AI-ParticleSwarmOptimization
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lib/AI/ParticleSwarmOptimization.pm view on Meta::CPAN
package AI::ParticleSwarmOptimization;
use strict;
use warnings;
use Math::Random::MT qw();
require Exporter;
our @ISA = qw(Exporter);
our @EXPORT = qw();
$AI::ParticleSwarmOptimization::VERSION = '1.006';
use constant kLogBetter => 1;
use constant kLogStall => 2;
use constant kLogIter => 4;
use constant kLogDetail => 8;
use constant kLogIterDetail => (kLogIter | kLogDetail);
sub new {
my ($class, %params) = @_;
my $self = bless {}, $class;
$self->setParams (%params);
return $self;
}
sub setParams {
my ($self, %params) = @_;
if (defined $params{-fitFunc}) {
# Process required parameters - -fitFunc and -dimensions
if ('ARRAY' eq ref $params{-fitFunc}) {
($self->{fitFunc}, @{$self->{fitParams}}) = @{$params{-fitFunc}};
} else {
$self->{fitFunc} = $params{-fitFunc};
}
$self->{fitParams} ||= [];
}
$self->{prtcls} = [] # Need to reinit if num dimensions changed
if defined $params{-dimensions}
and defined $self->{dimensions}
and $params{-dimensions} != $self->{dimensions};
$self->{$_} = $params{"-$_"} for grep {exists $params{"-$_"}} qw/
dimensions
exitFit
exitPlateau
exitPlateauDP
exitPlateauWindow
exitPlateauBurnin
inertia
iterations
meWeight
numNeighbors
numParticles
posMax
posMin
randSeed
randStartVelocity
stallSpeed
themWeight
verbose
/;
die "-dimensions must be greater than 0\n"
if exists $params{-dimensions} && $params{-dimensions} <= 0;
if (defined $self->{verbose} and 'ARRAY' eq ref $self->{verbose}) {
my @log = map {lc} @{$self->{verbose}};
my %logTypes = (
better => kLogBetter,
stall => kLogStall,
iter => kLogIter,
detail => kLogDetail,
);
$self->{verbose} = 0;
exists $logTypes{$_} and $self->{verbose} |= $logTypes{$_} for @log;
}
$self->{numParticles} ||= $self->{dimensions} * 10
if defined $self->{dimensions};
$self->{numNeighbors} ||= int sqrt $self->{numParticles}
if defined $self->{numParticles};
$self->{iterations} ||= 1000;
$self->{exitPlateauDP} ||= 10;
$self->{exitPlateauWindow} ||= $self->{iterations} * 0.1;
$self->{exitPlateauBurnin} ||= $self->{iterations} * 0.5;
$self->{posMax} = 100 unless defined $self->{posMax};
$self->{posMin} = -$self->{posMax} unless defined $self->{posMin};
$self->{meWeight} ||= 0.5;
$self->{themWeight} ||= 0.5;
$self->{inertia} ||= 0.9;
$self->{verbose} ||= 0;
return 1;
}
sub init {
my ($self) = @_;
die "-fitFunc must be set before init or optimize is called"
unless $self->{fitFunc} and 'CODE' eq ref $self->{fitFunc};
die
"-dimensions must be set to 1 or greater before init or optimize is called"
unless $self->{dimensions} and $self->{dimensions} >= 1;
my $seed =
int (exists $self->{randSeed} ? $self->{randSeed} : rand (0xffffffff));
$self->{rndGen} = Math::Random::MT->new ($seed);
$self->{usedRandSeed} = $seed;
$self->{prtcls} = [];
$self->{bestBest} = undef;
$self->{bestBestByIter} = undef;
$self->{bestsMean} = 0;
$self->_initParticles ();
$self->{iterCount} = 0;
