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Matthias Mayr
limbo
Commits
c158198d
Commit
c158198d
authored
Dec 26, 2017
by
Konstantinos Chatzilygeroudis
Browse files
Adding LHS initialization
parent
466af49a
Changes
4
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Inline
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src/limbo/init.hpp
View file @
c158198d
...
...
@@ -50,6 +50,7 @@
///@defgroup init_defaults
#include <limbo/init/grid_sampling.hpp>
#include <limbo/init/lhs.hpp>
#include <limbo/init/no_init.hpp>
#include <limbo/init/random_sampling.hpp>
#include <limbo/init/random_sampling_grid.hpp>
...
...
src/limbo/init/lhs.hpp
0 → 100644
View file @
c158198d
//| Copyright Inria May 2015
//| This project has received funding from the European Research Council (ERC) under
//| the European Union's Horizon 2020 research and innovation programme (grant
//| agreement No 637972) - see http://www.resibots.eu
//|
//| Contributor(s):
//| - Jean-Baptiste Mouret (jean-baptiste.mouret@inria.fr)
//| - Antoine Cully (antoinecully@gmail.com)
//| - Konstantinos Chatzilygeroudis (konstantinos.chatzilygeroudis@inria.fr)
//| - Federico Allocati (fede.allocati@gmail.com)
//| - Vaios Papaspyros (b.papaspyros@gmail.com)
//| - Roberto Rama (bertoski@gmail.com)
//|
//| This software is a computer library whose purpose is to optimize continuous,
//| black-box functions. It mainly implements Gaussian processes and Bayesian
//| optimization.
//| Main repository: http://github.com/resibots/limbo
//| Documentation: http://www.resibots.eu/limbo
//|
//| This software is governed by the CeCILL-C license under French law and
//| abiding by the rules of distribution of free software. You can use,
//| modify and/ or redistribute the software under the terms of the CeCILL-C
//| license as circulated by CEA, CNRS and INRIA at the following URL
//| "http://www.cecill.info".
//|
//| As a counterpart to the access to the source code and rights to copy,
//| modify and redistribute granted by the license, users are provided only
//| with a limited warranty and the software's author, the holder of the
//| economic rights, and the successive licensors have only limited
//| liability.
//|
//| In this respect, the user's attention is drawn to the risks associated
//| with loading, using, modifying and/or developing or reproducing the
//| software by the user in light of its specific status of free software,
//| that may mean that it is complicated to manipulate, and that also
//| therefore means that it is reserved for developers and experienced
//| professionals having in-depth computer knowledge. Users are therefore
//| encouraged to load and test the software's suitability as regards their
//| requirements in conditions enabling the security of their systems and/or
//| data to be ensured and, more generally, to use and operate it in the
//| same conditions as regards security.
//|
//| The fact that you are presently reading this means that you have had
//| knowledge of the CeCILL-C license and that you accept its terms.
//|
#ifndef LIMBO_INIT_LHS_HPP
#define LIMBO_INIT_LHS_HPP
#include <Eigen/Core>
#include <limbo/tools/macros.hpp>
#include <limbo/tools/random_generator.hpp>
namespace
limbo
{
namespace
defaults
{
struct
init_lhs
{
///@ingroup init_defaults
BO_PARAM
(
int
,
samples
,
10
);
};
}
// namespace defaults
namespace
init
{
/** @ingroup init
\rst
LHS sampling in [0, 1]^n
Parameters:
- ``int samples`` (total number of samples)
\endrst
*/
template
<
typename
Params
>
struct
LHS
{
template
<
typename
StateFunction
,
typename
AggregatorFunction
,
typename
Opt
>
void
operator
()(
const
StateFunction
&
seval
,
const
AggregatorFunction
&
,
Opt
&
opt
)
const
{
assert
(
Params
::
bayes_opt_bobase
::
bounded
());
Eigen
::
MatrixXd
H
=
tools
::
random_lhs
(
StateFunction
::
dim_in
(),
Params
::
init_lhs
::
samples
());
for
(
int
i
=
0
;
i
<
Params
::
init_lhs
::
samples
();
i
++
)
{
opt
.
eval_and_add
(
seval
,
H
.
row
(
i
));
}
}
};
}
// namespace init
}
// namespace limbo
#endif
src/limbo/tools/random_generator.hpp
View file @
c158198d
...
...
