Source code for metaheuristic_designer.strategies.EDA.PBIL

"""
Population-Based Incremental Learning (PBIL) strategies.
"""

from __future__ import annotations
from typing import Optional
import numpy as np

from ...population import Population
from ...operators import create_operator, Operator
from ...parent_selection_base import ParentSelection
from ...survivor_selection_base import SurvivorSelection
from ...initializer import Initializer
from ...schedulable_parameter import SchedulableParameter
from ..eda_strategy import EDAStrategy
from ...utils import check_rng


[docs] class BernoulliPBIL(EDAStrategy): """ PBIL for binary vectors using a Bernoulli distribution. The probability vector *p* is updated each generation with a learning rate and optional Gaussian noise, then a new population is sampled. Reference: https://doi.org/10.1016/j.swevo.2011.08.003 Parameters ---------- initializer : Initializer Population initializer. parent_sel : ParentSelection, optional Parent selection method. survivor_sel : SurvivorSelection, optional Survivor selection method. name : str, optional Display name (default ``"BernoulliPBIL"``). offspring_size : int or SchedulableParameter, optional Number of offspring per generation. rng : RNGLike, optional Random number generator. p : array-like, optional Initial probability vector. Defaults to uniform over [0,1]. lr : float, optional Learning rate for updating *p* (default 1e-3). noise : float, optional Standard deviation of Gaussian noise added to *p* (default 0). \\*\\*kwargs Forwarded to :class:`EDAStrategy`. """ def __init__( self, initializer: Initializer, parent_sel: ParentSelection = None, survivor_sel: SurvivorSelection = None, name: str = "BernoulliPBIL", offspring_size: Optional[int | SchedulableParameter] = None, rng=None, p=None, lr=1e-3, noise=0, **kwargs, ): rng = check_rng(rng) super().__init__( initializer, operator=create_operator("full_resampling", distribution="bernoulli", p=p, rng=rng), parent_sel=parent_sel, survivor_sel=survivor_sel, offspring_size=offspring_size, name=name, rng=rng, # Forced kwargs lr=lr, noise=noise, **kwargs, )
[docs] def estimate_parameters(self, population): old_p = self.operator.params.p population_matrix = population.genotype_matrix new_p = population_matrix.mean(axis=0) if old_p is not None: new_p = (1 - self.params.lr) * old_p + self.params.lr * new_p new_p += self.rng.normal(0, self.params.noise, size=np.asarray(old_p).shape) new_p = np.clip(new_p, 0, 1) self.operator.update_kwargs(p=new_p) return self.operator
[docs] class BinomialPBIL(EDAStrategy): """ PBIL for discrete vectors using a Binomial distribution. Reference: https://doi.org/10.1016/j.swevo.2011.08.003 Parameters ---------- initializer : Initializer Population initializer. parent_sel : ParentSelection, optional Parent selection method. survivor_sel : SurvivorSelection, optional Survivor selection method. name : str, optional Display name (default ``"BinomialPBIL"``). offspring_size : int or SchedulableParameter, optional Number of offspring per generation. rng : RNGLike, optional Random number generator. p : float or array-like, optional Initial success probability (default 0.5). n : int or array-like Number of trials. **Must be provided**; there is no default. lr : float, optional Learning rate (default 1e-3). noise : float, optional Gaussian noise standard deviation (default 0). \\*\\*kwargs Forwarded to :class:`EDAStrategy`. """ def __init__( self, initializer: Initializer, parent_sel: ParentSelection = None, survivor_sel: SurvivorSelection = None, name: str = "BernoulliPBIL", offspring_size: Optional[int | SchedulableParameter] = None, rng=None, p=0.5, n=None, lr=1e-3, noise=0, **kwargs, ): rng = check_rng(rng) if n is None: raise ValueError("You must specify the value for the parameters `n`, usually it will be the number of possible categorical values.") super().__init__( initializer, operator=create_operator("full_resampling", distribution="Binomial", p=np.asarray(p), n=np.asarray(n), rng=rng), parent_sel=parent_sel, survivor_sel=survivor_sel, offspring_size=offspring_size, name=name, rng=rng, # Forced kwargs noise=noise, lr=lr, **kwargs, )
[docs] def estimate_parameters(self, population: Population) -> Operator: n = self.operator.params.n old_p = self.operator.params.p population_matrix = population.genotype_matrix new_p = population_matrix.sum(axis=0) / (n * population_matrix.shape[0]) if old_p is not None: new_p = (1 - self.params.lr) * old_p + self.params.lr * new_p new_p += self.rng.normal(0, self.params.noise, size=old_p.shape) new_p = np.clip(new_p, 0, 1) self.operator.update_kwargs(p=new_p) return self.operator
[docs] class GaussianPBIL(EDAStrategy): """ PBIL for continuous vectors using a Gaussian distribution. The location vector *loc* is updated each generation with a learning rate and optional Gaussian noise, then a new population is sampled. Reference: https://doi.org/10.1016/j.swevo.2011.08.003 Parameters ---------- initializer : Initializer Population initializer. parent_sel : ParentSelection, optional Parent selection method. survivor_sel : SurvivorSelection, optional Survivor selection method. name : str, optional Display name (default ``"GaussianPBIL"``). offspring_size : int or SchedulableParameter, optional Number of offspring per generation. rng : RNGLike, optional Random number generator. loc : array-like, optional Initial mean vector (default ``None``; the operator uses a fallback). scale : float or array-like, optional Standard deviation (default 1). lr : float, optional Learning rate (default 1e-3). noise : float, optional Gaussian noise standard deviation added to *loc* (default 0). \\*\\*kwargs Forwarded to :class:`EDAStrategy`. """ def __init__( self, initializer: Initializer, parent_sel: ParentSelection = None, survivor_sel: SurvivorSelection = None, name: str = "GaussianPBIL", offspring_size: Optional[int | SchedulableParameter] = None, rng=None, loc=None, scale=1, lr=1e-3, noise=0, **kwargs, ): rng = check_rng(rng) super().__init__( initializer, operator=create_operator("full_resampling", distribution="gaussian", loc=loc, scale=np.asarray(scale), rng=rng), parent_sel=parent_sel, survivor_sel=survivor_sel, offspring_size=offspring_size, name=name, rng=rng, # Forced kwargs lr=lr, noise=noise, **kwargs, )
[docs] def estimate_parameters(self, population): old_loc = self.operator.params.loc population_matrix = population.genotype_matrix new_loc = population_matrix.mean(axis=0) if old_loc is not None: new_loc = (1 - self.params.lr) * old_loc + self.params.lr * new_loc new_loc += self.rng.normal(0, self.params.noise, size=old_loc.shape) self.operator.update_kwargs(loc=new_loc) return self.operator