Source code for neorl.evolu.ssa

#    This file is part of NEORL.

#    Copyright (c) 2021 Exelon Corporation and MIT Nuclear Science and Engineering
#    NEORL is free software: you can redistribute it and/or modify
#    it under the terms of the MIT LICENSE

#    THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
#    IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
#    FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
#    AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
#    LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
#    OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
#    SOFTWARE.

# -*- coding: utf-8 -*-
#"""
#Created on Thu Dec  3 14:42:29 2020
#
#@author: Majdi
#"""

import random
import numpy as np
import math
import time
import joblib
from neorl.evolu.discrete import mutate_discrete, encode_grid_to_discrete 
from neorl.evolu.discrete import decode_discrete_to_grid, encode_grid_indv_to_discrete
from neorl.utils.seeding import set_neorl_seed
from neorl.utils.tools import get_population, check_mixed_individual


[docs]class SSA(object): """ Salp Swarm Algorithm :param mode: (str) problem type, either ``min`` for minimization problem or ``max`` for maximization :param bounds: (dict) input parameter type and lower/upper bounds in dictionary form. Example: ``bounds={'x1': ['int', 1, 4], 'x2': ['float', 0.1, 0.8], 'x3': ['float', 2.2, 6.2]}`` :param fit: (function) the fitness function :param nsalps: (int): number of salps in the swarm :param int_transform: (str): method of handling int/discrete variables, choose from: ``nearest_int``, ``sigmoid``, ``minmax``. :param ncores: (int) number of parallel processors (must be ``<= nsalps``) :param seed: (int) random seed for sampling """ def __init__(self, mode, bounds, fit, nsalps=5, int_transform='nearest_int', ncores=1, seed=None): set_neorl_seed(seed) assert ncores <= nsalps, '--error: ncores ({}) must be less than or equal than nsalps ({})'.format(ncores, nsalps) #--mir self.mode=mode if mode == 'min': self.fit=fit elif mode == 'max': def fitness_wrapper(*args, **kwargs): return -fit(*args, **kwargs) self.fit=fitness_wrapper else: raise ValueError('--error: The mode entered by user is invalid, use either `min` or `max`') self.int_transform=int_transform if int_transform not in ["nearest_int", "sigmoid", "minmax"]: raise ValueError('--error: int_transform entered by user is invalid, must be `nearest_int`, `sigmoid`, or `minmax`') self.bounds=bounds self.ncores = ncores self.nsalps=nsalps #infer variable types self.var_type = np.array([bounds[item][0] for item in bounds]) #mir-grid if "grid" in self.var_type: self.grid_flag=True self.orig_bounds=bounds #keep original bounds for decoding #print('--debug: grid parameter type is found in the space') self.bounds, self.bounds_map=encode_grid_to_discrete(self.bounds) #encoding grid to int #define var_types again by converting grid to int self.var_type = np.array([self.bounds[item][0] for item in self.bounds]) else: self.grid_flag=False self.bounds = bounds self.orig_bounds=bounds self.dim = len(bounds) self.lb=np.array([self.bounds[item][1] for item in self.bounds]) self.ub=np.array([self.bounds[item][2] for item in self.bounds]) def init_sample(self, bounds): indv=[] for key in bounds: if bounds[key][0] == 'int': indv.append(random.randint(bounds[key][1], bounds[key][2])) elif bounds[key][0] == 'float': indv.append(random.uniform(bounds[key][1], bounds[key][2])) #elif bounds[key][0] == 'grid': # indv.append(random.sample(bounds[key][1],1)[0]) else: raise Exception ('unknown data type is given, either int, float, or grid are allowed for parameter bounds') return np.array(indv) def eval_salps(self): #--------------------- # Fitness calcs #--------------------- core_lst=[] for case in range (0, self.Positions.shape[0]): core_lst.append(self.Positions[case, :]) if self.ncores > 1: with joblib.Parallel(n_jobs=self.ncores) as parallel: fitness_lst=parallel(joblib.delayed(self.fit_worker)(item) for item in core_lst) else: fitness_lst=[] for item in core_lst: fitness_lst.append(self.fit_worker(item)) return fitness_lst def select(self, pos, fit): best_fit=np.min(fit) min_idx=np.argmin(fit) best_pos=pos[min_idx,:].copy() return best_pos, best_fit def ensure_bounds(self, vec): vec_new = [] # cycle through each variable in vector for i, (key, val) in enumerate(self.bounds.items()): # variable exceedes the minimum boundary if vec[i] < self.bounds[key][1]: vec_new.append(self.bounds[key][1]) # variable exceedes the maximum boundary if vec[i] > self.bounds[key][2]: vec_new.append(self.bounds[key][2]) # the variable is fine if self.bounds[key][1] <= vec[i] <= self.bounds[key][2]: vec_new.append(vec[i]) return vec_new def fit_worker(self, x): #This worker is for parallel calculations # Clip the salp with position outside the lower/upper bounds and return same position x=self.ensure_bounds(x) if self.grid_flag: #decode the individual back to the int/float/grid mixed space x=decode_discrete_to_grid(x,self.orig_bounds,self.bounds_map) # Calculate objective function for each search agent fitness = self.fit(x) return fitness def ensure_discrete(self, vec): #""" #to mutate a vector if discrete variables exist #handy function to be used within SSA phases #Params: #vec - salp position in vector/list form #Return: #vec - updated salp position vector with discrete values #""" for