Merge pull request #187 from LYinMX/evoxtorch-main

Add some ES and DE

src/evox/algorithms/__init__.py

@@ -1,10 +1,23 @@
 __all__ = [
     # DE Variants
     "DE",
+    "SHADE",
+    "CoDE",
+    "SaDE",
     "ODE",
     "JaDE",
     # ES Variants
     "OpenES",
+    "XNES",
+    "SeparableNES",
+    "DES",
+    "SNES",
+    "ARS",
+    "ASEBO",
+    "PersistentES",
+    "NoiseReuseES",
+    "GuidedES",
+    "ESMC",
     "CMAES",
     # PSO Variants
     "CLPSO",
@@ -21,7 +34,7 @@
 ]
 
 
-from .de_variants import DE, ODE, JaDE
-from .es_variants import CMAES, OpenES
+from .de_variants import DE, ODE, SHADE, CoDE, JaDE, SaDE
+from .es_variants import ARS, ASEBO, CMAES, DES, ESMC, SNES, XNES, GuidedES, NoiseReuseES, OpenES, PersistentES, SeparableNES
 from .mo import MOEAD, NSGA2, RVEA
 from .pso_variants import CLPSO, CSO, DMSPSOEL, FSPSO, PSO, SLPSOGS, SLPSOUS

src/evox/algorithms/de_variants/__init__.py

@@ -1,6 +1,9 @@
-__all__ = ["DE", "ODE", "JaDE"]
+__all__ = ["DE", "CoDE", "JaDE", "ODE", "SaDE", "SHADE"]
 
 
+from .code import CoDE
 from .de import DE
 from .jade import JaDE
 from .ode import ODE
+from .sade import SaDE
+from .shade import SHADE

