| """ |
| Copied from "https://github.com/DebangLi/one-pixel-attack-pytorch/" |
| |
| A slight modification to Scipy's implementation of differential evolution. To speed up predictions, the entire parameters array is passed to `self.func`, where a neural network model can batch its computations. |
| Taken from |
| https://github.com/scipy/scipy/blob/70e61dee181de23fdd8d893eaa9491100e2218d7/scipy/optimize/_differentialevolution.py |
| ---------- |
| differential_evolution: The differential evolution global optimization algorithm |
| Added by Andrew Nelson 2014 |
| """ |
| from __future__ import division, print_function, absolute_import |
| import numpy as np |
| from scipy.optimize import OptimizeResult, minimize |
|
|
| |
| |
| from scipy._lib._util import check_random_state |
|
|
|
|
| __all__ = ["differential_evolution"] |
| _status_message = { |
| "success": "Optimization terminated successfully.", |
| "maxfev": "Maximum number of function evaluations has " "been exceeded.", |
| "maxiter": "Maximum number of iterations has been " "exceeded.", |
| "pr_loss": "Desired error not necessarily achieved due " "to precision loss.", |
| "nan": "NaN result encountered.", |
| "out_of_bounds": "The result is outside of the provided " "bounds.", |
| } |
|
|
| _MACHEPS = np.finfo(np.float64).eps |
|
|
|
|
| def differential_evolution( |
| func, |
| bounds, |
| args=(), |
| strategy="best1bin", |
| maxiter=1000, |
| popsize=15, |
| tol=0.01, |
| mutation=(0.5, 1), |
| recombination=0.7, |
| seed=None, |
| callback=None, |
| disp=False, |
| polish=True, |
| init="latinhypercube", |
| atol=0, |
| ): |
| """Finds the global minimum of a multivariate function. |
| Differential Evolution is stochastic in nature (does not use gradient |
| methods) to find the minimium, and can search large areas of candidate |
| space, but often requires larger numbers of function evaluations than |
| conventional gradient based techniques. |
| The algorithm is due to Storn and Price [1]_. |
| Parameters |
| ---------- |
| func : callable |
| The objective function to be minimized. Must be in the form |
| ``f(x, *args)``, where ``x`` is the argument in the form of a 1-D array |
| and ``args`` is a tuple of any additional fixed parameters needed to |
| completely specify the function. |
| bounds : sequence |
| Bounds for variables. ``(min, max)`` pairs for each element in ``x``, |
| defining the lower and upper bounds for the optimizing argument of |
| `func`. It is required to have ``len(bounds) == len(x)``. |
| ``len(bounds)`` is used to determine the number of parameters in ``x``. |
| args : tuple, optional |
| Any additional fixed parameters needed to |
| completely specify the objective function. |
| strategy : str, optional |
| The differential evolution strategy to use. Should be one of: |
| - 'best1bin' |
| - 'best1exp' |
| - 'rand1exp' |
| - 'randtobest1exp' |
| - 'currenttobest1exp' |
| - 'best2exp' |
| - 'rand2exp' |
| - 'randtobest1bin' |
| - 'currenttobest1bin' |
| - 'best2bin' |
| - 'rand2bin' |
| - 'rand1bin' |
| The default is 'best1bin'. |
| maxiter : int, optional |
| The maximum number of generations over which the entire population is |
| evolved. The maximum number of function evaluations (with no polishing) |
| is: ``(maxiter + 1) * popsize * len(x)`` |
| popsize : int, optional |
| A multiplier for setting the total population size. The population has |
| ``popsize * len(x)`` individuals (unless the initial population is |
| supplied via the `init` keyword). |
| tol : float, optional |
| Relative tolerance for convergence, the solving stops when |
| ``np.std(pop) <= atol + tol * np.abs(np.mean(population_energies))``, |
| where and `atol` and `tol` are the absolute and relative tolerance |
| respectively. |
| mutation : float or tuple(float, float), optional |
| The mutation constant. In the literature this is also known as |
