Upgrade ensmallen to 2.17.0 (#44)

* Upgrade ensmallen to 2.17.0

Co-authored-by: coatless <[email protected]>

Author: github-actions[bot]

ChangeLog

@@ -1,3 +1,10 @@
+2021-07-06  James Balamuta  <[email protected]>
+
+	* DESCRIPTION (Version): Release 2.17.0
+	* NEWS.md: Update for Ensmallen release 2.17.0
+	* inst/include/ensmallen_bits: Upgraded to Ensmallen 2.17.0
+	* inst/include/ensmallen.hpp: ditto
+
 2021-03-26  James Balamuta  <[email protected]>
 
 	* DESCRIPTION (Version): Release 2.16.2

DESCRIPTION

@@ -1,6 +1,6 @@
 Package: RcppEnsmallen
 Title: Header-Only C++ Mathematical Optimization Library for 'Armadillo'
-Version: 0.2.16.2.1
+Version: 0.2.17.0.1
 Authors@R: c(
     person("James Joseph", "Balamuta", email = "[email protected]", 
            role = c("aut", "cre", "cph"), 

NEWS.md

@@ -1,3 +1,33 @@
+# RcppEnsmallen 0.2.17.0.1
+
+- Upgraded to ensmallen 2.17.0: "Pachis Din Me Pesa Double" (2021-07-06)
+  - CheckArbitraryFunctionTypeAPI extended for MOO support
+    ([#283](https://github.com/mlpack/ensmallen/pull/283)).
+  - Refactor NSGA2
+    ([#263](https://github.com/mlpack/ensmallen/pull/263),
+    [#304](https://github.com/mlpack/ensmallen/pull/304)).
+  - Add Indicators for Multiobjective optimizers
+    ([#285](https://github.com/mlpack/ensmallen/pull/285)).
+  - Make Callback flexible for MultiObjective Optimizers
+    ([#289](https://github.com/mlpack/ensmallen/pull/289)).
+  - Add ZDT Test Suite
+    ([#273](https://github.com/mlpack/ensmallen/pull/273)).
+  - Add MOEA-D/DE Optimizer
+    ([#269](https://github.com/mlpack/ensmallen/pull/269)).
+  - Introduce Policy Methods for MOEA/D-DE
+    ([#293](https://github.com/mlpack/ensmallen/pull/293)).
+  - Add Das-Dennis weight initialization method
+    ([#295](https://github.com/mlpack/ensmallen/pull/295)).
+  - Add Dirichlet Weight Initialization
+    ([#296](https://github.com/mlpack/ensmallen/pull/296)).
+  - Improved installation and compilation instructions
+    ([#300](https://github.com/mlpack/ensmallen/pull/300)).
+  - Disable building the tests by default for faster installation
+    ([#303](https://github.com/mlpack/ensmallen/pull/303)).
+  - Modify matrix initialisation to take into account
+    default element zeroing in Armadillo 10.5
+    ([#305](https://github.com/mlpack/ensmallen/pull/305)).
+
 # RcppEnsmallen 0.2.16.2.1 (GitHub-only Release)
 
 - Upgraded to ensmallen 2.16.2: "Severely Dented Can Of Polyurethane" (2021-03-25)

inst/include/ensmallen.hpp

@@ -65,6 +65,8 @@
 
 #include "ensmallen_bits/utility/any.hpp"
 #include "ensmallen_bits/utility/arma_traits.hpp"
+#include "ensmallen_bits/utility/indicators/epsilon.hpp"
+#include "ensmallen_bits/utility/indicators/igd_plus.hpp"
 
