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