| differential weight, being denoted by F. |
| If specified as a float it should be in the range [0, 2]. |
| If specified as a tuple ``(min, max)`` dithering is employed. Dithering |
| randomly changes the mutation constant on a generation by generation |
| basis. The mutation constant for that generation is taken from |
| ``U[min, max)``. Dithering can help speed convergence significantly. |
| Increasing the mutation constant increases the search radius, but will |
| slow down convergence. |
| recombination : float, optional |
| The recombination constant, should be in the range [0, 1]. In the |
| literature this is also known as the crossover probability, being |
| denoted by CR. Increasing this value allows a larger number of mutants |
| to progress into the next generation, but at the risk of population |
| stability. |
| seed : int or `np.random.RandomState`, optional |
| If `seed` is not specified the `np.RandomState` singleton is used. |
| If `seed` is an int, a new `np.random.RandomState` instance is used, |
| seeded with seed. |
| If `seed` is already a `np.random.RandomState instance`, then that |
| `np.random.RandomState` instance is used. |
| Specify `seed` for repeatable minimizations. |
| disp : bool, optional |
| Display status messages |
| callback : callable, `callback(xk, convergence=val)`, optional |
| A function to follow the progress of the minimization. ``xk`` is |
| the current value of ``x0``. ``val`` represents the fractional |
| value of the population convergence. When ``val`` is greater than one |
| the function halts. If callback returns `True`, then the minimization |
| is halted (any polishing is still carried out). |
| polish : bool, optional |
| If True (default), then `scipy.optimize.minimize` with the `L-BFGS-B` |
| method is used to polish the best population member at the end, which |
| can improve the minimization slightly. |
| init : str or array-like, optional |
| Specify which type of population initialization is performed. Should be |
| one of: |
| - 'latinhypercube' |
| - 'random' |
| - array specifying the initial population. The array should have |
| shape ``(M, len(x))``, where len(x) is the number of parameters. |
| `init` is clipped to `bounds` before use. |
| The default is 'latinhypercube'. Latin Hypercube sampling tries to |
| maximize coverage of the available parameter space. 'random' |
| initializes the population randomly - this has the drawback that |
| clustering can occur, preventing the whole of parameter space being |
| covered. Use of an array to specify a population subset could be used, |
| for example, to create a tight bunch of initial guesses in an location |
| where the solution is known to exist, thereby reducing time for |
| convergence. |
| atol : float, optional |
| Absolute tolerance for convergence, the solving stops when |
| ``np.std(pop) <= atol + tol * np.abs(np.mean(population_energies))``, |
| where and `atol` and `tol` are the absolute and relative tolerance |
| respectively. |
| Returns |
| ------- |
| res : OptimizeResult |
| The optimization result represented as a `OptimizeResult` object. |
| Important attributes are: ``x`` the solution array, ``success`` a |
| Boolean flag indicating if the optimizer exited successfully and |
| ``message`` which describes the cause of the termination. See |
| `OptimizeResult` for a description of other attributes. If `polish` |
| was employed, and a lower minimum was obtained by the polishing, then |
| OptimizeResult also contains the ``jac`` attribute. |
| Notes |
| ----- |
| Differential evolution is a stochastic population based method that is |
| useful for global optimization problems. At each pass through the population |
| the algorithm mutates each candidate solution by mixing with other candidate |
| solutions to create a trial candidate. There are several strategies [2]_ for |
