feldtruby 0.4.7 → 0.4.8

data/.gitignore

@@ -48,4 +48,5 @@ pkg
 # For rubinius:
 #*.rbc
 
-related/*
+related/*
+profiling/*

data/Gemfile.lock

@@ -1,7 +1,7 @@
 PATH
   remote: .
   specs:
-    feldtruby (0.3.18)
+    feldtruby (0.4.7)
       bson_ext
       json
       mongo
@@ -11,12 +11,12 @@ PATH
 GEM
   remote: https://rubygems.org/
   specs:
-    bson (1.8.4)
-    bson_ext (1.8.4)
-      bson (~> 1.8.4)
+    bson (1.8.5)
+    bson_ext (1.8.5)
+      bson (~> 1.8.5)
     json (1.7.7)
-    mongo (1.8.4)
-      bson (~> 1.8.4)
+    mongo (1.8.5)
+      bson (~> 1.8.5)
     nokogiri (1.5.9)
     rinruby (2.0.3)
 

data/Rakefile

@@ -55,7 +55,41 @@ task :clean do
   FileUtils.rm_rf "pkg"
 end
 
+def profile_script(script, args = [])
+  ts = Time.now.strftime("%y%m%d_%H%M%S")
+  scriptname = File.basename(script)
+  profile = "./profiling/#{scriptname}_profile_#{ts}"
+
+  template = <<-EOS
+    require 'perftools'
+
+    PerfTools::CpuProfiler.start("PROFILENAME")
+    require "SCRIPT"
+    PerfTools::CpuProfiler.stop
+  EOS
+  profiling_script = template.gsub("PROFILENAME", profile).gsub("SCRIPT", script)
+  puts profiling_script
+  filename = "profiling/profiling_script.rb"
+  File.open(filename, "w") {|fh| fh.puts profiling_script}
+  psys "ruby #{filename} #{args.join(' ')}"
+  psys "pprof.rb --text #{profile} > #{profile}.txt"
+  psys "pprof.rb --pdf #{profile} > #{profile}.pdf"
+  File.delete(filename)
+end
+
+desc "Profile"
+task :profile do
+  unless require("perftools")
+    puts "CANNOT profile since perftools.rb is NOT INSTALLED."
+    exit -1
+  end
+  profile_script "./spikes/simple_de_run.rb", ["100_000"]
+  profile_script "./spikes/long_running_search.rb"
+end
+
 desc "Clean the repo of any files that should not be checked in"
-task :clobber => [:clean]
+task :clobber => [:clean] do
+  system "rm -rf profiling/*"
+end
 
 task :default => :test

data/lib/feldtruby/array.rb

@@ -50,6 +50,21 @@ class Array
 		count_hash
 	end
 
+	# Count the values that are within +/-(epsilon*targetValue) of a targetValue
+	# and return the counts as an array. Will skip elements of the array that are
+	# not Numeric.
+	def counts_within_ratio_of(targetValue, epsilon = 0.10)
+		min = targetValue * (1.0 - epsilon)
+		max = targetValue * (1.0 + epsilon)
+		count_hash = Hash.new(0)
+		self.each do |element| 
+			if Numeric === element && element >= min && element <= max
+				count_hash[element] += 1
+			end
+		end
+		count_hash
+	end
+
 	def sample
 		self[rand(self.length)]
 	end

data/lib/feldtruby/optimize/search_space.rb

@@ -41,6 +41,14 @@ class SearchSpace
 		candidate.class.send(:[], *a)
 	end
 
+	# Bound variable at _index_ in _candidate_.
+	def bound_at_index(index, candidate)
+		unless in_range_for_position?(candidate[index], index)
+			candidate[index] = gen_value_for_position(index)
+		end
+		candidate
+	end
+
 	def in_range_for_position?(value, index)
 		(value >= @min_values[index]) && (value <= @max_values[index])
 	end

