1 #-*-coding:iso-8859-1-*-
3 # Copyright (C) 2008-2017 EDF R&D
5 # This library is free software; you can redistribute it and/or
6 # modify it under the terms of the GNU Lesser General Public
7 # License as published by the Free Software Foundation; either
8 # version 2.1 of the License.
10 # This library is distributed in the hope that it will be useful,
11 # but WITHOUT ANY WARRANTY; without even the implied warranty of
12 # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 # Lesser General Public License for more details.
15 # You should have received a copy of the GNU Lesser General Public
16 # License along with this library; if not, write to the Free Software
17 # Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
19 # See http://www.salome-platform.org/ or email : webmaster.salome@opencascade.com
21 # Author: Jean-Philippe Argaud, jean-philippe.argaud@edf.fr, EDF R&D
24 from daCore import BasicObjects
27 # ==============================================================================
28 class ElementaryAlgorithm(BasicObjects.Algorithm):
30 BasicObjects.Algorithm.__init__(self, "PARTICLESWARMOPTIMIZATION")
31 self.defineRequiredParameter(
32 name = "MaximumNumberOfSteps",
35 message = "Nombre maximal de pas d'optimisation",
38 self.defineRequiredParameter(
39 name = "MaximumNumberOfFunctionEvaluations",
42 message = "Nombre maximal d'évaluations de la fonction",
45 self.defineRequiredParameter(
47 typecast = numpy.random.seed,
48 message = "Graine fixée pour le générateur aléatoire",
50 self.defineRequiredParameter(
51 name = "NumberOfInsects",
54 message = "Nombre d'insectes dans l'essaim",
57 self.defineRequiredParameter(
58 name = "SwarmVelocity",
61 message = "Vitesse de groupe imposée par l'essaim",
64 self.defineRequiredParameter(
65 name = "GroupRecallRate",
68 message = "Taux de rappel au meilleur insecte du groupe (entre 0 et 1)",
72 self.defineRequiredParameter(
73 name = "QualityCriterion",
74 default = "AugmentedWeightedLeastSquares",
76 message = "Critère de qualité utilisé",
77 listval = ["AugmentedWeightedLeastSquares","AWLS","AugmentedPonderatedLeastSquares","APLS","DA",
78 "WeightedLeastSquares","WLS","PonderatedLeastSquares","PLS",
79 "LeastSquares","LS","L2",
83 self.defineRequiredParameter(
84 name = "StoreInternalVariables",
87 message = "Stockage des variables internes ou intermédiaires du calcul",
89 self.defineRequiredParameter(
90 name = "StoreSupplementaryCalculations",
93 message = "Liste de calculs supplémentaires à stocker et/ou effectuer",
94 listval = ["BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]
96 self.defineRequiredParameter( # Pas de type
98 message = "Liste des valeurs de bornes d'incréments de paramètres",
101 def run(self, Xb=None, Y=None, U=None, HO=None, EM=None, CM=None, R=None, B=None, Q=None, Parameters=None):
102 self._pre_run(Parameters)
104 if "BoxBounds" in self._parameters and (type(self._parameters["BoxBounds"]) is type([]) or type(self._parameters["BoxBounds"]) is type(())) and (len(self._parameters["BoxBounds"]) > 0):
105 BoxBounds = self._parameters["BoxBounds"]
106 logging.debug("%s Prise en compte des bornes d'incréments de paramètres effectuee"%(self._name,))
108 raise ValueError("Particle Swarm Optimization requires bounds on all variables to be given.")