| creating trial candidates, which suit some problems more than others. The |
| 'best1bin' strategy is a good starting point for many systems. In this |
| strategy two members of the population are randomly chosen. Their difference |
| is used to mutate the best member (the `best` in `best1bin`), :math:`b_0`, |
| so far: |
| .. math:: |
| b' = b_0 + mutation * (population[rand0] - population[rand1]) |
| A trial vector is then constructed. Starting with a randomly chosen 'i'th |
| parameter the trial is sequentially filled (in modulo) with parameters from |
| `b'` or the original candidate. The choice of whether to use `b'` or the |
| original candidate is made with a binomial distribution (the 'bin' in |
| 'best1bin') - a random number in [0, 1) is generated. If this number is |
| less than the `recombination` constant then the parameter is loaded from |
| `b'`, otherwise it is loaded from the original candidate. The final |
| parameter is always loaded from `b'`. Once the trial candidate is built |
| its fitness is assessed. If the trial is better than the original candidate |
| then it takes its place. If it is also better than the best overall |
| candidate it also replaces that. |
| To improve your chances of finding a global minimum use higher `popsize` |
| values, with higher `mutation` and (dithering), but lower `recombination` |
| values. This has the effect of widening the search radius, but slowing |
| convergence. |
| .. versionadded:: 0.15.0 |
| Examples |
| -------- |
| Let us consider the problem of minimizing the Rosenbrock function. This |
| function is implemented in `rosen` in `scipy.optimize`. |
| >>> from scipy.optimize import rosen, differential_evolution |
| >>> bounds = [(0,2), (0, 2), (0, 2), (0, 2), (0, 2)] |
| >>> result = differential_evolution(rosen, bounds) |
| >>> result.x, result.fun |
| (array([1., 1., 1., 1., 1.]), 1.9216496320061384e-19) |
| Next find the minimum of the Ackley function |
| (http://en.wikipedia.org/wiki/Test_functions_for_optimization). |
| >>> from scipy.optimize import differential_evolution |
| >>> import numpy as np |
| >>> def ackley(x): |
| ... arg1 = -0.2 * np.sqrt(0.5 * (x[0] ** 2 + x[1] ** 2)) |
| ... arg2 = 0.5 * (np.cos(2. * np.pi * x[0]) + np.cos(2. * np.pi * x[1])) |
| ... return -20. * np.exp(arg1) - np.exp(arg2) + 20. + np.e |
| >>> bounds = [(-5, 5), (-5, 5)] |
| >>> result = differential_evolution(ackley, bounds) |
| >>> result.x, result.fun |
| (array([ 0., 0.]), 4.4408920985006262e-16) |
| References |
| ---------- |
| .. [1] Storn, R and Price, K, Differential Evolution - a Simple and |
| Efficient Heuristic for Global Optimization over Continuous Spaces, |
| Journal of Global Optimization, 1997, 11, 341 - 359. |
| .. [2] http://www1.icsi.berkeley.edu/~storn/code.html |
| .. [3] http://en.wikipedia.org/wiki/Differential_evolution |
| """ |
|
|
| solver = DifferentialEvolutionSolver( |
| func, |
| bounds, |
| args=args, |
| strategy=strategy, |
| maxiter=maxiter, |
| popsize=popsize, |
| tol=tol, |
| mutation=mutation, |
| recombination=recombination, |
| seed=seed, |
| polish=polish, |
| callback=callback, |
| disp=disp, |
| init=init, |
| atol=atol, |
| ) |
| return solver.solve() |
|
|
|
|
| class DifferentialEvolutionSolver(object): |
|
|
| """This class implements the differential evolution solver |
| Parameters |
| ---------- |
| func : callable |
| The objective function to be minimized. Must be in the form |
| ``f(x, *args)``, where ``x`` is the argument in the form of a 1-D array |
| and ``args`` is a tuple of any additional fixed parameters needed to |
| completely specify the function. |
| bounds : sequence |
| Bounds for variables. ``(min, max)`` pairs for each element in ``x``, |
| defining the lower and upper bounds for the optimizing argument of |
| `func`. It is required to have ``len(bounds) == len(x)``. |
