pymoo 0.6.1.3__cp39-cp39-macosx_11_0_arm64.whl

pymoo/algorithms/moo/age.py

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+try:
+    import numba
+    from numba import jit
+except:
+    raise Exception("Please install numba to use AGEMOEA: pip install numba")
+
+import numpy as np
+
+from pymoo.algorithms.base.genetic import GeneticAlgorithm
+from pymoo.algorithms.moo.nsga2 import binary_tournament
+from pymoo.core.survival import Survival
+from pymoo.docs import parse_doc_string
+from pymoo.operators.crossover.sbx import SBX
+from pymoo.operators.mutation.pm import PM
+from pymoo.operators.sampling.rnd import FloatRandomSampling
+from pymoo.operators.selection.tournament import TournamentSelection
+from pymoo.termination.default import DefaultMultiObjectiveTermination
+from pymoo.util.display.multi import MultiObjectiveOutput
+from pymoo.util.misc import has_feasible
+from pymoo.util.nds.non_dominated_sorting import NonDominatedSorting
+
+
+# =========================================================================================================
+# Implementation
+# =========================================================================================================
+
+class AGEMOEA(GeneticAlgorithm):
+
+    def __init__(self,
+                 pop_size=100,
+                 sampling=FloatRandomSampling(),
+                 selection=TournamentSelection(func_comp=binary_tournament),
+                 crossover=SBX(eta=15, prob=0.9),
+                 mutation=PM(eta=20),
+                 eliminate_duplicates=True,
+                 n_offsprings=None,
+                 output=MultiObjectiveOutput(),
+                 **kwargs):
+        """
+        Adapted from:
+        Panichella, A. (2019). An adaptive evolutionary algorithm based on non-euclidean geometry for many-objective
+        optimization. GECCO 2019 - Proceedings of the 2019 Genetic and Evolutionary Computation Conference, July, 595–603.
+        https://doi.org/10.1145/3321707.3321839
+
+        Parameters
+        ----------
+        pop_size : {pop_size}
+        sampling : {sampling}
+        selection : {selection}
+        crossover : {crossover}
+        mutation : {mutation}
+        eliminate_duplicates : {eliminate_duplicates}
+        n_offsprings : {n_offsprings}
+        """
+
+        super().__init__(pop_size=pop_size,
+                         sampling=sampling,
+                         selection=selection,
+                         crossover=crossover,
+                         mutation=mutation,
+                         survival=AGEMOEASurvival(),
+                         eliminate_duplicates=eliminate_duplicates,
+                         n_offsprings=n_offsprings,
+                         output=output,
+                         advance_after_initial_infill=True,
+                         **kwargs)
+        self.default_termination = DefaultMultiObjectiveTermination()
+
+        self.tournament_type = 'comp_by_rank_and_crowding'
+
+    def _set_optimum(self, **kwargs):
+        if not has_feasible(self.pop):
+            self.opt = self.pop[[np.argmin(self.pop.get("CV"))]]
+        else:
+            self.opt = self.pop[self.pop.get("rank") == 0]
+
+
+# ---------------------------------------------------------------------------------------------------------
+# Survival Selection
+# ---------------------------------------------------------------------------------------------------------
+
+class AGEMOEASurvival(Survival):
+
+    def __init__(self) -> None:
+        super().__init__(filter_infeasible=True)
+        self.nds = NonDominatedSorting()
+
+    def _do(self, problem, pop, *args, n_survive=None, **kwargs):
+
+        # get the objective values
+        F = pop.get("F")
+
+        N = n_survive
+
+        # Non-dominated sorting
+        fronts = self.nds.do(F, n_stop_if_ranked=N)
+
+        # get max int value
+        max_val = np.iinfo(int).max
+
+        # initialize population ranks with max int value
+        front_no = np.full(F.shape[0], max_val, dtype=int)
+
+        # assign the rank to each individual
+        for i, fr in enumerate(fronts):
