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source: stable/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Interpreter/SymbolicDataAnalysisExpressionTreeLinearInterpreter.cs @ 15127

Last change on this file since 15127 was 15127, checked in by gkronber, 7 years ago

#2690: merged r14345, r14346, r14368 from trunk to stable
File size: 20.4 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System;
23using System.Collections.Generic;
24using System.Linq;
25using HeuristicLab.Common;
26using HeuristicLab.Core;
27using HeuristicLab.Data;
28using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
29using HeuristicLab.Parameters;
30using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
31
32namespace HeuristicLab.Problems.DataAnalysis.Symbolic {
33  [StorableClass]
34  [Item("SymbolicDataAnalysisExpressionTreeLinearInterpreter", "Fast linear (non-recursive) interpreter for symbolic expression trees. Does not support ADFs.")]
35  public sealed class SymbolicDataAnalysisExpressionTreeLinearInterpreter : ParameterizedNamedItem, ISymbolicDataAnalysisExpressionTreeInterpreter {
36    private const string CheckExpressionsWithIntervalArithmeticParameterName = "CheckExpressionsWithIntervalArithmetic";
37    private const string CheckExpressionsWithIntervalArithmeticParameterDescription = "Switch that determines if the interpreter checks the validity of expressions with interval arithmetic before evaluating the expression.";
38    private const string EvaluatedSolutionsParameterName = "EvaluatedSolutions";
39
40    private readonly SymbolicDataAnalysisExpressionTreeInterpreter interpreter;
41
42    public override bool CanChangeName {
43      get { return false; }
44    }
45
46    public override bool CanChangeDescription {
47      get { return false; }
48    }
49
50    #region parameter properties
51    public IFixedValueParameter<BoolValue> CheckExpressionsWithIntervalArithmeticParameter {
52      get { return (IFixedValueParameter<BoolValue>)Parameters[CheckExpressionsWithIntervalArithmeticParameterName]; }
53    }
54
55    public IFixedValueParameter<IntValue> EvaluatedSolutionsParameter {
56      get { return (IFixedValueParameter<IntValue>)Parameters[EvaluatedSolutionsParameterName]; }
57    }
58    #endregion
59
60    #region properties
61    public bool CheckExpressionsWithIntervalArithmetic {
62      get { return CheckExpressionsWithIntervalArithmeticParameter.Value.Value; }
63      set { CheckExpressionsWithIntervalArithmeticParameter.Value.Value = value; }
64    }
65    public int EvaluatedSolutions {
66      get { return EvaluatedSolutionsParameter.Value.Value; }
67      set { EvaluatedSolutionsParameter.Value.Value = value; }
68    }
69    #endregion
70
71    [StorableConstructor]
72    private SymbolicDataAnalysisExpressionTreeLinearInterpreter(bool deserializing)
73      : base(deserializing) {
74      interpreter = new SymbolicDataAnalysisExpressionTreeInterpreter();
75    }
76
77    private SymbolicDataAnalysisExpressionTreeLinearInterpreter(SymbolicDataAnalysisExpressionTreeLinearInterpreter original, Cloner cloner)
78      : base(original, cloner) {
79      interpreter = cloner.Clone(original.interpreter);
80    }
81
82    public override IDeepCloneable Clone(Cloner cloner) {
83      return new SymbolicDataAnalysisExpressionTreeLinearInterpreter(this, cloner);
84    }
85
86    public SymbolicDataAnalysisExpressionTreeLinearInterpreter()
87      : base("SymbolicDataAnalysisExpressionTreeLinearInterpreter", "Linear (non-recursive) interpreter for symbolic expression trees (does not support ADFs).") {
88      Parameters.Add(new FixedValueParameter<BoolValue>(CheckExpressionsWithIntervalArithmeticParameterName, CheckExpressionsWithIntervalArithmeticParameterDescription, new BoolValue(false)));
89      Parameters.Add(new FixedValueParameter<IntValue>(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", new IntValue(0)));
90      interpreter = new SymbolicDataAnalysisExpressionTreeInterpreter();
91    }
92
93    public SymbolicDataAnalysisExpressionTreeLinearInterpreter(string name, string description)
94      : base(name, description) {