| ``len(bounds)`` is used to determine the number of parameters in ``x``. |
| args : tuple, optional |
| Any additional fixed parameters needed to |
| completely specify the objective function. |
| strategy : str, optional |
| The differential evolution strategy to use. Should be one of: |
| - 'best1bin' |
| - 'best1exp' |
| - 'rand1exp' |
| - 'randtobest1exp' |
| - 'currenttobest1exp' |
| - 'best2exp' |
| - 'rand2exp' |
| - 'randtobest1bin' |
| - 'currenttobest1bin' |
| - 'best2bin' |
| - 'rand2bin' |
| - 'rand1bin' |
| The default is 'best1bin' |
| maxiter : int, optional |
| The maximum number of generations over which the entire population is |
| evolved. The maximum number of function evaluations (with no polishing) |
| is: ``(maxiter + 1) * popsize * len(x)`` |
| popsize : int, optional |
| A multiplier for setting the total population size. The population has |
| ``popsize * len(x)`` individuals (unless the initial population is |
| supplied via the `init` keyword). |
| tol : float, optional |
| Relative tolerance for convergence, the solving stops when |
| ``np.std(pop) <= atol + tol * np.abs(np.mean(population_energies))``, |
| where and `atol` and `tol` are the absolute and relative tolerance |
| respectively. |
| mutation : float or tuple(float, float), optional |
| The mutation constant. In the literature this is also known as |
| differential weight, being denoted by F. |
| If specified as a float it should be in the range [0, 2]. |
| If specified as a tuple ``(min, max)`` dithering is employed. Dithering |
| randomly changes the mutation constant on a generation by generation |
| basis. The mutation constant for that generation is taken from |
| U[min, max). Dithering can help speed convergence significantly. |
| Increasing the mutation constant increases the search radius, but will |
| slow down convergence. |
| recombination : float, optional |
| The recombination constant, should be in the range [0, 1]. In the |
| literature this is also known as the crossover probability, being |
| denoted by CR. Increasing this value allows a larger number of mutants |
| to progress into the next generation, but at the risk of population |
| stability. |
| seed : int or `np.random.RandomState`, optional |
| If `seed` is not specified the `np.random.RandomState` singleton is |
| used. |
| If `seed` is an int, a new `np.random.RandomState` instance is used, |
| seeded with `seed`. |
| If `seed` is already a `np.random.RandomState` instance, then that |
| `np.random.RandomState` instance is used. |
| Specify `seed` for repeatable minimizations. |
| disp : bool, optional |
| Display status messages |
| callback : callable, `callback(xk, convergence=val)`, optional |
| A function to follow the progress of the minimization. ``xk`` is |
| the current value of ``x0``. ``val`` represents the fractional |
| value of the population convergence. When ``val`` is greater than one |
| the function halts. If callback returns `True`, then the minimization |
| is halted (any polishing is still carried out). |
| polish : bool, optional |
| If True, then `scipy.optimize.minimize` with the `L-BFGS-B` method |
| is used to polish the best population member at the end. This requires |
| a few more function evaluations. |
| maxfun : int, optional |
| Set the maximum number of function evaluations. However, it probably |
| makes more sense to set `maxiter` instead. |
| init : str or array-like, optional |
| Specify which type of population initialization is performed. Should be |
| one of: |
| - 'latinhypercube' |
| - 'random' |
| - array specifying the initial population. The array should have |
| shape ``(M, len(x))``, where len(x) is the number of parameters. |
| `init` is clipped to `bounds` before use. |
| The default is 'latinhypercube'. Latin Hypercube sampling tries to |
