Merge pull request #319 from pybop-team/307-add-cuckoo-optimiser

Adds cuckoo optimiser

CHANGELOG.md

@@ -2,6 +2,7 @@
 
 ## Features
 
+- [#319](https://github.com/pybop-team/PyBOP/pull/319/) - Adds `CuckooSearch` optimiser with corresponding tests.
 - [#379](https://github.com/pybop-team/PyBOP/pull/379) - Adds model.simulateS1 to weekly benchmarks.
 - [#174](https://github.com/pybop-team/PyBOP/issues/174) - Adds new logo and updates Readme for accessibility.
 - [#316](https://github.com/pybop-team/PyBOP/pull/316) - Adds Adam with weight decay (AdamW) optimiser, adds depreciation warning for pints.Adam implementation.

pybop/__init__.py

@@ -103,6 +103,7 @@
 # Optimiser class
 #
 
+from .optimisers._cuckoo import CuckooSearchImpl
 from .optimisers._adamw import AdamWImpl
 from .optimisers.base_optimiser import BaseOptimiser, Result
 from .optimisers.base_pints_optimiser import BasePintsOptimiser
@@ -120,6 +121,7 @@
     PSO,
     SNES,
     XNES,
+    CuckooSearch,
     AdamW,
 )
 from .optimisers.optimisation import Optimisation

pybop/costs/_likelihoods.py

@@ -264,7 +264,7 @@ class MAP(BaseLikelihood):
 
     """
 
-    def __init__(self, problem, likelihood, sigma0=None, gradient_step=1e-2):
+    def __init__(self, problem, likelihood, sigma0=None, gradient_step=1e-3):
         super(MAP, self).__init__(problem)
         self.sigma0 = sigma0
         self.gradient_step = gradient_step

