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AutoPSO.m
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%
% Copyright (c) 2015, Yarpiz (www.yarpiz.com)
% All rights reserved. Please read the "license.txt" for license terms.
%
% Project Code: YPML101
% Project Title: Evolutionary Automatic Clustering in MATLAB
% Publisher: Yarpiz (www.yarpiz.com)
%
% Developer: S. Mostapha Kalami Heris (Member of Yarpiz Team)
%
% Contact Info: sm.kalami@gmail.com, info@yarpiz.com
%
clc;
clear;
close all;
%% Problem Definition
tic
addpath Data Package/Clust Package/ToolBox Package/Val
param.h = .03;
param.x = -5: param.h : 10;
param.val = 2;
abnormal_params = {
{[0.15, 2.5], sqrt([.4, .4])}
{[0.3, 2.2], sqrt([.4, .4])}
};
% Simulate data and true labels using the SimPDFAbnormal function
[Data, param.truelabels] = SimPDFAbnormal( ...
{ ...
linspace(0, 1, 10*100), ...
linspace(4, 5, 10)}, ...
sqrt([.5, .5]), ...
param.x);
X = Data';
% X= pdf';
k = 20;
CostFunction=@(s) ClusteringCost(s, X); % Cost Function
VarSize=[k size(X,2)+1]; % Decision Variables Matrix Size
nVar=prod(VarSize); % Number of Decision Variables
VarMin= repmat([min(X) 0],k,1); % Lower Bound of Variables
VarMax= repmat([max(X) 1],k,1); % Upper Bound of Variables
MaxIt=600; % Maximum Number of Iterations
nPop=50; % Population Size (Swarm Size)
w=1; % Inertia Weight
wdamp=0.99; % Inertia Weight Damping Ratio
c1=1.5; % Personal Learning Coefficient
c2=2.0; % Global Learning Coefficient
% Velocity Limits
VelMax=0.1*(VarMax-VarMin);
VelMin=-VelMax;
%% Initialization
empty_particle.Position = [];
empty_particle.Cost = [];
empty_particle.Out = [];
empty_particle.Velocity = [];
empty_particle.Best.Position = [];
empty_particle.Best.Cost = [];
empty_particle.Best.Out = [];
particle = repmat(empty_particle,nPop,1);
BestSol.Cost = inf;
%%%%%%%%%%%%%%%%%%%%%
% Clustering
for i=1:nPop
% Initialize Position
particle(i).Position=unifrnd(VarMin,VarMax,VarSize);
% Initialize Velocity
particle(i).Velocity=zeros(VarSize);
% Evaluation
[particle(i).Cost, particle(i).Out]=CostFunction(particle(i).Position);
% Update Personal Best
particle(i).Best.Position=particle(i).Position;
particle(i).Best.Cost=particle(i).Cost;
particle(i).Best.Out=particle(i).Out;
% Update Global Best
if particle(i).Best.Cost<BestSol.Cost
BestSol=particle(i).Best;
end
end
BestCost=zeros(MaxIt,1);
%% PSO Main Loop
for it=1:MaxIt
for i=1:nPop
% Update Velocity
particle(i).Velocity = w*particle(i).Velocity ...
+c1*rand(VarSize).*(particle(i).Best.Position-particle(i).Position) ...
+c2*rand(VarSize).*(BestSol.Position-particle(i).Position);
% Apply Velocity Limits
particle(i).Velocity = max(particle(i).Velocity,VelMin);
particle(i).Velocity = min(particle(i).Velocity,VelMax);
% Update Position
particle(i).Position = particle(i).Position + particle(i).Velocity;
% Velocity Mirror Effect
IsOutside=(particle(i).Position<VarMin | particle(i).Position>VarMax);
particle(i).Velocity(IsOutside)=-particle(i).Velocity(IsOutside);
% Apply Position Limits
particle(i).Position = max(particle(i).Position,VarMin);
particle(i).Position = min(particle(i).Position,VarMax);
% Evaluation
[particle(i).Cost, particle(i).Out] = CostFunction(particle(i).Position);
% Update Personal Best
if particle(i).Cost<particle(i).Best.Cost
particle(i).Best.Position=particle(i).Position;
particle(i).Best.Cost=particle(i).Cost;
particle(i).Best.Out=particle(i).Out;
% Update Global Best
if particle(i).Best.Cost<BestSol.Cost
BestSol=particle(i).Best;
end
end
end
BestCost(it)=BestSol.Cost;
disp(['Iteration ' num2str(it) ': Best Cost = ' num2str(BestCost(it))]);
% Plot Solution
figure(1);
PlotSolution(X, BestSol);
pause(0.01);
w=w*wdamp;
end
%%%%%%%%%%%%%%%%%%%%%
% Results
figure;
plot(BestCost,'LineWidth',2);
xlabel('Iteration');
ylabel('Best Cost');
grid on;
figure;
PlotPDFeachIteration(Data,BestSol.Out.ind', param.x);
results.Data.Data = Data;
results.Cluster.IDX = BestSol.Out.ind;
results = validityClustering(results, param);