[Quantproject-developers] QuantProject/b1_ADT/Optimizing/Genetic GeneticOptimizer.cs, 1.17, 1.18

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Update of /cvsroot/quantproject/QuantProject/b1_ADT/Optimizing/Genetic
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17362/b1_ADT/Optimizing/Genetic

Modified Files:
	GeneticOptimizer.cs 
Log Message:
Fixed VERY important bug in rouletteSelection method:
GO now works properly also with negative fitnesses.

Index: GeneticOptimizer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Optimizing/Genetic/GeneticOptimizer.cs,v
retrieving revision 1.17
retrieving revision 1.18
diff -C2 -d -r1.17 -r1.18
*** GeneticOptimizer.cs	7 Aug 2006 21:03:24 -0000	1.17
--- GeneticOptimizer.cs	10 Aug 2006 16:08:27 -0000	1.18
***************
*** 51,55 ****
      private int generationNumber;
      private int genomeSize;
!     private double totalFitness;
      private Genome bestGenome;
      private Genome worstGenome;
--- 51,55 ----
      private int generationNumber;
      private int genomeSize;
!     private double totalSpecialFitnessForRouletteSelection;
      private Genome bestGenome;
      private Genome worstGenome;
***************
*** 60,64 ****
      private ArrayList currentEliteToTransmitToNextGeneration;
      private ArrayList nextGeneration;
!     private ArrayList cumulativeFitnessList;
  	
      private int generationCounter;
--- 60,64 ----
      private ArrayList currentEliteToTransmitToNextGeneration;
      private ArrayList nextGeneration;
!     private ArrayList cumulativeSpecialFitnessListForRouletteSelection;
  	
      private int generationCounter;
***************
*** 210,214 ****
      	this.genomeSize = this.genomeManager.GenomeSize;
        this.genomeComparer = new GenomeComparer();
!       this.cumulativeFitnessList = new ArrayList(this.PopulationSize);
        this.currentGeneration = new ArrayList(this.PopulationSize);
        int eliteNumber = (int)(this.ElitismRate*(double)this.PopulationSize);
--- 210,214 ----
      	this.genomeSize = this.genomeManager.GenomeSize;
        this.genomeComparer = new GenomeComparer();
!       this.cumulativeSpecialFitnessListForRouletteSelection = new ArrayList(this.PopulationSize);
        this.currentGeneration = new ArrayList(this.PopulationSize);
        int eliteNumber = (int)(this.ElitismRate*(double)this.PopulationSize);
***************
*** 227,231 ****
      {
        this.createFirstGeneration(false);
!       this.averageRandomFitness = this.totalFitness/this.currentGeneration.Count;
        this.standardDeviationOfRandomFitness = this.calculateRandomFitness_getStdDevOfRandomFitness();
      }
--- 227,231 ----
      {
        this.createFirstGeneration(false);
!       this.averageRandomFitness = this.totalSpecialFitnessForRouletteSelection/this.currentGeneration.Count;
        this.standardDeviationOfRandomFitness = this.calculateRandomFitness_getStdDevOfRandomFitness();
      }
***************
*** 287,295 ****
      {
        bool returnValue = false;
!       double averageFitnessOfCurrentGeneration = this.totalFitness / this.populationSize;
!       double bestFitnessReachedUntilNow = this.BestGenome.Fitness;
  
!       if (averageFitnessOfCurrentGeneration >= 
!                             this.minConvergenceRate * bestFitnessReachedUntilNow )
            returnValue = true;
        
--- 287,296 ----
      {
        bool returnValue = false;
!       double averageSpecialFitness = this.totalSpecialFitnessForRouletteSelection / this.populationSize;
!       double bestSpecialFitnessReachedUntilNow = this.BestGenome.Fitness + 
!       		Math.Abs(((Genome)this.currentGeneration[0]).Fitness);
  
!       if (averageSpecialFitness >= 
!                             this.minConvergenceRate * bestSpecialFitnessReachedUntilNow )
            returnValue = true;
        