data/lib/feldtruby/optimize/stochastic_hill_climber.rb

@@ -0,0 +1,86 @@
+module FeldtRuby::Optimize
+
+  # A mutator mutates candidates.
+  class Mutator
+  end
+
+  class VectorMutator < Mutator
+    attr_reader :search_space
+
+    def initialize(optimizer, valueMutator = GaussianContinuousValueMutator.new)
+      @optimizer = optimizer
+      @search_space = optimizer.search_space
+      @value_mutator = valueMutator
+      @value_mutator.mutator = self
+    end
+
+    # Mutate a candidate and returned a mutated vector.
+    def mutate(candidate)
+      c = candidate.clone
+      index = rand(candidate.length)
+      c[index] = @value_mutator.mutate_value(value, index)
+      @search_space.bound_at_index(c, index)
+    end
+  end
+
+  # Random Gaussian variates from:
+  #  http://stackoverflow.com/questions/5825680/code-to-generate-gaussian-normally-distributed-random-numbers-in-ruby
+  class RandomGaussian
+    def initialize(mean = 0.0, sd = 1.0)
+      @mean, @sd = mean, sd
+      @compute_next_pair = false
+    end
+  
+    def sample
+      if (@compute_next_pair = !@compute_next_pair)
+        # Compute a pair of random values with normal distribution.
+        # See http://en.wikipedia.org/wiki/Box-Muller_transform
+        theta = 2 * Math::PI * rand()
+        scale = @sd * Math.sqrt(-2 * Math.log(1 - rand()))
+        @g1 = @mean + scale * Math.sin(theta)
+        @g0 = @mean + scale * Math.cos(theta)
+      else
+        @g1
+      end
+    end
+  end
+
+  # This will mutate with a gaussian sample of mean which is half the delta
+  # for the variable being mutated.
+  class GaussianContinuousValueMutator
+    def initialize
+      @gaussian = RandomGaussian.new(0.0, 1.0)
+    end
+
+    # Connect with the value mutator, calculate bounds etc.
+    def mutator=(mutator)
+      @mutator = mutator
+      @deltas = @mutator.search_space.deltas
+    end
+
+    def mutate_value_at_index(value, index)
+      sigma = @deltas[index]/2.0
+      value + (sigma * @gaussian.sample)
+    end
+  end
+
+  # A Stochastic Hill Climber will randomly mutate one variable of the candidate
+  # and then keep the new candidate if it was better.
+  class StochasticHillClimber < SingleCandidateOptimizer
+    DefaultOptions = {
+      :mutatorClass => 
+    }
+
+    def initialize_options(options)
+      super
+      @options = DefaultOptions.clone.update(options)
+      @mutator = @options[:mutatorClass].new(self)
+      @candidate = @search_space.gen_candidate
+    end
+
+    def optimization_step
+      [@mutator.mutate(@candidate), @candidate]
+    end
+  end
+
+end

data/lib/feldtruby/version.rb

@@ -1,3 +1,3 @@
 module FeldtRuby
-  VERSION = "0.4.7"
+  VERSION = "0.4.8"
 end

data/spikes/long_running_search.rb

@@ -0,0 +1,21 @@
+$: << "lib"
+$: << "../lib"
+$: << "."
+require 'feldtruby/optimize/differential_evolution'
+require 'test/long_running/single_objective_problems'
+
+def best_from_de_on_objective(objective, dimensions, numSteps = 25_000, 
+  verbose = true, optimizer = FeldtRuby::Optimize::DEOptimizer_Rand_1_Bin)
+  objective.dimensions = dimensions if objective.respond_to?(:dimensions=)
+  ss = objective.search_space
+  de = optimizer.new(objective, ss, {:verbose => verbose, 
+    :maxNumSteps => numSteps})
+
+  start_time = Time.now
+  best = de.optimize().to_a
+  elapsed = Time.now - start_time
+
+  return best, objective, elapsed
+end
+
+best, obj, time = best_from_de_on_objective MinSphere.new, 30, 220_000

data/spikes/simple_de_run.rb

@@ -3,7 +3,6 @@ $: << "../lib"
 require 'feldtruby/optimize/differential_evolution'
 
 $NumSteps = (ARGV[0] && ARGV[0] =~ /^\d+/) ? ARGV[0].to_i : 10_000
-$LC = ((ARGV[1] || ARGV[0]) == "EventLogger") ? FeldtRuby::EventLogger : FeldtRuby::Logger
 
 class MinimizeRMS < FeldtRuby::Optimize::Objective
   def objective_min_rms(candidate)
@@ -15,10 +14,6 @@ class MinimizeRMSAndSum < MinimizeRMS
   def objective_min_sum(candidate)
     candidate.sum.abs
   end
-
-  def new_default_logger
-    $LC.new(STDOUT)
-  end
 end
 
 include FeldtRuby::Optimize

data/test/long_running/test_single_objective_optimization.rb

@@ -36,7 +36,7 @@ def best_from_de_on_objective(objective, dimensions, numSteps = 25_000,
 
   val = objective.calc_func(best)
   val.must_be_close_to objective.minimum
-  val.must_be :>, objective.minimum
+  val.must_be :>=, objective.minimum
 
