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/*=========================================================================
*
* Copyright NumFOCUS
*
* 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
*
* https://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 <iostream>
#include "itkParticleSwarmOptimizer.h"
#include "itkParticleSwarmOptimizerTestFunctions.h"
#include "itkMersenneTwisterRandomVariateGenerator.h"
using OptimizerType = itk::ParticleSwarmOptimizer;
static OptimizerType::RandomVariateGeneratorType::IntegerType seedOffset = 0;
/**
* Test using a 1D function with two minima, two parabolas. Check that the
* optimizer converges to the global minimum if it is initialized inside the
* domain of either parabolas (runs the optimizer once with initial guess in
* each of the domains).
*/
int
PSOTest1();
/**
* Test using a 2D quadratic function (single minimum), check that converges
* correctly.
*/
int
PSOTest2();
/**
* Test using the 2D Rosenbrock function.
*/
int
PSOTest3();
bool verboseFlag = false;
/**
* The particle swarm optimizer is a stochastic algorithm. Consequentially, we run
* the same test multiple times and deem it a success if the number of successful
* runs is above a threshold.
*/
int
itkParticleSwarmOptimizerTest(int argc, char * argv[])
{
if (argc > 1)
{
verboseFlag = std::stoi(argv[1]) ? true : false;
}
unsigned int i, allIterations = 10;
double threshold = 0.8;
unsigned int success1, success2, success3;
std::cout << "Particle Swarm Optimizer Test \n \n";
success1 = success2 = success3 = 0;
for (i = 0; i < allIterations; ++i)
{
if (EXIT_SUCCESS == PSOTest1())
{
success1++;
}
if (EXIT_SUCCESS == PSOTest2())
{
success2++;
}
if (EXIT_SUCCESS == PSOTest3())
{
success3++;
}
}
std::cout << "All Tests Completed." << std::endl;
if (static_cast<double>(success1) / static_cast<double>(allIterations) <= threshold ||
static_cast<double>(success2) / static_cast<double>(allIterations) <= threshold ||
static_cast<double>(success3) / static_cast<double>(allIterations) <= threshold)
{
std::cout << "[FAILURE]\n";
return EXIT_FAILURE;
}
std::cout << "[SUCCESS]" << std::endl;
return EXIT_SUCCESS;
}
int
PSOTest1()
{
std::cout << "Particle Swarm Optimizer Test 1 [f(x) = if(x<0) x^2+4x; else 2x^2-8x]\n";
std::cout << "-------------------------------\n";
double knownParameters = 2.0;
// the function we want to optimize
itk::ParticleSwarmTestF1::Pointer costFunction = itk::ParticleSwarmTestF1::New();
auto itkOptimizer = OptimizerType::New();
itkOptimizer->UseSeedOn();
itkOptimizer->SetSeed(8775070 + seedOffset++);
// set optimizer parameters
OptimizerType::ParameterBoundsType bounds;
bounds.push_back(std::make_pair(-10, 10));
unsigned int numberOfParticles = 10;
unsigned int maxIterations = 100;
double xTolerance = 0.1;
double fTolerance = 0.001;
OptimizerType::ParametersType initialParameters(1), finalParameters;
itkOptimizer->SetParameterBounds(bounds);
itkOptimizer->SetNumberOfParticles(numberOfParticles);
itkOptimizer->SetMaximalNumberOfIterations(maxIterations);
itkOptimizer->SetParametersConvergenceTolerance(xTolerance, costFunction->GetNumberOfParameters());
itkOptimizer->SetFunctionConvergenceTolerance(fTolerance);
itkOptimizer->SetCostFunction(costFunction);
// observe the iterations
itk::CommandIterationUpdateParticleSwarm::Pointer observer = itk::CommandIterationUpdateParticleSwarm::New();
if (verboseFlag)
{
itkOptimizer->AddObserver(itk::IterationEvent(), observer);
itkOptimizer->AddObserver(itk::StartEvent(), observer);
}
try
{
initialParameters[0] = -9;
itkOptimizer->SetInitialPosition(initialParameters);
itkOptimizer->StartOptimization();
finalParameters = itkOptimizer->GetCurrentPosition();
// check why we stopped and see if the optimization succeeded
std::cout << "Reason for stopping optimization:\n";
