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jacobdenobeljacobdenobel
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correct CMSA init
1 parent 47f0da5 commit f6c3fe7

7 files changed

Lines changed: 505 additions & 42 deletions

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‎include/settings.hpp‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -73,7 +73,7 @@ namespace parameters
7373
mu0 = lambda0 / 2;
7474
}
7575

76-
if (modules.ssa == StepSizeAdaptation::SA)
76+
if (modules.ssa == StepSizeAdaptation::SA || modules.matrix_adaptation == MatrixAdaptationType::CMSA)
7777
{
7878
mu0 = mu.value_or(lambda0 / 4);
7979
}

‎scripts/matrix/get_data.py‎

Lines changed: 27 additions & 12 deletions
Original file line numberDiff line numberDiff line change
@@ -5,17 +5,19 @@
55
import ioh
66
import pandas as pd
77

8-
from multiprocessing import Pool
8+
from multiprocessing import Pool, Process
99
import cma as pycma
1010

1111
from pprint import pprint
1212

1313
np.random.seed(12)
1414

15-
DIMS = 2, 3, 5, 10, 20, 40, 100
16-
FUNCTIONS = [1, 2, 6, 8, 9, 10, 11, 12, 13, 14]
15+
DIMS = 2, 3, 5, 10, 20, 40, #100
16+
FUNCTIONS = [3, 4, 5, 7] + list(range(15, 25)) #[1, 2, 6, 8, 9, 10, 11, 12, 13, 14]
1717
N_REPEATS = 100
1818
BUDGET = 100_000
19+
ROOT = "data"
20+
1921

2022
def run_modma(problem: ioh.ProblemType,
2123
x0: np.ndarray,
@@ -24,6 +26,7 @@ def run_modma(problem: ioh.ProblemType,
2426
):
2527
modules = modcma.parameters.Modules()
2628
modules.matrix_adaptation = matrix_adaptation
29+
modules.restart_strategy = modcma.options.RestartStrategy.STOP
2730

2831
settings = modcma.Settings(
2932
problem.meta_data.n_variables,
@@ -45,14 +48,17 @@ def run_modma(problem: ioh.ProblemType,
4548
logger_obj.update(cma.p.criteria.items)
4649
cma.step(problem)
4750

51+
if cma.p.criteria.any():
52+
logger_obj.update(cma.p.criteria.items)
53+
4854
cma.run(problem)
4955
stop = perf_counter()
5056
elapsed = stop - start
5157
return elapsed, cma.p.stats.t, problem.state.evaluations, cma.p.stats.n_updates
5258

5359

5460
class RestartCollector:
55-
def __init__(self, strategy = modcma.options.RestartStrategy.NONE):
61+
def __init__(self, strategy = modcma.options.RestartStrategy.STOP):
5662
modules = modcma.parameters.Modules()
5763
modules.restart_strategy = strategy
5864
settings = modcma.Settings(
@@ -77,7 +83,7 @@ def collect(name, option):
7783
logger = ioh.logger.Analyzer(
7884
folder_name=name,
7985
algorithm_name=name,
80-
root="data"
86+
root=ROOT
8187
)
8288
collector = RestartCollector()
8389
logger.add_run_attributes(collector, collector.names)
@@ -105,22 +111,29 @@ def run_pycma(problem: ioh.ProblemType, x0: np.ndarray):
105111
options['CMA_active'] = False
106112
options["verbose"] = -1
107113
options["CMA_diagonal"] = False
114+
options['conditioncov_alleviate'] = False
115+
options['ftarget'] = problem.optimum.y + 1e-8
116+
options['maxfevals'] = problem.meta_data.n_variables * BUDGET
108117

109118
cma = pycma.CMAEvolutionStrategy(x0, 2.0, options=options)
110119
settings = modcma.Settings(problem.meta_data.n_variables)
111120
assert settings.lambda0 == cma.sp.popsize
112121
start = perf_counter()
113122

114123
target = problem.optimum.y + 1e-8
115-
budget = problem.meta_data.n_variables * 100_000
124+
budget = problem.meta_data.n_variables * BUDGET
116125

117126
with warnings.catch_warnings():
118127
warnings.simplefilter("ignore")
119128
while problem.state.evaluations < budget:
120129
X, y = cma.ask_and_eval(problem)
121130
cma.tell(X, y)
131+
122132
if problem.state.current_best.y <= target:
123133
break
134+
if cma.stop():
135+
break
136+
124137

125138
stop = perf_counter()
126139
elapsed = stop - start
@@ -131,7 +144,7 @@ def collect_pycma():
131144
logger = ioh.logger.Analyzer(
132145
folder_name="pycma",
133146
algorithm_name="pycma",
134-
root="data"
147+
root=ROOT
135148
)
136149
for fid in FUNCTIONS:
137150
for d in DIMS:
@@ -146,8 +159,10 @@ def collect_pycma():
146159

147160

148161
if __name__ == "__main__":
149-
collect_modcma()
150-
collect_pycma()
151-
# problem = ioh.get_problem(fid, 1, d)
152-
# run_modma(problem, np.zeros(d), modcma.options.CMSA)
153-
# print(problem.state.evaluations, problem.state.current_best_internal.y)
162+
p1 = Process(target=collect_modcma)
163+
p2 = Process(target=collect_pycma)
164+
165+
p1.start()
166+
p2.start()
167+
p1.join()
168+
p2.join()

‎scripts/matrix/plots.ipynb‎

Lines changed: 169 additions & 26 deletions
Large diffs are not rendered by default.

‎scripts/matrix/test_timing_modules.py‎

Lines changed: 6 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -39,13 +39,15 @@ def run_pycma(problem: ioh.ProblemType, x0: np.ndarray, max_generations=1000):
3939
options = pycma.CMAOptions()
4040
options['CMA_active'] = False
4141
# options['maxfevals'] = n_evaluations
42-
options["verbose"] = -1
42+
options['conditioncov_alleviate'] = False
43+
options["verbose"] = 10
4344
options["CMA_diagonal"] = False
44-
# pprint(options)
45+
pprint(options)
4546

4647
cma = pycma.CMAEvolutionStrategy(x0, 2.0, options=options)
4748
settings = modcma.Settings(problem.meta_data.n_variables)
4849
assert settings.lambda0 == cma.sp.popsize
50+
np.random.seed(1)
4951
start = perf_counter()
5052
with warnings.catch_warnings():
5153
warnings.simplefilter("ignore")
@@ -95,4 +97,5 @@ def collect():
9597
print(stats[-1])
9698
stats = pd.DataFrame(stats, columns=["method", "dim", "time", "n_gen", "n_evals", "n_updates"])
9799
stats.to_csv("time_stats_pycma.csv")
98-
print(stats)
100+
print(stats)
101+

‎scripts/matrix/time_matrix_adaptation.png‎

159 KB
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‎scripts/matrix/time_stats_pycma.csv‎

Lines changed: 151 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,151 @@
1+
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2+
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