109 BoxBounds = numpy.array(BoxBounds)
110 if numpy.isnan(BoxBounds).any():
111 raise ValueError("Particle Swarm Optimization requires bounds on all variables increments to be truly given, \"None\" is not allowed. The actual increments bounds are:\n%s"%BoxBounds)
113 Phig = float( self._parameters["GroupRecallRate"] )
115 logging.debug("%s Taux de rappel au meilleur insecte du groupe (entre 0 et 1) = %s et à la meilleure position précédente (son complémentaire à 1) = %s"%(self._name, str(Phig), str(Phip)))
117 # Opérateur d'observation
118 # -----------------------
119 Hm = HO["Direct"].appliedTo
121 # Précalcul des inversions de B et R
122 # ----------------------------------
126 # Définition de la fonction-coût
127 # ------------------------------
128 def CostFunction(x, QualityMeasure="AugmentedWeightedLeastSquares"):
129 _X = numpy.asmatrix(numpy.ravel( x )).T
131 _HX = numpy.asmatrix(numpy.ravel( _HX )).T
133 if QualityMeasure in ["AugmentedWeightedLeastSquares","AWLS","AugmentedPonderatedLeastSquares","APLS","DA"]:
134 if BI is None or RI is None:
135 raise ValueError("Background and Observation error covariance matrix has to be properly defined!")
136 Jb = 0.5 * (_X - Xb).T * BI * (_X - Xb)
137 Jo = 0.5 * (Y - _HX).T * RI * (Y - _HX)
138 elif QualityMeasure in ["WeightedLeastSquares","WLS","PonderatedLeastSquares","PLS"]:
140 raise ValueError("Observation error covariance matrix has to be properly defined!")
142 Jo = 0.5 * (Y - _HX).T * RI * (Y - _HX)
143 elif QualityMeasure in ["LeastSquares","LS","L2"]:
145 Jo = 0.5 * (Y - _HX).T * (Y - _HX)
146 elif QualityMeasure in ["AbsoluteValue","L1"]:
148 Jo = numpy.sum( numpy.abs(Y - _HX) )
149 elif QualityMeasure in ["MaximumError","ME"]:
151 Jo = numpy.max( numpy.abs(Y - _HX) )
153 J = float( Jb ) + float( Jo )
157 # Point de démarrage de l'optimisation : Xini = Xb
158 # ------------------------------------
159 if type(Xb) is type(numpy.matrix([])):
160 Xini = Xb.A1.tolist()
164 Xini = numpy.zeros(len(BoxBounds[:,0]))
166 # Initialisation des bornes
167 # -------------------------
168 SpaceUp = BoxBounds[:,1] + Xini
169 SpaceLow = BoxBounds[:,0] + Xini
170 nbparam = len(SpaceUp)
172 # Initialisation de l'essaim
173 # --------------------------
174 NumberOfFunctionEvaluations = 0
175 LimitVelocity = numpy.abs(SpaceUp-SpaceLow)
179 for i in range(nbparam) :
180 PosInsect.append(numpy.random.uniform(low=SpaceLow[i], high=SpaceUp[i], size=self._parameters["NumberOfInsects"]))
181 VelocityInsect.append(numpy.random.uniform(low=-LimitVelocity[i], high=LimitVelocity[i], size=self._parameters["NumberOfInsects"]))
182 VelocityInsect = numpy.matrix(VelocityInsect)
183 PosInsect = numpy.matrix(PosInsect)
185 BestPosInsect = numpy.array(PosInsect)
187 Best = copy.copy(SpaceLow)
188 qBest = CostFunction(Best,self._parameters["QualityCriterion"])
189 NumberOfFunctionEvaluations += 1
191 for i in range(self._parameters["NumberOfInsects"]):
192 insect = numpy.ravel(PosInsect[:,i])
193 quality = CostFunction(insect,self._parameters["QualityCriterion"])
194 NumberOfFunctionEvaluations += 1
195 qBestPosInsect.append(quality)
197 Best = copy.copy( insect )
198 qBest = copy.copy( quality )
199 logging.debug("%s Initialisation, Insecte = %s, Qualité = %s"%(self._name, str(Best), str(qBest)))
201 if self._parameters["StoreInternalVariables"] or "CurrentState" in self._parameters["StoreSupplementaryCalculations"]:
202 self.StoredVariables["CurrentState"].store( Best )
203 self.StoredVariables["CostFunctionJb"].store( 0. )
204 self.StoredVariables["CostFunctionJo"].store( 0. )
205 self.StoredVariables["CostFunctionJ" ].store( qBest )
