// @(#)root/tmva $Id$ /********************************************************************************** * Project : TMVA - a Root-integrated toolkit for multivariate data analysis * * Package : TMVA * * Exectuable: TMVAGAexample * * * * This exectutable gives an example of a very simple use of the genetic algorithm* * of TMVA * * * **********************************************************************************/ #include // Stream declarations #include #include "TMVA/GeneticAlgorithm.h" #include "TMVA/GeneticFitter.h" #include "TMVA/IFitterTarget.h" using namespace std; namespace TMVA { class MyFitness : public IFitterTarget { public: MyFitness() : IFitterTarget() { } // the fitness-function goes here // the factors are optimized such that the return-value of this function is minimized // take care!! the fitness-function must never fail, .. means: you have to prevent // the function from reaching undefined values (such as x=0 for 1/x or so) // // HINT: to use INTEGER variables, it is sufficient to cast the "factor" in the fitness-function // to (int). In this case the variable-range has to be chosen +1 ( to get 0..5, take Interval(0,6) ) // since the introduction of "Interval" ranges can be defined with a third parameter // which gives the number of bins within the interval. With that technique discrete values // can be achieved easier. The random selection out of this discrete numbers is completly uniform. // Double_t EstimatorFunction( std::vector & factors ){ //return (10.- (int)factors.at(0) *factors.at(1) + (int)factors.at(2)); return (10.- factors.at(0) *factors.at(1) + factors.at(2)); //return 100.- (10 + factors.at(1)) *factors.at(2)* TMath::Abs( TMath::Sin(factors.at(0)) ); } }; class MyGA2nd : public GeneticAlgorithm { public: MyGA2nd( IFitterTarget& target, Int_t size, vector& ranges ) : GeneticAlgorithm(target, size, ranges ){ } // this method has to be activated if one wants to change the behaviour of the evolution // works only with the head version //void Evolution(){ // fSexual = true; // if (fSexual) { // fPopulation.MakeCopies( 5 ); // fPopulation.MakeChildren(); // fPopulation.NextGeneration(); // fPopulation.Mutate( 10, 3, kTRUE, fSpread, fMirror ); // fPopulation.Mutate( 40, fPopulation.GetPopulationSize()*3/4 ); // } else { // fPopulation.MakeCopies( 3 ); // fPopulation.MakeMutants(100,true, 0.1, true); // fPopulation.NextGeneration(); // } // } }; void exampleGA2nd(){ std::cout << "\n2nd EXAMPLE" << std::endl; // define all the parameters by their minimum and maximum value // in this example 3 parameters are defined. vector ranges; ranges.push_back( new Interval(0,15,30) ); ranges.push_back( new Interval(0,13) ); ranges.push_back( new Interval(0,5,3) ); for( std::vector::iterator it = ranges.begin(); it != ranges.end(); it++ ){ std::cout << " range: " << (*it)->GetMin() << " " << (*it)->GetMax() << std::endl; } IFitterTarget* myFitness = new MyFitness(); // prepare the genetic algorithm with an initial population size of 20 // mind: big population sizes will help in searching the domain space of the solution // but you have to weight this out to the number of generations // the extreme case of 1 generation and populationsize n is equal to // a Monte Carlo calculation with n tries MyGA2nd mg( *myFitness, 100, ranges ); // mg.SetParameters( 4, 30, 200, 10,5, 0.95, 0.001 ); #define CONVSTEPS 20 #define CONVCRIT 0.0001 #define SCSTEPS 10 #define SCRATE 5 #define SCFACTOR 0.95 do { // prepares the new generation and does evolution mg.Init(); // assess the quality of the individuals mg.CalculateFitness(); mg.GetGeneticPopulation().Print(0); // std::cout << "---" << std::endl; // reduce the population size to the initially defined one mg.GetGeneticPopulation().TrimPopulation(); // tricky thing: control the speed of how fast the "solution space" is searched through // this function basically influences the sigma of a gaussian around the actual value // of the parameter where the new value will be randomly thrown. // when the number of improvements within the last SCSTEPS // A) smaller than SCRATE: divide the preset sigma by SCFACTOR // B) equal to SCRATE: do nothing // C) greater than SCRATE: multiply the preset sigma by SCFACTOR // if you don't know what to do, leave it unchanged or even delete this function call mg.SpreadControl( SCSTEPS, SCRATE, SCFACTOR ); } while (!mg.HasConverged( CONVSTEPS, CONVCRIT )); // converged if: fitness-improvement < CONVCRIT within the last CONVSTEPS loops GeneticGenes* genes = mg.GetGeneticPopulation().GetGenes( 0 ); std::vector gvec; gvec = genes->GetFactors(); int n = 0; for( std::vector::iterator it = gvec.begin(); it