Please, help me with creation a fitness function for chromosome with type "DoubleArrayChromosome". My chromosome contains coefficients of polynomial.
Would you give me some examples or advices how to write correct code for this type population.
Now I have only this:
AForge.Math.Random.IRandomNumberGenerator chGenerator =
new AForge.Math.Random.ExponentialGenerator(0.01f);
DoubleArrayChromosome ch =
new DoubleArrayChromosome(chGenerator, chGenerator, chGenerator, 10);
P.S. Sorry for my English...
Related
Drake has an interface where you can give it a generic function as a constraint and it can set up the nonlinearly-constrained mathematical program automatically (as long as it supports AutoDiff). I have a situation where my constraint does not support AutoDiff (the constraint function conducts a line search to approximate the maximum value of some function), but I have a closed-form expression for the gradient of the constraint. In my case, the math works out so that it's difficult to find a point on this function, but once you have that point it's easy to linearize around it.
I know many optimization libraries will allow you to provide your own analytical gradient when available; can you do this with Drake's MathematicalProgram as well? I could not find mention of it in the MathematicalProgram class documentation.
Any help is appreciated!
It's definitely possible, but I admit we haven't provided helper functions that make it pretty yet. Please let me know if/how this helps; I will plan to tidy it up and add it as an example or code snippet that we can reference in drake.
Consider the following code:
from pydrake.all import AutoDiffXd, MathematicalProgram, Solve
prog = MathematicalProgram()
x = prog.NewContinuousVariables(1, 'x')
def cost(x):
return (x[0]-1.)*(x[0]-1.)
def constraint(x):
if isinstance(x[0], AutoDiffXd):
print(x[0].value())
print(x[0].derivatives())
return x
cost_binding = prog.AddCost(cost, vars=x)
constraint_binding = prog.AddConstraint(
constraint, lb=[0.], ub=[2.], vars=x)
result = Solve(prog)
When we register the cost or constraint with MathematicalProgram in this way, we are allowing that it can get called with either x being a float, or x being an AutoDiffXd -- which is simply a wrapping of Eigen's AutoDiffScalar (with dynamically allocated derivatives of type double). The snippet above shows you roughly how it works -- every scalar value has a vector of (partial) derivatives associated with it. On entry to the function, you are passed x with the derivatives of x set to dx/dx (which will be 1 or zero).
Your job is to return a value, call it y, with the value set to the value of your cost/constraint, and the derivatives set to dy/dx. Normally, all of this happens magically for you. But it sounds like you get to do it yourself.
Here's a very simple code snippet that, I hope, gets you started:
from pydrake.all import AutoDiffXd, MathematicalProgram, Solve
prog = MathematicalProgram()
x = prog.NewContinuousVariables(1, 'x')
def cost(x):
return (x[0]-1.)*(x[0]-1.)
def constraint(x):
if isinstance(x[0], AutoDiffXd):
y = AutoDiffXd(2*x[0].value(), 2*x[0].derivatives())
return [y]
return 2*x
cost_binding = prog.AddCost(cost, vars=x)
constraint_binding = prog.AddConstraint(
constraint, lb=[0.], ub=[2.], vars=x)
result = Solve(prog)
Let me know?
I am surprising to notice that it is somehow difficult to obtain a correct fit of interaction function from gam().
To be more specific, I want to estimate an additive function:
y=m_1(x)+m_2(z)+m_{12}(x,z)+u,
where m_1(x)=x^2, m_2(z)=z^2,m_{12}(x,z)=xz. The following code generate this model:
test1 <- function(x,z,sx=1,sz=1) {
#--m1(x) function
m.x<-x^2
m.x<-m.x-mean(m.x)
#--m2(z) function
m.z<-z^2
m.z<-m.z-mean(m.z)
#--m12(x,z) function
m.xz<-x*z
m.xz<-m.xz-mean(m.xz)
m<-m.x+m.z+m.xz
return(list(m=m,m.x=m.x,m.z=m.z,m.xz=m.xz))
}
n <- 1000
a=0
b=2
x <- runif(n,a,b)/20
z <- runif(n,a,b)
u <- rnorm(n,0,0.5)
model<-test1(x,z)
y <- model$m + u
So I use gam() by fitting the model as
b3 <- gam(y~ ti(x) + ti(z) + ti(x,z))
vis.gam(b3);title("tensor anova")
#---extracting basis matrix
B.f3<-model.matrix.gam(b3)
#---extracting series estimator
b3.hat<-b3$coefficients
Question: when I plot the estimated function by gam()above against its true function, I end up with
par(mfrow=c(1,3))
#---m1(x)
B.x<-B.f3[,c(2:5)]
b.x.hat<-b3.hat[c(2:5)]
plot(x,B.x%*%b.x.hat)
points(x,model$m.x,col='red')
legend('topleft',c('Estimate','True'),lty=c(1,1),col=c('black','red'))
#---m2(z)
B.z<-B.f3[,c(6:9)]
b.z.hat<-b3.hat[c(6:9)]
plot(z,B.z%*%b.z.hat)
points(z,model$m.z,col='red')
legend('topleft',c('Estimate','True'),lty=c(1,1),col=c('black','red'))
#---m12(x,z)
B.xz<-B.f3[,-c(1:9)]
b.xz.hat<-b3.hat[-c(1:9)]
plot(x,B.xz%*%b.xz.hat)
points(x,model$m.xz,col='red')
legend('topleft',c('Estimate','True'),lty=c(1,1),col=c('black','red'))
However, the function estimate of m_1(x) is largely different from x^2, and the interaction function estimate m_{12}(x,z) is also largely different from xz defined in test1 above. The results are the same if I use predict(b3).