# Normalise weights.
my $totalWeight =
$self->{inertia} + $self->{themWeight} + $self->{meWeight};
$self->{inertia} /= $totalWeight;
$self->{meWeight} /= $totalWeight;
$self->{themWeight} /= $totalWeight;
die "-posMax must be greater than -posMin"
unless $self->{posMax} > $self->{posMin};
$self->{$_} > 0 or die "-$_ must be greater then 0" for qw/numParticles/;
$self->{deltaMax} = ($self->{posMax} - $self->{posMin}) / 100.0;
return 1;
}
sub optimize {
my ($self, $iterations) = @_;
$iterations ||= $self->{iterations};
$self->init () unless $self->{prtcls};
return $self->_swarm ($iterations);
}
sub getBestParticles {
my ($self, $num) = @_;
my @bests = 0 .. $self->{numParticles} - 1;
my $prtcls = $self->{prtcls};
@bests = sort {$prtcls->[$a]{bestFit} <=> $prtcls->[$b]{bestFit}} @bests;
$num ||= 1;
return @bests[0 .. $num - 1];
}
sub getParticleBestPos {
my ($self, $prtcl) = @_;
return undef if $prtcl >= $self->{numParticles};
$prtcl = $self->{prtcls}[$prtcl];
return ($prtcl->{bestFit}, @{$prtcl->{bestPos}});
}
sub getIterationCount {
my ($self) = @_;
return $self->{iterCount};
}
sub getSeed {
my ($self) = @_;
return $self->{usedRandSeed};
}
sub _initParticles {
my ($self) = @_;
for my $id (0 .. $self->{numParticles} - 1) {
$self->{prtcls}[$id]{id} = $id;
$self->_initParticle ($self->{prtcls}[$id]);
}
}
sub _initParticle {
my ($self, $prtcl) = @_;
# each particle is a hash of arrays with the array sizes being the
# dimensionality of the problem space
for my $d (0 .. $self->{dimensions} - 1) {
$prtcl->{currPos}[$d] =
$self->_randInRange ($self->{posMin}, $self->{posMax});
$prtcl->{velocity}[$d] =
$self->{randStartVelocity}
? $self->_randInRange (-$self->{deltaMax}, $self->{deltaMax})
: 0;
}
$prtcl->{currFit} = $self->_calcPosFit ($prtcl->{currPos});
$self->_calcNextPos ($prtcl);
unless (defined $prtcl->{bestFit}) {
$prtcl->{bestPos}[$_] =
$self->_randInRange ($self->{posMin}, $self->{posMax})
for 0 .. $self->{dimensions} - 1;
$prtcl->{bestFit} = $self->_calcPosFit ($prtcl->{bestPos});
}
}
sub _calcPosFit {
my ($self, $pos) = @_;
return $self->{fitFunc}->(@{$self->{fitParams}}, @$pos);
}
sub _swarm {
my ($self, $iterations) = @_;
for my $iter (1 .. $iterations) {
++$self->{iterCount};
last if defined $self->_moveParticles ($iter);
$self->_updateVelocities ($iter);
next if !$self->{exitPlateau} || !defined $self->{bestBest};
if ($iter >= $self->{exitPlateauBurnin} - $self->{exitPlateauWindow}) {
my $i = $iter % $self->{exitPlateauWindow};
$self->{bestsMean} -= $self->{bestBestByIter}[$i]
if defined $self->{bestBestByIter}[$i];
$self->{bestsMean} += $self->{bestBestByIter}[$i] =
$self->{bestBest} / $self->{exitPlateauWindow};
}
next if $iter <= $self->{exitPlateauBurnin};
#Round to the specified number of d.p.
