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added hill climbing algorithm (#1666)

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* added hill climbing algorithm

* Shorten long lines, streamline get_neighbors()

* Update hill_climbing.py

* Update and rename optimization/hill_climbing.py to searches/hill_climbing.py

Co-authored-by: Christian Clauss <cclauss@me.com>
This commit is contained in:
Faraz Ahmed Khan 2020-01-07 23:00:55 -06:00 committed by Christian Clauss
parent 46df735cf4
commit cbab5f18f1
2 changed files with 188 additions and 0 deletions
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optimization/requirements.txt Normal file
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matplotlib

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searches/hill_climbing.py Normal file
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# https://en.wikipedia.org/wiki/Hill_climbing
import math
class SearchProblem:
"""
A interface to define search problems. The interface will be illustrated using
the example of mathematical function.
"""
def __init__(self, x: int, y: int, step_size: int, function_to_optimize):
"""
The constructor of the search problem.
x: the x coordinate of the current search state.
y: the y coordinate of the current search state.
step_size: size of the step to take when looking for neighbors.
function_to_optimize: a function to optimize having the signature f(x, y).
"""
self.x = x
self.y = y
self.step_size = step_size
self.function = function_to_optimize
def score(self) -> int:
"""
Returns the output for the function called with current x and y coordinates.
>>> def test_function(x, y):
... return x + y
>>> SearchProblem(0, 0, 1, test_function).score() # 0 + 0 = 0
0
>>> SearchProblem(5, 7, 1, test_function).score() # 5 + 7 = 12
12
"""
return self.function(self.x, self.y)
def get_neighbors(self):
"""
Returns a list of coordinates of neighbors adjacent to the current coordinates.
Neighbors:
| 0 | 1 | 2 |
| 3 | _ | 4 |
| 5 | 6 | 7 |
"""
step_size = self.step_size
return [
SearchProblem(x, y, step_size, self.function)
for x, y in (
(self.x - step_size, self.y - step_size),
(self.x - step_size, self.y),
(self.x - step_size, self.y + step_size),
(self.x, self.y - step_size),
(self.x, self.y + step_size),
(self.x + step_size, self.y - step_size),
(self.x + step_size, self.y),
(self.x + step_size, self.y + step_size),
)
]
def __hash__(self):
"""
hash the string represetation of the current search state.
"""
return hash(str(self))
def __str__(self):
"""
string representation of the current search state.
>>> str(SearchProblem(0, 0, 1, None))
'x: 0 y: 0'
>>> str(SearchProblem(2, 5, 1, None))
'x: 2 y: 5'
"""
return f"x: {self.x} y: {self.y}"
def hill_climbing(
search_prob,
find_max: bool = True,
max_x: float = math.inf,
min_x: float = -math.inf,
max_y: float = math.inf,
min_y: float = -math.inf,
visualization: bool = False,
max_iter: int = 10000,
) -> SearchProblem:
"""
implementation of the hill climbling algorithm. We start with a given state, find
all its neighbors, move towards the neighbor which provides the maximum (or
minimum) change. We keep doing this untill we are at a state where we do not
have any neighbors which can improve the solution.
Args:
search_prob: The search state at the start.
find_max: If True, the algorithm should find the minimum else the minimum.
max_x, min_x, max_y, min_y: the maximum and minimum bounds of x and y.
visualization: If True, a matplotlib graph is displayed.
max_iter: number of times to run the iteration.
Returns a search state having the maximum (or minimum) score.
"""
current_state = search_prob
scores = [] # list to store the current score at each iteration
iterations = 0
solution_found = False
visited = set()
while not solution_found and iterations < max_iter:
visited.add(current_state)
iterations += 1
current_score = current_state.score()
scores.append(current_score)
neighbors = current_state.get_neighbors()
max_change = -math.inf
min_change = math.inf
next_state = None # to hold the next best neighbor
for neighbor in neighbors:
if neighbor in visited:
continue # do not want to visit the same state again
if (
neighbor.x > max_x
or neighbor.x < min_x
or neighbor.y > max_y
or neighbor.y < min_y
):
continue # neighbor outside our bounds
change = neighbor.score() - current_score
if find_max: # finding max
# going to direction with greatest ascent
if change > max_change and change > 0:
max_change = change
next_state = neighbor
else: # finding min
# to direction with greatest descent
if change < min_change and change < 0:
min_change = change
next_state = neighbor
if next_state is not None:
# we found at least one neighbor which improved the current state
current_state = next_state
else:
# since we have no neighbor that improves the solution we stop the search
solution_found = True
if visualization:
import matplotlib.pyplot as plt
plt.plot(range(iterations), scores)
plt.xlabel("Iterations")
plt.ylabel("Function values")
plt.show()
return current_state
if __name__ == "__main__":
import doctest
doctest.testmod()
def test_f1(x, y):
return (x ** 2) + (y ** 2)
# starting the problem with initial coordinates (3, 4)
prob = SearchProblem(x=3, y=4, step_size=1, function_to_optimize=test_f1)
local_min = hill_climbing(prob, find_max=False)
print(
"The minimum score for f(x, y) = x^2 + y^2 found via hill climbing: "
f"{local_min.score()}"
)
# starting the problem with initial coordinates (12, 47)
prob = SearchProblem(x=12, y=47, step_size=1, function_to_optimize=test_f1)
local_min = hill_climbing(
prob, find_max=False, max_x=100, min_x=5, max_y=50, min_y=-5, visualization=True
)
print(
"The minimum score for f(x, y) = x^2 + y^2 with the domain 100 > x > 5 "
f"and 50 > y > - 5 found via hill climbing: {local_min.score()}"
)
def test_f2(x, y):
return (3 * x ** 2) - (6 * y)
prob = SearchProblem(x=3, y=4, step_size=1, function_to_optimize=test_f1)
local_min = hill_climbing(prob, find_max=True)
print(
"The maximum score for f(x, y) = x^2 + y^2 found via hill climbing: "
f"{local_min.score()}"
)