Objective function wrapper storing all function evaluations. More...

#include <shark/ObjectiveFunctions/EvaluationArchive.h>

Inheritance diagram for shark::EvaluationArchive< PointType, ResultT >:

Classes
class	PointResultPairType
	Pair of point and result. More...

Public Types
typedef base_type::SearchPointType	SearchPointType

typedef base_type::ResultType	ResultType

typedef base_type::FirstOrderDerivative	FirstOrderDerivative

typedef base_type::SecondOrderDerivative	SecondOrderDerivative

typedef std::set< PointResultPairType >	PointResultPairContainer

typedef PointResultPairContainer::iterator	PointResultPairIterator

typedef PointResultPairContainer::const_iterator	PointResultPairConstIterator

Public Types inherited from shark::AbstractObjectiveFunction< PointType, ResultT >
enum	Feature { HAS_VALUE = 1 , HAS_FIRST_DERIVATIVE = 2 , HAS_SECOND_DERIVATIVE = 4 , CAN_PROPOSE_STARTING_POINT = 8 , IS_CONSTRAINED_FEATURE = 16 , HAS_CONSTRAINT_HANDLER = 32 , CAN_PROVIDE_CLOSEST_FEASIBLE = 64 , IS_THREAD_SAFE = 128 , IS_NOISY = 256 }
	List of features that are supported by an implementation. More...

typedef PointType	SearchPointType

typedef ResultT	ResultType

typedef boost::mpl::if_< std::is_arithmetic< ResultT >, SearchPointType, RealMatrix >::type	FirstOrderDerivative

typedef TypedFlags< Feature >	Features
	This statement declares the member m_features. See Core/Flags.h for details.

typedef TypedFeatureNotAvailableException< Feature >	FeatureNotAvailableException

Public Member Functions
	EvaluationArchive (base_type *objective)
	Constructor.

base_type *	objective ()
	Access to the underlying objective function.

const base_type *	objective () const
	Access to the underlying objective function.

void	init ()
	Wrapper function.

virtual std::size_t	numberOfObjectives () const
	Wrapper function.

bool	hasScalableObjectives () const
	Wrapper function.

void	setNumberOfObjectives (std::size_t numberOfObjectives)
	Wrapper function.

bool	isFeasible (const SearchPointType &input) const
	Wrapper function.

void	closestFeasible (SearchPointType &input) const
	Wrapper function.

void	proposeStartingPoint (SearchPointType &startingPoint) const
	Wrapper function.

std::size_t	numberOfVariables () const
	Wrapper function; conditional on vector space property.

ResultType	eval (const SearchPointType &input) const
	Wrapper function storing point and result.

ResultType	operator() (const SearchPointType &input) const

ResultType	evalDerivative (const SearchPointType &input, FirstOrderDerivative &derivative) const
	Wrapper function storing point and result.

ResultType	evalDerivative (const SearchPointType &input, SecondOrderDerivative &derivative) const
	Wrapper function storing point and result.

std::size_t	size () const
	Return the size of the archive; which is the number of point/result pairs.

PointResultPairIterator	begin ()
	Begin iterator to the point/result pairs.

PointResultPairConstIterator	begin () const
	Begin iterator to the point/result pairs.

PointResultPairIterator	end ()
	End iterator to the point/result pairs.

PointResultPairConstIterator	end () const
	End iterator to the point/result pairs.

Public Member Functions inherited from shark::AbstractObjectiveFunction< PointType, ResultT >
const Features &	features () const

virtual void	updateFeatures ()

bool	hasValue () const
	returns whether this function can calculate it's function value

bool	hasFirstDerivative () const
	returns whether this function can calculate the first derivative

bool	hasSecondDerivative () const
	returns whether this function can calculate the second derivative

bool	canProposeStartingPoint () const
	returns whether this function can propose a starting point.

bool	isConstrained () const
	returns whether this function can return

bool	hasConstraintHandler () const
	returns whether this function can return

bool	canProvideClosestFeasible () const
	Returns whether this function can calculate thee closest feasible to an infeasible point.

bool	isThreadSafe () const
	Returns true, when the function can be usd in parallel threads.

bool	isNoisy () const
	Returns true, when the function can be usd in parallel threads.