my $format = "%.$self->{exitPlateauDP}f";
my $mean = sprintf $format, $self->{bestsMean};
my $current = sprintf $format, $self->{bestBest};
#Check if there is a sufficient plateau - stopping iterations if so
last if $mean == $current;
}
return $self->{bestBest};
}
sub _moveParticles {
my ($self, $iter) = @_;
print "Iter $iter\n" if $self->{verbose} & kLogIter;
for my $prtcl (@{$self->{prtcls}}) {
@{$prtcl->{currPos}} = @{$prtcl->{nextPos}};
$prtcl->{currFit} = $prtcl->{nextFit};
my $fit = $prtcl->{currFit};
if ($self->_betterFit ($fit, $prtcl->{bestFit})) {
# Save position - best fit for this particle so far
$self->_saveBest ($prtcl, $fit, $iter);
}
return $fit if defined $self->{exitFit} and $fit < $self->{exitFit};
next if !($self->{verbose} & kLogIterDetail);
printf "Part %3d fit %8.2f", $prtcl->{id}, $fit
if $self->{verbose} >= 2;
printf " (%s @ %s)",
join (', ', map {sprintf '%5.3f', $_} @{$prtcl->{velocity}}),
join (', ', map {sprintf '%5.2f', $_} @{$prtcl->{currPos}})
if $self->{verbose} & kLogDetail;
print "\n";
}
return undef;
}
sub _saveBest {
my ($self, $prtcl, $fit, $iter) = @_;
# for each dimension, set the best position as the current position
@{$prtcl->{bestPos}} = @{$prtcl->{currPos}};
$prtcl->{bestFit} = $fit;
return if !$self->_betterFit ($fit, $self->{bestBest});
if ($self->{verbose} & kLogBetter) {
my $velSq;
$velSq += $_**2 for @{$prtcl->{velocity}};
printf "#%05d: Particle $prtcl->{id} best: %.4f (vel: %.3f)\n",
$iter, $fit, sqrt ($velSq);
}
$self->{bestBest} = $fit;
}
sub _betterFit {
my ($self, $new, $old) = @_;
return !defined ($old) || ($new < $old);
}
sub _updateVelocities {
my ($self, $iter) = @_;
for my $prtcl (@{$self->{prtcls}}) {
my $bestN = $self->{prtcls}[$self->_getBestNeighbour ($prtcl)];
my $velSq;
for my $d (0 .. $self->{dimensions} - 1) {
my $meFactor =
$self->_randInRange (-$self->{meWeight}, $self->{meWeight});
my $themFactor =
$self->_randInRange (-$self->{themWeight}, $self->{themWeight});
my $meDelta = $prtcl->{bestPos}[$d] - $prtcl->{currPos}[$d];
my $themDelta = $bestN->{bestPos}[$d] - $prtcl->{currPos}[$d];
$prtcl->{velocity}[$d] =
$prtcl->{velocity}[$d] * $self->{inertia} +
$meFactor * $meDelta +
$themFactor * $themDelta;
$velSq += $prtcl->{velocity}[$d]**2;
}
my $vel = sqrt ($velSq);
if (!$vel or $self->{stallSpeed} and $vel <= $self->{stallSpeed}) {
$self->_initParticle ($prtcl);
printf "#%05d: Particle $prtcl->{id} stalled (%6f)\n", $iter, $vel
if $self->{verbose} & kLogStall;
}
$self->_calcNextPos ($prtcl);
}
}
sub _calcNextPos {
my ($self, $prtcl) = @_;
for my $d (0 .. $self->{dimensions} - 1) {
$prtcl->{nextPos}[$d] = $prtcl->{currPos}[$d] + $prtcl->{velocity}[$d];
if ($prtcl->{nextPos}[$d] < $self->{posMin}) {
$prtcl->{nextPos}[$d] = $self->{posMin};
$prtcl->{velocity}[$d] = 0;
} elsif ($prtcl->{nextPos}[$d] > $self->{posMax}) {
$prtcl->{nextPos}[$d] = $self->{posMax};
$prtcl->{velocity}[$d] = 0;
}
}
$prtcl->{nextFit} = $self->_calcPosFit ($prtcl->{nextPos});
}
sub _randInRange {
my ($self, $min, $max) = @_;
return $min + $self->{rndGen}->rand ($max - $min);
}
sub _getBestNeighbour {
my ($self, $prtcl) = @_;
my $bestNFitness;
my $bestNIndex;
for my $neighbor (0 .. $self->{numNeighbors} - 1) {
my $prtclNIndex = ($prtcl + $neighbor) % $self->{numParticles};
if (!defined ($bestNFitness)
|| $self->{prtcls}[$prtclNIndex]{bestFit} < $bestNFitness)
{
$bestNFitness = $self->{prtcls}[$prtclNIndex]{bestFit};
$bestNIndex = $prtclNIndex;
}
}
return $bestNIndex;
}
1;
=head1 NAME
AI::ParticleSwarmOptimization - Particle Swarm Optimization (object oriented)
=head1 SYNOPSIS
use AI::ParticleSwarmOptimization;
my $pso = AI::ParticleSwarmOptimization->new (
fitFunc => \&calcFit,
dimensions => 3,
);
my $fitValue = $pso->optimize ();
my ($best) = $pso->getBestParticles (1);
my ($fit, @values) = $pso->getParticleBestPos ($best);
printf "Fit %.4f at (%s)\n",
$fit, join ', ', map {sprintf '%.4f', $_} @values;
sub calcFit {
my @values = @_;
my $offset = int (-@values / 2);
my $sum;
$sum += ($_ - $offset++) ** 2 for @values;
return $sum;
}
=head1 Description
The Particle Swarm Optimization technique uses communication of the current best
position found between a number of particles moving over a hyper surface as a
technique for locating the best location on the surface (where 'best' is the
minimum of some fitness function). For a Wikipedia discussion of PSO see
http://en.wikipedia.org/wiki/Particle_swarm_optimization.
