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/*=========================================================================
*
* Copyright Insight Software Consortium
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0.txt
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
*=========================================================================*/
#include "itkAmoebaOptimizer.h"
#include "vnl/vnl_vector_fixed.h"
#include "vnl/vnl_vector.h"
#include "vnl/vnl_matrix.h"
#include "itkMath.h"
#include <iostream>
/**
* The objective function is the quadratic form:
*
* 1/2 x^T A x - b^T x
*
* Where A is represented as an itkMatrix and
* b is represented as a itkVector
*
* The system in this example is:
*
* | 3 2 ||x| | 2| |0|
* | 2 6 ||y| + |-8| = |0|
*
*
* the solution is the vector | 2 -2 |
*
* and the expected final value of the function is 10.0
*
* \class amoebaTestF1
*/
class amoebaTestF1 : public itk::SingleValuedCostFunction
{
public:
typedef amoebaTestF1 Self;
typedef itk::SingleValuedCostFunction Superclass;
typedef itk::SmartPointer<Self> Pointer;
typedef itk::SmartPointer<const Self> ConstPointer;
itkNewMacro( Self );
itkTypeMacro( amoebaTestF1, SingleValuedCostFunction );
enum { SpaceDimension=2 };
typedef Superclass::ParametersType ParametersType;
typedef Superclass::DerivativeType DerivativeType;
typedef Superclass::MeasureType MeasureType;
typedef vnl_vector<double> VectorType;
typedef vnl_matrix<double> MatrixType;
amoebaTestF1():m_A(SpaceDimension,SpaceDimension),m_B(SpaceDimension)
{
m_A[0][0] = 3;
m_A[0][1] = 2;
m_A[1][0] = 2;
m_A[1][1] = 6;
m_B[0] = 2;
m_B[1] = -8;
m_Negate = false;
}
virtual double GetValue( const ParametersType & parameters ) const ITK_OVERRIDE
{
VectorType v( parameters.Size() );
for(unsigned int i=0; i<SpaceDimension; i++)
{
v[i] = parameters[i];
}
VectorType Av = m_A * v;
double val = ( inner_product<double>( Av , v ) )/2.0;
val -= inner_product< double >( m_B , v );
if( m_Negate )
{
val *= -1.0;
}
return val;
}
void GetDerivative( const ParametersType & parameters,
DerivativeType & derivative ) const ITK_OVERRIDE
{
VectorType v( parameters.Size() );
for(unsigned int i=0; i<SpaceDimension; i++)
{
v[i] = parameters[i];
}
std::cout << "GetDerivative( " << v << " ) = ";
VectorType gradient = m_A * v - m_B;
std::cout << gradient << std::endl;
derivative = DerivativeType(SpaceDimension);
for(unsigned int i=0; i<SpaceDimension; i++)
{
if( !m_Negate )
{
derivative[i] = gradient[i];
}
else
{
derivative[i] = -gradient[i];
}
}
}
virtual unsigned int GetNumberOfParameters(void) const ITK_OVERRIDE
{
return SpaceDimension;
}
// Used to switch between maximization and minimization.
void SetNegate(bool flag )
{
m_Negate = flag;
}
private:
MatrixType m_A;
VectorType m_B;
bool m_Negate;
};
/**
* Function we want to optimize, comprised of two parabolas with C0 continuity
* at 0:
* f(x) = if(x<0) x^2+4x; else 2x^2-8x
*
* Minima are at -2 and 2 with function values of -4 and -8 respectively.