95      Parameters.Add(new FixedValueParameter<BoolValue>(CheckExpressionsWithIntervalArithmeticParameterName, CheckExpressionsWithIntervalArithmeticParameterDescription, new BoolValue(false)));
96      Parameters.Add(new FixedValueParameter<IntValue>(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", new IntValue(0)));
97      interpreter = new SymbolicDataAnalysisExpressionTreeInterpreter();
98    }
99
100    [StorableHook(HookType.AfterDeserialization)]
101    private void AfterDeserialization() {
102      var evaluatedSolutions = new IntValue(0);
103      var checkExpressionsWithIntervalArithmetic = new BoolValue(false);
104      if (Parameters.ContainsKey(EvaluatedSolutionsParameterName)) {
105        var evaluatedSolutionsParameter = (IValueParameter<IntValue>)Parameters[EvaluatedSolutionsParameterName];
106        evaluatedSolutions = evaluatedSolutionsParameter.Value;
107        Parameters.Remove(EvaluatedSolutionsParameterName);
108      }
109      Parameters.Add(new FixedValueParameter<IntValue>(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", evaluatedSolutions));
110      if (Parameters.ContainsKey(CheckExpressionsWithIntervalArithmeticParameterName)) {
111        var checkExpressionsWithIntervalArithmeticParameter = (IValueParameter<BoolValue>)Parameters[CheckExpressionsWithIntervalArithmeticParameterName];
112        Parameters.Remove(CheckExpressionsWithIntervalArithmeticParameterName);
113        checkExpressionsWithIntervalArithmetic = checkExpressionsWithIntervalArithmeticParameter.Value;
114      }
115      Parameters.Add(new FixedValueParameter<BoolValue>(CheckExpressionsWithIntervalArithmeticParameterName, CheckExpressionsWithIntervalArithmeticParameterDescription, checkExpressionsWithIntervalArithmetic));
116    }
117
118    #region IStatefulItem
119    public void InitializeState() {
120      EvaluatedSolutions = 0;
121    }
122
123    public void ClearState() { }
124    #endregion
125
126    private readonly object syncRoot = new object();
127    public IEnumerable<double> GetSymbolicExpressionTreeValues(ISymbolicExpressionTree tree, IDataset dataset, IEnumerable<int> rows) {
128      if (!rows.Any()) return Enumerable.Empty<double>();
129      if (CheckExpressionsWithIntervalArithmetic)
130        throw new NotSupportedException("Interval arithmetic is not yet supported in the symbolic data analysis interpreter.");
131
132      lock (syncRoot) {
133        EvaluatedSolutions++; // increment the evaluated solutions counter
134      }
135
136      var code = SymbolicExpressionTreeLinearCompiler.Compile(tree, OpCodes.MapSymbolToOpCode);
137      PrepareInstructions(code, dataset);
138      return rows.Select(row => Evaluate(dataset, row, code));
139    }
140
141    private double Evaluate(IDataset dataset, int row, LinearInstruction[] code) {
142      for (int i = code.Length - 1; i >= 0; --i) {
143        if (code[i].skip) continue;
144        #region opcode if
145        var instr = code[i];
146        if (instr.opCode == OpCodes.Variable) {
147          if (row < 0 || row >= dataset.Rows) instr.value = double.NaN;
148          else {
149            var variableTreeNode = (VariableTreeNode)instr.dynamicNode;
150            instr.value = ((IList<double>)instr.data)[row] * variableTreeNode.Weight;
151          }
152        } else if (instr.opCode == OpCodes.LagVariable) {
153          var laggedVariableTreeNode = (LaggedVariableTreeNode)instr.dynamicNode;
154          int actualRow = row + laggedVariableTreeNode.Lag;
155          if (actualRow < 0 || actualRow >= dataset.Rows)
156            instr.value = double.NaN;
157          else
158            instr.value = ((IList<double>)instr.data)[actualRow] * laggedVariableTreeNode.Weight;
159        } else if (instr.opCode == OpCodes.VariableCondition) {
160          if (row < 0 || row >= dataset.Rows) instr.value = double.NaN;
161          var variableConditionTreeNode = (VariableConditionTreeNode)instr.dynamicNode;
162          if (!variableConditionTreeNode.Symbol.IgnoreSlope) {
163            double variableValue = ((IList<double>)instr.data)[row];
164            double x = variableValue - variableConditionTreeNode.Threshold;
165            double p = 1 / (1 + Math.Exp(-variableConditionTreeNode.Slope * x));
166
