AI-SimulatedAnnealing
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t/annealing_tests.t view on Meta::CPAN
. "in the expected format.\n";
} # end unless
for my $p (2..5) {
push @{ $mapped_distances[$p] }, $record->{$field_names->[6 - $p]};
} # next $p
} # end while
unless (scalar @{ $mapped_distances[$Probability::ONE_FIFTH] } == 61) {
die "ERROR: The input file does not contain the expected number of "
. "records.\n";
} # end unless
# Perform simulated annealing to optimize the coefficients for each of the
# four probabilities, and then print the results to the console:
for my $p (2..5) {
my $cost_function = cost_function_factory($mapped_distances[$p]);
my $optimized_coefficients;
my @number_specs;
push @number_specs,
{"LowerBound" => 0.0, "UpperBound" => 3.0, "Precision" => 3};
push @number_specs,
{"LowerBound" => -1.0, "UpperBound" => 5.0, "Precision" => 3};
push @number_specs,
{"LowerBound" => -4.0, "UpperBound" => 0.0, "Precision" => 3};
$optimized_coefficients = anneal(
\@number_specs, $cost_function, $CYCLES_PER_TEMPERATURE);
# Print the results for this probability to the console:
say "\nProbability: 1/$p";
printf("Coefficients: a = %1.3f; b = %1.3f; c= %1.3f\n",
$optimized_coefficients->[0],
$optimized_coefficients->[1],
$optimized_coefficients->[2]);
say "Cost: " . $cost_function->($optimized_coefficients);
} # next $p
# Perform an annealing test with integers that triggers brute-force analysis
# and uses an anonymous cost function that minimizes this sum:
#
# (10 * abs(23 - val)) + (the total range of a, b, and c)
#
# where "val" is the result of following expression:
#
# (a * (x ** 2)) + bx + c
#
# in which x = 3:
my $abc;
my @number_specs;
push @number_specs,
{"LowerBound" => 1.9, "UpperBound" => 4, "Precision" => 0};
push @number_specs,
{"LowerBound" => 0.0, "UpperBound" => 2, "Precision" => 0};
push @number_specs,
{"LowerBound" => -4.0, "UpperBound" => 8, "Precision" => 0};
$abc = anneal(\@number_specs,
sub {
my $nums = $_[0];
my $range = max(@{ $nums }) - min(@{ $nums });
my $val = ($nums->[0] * 9) + ($nums->[1] * 3) + $nums->[2];
my $cost = $range + (10 * abs(23 - $val));
return $cost;
}, 120);
say "\nHere are a, b, and c: " . $abc->[0] . ", "
. $abc->[1] . ", " . $abc->[2];
# Helper functions:
# The cost_function_factory() takes a reference to an array containing
# real-world market distances and returns a reference to a cost function.
# The cost function takes a reference to an array of three coefficients,
# and returns the mean absolute percentage deviation of the calculated
# results from the real-world results based on this formula:
#
# (a * sqrt(x + b)) + c
#
# where x is a number of trading days in the range 3 to 63.
sub cost_function_factory {
my $real_world_distances = $_[0];
my $current_coefficients;
my $calculate_distance
= sub {
my $trading_days = $_[0];
my $distance = ($current_coefficients->[0]
* sqrt($trading_days + $current_coefficients->[1]))
+ $current_coefficients->[2];
return $distance;
};
my $cost_function
= sub {
my $coefficients = $_[0];
my @calculated_distances;
my $cumulative_deviation;
my $cost;
$current_coefficients = $coefficients;
for my $trading_days (3..63) {
push @calculated_distances,
$calculate_distance->($trading_days);
} # next $trading_days
for my $dex (0..60) {
$cumulative_deviation
+= (100 * abs($calculated_distances[$dex]
- $real_world_distances->[$dex])
/ $real_world_distances->[$dex]);
} # next $dex
$cost = $cumulative_deviation / 61;
return $cost;
};
return $cost_function;
} # end sub
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