/**
* Construct the simulated annealing trainer.
*
* @param theAlgorithm The algorithm to optimize.
* @param theScore The score function.
* @param theKMax The max number of iterations.
* @param theStartingTemperature The starting temperature.
* @param theEndingTemperature The ending temperature.
*/
public TrainAnneal(
final MLMethod theAlgorithm,
final ScoreFunction theScore,
final int theKMax,
final double theStartingTemperature,
final double theEndingTemperature) {
this.algorithm = theAlgorithm;
this.score = theScore;
this.kMax = theKMax;
this.currentError = score.calculateScore(this.algorithm);
this.startingTemperature = theStartingTemperature;
this.endingTemperature = theEndingTemperature;
this.globalBest = new double[theAlgorithm.getLongTermMemory().length];
System.arraycopy(
this.algorithm.getLongTermMemory(), 0, this.globalBest, 0, this.globalBest.length);
}
/** {@inheritDoc} */
@Override
public void iteration() {
final int len = this.algorithm.getLongTermMemory().length;
k++;
this.currentTemperature = coolingSchedule();
for (int cycle = 0; cycle < this.cycles; cycle++) {
// backup current state
final double[] oldState = new double[len];
System.arraycopy(this.algorithm.getLongTermMemory(), 0, oldState, 0, len);
// randomize the method
performRandomize(this.algorithm.getLongTermMemory());
// did we improve it?
final double trialError = score.calculateScore(this.algorithm);
// was this iteration an improvement? If so, always keep.
boolean keep = false;
if (trialError < this.currentError) {
keep = true;
} else {
this.lastProbability = calcProbability(currentError, trialError, this.currentTemperature);
if (this.lastProbability > this.rnd.nextDouble()) {
keep = true;
}
}
if (keep) {
this.currentError = trialError;
// better than global error
if (trialError < this.globalBestError) {
this.globalBestError = trialError;
System.arraycopy(this.algorithm.getLongTermMemory(), 0, oldState, 0, len);
System.arraycopy(this.algorithm.getLongTermMemory(), 0, this.globalBest, 0, len);
}
} else {
System.arraycopy(oldState, 0, this.algorithm.getLongTermMemory(), 0, len);
}
}
}