	AbstractObjectiveFunction ()
	Default ctor.

virtual	~AbstractObjectiveFunction ()
	Virtual destructor.

void	setRng (random::rng_type *rng)
	Sets the Rng used by the objective function.

virtual bool	hasScalableDimensionality () const

virtual void	setNumberOfVariables (std::size_t numberOfVariables)
	Adjusts the number of variables if the function is scalable.

std::size_t	evaluationCounter () const
	Accesses the evaluation counter of the function.

AbstractConstraintHandler< SearchPointType > const &	getConstraintHandler () const
	Returns the constraint handler of the function if it has one.

virtual SearchPointType	proposeStartingPoint () const
	Proposes a starting point in the feasible search space of the function.

ResultType	operator() (SearchPointType const &input) const
	Evaluates the function. Useful together with STL-Algorithms like std::transform.

Public Member Functions inherited from shark::INameable
virtual	~INameable ()

virtual std::string	name () const
	returns the name of the object

Additional Inherited Members
Protected Member Functions inherited from shark::AbstractObjectiveFunction< PointType, ResultT >
void	announceConstraintHandler (AbstractConstraintHandler< SearchPointType > const *handler)
	helper function which is called to announce the presence of an constraint handler.

Protected Attributes inherited from shark::AbstractObjectiveFunction< PointType, ResultT >
Features	m_features

std::size_t	m_evaluationCounter
	Evaluation counter, default value: 0.

AbstractConstraintHandler< SearchPointType > const *	m_constraintHandler

random::rng_type *	mep_rng

Detailed Description

template<typename PointType, typename ResultT>
class shark::EvaluationArchive< PointType, ResultT >

Objective function wrapper storing all function evaluations.

Template Parameters

PointType	The search space the function is defined upon.
ResultT	The objective space the function is defined upon.

: 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.

: 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.

Definition at line 68 of file EvaluationArchive.h.

Member Typedef Documentation

◆ FirstOrderDerivative

template<typename PointType , typename ResultT >

typedef base_type::FirstOrderDerivative shark::EvaluationArchive< PointType, ResultT >::FirstOrderDerivative

Definition at line 75 of file EvaluationArchive.h.

◆ PointResultPairConstIterator

template<typename PointType , typename ResultT >

typedef PointResultPairContainer::const_iterator shark::EvaluationArchive< PointType, ResultT >::PointResultPairConstIterator

Definition at line 118 of file EvaluationArchive.h.

◆ PointResultPairContainer

template<typename PointType , typename ResultT >

typedef std::set<PointResultPairType> shark::EvaluationArchive< PointType, ResultT >::PointResultPairContainer

Definition at line 116 of file EvaluationArchive.h.

◆ PointResultPairIterator

template<typename PointType , typename ResultT >

typedef PointResultPairContainer::iterator shark::EvaluationArchive< PointType, ResultT >::PointResultPairIterator

Definition at line 117 of file EvaluationArchive.h.

◆ ResultType

template<typename PointType , typename ResultT >

typedef base_type::ResultType shark::EvaluationArchive< PointType, ResultT >::ResultType

Definition at line 73 of file EvaluationArchive.h.

◆ SearchPointType

template<typename PointType , typename ResultT >

typedef base_type::SearchPointType shark::EvaluationArchive< PointType, ResultT >::SearchPointType

Definition at line 72 of file EvaluationArchive.h.

◆ SecondOrderDerivative

template<typename PointType , typename ResultT >

typedef base_type::SecondOrderDerivative shark::EvaluationArchive< PointType, ResultT >::SecondOrderDerivative

Definition at line 76 of file EvaluationArchive.h.

Constructor & Destructor Documentation

◆ EvaluationArchive()

template<typename PointType , typename ResultT >

shark::EvaluationArchive< PointType, ResultT >::EvaluationArchive ( base_type * objective )

inline

Constructor.

: 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.

Definition at line 126 of file EvaluationArchive.h.

References shark::AbstractObjectiveFunction< PointType, ResultT >::features(), shark::AbstractObjectiveFunction< PointType, ResultT >::getConstraintHandler(), shark::AbstractObjectiveFunction< PointType, ResultT >::hasConstraintHandler(), shark::AbstractObjectiveFunction< PointType, ResultT >::m_constraintHandler, and shark::AbstractObjectiveFunction< PointType, ResultT >::m_features.

Member Function Documentation

◆ begin() [1/2]

template<typename PointType , typename ResultT >

PointResultPairIterator shark::EvaluationArchive< PointType, ResultT >::begin ( )

inline

Begin iterator to the point/result pairs.