@@ -47,15 +47,15 @@
#ifndef LIMBO_TOOLS_RANDOM_GENERATOR_HPP
#define LIMBO_TOOLS_RANDOM_GENERATOR_HPP
#include <cstdlib>
#include <cmath>
#include <cstdlib>
#include <ctime>
#include <external/rand_utils.hpp>
#include <list>
#include <
stdlib.h
>
#include <
mutex
>
#include <random>
#include <stdlib.h>
#include <utility>
#include <mutex>
#include <external/rand_utils.hpp>
namespace
limbo
{
namespace
tools
{
...
...
@@ -135,7 +135,38 @@ namespace limbo {
return
random_vector_bounded
(
size
);
return
random_vector_unbounded
(
size
);
}
}
}
/// @ingroup tools
/// generate random samples with LHS in [0, 1]^n
Eigen
::
MatrixXd
random_lhs
(
int
dim
,
int
samples
)
{
Eigen
::
VectorXd
cut
=
Eigen
::
VectorXd
::
LinSpaced
(
samples
+
1
,
0.
,
1.
);
Eigen
::
MatrixXd
u
=
Eigen
::
MatrixXd
::
Zero
(
samples
,
dim
);
for
(
int
i
=
0
;
i
<
samples
;
i
++
)
{
u
.
row
(
i
)
=
tools
::
random_vector
(
dim
,
true
);
}
Eigen
::
VectorXd
a
=
cut
.
head
(
samples
);
Eigen
::
VectorXd
b
=
cut
.
tail
(
samples
);
Eigen
::
MatrixXd
rdpoints
=
Eigen
::
MatrixXd
::
Zero
(
samples
,
dim
);
for
(
int
i
=
0
;
i
<
dim
;
i
++
)
{
rdpoints
.
col
(
i
)
=
u
.
col
(
i
).
array
()
*
(
b
-
a
).
array
()
+
a
.
array
();
}
Eigen
::
MatrixXd
H
=
Eigen
::
MatrixXd
::
Zero
(
samples
,
dim
);
Eigen
::
PermutationMatrix
<
Eigen
::
Dynamic
,
Eigen
::
Dynamic
>
perm
(
samples
);
for
(
int
i
=
0
;
i
<
dim
;
i
++
)
{
perm
.
setIdentity
();
std
::
random_shuffle
(
perm
.
indices
().
data
(),
perm
.
indices
().
data
()
+
perm
.
indices
().
size
());
Eigen
::
MatrixXd
tmp
=
perm
*
rdpoints
;
H
.
col
(
i
)
=
tmp
.
col
(
i
);
}
return
H
;
}
}
// namespace tools
}
// namespace limbo
#endif
src/tests/test_init_functions.cpp
View file @
c158198d
...
...
@@ -116,6 +116,32 @@ BOOST_AUTO_TEST_CASE(no_init)
BOOST_CHECK
(
opt
.
samples
().
size
()
==
0
);
}
BOOST_AUTO_TEST_CASE
(
random_lhs
)
{
std
::
cout
<<
"LHS"
<<
std
::
endl
;
struct
MyParams
:
public
Params
{
struct
init_lhs
{
BO_PARAM
(
int
,
samples
,
10
);
};
};
using
Init_t
=
init
::
LHS
<
MyParams
>
;
using
Opt_t
=
bayes_opt
::
BOptimizer
<
MyParams
,
initfun
<
Init_t
>>
;
Opt_t
opt
;
opt
.
optimize
(
fit_eval
());
BOOST_CHECK
(
opt
.
observations
().
size
()
==
10
);
BOOST_CHECK
(
opt
.
samples
().
size
()
==
10
);
for
(
size_t
j
=
0
;
j
<
opt
.
samples
().
size
()
-
1
;
++
j
)
{
const
Eigen
::
VectorXd
&
x
=
opt
.
samples
()[
j
];
std
::
cout
<<
x
.
transpose
()
<<
std
::
endl
;
for
(
int
i
=
0
;
i
<
x
.
size
();
++
i
)
{
BOOST_CHECK
(
x
[
i
]
>=
0
);
BOOST_CHECK
(
x
[
i
]
<=
1
);
}
}
}
BOOST_AUTO_TEST_CASE
(
random_sampling
)
{
std
::
cout
<<
"RandomSampling"
<<
std
::
endl
;
...
...
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