I really can't figure it out. Can anybody help me out by explaining why the results end up with this? Greatly appreciate it!
First, the problem of the above issue is not due to the package, of course. It is closely related to the identification conditions of the smooth functions. One common practice is to impose the assumptions that E(mj(.))=0 for all individual function j=1,...,d, and E(m_ij(x_i,x_j)|x_i)=E(m_ij(x_i,x_j)|x_j)=0 for i not equal to j. Those conditions require one to employ centered basis function in series estimator, which has been done already in GAM package. However, in my case above, function m(x,z)=x*z defined in test1 does not satisfy the above identification assumptions, since the integral of x*z with respect to either x or z is not zero when x and z have range from zero to two.
Furthermore, series estimator allows the individual and interaction function to be identified if one impose m(0)=0 or m(0,x_j)=m(x_i,0)=0. This can be readily achieved if we center the basis function around zero. I have tried both cases, and they work well whenever DGP satisfies the identification conditions.
What is the general formula of BER in SIMO systems.
My system uses BPSK and my channel is AWGN.
I found many formulas but for specific cases and no generic one!.
An example of how i can find BER with Rx=10 is appreciated.
Thanks.
The generic formula can be written as :
p = 1/2 - 1/2*(1+1./power(10,SNRdB/10)).^(-1/2);
theoryBer= 0;
for k=0:1:NumOfRec-1
theoryBer = theoryBer + nchoosek(NumOfRec-1+k,k).*(1-p).^k;
end
Note: Do not forget to specify number of receivers!.
I am currently having issues with figuring our some recurrence stuff and since I have midterms about it coming up soon I could really use some help and maybe an explanation on how it works.
So I basically have pseudocode for solving the Tower of Hanoi
TOWER_OF_HANOI ( n, FirstRod, SecondRod, ThirdRod)
if n == 1
move disk from FirstRod to ThirdRod
else
TOWER_OF_HANOI(n-1, FirstRod, ThirdRod, SecondRod)
move disk from FirstRod to ThirdRod
TOWER_OF_HANOI(n-1, SecondRod, FirstRod, ThirdRod)
And provided I understand how to write the relation (which, honestly I'm not sure I do...) it should be T(n) = 2T(n-1)+Ɵ(n), right? I sort of understand how to make a tree with fractional subproblems, but even then I don't fully understand the process that would give you the end solution of Ɵ(n) or Ɵ(n log n) or whatnot.
Thanks for any help, it would be greatly appreciated.
Assume the time complexity is T(n), it is supposed to be: T(n) = T(n-1) + T(n-1) + 1 = 2T(n-1) + 1. Why "+1" but not "+n"? Since "move disk from FirstRod to ThirdRod" costs you only one move.
For T(n) = 2T(n-1) + 1, its recursion tree will exactly look like this:
https://www.quora.com/What-is-the-complexity-of-T-n-2T-n-1-+-C (You might find it helpful, the image is neat.) C is a constant; it means the cost per operation. In the case of Tower of Hanoi, C = 1.
Calculate the sum of the cost each level, you will easily find out in this case, the total cost will be 2^n-1, which is exponential(expensive). Therefore, the answer of this recursion equation is Ɵ(2^n).
I searched a lot, but I was not able to find any example code, which describes how to use the WEKA HierarchicalClusterer. Using the following C#-code gives me an IllegalArgumentException at "agg.buildClusterer(insts);".
weka.clusterers.HierarchicalClusterer agg = new weka.clusterers.HierarchicalClusterer();
agg.setNumClusters(NumCluster);
/*
Tag[] TAGS_LINK_TYPE = agg.getLinkType().getTags();
agg.setLinkType(new SelectedTag(1, TAGS_LINK_TYPE));
*/
agg.buildClusterer(insts);
for (int i = 0; i < insts.numInstances(); i++)
{
int clusterNumber = agg.clusterInstance(insts.instance(i));
}
The StackTrace says:
at java.util.PriorityQueue..ctor(Int32 initialCapacity, Comparator comparator)
at weka.clusterers.HierarchicalClusterer.doLinkClustering(Int32 , Vector[] , Node[] )
at weka.clusterers.HierarchicalClusterer.buildClusterer(Instances data)
but no Message or InnerException is specified.
The varaible "insts" is an Instances-object, which only holds instances with an equal amount of numerical attributes.
Is anyone able to quickly find my error or please post/link some example code?
Further, is the setting of the LinkType (commented code) correct?
Thanks,
Björn
The HierarchicalClusterer class has a TAGS_LINK_TYPE attribute. So like
agg.setLinkType(new SelectedTag(1, HierarchicalClusterer.TAGS_LINK_TYPE));
will achieve what you are after for setting the linking. Now what on earth does that 1 mean? From the javadocs we see what TAGS_LINK_TYPE contains:
-L Link type (Single, Complete, Average, Mean, Centroid, Ward, Adjusted complete, Neighbor Joining)
[SINGLE|COMPLETE|AVERAGE|MEAN|CENTROID|WARD|ADJCOMLPETE|NEIGHBOR_JOINING]
In general, your code looks ok for the C# case. I see you don't set the distance metric in your example above and maybe you would want to do this? I too use Weka as best I can with C# using IKVM. I have found the dataset allowed for hierarchical clustering is not too large. Maybe your dataset exceeds what WEKA can handled and you would avoid your error if you reduced the size of the dataset?