Merge branch 'elitism_103' into dev

cmaparameters.h

@@ -222,13 +222,35 @@ namespace libcmaes
       inline bool get_lazy_update() { return _lazy_update; }
 
       /**
-       * \brief sets initial elitist scheme: restart if best encountered solution is not
-       *        the final solution and reinjects the best solution until the population
-       *        has better fitness, in its majority
-       * @param e whether to activate the initial elitist scheme
+       * \brief sets elitism:
+       *        0 -> no elitism
+       *        1 -> elitism: reinjects the best-ever seen solution
+       *        2 -> initial elitism: reinject x0 as long as it is not improved upon
+       *        3 -> initial elitism on restart: restart if best encountered solution is not the
+       *             the final solution and reinjects the best solution until the population
+       *             has better fitness, in its majority
        */
-      inline void set_elitist(const bool &e) { _elitist = e; }
-
+      inline void set_elitism(const int &e)
+      {
+	if (e == 0)
+	  _elitist = _initial_elitist = _initial_elitist_on_restart;
+	else if (e == 1)
+	  {
+	    _elitist = true;
+	    _initial_elitist = _initial_elitist_on_restart = false;
+	  }
+	else if (e == 2)
+	  {
+	    _initial_elitist = true;
+	    _elitist = _initial_elitist_on_restart = false;
+	  }
+	else if (e == 3)
+	  {
+	    _initial_elitist_on_restart = true;
+	    _elitist = _initial_elitist = false;
+	  }
+      }
+
       /**
        * \brief all stopping criteria are active by default, this allows to control
        *        them
@@ -287,7 +309,9 @@ namespace libcmaes
       bool _sep = false; /**< whether to use diagonal covariance matrix. */
       bool _vd = false;
 
-      bool _elitist = false; /**< activate the restart from and re-injection of the best seen solution if not the final one. */
+      bool _elitist = false; /**< re-inject the best-ever seen solution. */
+      bool _initial_elitist = false; /**< re-inject x0. */
+      bool _initial_elitist_on_restart = false; /**< activate the restart from and re-injection of the best seen solution if not the final one. */
 
       // stopping criteria
       std::map<int,bool> _stoppingcrit; /**< control list of stopping criteria. */

cmasolutions.cc

@@ -112,7 +112,7 @@ namespace libcmaes
       _median_fvalues.erase(_median_fvalues.begin());
 
     // store best seen candidate.
-    if (_niter == 0 || _candidates.at(0).get_fvalue() < _best_seen_candidate.get_fvalue())
+    if ((_niter == 0 && !_best_seen_candidate.get_x_size()) || _candidates.at(0).get_fvalue() < _best_seen_candidate.get_fvalue())
       {
 	_best_seen_candidate = _candidates.at(0);
 	_best_seen_iter = _niter;

cmastrategy.cc

@@ -339,10 +339,13 @@ namespace libcmaes
     //debug
 
     if (eostrat<TGenoPheno>::_initial_elitist 
+	|| eostrat<TGenoPheno>::_parameters._initial_elitist
+	|| eostrat<TGenoPheno>::_parameters._elitist
 	|| eostrat<TGenoPheno>::_parameters._initial_fvalue)
       {
 	eostrat<TGenoPheno>::_solutions._initial_candidate = Candidate(eostrat<TGenoPheno>::_func(eostrat<TGenoPheno>::_parameters._gp.pheno(eostrat<TGenoPheno>::_solutions._xmean).data(),eostrat<TGenoPheno>::_parameters._dim),
 								       eostrat<TGenoPheno>::_solutions._xmean);
+	eostrat<TGenoPheno>::_solutions._best_seen_candidate = eostrat<TGenoPheno>::_solutions._initial_candidate;
 	this->update_fevals(1);
       }
 
@@ -361,14 +364,14 @@ namespace libcmaes
       eostrat<TGenoPheno>::edm();
 
     // test on final value wrt. to best candidate value and number of iterations in between.
-    if (eostrat<TGenoPheno>::_parameters._elitist)
+    if (eostrat<TGenoPheno>::_parameters._initial_elitist_on_restart)
       {
-	if (eostrat<TGenoPheno>::_parameters._elitist
+	if (eostrat<TGenoPheno>::_parameters._initial_elitist_on_restart
 	    && eostrat<TGenoPheno>::_solutions._best_seen_candidate.get_fvalue()
 	    < eostrat<TGenoPheno>::_solutions.best_candidate().get_fvalue()
 	    && eostrat<TGenoPheno>::_niter - eostrat<TGenoPheno>::_solutions._best_seen_iter >= 3) // elitist
 	  {
-	    LOG_IF(INFO,!eostrat<TGenoPheno>::_parameters._quiet) << "Starting elitist: bfvalue=" << eostrat<TGenoPheno>::_solutions._best_seen_candidate.get_fvalue() << " / biter=" << eostrat<TGenoPheno>::_solutions._best_seen_iter << std::endl;
+	    LOG_IF(INFO,!eostrat<TGenoPheno>::_parameters._quiet) << "Starting elitist on restart: bfvalue=" << eostrat<TGenoPheno>::_solutions._best_seen_candidate.get_fvalue() << " / biter=" << eostrat<TGenoPheno>::_solutions._best_seen_iter << std::endl;
 	    this->set_initial_elitist(true);
 
 	    // reinit solution and re-optimize.

esostrategy.cc

@@ -141,20 +141,35 @@ namespace libcmaes
 	_solutions._candidates_uh = nvcandidates;
       }
 
-    // if initial elitist, reinject initial solution as needed.
-    if (_initial_elitist)
+    // if an elitist is active, reinject initial solution as needed.
+    if (_niter > 0 && (_parameters._elitist || _parameters._initial_elitist || (_initial_elitist && _parameters._initial_elitist_on_restart)))
       {
+	// get reference values.
+	double ref_fvalue = std::numeric_limits<double>::max();
+	Candidate ref_candidate;
+
+	if (_parameters._initial_elitist_on_restart || _parameters._initial_elitist)
+	  {
+	    ref_fvalue = _solutions._initial_candidate.get_fvalue();
+	    ref_candidate = _solutions._initial_candidate;
+	  }
+	else if (_parameters._elitist)
+	  {
+	    ref_fvalue = _solutions._best_seen_candidate.get_fvalue();
+	    ref_candidate = _solutions._best_seen_candidate;
+	  }
+
 	// reinject intial solution if half or more points have value above that of the initial point candidate.
 	int count = 0;
 	for (int r=0;r<candidates.cols();r++)
-	  if (_solutions._candidates.at(r).get_fvalue() < _solutions._initial_candidate.get_fvalue())
+	  if (_solutions._candidates.at(r).get_fvalue() < ref_fvalue)
 	    ++count;
 	if (count/2.0 < candidates.cols()/2)
 	  {
 #ifdef HAVE_DEBUG
-	    std::cout << "reinjecting initial solution\n";
+	    std::cout << "reinjecting solution=" << ref_fvalue << std::endl;
 #endif
-	    _solutions._candidates.at(1) = _solutions._initial_candidate;
+	    _solutions._candidates.at(1) = ref_candidate;
 	  }
       }