Implements the CMSA. More...

#include <shark/Algorithms/DirectSearch/CMSA.h>

Inheritance diagram for shark::CMSA:

Public Member Functions
	CMSA ()
	Default c'tor. More...

std::string	name () const
	From INameable: return the class name. More...

template<typename Container , typename Extractor >
RealVector	cog (const Container &container, const Extractor &e)
	Calculates the center of gravity of the given population \( \in \mathbb{R}^d\). More...

SHARK_EXPORT_SYMBOL void	read (InArchive &archive)
	Read the component from the supplied archive. More...

SHARK_EXPORT_SYMBOL void	write (OutArchive &archive) const
	Write the component to the supplied archive. More...

SHARK_EXPORT_SYMBOL void	init (ObjectiveFunctionType &function, SearchPointType const &p)
	Initializes the algorithm for the supplied objective function. More...

SHARK_EXPORT_SYMBOL void	step (ObjectiveFunctionType const &function)
	Executes one iteration of the algorithm. More...

std::size_t	mu () const
	Accesses the size of the parent population. More...

std::size_t &	mu ()
	Accesses the size of the parent population, allows for l-value semantics. More...

std::size_t	lambda () const
	Accesses the size of the offspring population. More...

std::size_t &	lambda ()
	Accesses the size of the offspring population, allows for l-value semantics. More...

Public Member Functions inherited from shark::AbstractSingleObjectiveOptimizer< RealVector >
virtual void	init (ObjectiveFunctionType &function)

virtual const SolutionType &	solution () const
	returns the current solution of the optimizer More...

Public Member Functions inherited from shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >
const Features &	features () const

virtual void	updateFeatures ()

bool	requiresValue () const

bool	requiresFirstDerivative () const

bool	requiresSecondDerivative () const

bool	canSolveConstrained () const

bool	requiresClosestFeasible () const

virtual	~AbstractOptimizer ()
	Empty virtual d'tor. More...

Public Member Functions inherited from shark::INameable
virtual	~INameable ()

Public Member Functions inherited from shark::ISerializable
virtual	~ISerializable ()
	Virtual d'tor. More...

void	load (InArchive &archive, unsigned int version)
	Versioned loading of components, calls read(...). More...

void	save (OutArchive &archive, unsigned int version) const
	Versioned storing of components, calls write(...). More...

	BOOST_SERIALIZATION_SPLIT_MEMBER ()

Protected Attributes
std::size_t	m_numberOfVariables
	Stores the dimensionality of the search space. More...

std::size_t	m_mu
	The size of the parent population. More...

std::size_t	m_lambda
	The size of the offspring population, needs to be larger than mu. More...

double	m_sigma
	The current step size. More...

double	m_cSigma

double	m_cC
	Constant for adapting the covariance matrix. More...

RealVector	m_mean
	The current cog of the population. More...

shark::MultiVariateNormalDistribution	m_mutationDistribution
	Multi-variate normal mutation distribution. More...

Protected Attributes inherited from shark::AbstractSingleObjectiveOptimizer< RealVector >
SolutionType	m_best
	current solution of the optimizer More...

Protected Attributes inherited from shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >
Features	m_features

Additional Inherited Members
Public Types inherited from shark::AbstractSingleObjectiveOptimizer< RealVector >
typedef base_type::SearchPointType	SearchPointType

typedef base_type::SolutionType	SolutionType

typedef base_type::ResultType	ResultType

typedef base_type::ObjectiveFunctionType	ObjectiveFunctionType

Public Types inherited from shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >
enum	Feature
	Models features that the optimizer requires from the objective function. More...

typedef RealVector	SearchPointType

typedef double	ResultType

typedef SingleObjectiveResultSet< RealVector >	SolutionType

typedef AbstractObjectiveFunction< RealVector, ResultType >	ObjectiveFunctionType

typedef TypedFlags< Feature >	Features

typedef TypedFeatureNotAvailableException< Feature >	FeatureNotAvailableException

Protected Member Functions inherited from shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >
void	checkFeatures (ObjectiveFunctionType const &objectiveFunction)
	Convenience function that checks whether the features of the supplied objective function match with the required features of the optimizer. More...

