Hansen Skript roh

Hansen_ES_CMA.py

@@ -0,0 +1,119 @@
+import numpy as np
+
+
+def felli(x):
+    N = x.shape[0]
+    if N < 2:
+        raise ValueError("dimension must be greater than one")
+    exponents = np.arange(N) / (N - 1)
+    return float(np.sum((1e6 ** exponents) * (x ** 2)))
+
+
+def escma():
+    #Initialization
+
+    # User defined input parameters
+    N = 10                       
+    xmean = np.random.rand(N)
+    sigma = 0.5
+    stopfitness = 1e-10
+    stopeval = int(1e3 * N**2)
+
+    # Strategy parameter setting: Selection
+    lambda_ = 4 + int(np.floor(3 * np.log(N)))
+    mu = lambda_ / 2.0
+
+    # muXone recombination weights
+    weights = np.log(mu + 0.5) - np.log(np.arange(1, int(mu) + 1))
+    mu = int(np.floor(mu))
+    weights = weights / np.sum(weights)
+    mueff = np.sum(weights)**2 / np.sum(weights**2)
+
+    # Strategy parameter setting: Adaptation
+    cc = (4 + mueff / N) / (N + 4 + 2 * mueff / N)
+    cs = (mueff + 2) / (N + mueff + 5)
+    c1 = 2 / ((N + 1.3)**2 + mueff)
+    cmu = min(1 - c1,
+              2 * (mueff - 2 + 1 / mueff) / ((N + 2)**2 + 2 * mueff))
+    damps = 1 + 2 * max(0, np.sqrt((mueff - 1) / (N + 1)) - 1) + cs
+
+    # Initialize dynamic (internal) strategy parameters and constants
+    pc = np.zeros(N)
+    ps = np.zeros(N)
+    B = np.eye(N)
+    D = np.eye(N)
+    C = B @ D @ (B @ D).T
+    eigeneval = 0
+    chiN = np.sqrt(N) * (1 - 1/(4*N) + 1/(21 * N**2))
+
+    #Generation Loop
+    counteval = 0
+    arx = np.zeros((N, lambda_))
+    arz = np.zeros((N, lambda_))
+    arfitness = np.zeros(lambda_)
+
+    while counteval < stopeval:
+
+        # Generate and evaluate lambda offspring
+        for k in range(lambda_):
+            arz[:, k] = np.random.randn(N)
+            arx[:, k] = xmean + sigma * (B @ D @ arz[:, k])
+            arfitness[k] = felli(arx[:, k])
+            counteval += 1
+
+        # Sort by fitness and compute weighted mean into xmean
+        idx = np.argsort(arfitness)
+        arfitness = arfitness[idx]
+        arindex = idx
+
+        xold = xmean.copy()
+        xmean = arx[:, arindex[:mu]] @ weights
+        zmean = arz[:, arindex[:mu]] @ weights
+
+        # Cumulation: Update evolution paths
+        ps = (1 - cs) * ps + np.sqrt(cs * (2 - cs) * mueff) * (B @ zmean)
+        norm_ps = np.linalg.norm(ps)
+        hsig = norm_ps / np.sqrt(1 - (1 - cs)**(2 * counteval / lambda_)) / chiN < \
+               (1.4 + 2 / (N + 1))
+        hsig = 1.0 if hsig else 0.0
+
+        pc = (1 - cc) * pc + hsig * np.sqrt(cc * (2 - cc) * mueff) * (B @ D @ zmean)
+
+        # Adapt covariance matrix C
+        BDz = B @ D @ arz[:, arindex[:mu]]
+        C = (1 - c1 - cmu) * C \
+            + c1 * (np.outer(pc, pc) + (1 - hsig) * cc * (2 - cc) * C) \
+            + cmu * BDz @ np.diag(weights) @ BDz.T
+
+        # Adapt step-size sigma
+        sigma = sigma * np.exp((cs / damps) * (norm_ps / chiN - 1))
+
+        # Update B and D from C (Eigenzerlegung, O(N^2))
+        if counteval - eigeneval > lambda_ / ((c1 + cmu) * N * 10):
+            eigeneval = counteval
+            # enforce symmetry
+            C = (C + C.T) / 2.0
+            eigvals, B = np.linalg.eigh(C)
+            D = np.diag(np.sqrt(eigvals))
+
+        # Break, if fitness is good enough
+        if arfitness[0] <= stopfitness:
+            break
+
+        # Escape flat fitness, or better terminate?
+        if arfitness[0] == arfitness[int(np.ceil(0.7 * lambda_)) - 1]:
+            sigma = sigma * np.exp(0.2 + cs / damps)
+            print("warning: flat fitness, consider reformulating the objective")
+
+        print(f"{counteval}: {arfitness[0]}")
+
+    #Final Message
+    print(f"{counteval}: {arfitness[0]}")
+    xmin = arx[:, arindex[0]]
+    return xmin
+
+
+if __name__ == "__main__":
+    xmin = escma()
+    print("Bestes gefundenes x:", xmin)
+    print("f(xmin) =", felli(xmin))