/* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* * This file is part of the LibreOffice project. * * This Source Code Form is subject to the terms of the Mozilla Public * License, v. 2.0. If a copy of the MPL was not distributed with this * file, You can obtain one at http://mozilla.org/MPL/2.0/. * */ #pragma once #include #include #include struct Individual { std::vector mVariables; }; template class DifferentialEvolutionAlgorithm { static constexpr double mnDifferentialWeight = 0.5; // [0, 2] static constexpr double mnCrossoverProbability = 0.9; // [0, 1] static constexpr double constAcceptedPrecision = 0.000000001; DataProvider& mrDataProvider; size_t mnPopulationSize; std::vector maPopulation; std::random_device maRandomDevice; std::mt19937 maGenerator; size_t mnDimensionality; std::uniform_int_distribution<> maRandomPopulation; std::uniform_int_distribution<> maRandomDimensionality; std::uniform_real_distribution<> maRandom01; Individual maBestCandidate; double mfBestFitness; int mnGeneration; int mnLastChange; public: DifferentialEvolutionAlgorithm(DataProvider& rDataProvider, size_t nPopulationSize) : mrDataProvider(rDataProvider) , mnPopulationSize(nPopulationSize) , maGenerator(maRandomDevice()) , mnDimensionality(mrDataProvider.getDimensionality()) , maRandomPopulation(0, mnPopulationSize - 1) , maRandomDimensionality(0, mnDimensionality - 1) , maRandom01(0.0, 1.0) , mfBestFitness(std::numeric_limits::lowest()) , mnGeneration(0) , mnLastChange(0) { } std::vector const& getResult() { return maBestCandidate.mVariables; } int getGeneration() { return mnGeneration; } int getLastChange() { return mnLastChange; } void initialize() { mnGeneration = 0; mnLastChange = 0; maPopulation.clear(); maBestCandidate.mVariables.clear(); // Initialize population with individuals that have been initialized with uniform random // noise // uniform noise means random value inside your search space maPopulation.reserve(mnPopulationSize); for (size_t i = 0; i < mnPopulationSize; ++i) { maPopulation.emplace_back(); Individual& rIndividual = maPopulation.back(); mrDataProvider.initializeVariables(rIndividual.mVariables, maGenerator); } } // Calculate one generation bool next() { bool bBestChanged = false; for (size_t agentIndex = 0; agentIndex < mnPopulationSize; ++agentIndex) { // calculate new candidate solution // pick random point from population size_t x = agentIndex; // randomPopulation(generator); size_t a, b, c; // create a copy of chosen random agent in population Individual& rOriginal = maPopulation[x]; Individual aCandidate(rOriginal); // pick three different random points from population do { a = maRandomPopulation(maGenerator); } while (a == x); do { b = maRandomPopulation(maGenerator); } while (b == x || b == a); do { c = maRandomPopulation(maGenerator); } while (c == x || c == a || c == b); size_t randomIndex = maRandomDimensionality(maGenerator); for (size_t index = 0; index < mnDimensionality; ++index) { double randomCrossoverProbability = maRandom01(maGenerator); if (index == randomIndex || randomCrossoverProbability < mnCrossoverProbability) { double fVarA = maPopulation[a].mVariables[index]; double fVarB = maPopulation[b].mVariables[index]; double fVarC = maPopulation[c].mVariables[index]; double fNewValue = fVarA + mnDifferentialWeight * (fVarB - fVarC); fNewValue = mrDataProvider.boundVariable(index, fNewValue); aCandidate.mVariables[index] = fNewValue; } } double fCandidateFitness = mrDataProvider.calculateFitness(aCandidate.mVariables); // see if is better than original, if so replace if (fCandidateFitness > mrDataProvider.calculateFitness(rOriginal.mVariables)) { maPopulation[x] = aCandidate; if (fCandidateFitness > mfBestFitness) { if (std::abs(fCandidateFitness - mfBestFitness) > constAcceptedPrecision) { bBestChanged = true; mnLastChange = mnGeneration; } mfBestFitness = fCandidateFitness; maBestCandidate = maPopulation[x]; } } } mnGeneration++; return bBestChanged; } }; /* vim:set shiftwidth=4 softtabstop=4 expandtab: */