167            double trueBranch = code[instr.childIndex].value;
168            double falseBranch = code[instr.childIndex + 1].value;
169
170            instr.value = trueBranch * p + falseBranch * (1 - p);
171          } else {
172            double variableValue = ((IList<double>)instr.data)[row];
173            if (variableValue <= variableConditionTreeNode.Threshold) {
174              instr.value = code[instr.childIndex].value;
175            } else {
176              instr.value = code[instr.childIndex + 1].value;
177            }
178          }
179        } else if (instr.opCode == OpCodes.Add) {
180          double s = code[instr.childIndex].value;
181          for (int j = 1; j != instr.nArguments; ++j) {
182            s += code[instr.childIndex + j].value;
183          }
184          instr.value = s;
185        } else if (instr.opCode == OpCodes.Sub) {
186          double s = code[instr.childIndex].value;
187          for (int j = 1; j != instr.nArguments; ++j) {
188            s -= code[instr.childIndex + j].value;
189          }
190          if (instr.nArguments == 1) s = -s;
191          instr.value = s;
192        } else if (instr.opCode == OpCodes.Mul) {
193          double p = code[instr.childIndex].value;
194          for (int j = 1; j != instr.nArguments; ++j) {
195            p *= code[instr.childIndex + j].value;
196          }
197          instr.value = p;
198        } else if (instr.opCode == OpCodes.Div) {
199          double p = code[instr.childIndex].value;
200          for (int j = 1; j != instr.nArguments; ++j) {
201            p /= code[instr.childIndex + j].value;
202          }
203          if (instr.nArguments == 1) p = 1.0 / p;
204          instr.value = p;
205        } else if (instr.opCode == OpCodes.Average) {
206          double s = code[instr.childIndex].value;
207          for (int j = 1; j != instr.nArguments; ++j) {
208            s += code[instr.childIndex + j].value;
209          }
210          instr.value = s / instr.nArguments;
211        } else if (instr.opCode == OpCodes.Cos) {
212          instr.value = Math.Cos(code[instr.childIndex].value);
213        } else if (instr.opCode == OpCodes.Sin) {
214          instr.value = Math.Sin(code[instr.childIndex].value);
215        } else if (instr.opCode == OpCodes.Tan) {
216          instr.value = Math.Tan(code[instr.childIndex].value);
217        } else if (instr.opCode == OpCodes.Square) {
218          instr.value = Math.Pow(code[instr.childIndex].value, 2);
219        } else if (instr.opCode == OpCodes.Power) {
220          double x = code[instr.childIndex].value;
221          double y = Math.Round(code[instr.childIndex + 1].value);
222          instr.value = Math.Pow(x, y);
223        } else if (instr.opCode == OpCodes.SquareRoot) {
224          instr.value = Math.Sqrt(code[instr.childIndex].value);
225        } else if (instr.opCode == OpCodes.Root) {
226          double x = code[instr.childIndex].value;
227          double y = Math.Round(code[instr.childIndex + 1].value);
228          instr.value = Math.Pow(x, 1 / y);
229        } else if (instr.opCode == OpCodes.Exp) {
230          instr.value = Math.Exp(code[instr.childIndex].value);
231        } else if (instr.opCode == OpCodes.Log) {
232          instr.value = Math.Log(code[instr.childIndex].value);
233        } else if (instr.opCode == OpCodes.Gamma) {
234          var x = code[instr.childIndex].value;
235          instr.value = double.IsNaN(x) ? double.NaN : alglib.gammafunction(x);
236        } else if (instr.opCode == OpCodes.Psi) {
237          var x = code[instr.childIndex].value;
238          if (double.IsNaN(x)) instr.value = double.NaN;
239          else if (x <= 0 && (Math.Floor(x) - x).IsAlmost(0)) instr.value = double.NaN;
240          else instr.value = alglib.psi(x);
241        } else if (instr.opCode == OpCodes.Dawson) {
242          var x = code[instr.childIndex].value;
243          instr.value = double.IsNaN(x) ? double.NaN : alglib.dawsonintegral(x);
244        } else if (instr.opCode == OpCodes.ExponentialIntegralEi) {
245          var x = code[instr.childIndex].value;
246          instr.value = double.IsNaN(x) ? double.NaN : alglib.exponentialintegralei(x);