***************
*** 307,312 ****
  			  this.NewGeneration( this , new NewGenerationEventArgs(
  				  this.currentGeneration , this.generationCounter , this.generationNumber ) );
!       this.calculateTotalFitness();
!       this.updateCumulativeFitnessList();
        this.setInitialBestAndWorstGenomes();
        
--- 308,313 ----
  			  this.NewGeneration( this , new NewGenerationEventArgs(
  				  this.currentGeneration , this.generationCounter , this.generationNumber ) );
!       this.calculateTotalSpecialFitnessForRouletteSelection();
!       this.updateCumulativeSpecialFitnessListForRouletteSelection();
        this.setInitialBestAndWorstGenomes();
        
***************
*** 317,326 ****
      private void showOutputToConsole()
      {
!       System.Console.WriteLine("\n\n\n\n*_*_*_*_*_*_*_*_*_*_*\n\nGeneration " + this.generationCounter +"\n");
        for(int i = 0; i < this.populationSize; i++)
        {
!         System.Console.WriteLine((string)((Genome)this.currentGeneration[i]).Meaning +
!           "--> " + ((Genome)this.currentGeneration[i]).Fitness);
        }
        //Console.WriteLine("Press enter key to continue ...");
  			//Console.ReadLine();
--- 318,345 ----
      private void showOutputToConsole()
      {
!       string genes = "";
!       //System.Console.WriteLine("\n*_*_*_*_*_*_*_*_*_*_*\n\nGeneration " + this.generationCounter +"\n");
! //      string pathFile = System.Configuration.ConfigurationSettings.AppSettings["GenericArchive"] +
! //                    "\\GenomesThroughoutGenerations.txt";
! //  	  System.IO.StreamWriter w = System.IO.File.AppendText(pathFile);
        for(int i = 0; i < this.populationSize; i++)
        {
!         int genomeNumber = i + 1;
!       	foreach(int gene in ((Genome)this.currentGeneration[i]).Genes() )
!             genes = genes + " " + gene.ToString();
! 				System.Console.WriteLine("\r\n" + this.GenerationCounter + " " + genomeNumber + " " + genes + " " + 
!                 ((Genome)this.currentGeneration[i]).Fitness + " " +
!                 ((Genome)this.currentGeneration[i]).HasBeenChanged.ToString() + " " +
!                 ((Genome)this.currentGeneration[i]).HasBeenCloned.ToString() + " " +
!                 ((Genome)this.currentGeneration[i]).Generation);
! //        w.Write("\r\n" + this.GenerationCounter + " " + genomeNumber + " " + genes + " " + 
! //                ((Genome)this.currentGeneration[i]).Fitness + " " +
! //                ((Genome)this.currentGeneration[i]).HasBeenChanged.ToString() + " " +
! //                ((Genome)this.currentGeneration[i]).HasBeenCloned.ToString() + " " +
! //                ((Genome)this.currentGeneration[i]).Generation);
!         genes = "";
        }
+ //      w.Flush();
+ //      w.Close();
        //Console.WriteLine("Press enter key to continue ...");
  			//Console.ReadLine();
***************
*** 334,338 ****
      private int rouletteSelection()
      {
!       double randomFitness = this.totalFitness *(double)this.random.Next(1,1001)/1000;
        int idx = -1;
        int first = 0;
--- 353,357 ----
      private int rouletteSelection()
      {
!       double randomFitness = this.totalSpecialFitnessForRouletteSelection *(double)this.random.Next(1,1001)/1000;
        int idx = -1;
        int first = 0;
***************
*** 343,351 ****
        while (idx == -1 && first <= last)
        {
!         if (randomFitness < (double)this.cumulativeFitnessList[mid])
          {
            last = mid;
          }
!         else if (randomFitness >= (double)this.cumulativeFitnessList[mid])
          {
            first = mid;
--- 362,370 ----
        while (idx == -1 && first <= last)
        {
!         if (randomFitness < (double)this.cumulativeSpecialFitnessListForRouletteSelection[mid])
          {
            last = mid;
          }
!         else if (randomFitness >= (double)this.cumulativeSpecialFitnessListForRouletteSelection[mid])
          {
            first = mid;
***************
*** 353,357 ****
          mid = (first + last)/2;
          if ((last - first) == 1) 
!           idx = last;
         }
        return idx;
--- 372,376 ----
          mid = (first + last)/2;
          if ((last - first) == 1) 
!           idx = last;//it's time to exit from the while loop
         }
        return idx;
***************
*** 360,385 ****
  
