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TrainUsingPSO.m
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TrainUsingPSO.m
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function bestfis=TrainUsingPSO(fis,data)
%% Problem Definition
p0=GetFISParams(fis);
Problem.CostFunction=@(x) TrainFISCost(x,fis,data);
Problem.nVar=numel(p0);
alpha=1;
Problem.VarMin=-(10^alpha);
Problem.VarMax=10^alpha;
%% PSO Params
Params.MaxIt=100;
Params.nPop=40;
%% Run PSO
results=RunPSO(Problem,Params);
%% Get Results
p=results.BestSol.Position.*p0;
bestfis=SetFISParams(fis,p);
end
function results=RunPSO(Problem,Params)
disp('Starting PSO ...');
%% Problem Definition
CostFunction=Problem.CostFunction; % Cost Function
nVar=Problem.nVar; % Number of Decision Variables
VarSize=[1 nVar]; % Size of Decision Variables Matrix
VarMin=Problem.VarMin; % Lower Bound of Variables
VarMax=Problem.VarMax; % Upper Bound of Variables
%% PSO Parameters
MaxIt=Params.MaxIt; % Maximum Number of Iterations
nPop=Params.nPop; % Population Size (Swarm Size)
w=1; % Inertia Weight
wdamp=0.99; % Inertia Weight Damping Ratio
c1=1; % Personal Learning Coefficient
c2=2; % Global Learning Coefficient
% Constriction Coefficients
% phi1=2.05;
% phi2=2.05;
% phi=phi1+phi2;
% chi=2/(phi-2+sqrt(phi^2-4*phi));
% w=chi; % Inertia Weight
% wdamp=1; % Inertia Weight Damping Ratio
% c1=chi*phi1; % Personal Learning Coefficient
% c2=chi*phi2; % Global Learning Coefficient
% Velocity Limits
VelMax=0.1*(VarMax-VarMin);
VelMin=-VelMax;
%% Initialization
empty_particle.Position=[];
empty_particle.Cost=[];
empty_particle.Velocity=[];
empty_particle.Best.Position=[];
empty_particle.Best.Cost=[];
particle=repmat(empty_particle,nPop,1);
BestSol.Cost=inf;
for i=1:nPop
% Initialize Position
if i>1
particle(i).Position=unifrnd(VarMin,VarMax,VarSize);
else
particle(i).Position=ones(VarSize);
end
% Initialize Velocity
particle(i).Velocity=zeros(VarSize);
% Evaluation
particle(i).Cost=CostFunction(particle(i).Position);
% Update Personal Best
particle(i).Best.Position=particle(i).Position;
particle(i).Best.Cost=particle(i).Cost;
% 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 = 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;
% 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))]);
w=w*wdamp;
end
disp('End of PSO.');
disp(' ');
%% Results
results.BestSol=BestSol;
results.BestCost=BestCost;
end