# Copyright 2021 IRT Saint Exupéry, https://www.irt-saintexupery.com
#
# This program is free software; you can redistribute it and/or
# modify it under the terms of the GNU Lesser General Public
# License version 3 as published by the Free Software Foundation.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
# Lesser General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with this program; if not, write to the Free Software Foundation,
# Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
# Contributors:
# INITIAL AUTHORS - API and implementation and/or documentation
# :author: Francois Gallard
# :author: Damien Guenot
# OTHER AUTHORS - MACROSCOPIC CHANGES
"""Compute and display a Pareto Front."""
from __future__ import annotations
from itertools import combinations
from typing import TYPE_CHECKING
import matplotlib.pyplot as plt
from numpy import all as np_all
from numpy import any as np_any
from numpy import full
from numpy import vstack
from gemseo.algos.pareto.pareto_plot_biobjective import ParetoPlotBiObjective
if TYPE_CHECKING:
from collections.abc import Sequence
from matplotlib.figure import Figure
from numpy import ndarray
from gemseo.utils.matplotlib_figure import FigSizeType
[docs]
def compute_pareto_optimal_points(
obj_values: ndarray,
feasible_points: ndarray | None = None,
) -> ndarray:
"""Compute the Pareto optimal points.
Search for all the non-dominated points, i.e. there exists ``j`` such that
there is no lower value for ``obj_values[:,j]`` that does not degrade
at least one other objective ``obj_values[:,i]``.
Args:
obj_values: The objective function array of size `(n_samples, n_objs)`.
feasible_points: An array of boolean of size n_sample,
True if the sample is feasible,
False otherwise.
Returns:
The vector of booleans of size n_samples, True if
the point is Pareto optimal.
"""
pareto_optimal = full(obj_values.shape[0], True)
if feasible_points is None:
feasible_points = full(obj_values.shape[0], True)
def any_ax1_all(arr):
return np_all(np_any(arr, axis=1))
# Store the feasible indexes
feasible_indexes = []
for i, feasible_point in enumerate(feasible_points):
if not feasible_point:
pareto_optimal[i] = False
else:
feasible_indexes.append(i)
# Exclude the non-feasible points for the computation of the Pareto optimal points
obj_values_filtered = obj_values[feasible_indexes, :]
for i, feasible_index in enumerate(feasible_indexes):
obj = obj_values[feasible_index]
before_are_worse = any_ax1_all(obj_values_filtered[:i] > obj)
after_are_worse = any_ax1_all(obj_values_filtered[i + 1 :] > obj)
pareto_optimal[feasible_index] = before_are_worse and after_are_worse
return pareto_optimal
[docs]
def generate_pareto_plots(
obj_values: ndarray,
obj_names: Sequence[str],
fig_size: FigSizeType = (10.0, 10.0),
non_feasible_samples: ndarray | None = None,
show_non_feasible: bool = True,
) -> Figure:
"""Plot a 2D Pareto front.
Args:
obj_values: The objective function array of size (n_samples, n_objs).
obj_names: The names of the objectives.
fig_size: The matplotlib figure sizes in x and y directions, in inches.
non_feasible_samples: The array of bool of size n_samples,
True if the current sample is non-feasible.
If ``None``, all the samples are considered feasible.
show_non_feasible: If ``True``, show the non-feasible points in
the Pareto front plot.
Raises:
ValueError: If the number of objective values and names are different.
"""
n_obj = obj_values.shape[1]
nb_pareto_pts = obj_values.shape[0]
obj_names_length = len(obj_names)
if obj_names_length != n_obj:
msg = (
f"Inconsistent objective values size and objective names: "
f"{n_obj} != {obj_names_length}"
)
raise ValueError(msg)
# If non_feasible_samples set to None,
# then all the points are considered as feasible
if non_feasible_samples is None:
non_feasible_samples = full(nb_pareto_pts, False)
is_feasible = ~non_feasible_samples
pareto_opt_all = compute_pareto_optimal_points(obj_values, is_feasible)
fig, axs = plt.subplots(n_obj - 1, n_obj - 1, figsize=fig_size, squeeze=False)
fig.suptitle("Pareto front")
# 0 vs 1 0 vs 2 0 vs 3
# 1 vs 2 1 vs 3
# 2 vs 3
# i j+1 i=0...nobj-1
# j=1....nobj
for i, j in combinations(range(n_obj), 2): # no duplication, j!=j
obj_loc = vstack((obj_values[:, i], obj_values[:, j])).T
pareto_opt_loc = compute_pareto_optimal_points(obj_loc, is_feasible)
ax = axs[i, j - 1]
bi_obj = n_obj == 2
plot_pareto_bi_obj = ParetoPlotBiObjective(
ax,
obj_loc,
pareto_opt_loc,
[obj_names[i], obj_names[j]],
pareto_opt_all,
non_feasible_samples,
bi_obj=bi_obj,
show_non_feasible=show_non_feasible,
)
plot_pareto_bi_obj.plot_on_axes()
if i != j - 1:
axs[j - 1, i].remove()
# Ensure the unicity of the labels in the legend
new_handles = []
new_labels = []
for ax in axs.flatten():
handles, labels = ax.get_legend_handles_labels()
for label, handle in zip(labels, handles, strict=False):
if label not in new_labels:
new_labels.append(label)
new_handles.append(handle)
fig.legend(new_handles, new_labels, loc="lower left")
return fig
