EvaluationArchive.h

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//===========================================================================
/*!
 * 
 *
 * \brief       Archive of evaluated points as an objective function wrapper.
 
 * 
 *
 * \author      T. Glasmachers
 * \date        2013
 *
 *
 * \par Copyright 1995-2017 Shark Development Team
 * 
 * <BR><HR>
 * This file is part of Shark.
 * <https://shark-ml.github.io/Shark/>
 * 
 * Shark is free software: you can redistribute it and/or modify
 * it under the terms of the GNU Lesser General Public License as published 
 * by the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 * 
 * Shark is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU Lesser General Public License for more details.
 * 
 * You should have received a copy of the GNU Lesser General Public License
 * along with Shark.  If not, see <http://www.gnu.org/licenses/>.
 *
 */
//===========================================================================
#ifndef SHARK_OBJECTIVEFUNCTIONS_EVALUATIONARCHIVE_H
#define SHARK_OBJECTIVEFUNCTIONS_EVALUATIONARCHIVE_H
 
 
#include <shark/ObjectiveFunctions/AbstractObjectiveFunction.h>
 
#include <set>
#include <string>
#include <sstream>
 
 
namespace shark {
 
 
///
/// \brief Objective function wrapper storing all function evaluations.
///
/// \tparam PointType The search space the function is defined upon.
/// \tparam ResultT The objective space the function is defined upon.
///
/// \par
/// The EvaluationArchive class serves as an archive of all evaluated
/// points and the corresponding result. It can be used transparently
/// instead of the original objective function, e.g., by an optimizer.
/// Point/result pairs are added to the archive only if the specific
/// combination is not yet stored.
///
/// \par
/// For fast-to-evaluate objective functions the archive wrapper can
/// be a considerable performance killer. However, whenever function
/// evaluations are costly (and an archive makes sense) then the
/// storage and maintenance overhead should be negligible.
/// \ingroup objfunctions
template <typename PointType, typename ResultT>
class EvaluationArchive : public AbstractObjectiveFunction<PointType, ResultT>
{
public:
    typedef AbstractObjectiveFunction<PointType, ResultT> base_type;
    typedef typename base_type::SearchPointType SearchPointType;
    typedef typename base_type::ResultType ResultType;
 
    typedef typename base_type::FirstOrderDerivative FirstOrderDerivative;
    typedef typename base_type::SecondOrderDerivative SecondOrderDerivative;
 
    /// \brief Pair of point and result.
    class PointResultPairType
    {
    public:
        PointResultPairType(SearchPointType const& p, ResultType r)
        : point(p)
        , result(r)
        { }
 
        PointResultPairType(PointResultPairType const& other)
        : point(other.point)
        , result(other.result)
        { }
 
        // Comparison is based on string representation.
        // This is a hack, but it is quite generic.
        // And a generic solution is needed for std::set.
        bool operator == (PointResultPairType const& other) const
        {
            return (toString() == other.toString());
        }
        bool operator < (PointResultPairType const& other) const
        {
            return (toString() < other.toString());
        }
 
        SearchPointType point;
        ResultType result;
 
    private:
        std::string toString() const
        {
            std::stringstream ss;
            ss << point << " " << result;
            return ss.str();
        }
    };
 
    typedef std::set<PointResultPairType> PointResultPairContainer;
    typedef typename PointResultPairContainer::iterator PointResultPairIterator;
    typedef typename PointResultPairContainer::const_iterator PointResultPairConstIterator;
 
    /// \brief Constructor.
    ///
    /// \par
    /// The constructor takes the objective function to be wrapped
    /// as an argument. It is assumed that the objective object's
    /// life time exceeds the life time of the present instance.
    EvaluationArchive(base_type* objective)
    : mep_objective(objective)
    {
        base_type::m_features = mep_objective->features();
        base_type::m_constraintHandler = mep_objective->hasConstraintHandler() ? &mep_objective->getConstraintHandler() : NULL;
    }
 
 
    /// \brief Access to the underlying objective function.
    base_type* objective()
    { return mep_objective; }
 
    /// \brief Access to the underlying objective function.
    const base_type* objective() const
    { return mep_objective; }
 
    /// \brief Wrapper function.
    void init(){
        mep_objective->setRng(this->mep_rng);
        mep_objective->init();
    }
 
    /// \brief Wrapper function.
    virtual std::size_t numberOfObjectives() const
    { return mep_objective->numberOfObjectives(); }
 
    /// \brief Wrapper function.
    bool hasScalableObjectives() const
    { return mep_objective->hasScalableObjectives(); }
 
    /// \brief Wrapper function.
    void setNumberOfObjectives(std::size_t numberOfObjectives)
    { mep_objective->setNumberOfObjectives(numberOfObjectives); }
 
    /// \brief Wrapper function.
    bool isFeasible(const SearchPointType& input) const
    { return mep_objective->isFeasible(input); }
 
    /// \brief Wrapper function.
    void closestFeasible(SearchPointType& input) const
    { return mep_objective->closestFeasible(input); }
 
    /// \brief Wrapper function.
    void proposeStartingPoint(SearchPointType& startingPoint) const
    { return mep_objective->proposeStartingPoint(startingPoint); }
 
    /// \brief Wrapper function; conditional on vector space property.
    std::size_t numberOfVariables() const
    {
        return mep_objective->numberOfVariables();
    }
 
    /// \brief Wrapper function storing point and result.
    ResultType eval(const SearchPointType& input) const
    {
        ResultType r = mep_objective->eval(input);
        base_type::m_evaluationCounter++;
        m_archive.insert(PointResultPairType(input, r));
        return r;
    }
 
    // TG: Could someone enlighten me: why do I have to copy this
    // from the super class to make the compiler find the f**king
    // operator??
    ResultType operator()( const SearchPointType & input ) const
    { return eval(input); }
 
    /// \brief Wrapper function storing point and result.
    ResultType evalDerivative(const SearchPointType& input, FirstOrderDerivative& derivative) const
    {
        ResultType r = mep_objective->evalDerivative(input, derivative);
        base_type::m_evaluationCounter++;
        m_archive.insert(PointResultPairType(input, r));
        return r;
    }
 
    /// \brief Wrapper function storing point and result.
    ResultType evalDerivative(const SearchPointType& input, SecondOrderDerivative& derivative) const
    {
        ResultType r = mep_objective->evalDerivative(input, derivative);
        base_type::m_evaluationCounter++;
        m_archive.insert(PointResultPairType(input, r));
        return r;
    }
 
 
    ////////////////////////////////////////////////////////////
    // access to the archive
    //
 
    /// Return the size of the archive; which is the number of point/result pairs.
    std::size_t size() const
    { return m_archive.size(); }
 
    /// Begin iterator to the point/result pairs.
    PointResultPairIterator begin()
    { return m_archive.begin(); }
 
    /// Begin iterator to the point/result pairs.
    PointResultPairConstIterator begin() const
    { return m_archive.begin(); }
 
    /// End iterator to the point/result pairs.
    PointResultPairIterator end()
    { return m_archive.end(); }
 
    /// End iterator to the point/result pairs.
    PointResultPairConstIterator end() const
    { return m_archive.end(); }
 
private:
    base_type* mep_objective;                     ///< objective function to be wrapped
    mutable PointResultPairContainer m_archive;   ///< evaluated point/result pairs
};
 
 
};
#endif