*/
class amoebaTestF2 : public itk::SingleValuedCostFunction
{
public:
typedef amoebaTestF2 Self;
typedef itk::SingleValuedCostFunction Superclass;
typedef itk::SmartPointer<Self> Pointer;
typedef itk::SmartPointer<const Self> ConstPointer;
itkNewMacro( Self );
itkTypeMacro( amoebaTestF1, SingleValuedCostFunction );
typedef Superclass::ParametersType ParametersType;
typedef Superclass::MeasureType MeasureType;
amoebaTestF2()
{
}
virtual double GetValue( const ParametersType & parameters ) const ITK_OVERRIDE
{
double val;
if( parameters[0]<0 )
{
val = parameters[0]*parameters[0]+4*parameters[0];
}
else
{
val = 2*parameters[0]*parameters[0]-8*parameters[0];
}
return val;
}
void GetDerivative( const ParametersType & itkNotUsed(parameters),
DerivativeType & itkNotUsed(derivative) ) const ITK_OVERRIDE
{
throw itk::ExceptionObject( __FILE__, __LINE__,
"no derivative available" );
}
virtual unsigned int GetNumberOfParameters(void) const ITK_OVERRIDE
{
return 1;
}
};
class CommandIterationUpdateAmoeba : public itk::Command
{
public:
typedef CommandIterationUpdateAmoeba Self;
typedef itk::Command Superclass;
typedef itk::SmartPointer<Self> Pointer;
itkNewMacro( Self );
void Reset() { m_IterationNumber = 0; }
virtual void Execute(itk::Object *caller, const itk::EventObject & event) ITK_OVERRIDE
{
Execute( (const itk::Object *)caller, event);
}
virtual void Execute(const itk::Object * object, const itk::EventObject & event) ITK_OVERRIDE
{
const itk::AmoebaOptimizer *optimizer = static_cast< const itk::AmoebaOptimizer * >( object );
if( dynamic_cast< const itk::FunctionEvaluationIterationEvent * >( &event ) )
{
std::cout << m_IterationNumber++ << ": ";
std::cout << "x: "<< optimizer->GetCachedCurrentPosition() <<" ";
std::cout << "f(x): " << optimizer->GetCachedValue() <<std::endl;
}
}
protected:
CommandIterationUpdateAmoeba()
{
m_IterationNumber=0;
}
private:
unsigned long m_IterationNumber;
};
/**
* Test Amoeba with a 2D quadratic function - happy day scenario.
*/
int AmoebaTest1();
/**
* Test Amoeba and Amoeba with restarts on a function with two minima.
*/
int AmoebaTest2();
int itkAmoebaOptimizerTest(int, char* [] )
{
int result1 = AmoebaTest1();
int result2 = AmoebaTest2();
std::cout<< "All Tests Completed."<< std::endl;
if( result1 == EXIT_FAILURE ||
result2 == EXIT_FAILURE )
{
std::cerr<<"[FAILURE]\n";
return EXIT_FAILURE;
}
std::cout<<"[SUCCESS]\n";
return EXIT_SUCCESS;
}
int AmoebaTest1()
{
std::cout << "Amoeba Optimizer Test 1\n \n";
typedef itk::AmoebaOptimizer OptimizerType;
// Declaration of a itkOptimizer
OptimizerType::Pointer itkOptimizer = OptimizerType::New();
// set optimizer parameters
itkOptimizer->SetMaximumNumberOfIterations( 10 );
double xTolerance = 0.01;
itkOptimizer->SetParametersConvergenceTolerance( xTolerance );
double fTolerance = 0.001;
itkOptimizer->SetFunctionConvergenceTolerance( fTolerance );
amoebaTestF1::Pointer costFunction = amoebaTestF1::New();
itkOptimizer->SetCostFunction( costFunction.GetPointer() );
std::cout << "itkOptimizer->GetCostFunction(): " << itkOptimizer->GetCostFunction() << std::endl;
OptimizerType::ParametersType initialValue(2); // constructor requires vector size
initialValue[0] = 100; // We start not far from | 2 -2 |
initialValue[1] = -100;
OptimizerType::ParametersType currentValue(2);
currentValue = initialValue;
itkOptimizer->SetInitialPosition( currentValue );
try
{
std::cout << "Run for " << itkOptimizer->GetMaximumNumberOfIterations();
std::cout << " iterations or less." << std::endl;
