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8.75 kB
| # 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 random | |
| import numpy | |
| import pytest | |
| from deap import algorithms | |
| from deap import base | |
| from deap import benchmarks | |
| from deap.benchmarks.tools import hypervolume | |
| from deap import cma | |
| from deap import creator | |
| from deap import tools | |
| FITCLSNAME = "FIT_TYPE" | |
| INDCLSNAME = "IND_TYPE" | |
| HV_THRESHOLD = 116.0 # 120.777 is Optimal value | |
| def teardown_(): | |
| # Messy way to remove a class from the creator | |
| del creator.__dict__[FITCLSNAME] | |
| del creator.__dict__[INDCLSNAME] | |
| def setup_teardown_single_obj(): | |
| creator.create(FITCLSNAME, base.Fitness, weights=(-1.0,)) | |
| creator.create(INDCLSNAME, list, fitness=creator.__dict__[FITCLSNAME]) | |
| yield | |
| teardown_() | |
| def setup_teardown_multi_obj(): | |
| creator.create(FITCLSNAME, base.Fitness, weights=(-1.0, -1.0)) | |
| creator.create(INDCLSNAME, list, fitness=creator.__dict__[FITCLSNAME]) | |
| yield | |
| teardown_() | |
| def setup_teardown_multi_obj_numpy(): | |
| creator.create(FITCLSNAME, base.Fitness, weights=(-1.0, -1.0)) | |
| creator.create(INDCLSNAME, numpy.ndarray, fitness=creator.__dict__[FITCLSNAME]) | |
| yield | |
| teardown_() | |
| def test_cma(setup_teardown_single_obj): | |
| NDIM = 5 | |
| strategy = cma.Strategy(centroid=[0.0] * NDIM, sigma=1.0) | |
| toolbox = base.Toolbox() | |
| toolbox.register("evaluate", benchmarks.sphere) | |
| toolbox.register("generate", strategy.generate, creator.__dict__[INDCLSNAME]) | |
| toolbox.register("update", strategy.update) | |
| pop, _ = algorithms.eaGenerateUpdate(toolbox, ngen=100) | |
| best, = tools.selBest(pop, k=1) | |
| assert best.fitness.values < (1e-8,), "CMA algorithm did not converged properly." | |
| def test_nsga2(setup_teardown_multi_obj): | |
| NDIM = 5 | |
| BOUND_LOW, BOUND_UP = 0.0, 1.0 | |
| MU = 16 | |
| NGEN = 100 | |
| toolbox = base.Toolbox() | |
| toolbox.register("attr_float", random.uniform, BOUND_LOW, BOUND_UP) | |
| toolbox.register("individual", tools.initRepeat, creator.__dict__[INDCLSNAME], toolbox.attr_float, NDIM) | |
| toolbox.register("population", tools.initRepeat, list, toolbox.individual) | |
| toolbox.register("evaluate", benchmarks.zdt1) | |
| toolbox.register("mate", tools.cxSimulatedBinaryBounded, low=BOUND_LOW, up=BOUND_UP, eta=20.0) | |
| toolbox.register("mutate", tools.mutPolynomialBounded, low=BOUND_LOW, up=BOUND_UP, eta=20.0, indpb=1.0 / NDIM) | |
| toolbox.register("select", tools.selNSGA2) | |
| pop = toolbox.population(n=MU) | |
| fitnesses = toolbox.map(toolbox.evaluate, pop) | |
| for ind, fit in zip(pop, fitnesses): | |
| ind.fitness.values = fit | |
| pop = toolbox.select(pop, len(pop)) | |
| for gen in range(1, NGEN): | |
| offspring = tools.selTournamentDCD(pop, len(pop)) | |
| offspring = [toolbox.clone(ind) for ind in offspring] | |
| for ind1, ind2 in zip(offspring[::2], offspring[1::2]): | |
| if random.random() <= 0.9: | |
| toolbox.mate(ind1, ind2) | |
| toolbox.mutate(ind1) | |
| toolbox.mutate(ind2) | |
| del ind1.fitness.values, ind2.fitness.values | |
| invalid_ind = [ind for ind in offspring if not ind.fitness.valid] | |
| fitnesses = toolbox.map(toolbox.evaluate, invalid_ind) | |
| for ind, fit in zip(invalid_ind, fitnesses): | |
| ind.fitness.values = fit | |
| pop = toolbox.select(pop + offspring, MU) | |
| hv = hypervolume(pop, [11.0, 11.0]) | |
| # hv = 120.777 # Optimal value | |
| assert hv > HV_THRESHOLD, "Hypervolume is lower than expected %f < %f" % (hv, HV_THRESHOLD) | |
| for ind in pop: | |
| assert not (any(numpy.asarray(ind) < BOUND_LOW) or any(numpy.asarray(ind) > BOUND_UP)) | |
| def test_mo_cma_es(setup_teardown_multi_obj_numpy): | |
| def distance(feasible_ind, original_ind): | |
| """A distance function to the feasibility region.""" | |
| return sum((f - o)**2 for f, o in zip(feasible_ind, original_ind)) | |
| def closest_feasible(individual): | |
| """A function returning a valid individual from an invalid one.""" | |