 // Contains traits, must be placed before report callback.
 #include "ensmallen_bits/function.hpp" // TODO: should move to function/
@@ -74,6 +76,7 @@
 #include "ensmallen_bits/callbacks/early_stop_at_min_loss.hpp"
 #include "ensmallen_bits/callbacks/print_loss.hpp"
 #include "ensmallen_bits/callbacks/progress_bar.hpp"
+#include "ensmallen_bits/callbacks/query_front.hpp"
 #include "ensmallen_bits/callbacks/report.hpp"
 #include "ensmallen_bits/callbacks/store_best_coordinates.hpp"
 #include "ensmallen_bits/callbacks/timer_stop.hpp"
@@ -100,6 +103,7 @@
 #include "ensmallen_bits/katyusha/katyusha.hpp"
 #include "ensmallen_bits/lbfgs/lbfgs.hpp"
 #include "ensmallen_bits/lookahead/lookahead.hpp"
+#include "ensmallen_bits/moead/moead.hpp"
 #include "ensmallen_bits/nsga2/nsga2.hpp"
 #include "ensmallen_bits/padam/padam.hpp"
 #include "ensmallen_bits/parallel_sgd/parallel_sgd.hpp"

inst/include/ensmallen_bits/callbacks/callbacks.hpp

@@ -744,6 +744,79 @@ class Callback
                     MatType& /* coordinates */)
   { return false; }
 
+ /**
+  * Invoke the GenerationalStepTaken() callback if it exists.
+  * Specialization for MultiObjective case.
+  *
+  * @param callback The callback to call.
+  * @param optimizer The optimizer used to update the function.
+  * @param function Function to optimize.
+  * @param coordinates Starting point.
+  * @param objectives The set of calculated objectives so far.
+  * @param frontIndices The indices of the members belonging to Pareto Front.
+  */
+  template<typename CallbackType,
+           typename OptimizerType,
+           typename FunctionType,
+           typename MatType,
+           typename ObjectivesVecType,
+           typename IndicesType>
+  static typename std::enable_if<
+      callbacks::traits::HasGenerationalStepTakenSignature<
+      CallbackType, OptimizerType, FunctionType, MatType, ObjectivesVecType,
+      IndicesType>::hasBool, bool>::type
+  GenerationalStepTakenFunction(CallbackType& callback,
+                                OptimizerType& optimizer,
+                                FunctionType& function,
+                                MatType& coordinates,
+                                ObjectivesVecType& objectives,
+                                IndicesType& frontIndices)
+  {
+    return const_cast<CallbackType&>(callback).GenerationalStepTaken(
+        optimizer, function, coordinates, objectives, frontIndices);
+  }
+
+  template<typename CallbackType,
+           typename OptimizerType,
+           typename FunctionType,
+           typename MatType,
+           typename ObjectivesVecType,
+           typename IndicesType>
+  static typename std::enable_if<
+      callbacks::traits::HasGenerationalStepTakenSignature<
+      CallbackType, OptimizerType, FunctionType, MatType, ObjectivesVecType,
+      IndicesType>::hasVoid, bool>::type
+  GenerationalStepTakenFunction(CallbackType& callback,
+                                OptimizerType& optimizer,
+                                FunctionType& function,
+                                MatType& coordinates,
+                                ObjectivesVecType& objectives,
+                                IndicesType& frontIndices)
+  {
+    const_cast<CallbackType&>(callback).GenerationalStepTaken(
+        optimizer, function, coordinates, objectives, frontIndices);
+
+    return false;
+  }
+
+  template<typename CallbackType,
+           typename OptimizerType,
+           typename FunctionType,
+           typename MatType,
+           typename ObjectivesVecType,
+           typename IndicesType>
+  static typename std::enable_if<
+      callbacks::traits::HasGenerationalStepTakenSignature<
+      CallbackType, OptimizerType, FunctionType, MatType, ObjectivesVecType,
+      IndicesType>::hasNone, bool>::type
+  GenerationalStepTakenFunction(CallbackType& /* callback */,
+                                OptimizerType& /* optimizer */,
+                                FunctionType& /* function */,
+                                MatType& /* coordinates */,
+                                ObjectivesVecType& /* objectives */,
+                                IndicesType& /* frontIndices */)
+  { return false; }
+
   /**
    * Iterate over the callbacks and invoke the StepTaken() callback if it
    * exists.
@@ -769,8 +842,41 @@ class Callback
             function, coordinates)... };
      return result;
   }
-};
 
