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"""
Usage:
python3 tools/ws_cmaes_visualizer.py OPTIONS
Optional arguments:
-h, --help show this help message and exit
--function {quadratic,himmelblau,rosenbrock,six-hump-camel,sphere,rot-ellipsoid}
--seed SEED
--alpha ALPHA
--gamma GAMMA
--frames FRAMES
--interval INTERVAL
--pop-per-frame POP_PER_FRAME
Example:
python3 ws_cmaes_visualizer.py --function rot-ellipsoid
"""
import argparse
import math
import numpy as np
from scipy import stats
from matplotlib.colors import LinearSegmentedColormap
import matplotlib.pyplot as plt
import matplotlib.animation as animation
from pylab import rcParams
from cmaes import get_warm_start_mgd
parser = argparse.ArgumentParser()
parser.add_argument(
"--function",
choices=[
"quadratic",
"himmelblau",
"rosenbrock",
"six-hump-camel",
"sphere",
"rot-ellipsoid",
],
)
parser.add_argument(
"--seed",
type=int,
default=1,
)
parser.add_argument(
"--alpha",
type=float,
default=0.1,
)
parser.add_argument(
"--gamma",
type=float,
default=0.1,
)
parser.add_argument(
"--frames",
type=int,
default=100,
)
parser.add_argument(
"--interval",
type=int,
default=20,
)
parser.add_argument(
"--pop-per-frame",
type=int,
default=10,
)
args = parser.parse_args()
rcParams["figure.figsize"] = 10, 5
fig, (ax1, ax2) = plt.subplots(1, 2)
color_dict = {
"red": ((0.0, 0.0, 0.0), (1.0, 1.0, 1.0)),
"green": ((0.0, 0.0, 0.0), (1.0, 1.0, 1.0)),
"blue": ((0.0, 1.0, 1.0), (1.0, 1.0, 1.0)),
"yellow": ((1.0, 1.0, 1.0), (1.0, 1.0, 1.0)),
}
bw = LinearSegmentedColormap("BlueWhile", color_dict)
def himmelbleu(x1, x2):
return (x1**2 + x2 - 11.0) ** 2 + (x1 + x2**2 - 7.0) ** 2
def himmelbleu_contour(x1, x2):
return np.log(himmelbleu(x1, x2) + 1)
def quadratic(x1, x2):
return (x1 - 3) ** 2 + (10 * (x2 + 2)) ** 2
def quadratic_contour(x1, x2):
return np.log(quadratic(x1, x2) + 1)
def rosenbrock(x1, x2):
return 100 * (x2 - x1**2) ** 2 + (x1 - 1) ** 2
def rosenbrock_contour(x1, x2):
return np.log(rosenbrock(x1, x2) + 1)
def six_hump_camel(x1, x2):
return (
(4 - 2.1 * (x1**2) + (x1**4) / 3) * (x1**2)
+ x1 * x2
+ (-4 + 4 * x2**2) * (x2**2)
)
def six_hump_camel_contour(x1, x2):
return np.log(six_hump_camel(x1, x2) + 1.0316)
def sphere(x1, x2):
offset = 0.6
return (x1 - offset) ** 2 + (x2 - offset) ** 2
def sphere_contour(x1, x2):
return np.log(sphere(x1, x2) + 1)
def ellipsoid(x1, x2):
offset = 0.6
scale = 5**2
return (x1 - offset) ** 2 + scale * (x2 - offset) ** 2
def rot_ellipsoid(x1, x2):
rot_x1 = math.sqrt(3.0) / 2.0 * x1 + 1.0 / 2.0 * x2
rot_x2 = 1.0 / 2.0 * x1 + math.sqrt(3.0) / 2.0 * x2
return ellipsoid(rot_x1, rot_x2)
def rot_ellipsoid_contour(x1, x2):
return np.log(rot_ellipsoid(x1, x2) + 1)
function_name = ""
if args.function == "quadratic":
function_name = "Quadratic function"
objective = quadratic
contour_function = quadratic_contour
global_minimums = [
(3.0, -2.0),
]
# input domain
x1_lower_bound, x1_upper_bound = -4, 4
x2_lower_bound, x2_upper_bound = -4, 4
elif args.function == "himmelblau":
function_name = "Himmelblau function"
objective = himmelbleu
contour_function = himmelbleu_contour
global_minimums = [
(3.0, 2.0),
(-2.805118, 3.131312),
(-3.779310, -3.283186),
