cma_es_lib.py 文件源码

def elli(self, x, rot=0, xoffset=0, cond=1e6, actuator_noise=0.0, both=False):
        """Ellipsoid test objective function"""
        if not isscalar(x[0]):  # parallel evaluation
            return [self.elli(xi, rot) for xi in x]  # could save 20% overall
        if rot:
            x = rotate(x)
        N = len(x)
        if actuator_noise:
            x = x + actuator_noise * np.random.randn(N)

        ftrue = sum(cond**(np.arange(N) / (N - 1.)) * (x + xoffset)**2)

        alpha = 0.49 + 1. / N
        beta = 1
        felli = np.random.rand(1)[0]**beta * ftrue * \
                max(1, (10.**9 / (ftrue + 1e-99))**(alpha * np.random.rand(1)[0]))
        # felli = ftrue + 1*np.random.randn(1)[0] / (1e-30 +
        #                                           np.abs(np.random.randn(1)[0]))**0
        if both:
            return (felli, ftrue)
        else:
            # return felli  # possibly noisy value
            return ftrue  # + np.random.randn()