Esempio n. 1
0
void NoisyRprop::init(const ObjectiveFunctionType & objectiveFunction, const SearchPointType& startingPoint,const RealVector& delta0P){
	SIZE_CHECK(startingPoint.size()==delta0P.size());
	m_best.point=startingPoint;
	m_minEpisodeLength = 40;

	size_t pc = startingPoint.size();

	m_episodeLength.resize(pc);
	m_sample.resize(pc);
	m_sampleIteration.resize(pc);
	m_iteration.resize(pc);
	m_toTheRight.resize(pc);
	m_position.resize(pc);
	m_leftmost.resize(pc);
	m_rightmost.resize(pc);
	m_leftsum.resize(pc);
	m_rightsum.resize(pc);
	m_current.resize(pc);
	m_numberOfAverages.resize(pc);
	m_gradient.resize(pc);

	m_delta   = delta0P;
	std::fill(m_episodeLength.begin(),m_episodeLength.end(),m_minEpisodeLength);
	std::fill(m_sample.begin(),m_sample.end(),0);
	std::fill(m_sampleIteration.begin(),m_sampleIteration.end(),m_minEpisodeLength / 100);
	std::fill(m_iteration.begin(),m_iteration.end(),0);
	std::fill(m_position.begin(),m_position.end(),0);
	std::fill(m_leftmost.begin(),m_leftmost.end(),0);
	std::fill(m_rightmost.begin(),m_rightmost.end(),0);
	std::fill(m_toTheRight.begin(),m_toTheRight.end(),0);
	m_leftsum.clear();
	m_rightsum.clear();
	std::fill(m_current.begin(),m_current.end(),0);
	std::fill(m_numberOfAverages.begin(),m_numberOfAverages.end(),1);
	m_gradient.clear();
}
Esempio n. 2
0
File: Rprop.cpp Progetto: EQ94/Shark
void RpropMinus::init(
	ObjectiveFunctionType & objectiveFunction, 
	SearchPointType const& startingPoint, 
	double initDelta
) {
	checkFeatures(objectiveFunction);
	objectiveFunction.init();
	
	m_parameterSize = startingPoint.size();
	m_delta.resize(m_parameterSize);
	m_oldDerivative.resize(m_parameterSize);

	std::fill(m_delta.begin(),m_delta.end(),initDelta);
	m_oldDerivative.clear();
	m_best.point = startingPoint;
	//evaluate initial point
	m_best.value = objectiveFunction.evalDerivative(m_best.point,m_derivative);
}
    double eval(const SearchPointType &p) const {
        m_evaluationCounter++;

        // Setup the parameters
        Eigen::VectorXd params( p. size() );
        for (int i = 0; i < p.size(); i++) params(i) = p(i);

        mPolicy->setParams(params);

        mSim->reset();
        for (int i = 0; i < 2000; i++) {
            mSim->step();
        }
        double value = mSim->eval()->cost();
        LOG(INFO) << "# " << m_evaluationCounter << " : " << params.transpose()
                  << " -> " << value;
        return value;
    }
Esempio n. 4
0
void AbstractLineSearchOptimizer::init(ObjectiveFunctionType& objectiveFunction, SearchPointType const& startingPoint) {
	checkFeatures(objectiveFunction);
	objectiveFunction.init();

	m_linesearch.init(objectiveFunction);
	m_dimension = startingPoint.size();
	
	m_best.point = startingPoint;
	m_best.value = objectiveFunction.evalDerivative(m_best.point,m_derivative);
	

	// Get space for the different vectors we store.
	m_lastPoint.resize(m_dimension);
	m_searchDirection = -m_derivative;
	
	m_initialStepLength = 0.0;//1.0 as step length might be very wrong.
	for (size_t i = 0; i < m_derivative.size(); ++i)
		m_initialStepLength += std::abs(m_derivative(i));
	m_initialStepLength = std::min(1.0, 1.0 / m_initialStepLength);
	
	initModel();
}
 void proposeStartingPoint(SearchPointType &x) const {
     x.resize(numberOfVariables());
     for (unsigned int i = 0; i < x.size(); i++) {
         x(i) = shark::Rng::uni(MIN_PARAM, MAX_PARAM);
     }
 }
Esempio n. 6
0
void NoisyRprop::init(const ObjectiveFunctionType & objectiveFunction, const SearchPointType& startingPoint,double delta0P){
	checkFeatures(objectiveFunction);
	RealVector d(startingPoint.size());
	std::fill(d.begin(),d.end(),delta0P);
	init(objectiveFunction,startingPoint, d);
}