dim in range(self.dim): if self.var_type[dim] == 'int': vec[dim] = mutate_discrete(x_ij=vec[dim], x_min=min(vec), x_max=max(vec), lb=self.lb[dim], ub=self.ub[dim], alpha=self.a, method=self.int_transform, ) return vec def UpdateSalps(self): for i in range(0, self.nsalps): self.Positions = np.transpose(self.Positions) if i < self.nsalps / 2: for j in range(0, self.dim): c2 = random.random() c3 = random.random() if c3 < 0.5: self.Positions[j, i] = self.best_position[j] + self.c1r * ((self.ub[j] - self.lb[j]) * c2 + self.lb[j]) else: self.Positions[j, i] = self.best_position[j] - self.c1r * ((self.ub[j] - self.lb[j]) * c2 + self.lb[j]) elif i >= self.nsalps / 2 and i < self.nsalps + 1: point1 = self.Positions[:, i - 1] point2 = self.Positions[:, i] self.Positions[:, i] = (point2 + point1) / 2 self.Positions[:,i]=self.ensure_bounds(self.Positions[:,i]) self.Positions[:, i] = self.ensure_discrete(self.Positions[: , i]) self.Positions = np.transpose(self.Positions)
[docs] def evolute(self, ngen, x0=None, c1=None, verbose=False): """ This function evolutes the SSA algorithm for number of generations. :param ngen: (int) number of generations to evolute :param x0: (list of lists) initial position of the salps (must be of same size as ``nsalps``) :param c1: (float/list): a scalar value or a list of values with size ``ngen`` for the coefficient that controls exploration/exploitation. If ``None``, default annealing formula for ``c1`` is used (see **Notes** below for more info). :param verbose: (bool) print statistics to screen :return: (tuple) (best individual, best fitness, and dictionary containing major search results) """ self.history = {'local_fitness':[], 'global_fitness':[], 'c1': []} self.best_fitness=float("inf") self.verbose=verbose self.c1=c1 self.Positions = np.zeros((self.nsalps, self.dim)) if x0: assert len(x0) == self.nsalps, '--error: the length of x0 ({}) MUST equal the number of salps in the group ({})'.format(len(x0), self.nsalps) for i in range(self.nsalps): check_mixed_individual(x=x0[i], bounds=self.orig_bounds) #assert the type provided is consistent if self.grid_flag: self.Positions[i,:] = encode_grid_indv_to_discrete(x0[i], bounds=self.orig_bounds, bounds_map=self.bounds_map) else: self.Positions[i,:] = x0[i] else: # Initialize the positions of salps for i in range(self.nsalps): self.Positions[i,:]=self.init_sample(self.bounds) fitness0=self.eval_salps() self.best_position, self.best_fitness = self.select(self.Positions, fitness0) for l in range(1, ngen+1): self.a= 1 - l * ((1) / ngen) #mir: a decreases linearly between 1 to 0, for discrete mutation if self.c1 is None: self.c1r = 2 * math.exp(-((4 * l / ngen) ** 2)) elif isinstance(self.c1, (float, int)): self.c1r=self.c1 elif isinstance(self.c1, (list, np.ndarray)): assert len(self.c1) == ngen, '--error: if c1 is a list of values, it must have equal size ({}) as ngen ({})'.format(len(self.c1), ngen) self.c1r=self.c1[l-1] else: raise ValueError ('--error: c1 should be either None, a scalar, or a vector of size ngen') #----------------------------- # Update Salp Positions #----------------------------- self.UpdateSalps() #---------------------- # Evaluate New Salps #---------------------- fitness=self.eval_salps() for i, fits in enumerate(fitness): #save the best of the best!!! if fits < self.best_fitness: self.best_fitness=fits self.best_position=self.Positions[i, :].copy() #--mir if self.mode=='max': self.fitness_best_correct=-self.best_fitness self.local_fitness=-np.min(fitness) else: self.fitness_best_correct=self.best_fitness self.local_fitness=np.min(fitness) self.last_pop=self.Positions.copy() self.last_fit=np.array(fitness).copy() self.history['local_fitness'].append(self.local_fitness) self.history['global_fitness'].append(self.fitness_best_correct) self.history['c1'].append(self.c1r) # Print statistics if self.verbose and i % self.nsalps: print('^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^') print('SSA step {}/{}, nsalps={}, Ncores={}'.format((l)*self.nsalps, ngen*self.nsalps, self.nsalps, self.ncores)) print('^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^') print('Best Salp Fitness:', np.round(self.fitness_best_correct,6)) if self.grid_flag: self.salp_decoded = decode_discrete_to_grid(self.best_position, self.orig_bounds, self.bounds_map) print('Best Salp Position:', self.salp_decoded) else: print('Best Salp Position:', self.best_position) print('c1:', self.c1r) print('^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^') #mir-grid if self.grid_flag: self.salp_correct = decode_discrete_to_grid(self.best_position, self.orig_bounds, self.bounds_map) else: self.salp_correct = self.best_position if self.mode=='max': self.last_fit=-self.last_fit #--mir return the last population for restart calculations if self.grid_flag: self.history['last_pop'] = get_population(self.last_pop, fits=self.last_fit, grid_flag=True, bounds=self.orig_bounds, bounds_map=self.bounds_map) else: self.history['last_pop'] = get_population(self.last_pop, fits=self.last_fit, grid_flag=False) if self.verbose: print('------------------------ SSA Summary --------------------------') print('Best fitness (y) found:', self.fitness_best_correct) print('Best individual (x) found:', self.salp_correct) print('--------------------------------------------------------------') return self.salp_correct, self.fitness_best_correct, self.history