+            front_no[fr] = i
+
+        pop.set("rank", front_no)
+
+        # get the index of the front to be sorted and cut
+        max_f_no = np.max(front_no[front_no != max_val])
+
+        # keep fronts that have lower rank than the front to cut
+        selected: np.ndarray = front_no < max_f_no
+
+        n_ind, _ = F.shape
+
+        # crowding distance is positive and has to be maximized
+        crowd_dist = np.zeros(n_ind)
+
+        # get the first front for normalization
+        front1 = F[front_no == 0, :]
+
+        # follows from the definition of the ideal point but with current non dominated solutions
+        ideal_point = np.min(front1, axis=0)
+
+        # Calculate the crowding distance of the first front as well as p and the normalization constants
+        crowd_dist[front_no == 0], p, normalization = self.survival_score(front1, ideal_point)
+        for i in range(1, max_f_no):  # skip first front since it is normalized by survival_score
+            front = F[front_no == i, :]
+            m, _ = front.shape
+            front = front / normalization
+            crowd_dist[front_no == i] = 1. / self.minkowski_distances(front, ideal_point[None, :], p=p).squeeze()
+
+        # Select the solutions in the last front based on their crowding distances
+        last = np.arange(selected.shape[0])[front_no == max_f_no]
+        rank = np.argsort(crowd_dist[last])[::-1]
+        selected[last[rank[: N - np.sum(selected)]]] = True
+
+        pop.set("crowding", crowd_dist)
+
+        # return selected solutions, number of selected should be equal to population size
+        return pop[selected]
+
+    def survival_score(self, front, ideal_point):
+        front = np.round(front, 12, out=front)
+        m, n = front.shape
+        crowd_dist = np.zeros(m)
+
+        if m < n:
+            p = 1
+            normalization = np.max(front, axis=0)
+            return crowd_dist, p, normalization
+
+        # shift the ideal point to the origin
+        front = front - ideal_point
+
+        # Detect the extreme points and normalize the front
+        extreme = find_corner_solutions(front)
+        front, normalization = normalize(front, extreme)
+
+        # set the distance for the extreme solutions
+        crowd_dist[extreme] = np.inf
+        selected = np.full(m, False)
+        selected[extreme] = True
+
+        p = self.compute_geometry(front, extreme, n)
+
+        nn = np.linalg.norm(front, p, axis=1)
+        distances = self.pairwise_distances(front, p) / (nn[:, None])
+
+        neighbors = 2
+        remaining = np.arange(m)
+        remaining = list(remaining[~selected])
+        for i in range(m - np.sum(selected)):
+            mg = np.meshgrid(np.arange(selected.shape[0])[selected], remaining, copy=False, sparse=False)
+            D_mg = distances[tuple(mg)]  # avoid Numpy's future deprecation of array special indexing
+
+            if D_mg.shape[1] > 1:
+                # equivalent to mink(distances(remaining, selected),neighbors,2); in Matlab
+                maxim = np.argpartition(D_mg, neighbors - 1, axis=1)[:, :neighbors]
+                tmp = np.sum(np.take_along_axis(D_mg, maxim, axis=1), axis=1)
+                index: int = np.argmax(tmp)
+                d = tmp[index]
+            else:
+                index = D_mg[:, 0].argmax()
+                d = D_mg[index, 0]
+
+            best = remaining.pop(index)
+            selected[best] = True
+            crowd_dist[best] = d
+
+        return crowd_dist, p, normalization
+
+    @staticmethod
+    def compute_geometry(front, extreme, n):
+        # approximate p(norm)
+        d = point_2_line_distance(front, np.zeros(n), np.ones(n))
+        d[extreme] = np.inf
+        index = np.argmin(d)
+
+        p = np.log(n) / np.log(1.0 / np.mean(front[index, :]))
+
+        if np.isnan(p) or p <= 0.1:
+            p = 1.0
+        elif p > 20:
+            p = 20.0  # avoid numpy underflow
+
+        return p
+
+    @staticmethod
+    @jit(fastmath=True)
+    def pairwise_distances(front, p):
+        m = np.shape(front)[0]
