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Julian Pychy authored16616cd3
EvoMinimizer.cc 9.84 KiB
//************************************************************************//
// //
// Copyright 2013 Bertram Kopf (bertram@ep1.rub.de) //
// Julian Pychy (julian@ep1.rub.de) //
// - Ruhr-Universität Bochum //
// //
// This file is part of Pawian. //
// //
// Pawian is free software: you can redistribute it and/or modify //
// it under the terms of the GNU General Public License as published by //
// the Free Software Foundation, either version 3 of the License, or //
// (at your option) any later version. //
// //
// Pawian is distributed in the hope that it will be useful, //
// but WITHOUT ANY WARRANTY; without even the implied warranty of //
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the //
// GNU General Public License for more details. //
// //
// You should have received a copy of the GNU General Public License //
// along with Pawian. If not, see <http://www.gnu.org/licenses/>. //
// //
//************************************************************************//
#include <boost/random.hpp>
#include "ErrLogger/ErrLogger.hh"
#include "EvoMinimizer.hh"
const double EvoMinimizer::DECREASESIGMAFACTOR = 0.9;
const double EvoMinimizer::INCREASESIGMAFACTOR = 1.1;
const double EvoMinimizer::DECREASELOWTHRESH = 0.01;
const double EvoMinimizer::INCREASEHIGHTHRESH = 0.05;
const double EvoMinimizer::LHSPREADEXIT = 0.1;
EvoMinimizer::EvoMinimizer(AbsFcn& theAbsFcn, MnUserParameters upar, int population, int iterations) :
_population(population)
, _iterations(iterations)
, _theAbsFcn(&theAbsFcn)
{
_bestParamsGlobal = upar;
Info << evologo << endmsg;
}
std::vector<double> EvoMinimizer::Minimize(){
double startlh = (*_theAbsFcn)(_bestParamsGlobal.Params());
double minlh = startlh;
double itlh = startlh;
int numnoimprovement = 0;
Info << "Start LH = " << startlh << endmsg;
for(int i = 0; i<_iterations; i++){
int numbetterlh = 0;
double maxitlhspread=0;
for(int j = 0; j<_population; j++){
_tmpParams = _bestParamsGlobal;
itlh = minlh;
ShuffleParams();
double currentlh = (*_theAbsFcn)(_tmpParams.Params());
if(fabs(currentlh - minlh) > maxitlhspread){
maxitlhspread = fabs(currentlh - minlh);
}
if(currentlh < minlh){
minlh = currentlh; _bestParamsGlobal = _tmpParams;
}
if(currentlh < itlh){
numbetterlh++;
}
}
if(maxitlhspread < LHSPREADEXIT)
break;
if(numbetterlh == 0)
numnoimprovement++;
else
numnoimprovement=0;
if(numnoimprovement>5){
AdjustSigma(DECREASESIGMAFACTOR*DECREASESIGMAFACTOR);
}
Info << "===============================================" << endmsg;
Info << "Iteration " << i+1 << " / " << _iterations << " done. Best LH " << minlh << endmsg;
Info << "Likelihood improvements " << numbetterlh << " / " << _population << endmsg;
if(((double)numbetterlh / (double)_population) <= DECREASELOWTHRESH){
AdjustSigma(DECREASESIGMAFACTOR);
Info << "Decreasing errors." << endmsg;
}
else if(((double)numbetterlh / (double)_population) > INCREASEHIGHTHRESH){
AdjustSigma(INCREASESIGMAFACTOR);
Info << "Increasing errors." << endmsg;
}
Info << "===============================================" << endmsg;
}
return _bestParamsGlobal.Params();
}
void EvoMinimizer::ShuffleParams(){
typedef boost::normal_distribution<double> NormalDistribution;
typedef boost::mt19937 RandomGenerator;
typedef boost::variate_generator<RandomGenerator&, \
NormalDistribution> GaussianGenerator;
static RandomGenerator rng(static_cast<unsigned> (time(0)));
for(unsigned int i=0; i<_tmpParams.Params().size(); i++){
if(_tmpParams.Parameter(i).IsFixed()) continue;
NormalDistribution gaussian_dist(_tmpParams.Parameter(i).Value(), _tmpParams.Parameter(i).Error());
GaussianGenerator generator(rng, gaussian_dist);
_tmpParams.SetValue(i,generator());
if(_tmpParams.Parameter(i).HasLimits()){
if(_tmpParams.Value(i) < _tmpParams.Parameter(i).LowerLimit())
_tmpParams.SetValue(i, _tmpParams.Parameter(i).LowerLimit());
if(_tmpParams.Value(i) > _tmpParams.Parameter(i).UpperLimit())
_tmpParams.SetValue(i, _tmpParams.Parameter(i).UpperLimit());
}
}
}
void EvoMinimizer::AdjustSigma(double factor){
for(unsigned int i=0; i<_bestParamsGlobal.Params().size(); i++){
if(_bestParamsGlobal.Parameter(i).IsFixed())
continue;
_bestParamsGlobal.SetError(i, _bestParamsGlobal.Error(i) * factor);
}
}
const char* EvoMinimizer::evologo = R"(
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//**********************************************************************************//
// //
// ApeFrog evolutionary minimizer //
// //
//**********************************************************************************//
)";