std::cout << '\t' << itkOptimizer->GetStopConditionDescription() << '\n';
finalParameters = itkOptimizer->GetCurrentPosition();
std::cout << "Known parameters = " << knownParameters << " ";
std::cout << "Estimated parameters = " << finalParameters << std::endl;
if (itk::Math::abs(finalParameters[0] - knownParameters) > xTolerance)
{
std::cout << "[Test 1 FAILURE]" << std::endl;
return EXIT_FAILURE;
}
// run optimization again with a different initial value
initialParameters[0] = 9;
itkOptimizer->SetInitialPosition(initialParameters);
if (verboseFlag)
{
observer->Reset();
}
itkOptimizer->ClearSwarm();
itkOptimizer->StartOptimization();
finalParameters = itkOptimizer->GetCurrentPosition();
// check why we stopped and see if the optimization succeeded
std::cout << "Reason for stopping optimization:\n";
std::cout << '\t' << itkOptimizer->GetStopConditionDescription() << '\n';
finalParameters = itkOptimizer->GetCurrentPosition();
std::cout << "Known parameters = " << knownParameters << " ";
std::cout << "Estimated parameters = " << finalParameters << std::endl;
if (itk::Math::abs(finalParameters[0] - knownParameters) > xTolerance)
{
std::cout << "[Test 1 FAILURE]" << std::endl;
return EXIT_FAILURE;
}
}
catch (const itk::ExceptionObject & e)
{
std::cout << "[Test 1 FAILURE]" << std::endl;
std::cout << "Exception thrown ! " << std::endl;
std::cout << "An error occurred during Optimization" << std::endl;
std::cout << "Location = " << e.GetLocation() << std::endl;
std::cout << "Description = " << e.GetDescription() << std::endl;
return EXIT_FAILURE;
}
std::cout << "[Test 1 SUCCESS]" << std::endl;
return EXIT_SUCCESS;
}
int
PSOTest2()
{
std::cout << "Particle Swarm Optimizer Test 2 [f(x) = 1/2 x^T A x - b^T x]\n";
std::cout << "----------------------------------\n";
itk::Array<double> knownParameters(2);
knownParameters[0] = 2.0;
knownParameters[1] = -2.0;
// the function we want to optimize
itk::ParticleSwarmTestF2::Pointer costFunction = itk::ParticleSwarmTestF2::New();
auto itkOptimizer = OptimizerType::New();
itkOptimizer->UseSeedOn();
itkOptimizer->SetSeed(8775070 + seedOffset++);
// set optimizer parameters
OptimizerType::ParameterBoundsType bounds;
bounds.push_back(std::make_pair(-10, 10));
bounds.push_back(std::make_pair(-10, 10));
unsigned int numberOfParticles = 10;
unsigned int maxIterations = 100;
double xTolerance = 0.1;
double fTolerance = 0.001;
OptimizerType::ParametersType initialParameters(2), finalParameters;
itkOptimizer->SetParameterBounds(bounds);
itkOptimizer->SetNumberOfParticles(numberOfParticles);
itkOptimizer->SetMaximalNumberOfIterations(maxIterations);
itkOptimizer->SetParametersConvergenceTolerance(xTolerance, costFunction->GetNumberOfParameters());
itkOptimizer->SetFunctionConvergenceTolerance(fTolerance);
itkOptimizer->SetCostFunction(costFunction);
// observe the iterations
itk::CommandIterationUpdateParticleSwarm::Pointer observer = itk::CommandIterationUpdateParticleSwarm::New();
if (verboseFlag)
{
itkOptimizer->AddObserver(itk::IterationEvent(), observer);
}
try
{
initialParameters[0] = 9;
initialParameters[1] = -9;
itkOptimizer->SetInitialPosition(initialParameters);
itkOptimizer->StartOptimization();
finalParameters = itkOptimizer->GetCurrentPosition();
// check why we stopped and see if the optimization succeeded
std::cout << "Reason for stopping optimization:\n";
std::cout << '\t' << itkOptimizer->GetStopConditionDescription() << '\n';
finalParameters = itkOptimizer->GetCurrentPosition();
std::cout << "Known parameters = " << knownParameters << " ";
std::cout << "Estimated parameters = " << finalParameters << std::endl;
if (itk::Math::abs(finalParameters[0] - knownParameters[0]) > xTolerance ||
itk::Math::abs(finalParameters[1] - knownParameters[1]) > xTolerance)
{
std::cout << "[Test 2 FAILURE]" << std::endl;
