Merge pull request #165 from resibots/cleaning_mo

Cleaning experimental/Multi objective

src/examples/experimental/multi.cpp

@@ -46,7 +46,9 @@
 #include <limbo/experimental/bayes_opt/parego.hpp>
 #include <limbo/experimental/bayes_opt/nsbo.hpp>
 #include <limbo/experimental/bayes_opt/ehvi.hpp>
+#include <limbo/experimental/stat/pareto_front.hpp>
 #include <limbo/experimental/stat/pareto_benchmark.hpp>
+#include <limbo/experimental/stat/hyper_volume.hpp>
 
 using namespace limbo;
 
@@ -90,10 +92,17 @@ struct Params {
     struct mean_constant : public defaults::mean_constant {
     };
 
-    struct bayes_opt_ehvi {
+    struct bayes_opt_ehvi : public defaults::bayes_opt_ehvi {
         BO_PARAM(double, x_ref, -11);
         BO_PARAM(double, y_ref, -11);
     };
+
+    struct model_gp_parego : public experimental::defaults::model_gp_parego {
+    };
+
+    struct stat_hyper_volume {
+        BO_PARAM_ARRAY(double, ref, 10, 10);
+    };
 };
 
 #ifdef DIM6
@@ -106,6 +115,8 @@ struct Params {
 
 struct zdt1 {
     static constexpr size_t dim_in = ZDT_DIM;
+    static constexpr size_t dim_out = 2;
+
     Eigen::VectorXd operator()(const Eigen::VectorXd& x) const
     {
         Eigen::VectorXd res(2);
@@ -123,6 +134,8 @@ struct zdt1 {
 
 struct zdt2 {
     static constexpr size_t dim_in = ZDT_DIM;
+    static constexpr size_t dim_out = 2;
+
     Eigen::VectorXd operator()(const Eigen::VectorXd& x) const
     {
         Eigen::VectorXd res(2);
@@ -140,6 +153,8 @@ struct zdt2 {
 
 struct zdt3 {
     static constexpr size_t dim_in = ZDT_DIM;
+    static constexpr size_t dim_out = 2;
+
     Eigen::VectorXd operator()(const Eigen::VectorXd& x) const
     {
         Eigen::VectorXd res(2);
@@ -190,13 +205,16 @@ int main()
     typedef mop2 func_t;
 #endif
 
-    using stat_t = boost::fusion::vector<experimental::stat::ParetoBenchmark<func_t>>;
-
 #ifdef PAREGO
-    Parego<Params, statsfun<stat_t>> opt;
+    using stat_t = boost::fusion::vector<experimental::stat::ParetoFront<Params>,
+        experimental::stat::HyperVolume<Params>,
+        stat::ConsoleSummary<Params>>;
+    experimental::bayes_opt::Parego<Params, statsfun<stat_t>> opt;
 #elif defined(NSBO)
-    Nsbo<Params, statsfun<stat_t>> opt;
+    using stat_t = boost::fusion::vector<experimental::stat::ParetoBenchmark<func_t>>;
+    experimental::bayes_opt::Nsbo<Params, statsfun<stat_t>> opt;
 #else
+    using stat_t = boost::fusion::vector<experimental::stat::ParetoBenchmark<func_t>>;
     experimental::bayes_opt::Ehvi<Params, statsfun<stat_t>> opt;
 #endif
     opt.optimize(func_t());

src/examples/experimental/wscript

@@ -62,9 +62,23 @@ def build(bld):
     obj = bld.program(features = 'cxx',
                       source = 'multi.cpp',
                       includes = '.. ../.. ../../../',
-                      target = 'multi',
+                      target = 'multi_ehvi',
                       uselib = 'BOOST EIGEN TBB SFERES LIBCMAES NLOPT',
                       use = 'limbo')
+    obj = bld.program(features = 'cxx',
+                      source = 'multi.cpp',
+                      includes = '.. ../.. ../../../',
+                      target = 'multi_parego',
+                      uselib = 'BOOST EIGEN TBB SFERES LIBCMAES NLOPT',
+                      defines = 'PAREGO',
+                      use = 'limbo')
+    obj = bld.program(features = 'cxx',
+                      source = 'multi.cpp',
+                      includes = '.. ../.. ../../../',
+                      target = 'multi_nsbo',
+                      uselib = 'BOOST EIGEN TBB SFERES LIBCMAES NLOPT',
+                      defines = 'NSBO',
+                      use = 'limbo')
     obj = bld.program(features = 'cxx',
                       source = 'constrained_ei.cpp',
                       includes = '.. ../.. ../../../',

src/limbo/experimental/bayes_opt/ehvi.hpp

@@ -106,7 +106,6 @@ namespace limbo {
                     acqui_optimizer_t inner_opt;
 
                     while (this->_samples.size() == 0 || !this->_stop(*this, FirstElem())) {
-                        std::cout.flush();
                         this->template update_pareto_model<EvalFunction::dim_in>();
                         this->update_pareto_data();
 
@@ -141,7 +140,7 @@ namespace limbo {
                         };
 
                         auto comp = [](const pair_t& v1, const pair_t& v2) {
-                                    return v1.second > v2.second;
+                            return v1.second > v2.second;
                         };
 
                         auto m = tools::par::max(init, this->pareto_data().size(), body, comp);

src/limbo/experimental/bayes_opt/nsbo.hpp

@@ -74,7 +74,7 @@ namespace limbo {
                     while (this->_samples.size() == 0 || !this->_stop(*this, FirstElem())) {
                         std::cout << "updating pareto model...";
                         std::cout.flush();
-                        this->template update_pareto_model<EvalFunction::dim>();
+                        this->template update_pareto_model<EvalFunction::dim_in>();
                         std::cout << "ok" << std::endl;
                         auto pareto = this->pareto_model();
 
@@ -98,9 +98,10 @@ namespace limbo {
 
             protected:
                 // former way to deal with the template of RefreshStat
-                /*    void _update_stats() {
-boost::fusion::for_each(this->_stat, RefreshStat_f<Nsbo>(*this));
-}*/
+                // void _update_stats()
+                // {
+                //     boost::fusion::for_each(this->_stat, RefreshStat_f<Nsbo>(*this));
+                // }
             };
         }
     }