+        distances = np.zeros((m, m))
+        for i in range(m):
+            distances[i] = np.sum(np.abs(front[i] - front) ** p, 1) ** (1 / p)
+
+        return distances
+
+    @staticmethod
+    @jit(fastmath=True)
+    def minkowski_distances(A, B, p):
+        m1 = np.shape(A)[0]
+        m2 = np.shape(B)[0]
+        distances = np.zeros((m1, m2))
+        for i in range(m1):
+            for j in range(m2):
+                distances[i][j] = sum(np.abs(A[i] - B[j]) ** p) ** (1 / p)
+
+        return distances
+
+
+@jit(nopython=True, fastmath=True)
+def find_corner_solutions(front):
+    """Return the indexes of the extreme points"""
+
+    m, n = front.shape
+
+    if m <= n:
+        return np.arange(m)
+
+    # let's define the axes of the n-dimensional spaces
+    W = 1e-6 + np.eye(n)
+    r = W.shape[0]
+    indexes = np.zeros(n, dtype=numba.intp)
+    selected = np.zeros(m, dtype=numba.boolean)
+    for i in range(r):
+        dists = point_2_line_distance(front, np.zeros(n), W[i, :])
+        dists[selected] = np.inf  # prevent already selected to be reselected
+        index = np.argmin(dists)
+        indexes[i] = index
+        selected[index] = True
+    return indexes
+
+
+@jit(fastmath=True)
+def point_2_line_distance(P, A, B):
+    d = np.zeros(P.shape[0])
+
+    for i in range(P.shape[0]):
+        pa = P[i] - A
+        ba = B - A
+        t = np.dot(pa, ba) / np.dot(ba, ba)
+        d[i] = sum((pa - t * ba) ** 2)
+
+    return d
+
+
+# =========================================================================================================
+# Normalization
+# =========================================================================================================
+
+def normalize(front, extreme):
+    m, n = front.shape
+
+    if len(extreme) != len(np.unique(extreme, axis=0)):
+        normalization = np.max(front, axis=0)
+        front = front / normalization
+        return front, normalization
+
+    # Calculate the intercepts of the hyperplane constructed by the extreme
+    # points and the axes
+
+    try:
+        hyperplane = np.linalg.solve(front[extreme], np.ones(n))
+        if any(np.isnan(hyperplane)) or any(np.isinf(hyperplane)) or any(hyperplane <= 0):
+            normalization = np.max(front, axis=0)
+        else:
+            normalization = 1. / hyperplane
+            if any(np.isnan(normalization)) or any(np.isinf(normalization)):
+                normalization = np.max(front, axis=0)
+    except np.linalg.LinAlgError:
+        normalization = np.max(front, axis=0)
+
+    normalization[normalization == 0.0] = 1.0
+
+    # Normalization
+    front = front / normalization
+
+    return front, normalization
+
+
+parse_doc_string(AGEMOEA.__init__)

pymoo/algorithms/moo/age2.py

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+from pymoo.docs import parse_doc_string
+
+try:
+    import numba
+    from numba import jit
+except:
+    raise Exception("Please install numba to use AGEMOEA2: pip install numba")
+
+import numpy as np
+
+
+from pymoo.algorithms.base.genetic import GeneticAlgorithm
+from pymoo.algorithms.moo.age import AGEMOEASurvival
+from pymoo.algorithms.moo.nsga2 import binary_tournament
+from pymoo.operators.crossover.sbx import SBX
+from pymoo.operators.mutation.pm import PM
+from pymoo.operators.sampling.rnd import FloatRandomSampling
+from pymoo.operators.selection.tournament import TournamentSelection
+from pymoo.util.display.multi import MultiObjectiveOutput
+
+
+class AGEMOEA2(GeneticAlgorithm):
+
+    def __init__(self,
+                 pop_size=100,
+                 sampling=FloatRandomSampling(),
+                 selection=TournamentSelection(func_comp=binary_tournament),
+                 crossover=SBX(prob=0.9, eta=15),
+                 mutation=PM(eta=20),
+                 eliminate_duplicates=True,
+                 n_offsprings=None,
+                 output=MultiObjectiveOutput(),
+                 **kwargs):
+        """
+        Adapted from:
+        Panichella, A. (2022). An Improved Pareto Front Modeling Algorithm for Large-scale Many-Objective Optimization.
