// @(#)root/tmva $Id: GeneticAlgorithm.cxx 38475 2011-03-17 10:46:00Z evt $ // Author: Peter Speckmayer /********************************************************************************** * Project: TMVA - a Root-integrated toolkit for multivariate data analysis * * Package: TMVA * * Class : TMVA::GeneticAlgorithm * * Web : http://tmva.sourceforge.net * * * * Description: * * Implementation (see header for description) * * * * Authors (alphabetical): * * Peter Speckmayer <speckmay@mail.cern.ch> - CERN, Switzerland * * * * Copyright (c) 2005: * * CERN, Switzerland * * MPI-K Heidelberg, Germany * * * * Redistribution and use in source and binary forms, with or without * * modification, are permitted according to the terms listed in LICENSE * * (http://tmva.sourceforge.net/LICENSE) * **********************************************************************************/ //_______________________________________________________________________ // // Base definition for genetic algorithm //_______________________________________________________________________ #include <iostream> #include <algorithm> #include <float.h> #ifdef _GLIBCXX_PARALLEL #include <omp.h> #endif #include "TMVA/GeneticAlgorithm.h" #include "TMVA/Interval.h" #include "TMVA/IFitterTarget.h" #include "TMVA/MsgLogger.h" namespace TMVA { const Bool_t GeneticAlgorithm__DEBUG__ = kFALSE; } ClassImp(TMVA::GeneticAlgorithm) //_______________________________________________________________________ TMVA::GeneticAlgorithm::GeneticAlgorithm( IFitterTarget& target, Int_t populationSize, const std::vector<Interval*>& ranges, UInt_t seed ) : fConvCounter(-1), fFitterTarget( target ), fConvValue(0.), fLastResult(DBL_MAX), fSpread(0.1), fMirror(kTRUE), fFirstTime(kTRUE), fMakeCopies(kFALSE), fPopulationSize(populationSize), fRanges( ranges ), fPopulation(ranges, populationSize, seed), fBestFitness(DBL_MAX), fLogger( new MsgLogger("GeneticAlgorithm") ) { // Constructor // Parameters: // int populationSize : defines the number of "Individuals" which are created and tested // within one Generation (Iteration of the Evolution) // vector<TMVA::Interval*> ranges : Interval holds the information of an interval, where the GetMin // gets the low and GetMax gets the high constraint of the variable // the size of "ranges" is the number of coefficients which are optimised // Purpose: // Creates a random population with individuals of the size ranges.size() fPopulation.SetRandomSeed( seed ); } TMVA::GeneticAlgorithm::~GeneticAlgorithm() { // destructor; deletes fLogger delete fLogger; } //_______________________________________________________________________ void TMVA::GeneticAlgorithm::Init() { // calls evolution, but if it is not the first time. // If it's the first time, the random population created by the // constructor is still not evaluated, .. therefore we wait for the // second time init is called. if ( fFirstTime ) fFirstTime = kFALSE; else { Evolution(); } } //_______________________________________________________________________ Double_t TMVA::GeneticAlgorithm::NewFitness( Double_t /*oldValue*/, Double_t newValue ) { // if the "fitnessFunction" is called multiple times for one set of // factors (because i.e. each event of a TTree has to be assessed with // each set of Factors proposed by the Genetic Algorithm) the value // of the current calculation has to be added(? or else) to the value // obtained up to now. // example: some chi-square is calculated for every event, // after every event the new chi-square (newValue) has to be simply // added to the oldValue. // // this function has to be overridden eventually // it might contain only the following return statement. // return oldValue + newValue; return newValue; } //_______________________________________________________________________ Double_t TMVA::GeneticAlgorithm::CalculateFitness() { // starts the evaluation of the fitness of all different individuals of // the population. // // this function calls implicitly (many times) the "fitnessFunction" which // has been overridden by the user. fBestFitness = DBL_MAX; #ifdef _GLIBCXX_PARALLEL const int nt = omp_get_num_threads(); Double_t bests[nt]; for ( int i =0; i < nt; ++i ) bests[i] = fBestFitness; #pragma omp parallel { int thread_number = omp_get_thread_num(); #pragma omp for for ( int index = 0; index < fPopulation.GetPopulationSize(); ++index ) { GeneticGenes* genes = fPopulation.GetGenes(index); Double_t fitness = NewFitness( genes->GetFitness(), fFitterTarget.EstimatorFunction(genes->GetFactors()) ); genes->SetFitness( fitness ); if ( bests[thread_number] > fitness ) bests[thread_number] = fitness; } } fBestFitness = *std::min_element(bests, bests+nt); #else for ( int index = 0; index < fPopulation.GetPopulationSize(); ++index ) { GeneticGenes* genes = fPopulation.GetGenes(index); Double_t fitness = NewFitness( genes->GetFitness(), fFitterTarget.EstimatorFunction(genes->GetFactors()) ); genes->SetFitness( fitness ); if ( fBestFitness > fitness ) fBestFitness = fitness; } #endif fPopulation.Sort(); return fBestFitness; } //_______________________________________________________________________ void TMVA::GeneticAlgorithm::Evolution() { // this function is called from "init" and controls the evolution of the // individuals. // the function can be overridden to change the parameters for mutation rate // sexual reproduction and so on. if ( fMakeCopies ) fPopulation.MakeCopies( 5 ); fPopulation.MakeChildren(); fPopulation.Mutate( 10, 3, kTRUE, fSpread, fMirror ); fPopulation.Mutate( 40, fPopulation.GetPopulationSize()*3/4 ); } //_______________________________________________________________________ Double_t TMVA::GeneticAlgorithm::SpreadControl( Int_t ofSteps, Int_t successSteps, Double_t factor ) { // this function provides the ability to change the stepSize of a mutation according to // the success of the last generations. // // Parameters: // int ofSteps : = if OF the number of STEPS given in this variable (ofSteps) // int successSteps : >sucessSteps Generations could improve the result // double factor : than multiply the stepSize ( spread ) by this factor // (if ofSteps == successSteps nothing is changed, if ofSteps < successSteps, the spread // is divided by the factor) // // using this function one can increase the stepSize of the mutation when we have // good success (to pass fast through the easy phase-space) and reduce the stepSize // if we are in a difficult "territory" of the phase-space. // // < is valid for "less" comparison if ( fBestFitness < fLastResult || fSuccessList.size() <=0 ) { fLastResult = fBestFitness; fSuccessList.push_front( 1 ); // it got better } else { fSuccessList.push_front( 0 ); // it stayed the same } Int_t n = 0; Int_t sum = 0; std::deque<Int_t>::iterator vec = fSuccessList.begin(); for (; vec != fSuccessList.end() ; vec++) { sum += *vec; n++; } if ( n >= ofSteps ) { fSuccessList.pop_back(); if ( sum > successSteps ) { // too much success fSpread /= factor; if (GeneticAlgorithm__DEBUG__) Log() << kINFO << ">" << std::flush; } else if ( sum == successSteps ) { // on the optimal path if (GeneticAlgorithm__DEBUG__) Log() << "=" << std::flush; } else { // not very successful fSpread *= factor; if (GeneticAlgorithm__DEBUG__) Log() << "<" << std::flush; } } return fSpread; } //_______________________________________________________________________ Bool_t TMVA::GeneticAlgorithm::HasConverged( Int_t steps, Double_t improvement ) { // gives back true if the last "steps" steps have lead to an improvement of the // "fitness" of the "individuals" of at least "improvement" // // this gives a simple measure of if the fitness of the individuals is // converging and no major improvement is to be expected soon. // if (fConvCounter < 0) { fConvValue = fBestFitness; } if (TMath::Abs(fBestFitness - fConvValue) <= improvement || steps<0) { fConvCounter ++; } else { fConvCounter = 0; fConvValue = fBestFitness; } if (GeneticAlgorithm__DEBUG__) Log() << "." << std::flush; if (fConvCounter < steps) return kFALSE; return kTRUE; }