optimal-hs-accelerate-pbil

Run PBIL derivative-free (metaheuristic) optimization backed by Accelerate.

Optimize until convergence like:

import qualified Data.Array.Accelerate         as A
import qualified Math.Optimization.Accelerate.DerivativeFree.PBIL
                                               as PBIL

optimize = do
  s0 <- initialState n
  pure $ PBIL.finalize $ A.awhile
    (A.map A.not . isConverged)
    (step f)
    s0
 where
  initialState = PBIL.initialState PBIL.defaultNumSamples
  step = PBIL.step PBIL.defaultAdjustRate
                   (PBIL.defaultMutationChance n)
                   PBIL.defaultMutationAdjustRate
  isConverged = PBIL.isConverged PBIL.defaultConvergenceThreshold

where n is the number of bits in a binary problem vector and f is an objective function.