Detailed Description

Implements the CMSA.

The algorithm is described in

H. G. Beyer, B. Sendhoff (2008). Covariance Matrix Adaptation Revisited: The CMSA Evolution Strategy In Proceedings of the Tenth International Conference on Parallel Problem Solving from Nature (PPSN X), pp. 123-132, LNCS, Springer-Verlag

Definition at line 64 of file CMSA.h.

Constructor & Destructor Documentation

shark::CMSA::CMSA ( )

inline

Default c'tor.

Definition at line 82 of file CMSA.h.

References shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >::m_features, and shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >::REQUIRES_VALUE.

Member Function Documentation

template<typename Container , typename Extractor >

RealVector shark::CMSA::cog	(	const Container &	container,
		const Extractor &	e
	)

inline

Calculates the center of gravity of the given population \( \in \mathbb{R}^d\).

Definition at line 96 of file CMSA.h.

References init(), m_mu, m_numberOfVariables, read(), SHARK_EXPORT_SYMBOL, step(), and write().

SHARK_EXPORT_SYMBOL void shark::CMSA::init	(	ObjectiveFunctionType &	function,
		SearchPointType const &	p
	)

virtual

Initializes the algorithm for the supplied objective function.

Implements shark::AbstractSingleObjectiveOptimizer< RealVector >.

Referenced by cog().

std::size_t shark::CMSA::lambda ( ) const

inline

Accesses the size of the offspring population.

Definition at line 137 of file CMSA.h.

References m_lambda.

std::size_t& shark::CMSA::lambda ( )

inline

Accesses the size of the offspring population, allows for l-value semantics.

Definition at line 144 of file CMSA.h.

References m_lambda.

std::size_t shark::CMSA::mu ( ) const

inline

Accesses the size of the parent population.

Definition at line 123 of file CMSA.h.

References m_mu.

std::size_t& shark::CMSA::mu ( )

inline

Accesses the size of the parent population, allows for l-value semantics.

Definition at line 130 of file CMSA.h.

References m_mu.

std::string shark::CMSA::name ( ) const

inlinevirtual

From INameable: return the class name.

Reimplemented from shark::INameable.

Definition at line 87 of file CMSA.h.

SHARK_EXPORT_SYMBOL void shark::CMSA::read ( InArchive & archive )

virtual

Read the component from the supplied archive.

Parameters

[in,out] archive The archive to read from.

Reimplemented from shark::ISerializable.

Referenced by cog().

SHARK_EXPORT_SYMBOL void shark::CMSA::step ( ObjectiveFunctionType const & function )

virtual

Executes one iteration of the algorithm.

Implements shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >.

Referenced by cog().

SHARK_EXPORT_SYMBOL void shark::CMSA::write ( OutArchive & archive ) const

virtual

Write the component to the supplied archive.

Parameters

[in,out] archive The archive to write to.

Reimplemented from shark::ISerializable.

Referenced by cog().

Member Data Documentation

double shark::CMSA::m_cC

protected

Constant for adapting the covariance matrix.

Definition at line 155 of file CMSA.h.

double shark::CMSA::m_cSigma

protected

Definition at line 154 of file CMSA.h.

std::size_t shark::CMSA::m_lambda

protected

The size of the offspring population, needs to be larger than mu.

Definition at line 151 of file CMSA.h.

Referenced by lambda().

RealVector shark::CMSA::m_mean

protected

The current cog of the population.

Definition at line 157 of file CMSA.h.

std::size_t shark::CMSA::m_mu

protected

The size of the parent population.

Definition at line 150 of file CMSA.h.

Referenced by cog(), and mu().

shark::MultiVariateNormalDistribution shark::CMSA::m_mutationDistribution

protected

Multi-variate normal mutation distribution.

Definition at line 159 of file CMSA.h.

std::size_t shark::CMSA::m_numberOfVariables

protected

Stores the dimensionality of the search space.

Definition at line 149 of file CMSA.h.

Referenced by cog().

double shark::CMSA::m_sigma

protected

The current step size.

Definition at line 153 of file CMSA.h.

The documentation for this class was generated from the following file:

include/shark/Algorithms/DirectSearch/CMSA.h

Public Member Functions

Protected Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation