# 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 . 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] @pytest.fixture def setup_teardown_single_obj(): creator.create(FITCLSNAME, base.Fitness, weights=(-1.0,)) creator.create(INDCLSNAME, list, fitness=creator.__dict__[FITCLSNAME]) yield teardown_() @pytest.fixture 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_() @pytest.fixture 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))