org.moeaframework.core.operator.real
Class AdaptiveMetropolis

java.lang.Object
  org.moeaframework.core.operator.real.AdaptiveMetropolis

All Implemented Interfaces:

Variation

public class AdaptiveMetropolis
extends Object
implements Variation

The adaptive metropolis (AM) operator. AM is a multiparent operator, allowing a user-defined number of parents and offspring. AM produces normally-distributed clusters around each parent, where the shape of the distribution is controlled by the covariance of the parents.

Internally, the Cholesky decomposition is used to update the resulting offspring distribution. Cholesky decomposition requires that its input be positive definite. In order to guarantee this condition is satisfied, all parents must be unique. In the event that the positive definite condition is not satisifed, no offspring are produced and an empty array is returned by evolve(Solution[]).

References:

1. Vrugt, J.A., Robinson, B.A. and Hyman, J.M. "Self-Adaptive MultiMethod Search For Global Optimization in Real-Parameter Spaces." IEEE Transactions on Evolutionary Computation, pp. 1-17, 2009.
2. Vrugt, J.A. and Robinson, B.A. "Improved Evolutionary Optimization from Genetically Adaptive Multimethod Search." Proceedings of the National Academy of Sciences of the United States of America, vol. 104, pp. 708 - 711, 2007.
3. Gelman, A., Roberts, G.O. and Gilks, W.R. "Efficient Metropolis Jumping Rules." Bayesian Statistics, vol. 5, pp. 599-607, 1996.

Constructor Summary

AdaptiveMetropolis(int numberOfParents, int numberOfOffspring, double jumpRateCoefficient)
Constructs an adaptive metropolis operator.

Method Summary

Solution[]	evolve(Solution[] parents) Evolves one or more parent solutions (specified by getArity) and produces one or more child solutions.
int	getArity() Returns the number of solutions that must be supplied to the evolve method.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

AdaptiveMetropolis

public AdaptiveMetropolis(int numberOfParents,
                          int numberOfOffspring,
                          double jumpRateCoefficient)

Constructs an adaptive metropolis operator.

Parameters:

numberOfParents - the number of parents required by this operator

numberOfOffspring - the number of parents produced by this operator

jumpRateCoefficient - the jump raote coefficient, controlling the standard deviation of the covariance matrix

Method Detail

getArity

public int getArity()

Description copied from interface: Variation

Returns the number of solutions that must be supplied to the evolve method.

Specified by:

getArity in interface Variation

Returns:

the number of solutions that must be supplied to the evolve method

evolve

public Solution[] evolve(Solution[] parents)

Description copied from interface: Variation

Evolves one or more parent solutions (specified by getArity) and produces one or more child solutions. By contract, the parents must not be modified. The copy constructor should be used to create copies of the parents with these copies subsequently modified.

Specified by:

evolve in interface Variation

Parameters:

parents - the array of parent solutions

Returns:

an array of child solutions