| maximize coverage of the available parameter space. 'random' |
| initializes the population randomly - this has the drawback that |
| clustering can occur, preventing the whole of parameter space being |
| covered. Use of an array to specify a population could be used, for |
| example, to create a tight bunch of initial guesses in an location |
| where the solution is known to exist, thereby reducing time for |
| convergence. |
| atol : float, optional |
| Absolute tolerance for convergence, the solving stops when |
| ``np.std(pop) <= atol + tol * np.abs(np.mean(population_energies))``, |
| where and `atol` and `tol` are the absolute and relative tolerance |
| respectively. |
| """ |
|
|
| |
| _binomial = { |
| "best1bin": "_best1", |
| "randtobest1bin": "_randtobest1", |
| "currenttobest1bin": "_currenttobest1", |
| "best2bin": "_best2", |
| "rand2bin": "_rand2", |
| "rand1bin": "_rand1", |
| } |
| _exponential = { |
| "best1exp": "_best1", |
| "rand1exp": "_rand1", |
| "randtobest1exp": "_randtobest1", |
| "currenttobest1exp": "_currenttobest1", |
| "best2exp": "_best2", |
| "rand2exp": "_rand2", |
| } |
|
|
| __init_error_msg = ( |
| "The population initialization method must be one of " |
| "'latinhypercube' or 'random', or an array of shape " |
| "(M, N) where N is the number of parameters and M>5" |
| ) |
|
|
| def __init__( |
| self, |
| func, |
| bounds, |
| args=(), |
| strategy="best1bin", |
| maxiter=1000, |
| popsize=15, |
| tol=0.01, |
| mutation=(0.5, 1), |
| recombination=0.7, |
| seed=None, |
| maxfun=np.inf, |
| callback=None, |
| disp=False, |
| polish=True, |
| init="latinhypercube", |
| atol=0, |
| ): |
|
|
| if strategy in self._binomial: |
| self.mutation_func = getattr(self, self._binomial[strategy]) |
| elif strategy in self._exponential: |
| self.mutation_func = getattr(self, self._exponential[strategy]) |
| else: |
| raise ValueError("Please select a valid mutation strategy") |
| self.strategy = strategy |
|
|
| self.callback = callback |
| self.polish = polish |
|
|
| |
| self.tol, self.atol = tol, atol |
|
|
| |
| |
| self.scale = mutation |
| if ( |
| not np.all(np.isfinite(mutation)) |
| or np.any(np.array(mutation) >= 2) |
| or np.any(np.array(mutation) < 0) |
| ): |
| raise ValueError( |
| "The mutation constant must be a float in " |
| "U[0, 2), or specified as a tuple(min, max)" |
| " where min < max and min, max are in U[0, 2)." |
| ) |
|
|
| self.dither = None |
| if hasattr(mutation, "__iter__") and len(mutation) > 1: |
| self.dither = [mutation[0], mutation[1]] |
| self.dither.sort() |
|
|
| self.cross_over_probability = recombination |
|
|
| self.func = func |
| self.args = args |
|
|
| |
| |
| |
| self.limits = np.array(bounds, dtype="float").T |
| if np.size(self.limits, 0) != 2 or not np.all(np.isfinite(self.limits)): |
| raise ValueError( |
| "bounds should be a sequence containing " |
| "real valued (min, max) pairs for each value" |
| " in x" |
| ) |
|
|
| if maxiter is None: |
| maxiter = 1000 |
| self.maxiter = maxiter |
| if maxfun is None: |
| maxfun = np.inf |
| self.maxfun = maxfun |
|
|
| |
| |
| |
| |
| self.__scale_arg1 = 0.5 * (self.limits[0] + self.limits[1]) |
| self.__scale_arg2 = np.fabs(self.limits[0] - self.limits[1]) |
|
|
| self.parameter_count = np.size(self.limits, 1) |
|
|
| self.random_number_generator = check_random_state(seed) |
|
|
| |
| |
| |
| |
| self.num_population_members = max(5, popsize * self.parameter_count) |
|
|
| self.population_shape = (self.num_population_members, self.parameter_count) |
|
|
| self._nfev = 0 |
| if isinstance(init, str): |
| if init == "latinhypercube": |
| self.init_population_lhs() |
| elif init == "random": |
| self.init_population_random() |
| else: |
| raise ValueError(self.__init_error_msg) |
| else: |
| self.init_population_array(init) |
|
|
| self.disp = disp |
|
|
| def init_population_lhs(self): |
