Merge pull request #107 from smanist/master

Bug fix in pareto.py, Pareto::divide_conquer_nd
GPflow · Sep 12, 2018 · f1c268e · f1c268e
2 parents 8c03e23 + 79cffab
commit f1c268e
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Showing 2 changed files with 22 additions and 2 deletions.
diff --git a/gpflowopt/pareto.py b/gpflowopt/pareto.py
@@ -20,6 +20,7 @@
 
 np_int_type = np_float_type = np.int32 if settings.dtypes.int_type is tf.int32 else np.int64
 float_type = settings.dtypes.float_type
+stability = settings.numerics.jitter_level
 
 
 class BoundedVolumes(Parameterized):
@@ -193,20 +194,25 @@ def divide_conquer_nd(self):
         # Start with one cell covering the whole front
         dc = [(np.zeros(outdim, dtype=np_int_type),
                (int(pf_ext_idx.shape[0]) - 1) * np.ones(outdim, dtype=np_int_type))]
+
         total_size = np.prod(max_pf - min_pf)
 
         # Start divide and conquer until we processed all cells
         while dc:
             # Process test cell
             cell = dc.pop()
 
+            arr = np.arange(outdim)
+            lb  = pf_ext[pf_ext_idx[cell[0], arr], arr]
+            ub  = pf_ext[pf_ext_idx[cell[1], arr], arr]
+
             # Acceptance test:
-            if self._is_test_required((cell[1] - 0.5) < pseudo_pf):
+            if self._is_test_required((ub - stability) < self.front.value):
                 # Cell is a valid integral bound: store
                 self.bounds.append(pf_ext_idx[cell[0], np.arange(outdim)],
                                    pf_ext_idx[cell[1], np.arange(outdim)])
             # Reject test:
-            elif self._is_test_required((cell[0] + 0.5) < pseudo_pf):
+            elif self._is_test_required((lb + stability) < self.front.value):
                 # Cell can not be discarded: calculate the size of the cell
                 dc_dist = cell[1] - cell[0]
                 hc = BoundedVolumes(pf_ext[pf_ext_idx[cell[0], np.arange(outdim)], np.arange(outdim)],

diff --git a/testing/unit/test_pareto.py b/testing/unit/test_pareto.py
@@ -28,6 +28,17 @@ def setUp(self):
         self.p_generic = gpflowopt.pareto.Pareto(np.zeros((1, 2)))
         self.p_generic.update(objective_scores, generic_strategy=True)
 
+        scores_3d_set1 = np.array([[2.0, 2.0, 0.0],
+                                   [2.0, 0.0, 1.0],
+                                   [3.0, 1.0, 0.0]])
+        scores_3d_set2 = np.array([[2.0, 0.0, 1.0],
+                                   [2.0, 2.0, 0.0],
+                                   [3.0, 1.0, 0.0]])
+        self.p_3d_set1 = gpflowopt.pareto.Pareto(np.zeros((1, 3)))
+        self.p_3d_set1.update(scores_3d_set1)
+        self.p_3d_set2 = gpflowopt.pareto.Pareto(np.zeros((1, 3)))
+        self.p_3d_set2.update(scores_3d_set2)
+
     def test_update(self):
         np.testing.assert_almost_equal(self.p_2d.bounds.lb.value, np.array([[0, 0], [1, 0], [2, 0], [3, 0]]),
                                        err_msg='LBIDX incorrect.')
@@ -54,3 +65,6 @@ def test_hypervolume(self):
 
         np.testing.assert_almost_equal(self.p_2d.hypervolume([1, 1]), self.p_generic.hypervolume([1, 1]), decimal=20,
                                        err_msg='hypervolume of different strategies incorrect.')
+
+        np.testing.assert_equal(self.p_3d_set1.hypervolume([4, 4, 4]), 29.0, err_msg='3D hypervolume incorrect.')
+        np.testing.assert_equal(self.p_3d_set2.hypervolume([4, 4, 4]), 29.0, err_msg='3D hypervolume incorrect.')