src/evox/algorithms/de_variants/code.py

@@ -0,0 +1,151 @@
+import torch
+
+from ...core import Algorithm, Mutable, Parameter, jit_class
+from ...operators.crossover import (
+    DE_arithmetic_recombination,
+    DE_binary_crossover,
+    DE_differential_sum,
+    DE_exponential_crossover,
+)
+from ...operators.selection import select_rand_pbest
+from ...utils import clamp
+
+"""
+Strategy codes(4 bits): [base_vec_prim, base_vec_sec, diff_num, cross_strategy]
+base_vec      : 0="rand", 1="best", 2="pbest", 3="current"
+cross_strategy: 0=bin   , 1=exp   , 2=arith
+"""
+
+rand_1_bin = [0, 0, 1, 0]
+rand_2_bin = [0, 0, 2, 0]
+current2rand_1 = [0, 0, 1, 2]  # current2rand_1 <==> rand_1_arith
+rand2best_2_bin = [0, 1, 2, 0]
+current2pbest_1_bin = [3, 2, 1, 0]
+
+
+@jit_class
+class CoDE(Algorithm):
+    """The implementation of CoDE algorithm.
+
+    Reference:
+    Wang Y, Cai Z, Zhang Q. Differential evolution with composite trial vector generation strategies and control parameters[J]. IEEE transactions on evolutionary computation, 2011, 15(1): 55-66.
+    """
+
+    def __init__(
+        self,
+        pop_size: int,
+        lb: torch.Tensor,
+        ub: torch.Tensor,
+        diff_padding_num: int = 5,
+        param_pool: torch.Tensor = torch.tensor([[1, 0.1], [1, 0.9], [0.8, 0.2]]),
+        replace: bool = False,
+        device: torch.device | None = None,
+    ):
+        """
+        Initialize the CoDE algorithm with the given parameters.
+
+        :param pop_size: The size of the population.
+        :param lb: The lower bounds of the search space. Must be a 1D tensor.
+        :param ub: The upper bounds of the search space. Must be a 1D tensor.
+        :param diff_padding_num: The number of differential padding vectors to use. Defaults to 5.
+        :param param_pool: A tensor of control parameter pairs for the algorithm. Defaults to a predefined tensor.
+        :param replace: A boolean indicating whether to replace individuals in the population. Defaults to False.
+        :param device: The device to use for tensor computations. Defaults to None.
+        """
+        super().__init__()
+        device = torch.get_default_device() if device is None else device
+        dim = lb.shape[0]
+        # parameters
+        self.param_pool = Parameter(param_pool, device=device)
+        # set value
+        lb = lb[None, :].to(device=device)
+        ub = ub[None, :].to(device=device)
+        self.lb = lb
+        self.ub = ub
+        self.dim = dim
+        self.replace = replace
+        self.pop_size = pop_size
+        self.diff_padding_num = diff_padding_num
+        self.strategies = torch.tensor([rand_1_bin, rand_2_bin, current2rand_1], device=device)
+        # setup
+        self.best_index = Mutable(torch.tensor(0, device=device))
+        self.population = Mutable(torch.randn(pop_size, dim, device=device) * (ub - lb) + lb)
+        self.fitness = Mutable(torch.full((self.pop_size,), fill_value=torch.inf, device=device))
+
+    def step(self):
+        """Perform one iteration of the CoDE algorithm.
+
+        This step is composed of the following steps:
+        1. Generate trial vectors using the differential sum.
+        2. Apply crossover to generate a new vector.
+        3. Apply mutation to generate a new vector.
+        4. Update the population and fitness values.
+        """
+        device = self.population.device
+        indices = torch.arange(self.pop_size, device=device)
+
+        param_ids = torch.randint(0, 3, (3, self.pop_size), device=device)
+
+        base_vec_prim_type = self.strategies[:, 0]
+        base_vec_sec_type = self.strategies[:, 1]
+        num_diff_vectors = self.strategies[:, 2]
+        cross_strategy = self.strategies[:, 3]
+
+        params = self.param_pool[param_ids]
+        differential_weight = params[:, :, 0]
+        cross_probability = params[:, :, 1]
+
+        trial_vectors = torch.zeros((3, self.pop_size, self.dim), device=device)
+
+        for i in range(3):
+            difference_sum, rand_vec_idx = DE_differential_sum(
+                self.diff_padding_num,
+                num_diff_vectors[i],
+                indices,
+                self.population,
+                #self.replace
+            )
+
+            rand_vec = self.population[rand_vec_idx]
+            best_vec = torch.tile(self.population[self.best_index].unsqueeze(0), (self.pop_size, 1))
+            pbest_vec = select_rand_pbest(0.05, self.population, self.fitness)
+            current_vec = self.population[indices]
+
+            vec_merge = torch.stack((rand_vec, best_vec, pbest_vec, current_vec))
+            base_vec_prim = vec_merge[base_vec_prim_type[i]]
+            base_vec_sec = vec_merge[base_vec_sec_type[i]]
+
+            base_vec = base_vec_prim + differential_weight[i].unsqueeze(1) * (base_vec_sec - base_vec_prim)
+            mutation_vec = base_vec + difference_sum * differential_weight[i].unsqueeze(1)
+
+            trial_vec = torch.zeros(self.pop_size, self.dim, device=device)
+            trial_vec = torch.where(
+                cross_strategy[i] == 0, DE_binary_crossover(mutation_vec, current_vec, cross_probability[i]), trial_vec
+            )
+            trial_vec = torch.where(
+                cross_strategy[i] == 1, DE_exponential_crossover(mutation_vec, current_vec, cross_probability[i]), trial_vec
+            )
+            trial_vec = torch.where(
+                cross_strategy[i] == 2, DE_arithmetic_recombination(mutation_vec, current_vec, cross_probability[i]), trial_vec
+            )
+            trial_vectors = torch.where(
+                (torch.arange(3, device=device) == i).unsqueeze(1).unsqueeze(2), trial_vec.unsqueeze(0), trial_vectors
+            )
+
+        trial_vectors = clamp(trial_vectors.reshape(3 * self.pop_size, self.dim), self.lb, self.ub)
+        trial_fitness = self.evaluate(trial_vectors)
+
+        indices = torch.arange(3 * self.pop_size, device=device).reshape(3, self.pop_size)
+        trans_fit = trial_fitness[indices]
+
+        min_indices = torch.argmin(trans_fit, dim=0)
+        min_indices_global = indices[min_indices, torch.arange(self.pop_size, device=device)]
+
+        trial_fitness_select = trial_fitness[min_indices_global]
+        trial_vectors_select = trial_vectors[min_indices_global]
+
+        compare = trial_fitness_select <= self.fitness
+
+        self.population = torch.where(compare[:, None], trial_vectors_select, self.population)
+        self.fitness = torch.where(compare, trial_fitness_select, self.fitness)
+        self.best_index = torch.argmin(self.fitness)

src/evox/algorithms/de_variants/jade.py

@@ -114,9 +114,9 @@ def step(self):
             [self.population[random_choices[i]] - self.population[random_choices[i + 1]] for i in range(1, num_vec - 1, 2)]
         ).sum(dim=0)
 
-        pbest_vects = self._select_rand_pbest_vects(p=0.05)
+        pbest_vectors = self._select_rand_pbest_vectors(p=0.05)
         base_vectors_prim = self.population
-        base_vectors_sec = pbest_vects
+        base_vectors_sec = pbest_vectors
         F_vec_2D = F_vec[:, None]
 
         base_vectors = base_vectors_prim + F_vec_2D * (base_vectors_sec - base_vectors_prim)
@@ -162,7 +162,7 @@ def step(self):
         self.F_u = torch.where(count_mask, updated_F_u, self.F_u)
         self.CR_u = torch.where(count_mask, updated_CR_u, self.CR_u)
 
-    def _select_rand_pbest_vects(self, p: float) -> torch.Tensor:
+    def _select_rand_pbest_vectors(self, p: float) -> torch.Tensor:
         """
         Select p-best vectors from the population for mutation.
 
@@ -181,6 +181,6 @@ def _select_rand_pbest_vects(self, p: float) -> torch.Tensor:
         pbest_indices = pbest_indices_pool[random_indices]
 
         # Retrieve p-best vectors using the sampled indices
-        pbest_vects = self.population[pbest_indices]
+        pbest_vectors = self.population[pbest_indices]
 
-        return pbest_vects
+        return pbest_vectors