| """ |
| Initializes the population with Latin Hypercube Sampling. |
| Latin Hypercube Sampling ensures that each parameter is uniformly |
| sampled over its range. |
| """ |
| rng = self.random_number_generator |
|
|
| |
| |
| |
| |
| segsize = 1.0 / self.num_population_members |
|
|
| |
| |
| samples = ( |
| segsize * rng.random_sample(self.population_shape) |
| |
| + np.linspace(0.0, 1.0, self.num_population_members, endpoint=False)[ |
| :, np.newaxis |
| ] |
| ) |
|
|
| |
| self.population = np.zeros_like(samples) |
|
|
| |
| |
| for j in range(self.parameter_count): |
| order = rng.permutation(range(self.num_population_members)) |
| self.population[:, j] = samples[order, j] |
|
|
| |
| self.population_energies = np.ones(self.num_population_members) * np.inf |
|
|
| |
| self._nfev = 0 |
|
|
| def init_population_random(self): |
| """ |
| Initialises the population at random. This type of initialization |
| can possess clustering, Latin Hypercube sampling is generally better. |
| """ |
| rng = self.random_number_generator |
| self.population = rng.random_sample(self.population_shape) |
|
|
| |
| self.population_energies = np.ones(self.num_population_members) * np.inf |
|
|
| |
| self._nfev = 0 |
|
|
| def init_population_array(self, init): |
| """ |
| Initialises the population with a user specified population. |
| Parameters |
| ---------- |
| init : np.ndarray |
| Array specifying subset of the initial population. The array should |
| have shape (M, len(x)), where len(x) is the number of parameters. |
| The population is clipped to the lower and upper `bounds`. |
| """ |
| |
| popn = np.asfarray(init) |
|
|
| if ( |
| np.size(popn, 0) < 5 |
| or popn.shape[1] != self.parameter_count |
| or len(popn.shape) != 2 |
| ): |
| raise ValueError( |
| "The population supplied needs to have shape" |
| " (M, len(x)), where M > 4." |
| ) |
|
|
| |
| self.population = np.clip(self._unscale_parameters(popn), 0, 1) |
|
|
| self.num_population_members = np.size(self.population, 0) |
|
|
| self.population_shape = (self.num_population_members, self.parameter_count) |
|
|
| |
| self.population_energies = np.ones(self.num_population_members) * np.inf |
|
|
| |
| self._nfev = 0 |
|
|
| @property |
| def x(self): |
| """ |
| The best solution from the solver |
| Returns |
| ------- |
| x : ndarray |
| The best solution from the solver. |
| """ |
| return self._scale_parameters(self.population[0]) |
|
|
| @property |
| def convergence(self): |
| """ |
| The standard deviation of the population energies divided by their |
| mean. |
| """ |
| return np.std(self.population_energies) / np.abs( |
| np.mean(self.population_energies) + _MACHEPS |
| ) |
|
|
| def solve(self): |
| """ |
| Runs the DifferentialEvolutionSolver. |
| Returns |
| ------- |
| res : OptimizeResult |
| The optimization result represented as a ``OptimizeResult`` object. |
| Important attributes are: ``x`` the solution array, ``success`` a |
| Boolean flag indicating if the optimizer exited successfully and |
| ``message`` which describes the cause of the termination. See |
| `OptimizeResult` for a description of other attributes. If `polish` |
| was employed, and a lower minimum was obtained by the polishing, |
| then OptimizeResult also contains the ``jac`` attribute. |
| """ |
| nit, warning_flag = 0, False |
| status_message = _status_message["success"] |
|
|
| |
| |
| |
| |
| |
| if np.all(np.isinf(self.population_energies)): |
| self._calculate_population_energies() |
|
|
| |
| for nit in range(1, self.maxiter + 1): |
| |
| try: |
| next(self) |
| except StopIteration: |
| warning_flag = True |
| status_message = _status_message["maxfev"] |
| break |
|
|
| if self.disp: |
| print( |
| "differential_evolution step %d: f(x)= %g" |
| % (nit, self.population_energies[0]) |
| ) |
|
|
| |
| convergence = self.convergence |
| if convergence != 0: |
