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"""
Unit tests for the differential global minimization algorithm.
"""
from scipy.optimize import _differentialevolution
from scipy.optimize._differentialevolution import DifferentialEvolutionSolver
from scipy.optimize import differential_evolution
import numpy as np
from scipy.optimize import rosen
from numpy.testing import (assert_equal, TestCase, assert_allclose,
run_module_suite, assert_almost_equal,
assert_string_equal, assert_raises, assert_)
class TestDifferentialEvolutionSolver(TestCase):
def setUp(self):
self.old_seterr = np.seterr(invalid='raise')
self.limits = np.array([[0., 0.],
[2., 2.]])
self.bounds = [(0., 2.), (0., 2.)]
self.dummy_solver = DifferentialEvolutionSolver(self.quadratic,
[(0, 100)])
# dummy_solver2 will be used to test mutation strategies
self.dummy_solver2 = DifferentialEvolutionSolver(self.quadratic,
[(0, 1)],
popsize=7,
mutation=0.5)
# create a population that's only 7 members long
# [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7]
population = np.atleast_2d(np.arange(0.1, 0.8, 0.1)).T
self.dummy_solver2.population = population
def tearDown(self):
np.seterr(**self.old_seterr)
def quadratic(self, x):
return x[0]**2
def test__strategy_resolves(self):
# test that the correct mutation function is resolved by
# different requested strategy arguments
solver = DifferentialEvolutionSolver(rosen,
self.bounds,
strategy='best1exp')
assert_equal(solver.strategy, 'best1exp')
assert_equal(solver.mutation_func.__name__, '_best1')
solver = DifferentialEvolutionSolver(rosen,
self.bounds,
strategy='best1bin')
assert_equal(solver.strategy, 'best1bin')
assert_equal(solver.mutation_func.__name__, '_best1')
solver = DifferentialEvolutionSolver(rosen,
self.bounds,
strategy='rand1bin')
assert_equal(solver.strategy, 'rand1bin')
assert_equal(solver.mutation_func.__name__, '_rand1')
solver = DifferentialEvolutionSolver(rosen,
self.bounds,
strategy='rand1exp')
assert_equal(solver.strategy, 'rand1exp')
assert_equal(solver.mutation_func.__name__, '_rand1')
solver = DifferentialEvolutionSolver(rosen,
self.bounds,
strategy='rand2exp')
assert_equal(solver.strategy, 'rand2exp')
assert_equal(solver.mutation_func.__name__, '_rand2')
solver = DifferentialEvolutionSolver(rosen,
self.bounds,
strategy='best2bin')
assert_equal(solver.strategy, 'best2bin')
assert_equal(solver.mutation_func.__name__, '_best2')
solver = DifferentialEvolutionSolver(rosen,
self.bounds,
strategy='rand2bin')
assert_equal(solver.strategy, 'rand2bin')
assert_equal(solver.mutation_func.__name__, '_rand2')
solver = DifferentialEvolutionSolver(rosen,
self.bounds,
strategy='rand2exp')
assert_equal(solver.strategy, 'rand2exp')
assert_equal(solver.mutation_func.__name__, '_rand2')
solver = DifferentialEvolutionSolver(rosen,
self.bounds,
strategy='randtobest1bin')
assert_equal(solver.strategy, 'randtobest1bin')
assert_equal(solver.mutation_func.__name__, '_randtobest1')
solver = DifferentialEvolutionSolver(rosen,
self.bounds,
strategy='randtobest1exp')
assert_equal(solver.strategy, 'randtobest1exp')
assert_equal(solver.mutation_func.__name__, '_randtobest1')
def test__mutate1(self):
# strategies */1/*, i.e. rand/1/bin, best/1/exp, etc.
result = np.array([0.05])
trial = self.dummy_solver2._best1((2, 3, 4, 5, 6))
assert_allclose(trial, result)
result = np.array([0.25])
trial = self.dummy_solver2._rand1((2, 3, 4, 5, 6))
assert_allclose(trial, result)
def test__mutate2(self):
