CMAOptimizer.h

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#ifndef CMA_OPTIMIZER_H
#define CMA_OPTIMIZER_H


#include <ReClaM/Optimizer.h>
#include <EALib/CMA.h>
#include <EALib/ElitistCMA.h>
#include <EALib/UncertaintyQuantification.h>


class CMAOptimizer : public Optimizer
{
public:
    enum eMode
    {
        modeRankMuUpdate = 1,
        modeRankOneUpdate = 2,
        modeOnePlusOne = 4,
    };


    CMAOptimizer(int verbosity = 0);

    ~CMAOptimizer();


    void init(Model& model);

    void init(Model& model, double sigma, eMode mode = modeRankMuUpdate, bool best = true, int lambda = 0, int mu = 0);

    void init(Model& model, const Array<double>& sigma, eMode mode = modeRankMuUpdate, bool best = true, int lambda = 0, int mu = 0);

    void initUncertainty(Model& model, double sigma = 0.01, unsigned int maxEvals = 1000, double alpha = 1.5, double theta = 0.1, eMode mode = modeRankMuUpdate, int lambda = 0, int mu = 0);

    void initUncertainty(Model& model, const Array<double>& sigma, unsigned int maxEvals = 1000, double alpha = 1.5, double theta = 0.1, eMode mode = modeRankMuUpdate, int lambda = 0, int mu = 0);

    double optimize(Model& model, ErrorFunction& errorfunction, const Array<double>& input, const Array<double>& target);

    int getLambda();

protected:
    class ModelFitness : public NoisyFitnessFunction
    {
    public:
        void Set(Model& model, ErrorFunction& errorfunction, const Array<double>& input, const Array<double>& target);
        double fitness(const std::vector<double>& v);

    protected:
        Model* m;
        ErrorFunction* e;
        const Array<double>* i;
        const Array<double>* t;
    };
    ModelFitness objective;

    void Ind2Model(Individual& ind, Model& model);

    bool bFirstIteration;

    CMA cma;

    ElitistCMA ecma;

    Population* parents;

    Population* offspring;

    eMode cmaMode;

    bool returnBestIndividual;

    double bestFitness;

    Array<double> bestParameters;

    int verbosity;

    bool uncertaintyHandling;

    unsigned int maxEvals;

    double alpha;

    double theta;
};


#endif