247        } else if (instr.opCode == OpCodes.SineIntegral) {
248          double si, ci;
249          var x = code[instr.childIndex].value;
250          if (double.IsNaN(x)) instr.value = double.NaN;
251          else {
252            alglib.sinecosineintegrals(x, out si, out ci);
253            instr.value = si;
254          }
255        } else if (instr.opCode == OpCodes.CosineIntegral) {
256          double si, ci;
257          var x = code[instr.childIndex].value;
258          if (double.IsNaN(x)) instr.value = double.NaN;
259          else {
260            alglib.sinecosineintegrals(x, out si, out ci);
261            instr.value = ci;
262          }
263        } else if (instr.opCode == OpCodes.HyperbolicSineIntegral) {
264          double shi, chi;
265          var x = code[instr.childIndex].value;
266          if (double.IsNaN(x)) instr.value = double.NaN;
267          else {
268            alglib.hyperbolicsinecosineintegrals(x, out shi, out chi);
269            instr.value = shi;
270          }
271        } else if (instr.opCode == OpCodes.HyperbolicCosineIntegral) {
272          double shi, chi;
273          var x = code[instr.childIndex].value;
274          if (double.IsNaN(x)) instr.value = double.NaN;
275          else {
276            alglib.hyperbolicsinecosineintegrals(x, out shi, out chi);
277            instr.value = chi;
278          }
279        } else if (instr.opCode == OpCodes.FresnelCosineIntegral) {
280          double c = 0, s = 0;
281          var x = code[instr.childIndex].value;
282          if (double.IsNaN(x)) instr.value = double.NaN;
283          else {
284            alglib.fresnelintegral(x, ref c, ref s);
285            instr.value = c;
286          }
287        } else if (instr.opCode == OpCodes.FresnelSineIntegral) {
288          double c = 0, s = 0;
289          var x = code[instr.childIndex].value;
290          if (double.IsNaN(x)) instr.value = double.NaN;
291          else {
292            alglib.fresnelintegral(x, ref c, ref s);
293            instr.value = s;
294          }
295        } else if (instr.opCode == OpCodes.AiryA) {
296          double ai, aip, bi, bip;
297          var x = code[instr.childIndex].value;
298          if (double.IsNaN(x)) instr.value = double.NaN;
299          else {
300            alglib.airy(x, out ai, out aip, out bi, out bip);
301            instr.value = ai;
302          }
303        } else if (instr.opCode == OpCodes.AiryB) {
304          double ai, aip, bi, bip;
305          var x = code[instr.childIndex].value;
306          if (double.IsNaN(x)) instr.value = double.NaN;
307          else {
308            alglib.airy(x, out ai, out aip, out bi, out bip);
309            instr.value = bi;
310          }
311        } else if (instr.opCode == OpCodes.Norm) {
312          var x = code[instr.childIndex].value;
313          if (double.IsNaN(x)) instr.value = double.NaN;
314          else instr.value = alglib.normaldistribution(x);
315        } else if (instr.opCode == OpCodes.Erf) {
316          var x = code[instr.childIndex].value;
317          if (double.IsNaN(x)) instr.value = double.NaN;
318          else instr.value = alglib.errorfunction(x);
319        } else if (instr.opCode == OpCodes.Bessel) {
320          var x = code[instr.childIndex].value;
321          if (double.IsNaN(x)) instr.value = double.NaN;
322          else instr.value = alglib.besseli0(x);
323        } else if (instr.opCode == OpCodes.IfThenElse) {
324          double condition = code[instr.childIndex].value;
325          double result;
326          if (condition > 0.0) {
327            result = code[instr.childIndex + 1].value;
328          } else {
329            result = code[instr.childIndex + 2].value;
330          }
331          instr.value = result;
332        } else if (instr.opCode == OpCodes.AND) {
333          double result = code[instr.childIndex].value;
334          for (int j = 1; j < instr.nArguments; j++) {
335            if (result > 0.0) result = code[instr.childIndex + j].value;
336            else break;
337          }
338          instr.value = result > 0.0 ? 1.0 : -1.0;
339        } else if (instr.opCode == OpCodes.OR) {
340          double result = code[instr.childIndex].value;