# strategies */2/*, i.e. rand/2/bin, best/2/exp, etc.
# [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7]
result = np.array([-0.1])
trial = self.dummy_solver2._best2((2, 3, 4, 5, 6))
assert_allclose(trial, result)
result = np.array([0.1])
trial = self.dummy_solver2._rand2((2, 3, 4, 5, 6))
assert_allclose(trial, result)
def test__randtobest1(self):
# strategies randtobest/1/*
result = np.array([0.1])
trial = self.dummy_solver2._randtobest1(1, (2, 3, 4, 5, 6))
assert_allclose(trial, result)
def test_can_init_with_dithering(self):
mutation = (0.5, 1)
solver = DifferentialEvolutionSolver(self.quadratic,
self.bounds,
mutation=mutation)
self.assertEqual(solver.dither, list(mutation))
def test_invalid_mutation_values_arent_accepted(self):
func = rosen
mutation = (0.5, 3)
self.assertRaises(ValueError,
DifferentialEvolutionSolver,
func,
self.bounds,
mutation=mutation)
mutation = (-1, 1)
self.assertRaises(ValueError,
DifferentialEvolutionSolver,
func,
self.bounds,
mutation=mutation)
mutation = (0.1, np.nan)
self.assertRaises(ValueError,
DifferentialEvolutionSolver,
func,
self.bounds,
mutation=mutation)
mutation = 0.5
solver = DifferentialEvolutionSolver(func,
self.bounds,
mutation=mutation)
assert_equal(0.5, solver.scale)
assert_equal(None, solver.dither)
def test__scale_parameters(self):
trial = np.array([0.3])
assert_equal(30, self.dummy_solver._scale_parameters(trial))
# it should also work with the limits reversed
self.dummy_solver.limits = np.array([[100], [0.]])
assert_equal(30, self.dummy_solver._scale_parameters(trial))
def test__unscale_parameters(self):
trial = np.array([30])
assert_equal(0.3, self.dummy_solver._unscale_parameters(trial))
# it should also work with the limits reversed
self.dummy_solver.limits = np.array([[100], [0.]])
assert_equal(0.3, self.dummy_solver._unscale_parameters(trial))
def test__ensure_constraint(self):
trial = np.array([1.1, -100, 2., 300., -0.00001])
self.dummy_solver._ensure_constraint(trial)
assert_equal(np.all(trial <= 1), True)
def test_differential_evolution(self):
# test that the Jmin of DifferentialEvolutionSolver
# is the same as the function evaluation
solver = DifferentialEvolutionSolver(self.quadratic, [(-2, 2)])
result = solver.solve()
assert_almost_equal(result.fun, self.quadratic(result.x))
def test_best_solution_retrieval(self):
# test that the getter property method for the best solution works.
solver = DifferentialEvolutionSolver(self.quadratic, [(-2, 2)])
result = solver.solve()
assert_equal(result.x, solver.x)
def test_callback_terminates(self):
# test that if the callback returns true, then the minimization halts
bounds = [(0, 2), (0, 2)]
def callback(param, convergence=0.):
return True
result = differential_evolution(rosen, bounds, callback=callback)
assert_string_equal(result.message,
'callback function requested stop early '
'by returning True')
def test_args_tuple_is_passed(self):
# test that the args tuple is passed to the cost function properly.
bounds = [(-10, 10)]
args = (1., 2., 3.)
def quadratic(x, *args):
if type(args) != tuple:
raise ValueError('args should be a tuple')
return args[0] + args[1] * x + args[2] * x**2.
result = differential_evolution(quadratic,
bounds,
args=args,
polish=True)
assert_almost_equal(result.fun, 2 / 3.)
def test_init_with_invalid_strategy(self):
# test that passing an invalid strategy raises ValueError
func = rosen
bounds = [(-3, 3)]
self.assertRaises(ValueError,
differential_evolution,
func,
bounds,
strategy='abc')
def test_bounds_checking(self):
# test that the bounds checking works
func = rosen
bounds = [(-3, None)]
self.assertRaises(ValueError,
differential_evolution,
func,
bounds)
bounds = [(-3)]
self.assertRaises(ValueError,
differential_evolution,
func,
bounds)
bounds = [(-3, 3), (3, 4, 5)]
self.assertRaises(ValueError,
differential_evolution,
func,
bounds)
def test_select_samples(self):
# select_samples should return 5 separate random numbers.
limits = np.arange(12., dtype='float64').reshape(2, 6)
bounds = list(zip(limits[0, :], limits[1, :]))
solver = DifferentialEvolutionSolver(None, bounds, popsize=1)
candidate = 0
r1, r2, r3, r4, r5 = solver._select_samples(candidate, 5)
assert_equal(
len(np.unique(np.array([candidate, r1, r2, r3, r4, r5]))), 6)
def test_maxiter_stops_solve(self):
# test that if the maximum number of iterations is exceeded
# the solver stops.
solver = DifferentialEvolutionSolver(rosen, self.bounds, maxiter=1)
result = solver.solve()
assert_equal(result.success, False)
assert_equal(result.message,
'Maximum number of iterations has been exceeded.')
def test_maxfun_stops_solve(self):
# test that if the maximum number of function evaluations is exceeded
# during initialisation the solver stops
solver = DifferentialEvolutionSolver(rosen, self.bounds, maxfun=1,
polish=False)
result = solver.solve()
assert_equal(result.nfev, 2)
assert_equal(result.success, False)
assert_equal(result.message,
'Maximum number of function evaluations has '
'been exceeded.')
