cma_minfct.py

#    This file is part of DEAP.
#
#    DEAP is free software: you can redistribute it and/or modify
#    it under the terms of the GNU Lesser General Public License as
#    published by the Free Software Foundation, either version 3 of
#    the License, or (at your option) any later version.
#
#    DEAP 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 Lesser General Public License for more details.
#
#    You should have received a copy of the GNU Lesser General Public
#    License along with DEAP. If not, see <http://www.gnu.org/licenses/>.

import numpy

from deap import algorithms
from deap import base
from deap import benchmarks
from deap import cma
from deap import creator
from deap import tools

# Problem size
N=30

creator.create("FitnessMin", base.Fitness, weights=(-1.0,))
creator.create("Individual", list, fitness=creator.FitnessMin)

toolbox = base.Toolbox()
toolbox.register("evaluate", benchmarks.rastrigin)

def main():
    # The cma module uses the numpy random number generator
    numpy.random.seed(128)

    # The CMA-ES algorithm takes a population of one individual as argument
    # The centroid is set to a vector of 5.0 see http://www.lri.fr/~hansen/cmaes_inmatlab.html
    # for more details about the rastrigin and other tests for CMA-ES    
    strategy = cma.Strategy(centroid=[5.0]*N, sigma=5.0, lambda_=20*N)
    toolbox.register("generate", strategy.generate, creator.Individual)
    toolbox.register("update", strategy.update)

    hof = tools.HallOfFame(1)
    stats = tools.Statistics(lambda ind: ind.fitness.values)
    stats.register("avg", numpy.mean)
    stats.register("std", numpy.std)
    stats.register("min", numpy.min)
    stats.register("max", numpy.max)

    # The CMA-ES algorithm converge with good probability with those settings
    algorithms.eaGenerateUpdate(toolbox, ngen=250, stats=stats, halloffame=hof)

    # print "Best individual is %s, %s" % (hof[0], hof[0].fitness.values)
    return hof[0].fitness.values[0]

if __name__ == "__main__":
    main()