(3.584428, -1.848126),
]
# input domain
x1_lower_bound, x1_upper_bound = -4, 4
x2_lower_bound, x2_upper_bound = -4, 4
elif args.function == "rosenbrock":
# https://www.sfu.ca/~ssurjano/rosen.html
function_name = "Rosenbrock function"
objective = rosenbrock
contour_function = rosenbrock_contour
global_minimums = [
(1, 1),
]
# input domain
x1_lower_bound, x1_upper_bound = -5, 10
x2_lower_bound, x2_upper_bound = -5, 10
elif args.function == "six-hump-camel":
# https://www.sfu.ca/~ssurjano/camel6.html
function_name = "Six-hump camel function"
objective = six_hump_camel
contour_function = six_hump_camel_contour
global_minimums = [
(0.0898, -0.7126),
(-0.0898, 0.7126),
]
# input domain
x1_lower_bound, x1_upper_bound = -3, 3
x2_lower_bound, x2_upper_bound = -2, 2
elif args.function == "sphere":
function_name = "Sphere function with offset=0.6"
objective = sphere
contour_function = sphere_contour
global_minimums = [
(0.6, 0.6),
]
# input domain
x1_lower_bound, x1_upper_bound = 0, 1
x2_lower_bound, x2_upper_bound = 0, 1
elif args.function == "rot-ellipsoid":
function_name = "Rot Ellipsoid function with offset=0.6"
objective = rot_ellipsoid
contour_function = rot_ellipsoid_contour
global_minimums = []
# input domain
x1_lower_bound, x1_upper_bound = 0, 1
x2_lower_bound, x2_upper_bound = 0, 1
else:
raise ValueError("invalid function type")
seed = args.seed
rng = np.random.RandomState(seed)
solutions = []
def init():
ax1.set_xlim(x1_lower_bound, x1_upper_bound)
ax1.set_ylim(x2_lower_bound, x2_upper_bound)
ax2.set_xlim(x1_lower_bound, x1_upper_bound)
ax2.set_ylim(x2_lower_bound, x2_upper_bound)
# Plot 4 local minimum value
for m in global_minimums:
ax1.plot(m[0], m[1], "y*", ms=10)
ax2.plot(m[0], m[1], "y*", ms=10)
# Plot contour of the function
x1 = np.arange(x1_lower_bound, x1_upper_bound, 0.01)
x2 = np.arange(x2_lower_bound, x2_upper_bound, 0.01)
x1, x2 = np.meshgrid(x1, x2)
ax1.contour(x1, x2, contour_function(x1, x2), 30, cmap=bw)
def update(frame):
global solutions
for i in range(args.pop_per_frame):
x1 = (x1_upper_bound - x1_lower_bound) * rng.random() + x1_lower_bound
x2 = (x2_upper_bound - x2_lower_bound) * rng.random() + x2_lower_bound
evaluation = objective(x1, x2)
# Plot sample points
ax1.plot(x1, x2, "o", c="r", label="2d", alpha=0.5)
solution = (
np.array([x1, x2], dtype=float),
evaluation,
)
solutions.append(solution)
# Update title
fig.suptitle(
f"WS-CMA-ES {function_name} with alpha={args.alpha} and gamma={args.gamma} (frame={frame})"
)
# Plot multivariate gaussian distribution of CMA-ES
x, y = np.mgrid[
x1_lower_bound:x1_upper_bound:0.01, x2_lower_bound:x2_upper_bound:0.01
]
if math.floor(len(solutions) * args.alpha) > 1:
mean, sigma, cov = get_warm_start_mgd(
solutions, alpha=args.alpha, gamma=args.gamma
)
rv = stats.multivariate_normal(mean, cov)
pos = np.dstack((x, y))
ax2.contourf(x, y, rv.pdf(pos))
if frame % 50 == 0:
print(f"Processing frame {frame}")
def main():
ani = animation.FuncAnimation(
fig,
update,
frames=args.frames,
init_func=init,
blit=False,
interval=args.interval,
)
ani.save(f"./tmp/{args.function}.mp4")
if __name__ == "__main__":
main()
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