# test that if the maximum number of function evaluations is exceeded
# during the actual minimisation, then the solver stops.
# Have to turn polishing off, as this will still occur even if maxfun
# is reached. For popsize=5 and len(bounds)=2, then there are only 10
# function evaluations during initialisation.
solver = DifferentialEvolutionSolver(rosen,
self.bounds,
popsize=5,
polish=False,
maxfun=40)
result = solver.solve()
assert_equal(result.nfev, 41)
assert_equal(result.success, False)
assert_equal(result.message,
'Maximum number of function evaluations has '
'been exceeded.')
def test_quadratic(self):
# test the quadratic function from object
solver = DifferentialEvolutionSolver(self.quadratic,
[(-100, 100)],
tol=0.02)
solver.solve()
assert_equal(np.argmin(solver.population_energies), 0)
def test_quadratic_from_diff_ev(self):
# test the quadratic function from differential_evolution function
differential_evolution(self.quadratic,
[(-100, 100)],
tol=0.02)
def test_seed_gives_repeatability(self):
result = differential_evolution(self.quadratic,
[(-100, 100)],
polish=False,
seed=1,
tol=0.5)
result2 = differential_evolution(self.quadratic,
[(-100, 100)],
polish=False,
seed=1,
tol=0.5)
assert_equal(result.x, result2.x)
def test_exp_runs(self):
# test whether exponential mutation loop runs
solver = DifferentialEvolutionSolver(rosen,
self.bounds,
strategy='best1exp',
maxiter=1)
solver.solve()
def test__make_random_gen(self):
# If seed is None, return the RandomState singleton used by np.random.
# If seed is an int, return a new RandomState instance seeded with seed.
# If seed is already a RandomState instance, return it.
# Otherwise raise ValueError.
rsi = _differentialevolution._make_random_gen(1)
assert_equal(type(rsi), np.random.RandomState)
rsi = _differentialevolution._make_random_gen(rsi)
assert_equal(type(rsi), np.random.RandomState)
rsi = _differentialevolution._make_random_gen(None)
assert_equal(type(rsi), np.random.RandomState)
self.assertRaises(
ValueError, _differentialevolution._make_random_gen, 'a')
def test_gh_4511_regression(self):
# This modification of the differential evolution docstring example
# uses a custom popsize that had triggered an off-by-one error.
# Because we do not care about solving the optimization problem in
# this test, we use maxiter=1 to reduce the testing time.
bounds = [(-5, 5), (-5, 5)]
result = differential_evolution(rosen, bounds, popsize=1815, maxiter=1)
def test_calculate_population_energies(self):
# if popsize is 2 then the overall generation has size (4,)
solver = DifferentialEvolutionSolver(rosen, self.bounds, popsize=2)
solver._calculate_population_energies()
assert_equal(np.argmin(solver.population_energies), 0)
# initial calculation of the energies should require 4 nfev.
assert_equal(solver._nfev, 4)
def test_iteration(self):
# test that DifferentialEvolutionSolver is iterable
# if popsize is 2 then the overall generation has size (4,)
solver = DifferentialEvolutionSolver(rosen, self.bounds, popsize=2,
maxfun=8)
x, fun = next(solver)
assert_equal(np.size(x, 0), 2)
# 4 nfev are required for initial calculation of energies, 4 nfev are
# required for the evolution of the 4 population members.
assert_equal(solver._nfev, 8)
# the next generation should halt because it exceeds maxfun
assert_raises(StopIteration, next, solver)
# check a proper minimisation can be done by an iterable solver
solver = DifferentialEvolutionSolver(rosen, self.bounds)
for i, soln in enumerate(solver):
x_current, fun_current = soln
# need to have this otherwise the solver would never stop.
if i == 1000:
break
assert_almost_equal(fun_current, 0)
def test_convergence(self):
solver = DifferentialEvolutionSolver(rosen, self.bounds, tol=0.2,
polish=False)
solver.solve()
assert_(solver.convergence < 0.2)
def test_maxiter_none_GH5731(self):
# Pre 0.17 the previous default for maxiter and maxfun was None.
# the numerical defaults are now 1000 and np.inf. However, some scripts
# will still supply None for both of those, this will raise a TypeError
# in the solve method.
solver = DifferentialEvolutionSolver(rosen, self.bounds, maxiter=None,
maxfun=None)
solver.solve()
def test_population_initiation(self):
# test the different modes of population initiation
# init must be either 'latinhypercube' or 'random'
# raising ValueError is something else is passed in
assert_raises(ValueError,
DifferentialEvolutionSolver,
*(rosen, self.bounds),
**{'init': 'rubbish'})
solver = DifferentialEvolutionSolver(rosen, self.bounds)
# check that population initiation:
# 1) resets _nfev to 0
# 2) all population energies are np.inf
solver.init_population_random()
assert_equal(solver._nfev, 0)
assert_(np.all(np.isinf(solver.population_energies)))
solver.init_population_lhs()
assert_equal(solver._nfev, 0)
assert_(np.all(np.isinf(solver.population_energies)))
if __name__ == '__main__':
run_module_suite()
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