Introducing LBest PSO for Unconstrained Optimization Problems #86

SuryodayBasak · 2019-02-28T03:51:51Z

I have included code that implements LBest PSO. This code is from the fork of mlpack owned by chintans111 on GitHub that I made compatible in ensmallen. I've included tests from his fork of mlpack as well.

Updating my fork of the repository.

Need to get commits fixing SPSA parameters.

include/ensmallen_bits/pso/pso.hpp

include/ensmallen_bits/pso/update_policies/lbest_update.hpp

zoq · 2019-03-24T22:16:45Z

include/ensmallen_bits/pso/update_policies/lbest_update.hpp

+    localBestIndices.imbue([&]() { return index++; });
+
+    // Set sizes r1 and r2.
+    r1.set_size(iterate.n_rows, iterate.n_cols);


I think we can remove the two lines here and use arma::randu(particleVelocities.n_rows, particleVelocities.n_colsin the Update step.

Take a look at this one more time in the code, @zoq .

r1 and r2 are random vectors, and these need to change in every iteration.

In lines 127 and 128, we have r1.randu(); and r2.randu();. Thus, in every update iteration, r1 and r2 will have different values, as is necessary in the PSO algorithm.

Let me know what you think.

We just change the expression in the update step from:

r1.randu();

to

arma::randu(particleVelocities.n_rows, particleVelocities.n_cols);

it would be the same, just that we don't have need to set the size before. If you prefer the current solution that's fine with me as well.

Okay we can do this.

I think that if we follow the previous solution, the code will not have to reinitialize the variables r1 and r2, but would only have to fill them with new random numbers. That's why I prefer the previous one.

include/ensmallen_bits/pso/init_policies/constrained_init.hpp

include/ensmallen_bits/pso/init_policies/default_init.hpp

include/ensmallen_bits/pso/init_policies/feasible_init.hpp

include/ensmallen_bits/pso/init_policies/default_init.hpp

include/ensmallen_bits/pso/pso.hpp

This reverts commit b9ac5c0.

…le fixes

SuryodayBasak · 2019-06-20T22:07:49Z

@zoq - If you could look at my documentation style in ensmallen_bits/pso/update_policies/lbest_update.hpp and let me know what you think, it would be really helpful. I've done some extra bits and was just wondering if it is okay.

SuryodayBasak · 2019-07-16T08:01:53Z

Okay, I've done the needful. I think this is a fairly stable implementation. In the latest push, I've implemented the lookback-horizon using std::queue. @zoq : thanks for the suggestion!

Commenting throughout the code is left to be done. I'll start working on that. Besides anything regarding the commenting, let me know if you would like anything more implemented in this version.

include/ensmallen_bits/pso/init_policies/default_init.hpp

include/ensmallen_bits/pso/pso_impl.hpp

tests/pso_test.cpp

zoq · 2019-07-19T11:31:52Z

tests/pso_test.cpp

+  upperBound.fill(50);
+
+  LBestPSO s(15000, lowerBound, upperBound, 3000, 200, 1e-20, 1.5, 3.0);
+  arma::mat coordinates = arma::mat("0; 10");


Perhaps it makes sense to use an initial starting point that is closer to the solution.

That's the one thing I did not want to do. I wanted to test PSO for its robustness with non-convex problems. As a dynamical system, I'm not sure if selecting a closer initial point in a problem this hard will make much of a difference. Regardless, let me try this out. If it works, then we'll have a new observation. Also, let me try to initialize the solutions over a larger area that encompasses the solution. That's one thing that we haven't tried.

Yeah, ideally we can stabilise the travis build, without bumping the number of iterations.

I've been trying for the past two hours with many different values. Can't seem to land a 100% success rate. If you're okay with it, may we exclude it for the time being?

Sure, let's comment the test for now.

zoq · 2019-07-22T09:15:35Z

Before we can merge this, can you update https://github.com/mlpack/ensmallen/blob/master/HISTORY.md and add PSO to https://github.com/mlpack/ensmallen/blob/master/doc/optimizers.md.

SuryodayBasak · 2019-07-22T15:12:29Z

Yes, I will do that gladly! :)

zoq · 2019-07-24T22:14:29Z

Looks like there is a swap file ("include/ensmallen_bits/pso/.pso.hpp.swp") that we should remove from the PR.

doc/optimizers.md

zoq · 2019-07-25T21:59:23Z

This looks good, will run multiple test iterations, to make sure the pass rate is reasonable.

SuryodayBasak · 2019-07-25T23:47:44Z

Okay. I have already tested it multiple times, but take your time to test it!!

zoq · 2019-07-26T19:03:14Z

Always good to test it on multiple machines, with different seeds each time. But haven't seen a single failure in 100+ runs.

zoq · 2019-07-26T19:04:30Z

include/ensmallen_bits/pso/pso.hpp

+   * @param explorationFactor Influence of the neighbours of the particle.
+   */
+  PSOType(const size_t numParticles = 64,
+          arma::vec lowerBound = arma::ones<arma::vec>(1),


Just noted, we should probably use arma::vec& lowerBound same for the upperBound parameter, sorry missed this.

