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/home/weinberg/src/BIE/include/DifferentialEvolution.h // This is really -*- C++ -*- #ifndef DifferentialEvolution_h #define DifferentialEvolution_h #include "Serializable.h" #include <LikelihoodComputation.h> #include <MHWidth.h> #include <MHWidthOne.h> #include <Simulation.h> #include <Chain.h> namespace BIE { class MixturePrior; //+ CLICLASS DifferentialEvolution SUPER Simulation class DifferentialEvolution : public Simulation { public: enum Control { parallel, serial }; enum Distrib { uniform, gaussian, cauchy, }; static Control cntrl; static int minmc; static int state_iter; static double tiny; static unsigned jfreq; static bool linear; static unsigned nfifo; //+ CLICONSTR int int int string BaseDataTree* Model* Integration* Converge* MixturePrior* LikelihoodComputation* MCAlgorithm* //+ CLICONSTR int int int string BaseDataTree* Model* Integration* Converge* MixturePrior* LikelihoodComputation* MCAlgorithm* Simulation* DifferentialEvolution(int max, int ndim, int number, string deinit, BaseDataTree* d, Model* m, Integration* i, Converge* c, MixturePrior* mp, LikelihoodComputation* l, MCAlgorithm* mca, Simulation *last=0); virtual ~DifferentialEvolution(); void NewState(int Mcur, vector<double>& w, vector< vector<double> >& p); void NewState(Chain& ch); void NewState(State& s); virtual void Initialize(); virtual void Reinitialize(MHWidth* width, MixturePrior *mp); //+ CLIMETHOD void SetControl int void SetControl(int); double GetValue(); double GetPrior(); double GetLikelihood(); State GetState(); virtual void ReportState(); virtual void LogState(string& logfile); virtual void LogState(int level, int iterno, string& outfile); void PrintState() { chains[0].PrintState(); } virtual void PrintStepDiagnostic(); virtual void PrintStateDiagnostic(); vector<double> GetStat(void); //+ CLIMETHOD void NewNumber int void NewNumber(int); //+ CLIMETHOD void NewGamma double void NewGamma(double p) { gamma0 = p; } //+ CLIMETHOD void EnableLogging void EnableLogging() { caching = true; CreateChains(); } //+ CLIMETHOD void SetLinearMapping bool void SetLinearMapping(bool b) { linear = b; } //+ CLIMETHOD void SetJumpFreq int void SetJumpFreq(int n) { jfreq = n; } void AdditionalInfo(); protected: virtual void MCMethod(); MHWidth * width; double gamma0; double gamma; unsigned ncount; bool caching; vector<Random *> distrib; unsigned int R0; vector<unsigned char> update_flag; vector<unsigned char> update_flag1; vector<unsigned long> nstat0; vector<unsigned long> nstat1; deque< vector<unsigned char> > arate; int Ntot; vector<double> philower; vector<double> phiupper; void CreateChains(); void SampleNewState(int k); void SampleNewStateParallel(int k); void NewStateSerialInit(); vector<unsigned short> fail; void SampleNewStateSerial(int k); void NewStateSerialStatus(); Chain chainT; void TrialState(int zero, int one, int two); void InitializeSampler(string epsfile); int totalnum; int totaltry; Uniform * unit; void ResetChainStats(); bool chains_initialized; double Logit(double x) { x = max<double>(tiny, min<double>(1.0-tiny, x)); return log(x/(1.0 - x)); } double InverseLogit(double q) { return 1.0/(1.0+exp(-q)); } double Map(double x, double a, double b) { x = (max<double>(a, min<double>(x, b)) - a)/(b - a); if (linear) return x; else return Logit(x); } double InverseMap(double q, double a, double b) { if (linear) return a + (b - a)*q; else return a + (b - a)*InverseLogit(q); } vector<double> _lower; vector<double> _upper; double _minw; double _maxw; private: // Save the RNG // template<class Archive> void post_save(Archive &ar, const unsigned int file_version) const { vector<Serializable*> s; s.push_back(BIEgen); ar << BOOST_SERIALIZATION_NVP(s); } // Reassign pointer to fiducial chain and restore the RNG // template<class Archive> void post_load(Archive &ar, const unsigned int file_version) { vector<Serializable *>s; ar >> BOOST_SERIALIZATION_NVP(s); BIEgen = dynamic_cast<BIEACG*>(s[0]); chfid = &chains[R0]; } // AUTO GENERATED BY ../persistence/autopersist.py protected: DifferentialEvolution() {} private: friend class boost::serialization::access; BOOST_SERIALIZATION_SPLIT_MEMBER(); template<class Archive> void save(Archive & ar, const unsigned int version) const { this->pre_save(ar, version); try { ar << BOOST_SERIALIZATION_BASE_OBJECT_NVP(Simulation); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(cntrl); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(minmc); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(state_iter); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(tiny); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(jfreq); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(linear); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(nfifo); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(width); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(gamma0); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(gamma); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(ncount); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(caching); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(distrib); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(R0); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(update_flag); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(update_flag1); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(nstat0); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(nstat1); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(arate); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(Ntot); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(philower); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(phiupper); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(totalnum); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(totaltry); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(unit); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(chains_initialized); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(_lower); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(_upper); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(_minw); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar << BOOST_SERIALIZATION_NVP(_maxw); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } this->post_save(ar, version); } template<class Archive> void load(Archive & ar, const unsigned int version) { this->pre_load(ar, version); try { ar >> BOOST_SERIALIZATION_BASE_OBJECT_NVP(Simulation); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(cntrl); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(minmc); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(state_iter); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(tiny); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(jfreq); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(linear); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(nfifo); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(width); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(gamma0); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(gamma); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(ncount); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(caching); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(distrib); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(R0); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(update_flag); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(update_flag1); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(nstat0); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(nstat1); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(arate); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(Ntot); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(philower); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(phiupper); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(totalnum); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(totaltry); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(unit); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(chains_initialized); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(_lower); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(_upper); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(_minw); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar >> BOOST_SERIALIZATION_NVP(_maxw); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } this->post_load(ar, version); } }; } BIE_CLASS_TYPE_INFO(BIE::DifferentialEvolution) BIE_CLASS_EXPORT_KEY(BIE::DifferentialEvolution) #endif