""" Binary Hybrid Particle Swarm Optimization and Gravitational Search Algorithm"""
# Authors:
# Wilson Rocha Lacerda Junior <wilsonrljr@outlook.com>
# License: BSD 3 clause
import numpy as np
from sysidentpy.utils._check_arrays import check_random_state
[docs]class BPSOGSA:
"""Binary Hybrid Particle Swarm Optimization and Gravitational Search Algorithm [1]_, [2]_, [3]_, [4]_, [5]_
Parameters
----------
maxiter : int, default=30
The maximum number of iterations.
alpha : int, default=23
The descending coefficient of the gravitational constant.
g_zero : int, default=100
The initial value of the gravitational constant.
k_agents_percent: int, default=2
Percent of agents applying force to the others in the last iteration.
norm : int, default=-2
The information criteria method to be used.
power : int, default=2
The number of the model terms to be selected.
Note that n_terms overwrite the information criteria
values.
n_agents : int, default=10
The number of agents to search the optimal solution.
dimension : int, default=15
The dimension of the search space.
criteria method.
p_zeros : float, default=0.5
The probability of getting ones in the construction of the population.
p_zeros : float, default=0.5
The probability of getting zeros in the construction of the population.
Examples
--------
>>> import numpy as np
>>> import matplotlib.pyplot as plt
>>> from sysidentpy.metaheuristics import BPSOGSA
>>> opt = BPSOGSA(maxiter=100,
... k_agents_percent=2,
... n_agents=10,
... dimension=20
... )
>>> opt.optimize()
>>> plt.plot(opt.best_by_iter)
>>> plt.show()
>>> print(opt.optimal_fitness_value)
References
----------
.. [1] A New Hybrid PSOGSA Algorithm for Function Optimization
https://www.mathworks.com/matlabcentral/fileexchange/35939-hybrid-particle-swarm-optimization-and-gravitational-search-algorithm-psogsa
.. [2] Manuscript: Particle swarm optimization: developments, applications and resources.
.. [3] Manuscript: S-shaped versus v-shaped transfer functions for binary
particle swarm optimization
.. [4] Manuscript: BGSA: Binary Gravitational Search Algorithm.
.. [5] Manuscript: A taxonomy of hybrid metaheuristics
"""
def __init__(
self,
maxiter=30,
alpha=23,
g_zero=100,
k_agents_percent=2,
norm=-2,
power=2,
n_agents=10,
dimension=15,
p_zeros=0.5,
p_ones=0.5,
):
self.dimension = dimension
self.n_agents = n_agents
self.maxiter = maxiter
self.g_zero = g_zero
self.alpha = alpha
self.k_agents_percent = k_agents_percent
self._norm = norm
self._power = power
self.p_zeros = p_zeros
self.p_ones = p_ones
super(BPSOGSA, self).__init__()
def evaluate_objective_function(self, candidate_solution):
total = 0
for i in range(len(candidate_solution)):
total += candidate_solution[i] ** 2
return total
[docs] def optimize(self):
"""Run the BPSOGSA algorithm.
This algorithm is based on the Matlab implementation provided by the
author of the BPSOGSA algorithm [1]_, [2]_, [3]_, [4]_, [5]_.
References
----------
.. [1] A New Hybrid PSOGSA Algorithm for Function Optimization.
https://www.mathworks.com/matlabcentral/fileexchange/35939-hybrid-particle-swarm-optimization-and-gravitational-search-algorithm-psogsa
.. [2] Manuscript: Particle swarm optimization: developments, applications and resources.
.. [3] Manuscript: S-shaped versus v-shaped transfer functions for binary.
particle swarm optimization
.. [4] Manuscript: BGSA: Binary Gravitational Search Algorithm.
.. [5] Manuscript: A taxonomy of hybrid metaheuristics.
"""
velocity = np.zeros([self.dimension, self.n_agents])
population = self.generate_random_population()
self.best_by_iter = []
self.mean_by_iter = []
self.optimal_fitness_value = np.inf
self.optimal_model = None
for iter in range(self.maxiter):
fitness = self.evaluate_objective_function(population)
column_of_best_solution = np.argmin(fitness)
current_best_fitness = fitness[column_of_best_solution]
if current_best_fitness < self.optimal_fitness_value:
self.optimal_fitness_value = current_best_fitness
self.optimal_model = population[:, column_of_best_solution].copy()
self.best_by_iter.append(self.optimal_fitness_value)
self.mean_by_iter.append(np.mean(fitness))
agent_mass = self.mass_calculation(fitness)
gravitational_constant = self.calculate_gravitational_constant(iter)
acceleration = self.calculate_acceleration(
population, agent_mass, gravitational_constant, iter
)
velocity, population = self.update_velocity_position(
population,
acceleration,
velocity,
iter,
)
return self
[docs] def generate_random_population(self, random_state=None):
"""Generate the initial population of agents randomly
Returns
-------
population : ndarray of zeros and ones
The initial population of agents.