   return best, objective, elapsed
 end
@@ -79,7 +79,7 @@ end
 
 describe "Easom function" do
   it 'can optimize the Easom function' do
-    best, obj, time = best_from_de_on_objective MinBeale.new, nil, 10_000, false, FeldtRuby::Optimize::DEOptimizer_Best_1_Bin
+    best, obj, time = best_from_de_on_objective MinEasom.new, nil, 10_000, false, FeldtRuby::Optimize::DEOptimizer_Best_1_Bin
     best.must_be_close_to_one_solution_of obj
     time.must_be :<, 1.5
   end

data/test/test_array.rb

@@ -107,6 +107,37 @@ describe "Array extensions" do
 		end
 	end
 
+	describe "counts_within_ratio_of" do
+		it "returns empty hash for empty array" do
+			[].counts_within_ratio_of(10).must_equal({})
+		end
+
+		it "counts right for arrays of only one number, when target is that number" do
+			[1].counts_within_ratio_of(1).must_equal({1 => 1})
+			[2, 2].counts_within_ratio_of(2).must_equal({2 => 2})
+			[4, 4, 4].counts_within_ratio_of(4).must_equal({4 => 3})
+		end
+
+		it "counts right for arrays of only one number, when target is far from that number" do
+			[1].counts_within_ratio_of(1000).must_equal({})
+			[2, 2].counts_within_ratio_of(1000).must_equal({})
+			[4, 4, 4].counts_within_ratio_of(1000).must_equal({})
+		end
+
+		it "counts right for arrays of many numbers, when target range includes them all" do
+			[97, 98, 97, 99, 100, 100, 101, 102, 103, 102].counts_within_ratio_of(100, 0.05).must_equal({
+				97=>2, 98=>1, 99=>1, 100 => 2, 101=>1, 102 => 2, 103 => 1})
+		end
+
+		it "counts right for arrays of many numbers, when target range includes some of them" do
+			[97, 98, 97, 99, 100, 100, 101, 102, 103, 102, 1000, -20].counts_within_ratio_of(100, 0.01).must_equal({
+				99=>1, 100 => 2, 101=>1})
+
+			[97, 98, 97, 99, 100, 100, 101, 102, 103, 102, 1000, -20].counts_within_ratio_of(100, 0.02).must_equal({
+				98=>1, 99=>1, 100 => 2, 101=>1, 102 => 2})
+		end
+	end
+
 	describe "sample" do
 		it "only samples within the array" do
 			d = (1..100).to_a

data/test/test_optimize_search_space.rb

@@ -50,6 +50,41 @@ describe "SearchSpace#bound" do
 	end
 end
 
+describe "SearchSpace#bound_at_index" do
+	before do
+		@sp = FeldtRuby::Optimize::SearchSpace.new([-5, -3], [5, 7])
+	end
+
+	it "returns the values if they are INSIDE the search space boundaries" do
+		@sp.bound_at_index(0, [-1, 0]).must_equal [-1, 0]
+		@sp.bound_at_index(1, [-1, 0]).must_equal [-1, 0]
+	end
+
+	it "returns the values if they are ON the search space boundaries" do
+		@sp.bound_at_index(0, [-5, -3]).must_equal [-5, -3]
+		@sp.bound_at_index(1, [-5, -3]).must_equal [-5, -3]
+		@sp.bound_at_index(0, [ 5,  7]).must_equal [ 5,  7]
+		@sp.bound_at_index(1, [ 5,  7]).must_equal [ 5,  7]
+	end
+
+	it "generates a value INSIDE the search space boundaries when a value is given that is outside (negative, outside on one dimension)" do
+		l, h = @sp.bound_at_index(0, [-10, 3.4])
+		h.must_equal 3.4
+		l.must_be :>=, -5
+		l.must_be :<=,  5
+
+		l, h = @sp.bound_at_index(1, [-4.6, -4.1])
+		l.must_equal(-4.6)
+		h.must_be :>=, -3
+		h.must_be :<=,  7
+	end
+
+  it "does not touch a value outside the boundaries if it is not at the index" do
+		@sp.bound_at_index(1, [-10, 3.4]).must_equal [-10, 3.4]
+		@sp.bound_at_index(0, [-4.6, -4.1]).must_equal [-4.6, -4.1]
+  end  
+end
+
 describe "LatinHypercubeSampler" do
 	before do
 		@sampler = FeldtRuby::Optimize::SearchSpace::LatinHypercubeSampler.new