+        Proceedings of the 2022 Genetic and Evolutionary Computation Conference (GECCO 2022).
+        https://doi.org/10.1145/3512290.3528732
+
+        @author: Annibale Panichella
+
+        Parameters
+        ----------
+        pop_size : {pop_size}
+        sampling : {sampling}
+        selection : {selection}
+        crossover : {crossover}
+        mutation : {mutation}
+        eliminate_duplicates : {eliminate_duplicates}
+        n_offsprings : {n_offsprings}
+        """
+
+        super().__init__(pop_size=pop_size,
+                         sampling=sampling,
+                         selection=selection,
+                         crossover=crossover,
+                         mutation=mutation,
+                         survival=AGEMOEA2Survival(),
+                         eliminate_duplicates=eliminate_duplicates,
+                         n_offsprings=n_offsprings,
+                         output=output,
+                         advance_after_initial_infill=True,
+                         **kwargs)
+        self.tournament_type = 'comp_by_rank_and_crowding'
+
+
+@jit(fastmath=True)
+def project_on_manifold(point, p):
+    dist = sum(point[point > 0] ** p) ** (1/p)
+    return np.multiply(point, 1 / dist)
+
+
+def find_zero(point, n, precision):
+    x = 1
+
+    past_value = x
+    for i in range(0, 100):
+
+        # Original function
+        f = 0.0
+        for obj_index in range(0, n):
+            if point[obj_index] > 0:
+                f += np.power(point[obj_index], x)
+
+        f = np.log(f)
+
+        # Derivative
+        numerator = 0
+        denominator = 0
+        for obj_index in range(0, n):
+            if point[obj_index] > 0:
+                numerator = numerator + np.power(point[obj_index], x) * np.log(point[obj_index])
+                denominator = denominator + np.power(point[obj_index], x)
+
+        if denominator == 0:
+            return 1
+
+        ff = numerator / denominator
+
+        # zero of function
+        x = x - f / ff
+
+        if abs(x - past_value) <= precision:
+            break
+        else:
+            paste_value = x  # update current point
+
+    if isinstance(x, complex):
+        return 1
+    else:
+        return x
+
+
+class AGEMOEA2Survival(AGEMOEASurvival):
+
+    @staticmethod
+    def compute_geometry(front, extreme, n):
+        m, _ = np.shape(front)
+
+        # approximate p(norm)
+        d = np.zeros(m)
+        for i in range(0, m):
+            d[i] = sum(front[i] ** 2) ** 0.5
+
+        d[extreme] = np.inf
+        index = np.argmin(d)
+
+        p = find_zero(front[index], n, 0.001)
+
+        if np.isnan(p) or p <= 0.1:
+            p = 1.0
+        elif p > 20:
+            p = 20.0  # avoid numpy underflow
+
+        return p
+
+    @staticmethod
+    @jit(fastmath=True)
+    def pairwise_distances(front, p):
+        m, n = front.shape
+        projected_front = front.copy()
+
+        for index in range(0, m):
+            projected_front[index] = project_on_manifold(front[index], p=p)
+
+        distances = np.zeros((m, m), dtype=numba.float64)
+
+        if 0.95 < p < 1.05:
+            for row in range(0, m - 1):
+                for column in range(row + 1, m):
+                    distances[row][column] = sum(np.abs(projected_front[row] - projected_front[column]) ** 2) ** 0.5
+
+        else:
+            for row in range(0, m-1):
+                for column in range(row+1, m):
+                    mid_point = projected_front[row] * 0.5 + projected_front[column] * 0.5
+                    mid_point = project_on_manifold(mid_point, p)
+
+                    distances[row][column] = sum(np.abs(projected_front[row] - mid_point) ** 2) ** 0.5 + \
+                                            sum(np.abs(projected_front[column] - mid_point) ** 2) ** 0.5
+
+        return distances + distances.T
+
+parse_doc_string(AGEMOEA2.__init__)