This pure Perl module is an implementation of the Particle Swarm Optimization
technique for finding minima of hyper surfaces. It presents an object oriented
interface that facilitates easy configuration of the optimization parameters and
(in principle) allows the creation of derived classes to reimplement all aspects
of the optimization engine (a future version will describe the replaceable
engine components).
This implementation allows communication of a local best point between a
selected number of neighbours. It does not support a single global best position
that is known to all particles in the swarm.
=head1 Methods
AI::ParticleSwarmOptimization provides the following public methods. The parameter lists shown
for the methods denote optional parameters by showing them in [].
=over 4
=item new (%parameters)
Create an optimization object. The following parameters may be used:
=over 4
=item I<-dimensions>: positive number, required
The number of dimensions of the hypersurface being searched.
=item I<-exitFit>: number, optional
If provided I<-exitFit> allows early termination of optimize if the
fitness value becomes equal or less than I<-exitFit>.
=item I<-fitFunc>: required
I<-fitFunc> is a reference to the fitness function used by the search. If extra
parameters need to be passed to the fitness function an array ref may be used
with the code ref as the first array element and parameters to be passed into
the fitness function as following elements. User provided parameters are passed
as the first parameters to the fitness function when it is called:
my $pso = AI::ParticleSwarmOptimization->new (
fitFunc => [\&calcFit, $context],
dimensions => 3,
);
...
sub calcFit {
my ($context, @values) = @_;
...
return $fitness;
}
In addition to any user provided parameters the list of values representing the
current particle position in the hyperspace is passed in. There is one value per
hyperspace dimension.
=item I<-inertia>: positive or zero number, optional
Determines what proportion of the previous velocity is carried forward to the
next iteration. Defaults to 0.9
See also I<-meWeight> and I<-themWeight>.
=item I<-iterations>: number, optional
Number of optimization iterations to perform. Defaults to 1000.
=item I<-meWeight>: number, optional
Coefficient determining the influence of the current local best position on the
next iterations velocity. Defaults to 0.5.
See also I<-inertia> and I<-themWeight>.
=item I<-numNeighbors>: positive number, optional
Number of local particles considered to be part of the neighbourhood of the
current particle. Defaults to the square root of the total number of particles.
=item I<-numParticles>: positive number, optional
Number of particles in the swarm. Defaults to 10 times the number of dimensions.
=item I<-posMax>: number, optional
Maximum coordinate value for any dimension in the hyper space. Defaults to 100.
=item I<-posMin>: number, optional
Minimum coordinate value for any dimension in the hyper space. Defaults to
-I<-posMax> (if I<-posMax> is negative I<-posMin> should be set more negative).
=item I<-randSeed>: number, optional
Seed for the random number generator. Useful if you want to rerun an
optimization, perhaps for benchmarking or test purposes.
=item I<-randStartVelocity>: boolean, optional
Set true to initialize particles with a random velocity. Otherwise particle
velocity is set to 0 on initalization.
A range based on 1/100th of -I<-posMax> - I<-posMin> is used for the initial
speed in each dimension of the velocity vector if a random start velocity is
used.
=item I<-stallSpeed>: positive number, optional
( run in 3.775 seconds using v1.01-cache-2.11-cpan-39bf76dae61 )