Definition at line 221 of file EvaluationArchive.h.

◆ begin() [2/2]

template<typename PointType , typename ResultT >

PointResultPairConstIterator shark::EvaluationArchive< PointType, ResultT >::begin ( ) const

inline

Begin iterator to the point/result pairs.

Definition at line 225 of file EvaluationArchive.h.

◆ closestFeasible()

template<typename PointType , typename ResultT >

void shark::EvaluationArchive< PointType, ResultT >::closestFeasible ( SearchPointType & input ) const

inlinevirtual

Wrapper function.

Reimplemented from shark::AbstractObjectiveFunction< PointType, ResultT >.

Definition at line 165 of file EvaluationArchive.h.

References shark::AbstractObjectiveFunction< PointType, ResultT >::closestFeasible().

◆ end() [1/2]

template<typename PointType , typename ResultT >

PointResultPairIterator shark::EvaluationArchive< PointType, ResultT >::end ( )

inline

End iterator to the point/result pairs.

Definition at line 229 of file EvaluationArchive.h.

◆ end() [2/2]

template<typename PointType , typename ResultT >

PointResultPairConstIterator shark::EvaluationArchive< PointType, ResultT >::end ( ) const

inline

End iterator to the point/result pairs.

Definition at line 233 of file EvaluationArchive.h.

◆ eval()

template<typename PointType , typename ResultT >

ResultType shark::EvaluationArchive< PointType, ResultT >::eval ( const SearchPointType & input ) const

inlinevirtual

Wrapper function storing point and result.

Reimplemented from shark::AbstractObjectiveFunction< PointType, ResultT >.

Definition at line 179 of file EvaluationArchive.h.

References shark::AbstractObjectiveFunction< PointType, ResultT >::eval(), and shark::AbstractObjectiveFunction< PointType, ResultT >::m_evaluationCounter.

Referenced by shark::EvaluationArchive< PointType, ResultT >::operator()().

◆ evalDerivative() [1/2]

template<typename PointType , typename ResultT >

ResultType shark::EvaluationArchive< PointType, ResultT >::evalDerivative	(	const SearchPointType &	input,
		FirstOrderDerivative &	derivative
	)		const

inlinevirtual

Wrapper function storing point and result.

Reimplemented from shark::AbstractObjectiveFunction< PointType, ResultT >.

Definition at line 194 of file EvaluationArchive.h.

References shark::AbstractObjectiveFunction< PointType, ResultT >::evalDerivative(), and shark::AbstractObjectiveFunction< PointType, ResultT >::m_evaluationCounter.

◆ evalDerivative() [2/2]

template<typename PointType , typename ResultT >

ResultType shark::EvaluationArchive< PointType, ResultT >::evalDerivative	(	const SearchPointType &	input,
		SecondOrderDerivative &	derivative
	)		const

inlinevirtual

Wrapper function storing point and result.

Reimplemented from shark::AbstractObjectiveFunction< PointType, ResultT >.

Definition at line 203 of file EvaluationArchive.h.

References shark::AbstractObjectiveFunction< PointType, ResultT >::evalDerivative(), and shark::AbstractObjectiveFunction< PointType, ResultT >::m_evaluationCounter.

◆ hasScalableObjectives()

template<typename PointType , typename ResultT >

bool shark::EvaluationArchive< PointType, ResultT >::hasScalableObjectives ( ) const

inlinevirtual

Wrapper function.

Reimplemented from shark::AbstractObjectiveFunction< PointType, ResultT >.

Definition at line 153 of file EvaluationArchive.h.

References shark::AbstractObjectiveFunction< PointType, ResultT >::hasScalableObjectives().

◆ init()

template<typename PointType , typename ResultT >

void shark::EvaluationArchive< PointType, ResultT >::init ( )

inlinevirtual

Wrapper function.

Reimplemented from shark::AbstractObjectiveFunction< PointType, ResultT >.

Definition at line 143 of file EvaluationArchive.h.

References shark::AbstractObjectiveFunction< PointType, ResultT >::init(), shark::AbstractObjectiveFunction< PointType, ResultT >::mep_rng, and shark::AbstractObjectiveFunction< PointType, ResultT >::setRng().

