Source code for sigmaepsilon.math.optimize.iga

"""Integer-encoded genetic algorithm for bounded discrete optimization problems."""

import numpy as np
from numpy import ndarray

from .bitchromosome import BitChromosomeGeneticAlgorithm

__all__ = ["IntegerGeneticAlgorithm"]


[docs] class IntegerGeneticAlgorithm(BitChromosomeGeneticAlgorithm): """An implementation of a Genetic Algorithm (GA) for problems whose decision variables are natively boolean or small bounded integers, e.g. a 0/1 knapsack indicator vector, or a handful of discrete levels per variable. Like :class:`~sigmaepsilon.math.optimize.bga.BinaryGeneticAlgorithm`, individuals are represented as flat 0/1 bit chromosomes and decoded with the same linear scaling into ``ranges``. The only difference is that the decoded value is rounded to the nearest integer instead of kept as a continuous float, which is both the semantically correct representation for discrete decision variables and cheaper than retaining floating-point precision that the problem doesn't need. .. note:: This class is designed for maximizing the objective function. To minimize it, either negate the objective function or pass ``minimize=True`` when instantiating the class. .. note:: Choose ``length`` so that ``2 ** length - 1`` comfortably covers the width of the widest range. For pure boolean variables (``ranges=[[0, 1]] * dim``), ``length=1`` is enough and is the most efficient choice: each gene already encodes exactly the one bit of information that is needed. For a wider integer range, e.g. ``[0, 6]`` (7 distinct values), pick ``length`` so that ``2 ** length - 1 >= 6``, e.g. ``length=3`` (8 raw levels, rounded down to the 7 needed). Parameters ---------- fnc: Callable The function to evaluate. It is assumed, that the function expects and N number of scalar arguments as a 1d iterable. ranges: Iterable Integer bounds for each scalar argument to the objective function, e.g. ``[[0, 1], [0, 1]]`` for two boolean variables, or ``[[0, 6]]`` for a single 7-valued discrete variable. length: int, Optional Chromosome length (bits) per variable. See the note above for sizing guidance. Default is 5. p_c: float, Optional Probability of crossover. Default is 1. p_m: float, Optional Probability of mutation. Default is 0.2. nPop: int, Optional The size of the population. Default is 100. maxiter: int, Optional The maximum number of iterations. Default is 200. miniter: int, Optional The minimum number of iterations. Default is 0. elitism: float or int, Optional Determines the portion of the population designated as elite, which automatically survives to the next generation. If less than or equal to 1, it specifies a fraction of the population. If greater than 1, it indicates the exact number of individuals to be selected as elite. The default value of 1 assures that the reigning champion is always preserved. To turn this off, set the value to None. Default is 1. maxage: int, Optional The age is the maximum number of generations a candidate spends at the top (being the best candidate) before termination. Default is 5. minimize: bool, Optional If True, the objective function is minimized. Default is False. seed: int | numpy.random.SeedSequence | numpy.random.Generator | None, Optional A seed for a per-instance random number generator. Default is None. selection_strategy: :class:`~sigmaepsilon.math.optimize.selection.SelectionStrategy`, Optional The selection strategy used by :func:`select`. Default is :class:`~sigmaepsilon.math.optimize.selection.TournamentSelection`. vectorized: bool, Optional See :func:`~sigmaepsilon.math.optimize.ga.GeneticAlgorithm.evaluate`. Default is False. n_jobs: int, Optional See :func:`~sigmaepsilon.math.optimize.ga.GeneticAlgorithm.evaluate`. Default is 1. See Also -------- :class:`~sigmaepsilon.math.optimize.ga.Genom` :class:`~sigmaepsilon.math.optimize.bga.BinaryGeneticAlgorithm` :class:`~sigmaepsilon.math.optimize.bitchromosome.BitChromosomeGeneticAlgorithm` Examples -------- Solve a small 0/1 knapsack problem: pick a subset of items (each either included or excluded) to maximize total value without exceeding a weight budget. >>> import numpy as np >>> from sigmaepsilon.math.optimize import IntegerGeneticAlgorithm as IGA >>> >>> values = np.array([60, 100, 120, 80, 30]) >>> weights = np.array([10, 20, 30, 15, 5]) >>> capacity = 50 >>> >>> def knapsack(x): ... total_weight = np.dot(weights, x) ... total_value = np.dot(values, x) ... penalty = 1000 * max(0, total_weight - capacity) ... return total_value - penalty >>> >>> ranges = [[0, 1]] * len(values) >>> iga = IGA(knapsack, ranges, length=1, nPop=50, seed=0) >>> champion = iga.solve() >>> selection = champion.phenotype """ __slots__ = () def _postprocess_phenotypes(self, phenotypes: ndarray) -> ndarray: """Round the linearly-decoded phenotypes to the nearest integer.""" return np.round(phenotypes).astype(int)