results for /// later computation of statistics. /// /// Control parameters for the optimizer. /// Preemptive Fitness Limit public override Result Optimize(double[] parameters, double fitnessLimit) { // Call through to the Optimizer. Result result = Optimizer.Optimize(parameters, fitnessLimit); // Store optimization result for later use by the Compute() method, // if feasibility is required then only store feasible results. if (!OnlyFeasible || result.Feasible) { Results.Add(result); } if (result.Feasible) { // Increase count of feasible results. CountFeasible++; } // Increase total count of results, regardless of feasibility. Count++; // Return the optimization result. return result; } #endregion } }