pybop/optimisers/_cuckoo.py

@@ -0,0 +1,197 @@
+import numpy as np
+from pints import PopulationBasedOptimiser
+from scipy.special import gamma
+
+
+class CuckooSearchImpl(PopulationBasedOptimiser):
+    """
+    Cuckoo Search (CS) optimisation algorithm, inspired by the brood parasitism
+    of some cuckoo species. This algorithm was introduced by Yang and Deb in 2009.
+
+    The algorithm uses a population of host nests (solutions), where each cuckoo
+    (new solution) tries to replace a worse nest in the population. The quality
+    or fitness of the nests is determined by the cost function. A fraction
+    of the worst nests is abandoned at each generation, and new ones are built
+    randomly.
+
+    The pseudo-code for the Cuckoo Search is as follows:
+
+    1. Initialise population of n host nests
+    2. While (t < max_generations):
+        a. Get a cuckoo randomly by Lévy flights
+        b. Evaluate its quality/fitness F
+        c. Choose a nest among n (say, j) randomly
+        d. If (F > fitness of j):
+            i. Replace j with the new solution
+        e. Abandon a fraction (pa) of the worst nests and build new ones
+        f. Keep the best solutions/nests
+        g. Rank the solutions and find the current best
+    3. End While
+
+    This implementation also uses a decreasing step size for the Lévy flights, calculated
+    as sigma = sigma0 / sqrt(iterations), where sigma0 is the initial step size and
+    iterations is the current iteration number.
+
+    Parameters:
+    - pa: Probability of discovering alien eggs/solutions (abandoning rate)
+
+    References:
+    - X. -S. Yang and Suash Deb, "Cuckoo Search via Lévy flights,"
+      2009 World Congress on Nature & Biologically Inspired Computing (NaBIC),
+      Coimbatore, India, 2009, pp. 210-214, https://doi.org/10.1109/NABIC.2009.5393690.
+
+    - S. Walton, O. Hassan, K. Morgan, M.R. Brown,
+      Modified cuckoo search: A new gradient free optimisation algorithm,
+      Chaos, Solitons & Fractals, Volume 44, Issue 9, 2011,
+      Pages 710-718, ISSN 0960-0779,
+      https://doi.org/10.1016/j.chaos.2011.06.004.
+    """
+
+    def __init__(self, x0, sigma0=0.01, boundaries=None, pa=0.25):
+        super().__init__(x0, sigma0, boundaries=boundaries)
+
+        # Problem dimensionality
+        self._dim = len(x0)
+
+        # Population size and abandon rate
+        self._n = self._population_size
+        self._pa = pa
+        self.step_size = self._sigma0
+        self.beta = 1.5
+
+        # Set states
+        self._running = False
+        self._ready_for_tell = False
+
+        # Initialise nests
+        if self._boundaries:
+            self._nests = np.random.uniform(
+                low=self._boundaries.lower(),
+                high=self._boundaries.upper(),
+                size=(self._n, self._dim),
+            )
+        else:
+            self._nests = np.random.normal(
+                self._x0, self._sigma0, size=(self._n, self._dim)
+            )
+
+        self._fitness = np.full(self._n, np.inf)
+
+        # Initialise best solutions
+        self._x_best = np.copy(x0)
+        self._f_best = np.inf
+
+        # Set iteration count
+        self._iterations = 0
+
+    def ask(self):
+        """
+        Returns a list of next points in the parameter-space
+        to evaluate from the optimiser.
+        """
+        # Set flag to indicate that the optimiser is ready to receive replies
+        self._ready_for_tell = True
+        self._running = True
+
+        # Generate new solutions (cuckoos) by Lévy flights
+        self.step_size = self._sigma0 / max(1, np.sqrt(self._iterations))
+        step = self.levy_flight(self.beta, self._dim) * self.step_size
+        self.cuckoos = self._nests + step
+        return self.clip_nests(self.cuckoos)
+
+    def tell(self, replies):
+        """
+        Receives a list of function values from the cost function from points
+        previously specified by `self.ask()`, and updates the optimiser state
+        accordingly.
+        """
+        # Update iteration count
+        self._iterations += 1
+
+        # Compare cuckoos with current nests
+        for i in range(self._n):
+            f_new = replies[i]
+            if f_new < self._fitness[i]:
+                self._nests[i] = self.cuckoos[i]
+                self._fitness[i] = f_new
+                if f_new < self._f_best:
+                    self._f_best = f_new
+                    self._x_best = self.cuckoos[i]
+
+        # Abandon some worse nests
+        n_abandon = int(self._pa * self._n)
+        worst_nests = np.argsort(self._fitness)[-n_abandon:]
+        for idx in worst_nests:
+            self.abandon_nests(idx)
+            self._fitness[idx] = np.inf  # reset fitness
+
+    def levy_flight(self, alpha, size):
+        """
+        Generate step sizes via the Mantegna's algorithm for Levy flights
+        """
+        from numpy import pi, power, random, sin
+
+        sigma_u = power(
+            (gamma(1 + alpha) * sin(pi * alpha / 2))
+            / (gamma((1 + alpha) / 2) * alpha * power(2, (alpha - 1) / 2)),
+            1 / alpha,
+        )
+        sigma_v = 1
+
+        u = random.normal(0, sigma_u, size=size)
+        v = random.normal(0, sigma_v, size=size)
+        step = u / power(abs(v), 1 / alpha)
+
+        return step
+
+    def abandon_nests(self, idx):
+        """
+        Updates the nests to abandon the worst performers and reinitialise.
+        """
+        if self._boundaries:
+            self._nests[idx] = np.random.uniform(
+                low=self._boundaries.lower(),
+                high=self._boundaries.upper(),
+            )
+        else:
+            self._nests[idx] = np.random.normal(self._x0, self._sigma0)
+
+    def clip_nests(self, x):
+        """
+        Clip the input array to the boundaries if available.
+        """
+        if self._boundaries:
+            x = np.clip(x, self._boundaries.lower(), self._boundaries.upper())
+        return x
+
+    def _suggested_population_size(self):
+        """
+        Inherited from Pints:PopulationBasedOptimiser.
+        Returns a suggested population size, based on the
+        dimension of the parameter space.
+        """
+        return 4 + int(3 * np.log(self._n_parameters))
+
+    def running(self):
+        """
+        Returns ``True`` if the optimisation is in progress.
+        """
+        return self._running
+
+    def x_best(self):
+        """
+        Returns the best parameter values found so far.
+        """
+        return self._x_best
+
+    def f_best(self):
+        """
+        Returns the best score found so far.
+        """
+        return self._f_best
+
+    def name(self):
+        """
+        Returns the name of the optimiser.
+        """
+        return "Cuckoo Search"

pybop/optimisers/pints_optimisers.py

@@ -9,7 +9,7 @@
 from pints import IRPropMin as PintsIRPropMin
 from pints import NelderMead as PintsNelderMead
 
