PenalizingEvaluator.h

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//===========================================================================
/*!
 * 
 *
 * \brief       PenalizingEvaluator
 
 
 * 
 *
 * \author      T. Voss, O.Krause
 * \date        2014
 *
 *
 * \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_ALGORITHMS_DIRECT_SEARCH_OPERATORS_EVALUATION_PENALIZING_EVALUATOR_H
#define SHARK_ALGORITHMS_DIRECT_SEARCH_OPERATORS_EVALUATION_PENALIZING_EVALUATOR_H
 
#include <shark/LinAlg/Base.h>
 
namespace shark {
/**
* \brief Penalizing evaluator for scalar objective functions.
*
* Evaluates the supplied single-objective function \f$f\f$ for the search point \f$s\f$
* according to:
* \f{align*}{
*   y & = & f( s' )\\
*   y' & = & f( s' ) + \alpha \vert\vert s - s' \vert\vert_2^2
* \f}
* where \f$s'\f$ is the repaired version of \f$s\f$ if \f$s\f$ is not feasible and equal to \f$s\f$ otherwise.
* The default value of \f$\alpha\f$ is \f$10^{-6}\f$. 
*
* This Evaluator can also handle noisy functions by applying reevaluations of a single point on f and
* averaging the results.
*/
struct PenalizingEvaluator {
    /**
    * \brief Default c'tor, initializes the penalty factor to \f$10^{-6}\f$.
    */
    PenalizingEvaluator() : m_penaltyFactor( 1E-6 ), m_numEvaluations(1) {}
 
    /**
    * \brief Evaluates the supplied function on the supplied individual
    *
    * \param [in] f The function to be evaluated.
    * \param [in] individual The individual to evaluate the function for.
    */
    template<typename Function, typename IndividualType>
    void operator()( Function const& f, IndividualType& individual ) const {
        typename Function::SearchPointType t( individual.searchPoint() );
        if( !f.isFeasible( t ) ) {
            f.closestFeasible( t );
        }
 
        individual.unpenalizedFitness() = f.eval( t );
        for(std::size_t k = 1; k < m_numEvaluations; ++k){
            individual.unpenalizedFitness() += f.eval(t);
        }
        individual.unpenalizedFitness()  /= m_numEvaluations;
        individual.penalizedFitness() = individual.unpenalizedFitness();
        penalize(individual.searchPoint(),t,individual.penalizedFitness() );
    }
    
    /**
    * \brief Evaluates The function on individuals in the range [first,last]
    *
    * \param [in] f The function to be evaluated.
    * \param [in] begin first indivdual in the range to be evaluated
    * \param [in] end iterator pointing directly beehind the last individual to be evaluated
    */
    template<typename Function, typename Iterator>
    void operator()( Function const& f, Iterator begin, Iterator end ) const {
        for(Iterator pos = begin; pos != end; ++pos){
            (*this)(f,*pos);
        }
    }
    
    template<class SearchPointType>
    void penalize(SearchPointType const& s, SearchPointType const& t, double& fitness)const{
        fitness += m_penaltyFactor * norm_sqr( t - s );
    }
    
    template<class SearchPointType>
    void penalize(SearchPointType const& s, SearchPointType const& t, RealVector& fitness)const{
        fitness += m_penaltyFactor * norm_sqr( t - s );
    }
    
 
    /**
    * \brief Stores/loads the evaluator's state.
    * \tparam Archive The type of the archive.
    * \param [in,out] archive The archive to use for loading/storing.
    * \param [in] version Currently unused.
    */
    template<typename Archive>
    void serialize( Archive & archive, const unsigned int version ) {
        archive & m_penaltyFactor;
    }
 
    double m_penaltyFactor; ///< Penalty factor \f$\alpha\f$, default value: \f$10^{-6}\f$ .
    std::size_t m_numEvaluations;///< Number of Evaluations on a noisy function
 
};
}
 
 
#endif