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Implement genetic algorithm for optimizing continuous functions #11670
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import random | ||
import numpy as np | ||
from concurrent.futures import ThreadPoolExecutor | ||
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# Parameters | ||
N_POPULATION = 100 # Population size | ||
N_GENERATIONS = 500 # Maximum number of generations | ||
N_SELECTED = 50 # Number of parents selected for the next generation | ||
MUTATION_PROBABILITY = 0.1 # Mutation probability | ||
CROSSOVER_RATE = 0.8 # Probability of crossover | ||
SEARCH_SPACE = (-10, 10) # Search space for the variables | ||
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# Random number generator | ||
rng = np.random.default_rng() | ||
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class GeneticAlgorithm: | ||
def __init__( | ||
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. Please provide return type hint for the function: |
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self, | ||
function: callable, | ||
bounds: list[tuple[float, float]], | ||
population_size: int, | ||
generations: int, | ||
mutation_prob: float, | ||
crossover_rate: float, | ||
maximize: bool = True | ||
) -> None: | ||
self.function = function # Target function to optimize | ||
self.bounds = bounds # Search space bounds (for each variable) | ||
self.population_size = population_size | ||
self.generations = generations | ||
self.mutation_prob = mutation_prob | ||
self.crossover_rate = crossover_rate | ||
self.maximize = maximize | ||
self.dim = len(bounds) # Dimensionality of the function (number of variables) | ||
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# Initialize population | ||
self.population = self.initialize_population() | ||
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def initialize_population(self) -> list[np.ndarray]: | ||
""" | ||
Initialize the population with random individuals within the search space. | ||
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Returns: | ||
list[np.ndarray]: A list of individuals represented as numpy arrays. | ||
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Example: | ||
>>> ga = GeneticAlgorithm(lambda x, y: x**2 + y**2, [(-10, 10), (-10, 10)], 10, 100, 0.1, 0.8, False) | ||
>>> len(ga.initialize_population()) == ga.population_size | ||
True | ||
""" | ||
return [ | ||
rng.uniform(low=self.bounds[i][0], high=self.bounds[i][1], size=self.dim) | ||
for i in range(self.population_size) | ||
] | ||
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def fitness(self, individual: np.ndarray) -> float: | ||
""" | ||
Calculate the fitness value (function value) for an individual. | ||
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Args: | ||
individual (np.ndarray): The individual to evaluate. | ||
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Returns: | ||
float: The fitness value of the individual. | ||
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Example: | ||
>>> ga = GeneticAlgorithm(lambda x, y: -(x**2 + y**2), [(-10, 10), (-10, 10)], 10, 100, 0.1, 0.8, True) | ||
>>> ind = np.array([1, 2]) | ||
>>> ga.fitness(ind) | ||
-5.0 | ||
""" | ||
value = self.function(*individual) | ||
return value if self.maximize else -value # If minimizing, invert the fitness | ||
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def select_parents(self, population_score: list[tuple[np.ndarray, float]]) -> list[np.ndarray]: | ||
""" | ||
Select top N_SELECTED parents based on fitness. | ||
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Args: | ||
population_score (list[tuple[np.ndarray, float]]): The population with their respective fitness scores. | ||
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Returns: | ||
list[np.ndarray]: The selected parents for the next generation. | ||
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Example: | ||
>>> ga = GeneticAlgorithm(lambda x, y: -(x**2 + y**2), [(-10, 10), (-10, 10)], 10, 100, 0.1, 0.8, True) | ||
>>> pop_score = [(np.array([1, 2]), -5), (np.array([3, 4]), -25)] | ||
>>> len(ga.select_parents(pop_score)) == N_SELECTED | ||
True | ||
""" | ||
population_score.sort(key=lambda x: x[1], reverse=True) | ||
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return [ind for ind, _ in population_score[:N_SELECTED]] | ||
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def crossover(self, parent1: np.ndarray, parent2: np.ndarray) -> tuple[np.ndarray, np.ndarray]: | ||
""" | ||
Perform uniform crossover between two parents to generate offspring. | ||
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Args: | ||
parent1 (np.ndarray): The first parent. | ||
parent2 (np.ndarray): The second parent. | ||
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Returns: | ||
tuple[np.ndarray, np.ndarray]: The two offspring generated by crossover. | ||
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Example: | ||