-from pybop import AdamWImpl, BasePintsOptimiser
+from pybop import AdamWImpl, BasePintsOptimiser, CuckooSearchImpl
 
 
 class GradientDescent(BasePintsOptimiser):
@@ -275,3 +275,31 @@ def __init__(self, cost, **optimiser_kwargs):
                 + "Please choose another optimiser."
             )
         super().__init__(cost, PintsCMAES, **optimiser_kwargs)
+
+
+class CuckooSearch(BasePintsOptimiser):
+    """
+    Adapter for the Cuckoo Search optimiser in PyBOP.
+
+    Cuckoo Search is a population-based optimisation algorithm inspired by the brood parasitism of some cuckoo species.
+    It is designed to be simple, efficient, and robust, and is suitable for global optimisation problems.
+
+    Parameters
+    ----------
+    **optimiser_kwargs : optional
+        Valid PyBOP option keys and their values, for example:
+        x0 : array_like
+            Initial parameter values.
+        sigma0 : float
+            Initial step size.
+        bounds : dict
+            A dictionary with 'lower' and 'upper' keys containing arrays for lower and
+            upper bounds on the parameters.
+
+    See Also
+    --------
+    pybop.CuckooSearch : PyBOP implementation of Cuckoo Search algorithm.
+    """
+
+    def __init__(self, cost, **optimiser_kwargs):
+        super().__init__(cost, CuckooSearchImpl, **optimiser_kwargs)

tests/integration/test_spm_parameterisations.py

@@ -87,6 +87,7 @@ def spm_costs(self, model, parameters, cost_class, init_soc):
             pybop.SciPyDifferentialEvolution,
             pybop.AdamW,
             pybop.CMAES,
+            pybop.CuckooSearch,
             pybop.IRPropMin,
             pybop.NelderMead,
             pybop.SNES,
@@ -108,7 +109,7 @@ def test_spm_optimisers(self, optimiser, spm_costs):
             )
 
         # Set sigma0 and create optimiser
-        sigma0 = 0.01 if isinstance(spm_costs, pybop.GaussianLogLikelihood) else 0.05
+        sigma0 = 0.006 if isinstance(spm_costs, pybop.MAP) else None
         optim = optimiser(sigma0=sigma0, **common_args)
 
         # Set max unchanged iterations for BasePintsOptimisers

tests/unit/test_optimisation.py

@@ -75,6 +75,7 @@ def two_param_cost(self, model, two_parameters, dataset):
             (pybop.Adam, "Adam"),
             (pybop.AdamW, "AdamW"),
             (pybop.CMAES, "Covariance Matrix Adaptation Evolution Strategy (CMA-ES)"),
+            (pybop.CuckooSearch, "Cuckoo Search"),
             (pybop.SNES, "Seperable Natural Evolution Strategy (SNES)"),
             (pybop.XNES, "Exponential Natural Evolution Strategy (xNES)"),
             (pybop.PSO, "Particle Swarm Optimisation (PSO)"),
@@ -126,6 +127,7 @@ def test_no_optimisation_parameters(self, model, dataset):
             pybop.PSO,
             pybop.IRPropMin,
             pybop.NelderMead,
+            pybop.CuckooSearch,
         ],
     )
     @pytest.mark.unit
@@ -175,6 +177,7 @@ def test_optimiser_kwargs(self, cost, optimiser):
             ):
                 warnings.simplefilter("always")
                 optim = optimiser(cost=cost, unrecognised=10)
+            assert not optim.pints_optimiser.running()
         else:
             # Check bounds in list format and update tol
             bounds = [
@@ -249,7 +252,6 @@ def test_optimiser_kwargs(self, cost, optimiser):
 
             # Check defaults
             assert optim.pints_optimiser.n_hyper_parameters() == 5
-            assert not optim.pints_optimiser.running()
             assert optim.pints_optimiser.x_guessed() == optim.pints_optimiser._x0
             with pytest.raises(Exception):
                 optim.pints_optimiser.tell([0.1])
@@ -263,6 +265,12 @@ def test_optimiser_kwargs(self, cost, optimiser):
             assert optim.x0 == x0_new
             assert optim.x0 != x0
 
+    @pytest.mark.unit
+    def test_cuckoo_no_bounds(self, dataset, cost, model):
+        optim = pybop.CuckooSearch(cost=cost, bounds=None, max_iterations=1)
+        optim.run()
+        assert optim.pints_optimiser._boundaries is None
+
     @pytest.mark.unit
     def test_scipy_minimize_with_jac(self, cost):
         # Check a method that uses gradient information