77 lines
2.5 KiB
Python
77 lines
2.5 KiB
Python
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import numpy as np
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import scipy.stats as scistats
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np.seterr(divide='ignore', invalid='ignore')
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class BaseObjective(object):
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def __init__(self, dim, int_opt=None, val_opt=None, alpha=None, beta=None):
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self.dim = dim
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self.alpha = alpha
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self.beta = beta
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# check if optimal parameter is in interval...
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if int_opt is not None:
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self.x_opt = np.random.uniform(int_opt[0], int_opt[1], size=(1, dim))
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# ... or based on a single value
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elif val_opt is not None:
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self.one_pm = np.where(np.random.rand(1, dim) > 0.5, 1, -1)
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self.x_opt = val_opt * self.one_pm
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else:
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raise ValueError("Optimal value or interval has to be defined")
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self.f_opt = np.round(np.clip(scistats.cauchy.rvs(loc=0, scale=100, size=1)[0], -1000, 1000), decimals=2)
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self.i = np.arange(self.dim)
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self._lambda_alpha = None
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self._q = None
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self._r = None
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def __call__(self, x):
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return self.evaluate_full(x)
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def evaluate_full(self, x):
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raise NotImplementedError("Subclasses should implement this!")
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def gs(self):
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# Gram Schmidt ortho-normalization
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a = np.random.randn(self.dim, self.dim)
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b, _ = np.linalg.qr(a)
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return b
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# TODO: property probably unnecessary
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@property
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def q(self):
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if self._q is None:
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self._q = self.gs()
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return self._q
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@property
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def r(self):
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if self._r is None:
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self._r = self.gs()
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return self._r
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@property
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def lambda_alpha(self):
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if self._lambda_alpha is None:
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if isinstance(self.alpha, int):
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lambda_ii = np.power(self.alpha, 1 / 2 * self.i / (self.dim - 1))
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self._lambda_alpha = np.diag(lambda_ii)
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else:
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lambda_ii = np.power(self.alpha[:, None], 1 / 2 * self.i[None, :] / (self.dim - 1))
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self._lambda_alpha = np.stack([np.diag(l_ii) for l_ii in lambda_ii])
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return self._lambda_alpha
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@staticmethod
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def f_pen(x):
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return np.sum(np.maximum(0, np.abs(x) - 5), axis=1)
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def t_asy_beta(self, x):
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# exp = np.power(x, 1 + self.beta * self.i[:, None] / (self.input_dim - 1) * np.sqrt(x))
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# return np.where(x > 0, exp, x)
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return x
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def t_osz(self, x):
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x_hat = np.where(x != 0, np.log(np.abs(x)), 0)
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c_1 = np.where(x > 0, 10, 5.5)
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c_2 = np.where(x > 0, 7.9, 3.1)
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return np.sign(x) * np.exp(x_hat + 0.049 * (np.sin(c_1 * x_hat) + np.sin(c_2 * x_hat)))
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