Introduce Policy Methods for MOEA/D-DE #293

jonpsy · 2021-06-16T02:40:21Z

Continuation of #269

Weight decomposition

Tchebycheff
Weighted
PBI

Weigh Init

Bayesian Bootstrap

Testing

ZDT

@zoq @coatless @say4n

=> PBI => Tchebycheff => Weighted

=> BayesianBootStrap : Working => Uniform : **NOT WORKING**

include/ensmallen_bits/moead/moead.hpp

include/ensmallen_bits/moead/decomposition_policies/pbi_decomposition.hpp

zoq · 2021-06-16T03:12:08Z

include/ensmallen_bits/moead/decomposition_policies/weighted_decomposition.hpp

+                                    const VecType& /* idealPoint */,
+                                    const VecType& candidateFitness)
+  {
+    return arma::dot(weight, candidateFitness);


That one is so easy, love it.

include/ensmallen_bits/moead/moead.hpp

include/ensmallen_bits/moead/weight_init_policies/bbs_init.hpp

include/ensmallen_bits/moead/weight_init_policies/uniform_init.hpp

zoq · 2021-06-16T03:19:30Z

include/ensmallen_bits/moead/weight_init_policies/uniform_init.hpp

+    auto BinomialCoefficient =
+        [](size_t n, size_t k) -> double
+        {
+          return std::tgamma(n + 1) / (std::tgamma(k + 1) * std::tgamma(n - k + 1));


I see, this is what @coatless suggested?

No, this is a binomial coefficient. That one was Dirichilet

Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

include/ensmallen_bits/moead/decomposition_policies/pbi_decomposition.hpp

include/ensmallen_bits/moead/decomposition_policies/tchebycheff_decomposition.hpp

include/ensmallen_bits/moead/decomposition_policies/weighted_decomposition.hpp

include/ensmallen_bits/moead/moead.hpp

zoq

Looks already great to me, I guess once the comments are added, this is pretty much ready.

…osition.hpp Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

…ecomposition.hpp Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

…f_decomposition.hpp Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

.appveyor.yml

jonpsy · 2021-06-16T16:34:24Z

Jeez, sorry for making you do all that minor fixes.

zoq · 2021-06-16T16:37:05Z

Jeez, sorry for making you do all that minor fixes.

No problem, the rest looks great to me, I guess if we can fix the windows issue, we are all set.

…osition.hpp Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

…f_decomposition.hpp Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

…ecomposition.hpp Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

…osition.hpp Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

jonpsy · 2021-06-16T19:30:10Z

It's worth noting that the implementation of PBI in the paper is wrong. The paper assumes maximization of objectives whereas here we deal with minimization. Moreover, the weight vectors weren't normalized for d2 computation. I've confirmed this with other code implementations : pymoo and pagmo. I'll attach a mathematical proof for reference.

Fig A

Fig B

As is evident, the paper assumes maximization of all objectives, whereas our implementation focuses on minimization. Hence the formula flips totally upside down.

Adding on top of that, if you notice the d2 formula,
$d2 = || F(x) - (z^* - d1\lambda ) ||$ .

Here we only require the direction of lambda (weight vector). So the formula should be (for maximization)

$d2 = || F(x) - (z^* - d1\lambda^{unit} ) ||$ .

For minimization, refer formula in Fig A.

jonpsy · 2021-06-16T19:30:36Z

@zoq I think this one's good to go.

zoq · 2021-06-16T20:46:00Z

@zoq I think this one's good to go.

Will approve once appveyor comes back green.

zoq

No further comments from my side, looks great.

mlpack-bot

Second approval provided automatically after 24 hours. 👍

zoq · 2021-06-18T12:26:46Z

Thanks, for another great contribution.

jonpsy added 9 commits June 16, 2021 08:06

Fixed minor indent

9e6b3ca

Make MOEA/D-DE policy based

c66ee3a

Added decomposition policies

2749d31

=> PBI => Tchebycheff => Weighted

Added Init policies

d41c265

=> BayesianBootStrap : Working => Uniform : **NOT WORKING**

Re-configure tests

9242279

fix moead doc

e08c0c8

fix decomposition policy docs

7505ecc

moead doc fix

dbc24bb

restore all tests

6868e2c

mlpack-bot bot added s: needs review s: unanswered s: unlabeled labels Jun 16, 2021

history fix

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zoq added t: added feature and removed s: unanswered s: unlabeled labels Jun 16, 2021

Tested against ZDT1

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remove uniform_init.hpp as of now

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jonpsy and others added 3 commits June 16, 2021 08:53

Update include/ensmallen_bits/moead/moead.hpp

cfed986

Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

Update include/ensmallen_bits/moead/moead.hpp

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Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

Update include/ensmallen_bits/moead/moead.hpp

e092c4d

Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

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jonpsy and others added 5 commits June 16, 2021 10:25

Update include/ensmallen_bits/moead/decomposition_policies/pbi_decomp…

ade51c9

…osition.hpp Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

Update include/ensmallen_bits/moead/moead.hpp

4ec1f2e

Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

Update include/ensmallen_bits/moead/decomposition_policies/weighted_d…

8952378

…ecomposition.hpp Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

Update include/ensmallen_bits/moead/decomposition_policies/tchebychef…

2c02c5f

…f_decomposition.hpp Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

InitPolicy, Generate const

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jonpsy and others added 14 commits June 16, 2021 22:34

Update include/ensmallen_bits/moead/decomposition_policies/pbi_decomp…

7d86a46

…osition.hpp Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

Update include/ensmallen_bits/moead/decomposition_policies/tchebychef…

be9f8b6

…f_decomposition.hpp Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

Update include/ensmallen_bits/moead/decomposition_policies/weighted_d…

c1fbf16

…ecomposition.hpp Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

Update include/ensmallen_bits/moead/decomposition_policies/pbi_decomp…

79aa3f6

…osition.hpp Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

Update include/ensmallen_bits/moead/moead.hpp

d7f2be2

Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

Update include/ensmallen_bits/moead/weight_init_policies/bbs_init.hpp

955e7db

Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

Update include/ensmallen_bits/moead/moead_impl.hpp

e2b883d

Co-authored-by: Marcus Edel <marcus.edel@fu-berlin.de>

revert moead test

e3b865f

Merge branch 'moead+' of https://github.com/jonpsy/ensmallen into moead+

d66c3d0

remove stackoverflow link

91ed336

use arma::diff

a8b9018

revert appveyor.yml

18a4ca6

Set bad threshold as of now.

bd6cf8a

restore cmake

ff03b06

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jonpsy mentioned this pull request Jun 18, 2021

Add Das-Dennis weight initialization method #295

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zoq merged commit 0af8004 into mlpack:master Jun 18, 2021

jonpsy deleted the moead+ branch June 18, 2021 12:27

jonpsy mentioned this pull request Jun 18, 2021

Add Dirichlet Weight Initialization #296

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This was referenced Jul 5, 2021

Release version 2.17.0: "25 Din Mein Paisa Double" #308

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Release version 2.17.0: "Pachis Din Me Pesa Double" #310

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Introduce Policy Methods for MOEA/D-DE #293

Introduce Policy Methods for MOEA/D-DE #293

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Introduce Policy Methods for MOEA/D-DE #293

Introduce Policy Methods for MOEA/D-DE #293

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