/** * Copyright (C) 2001-2017 by RapidMiner and the contributors * * Complete list of developers available at our web site: * * http://rapidminer.com * * This program is free software: you can redistribute it and/or modify it under the terms of the * GNU Affero General Public License as published by the Free Software Foundation, either version 3 * of the License, or (at your option) any later version. * * This program 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 * Affero General Public License for more details. * * You should have received a copy of the GNU Affero General Public License along with this program. * If not, see http://www.gnu.org/licenses/. */ package com.rapidminer.tools.math.optimization.ec.es; import com.rapidminer.tools.LoggingHandler; import java.util.Iterator; import java.util.LinkedList; /** * Implements the 1/5-Rule for dynamic parameter adaption of the variance of a * {@link GaussianMutation}. The interval size should have the same size as the changable * components, i.e. the number of examples (alphas). * * @author Ingo Mierswa */ public class VarianceAdaption implements PopulationOperator { /** * Waits this number of intervals before variance adaption is applied. Usually 10. */ private static final int WAIT_INTERVALS = 2; /** Used factor for shrinking and enlarging. Usually 0.85. */ private static final double FACTOR = 0.85; /** The mutation. */ private GaussianMutation mutation = null; /** The interval size in which the new variance is calculated. */ private int intervalSize; /** Remember for all positions if an improval was found. */ private LinkedList<Boolean> successList = new LinkedList<Boolean>(); /** The logging handler. */ private LoggingHandler logging; /** * The interval size should be as big as the changeable components, i.e. the number of examples * (alphas). */ public VarianceAdaption(GaussianMutation mutation, int intervalSize, LoggingHandler logging) { this.mutation = mutation; this.intervalSize = intervalSize; this.logging = logging; } @Override public void operate(Population population) { if (population.getGenerationsWithoutImprovement() < 2) { successList.add(true); } else { successList.add(false); } if (population.getGeneration() >= WAIT_INTERVALS * intervalSize) { successList.removeFirst(); if ((population.getGeneration() % intervalSize) == 0) { int successCount = 0; Iterator<Boolean> i = successList.iterator(); while (i.hasNext()) { if (i.next()) { successCount++; } } if (((double) successCount / (double) (WAIT_INTERVALS * intervalSize)) < 0.2) { double[] sigma = mutation.getSigma(); for (int s = 0; s < sigma.length; s++) { sigma[s] *= FACTOR; } mutation.setSigma(sigma); logging.log("Applying 1/5-rule: shrink variance!"); } else { double[] sigma = mutation.getSigma(); for (int s = 0; s < sigma.length; s++) { sigma[s] /= FACTOR; } mutation.setSigma(sigma); logging.log("Applying 1/5-rule: enlarge variance!"); } } } } }