>>> ga = GeneticAlgorithm(lambda x, y: -(x**2 + y**2), [(-10, 10), (-10, 10)], 10, 100, 0.1, 0.8, True) | ||
>>> parent1, parent2 = np.array([1, 2]), np.array([3, 4]) | ||
>>> len(ga.crossover(parent1, parent2)) == 2 | ||
True | ||
""" | ||
if random.random() < self.crossover_rate: | ||
cross_point = random.randint(1, self.dim - 1) | ||
child1 = np.concatenate((parent1[:cross_point], parent2[cross_point:])) | ||
child2 = np.concatenate((parent2[:cross_point], parent1[cross_point:])) | ||
return child1, child2 | ||
return parent1, parent2 | ||
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def mutate(self, individual: np.ndarray) -> np.ndarray: | ||
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""" | ||
Apply mutation to an individual. | ||
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Args: | ||
individual (np.ndarray): The individual to mutate. | ||
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Returns: | ||
np.ndarray: The mutated individual. | ||
""" | ||
for i in range(self.dim): | ||
if random.random() < self.mutation_prob: | ||
individual[i] = rng.uniform(self.bounds[i][0], self.bounds[i][1]) | ||
return individual | ||
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def evaluate_population(self) -> list[tuple[np.ndarray, float]]: | ||
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""" | ||
Evaluate the fitness of the entire population in parallel. | ||
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Returns: | ||
list[tuple[np.ndarray, float]]: The population with their respective fitness values. | ||
""" | ||
with ThreadPoolExecutor() as executor: | ||
return list( | ||
executor.map(lambda ind: (ind, self.fitness(ind)), self.population) | ||
) | ||
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def evolve(self) -> np.ndarray: | ||
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""" | ||
Evolve the population over the generations to find the best solution. | ||
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Returns: | ||
np.ndarray: The best individual found during the evolution process. | ||
""" | ||
for generation in range(self.generations): | ||
# Evaluate population fitness (multithreaded) | ||
population_score = self.evaluate_population() | ||
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# Check the best individual | ||
best_individual = max(population_score, key=lambda x: x[1])[0] | ||
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best_fitness = self.fitness(best_individual) | ||
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# Select parents for next generation | ||
parents = self.select_parents(population_score) | ||
next_generation = [] | ||
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# Generate offspring using crossover and mutation | ||
for i in range(0, len(parents), 2): | ||
parent1, parent2 = parents[i], parents[(i + 1) % len(parents)] | ||
child1, child2 = self.crossover(parent1, parent2) | ||
next_generation.append(self.mutate(child1)) | ||
next_generation.append(self.mutate(child2)) | ||
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# Ensure population size remains the same | ||
self.population = next_generation[: self.population_size] | ||
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if generation % 10 == 0: | ||
print(f"Generation {generation}: Best Fitness = {best_fitness}") | ||
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return best_individual | ||
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# Example target function for optimization | ||
def target_function(var_x: float, var_y: float) -> float: | ||
""" | ||
Example target function (parabola) for optimization. | ||
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Args: | ||
var_x (float): The x-coordinate. | ||
var_y (float): The y-coordinate. | ||
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Returns: | ||
float: The value of the function at (var_x, var_y). | ||
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Example: | ||
>>> target_function(0, 0) | ||
0 | ||
>>> target_function(1, 1) | ||
2 | ||
""" | ||
return var_x**2 + var_y**2 # Simple parabolic surface (minimization) | ||
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# Set bounds for the variables (var_x, var_y) | ||
bounds = [(-10, 10), (-10, 10)] # Both var_x and var_y range from -10 to 10 | ||
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# Instantiate and run the genetic algorithm | ||
ga = GeneticAlgorithm( | ||
function=target_function, | ||
bounds=bounds, | ||
population_size=N_POPULATION, | ||
generations=N_GENERATIONS, | ||
mutation_prob=MUTATION_PROBABILITY, | ||
crossover_rate=CROSSOVER_RATE, | ||
maximize=False, # Minimize the function | ||
) | ||
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best_solution = ga.evolve() | ||
print(f"Best solution found: {best_solution}") | ||
print(f"Best fitness (minimum value of function): {target_function(*best_solution)}") |
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