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pso.py
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pso.py
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import numpy as np # engine for numerical computing
from pypop7.optimizers.core.optimizer import Optimizer # abstract class for all Black-Box Optimizers (BBO)
class PSO(Optimizer):
"""Particle Swarm Optimizer (PSO).
This is the **abstract** class of all `PSO` classes. Please use any of its instantiated subclasses to
optimize the black-box problem at hand. The unique goal of this abstract class is to unify the common
interfaces of all its subclasses (different algorithm versions).
.. note:: `PSO` is a very popular family of **swarm**-based search algorithms, originally proposed by an
electrical engineer (Russell C. Eberhart) and a psychologist (James Kennedy), two recipients of `IEEE
Evolutionary Computation Pioneer Award 2012 <https://tinyurl.com/456as566>`_. Its underlying motivation
comes from interesting collective behaviors (e.g. `flocking <https://dl.acm.org/doi/10.1145/37402.37406>`_)
observed in social animals (such as `birds <https://dl.acm.org/doi/10.1145/2629613>`_), which are often
regarded as a particular form of *emergence* or *self-organization*. Recently, PSO-type swarm optimizers
have been theoretically analyzed under the `Consensus-Based Optimization (CBO)
<https://jmlr.csail.mit.edu/papers/v22/21-0259.html>`_ or `Swarm Gradient Dynamics
<https://link.springer.com/article/10.1007/s10107-023-01988-8>`_ framework, with more or less
modifications to the standard `PSO` implementation for mathematical tractability.
For some interesting applications of `PSO`/`CBO` in diverse areas, please refer to `[Melis et al., 2024, Nature]
<https://doi.org/10.1038/s41586-024-07293-4>`_, `[Wang et al., 2024, Nature Materials]
<https://doi.org/10.1038/s41563-024-01830-2>`_, `[Elijošius et al., 2024]
<https://doi.org/10.48550/arXiv.2402.08708>`_, `[Lugagne et al., 2024, Nature Communications]
<https://doi.org/10.1038/s41467-024-46361-1>`_, `[Bottrell et al., MNRAS, 2024]
<https://academic.oup.com/mnras/article/527/3/6506/7286659>`_, `[Xie et al., 2024, JGCD]
<https://arc.aiaa.org/doi/10.2514/1.G007932>`_, `[Chen et al., 2023, Nature Communications]
<https://doi.org/10.1038/s41467-023-38185-2>`_, `[Guo et al., 2023, ISSTA]
<https://dl.acm.org/doi/10.1145/3597926.3598058>`_, `[Yang et al., 2023, IEEE-TSP]
<https://ieeexplore.ieee.org/abstract/document/10048578>`_, `[Weiss et al., 2023, CGF]
<https://onlinelibrary.wiley.com/doi/10.1111/cgf.14904>`_, `[Zhang et al., 2023]
<https://arxiv.org/abs/2312.08885>`_, `[Liu et al., 2022, Nature Communications]
<https://doi.org/10.1038/s41467-022-28083-4>`_, `[Benedetti et al., 2019]
<https://www.nature.com/articles/s41534-019-0157-8>`_, `[Venter&Sobieszczanski-Sobieski, 2003, AIAAJ]
<https://doi.org/10.2514/2.2111>`_, to name a few.
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' - swarm (population) size, aka number of particles (`int`, default: `20`),
* 'cognition' - cognitive learning rate (`float`, default: `2.0`),
* 'society' - social learning rate (`float`, default: `2.0`),
* 'max_ratio_v' - maximal ratio of velocities w.r.t. search range (`float`, default: `0.2`).
Attributes
----------
cognition : `float`
cognitive learning rate, aka acceleration coefficient.
max_ratio_v : `float`
maximal ratio of velocities w.r.t. search range.
n_individuals : `int`
swarm (population) size, aka number of particles.
society : `float`
social learning rate, aka acceleration coefficient.
Methods
-------
References
----------
Bolte, J., Miclo, L. and Villeneuve, S., 2024.
`Swarm gradient dynamics for global optimization: The mean-field limit case.
<https://doi.org/10.1007/s10107-023-01988-8>`_
Mathematical Programming, 205(1), pp.661-701.
Cipriani, C., Huang, H. and Qiu, J., 2022.
`Zero-inertia limit: From particle swarm optimization to consensus-based optimization.
<https://doi.org/10.1137/21M1412323>`_
SIAM Journal on Mathematical Analysis, 54(3), pp.3091-3121.
Fornasier, M., Huang, H., Pareschi, L. and Sünnen, P., 2022.
`Anisotropic diffusion in consensus-based optimization on the sphere.
<https://doi.org/10.1137/21M140941X>`_
SIAM Journal on Optimization, 32(3), pp.1984-2012.
Fornasier, M., Huang, H., Pareschi, L. and Sünnen, P., 2021.
`Consensus-based optimization on the sphere: Convergence to global minimizers and machine learning.
<https://jmlr.csail.mit.edu/papers/v22/21-0259.html>`_
Journal of Machine Learning Research, 22(1), pp.10722-10776.
Blackwell, T. and Kennedy, J., 2018.
`Impact of communication topology in particle swarm optimization.
<https://doi.org/10.1109/TEVC.2018.2880894>`_
IEEE Transactions on Evolutionary Computation, 23(4), pp.689-702.