return EXIT_FAILURE;
}
}
catch (const itk::ExceptionObject & e)
{
std::cout << "[Test 2 FAILURE]" << std::endl;
std::cout << "Exception thrown ! " << std::endl;
std::cout << "An error occurred during Optimization" << std::endl;
std::cout << "Location = " << e.GetLocation() << std::endl;
std::cout << "Description = " << e.GetDescription() << std::endl;
return EXIT_FAILURE;
}
std::cout << "[Test 2 SUCCESS]" << std::endl;
return EXIT_SUCCESS;
}
int
PSOTest3()
{
std::cout << "Particle Swarm Optimizer Test 3 [f(x,y) = (1-x)^2 + 100(y-x^2)^2]\n";
std::cout << "----------------------------------\n";
const double tolerance = 1e-16;
itk::Array<double> knownParameters(2);
knownParameters[0] = 1.0;
knownParameters[1] = 1.0;
// the function we want to optimize
itk::ParticleSwarmTestF3::Pointer costFunction = itk::ParticleSwarmTestF3::New();
auto itkOptimizer = OptimizerType::New();
itkOptimizer->UseSeedOn();
itkOptimizer->SetSeed(8775070 + seedOffset++);
// set optimizer parameters
OptimizerType::ParameterBoundsType bounds;
bounds.push_back(std::make_pair(-100, 100));
bounds.push_back(std::make_pair(-100, 100));
unsigned int numberOfParticles = 100;
unsigned int maxIterations = 200;
double xTolerance = 0.1;
double fTolerance = 0.01;
OptimizerType::ParametersType initialParameters(2);
OptimizerType::ParametersType finalParameters;
// Exercise Get/Set methods
itkOptimizer->PrintSwarmOn();
itkOptimizer->SetParameterBounds(bounds);
itkOptimizer->SetNumberOfParticles(numberOfParticles);
if (numberOfParticles != itkOptimizer->GetNumberOfParticles())
{
std::cerr << "Error in Set/Get methods for NumberOfParticles";
return EXIT_FAILURE;
}
itkOptimizer->SetMaximalNumberOfIterations(maxIterations);
if (maxIterations != itkOptimizer->GetMaximalNumberOfIterations())
{
std::cerr << "Error in Set/Get methods for maxIterations";
return EXIT_FAILURE;
}
unsigned int numberOfGenerationsWithMinimalImprovement = 1;
itkOptimizer->SetNumberOfGenerationsWithMinimalImprovement(numberOfGenerationsWithMinimalImprovement);
if (itkOptimizer->GetNumberOfGenerationsWithMinimalImprovement() != numberOfGenerationsWithMinimalImprovement)
{
std::cerr << "Error in Set/Get methods for number of generations allowed with minimal improvement ";
return EXIT_FAILURE;
}
itkOptimizer->SetParametersConvergenceTolerance(xTolerance, costFunction->GetNumberOfParameters());
itkOptimizer->SetFunctionConvergenceTolerance(fTolerance);
if (itk::Math::abs(itkOptimizer->GetFunctionConvergenceTolerance() - fTolerance) > tolerance)
{
std::cerr << "Error in Set/Get method for FunctionConvergenceTolerance";
return EXIT_FAILURE;
}
itkOptimizer->SetCostFunction(costFunction);
double percentageParticlesConverged = 0.6;
itkOptimizer->SetPercentageParticlesConverged(percentageParticlesConverged);
if (itk::Math::abs(itkOptimizer->GetPercentageParticlesConverged() - percentageParticlesConverged) > tolerance)
{
std::cerr << "Error in Set/Get methods for percentage particles converged parameter";
return EXIT_FAILURE;
}
double inertiaCoefficient = 0.7298;
itkOptimizer->SetInertiaCoefficient(inertiaCoefficient);
if (itk::Math::abs(itkOptimizer->GetInertiaCoefficient() - inertiaCoefficient))
{
std::cerr << "Error in Set/Get method for inertia coefficient parameter";
return EXIT_FAILURE;
}
double personalCoefficient = 1.496;
itkOptimizer->SetPersonalCoefficient(personalCoefficient);
if (itk::Math::abs(itkOptimizer->GetPersonalCoefficient() - personalCoefficient))
{
std::cerr << "Error in Set/Get method for personal coefficient parameter";
return EXIT_FAILURE;
}
double gobalCoefficient = 1.496;
itkOptimizer->SetGlobalCoefficient(gobalCoefficient);
if (itk::Math::abs(itkOptimizer->GetGlobalCoefficient() - gobalCoefficient))
{
std::cerr << "Error in Set/Get method for global coefficient parameter";
return EXIT_FAILURE;
}