| conv = self.tol / convergence |
| else: |
| if np.sign(self.tol) > 0: |
| conv = float("inf") |
| elif np.sign(self.tol) == 0: |
| conv = 1 |
| else: |
| conv = float("-inf") |
|
|
| if ( |
| self.callback |
| and self.callback( |
| self._scale_parameters(self.population[0]), convergence=conv |
| ) |
| is True |
| ): |
|
|
| warning_flag = True |
| status_message = ( |
| "callback function requested stop early " "by returning True" |
| ) |
| break |
|
|
| intol = np.std(self.population_energies) <= self.atol + self.tol * np.abs( |
| np.mean(self.population_energies) |
| ) |
| if warning_flag or intol: |
| break |
|
|
| else: |
| status_message = _status_message["maxiter"] |
| warning_flag = True |
|
|
| DE_result = OptimizeResult( |
| x=self.x, |
| fun=self.population_energies[0], |
| nfev=self._nfev, |
| nit=nit, |
| message=status_message, |
| success=(warning_flag is not True), |
| ) |
|
|
| if self.polish: |
| result = minimize( |
| self.func, |
| np.copy(DE_result.x), |
| method="L-BFGS-B", |
| bounds=self.limits.T, |
| args=self.args, |
| ) |
|
|
| self._nfev += result.nfev |
| DE_result.nfev = self._nfev |
|
|
| if result.fun < DE_result.fun: |
| DE_result.fun = result.fun |
| DE_result.x = result.x |
| DE_result.jac = result.jac |
| |
| self.population_energies[0] = result.fun |
| self.population[0] = self._unscale_parameters(result.x) |
|
|
| return DE_result |
|
|
| def _calculate_population_energies(self): |
| """ |
| Calculate the energies of all the population members at the same time. |
| Puts the best member in first place. Useful if the population has just |
| been initialised. |
| """ |
|
|
| |
| |
| |
| itersize = max(0, min(len(self.population), self.maxfun - self._nfev + 1)) |
| candidates = self.population[:itersize] |
| parameters = np.array( |
| [self._scale_parameters(c) for c in candidates] |
| ) |
| energies = self.func(parameters, *self.args) |
| self.population_energies = energies |
| self._nfev += itersize |
|
|
| |
| |
| |
|
|
| |
| |
| |
| |
|
|
| |
| |
|
|
| minval = np.argmin(self.population_energies) |
|
|
| |
| lowest_energy = self.population_energies[minval] |
| self.population_energies[minval] = self.population_energies[0] |
| self.population_energies[0] = lowest_energy |
|
|
| self.population[[0, minval], :] = self.population[[minval, 0], :] |
|
|
| def __iter__(self): |
| return self |
|
|
| def __next__(self): |
| """ |
| Evolve the population by a single generation |
| Returns |
| ------- |
| x : ndarray |
| The best solution from the solver. |
| fun : float |
| Value of objective function obtained from the best solution. |
| """ |
| |
| |
| if np.all(np.isinf(self.population_energies)): |
| self._calculate_population_energies() |
|
|
| if self.dither is not None: |
| self.scale = ( |
| self.random_number_generator.rand() * (self.dither[1] - self.dither[0]) |
| + self.dither[0] |
| ) |
|
|
| |
| |
| |
|
|
| itersize = max( |
| 0, min(self.num_population_members, self.maxfun - self._nfev + 1) |
| ) |
| trials = np.array([self._mutate(c) for c in range(itersize)]) |
| for trial in trials: |
| self._ensure_constraint(trial) |
| parameters = np.array([self._scale_parameters(trial) for trial in trials]) |
| energies = self.func(parameters, *self.args) |
| self._nfev += itersize |
|
|
| for candidate, (energy, trial) in enumerate(zip(energies, trials)): |
| |
| |
| if energy < self.population_energies[candidate]: |
| self.population[candidate] = trial |
| self.population_energies[candidate] = energy |
|
|
| |
| |
| if energy < self.population_energies[0]: |
| self.population_energies[0] = energy |
| self.population[0] = trial |
|
|
| |
| |
| |
|
|
| |
| |
|
|
| |
| |
|
|
| |
| |
|
|
| |
| |
| |
|
|
| |
| |
| |
| |
| |
|
|
| |
| |
| |
| |
| |
|
|
| |
| |
|
|
| return self.x, self.population_energies[0] |
|
|
| def next(self): |
| """ |
