Examples of PortfolioPerformanceData

Examples of org.jamesii.asf.portfolios.plugintype.PortfolioPerformanceData

92
93
94
95
96
97
98
99
100
101
102
  @Override
  public double[] portfolio(PortfolioProblemDescription problem) {

    Double[][] performances = problem.getPerformancesForMaximization(0);
    PortfolioProblemDescription problemGA =
        new PortfolioProblemDescription(new PortfolioPerformanceData(
            performances), problem.getAcceptableRisk(),
            problem.getMaximizationFlags()[0], problem.getMinSize(),
            problem.getMaxSize());

    currentPool =
View Full Code Here

Examples of org.jamesii.asf.portfolios.plugintype.PortfolioPerformanceData

71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
        new PortfolioPerformanceExtractor("CyclicChain",
            SimSpExPerspective.getPerformanceDataBase(),
            TotalRuntimePerfMeasurerFactory.class);

    try {
      PortfolioPerformanceData portPerfData = portExtract.extract();
      System.out
          .println(Strings.displayMatrix(portPerfData.performances, '\t'));
      for (SelectionTree config : portPerfData.configurations) {
        System.out.println();
        System.out.println(Strings.dispIterable(config.getUniqueFactories()));
      }

      String fileName = args[0];
      Files.save(portPerfData, fileName);
      PortfolioPerformanceData desPerfData =
          (PortfolioPerformanceData) Files.load(fileName);
      System.out.println(Strings.displayMatrix(desPerfData.performances, '\t'));

      for (SelectionTree config : desPerfData.configurations) {
        System.out.println();
View Full Code Here

Examples of org.jamesii.asf.portfolios.plugintype.PortfolioPerformanceData

191
192
193
194
195
196
197
        }
        matrix[algo][problem] = performance / numOfSimulatedReplications;
      }
    }

    return new PortfolioPerformanceData(matrix);
  }
View Full Code Here

Examples of org.jamesii.asf.portfolios.plugintype.PortfolioPerformanceData

311
312
313
314
315
316
317
318
319
320
321
   * @return the pair<double[],double[]>
   */
  private Pair<double[], double[]> createPortfolios(
      PerformanceDataGenerator generator, GeneticAlgorithmPortfolioSelector gaps) {

    PortfolioPerformanceData perfData = generator.generateTestMatrix();
    PortfolioProblemDescription pdd =
        new PortfolioProblemDescription(perfData, acceptableRisk, false,
            MIN_SIZE, MAX_SIZE);
    gaps.setIndividualFactory(new ListIndividualFactory());
    double[] portfolio = gaps.portfolio(pdd);
View Full Code Here

Examples of org.jamesii.asf.portfolios.plugintype.PortfolioPerformanceData

42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
   */
  public void testSimplePortfolioConstruction() {

    List<Pair<Integer, Double>> portfolio =
        ps.constructPortfolio(new PortfolioProblemDescription(
            new PortfolioPerformanceData(PERF_DATA), 1, false, 1, 2));
    assertTrue(portfolio.size() == 1 || portfolio.size() == 2);

    double weightSum = 0;
    for (Pair<Integer, Double> pElem : portfolio) {
      assertTrue(pElem.getSecondValue() >= 0 && pElem.getSecondValue() <= 1.0);
      assertTrue(pElem.getFirstValue() >= 0
          && pElem.getFirstValue() < PERF_DATA[0].length);
      weightSum += pElem.getSecondValue();
    }

    assertTrue(Math.abs(1 - weightSum) <= AbstractPortfolioSelector.EPSILON);

    // This is a stochastic result (although *very* likely) - re-run if check
    // fails
    PERF_DATA[0] = new Double[] { .5, .5, .5, .5 };
    portfolio =
        ps.constructPortfolio(new PortfolioProblemDescription(
            new PortfolioPerformanceData(PERF_DATA), 1, true, 1, 2));
    assertEquals(1, portfolio.size());
    assertEquals(2, portfolio.get(0).getFirstValue().intValue());

    portfolio =
        ps.constructPortfolio(new PortfolioProblemDescription(
            new PortfolioPerformanceData(PERF_DATA), 1, false, 1, 2));
    assertEquals(1, portfolio.size());
    assertEquals(0, portfolio.get(0).getFirstValue().intValue());

  }
View Full Code Here

Examples of org.jamesii.asf.portfolios.plugintype.PortfolioPerformanceData

25
26
27
28
29
30
31
32
  PortfolioProblemDescription ppd;

  @Override
  public void setUp() {
    ppd =
        new PortfolioProblemDescription(new PortfolioPerformanceData(
            PERF_MATRIX), 0, false, 1, 2);
  }
View Full Code Here

Examples of org.jamesii.asf.portfolios.plugintype.PortfolioPerformanceData

66
67
68
69
70
71
72
73
74
75
76
  public static void main(String[] args) throws Exception {

    System.out.println("Hit enter to start...");
    System.in.read();

    PortfolioPerformanceData portPerfData =
        (PortfolioPerformanceData) Files.load(args[0]);
    System.err.println("Algorithms:" + portPerfData.performances.length);
    System.err.println(portPerfData.performances[0].length);
    System.out.println(Strings.displayMatrix(portPerfData.performances, '\t'));
View Full Code Here

Examples of org.jamesii.asf.portfolios.plugintype.PortfolioPerformanceData

69
70
71
72
73
74
75
76
77
78
79
   */
  public void testPerformance() {

    PerformanceDataGenerator generator =
        new PerformanceDataGenerator(50, 3, 200, 3, 3);
    PortfolioPerformanceData perfData = generator.generateTestMatrix();

    System.out.println("Number of Algorithm: " + perfData.performances.length);
    System.out
        .println("Number of Problems: " + perfData.performances[0].length);
    printMatrix(perfData.performances);
View Full Code Here

Examples of org.jamesii.asf.portfolios.plugintype.PortfolioPerformanceData

92
93
94
95
96
97
98
99
100
101
  private GeneticAlgorithmPortfolioSelector gaps;

  @Override
  public void setUp() {
    problemDescription =
        new PortfolioProblemDescription(new PortfolioPerformanceData(
            problemMatrix), 0, true, MIN_SIZE, MAX_SIZE);
    gaps = new GeneticAlgorithmPortfolioSelector();
    gaps.setFactoryGenePool(FACTORY_GENE_POOL);
  }
View Full Code Here

Examples of org.jamesii.asf.portfolios.plugintype.PortfolioPerformanceData

156
157
158
159
160
161
162
163
164
165
166
    gaps.setAbortCriterion(new GenerationCountAbort(GEN_COUNT));
    gaps.setFitness(NULL_FITNESS);
    gaps.setNumIndividuals(NUM_OF_IND);

    gaps.portfolio(new PortfolioProblemDescription(
        new PortfolioPerformanceData(problemMatrixNull), 0, true, MIN_SIZE,
        MAX_SIZE));
    gaps.setIndividualFactory(FACTORY_INDIVIDUAL);

    SimSystem.report(Level.INFO,
        "NullTest: Achieved fitness after " + gaps.getGenerationCount()
View Full Code Here
TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.