Yeah, that makes sense. I'm sorry for missing this, too.

There's one problem - if we use arma::vec& lowerBound, then we cannot use a default value for lowerBound and upperBound. Let me know what you think would be the right thing to do.

const arma::vec& lowerBound = arma::ones<arma::vec>(1) should work.

Thanks for the pointers. I've done this!

zoq

This looks good to me, there are some minor style issue, that I can fix during the merge process.

mlpack-bot

Second approval provided automatically after 24 hours. 👍

zoq · 2019-08-01T18:17:42Z

Thanks for a great contribution, excited to use this in practice.

SuryodayBasak added 5 commits February 16, 2019 07:32

Adding an implementation of PSO

2457a77

Adding implementation of PSO from old mlpack version

5bc5b71

Including tests for PSO

604a1de

Fixing test case names in pso_test

d8b81a3

Merge branch 'master' of git://github.com/mlpack/ensmallen into pso-dev

7cf17a7

Updating my fork of the repository.

SuryodayBasak changed the title ~~Pso dev~~ Introducing LBest PSO Mar 1, 2019

Merge branch 'master' of git://github.com/mlpack/ensmallen into pso-dev

89acdc6

Need to get commits fixing SPSA parameters.

rcurtin added c: optimizers s: needs review t: added feature labels Mar 10, 2019

SuryodayBasak added 2 commits March 12, 2019 07:08

Including method for constrained optimization

a9b2021

Including PSO test for linear constrained affine function

f251a5f

SuryodayBasak changed the title ~~Introducing LBest PSO~~ Introducing LBest PSO for Constrained Optimization Problems Mar 12, 2019

zoq reviewed Mar 24, 2019

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SuryodayBasak added 4 commits March 29, 2019 19:39

Removing spurious includes and variable descriptions

2fd958e

Including updated tests for constrained pso

7c6fa9f

Fixing typos in function names

564705d

Including description of PSO

b9ac5c0

zoq reviewed May 11, 2019

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zoq reviewed May 12, 2019

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include/ensmallen_bits/pso/init_policies/feasible_init.hpp Outdated Show resolved Hide resolved

include/ensmallen_bits/pso/init_policies/default_init.hpp Show resolved Hide resolved

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SuryodayBasak added 9 commits May 21, 2019 11:21

Revert "Including description of PSO"

f06e282

This reverts commit b9ac5c0.

Committing changes to CMakeLists.txt

b3a6ef4

Including detailed description of PSO

0bbc885

Changing the description of 'Optimize'

ac602ad

Including a reference to the function type definitions, plus some sty…

6cdf03b

…le fixes

Adding description in pso_impl.hpp

377edc2

Removing heuristic used to replace the worst particle in the swarm

ae295fd

Including documentation in code for PSO lbest policy

c006a86

Fixing typo

60bf91b

SuryodayBasak added 3 commits July 17, 2019 00:13

Including good comments for parameter documentation

e511aee

Removing reference operations in lbest_update

b33795b

Testing PSO with lowerBound and upperBound initialized as double

4763d3c

zoq reviewed Jul 17, 2019

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SuryodayBasak added 3 commits July 17, 2019 18:27

Formatting comments with proper spacing and grammar.

b5e88de

reducing number of lines in default_init

c945f69

Changing data used for values of infinity

0238947

zoq reviewed Jul 19, 2019

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Removing Schaffer Function N4 test for the time being

8084603

SuryodayBasak added 3 commits July 24, 2019 08:15

Including documentation and updating history.

2713459

Fixing grammar in pso documentation.

9cec0c9

Updating PSO documentation with template types

3def96e

zoq reviewed Jul 24, 2019

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doc/optimizers.md Outdated Show resolved Hide resolved

Updating documentation.

8bef77b

zoq reviewed Jul 26, 2019

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SuryodayBasak added 3 commits July 27, 2019 20:02

Fixing minor syntax problem in pso.hpp

7e82920

Reverting

ac1a974

Referencing in pso.hpp

e637961

zoq approved these changes Jul 29, 2019

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mlpack-bot bot approved these changes Jul 30, 2019

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zoq merged commit 948fba6 into mlpack:master Aug 1, 2019

birm mentioned this pull request Feb 19, 2020

Introduce particle swarm optimization method #85

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Introducing LBest PSO for Unconstrained Optimization Problems #86

Introducing LBest PSO for Unconstrained Optimization Problems #86

SuryodayBasak commented Feb 28, 2019

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Introducing LBest PSO for Unconstrained Optimization Problems #86

Introducing LBest PSO for Unconstrained Optimization Problems #86

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SuryodayBasak commented Feb 28, 2019

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