+/**
+ * Iterate over the callbacks and invoke the GenerationalStepTaken() callback if it
+ * exists.
+ *
+ * Specialization for MultiObjective case.
+ *
+ * @param optimizer The optimizer used to update the function.
+ * @param function Function to optimize.
+ * @param coordinates Starting point.
+ * @param objectives The set of calculated objectives so far.
+ * @param frontIndices The indices of the members belonging to Pareto Front.
+ * @param callbacks The callbacks container.
+ */
+template<typename OptimizerType,
+         typename FunctionType,
+         typename ObjectivesVecType,
+         typename IndicesType,
+         typename MatType,
+         typename ...CallbackTypes>
+  static bool GenerationalStepTaken(OptimizerType& optimizer,
+                                    FunctionType& functions,
+                                    MatType& coordinates,
+                                    ObjectivesVecType& objectives,
+                                    IndicesType& frontIndices,
+                                    CallbackTypes&... callbacks)
+{
+  // This will return immediately once a callback returns true.
+  bool result = false;
+  (void)std::initializer_list<bool>{ result =
+    result || Callback::GenerationalStepTakenFunction(callbacks, optimizer,
+      functions, coordinates, objectives, frontIndices)... };
+  return result;
+}
+};
 } // namespace ens
 
 #endif

inst/include/ensmallen_bits/callbacks/query_front.hpp

@@ -0,0 +1,85 @@
+/**
+ * @file query_front.hpp
+ * @author Nanubala Gnana Sai
+ *
+ * Implementation of the query front callback function.
+ *
+ * ensmallen is free software; you may redistribute it and/or modify it under
+ * the terms of the 3-clause BSD license.  You should have received a copy of
+ * the 3-clause BSD license along with ensmallen.  If not, see
+ * http://www.opensource.org/licenses/BSD-3-Clause for more information.
+ */
+#ifndef ENSMALLEN_CALLBACKS_QUERY_FRONT_HPP
+#define ENSMALLEN_CALLBACKS_QUERY_FRONT_HPP
+
+namespace ens {
+
+/**
+ * Query the current Pareto Front after every GenerationalStepTaken callback function.
+ */
+class QueryFront
+{
+ public:
+  /**
+   * Set up the query front callback class with the specified inputs.
+   *
+   * @param queryRate The frequency at which the Pareto Front is queried.
+   * @param paretoFrontArray A reference to a vector of cube to store the queried fronts.
+   */
+    QueryFront(const size_t queryRate, std::vector<arma::cube>& paretoFrontArray) :
+        queryRate(queryRate),
+        paretoFrontArray(paretoFrontArray),
+        genCounter(0)
+    { /* Nothing to do here */ }
+
+   /**
+    * Callback function called at the end of a single generational run.
+    *
+    * @param optimizer The optimizer used to update the function.
+    * @param function Function to optimize.
+    * @param coordinates Starting point.
+    * @param objectives The set of calculated objectives so far.
+    * @param frontIndices The indices of the members belonging to Pareto Front.
+    */
+    template<typename OptimizerType,
+             typename FunctionType,
+             typename MatType,
+             typename ObjectivesVecType,
+             typename IndicesType>
+    void GenerationalStepTaken(OptimizerType& opt,
+                               FunctionType& /* function */,
+                               const MatType& /* coordinates */,
+                               const ObjectivesVecType& objectives,
+                               const IndicesType& frontIndices)
+    {
+      arma::cube currentParetoFront{};
+
+      if (genCounter % queryRate == 0)
+      {
+        currentParetoFront.resize(objectives[0].n_rows, objectives[0].n_cols,
+            frontIndices[0].size());
+        for (size_t solutionIdx = 0; solutionIdx < frontIndices[0].size(); ++solutionIdx)
+        {
+          currentParetoFront.slice(solutionIdx) =
+              arma::conv_to<arma::mat>::from(objectives[frontIndices[0][solutionIdx]]);
+        }
+
+        paretoFrontArray.emplace_back(std::move(currentParetoFront));
+      }
+
+      ++genCounter;
+    }
+
+
+ private:
+  //! The rate of query.
+  size_t queryRate;
+  //! A reference to the array of pareto fronts.
+  std::vector<arma::cube>& paretoFrontArray;
+  //! A counter for the current generation.
+  size_t genCounter;
+};
+
+} // namespace ens
+
+#endif