| feasible_ind = numpy.array(individual) | |
| feasible_ind = numpy.maximum(BOUND_LOW, feasible_ind) | |
| feasible_ind = numpy.minimum(BOUND_UP, feasible_ind) | |
| return feasible_ind | |
| def valid(individual): | |
| """Determines if the individual is valid or not.""" | |
| if any(individual < BOUND_LOW) or any(individual > BOUND_UP): | |
| return False | |
| return True | |
| NDIM = 5 | |
| BOUND_LOW, BOUND_UP = 0.0, 1.0 | |
| MU, LAMBDA = 10, 10 | |
| NGEN = 500 | |
| numpy.random.seed(128) | |
| # The MO-CMA-ES algorithm takes a full population as argument | |
| population = [creator.__dict__[INDCLSNAME](x) for x in numpy.random.uniform(BOUND_LOW, BOUND_UP, (MU, NDIM))] | |
| toolbox = base.Toolbox() | |
| toolbox.register("evaluate", benchmarks.zdt1) | |
| toolbox.decorate("evaluate", tools.ClosestValidPenalty(valid, closest_feasible, 1.0e+6, distance)) | |
| for ind in population: | |
| ind.fitness.values = toolbox.evaluate(ind) | |
| strategy = cma.StrategyMultiObjective(population, sigma=1.0, mu=MU, lambda_=LAMBDA) | |
| toolbox.register("generate", strategy.generate, creator.__dict__[INDCLSNAME]) | |
| toolbox.register("update", strategy.update) | |
| for gen in range(NGEN): | |
| # Generate a new population | |
| population = toolbox.generate() | |
| # Evaluate the individuals | |
| fitnesses = toolbox.map(toolbox.evaluate, population) | |
| for ind, fit in zip(population, fitnesses): | |
| ind.fitness.values = fit | |
| # Update the strategy with the evaluated individuals | |
| toolbox.update(population) | |
| # Note that we use a penalty to guide the search to feasible solutions, | |
| # but there is no guarantee that individuals are valid. | |
| # We expect the best individuals will be within bounds or very close. | |
| num_valid = 0 | |
| for ind in strategy.parents: | |
| dist = distance(closest_feasible(ind), ind) | |
| if numpy.isclose(dist, 0.0, rtol=1.e-5, atol=1.e-5): | |
| num_valid += 1 | |
| assert num_valid >= len(strategy.parents) | |
| # Note that NGEN=500 is enough to get consistent hypervolume > 116, | |
| # but not 119. More generations would help but would slow down testing. | |
| hv = hypervolume(strategy.parents, [11.0, 11.0]) | |
| assert hv > HV_THRESHOLD, "Hypervolume is lower than expected %f < %f" % (hv, HV_THRESHOLD) | |
| def test_nsga3(setup_teardown_multi_obj): | |
| NDIM = 5 | |
| BOUND_LOW, BOUND_UP = 0.0, 1.0 | |
| MU = 16 | |
| NGEN = 100 | |
| ref_points = tools.uniform_reference_points(2, p=12) | |
| toolbox = base.Toolbox() | |
| toolbox.register("attr_float", random.uniform, BOUND_LOW, BOUND_UP) | |
| toolbox.register("individual", tools.initRepeat, creator.__dict__[INDCLSNAME], toolbox.attr_float, NDIM) | |
| toolbox.register("population", tools.initRepeat, list, toolbox.individual) | |
| toolbox.register("evaluate", benchmarks.zdt1) | |
| toolbox.register("mate", tools.cxSimulatedBinaryBounded, low=BOUND_LOW, up=BOUND_UP, eta=20.0) | |
| toolbox.register("mutate", tools.mutPolynomialBounded, low=BOUND_LOW, up=BOUND_UP, eta=20.0, indpb=1.0 / NDIM) | |
| toolbox.register("select", tools.selNSGA3, ref_points=ref_points) | |
| pop = toolbox.population(n=MU) | |
| fitnesses = toolbox.map(toolbox.evaluate, pop) | |
| for ind, fit in zip(pop, fitnesses): | |
| ind.fitness.values = fit | |
| pop = toolbox.select(pop, len(pop)) | |
| # Begin the generational process | |
| for gen in range(1, NGEN): | |
| offspring = algorithms.varAnd(pop, toolbox, 1.0, 1.0) | |
| # Evaluate the individuals with an invalid fitness | |
| invalid_ind = [ind for ind in offspring if not ind.fitness.valid] | |
| fitnesses = toolbox.map(toolbox.evaluate, invalid_ind) | |
| for ind, fit in zip(invalid_ind, fitnesses): | |
| ind.fitness.values = fit | |
| # Select the next generation population | |
| pop = toolbox.select(pop + offspring, MU) | |
| hv = hypervolume(pop, [11.0, 11.0]) | |
| # hv = 120.777 # Optimal value | |
| assert hv > HV_THRESHOLD, "Hypervolume is lower than expected %f < %f" % (hv, HV_THRESHOLD) | |
| for ind in pop: | |
| assert not (any(numpy.asarray(ind) < BOUND_LOW) or any(numpy.asarray(ind) > BOUND_UP)) | |