itkOptimizer->StartOptimization();
itkOptimizer->SetMaximumNumberOfIterations( 100 );
std::cout << "Continue for " << itkOptimizer->GetMaximumNumberOfIterations();
std::cout << " iterations or less." << std::endl;
itkOptimizer->SetInitialPosition( itkOptimizer->GetCurrentPosition() );
itkOptimizer->StartOptimization();
}
catch( itk::ExceptionObject & e )
{
std::cerr << "Exception thrown ! " << std::endl;
std::cerr << "An error occurred during Optimization" << std::endl;
std::cerr << "Location = " << e.GetLocation() << std::endl;
std::cerr << "Description = " << e.GetDescription() << std::endl;
std::cerr <<"[TEST 1 FAILURE]\n";
return EXIT_FAILURE;
}
std::cout << "Optimizer: " << itkOptimizer;
//
// check results to see if it is within range
//
OptimizerType::ParametersType finalPosition;
finalPosition = itkOptimizer->GetCurrentPosition();
double trueParameters[2] = { 2, -2 };
bool pass = true;
std::cout << "Right answer = " << trueParameters[0] << " , " << trueParameters[1] << std::endl;
std::cout << "Final position = " << finalPosition << std::endl;
for( unsigned int j = 0; j < 2; j++ )
{
if( itk::Math::abs( finalPosition[j] - trueParameters[j] ) > xTolerance )
pass = false;
}
if( !pass )
{
std::cerr<<"[TEST 1 FAILURE]\n";
return EXIT_FAILURE;
}
// Get the final value of the optimizer
std::cout << "Testing optimizers GetValue() : ";
OptimizerType::MeasureType finalValue = itkOptimizer->GetValue();
if(std::fabs(finalValue+9.99998)>0.01)
{
std::cerr << "failed\n";
std::cerr<<"[TEST 1 FAILURE]\n";
return EXIT_FAILURE;
}
else
{
std::cout << "succeeded\n";
}
// Set now the function to maximize
//
{ // add a block-scope to have local variables
std::cout << "Testing Maximization " << std::endl;
currentValue = initialValue;
itkOptimizer->SetInitialPosition( currentValue );
CommandIterationUpdateAmoeba::Pointer observer =
CommandIterationUpdateAmoeba::New();
itkOptimizer->AddObserver( itk::FunctionEvaluationIterationEvent(), observer );
try
{
// These two following statement should compensate each other
// and allow us to get to the same result as the test above.
costFunction->SetNegate(true);
itkOptimizer->MaximizeOn();
std::cout << "Run for " << itkOptimizer->GetMaximumNumberOfIterations();
std::cout << " iterations or less." << std::endl;
itkOptimizer->StartOptimization();
itkOptimizer->SetMaximumNumberOfIterations( 100 );
itkOptimizer->SetInitialPosition( itkOptimizer->GetCurrentPosition() );
std::cout << "Continue for " << itkOptimizer->GetMaximumNumberOfIterations();
std::cout << " iterations or less, starting from previous position.";
std::cout << std::endl;
itkOptimizer->StartOptimization();
}
catch( itk::ExceptionObject & e )
{
std::cerr << "Exception thrown ! " << std::endl;
std::cerr << "An error occurred during Optimization" << std::endl;
std::cerr << "Location = " << e.GetLocation() << std::endl;
std::cerr << "Description = " << e.GetDescription() << std::endl;
std::cerr <<"[TEST 1 FAILURE]\n";
return EXIT_FAILURE;
}
finalPosition = itkOptimizer->GetCurrentPosition();
std::cout << "Right answer = " << trueParameters[0] << " , " << trueParameters[1] << std::endl;
std::cout << "Final position = " << finalPosition << std::endl;
for( unsigned int j = 0; j < 2; j++ )
{
if( itk::Math::abs( finalPosition[j] - trueParameters[j] ) > xTolerance )
pass = false;
}
if( !pass )
{
std::cerr<<"[TEST 1 FAILURE]\n";
return EXIT_FAILURE;
}
// Get the final value of the optimizer
std::cout << "Testing optimizer's GetValue() [invokes additional function evaluation]: ";