207 # Minimisation de la fonctionnelle
208 # --------------------------------
209 for n in range(self._parameters["MaximumNumberOfSteps"]):
210 for i in range(self._parameters["NumberOfInsects"]) :
211 insect = numpy.ravel(PosInsect[:,i])
212 rp = numpy.random.uniform(size=nbparam)
213 rg = numpy.random.uniform(size=nbparam)
214 for j in range(nbparam) :
215 VelocityInsect[j,i] = self._parameters["SwarmVelocity"]*VelocityInsect[j,i] + Phip*rp[j]*(BestPosInsect[j,i]-PosInsect[j,i]) + Phig*rg[j]*(Best[j]-PosInsect[j,i])
216 PosInsect[j,i] = PosInsect[j,i]+VelocityInsect[j,i]
217 quality = CostFunction(insect,self._parameters["QualityCriterion"])
218 NumberOfFunctionEvaluations += 1
219 if quality < qBestPosInsect[i]:
220 BestPosInsect[:,i] = copy.copy( insect )
221 qBestPosInsect[i] = copy.copy( quality )
223 Best = copy.copy( insect )
224 qBest = copy.copy( quality )
225 logging.debug("%s Etape %i, Insecte = %s, Qualité = %s"%(self._name, n, str(Best), str(qBest)))
227 if self._parameters["StoreInternalVariables"] or "CurrentState" in self._parameters["StoreSupplementaryCalculations"]:
228 self.StoredVariables["CurrentState"].store( Best )
229 if "SimulatedObservationAtCurrentState" in self._parameters["StoreSupplementaryCalculations"]:
230 _HmX = Hm( numpy.asmatrix(numpy.ravel( Best )).T )
231 _HmX = numpy.asmatrix(numpy.ravel( _HmX )).T
232 self.StoredVariables["SimulatedObservationAtCurrentState"].store( _HmX )
233 self.StoredVariables["CostFunctionJb"].store( 0. )
234 self.StoredVariables["CostFunctionJo"].store( 0. )
235 self.StoredVariables["CostFunctionJ" ].store( qBest )
236 if NumberOfFunctionEvaluations > self._parameters["MaximumNumberOfFunctionEvaluations"]:
237 logging.debug("%s Stopping search because the number %i of function evaluations is exceeding the maximum %i."%(self._name, NumberOfFunctionEvaluations, self._parameters["MaximumNumberOfFunctionEvaluations"]))
240 # Obtention de l'analyse
241 # ----------------------
242 Xa = numpy.asmatrix(numpy.ravel( Best )).T
244 self.StoredVariables["Analysis"].store( Xa.A1 )
246 if "Innovation" in self._parameters["StoreSupplementaryCalculations"] or \
247 "OMB" in self._parameters["StoreSupplementaryCalculations"] or \
248 "SimulatedObservationAtBackground" in self._parameters["StoreSupplementaryCalculations"]:
251 if "OMA" in self._parameters["StoreSupplementaryCalculations"] or \
252 "SimulatedObservationAtOptimum" in self._parameters["StoreSupplementaryCalculations"]:
255 # Calculs et/ou stockages supplémentaires
256 # ---------------------------------------
257 if "Innovation" in self._parameters["StoreSupplementaryCalculations"]:
258 self.StoredVariables["Innovation"].store( numpy.ravel(d) )
259 if "BMA" in self._parameters["StoreSupplementaryCalculations"]:
260 self.StoredVariables["BMA"].store( numpy.ravel(Xb) - numpy.ravel(Xa) )
261 if "OMA" in self._parameters["StoreSupplementaryCalculations"]:
262 self.StoredVariables["OMA"].store( numpy.ravel(Y) - numpy.ravel(HXa) )
263 if "OMB" in self._parameters["StoreSupplementaryCalculations"]:
264 self.StoredVariables["OMB"].store( numpy.ravel(d) )
265 if "SimulatedObservationAtBackground" in self._parameters["StoreSupplementaryCalculations"]:
266 self.StoredVariables["SimulatedObservationAtBackground"].store( numpy.ravel(HXb) )
267 if "SimulatedObservationAtOptimum" in self._parameters["StoreSupplementaryCalculations"]:
268 self.StoredVariables["SimulatedObservationAtOptimum"].store( numpy.ravel(HXa) )
273 # ==============================================================================
274 if __name__ == "__main__":
275 print('\n AUTODIAGNOSTIC \n')