      /// <summary>
!     /// Calculate total fitness for current generation
      /// </summary>
!     private void calculateTotalFitness()
      {
!       this.totalFitness = 0.0;
!       
        foreach(Genome g in this.currentGeneration)
!         this.totalFitness += g.Fitness;
              
      }
!     
!     /// <summary>
!     /// Rank current generation and sort in order of fitness.
!     /// </summary>
!     private void updateCumulativeFitnessList()
      {
!       double cumulativeFitness = 0.0;
!       this.cumulativeFitnessList.Clear();
        for (int i = 0; i < this.populationSize; i++)
        {
!         cumulativeFitness += ((Genome)this.currentGeneration[i]).Fitness;
!         this.cumulativeFitnessList.Add(cumulativeFitness);
        }
      }
--- 379,405 ----
  
      /// <summary>
!     /// Calculate total special fitness for current generation
      /// </summary>
!     private void calculateTotalSpecialFitnessForRouletteSelection()
      {
!       this.totalSpecialFitnessForRouletteSelection = 0.0;
!       double worstSpecialFitnessForRouletteSelection = 
!       	Math.Abs(((Genome)this.currentGeneration[0]).Fitness);
        foreach(Genome g in this.currentGeneration)
!         this.totalSpecialFitnessForRouletteSelection += g.Fitness + 
!       																									worstSpecialFitnessForRouletteSelection;
              
      }
!         
!     private void updateCumulativeSpecialFitnessListForRouletteSelection()
      {
!       double cumulativeSpecialFitness = 0.0;
!       this.cumulativeSpecialFitnessListForRouletteSelection.Clear();
        for (int i = 0; i < this.populationSize; i++)
        {
!         cumulativeSpecialFitness += 
!         		((Genome)this.currentGeneration[i]).Fitness +
!         	Math.Abs(((Genome)this.currentGeneration[0]).Fitness);
!         this.cumulativeSpecialFitnessListForRouletteSelection.Add(cumulativeSpecialFitness);
        }
      }
***************
*** 459,464 ****
  			  this.NewGeneration( this , new NewGenerationEventArgs(
  				  this.currentGeneration , this.generationCounter , this.generationNumber ) );
!       this.calculateTotalFitness();
!       this.updateCumulativeFitnessList();
        
        this.generationCounter++;
--- 479,484 ----
  			  this.NewGeneration( this , new NewGenerationEventArgs(
  				  this.currentGeneration , this.generationCounter , this.generationNumber ) );
! 			this.calculateTotalSpecialFitnessForRouletteSelection();
!       this.updateCumulativeSpecialFitnessListForRouletteSelection();
        
        this.generationCounter++;
***************
*** 492,496 ****
        this.currentGeneration.Clear();
        int numOfNextGeneration = this.nextGeneration.Count;
!         // Note that next generation is greater than current:
        // due to the population size, genomes with lowest fitness are abandoned
        for (int i = 1 ; i <= this.populationSize; i++)
--- 512,516 ----
        this.currentGeneration.Clear();
        int numOfNextGeneration = this.nextGeneration.Count;
!       // Note that next generation is greater than current:
        // due to the population size, genomes with lowest fitness are abandoned
        for (int i = 1 ; i <= this.populationSize; i++)