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g3pcx.py
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g3pcx.py
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import numpy as np
from pypop7.optimizers.core.optimizer import Optimizer
from pypop7.optimizers.ga.ga import GA
class G3PCX(GA):
"""Generalized Generation Gap with Parent-Centric Recombination (G3PCX).
.. note:: Originally `G3PCX` was proposed to scale up the efficiency of `GA` mainly by Deb,
`the recipient of IEEE Evolutionary Computation Pioneer Award 2018 <https://tinyurl.com/456as566>`_.
Parameters
----------
problem : dict
problem arguments with the following common settings (`keys`):
* 'fitness_function' - objective function to be **minimized** (`func`),
* 'ndim_problem' - number of dimensionality (`int`),
* 'upper_boundary' - upper boundary of search range (`array_like`),
* 'lower_boundary' - lower boundary of search range (`array_like`).
options : dict
optimizer options with the following common settings (`keys`):
* 'max_function_evaluations' - maximum of function evaluations (`int`, default: `np.inf`),
* 'max_runtime' - maximal runtime to be allowed (`float`, default: `np.inf`),
* 'seed_rng' - seed for random number generation needed to be *explicitly* set (`int`);
and with the following particular settings (`keys`):
* 'n_individuals' - population size (`int`, default: `100`),
* 'n_parents' - parent size (`int`, default: `3`),
* 'n_offsprings' - offspring size (`int`, default: `2`).
Examples
--------
Use the optimizer to minimize the well-known test function
`Rosenbrock <http://en.wikipedia.org/wiki/Rosenbrock_function>`_:
.. code-block:: python
:linenos:
>>> import numpy
>>> from pypop7.benchmarks.base_functions import rosenbrock # function to be minimized
>>> from pypop7.optimizers.ga.g3pcx import G3PCX
>>> problem = {'fitness_function': rosenbrock, # define problem arguments
... 'ndim_problem': 2,
... 'lower_boundary': -5*numpy.ones((2,)),
... 'upper_boundary': 5*numpy.ones((2,))}
>>> options = {'max_function_evaluations': 5000, # set optimizer options
... 'seed_rng': 2022}
>>> g3pcx = G3PCX(problem, options) # initialize the optimizer class
>>> results = g3pcx.optimize() # run the optimization process
>>> # return the number of function evaluations and best-so-far fitness
>>> print(f"G3PCX: {results['n_function_evaluations']}, {results['best_so_far_y']}")
G3PCX: 5000, 0.0
For its correctness checking of coding, refer to `this code-based repeatability report
<https://tinyurl.com/yc39x6d5>`_ for more details.
Attributes
----------
n_individuals : `int`
population size.
n_offsprings : `int`
offspring size.
n_parents : `int`
parent size.
References
----------
https://www.egr.msu.edu/~kdeb/codes/g3pcx/g3pcx.tar (See the original C source code.)
https://pymoo.org/algorithms/soo/g3pcx.html
Deb, K., Anand, A. and Joshi, D., 2002.
A computationally efficient evolutionary algorithm for real-parameter optimization.
Evolutionary Computation, 10(4), pp.371-395.
https://direct.mit.edu/evco/article-abstract/10/4/371/1136/A-Computationally-Efficient-Evolutionary-Algorithm
"""
def __init__(self, problem, options):
GA.__init__(self, problem, options)
self.n_offsprings = options.get('n_offsprings', 2)
assert self.n_offsprings > 0
self.n_parents = options.get('n_parents', 3)
assert self.n_parents > 0
self._std_pcx_1 = options.get('_std_pcx_1', 0.1)
self._std_pcx_2 = options.get('_std_pcx_2', 0.1)
self._elitist = None # index of elitist
def initialize(self, args=None):
x = self.rng_initialization.uniform(self.initial_lower_boundary, self.initial_upper_boundary,
size=(self.n_individuals, self.ndim_problem)) # population
y = np.empty((self.n_individuals,)) # fitness
for i in range(self.n_individuals):
if self._check_terminations():
break
y[i] = self._evaluate_fitness(x[i], args)
return x, y
def iterate(self, x=None, y=None, args=None):
self._elitist, fitness = np.argmin(y), []
# (Step 1:) select the best and `self.n_parents - 1` other parents randomly from the population
parents = self.rng_optimization.choice(self.n_individuals, size=self.n_parents, replace=False)
if self._elitist not in parents: # to ensure that elitist is always included
parents[0] = self._elitist
# (Step 2:) generate offspring from the chosen parents using a recombination scheme
xx, yy = np.empty((self.n_offsprings, self.ndim_problem)), np.empty((self.n_offsprings,))
g = np.mean(x[parents], axis=0) # mean vector of the chosen parents
for i in range(self.n_offsprings):
if self._check_terminations():
break
p = self._elitist # for faster local convergence
d = g - x[p]
d_norm = np.linalg.norm(d)
d_mean = np.empty((self.n_parents - 1,))
diff = np.empty((self.n_parents - 1, self.ndim_problem)) # for distance computation
for ii, j in enumerate(parents[1:]):
diff[ii] = x[j] - x[p] # distance from one parent
for ii in range(self.n_parents - 1):
d_mean[ii] = np.linalg.norm(diff[ii])*np.sqrt(
1.0 - np.power(np.dot(diff[ii], d)/(np.linalg.norm(diff[ii])*d_norm), 2))
d_mean = np.mean(d_mean) # average of perpendicular distances
orth = self._std_pcx_2*d_mean*self.rng_optimization.standard_normal((self.ndim_problem,))
orth = orth - (np.dot(orth, d)*d)/np.power(d_norm, 2)
xx[i] = x[p] + self._std_pcx_1*self.rng_optimization.standard_normal()*d + orth
yy[i] = self._evaluate_fitness(xx[i], args)
fitness.append(yy[i])
# (Step 3:) choose two parents at random from the population
offsprings = self.rng_optimization.choice(self.n_individuals, size=2, replace=False)
# (Step 4:) from a combined subpopulation of two chosen parents and created offspring, choose
# the best two solutions and replace the chosen two parents (in Step 3) with these solutions
xx, yy = np.vstack((xx, x[offsprings])), np.hstack((yy, y[offsprings]))
x[offsprings], y[offsprings] = xx[np.argsort(yy)[:2]], yy[np.argsort(yy)[:2]]
self._n_generations += 1
return fitness
def _collect(self, fitness, y=None):
self._print_verbose_info(fitness, y)
for i in range(1, len(fitness)): # to avoid `np.nan`
if np.isnan(fitness[i]):
fitness[i] = fitness[i - 1]
results = Optimizer._collect(self, fitness)
results['_n_generations'] = self._n_generations
return results
def optimize(self, fitness_function=None, args=None):
fitness = GA.optimize(self, fitness_function)
x, y = self.initialize(args)
yy = y # only for printing
while not self._check_terminations():
self._print_verbose_info(fitness, yy)
yy = self.iterate(x, y, args)
return self._collect(fitness, yy)