metadata

@@ -1,83 +1,94 @@
 --- !ruby/object:Gem::Specification
 name: feldtruby
 version: !ruby/object:Gem::Version
-  version: 0.4.7
+  version: 0.4.8
+  prerelease: 
 platform: ruby
 authors:
 - Robert Feldt
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2013-04-10 00:00:00.000000000 Z
+date: 2013-04-11 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rinruby
   requirement: !ruby/object:Gem::Requirement
+    none: false
     requirements:
-    - - '>='
+    - - ! '>='
       - !ruby/object:Gem::Version
         version: '0'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
+    none: false
     requirements:
-    - - '>='
+    - - ! '>='
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
   name: json
   requirement: !ruby/object:Gem::Requirement
+    none: false
     requirements:
-    - - '>='
+    - - ! '>='
       - !ruby/object:Gem::Version
         version: '0'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
+    none: false
     requirements:
-    - - '>='
+    - - ! '>='
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
   name: nokogiri
   requirement: !ruby/object:Gem::Requirement
+    none: false
     requirements:
-    - - '>='
+    - - ! '>='
       - !ruby/object:Gem::Version
         version: '0'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
+    none: false
     requirements:
-    - - '>='
+    - - ! '>='
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
   name: mongo
   requirement: !ruby/object:Gem::Requirement
+    none: false
     requirements:
-    - - '>='
+    - - ! '>='
       - !ruby/object:Gem::Version
         version: '0'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
+    none: false
     requirements:
-    - - '>='
+    - - ! '>='
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
   name: bson_ext
   requirement: !ruby/object:Gem::Requirement
+    none: false
     requirements:
-    - - '>='
+    - - ! '>='
       - !ruby/object:Gem::Version
         version: '0'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
+    none: false
     requirements:
-    - - '>='
+    - - ! '>='
       - !ruby/object:Gem::Version
         version: '0'
 description: Robert Feldt's Common Ruby Code lib
@@ -120,6 +131,7 @@ files:
 - lib/feldtruby/optimize/random_search.rb
 - lib/feldtruby/optimize/search_space.rb
 - lib/feldtruby/optimize/stdout_logger.rb
+- lib/feldtruby/optimize/stochastic_hill_climber.rb
 - lib/feldtruby/optimize/sub_qualities_comparators.rb
 - lib/feldtruby/statistics.rb
 - lib/feldtruby/statistics/array_archive.rb
@@ -143,6 +155,7 @@ files:
 - spikes/comparing_samplers_on_classic_optimization_functions/results_comparing_samplers_levi13_beale_easom_eggholder.csv
 - spikes/comparing_samplers_on_classic_optimization_functions/results_comparing_samplers_levi13_beale_easom_eggholder_all_radii_4_to_30.csv
 - spikes/comparing_samplers_on_classic_optimization_functions/results_comparing_samplers_omnitest.csv
+- spikes/long_running_search.rb
 - spikes/mongodb_logger.rb
 - spikes/simple_de_run.rb
 - spikes/zlib_for_short_strings.rb
@@ -171,6 +184,7 @@ files:
 - test/test_optimize_populationbasedoptimizer.rb
 - test/test_optimize_random_search.rb
 - test/test_optimize_search_space.rb
+- test/test_optimize_stochastic_hill_climber.rb
 - test/test_sax.rb
 - test/test_statistics.rb
 - test/test_string_distance.rb
@@ -182,26 +196,27 @@ files:
 - test/tmp_shorter.csv
 homepage: https://github.com/robertfeldt/feldtruby
 licenses: []
-metadata: {}
 post_install_message: 
 rdoc_options: []
 require_paths:
 - lib
 required_ruby_version: !ruby/object:Gem::Requirement
+  none: false
   requirements:
-  - - '>='
+  - - ! '>='
     - !ruby/object:Gem::Version
       version: '0'
 required_rubygems_version: !ruby/object:Gem::Requirement
+  none: false
   requirements:
-  - - '>='
+  - - ! '>='
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
 rubyforge_project: 
-rubygems_version: 2.0.0
+rubygems_version: 1.8.25
 signing_key: 
-specification_version: 4
+specification_version: 3
 summary: Robert Feldt's Common Ruby Code lib
 test_files:
 - test/helper.rb
@@ -229,6 +244,7 @@ test_files:
 - test/test_optimize_populationbasedoptimizer.rb
 - test/test_optimize_random_search.rb
 - test/test_optimize_search_space.rb
+- test/test_optimize_stochastic_hill_climber.rb
 - test/test_sax.rb
 - test/test_statistics.rb
 - test/test_string_distance.rb

checksums.yaml

@@ -1,7 +0,0 @@
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