finalValue = itkOptimizer->GetValue();
if(std::fabs(finalValue+9.99998)>0.01)
{
std::cerr << "failed\n";
std::cerr <<"[TEST 1 FAILURE]\n";
return EXIT_FAILURE;
}
else
{
std::cout << "succeeded\n";
}
}
std::cout<<"[TEST 1 SUCCESS]\n";
return EXIT_SUCCESS;
}
int AmoebaTest2()
{
std::cout << "Amoeba Optimizer Test 2\n \n";
typedef itk::AmoebaOptimizer OptimizerType;
OptimizerType::Pointer itkOptimizer = OptimizerType::New();
// set optimizer parameters
unsigned int maxIterations = 100;
itkOptimizer->SetMaximumNumberOfIterations( maxIterations );
double xTolerance = 0.01;
itkOptimizer->SetParametersConvergenceTolerance( xTolerance );
double fTolerance = 0.001;
itkOptimizer->SetFunctionConvergenceTolerance( fTolerance );
//the initial simplex is constructed as:
//x,
//x_i = [x[0], ... , x[i]+initialSimplexDelta[i], ... , x[n]]
//
OptimizerType::ParametersType initialSimplexDelta( 1 );
initialSimplexDelta[0] = 10;
itkOptimizer->SetInitialSimplexDelta( initialSimplexDelta );
OptimizerType::ParametersType initialParameters( 1 ), finalParameters;
//starting position
initialParameters[0] = -100;
itkOptimizer->SetInitialPosition( initialParameters );
//the function we want to optimize
amoebaTestF2::Pointer costFunction = amoebaTestF2::New();
itkOptimizer->SetCostFunction( costFunction.GetPointer() );
//observe the iterations
CommandIterationUpdateAmoeba::Pointer observer =
CommandIterationUpdateAmoeba::New();
itkOptimizer->AddObserver( itk::IterationEvent(), observer );
try
{
itkOptimizer->StartOptimization();
}
catch( itk::ExceptionObject & e )
{
std::cerr << "Exception thrown ! " << std::endl;
std::cerr << "An error occurred during Optimization" << std::endl;
std::cerr << "Location = " << e.GetLocation() << std::endl;
std::cerr << "Description = " << e.GetDescription() << std::endl;
std::cerr <<"[TEST 2 FAILURE]\n";
return EXIT_FAILURE;
}
//we should have converged to the local minimum, -2
finalParameters = itkOptimizer->GetCurrentPosition();
double knownParameters = -2.0;
std::cout<<"Standard Amoeba:\n";
std::cout << "Known parameters = " << knownParameters<<" ";
std::cout << "Estimated parameters = " << finalParameters << std::endl;
std::cout<< "Converged to local minimum." << std::endl;
if( fabs( finalParameters[0] - knownParameters ) > xTolerance )
{
std::cerr<<"[TEST 2 FAILURE]\n";
return EXIT_FAILURE;
}
//run again using multiple restarts
observer->Reset();
itkOptimizer->SetInitialPosition( initialParameters );
itkOptimizer->OptimizeWithRestartsOn();
try
{
itkOptimizer->StartOptimization();
}
catch( itk::ExceptionObject & e )
{
std::cerr << "Exception thrown ! " << std::endl;
std::cerr << "An error occurred during Optimization" << std::endl;
std::cerr << "Location = " << e.GetLocation() << std::endl;
std::cerr << "Description = " << e.GetDescription() << std::endl;
std::cerr <<"[TEST 2 FAILURE]\n";
return EXIT_FAILURE;
}
//we should have converged to the global minimum, 2
finalParameters = itkOptimizer->GetCurrentPosition();
knownParameters = 2.0;
std::cout<<"Amoeba with restarts:\n";
std::cout << "Known parameters = " << knownParameters<<" ";
std::cout << "Estimated parameters = " << finalParameters << std::endl;
std::cout<< "Converged to global minimum." << std::endl;
if( fabs( finalParameters[0] - knownParameters ) > xTolerance )
{
std::cerr <<"[TEST 2 FAILURE]\n";
return EXIT_FAILURE;
}
std::cout<<"[TEST 1 SUCCESS]\n";
return EXIT_SUCCESS;
}
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