| Evolve the population by a single generation |
| Returns |
| ------- |
| x : ndarray |
| The best solution from the solver. |
| fun : float |
| Value of objective function obtained from the best solution. |
| """ |
| |
| return self.__next__() |
|
|
| def _scale_parameters(self, trial): |
| """ |
| scale from a number between 0 and 1 to parameters. |
| """ |
| return self.__scale_arg1 + (trial - 0.5) * self.__scale_arg2 |
|
|
| def _unscale_parameters(self, parameters): |
| """ |
| scale from parameters to a number between 0 and 1. |
| """ |
| return (parameters - self.__scale_arg1) / self.__scale_arg2 + 0.5 |
|
|
| def _ensure_constraint(self, trial): |
| """ |
| make sure the parameters lie between the limits |
| """ |
| for index in np.where((trial < 0) | (trial > 1))[0]: |
| trial[index] = self.random_number_generator.rand() |
|
|
| def _mutate(self, candidate): |
| """ |
| create a trial vector based on a mutation strategy |
| """ |
| trial = np.copy(self.population[candidate]) |
|
|
| rng = self.random_number_generator |
|
|
| fill_point = rng.randint(0, self.parameter_count) |
|
|
| if self.strategy in ["currenttobest1exp", "currenttobest1bin"]: |
| bprime = self.mutation_func(candidate, self._select_samples(candidate, 5)) |
| else: |
| bprime = self.mutation_func(self._select_samples(candidate, 5)) |
|
|
| if self.strategy in self._binomial: |
| crossovers = rng.rand(self.parameter_count) |
| crossovers = crossovers < self.cross_over_probability |
| |
| |
| |
| |
| crossovers[fill_point] = True |
| trial = np.where(crossovers, bprime, trial) |
| return trial |
|
|
| elif self.strategy in self._exponential: |
| i = 0 |
| while i < self.parameter_count and rng.rand() < self.cross_over_probability: |
|
|
| trial[fill_point] = bprime[fill_point] |
| fill_point = (fill_point + 1) % self.parameter_count |
| i += 1 |
|
|
| return trial |
|
|
| def _best1(self, samples): |
| """ |
| best1bin, best1exp |
| """ |
| r0, r1 = samples[:2] |
| return self.population[0] + self.scale * ( |
| self.population[r0] - self.population[r1] |
| ) |
|
|
| def _rand1(self, samples): |
| """ |
| rand1bin, rand1exp |
| """ |
| r0, r1, r2 = samples[:3] |
| return self.population[r0] + self.scale * ( |
| self.population[r1] - self.population[r2] |
| ) |
|
|
| def _randtobest1(self, samples): |
| """ |
| randtobest1bin, randtobest1exp |
| """ |
| r0, r1, r2 = samples[:3] |
| bprime = np.copy(self.population[r0]) |
| bprime += self.scale * (self.population[0] - bprime) |
| bprime += self.scale * (self.population[r1] - self.population[r2]) |
| return bprime |
|
|
| def _currenttobest1(self, candidate, samples): |
| """ |
| currenttobest1bin, currenttobest1exp |
| """ |
| r0, r1 = samples[:2] |
| bprime = self.population[candidate] + self.scale * ( |
| self.population[0] |
| - self.population[candidate] |
| + self.population[r0] |
| - self.population[r1] |
| ) |
| return bprime |
|
|
| def _best2(self, samples): |
| """ |
| best2bin, best2exp |
| """ |
| r0, r1, r2, r3 = samples[:4] |
| bprime = self.population[0] + self.scale * ( |
| self.population[r0] |
| + self.population[r1] |
| - self.population[r2] |
| - self.population[r3] |
| ) |
|
|
| return bprime |
|
|
| def _rand2(self, samples): |
| """ |
| rand2bin, rand2exp |
| """ |
| r0, r1, r2, r3, r4 = samples |
| bprime = self.population[r0] + self.scale * ( |
| self.population[r1] |
| + self.population[r2] |
| - self.population[r3] |
| - self.population[r4] |
| ) |
|
|
| return bprime |
|
|
| def _select_samples(self, candidate, number_samples): |
| """ |
| obtain random integers from range(self.num_population_members), |
| without replacement. You can't have the original candidate either. |
| """ |
| idxs = list(range(self.num_population_members)) |
| idxs.remove(candidate) |
| self.random_number_generator.shuffle(idxs) |
| idxs = idxs[:number_samples] |
| return idxs |
|
|