"""
rng = check_random_state(random_state)
population = rng.choice(
[0, 1], size=(self.dimension, self.n_agents), p=[self.p_zeros, self.p_ones]
)
return population
[docs] def mass_calculation(self, fitness_value):
"""Calculate the inertial masses of the agents.
Parameters
----------
fitness_value : ndarray
The fitness value of each agent.
Returns
-------
agent_mass : ndarray of floats
The mass of each agent.
"""
highest_fitness_value = np.nanmax(fitness_value)
lowest_fitness_value = np.nanmin(fitness_value)
column_fitness = len(fitness_value)
if highest_fitness_value == lowest_fitness_value:
agent_mass = np.ones([column_fitness, 1])
else:
best_fitness_value = lowest_fitness_value
worst_fitness_value = highest_fitness_value
agent_mass = (fitness_value - 0.99 * worst_fitness_value) / (
best_fitness_value - worst_fitness_value
)
agent_mass = (5 * agent_mass) / np.sum(agent_mass)
return agent_mass
[docs] def calculate_gravitational_constant(self, iteration):
"""Update the gravitational constant.
Parameters
----------
iteration : int
The specific time.
Returns
-------
gravitational_constant : float
The gravitational_constant at time defined by the iteration.
"""
gravitational_constant = self.g_zero * np.exp(
(-self.alpha * (iteration + 1)) / self.maxiter
)
return gravitational_constant
[docs] def calculate_acceleration(
self, population, agent_mass, gravitational_constant, iteration
):
"""Calculate the acceleration of each agent.
Parameters
----------
population : ndarray of zeros and ones
The population defined by the agents.
agent_mass : ndarray of floats
The mass of each agent.
gravitational_constant : float
The gravitational_constant at time defined by the iteration.
iteration : int
The current iteration.
Returns
-------
acceleration : ndarray of floats
The acceleration of each agent.
"""
k_best_agents = self.k_agents_percent + (1 - iteration / self.maxiter) * (
100 - self.k_agents_percent
)
k_best_agents = round(self.n_agents * k_best_agents / 100)
maximum_value_index = np.argsort(agent_mass)[::-1].ravel()
gravitational_force = np.zeros([self.dimension, self.n_agents])
for i in range(self.n_agents):
for j in range(k_best_agents):
if maximum_value_index[j] != i:
euclidian_distance = np.linalg.norm(
population[:, i] - population[:, maximum_value_index[j]],
self._norm,
)
gravitational_force[:, i] = gravitational_force[
:, i
] + np.random.rand(self.dimension) * agent_mass[
maximum_value_index[j]
] * (
population[:, maximum_value_index[j]] - population[:, i]
) / (
euclidian_distance ** self._power + np.finfo(np.float64).eps
)
acceleration = gravitational_force * gravitational_constant
return acceleration
[docs] def update_velocity_position(
self,
population,
acceleration,
velocity,
iteration,
):
"""Update the velocity and position of each agent.
Parameters
----------
population : ndarray of zeros and ones
The population defined by the agents.
acceleration : ndarray of floats
The acceleration of each agent.
velocity : ndarray of floats
The velocity of each agent.
iteration : int
The current iteration.
Returns
-------
velocity : ndarray of floats
The updated velocity of each agent.
population : ndarray of zeros and ones
The updated population defined by the agents.
"""
c_factor_local_best = -2 * ((iteration ** 3) / (self.maxiter ** 3)) + 2
c_factor_global_best = 2 * ((iteration ** 3) / (self.maxiter ** 3)) + 2
global_best = np.repeat(self.optimal_model, self.n_agents, axis=0).reshape(
self.dimension, self.n_agents
)
velocity = (
np.random.rand(self.dimension, self.n_agents) * velocity
+ c_factor_local_best * acceleration
+ c_factor_global_best * (global_best - population)
)
r = np.random.rand(self.dimension, self.n_agents)
transform_to_binary = np.absolute(np.tanh((velocity)))
ind = np.where(r < transform_to_binary)
population[ind] = 1 - population[ind]
return velocity, population