inst/include/ensmallen_bits/callbacks/traits.hpp

@@ -37,6 +37,8 @@ ENS_HAS_EXACT_METHOD_FORM(BeginEpoch, HasBeginEpoch)
 ENS_HAS_EXACT_METHOD_FORM(EndEpoch, HasEndEpoch)
 //! Detect an StepTaken() method.
 ENS_HAS_EXACT_METHOD_FORM(StepTaken, HasStepTaken)
+//! Detect an GenerationalStepTaken() method.
+ENS_HAS_EXACT_METHOD_FORM(GenerationalStepTaken, HasGenerationalStepTaken)
 
 template<typename OptimizerType,
          typename FunctionType,
@@ -365,6 +367,69 @@ struct HasStepTakenSignature
          FunctionType, MatType>::template StepTakenVoidForm>::value;
 };
 
+//! A utility struct for Typed Forms required in
+//! callbacks for MultiObjective Optimizers.
+template<typename OptimizerType,
+         typename FunctionType,
+         typename MatType,
+         typename ObjectivesVecType,
+         typename IndicesType,
+         typename GradType = MatType>
+struct MOOTypedForms
+{
+  //! This is the form of a bool GenerationalStepTaken() for MOO callback method.
+  template<typename CallbackType>
+  using GenerationalStepTakenBoolForm =
+      bool(CallbackType::*)(OptimizerType&,
+                            FunctionType&,
+                            const MatType&,
+                            const ObjectivesVecType&,
+                            const IndicesType&);
+
+  //! This is the form of a void StepTaken() for MOO callback method.
+  template<typename CallbackType>
+  using GenerationalStepTakenVoidForm =
+      void(CallbackType::*)(OptimizerType&,
+                            FunctionType&,
+                            const MatType&,
+                            const ObjectivesVecType&,
+                            const IndicesType&);
+};
+
+//! Utility struct, check if either void StepTaken() or bool StepTaken() exists.
+//! Specialization for Multiobjective case.
+template<typename CallbackType,
+         typename OptimizerType,
+         typename FunctionType,
+         typename ObjectivesVecType,
+         typename IndicesType,
+         typename MatType>
+ struct HasGenerationalStepTakenSignature
+{
+  const static bool hasBool =
+    HasGenerationalStepTaken<CallbackType, MOOTypedForms<OptimizerType,
+        FunctionType, MatType, ObjectivesVecType, IndicesType>::
+        template GenerationalStepTakenBoolForm>::value &&
+    !HasGenerationalStepTaken<CallbackType, MOOTypedForms<OptimizerType,
+        FunctionType, MatType, ObjectivesVecType, IndicesType>::
+        template GenerationalStepTakenVoidForm>::value;
+
+  const static bool hasVoid =
+    !HasGenerationalStepTaken<CallbackType, MOOTypedForms<OptimizerType,
+        FunctionType, MatType, ObjectivesVecType, IndicesType>::
+        template GenerationalStepTakenBoolForm>::value &&
+    HasGenerationalStepTaken<CallbackType, MOOTypedForms<OptimizerType,
+        FunctionType, MatType, ObjectivesVecType, IndicesType>::
+        template GenerationalStepTakenVoidForm>::value;
+
+  const static bool hasNone =
+    !HasGenerationalStepTaken<CallbackType, MOOTypedForms<OptimizerType,
+        FunctionType, MatType, ObjectivesVecType, IndicesType>::
+        template GenerationalStepTakenBoolForm>::value &&
+    !HasGenerationalStepTaken<CallbackType, MOOTypedForms<OptimizerType,
+        FunctionType, MatType, ObjectivesVecType, IndicesType>::
+        template GenerationalStepTakenVoidForm>::value;
+};
 } // namespace traits
 } // namespace callbacks
 } // namespace ens

inst/include/ensmallen_bits/cmaes/cmaes.hpp

@@ -97,9 +97,9 @@ class CMAES
                                        MatType& iterate,
                                        CallbackTypes&&... callbacks);
 
-  //! Get the step size.
+  //! Get the population size.
   size_t PopulationSize() const { return lambda; }
-  //! Modify the step size.
+  //! Modify the population size.
   size_t& PopulationSize() { return lambda; }
 
   //! Get the lower bound of decision variables.