// Exercise the print self method
itkOptimizer->Print(std::cout);
// observe the iterations
itk::CommandIterationUpdateParticleSwarm::Pointer observer = itk::CommandIterationUpdateParticleSwarm::New();
if (verboseFlag)
{
itkOptimizer->AddObserver(itk::IterationEvent(), observer);
itkOptimizer->AddObserver(itk::StartEvent(), observer);
}
try
{
initialParameters[0] = 50;
initialParameters[1] = 50;
itkOptimizer->SetInitialPosition(initialParameters);
itkOptimizer->StartOptimization();
// check why we stopped and see if the optimization succeeded
std::cout << "Reason for stopping optimization:\n";
std::cout << '\t' << itkOptimizer->GetStopConditionDescription() << '\n';
finalParameters = itkOptimizer->GetCurrentPosition();
std::cout << "Known parameters = " << knownParameters << " ";
std::cout << "Estimated parameters = " << finalParameters << std::endl;
if (itk::Math::abs(finalParameters[0] - knownParameters[0]) > xTolerance ||
itk::Math::abs(finalParameters[1] - knownParameters[1]) > xTolerance)
{
std::cout << "[Test 3 FAILURE]" << std::endl;
return EXIT_FAILURE;
}
// initial position near known minimum (1,1) - for PSO this
// makes no difference when the initial swarm is generated using
// a uniform distribution
initialParameters[0] = 10;
initialParameters[1] = 10;
itkOptimizer->SetInitialPosition(initialParameters);
// reset the iteration count done by the observer
if (verboseFlag)
{
observer->Reset();
}
itkOptimizer->ClearSwarm();
itkOptimizer->StartOptimization();
// check why we stopped and see if the optimization succeeded
std::cout << "Reason for stopping optimization:\n";
std::cout << '\t' << itkOptimizer->GetStopConditionDescription() << '\n';
finalParameters = itkOptimizer->GetCurrentPosition();
std::cout << "Known parameters = " << knownParameters << " ";
std::cout << "Estimated parameters = " << finalParameters << std::endl;
if (itk::Math::abs(finalParameters[0] - knownParameters[0]) > xTolerance ||
itk::Math::abs(finalParameters[1] - knownParameters[1]) > xTolerance)
{
std::cout << "[Test 3 FAILURE]" << std::endl;
return EXIT_FAILURE;
}
// initial position near known minimum (1,1) - potentially reduce
// the number of iterations by initializing particles using a normal
// distribution centered on initial parameter values
initialParameters[0] = 10;
initialParameters[1] = 10;
itkOptimizer->SetInitialPosition(initialParameters);
itkOptimizer->InitializeNormalDistributionOn();
if (!itkOptimizer->GetInitializeNormalDistribution())
{
std::cerr << " Error in Set/Get methods for initialize normal distribution ";
return EXIT_FAILURE;
}
// reset the iteration count done by the observer
if (verboseFlag)
{
observer->Reset();
}
itkOptimizer->ClearSwarm();
itkOptimizer->StartOptimization();
// check why we stopped and see if the optimization succeeded
std::cout << "Reason for stopping optimization:\n";
std::cout << '\t' << itkOptimizer->GetStopConditionDescription() << '\n';
finalParameters = itkOptimizer->GetCurrentPosition();
std::cout << "Known parameters = " << knownParameters << " ";
std::cout << "Estimated parameters = " << finalParameters << std::endl;
if (itk::Math::abs(finalParameters[0] - knownParameters[0]) > xTolerance ||
itk::Math::abs(finalParameters[1] - knownParameters[1]) > xTolerance)
{
std::cout << "[Test 3 FAILURE]" << std::endl;
return EXIT_FAILURE;
}
}
catch (const itk::ExceptionObject & e)
{
std::cout << "[Test 3 FAILURE]" << std::endl;
std::cout << "Exception thrown ! " << std::endl;
std::cout << "An error occurred during Optimization" << std::endl;
std::cout << "Location = " << e.GetLocation() << std::endl;
std::cout << "Description = " << e.GetDescription() << std::endl;
return EXIT_FAILURE;
}
std::cout << "[Test 3 SUCCESS]" << std::endl;
return EXIT_SUCCESS;
}
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