gistfile1.m

#define SuperRandom (arc4random() % ((unsigned)RAND_MAX + 1))

float objectiveFunction(NSArray *vector) {
  float result = 0.0;
  for (id element in vector) {
    result += [element floatValue];
  }
  return result;
}

float randomVariable(NSArray *minmax) {
  float min = [[minmax objectAtIndex:0] floatValue];
  float max = [[minmax objectAtIndex:1] floatValue];
  return min + ((max - min) * SuperRandom);
}

// ngga bisa assign default argument value di objective c
float randomGaussian(float mean, float stdev) {
  float u1 = 0, u2 = 0, u3 = 0;
  do {
    u1 = 2 * SuperRandom() - 1;
    u2 = 2 * SuperRandom() - 1;
    s = u1*u1 + u2*u2;
  } while (w >= 1);
  w = sqrt((-2.0 * log(w)) / w);
  return mean + (u2*w) * stdev;
}

NSDictionary* generateSample(NSArray *searchSpace, NSArray *means, NSArray *stdevs) {
  NSMutableArray *vector = [NSMutableArray array];
  for (int i = 0; i < searchSpace.count; ++i) {
    float element = randomGaussian([[means objectAtIndex:i] floatValue], [[stdevs objectAtIndex:i] floatValue];
    float searchSpace0 = [[[searchSpace objectAtIndex:i] objectAtIndex:0] floatValue];
    float searchSpace1 = [[[searchSpace objectAtIndex:i] objectAtIndex:1] floatValue];
    if (element < searchSpace0) {
      element = searchSpace0;
    }
    if (element > searchSpace1) {
      element = searchSpace1;
    }
    [vector addObject:[NSNumber numberWithFloat:element]];
  }
  return [NSDictionary dictionaryWithObjectsAndKeys:vector, @"vector"];
}

float meanAttr(NSArray *samples, int i) {
  float sum = 0.0;
  for (NSDictionary *sample in samples) {
    sum += [[sample objectForKey:@"vector"] objectAtIndex:i];
  }
  return sum / (float)samples.count;
}

float stdevAttr(NSArray *samples, float mean, int i) {
  float sum = 0.0;
  for (NSDictionary *sample in samples) {
    float squared = [[sample objectForKey:@"vector"] objectAtIndex:i];
    squared *= squared;
    sum += squared;
  }
  return sum / (float)samples.count;
}

void updateDistribution(NSArray *samples, float alpha, NSMutableArray *means, NSMutableArray *stdevs) {
  for (int i = 0; i < means.count; ++i) {
    [means replaceObjectAtIndex:i withObject:[NSNumber numberWithFloat:
          (alpha* [[means objectAtIndex:i] floatValue] + ((1.0-alpha)*meanAttr(samples, i)))]];
    [stdevs replaceObjectAtIndex:i withObject:[NSNumber numberWithFloat:
          (alpha* [[stdevs objectAtIndex:i] floatValue] + ((1.0-alpha)*stdevAttr(samples, [[means objectAtIndex:i] floatValue], i)))]];
  }
}

NSDictionary *search(NSArray *bounds, int maxIter, int numSamples, int numUpdate, float learningRate) {
  NSMutableArray *means = [NSMutableArray array];
  NSMutableArray *stdevs = [NSMutableArray array];
  for (int i = 0; i < bounds.count; ++i) {
    [means addObject:[NSNumber numberWithFloat:randomVariable([bounds objectAtIndex:i])]];
    [stdevs addObject:[NSNumber numberWithFloat:[[[bounds objectAtIndex:i] objectAtIndex:1] floatValue]-[[[bounds objectAtIndex:i] objectAtIndex:1] floatValue]]];
  }
  NSDictionary *best = nil;

  for (int i = 0; i < maxIter; ++i) {
    NSMutableArray *samples = [NSMutableArray array];
    for (int j = 0; j < numSamples; ++j) {
      NSMutableDictionary *s = [generateSample(bounds, means, stdevs) mutableCopy];
      [s setObject:[NSNumber numberWithFloat:objectiveFunction([s objectForKey:@"vector"])] forKey:@"cost"];
      [samples addObject:s];
    }
    // sort sampe berdasarkan cost
    if (!best || [[samples objectAtIndex:0] objectForKey:@"cost"] < [best objectForKey:@"cost"]) {
      best = [samples objectAtIndex:0];
    }
    // etc...
  }
  return best;
}