341          for (int j = 1; j < instr.nArguments; j++) {
342            if (result <= 0.0) result = code[instr.childIndex + j].value;
343            else break;
344          }
345          instr.value = result > 0.0 ? 1.0 : -1.0;
346        } else if (instr.opCode == OpCodes.NOT) {
347          instr.value = code[instr.childIndex].value > 0.0 ? -1.0 : 1.0;
348        } else if (instr.opCode == OpCodes.XOR) {
349          int positiveSignals = 0;
350          for (int j = 0; j < instr.nArguments; j++) {
351            if (code[instr.childIndex + j].value > 0.0) positiveSignals++;
352          }
353          instr.value = positiveSignals % 2 != 0 ? 1.0 : -1.0;
354        } else if (instr.opCode == OpCodes.GT) {
355          double x = code[instr.childIndex].value;
356          double y = code[instr.childIndex + 1].value;
357          instr.value = x > y ? 1.0 : -1.0;
358        } else if (instr.opCode == OpCodes.LT) {
359          double x = code[instr.childIndex].value;
360          double y = code[instr.childIndex + 1].value;
361          instr.value = x < y ? 1.0 : -1.0;
362        } else if (instr.opCode == OpCodes.TimeLag || instr.opCode == OpCodes.Derivative || instr.opCode == OpCodes.Integral) {
363          var state = (InterpreterState)instr.data;
364          state.Reset();
365          instr.value = interpreter.Evaluate(dataset, ref row, state);
366        } else {
367          var errorText = string.Format("The {0} symbol is not supported by the linear interpreter. To support this symbol, please use the SymbolicDataAnalysisExpressionTreeInterpreter.", instr.dynamicNode.Symbol.Name);
368          throw new NotSupportedException(errorText);
369        }
370        #endregion
371      }
372      return code[0].value;
373    }
374
375    private static LinearInstruction[] GetPrefixSequence(LinearInstruction[] code, int startIndex) {
376      var s = new Stack<int>();
377      var list = new List<LinearInstruction>();
378      s.Push(startIndex);
379      while (s.Any()) {
380        int i = s.Pop();
381        var instr = code[i];
382        // push instructions in reverse execution order
383        for (int j = instr.nArguments - 1; j >= 0; j--) s.Push(instr.childIndex + j);
384        list.Add(instr);
385      }
386      return list.ToArray();
387    }
388
389    public static void PrepareInstructions(LinearInstruction[] code, IDataset dataset) {
390      for (int i = 0; i != code.Length; ++i) {
391        var instr = code[i];
392        #region opcode switch
393        switch (instr.opCode) {
394          case OpCodes.Constant: {
395              var constTreeNode = (ConstantTreeNode)instr.dynamicNode;
396              instr.value = constTreeNode.Value;
397              instr.skip = true; // the value is already set so this instruction should be skipped in the evaluation phase
398            }
399            break;
400          case OpCodes.Variable: {
401              var variableTreeNode = (VariableTreeNode)instr.dynamicNode;
402              instr.data = dataset.GetReadOnlyDoubleValues(variableTreeNode.VariableName);
403            }
404            break;
405          case OpCodes.LagVariable: {
406              var laggedVariableTreeNode = (LaggedVariableTreeNode)instr.dynamicNode;
407              instr.data = dataset.GetReadOnlyDoubleValues(laggedVariableTreeNode.VariableName);
408            }
409            break;
410          case OpCodes.VariableCondition: {
411              var variableConditionTreeNode = (VariableConditionTreeNode)instr.dynamicNode;
412              instr.data = dataset.GetReadOnlyDoubleValues(variableConditionTreeNode.VariableName);
413            }
414            break;
415          case OpCodes.TimeLag:
416          case OpCodes.Integral:
417          case OpCodes.Derivative: {
418              var seq = GetPrefixSequence(code, i);
419              var interpreterState = new InterpreterState(seq, 0);
420              instr.data = interpreterState;
421              for (int j = 1; j != seq.Length; ++j)
422                seq[j].skip = true;
423              break;
424            }
425        }
426        #endregion
427      }
428    }
429  }
430}
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