◆ isFeasible()

template<typename PointType , typename ResultT >

bool shark::EvaluationArchive< PointType, ResultT >::isFeasible ( const SearchPointType & input ) const

inlinevirtual

Wrapper function.

Reimplemented from shark::AbstractObjectiveFunction< PointType, ResultT >.

Definition at line 161 of file EvaluationArchive.h.

References shark::AbstractObjectiveFunction< PointType, ResultT >::isFeasible().

◆ numberOfObjectives()

template<typename PointType , typename ResultT >

virtual std::size_t shark::EvaluationArchive< PointType, ResultT >::numberOfObjectives ( ) const

inlinevirtual

Wrapper function.

Reimplemented from shark::AbstractObjectiveFunction< PointType, ResultT >.

Definition at line 149 of file EvaluationArchive.h.

References shark::AbstractObjectiveFunction< PointType, ResultT >::numberOfObjectives().

Referenced by shark::EvaluationArchive< PointType, ResultT >::setNumberOfObjectives().

◆ numberOfVariables()

template<typename PointType , typename ResultT >

std::size_t shark::EvaluationArchive< PointType, ResultT >::numberOfVariables ( ) const

inlinevirtual

Wrapper function; conditional on vector space property.

Implements shark::AbstractObjectiveFunction< PointType, ResultT >.

Definition at line 173 of file EvaluationArchive.h.

References shark::AbstractObjectiveFunction< PointType, ResultT >::numberOfVariables().

◆ objective() [1/2]

template<typename PointType , typename ResultT >

base_type * shark::EvaluationArchive< PointType, ResultT >::objective ( )

inline

Access to the underlying objective function.

Definition at line 135 of file EvaluationArchive.h.

◆ objective() [2/2]

template<typename PointType , typename ResultT >

const base_type * shark::EvaluationArchive< PointType, ResultT >::objective ( ) const

inline

Access to the underlying objective function.

Definition at line 139 of file EvaluationArchive.h.

◆ operator()()

template<typename PointType , typename ResultT >

ResultType shark::EvaluationArchive< PointType, ResultT >::operator() ( const SearchPointType & input ) const

inline

Definition at line 190 of file EvaluationArchive.h.

References shark::EvaluationArchive< PointType, ResultT >::eval().

◆ proposeStartingPoint()

template<typename PointType , typename ResultT >

void shark::EvaluationArchive< PointType, ResultT >::proposeStartingPoint ( SearchPointType & startingPoint ) const

inline

Wrapper function.

Definition at line 169 of file EvaluationArchive.h.

References shark::AbstractObjectiveFunction< PointType, ResultT >::proposeStartingPoint().

◆ setNumberOfObjectives()

template<typename PointType , typename ResultT >

void shark::EvaluationArchive< PointType, ResultT >::setNumberOfObjectives ( std::size_t numberOfObjectives )

inlinevirtual

Wrapper function.

Reimplemented from shark::AbstractObjectiveFunction< PointType, ResultT >.

Definition at line 157 of file EvaluationArchive.h.

References shark::EvaluationArchive< PointType, ResultT >::numberOfObjectives(), and shark::AbstractObjectiveFunction< PointType, ResultT >::setNumberOfObjectives().

◆ size()

template<typename PointType , typename ResultT >

std::size_t shark::EvaluationArchive< PointType, ResultT >::size ( ) const

inline

Return the size of the archive; which is the number of point/result pairs.

Definition at line 217 of file EvaluationArchive.h.

The documentation for this class was generated from the following file:

include/shark/ObjectiveFunctions/EvaluationArchive.h

Classes

Public Types

Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ FirstOrderDerivative

◆ PointResultPairConstIterator

◆ PointResultPairContainer

◆ PointResultPairIterator

◆ ResultType

◆ SearchPointType

◆ SecondOrderDerivative

Constructor & Destructor Documentation

◆ EvaluationArchive()

Member Function Documentation

◆ begin() [1/2]

◆ begin() [2/2]

◆ closestFeasible()

◆ end() [1/2]

◆ end() [2/2]

◆ eval()

◆ evalDerivative() [1/2]

◆ evalDerivative() [2/2]

◆ hasScalableObjectives()

◆ init()

◆ isFeasible()

◆ numberOfObjectives()

◆ numberOfVariables()

◆ objective() [1/2]

◆ objective() [2/2]

◆ operator()()

◆ proposeStartingPoint()

◆ setNumberOfObjectives()

◆ size()