[077a87]: / cmaes / solver_cma.py

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# Copyright (c) 2015, Disney Research
# All rights reserved.
#
# Author(s): Sehoon Ha <sehoon.ha@disneyresearch.com>
# Disney Research Robotics Group
#
# adapted by Seungmoon Song <seungmoon.song@gmail.com>
from __future__ import division # '/' always means non-truncating division
from cmaes.solver import Solver
import numpy as np
import cma
import scipy.optimize
import time
from datetime import datetime
import sys
class CMASolver(Solver):
def __init__(self, prob):
Solver.__init__(self, prob)
opts = cma.CMAOptions()
# for k, v in opts.iteritems():
# print k, v
# exit(0)
self.p_dir = 'optim_data/cma/'
opts.set('verb_disp', 1)
opts.set('popsize', 8)
opts.set('verb_filenameprefix', self.p_dir)
opts.set('maxiter', 2000)
self.options = opts
self.cen = None
self.rng = None
def set_verbose(self, verbose):
self.verbose = verbose
if verbose:
self.options['verb_disp'] = 1
else:
self.options['verb_disp'] = 0
def create_directory(self):
verbose = (self.options['verb_disp'] > 0)
import os
path = self.p_dir
if verbose:
print('cma path = ', path)
if not os.path.exists(path):
if verbose:
print('CMA-ES: create directory [%s]' % path)
os.makedirs(path)
def eval_f(self, y):
x = self.unnormalize(y)
ret = super(CMASolver, self).eval_f(x)
# for i in range(self.prob.num_eq_constraints()):
# ret_eq_i = self.prob.c_eq(x, i)
# # ret += 100.0 * (ret_eq_i ** 2)
# ret += 10.0 * (ret_eq_i) # Assume the quadratic form
# for i in range(self.prob.num_ineq_constraints()):
# ret_ineq_i = self.prob.c_ineq(x, i)
# if ret_ineq_i < 0:
# ret += 100.0 * (ret_ineq_i ** 2)
return ret
def clip(self, x):
if self.rng is None:
return x
return np.clip(x, self.cen-self.rng, self.cen+self.rng)
# normalize between [-1, 1]
def normalize(self, x):
if self.rng is None:
return x
return (x - self.cen) / self.rng
def unnormalize(self, y):
if self.rng is None:
return y
x = self.cen + y * self.rng
return x
def solve(self, x0=None, sigma=1.0):
verbose = (self.options['verb_disp'] > 0)
begin = time.time()
if verbose:
print('Optimization method = CMA-ES')
if x0 is None:
if verbose:
print('Optimization: set x0 as zeros')
if self.cen is not None:
x0 = self.cen
else:
x0 = np.zeros(self.prob.dim)
self.create_directory()
if verbose:
print('CMA-ES: cen = ', self.cen)
print('CMA-ES: rng = ', self.rng)
print('Optimization begins at ', str(datetime.now()))
#print('normalized_center = ', self.normalize(x0))
# for k, v in self.options.iteritems():
# print(k, '\t', v)
res = cma.fmin(self.eval_f,
self.normalize(x0),
sigma,
options=self.options)
if verbose:
print('Optimization ends at ', str(datetime.now()))
print('Total times = %.2fs' % (time.time() - begin))
ret = scipy.optimize.OptimizeResult()
ret['y'] = res[0]
ret['x'] = self.unnormalize(res[0])
ret['fun'] = res[1]
# assert(np.allclose(res[1], self.prob.f(ret['x'])))
ret['nfev'] = self.eval_counter
# ret['jac'] = self.eval_g(ret['x'])
ret['message'] = 'Optimization terminated successfully.'
ret['status'] = 0
ret['success'] = True
return ret
class CMASolverPar(CMASolver):
def solve(self, x0=None, sigma=1.0):
verbose = (self.options['verb_disp'] > 0)
begin = time.time()
if verbose:
print('Optimization method = CMA-ES')
if x0 is None:
if verbose:
print('Optimization: set x0 as zeros')
if self.cen is not None:
x0 = self.cen
else:
x0 = np.zeros(self.prob.dim)
self.create_directory()
if verbose:
print('CMA-ES: cen = ', self.cen)
print('CMA-ES: rng = ', self.rng)
print('Optimization begins at ', str(datetime.now()))
#print('normalized_center = ', self.normalize(x0))
# for k, v in self.options.iteritems():
# print(k, '\t', v)
res = cma.fmin(None,
self.normalize(x0),
sigma,
parallel_objective=self.eval_f,
options=self.options)
if verbose:
print('Optimization ends at ', str(datetime.now()))
print('Total times = %.2fs' % (time.time() - begin))
ret = scipy.optimize.OptimizeResult()
ret['y'] = res[0]
ret['x'] = self.unnormalize(res[0])
ret['fun'] = res[1]
# assert(np.allclose(res[1], self.prob.f(ret['x'])))
ret['nfev'] = self.eval_counter
# ret['jac'] = self.eval_g(ret['x'])
ret['message'] = 'Optimization terminated successfully.'
ret['status'] = 0
ret['success'] = True
return ret
if __name__ == '__main__':
import optimization.test_problems
import numpy as np
# prob = test_problems.QuadProb()
prob = optimization.test_problems.Rosen()
x0 = np.random.rand(prob.dim) - 0.5
solver = CMASolver(prob)
res = solver.solve(x0)
print(res)