Bonyadi, M.R. and Michalewicz, Z., 2017.
`Particle swarm optimization for single objective continuous space problems: A review.
<https://doi.org/10.1162/EVCO_r_00180>`_
Evolutionary Computation, 25(1), pp.1-54.
https://www.cs.cmu.edu/~arielpro/15381f16/c_slides/781f16-26.pdf
Floreano, D. and Mattiussi, C., 2008.
`Bio-inspired artificial intelligence: Theories, methods, and technologies.
<https://mitpress.mit.edu/9780262062718/bio-inspired-artificial-intelligence/>`_
MIT Press.
(See [Chapter 7.2 Particle Swarm Optimization] for details.)
http://www.scholarpedia.org/article/Particle_swarm_optimization
Poli, R., Kennedy, J. and Blackwell, T., 2007.
`Particle swarm optimization.
<https://doi.org/10.1007/s11721-007-0002-0>`_
Swarm Intelligence, 1(1), pp.33-57.
Clerc, M. and Kennedy, J., 2002.
`The particle swarm-explosion, stability, and convergence in a multidimensional complex space.
<https://doi.org/10.1109/4235.985692>`_
IEEE Transactions on Evolutionary Computation, 6(1), pp.58-73.
Eberhart, R.C., Shi, Y. and Kennedy, J., 2001.
`Swarm intelligence.
<https://www.elsevier.com/books/swarm-intelligence/eberhart/978-1-55860-595-4>`_
Elsevier.
Shi, Y. and Eberhart, R., 1998, May.
`A modified particle swarm optimizer.
<https://doi.org/10.1109/ICEC.1998.699146>`_
In IEEE World Congress on Computational Intelligence (pp. 69-73). IEEE.
Kennedy, J. and Eberhart, R., 1995, November.
`Particle swarm optimization.
<https://doi.org/10.1109/ICNN.1995.488968>`_
In Proceedings of International Conference on Neural Networks (pp. 1942-1948). IEEE.
"""
def __init__(self, problem, options):
Optimizer.__init__(self, problem, options)
if self.n_individuals is None: # swarm (population) size, aka number of particles
self.n_individuals = 20
self.cognition = options.get('cognition', 2.0) # cognitive learning rate
assert self.cognition >= 0.0
self.society = options.get('society', 2.0) # social learning rate
assert self.society >= 0.0
self.max_ratio_v = options.get('max_ratio_v', 0.2) # maximal ratio of velocity
assert 0.0 < self.max_ratio_v <= 1.0
self.is_bound = options.get('is_bound', False)
self._max_v = self.max_ratio_v*(self.upper_boundary - self.lower_boundary) # maximal velocity
self._min_v = -self._max_v # minimal velocity
self._topology = None # neighbors topology of social learning
self._n_generations = 0 # initial number of generations
# set linearly decreasing inertia weights introduced in [Shi&Eberhart, 1998, IEEE-WCCI/CEC]
self._max_generations = np.ceil(self.max_function_evaluations/self.n_individuals)
if self._max_generations == np.inf:
self._max_generations = 1e2 * self.ndim_problem
self._w = 0.9 - 0.5 * (np.arange(self._max_generations) + 1.0) / self._max_generations # from 0.9 to 0.4
self._swarm_shape = (self.n_individuals, self.ndim_problem)
def initialize(self, args=None):
v = self.rng_initialization.uniform(self._min_v, self._max_v, size=self._swarm_shape) # velocities
x = self.rng_initialization.uniform(self.initial_lower_boundary, self.initial_upper_boundary,
size=self._swarm_shape) # positions
y = np.empty((self.n_individuals,)) # fitness
p_x, p_y = np.copy(x), np.copy(y) # personally previous-best positions and fitness
n_x = np.copy(x) # neighborly previous-best positions
for i in range(self.n_individuals):
if self._check_terminations():
return v, x, y, p_x, p_y, n_x
y[i] = self._evaluate_fitness(x[i], args)
p_y = np.copy(y)
return v, x, y, p_x, p_y, n_x
def iterate(self, v=None, x=None, y=None, p_x=None, p_y=None, n_x=None, args=None):
self._n_generations += 1
return v, x, y, p_x, p_y, n_x
def _print_verbose_info(self, fitness, y):
if self.saving_fitness:
if not np.isscalar(y):
fitness.extend(y)
else:
fitness.append(y)
if self.verbose and ((not self._n_generations % self.verbose) or (self.termination_signal > 0)):
info = ' * Generation {:d}: best_so_far_y {:7.5e}, min(y) {:7.5e} & Evaluations {:d}'
print(info.format(self._n_generations, self.best_so_far_y, np.min(y), self.n_function_evaluations))
def _collect(self, fitness, y=None):
if y is not None:
self._print_verbose_info(fitness, y)
results = Optimizer._collect(self, fitness)
results['_n_generations'] = self._n_generations
return results
def optimize(self, fitness_function=None, args=None):
fitness = Optimizer.optimize(self, fitness_function)
v, x, y, p_x, p_y, n_x = self.initialize(args)
while not self.termination_signal:
self._print_verbose_info(fitness, y)
v, x, y, p_x, p_y, n_x = self.iterate(v, x, y, p_x, p_y, n_x, args)
return self._collect(fitness, y)