#region License Information /* HeuristicLab * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL) * * This file is part of HeuristicLab. * * HeuristicLab is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * HeuristicLab 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 General Public License for more details. * * You should have received a copy of the GNU General Public License * along with HeuristicLab. If not, see . */ #endregion using System; using System.Collections.Generic; using System.Linq; namespace HeuristicLab.Analysis.FitnessLandscape { public static class CurveAnalysis { public static CurveAnalysisResult GetCharacteristics(List>> trajectories, Func distFunc) { trajectories = trajectories.Where(x => x.Count > 5).ToList(); var symbols = GetSymbols(trajectories); var f1 = trajectories.Select(path => ApproximateDerivative(path, distFunc).ToList()).ToList(); var f2 = f1.Select(d1 => ApproximateDerivative(d1, distFunc).ToList()).ToList(); var sharpness = f1.Average(x => x.Average(y => Math.Abs(y.Item2))); var bumpiness = 0.0; var flatness = 0.0; var count = 0; for (var p = 0; p < f2.Count; p++) { if (f2[p].Count <= 2) continue; count++; var bump = 0; var flat = 0; for (var i = 0; i < f2[p].Count - 1; i++) { if ((f2[p][i].Item2 > 0 && f2[p][i + 1].Item2 < 0) || (f2[p][i].Item2 < 0 && f2[p][i + 1].Item2 > 0)) { bump++; } else if (f2[p][i].Item2 == 0) { flat++; } } bumpiness += bump / (f2[p].Count - 1.0); flatness += flat / (f2[p].Count - 1.0); } bumpiness /= count; flatness /= count; var per = new[] { 25, 50, 75 }; return new CurveAnalysisResult(sharpness, bumpiness, flatness, per.Select(p => symbols.Downward.GetPercentileOrDefault(p, 0)).ToArray(), per.Select(p => symbols.Neutral.GetPercentileOrDefault(p, 0)).ToArray(), per.Select(p => symbols.Upward.GetPercentileOrDefault(p, 0)).ToArray()); } private static Symbols GetSymbols(List>> trajectories) { var sym = new Symbols(); foreach (var t in trajectories) { var prev = t[0]; for (var i = 1; i < t.Count; i++) { sym.Add(i / (double)t.Count, t[i].Item2, prev.Item2); prev = t[i]; } } return sym; } private static IEnumerable> ApproximateDerivative(IEnumerable> data, Func distFunc) { Tuple prev = null, prev2 = null; foreach (var d in data) { if (prev == null) { prev = d; continue; } if (prev2 == null) { prev2 = prev; prev = d; continue; } var dist = distFunc(prev2.Item1, d.Item1); yield return Tuple.Create(prev.Item1, (d.Item2 - prev2.Item2) / dist); prev2 = prev; prev = d; } } } public enum CurveAnalysisFeature { Sharpness, Bumpiness, Flatness, DownQ1, DownQ2, DownQ3, NeutQ1, NeutQ2, NeutQ3, UpQ1, UpQ2, UpQ3 } public class CurveAnalysisResult { private Dictionary results = new Dictionary(); public double GetValue(CurveAnalysisFeature name) { return results[name]; } public static IEnumerable AllFeatures { get { return Enum.GetValues(typeof(CurveAnalysisFeature)).Cast(); } } public double[] GetValues() { return AllFeatures.Select(x => results[x]).ToArray(); } public CurveAnalysisResult(double sharpness, double bumpiness, double flatness, double[] down, double[] neut, double[] up) { foreach (var v in AllFeatures.Zip(new[] { sharpness, bumpiness, flatness }.Concat(down).Concat(neut).Concat(up), (n, v) => Tuple.Create(n, v))) { results[v.Item1] = v.Item2; } } } public class Symbols { public Statistics Downward { get; } = new Statistics(); public Statistics Neutral { get; } = new Statistics(); public Statistics Upward { get; } = new Statistics(); public void Add(double step, double fit, double prev) { if (fit < prev) Downward.Add(step); else if (fit > prev) Upward.Add(step); else Neutral.Add(step); } } public sealed class Statistics { private List values = new List(); public int Count { get { return values.Count; } } public double Min { get; private set; } public double Max { get; private set; } public double Total { get; private set; } public double Mean { get; private set; } public double StdDev { get { return Math.Sqrt(Variance); } } public double Variance { get { return Count > 0 ? variance / Count : 0.0; } } private double variance; private bool sorted = false; public double GetPercentileOrDefault(int p, double @default = default(double)) { if (p < 0 || p > 100) throw new ArgumentOutOfRangeException(nameof(p), p, "Must be in range [0;100]"); SortIfNecessary(); if (Count == 0) return @default; else if (Count == 1) return values[0]; if (p == 100) return values[Count - 1]; var x = p / 100.0 * (Count - 1); var inte = (int)x; var frac = x - inte; return values[inte] + frac * (values[inte + 1] - values[inte]); } public void Add(double value) { sorted = false; values.Add(value); if (Count == 1) { Min = Max = Mean = Total = value; } else { if (value < Min) Min = value; if (value > Max) Max = value; Total += value; var oldMean = Mean; Mean = oldMean + (value - oldMean) / Count; variance = variance + (value - oldMean) * (value - Mean); } } public void AddRange(IEnumerable values) { foreach (var v in values) Add(v); } private void SortIfNecessary() { if (!sorted) { values.Sort(); sorted = true; } } } }