#region License Information /* HeuristicLab * Copyright (C) 2002-2016 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; using System.Runtime.Serialization; using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding; using HeuristicLab.Problems.DataAnalysis.Symbolic; using DiffSharp.Interop.Float64; using System.Linq.Expressions; using System.Reflection; namespace HeuristicLab.Algorithms.DataAnalysis.Experimental { public class TreeToDiffSharpConverter { public delegate double ParametricFunction(double[] vars); public delegate Tuple ParametricFunctionGradient(double[] vars); #region helper class public class DataForVariable { public readonly string variableName; public readonly string variableValue; // for factor vars public readonly int lag; public DataForVariable(string varName, string varValue, int lag) { this.variableName = varName; this.variableValue = varValue; this.lag = lag; } public override bool Equals(object obj) { var other = obj as DataForVariable; if (other == null) return false; return other.variableName.Equals(this.variableName) && other.variableValue.Equals(this.variableValue) && other.lag == this.lag; } public override int GetHashCode() { return variableName.GetHashCode() ^ variableValue.GetHashCode() ^ lag; } } #endregion public static bool TryConvertToDiffSharp(ISymbolicExpressionTree tree, bool makeVariableWeightsVariable, out List parameters, out double[] initialConstants, out Func func) { // use a transformator object which holds the state (variable list, parameter list, ...) for recursive transformation of the tree var transformator = new TreeToDiffSharpConverter(makeVariableWeightsVariable); try { // the list of variable names represents the names for dv[0] ... dv[d-1] where d is the number of input variables // the remaining entries of d represent the parameter values transformator.ExtractParameters(tree.Root.GetSubtree(0)); var lambda = transformator.CreateDelegate(tree, transformator.parameters); func = lambda.Compile(); var parameterEntries = transformator.parameters.ToArray(); // guarantee same order for keys and values parameters = new List(parameterEntries.Select(kvp => kvp.Key)); initialConstants = transformator.initialConstants.ToArray(); return true; } catch (ConversionException) { func = null; parameters = null; initialConstants = null; } return false; } public Expression> CreateDelegate(ISymbolicExpressionTree tree, Dictionary parameters) { paramIdx = parameters.Count; // first non-variable parameter var dv = Expression.Parameter(typeof(DV)); var expr = MakeExpr(tree.Root.GetSubtree(0), parameters, dv); var lambda = Expression.Lambda>(expr, dv); return lambda; } // state for recursive transformation of trees private readonly List initialConstants; private readonly Dictionary parameters; private readonly bool makeVariableWeightsVariable; private int paramIdx; private TreeToDiffSharpConverter(bool makeVariableWeightsVariable) { this.makeVariableWeightsVariable = makeVariableWeightsVariable; this.initialConstants = new List(); this.parameters = new Dictionary(); } private void ExtractParameters(ISymbolicExpressionTreeNode node) { if (node.Symbol is HeuristicLab.Problems.DataAnalysis.Symbolic.Constant) { initialConstants.Add(((ConstantTreeNode)node).Value); } else if (node.Symbol is HeuristicLab.Problems.DataAnalysis.Symbolic.Variable || node.Symbol is BinaryFactorVariable) { var varNode = node as VariableTreeNodeBase; var factorVarNode = node as BinaryFactorVariableTreeNode; // factor variable values are only 0 or 1 and set in x accordingly var varValue = factorVarNode != null ? factorVarNode.VariableValue : string.Empty; FindOrCreateParameter(parameters, varNode.VariableName, varValue); if (makeVariableWeightsVariable) { initialConstants.Add(varNode.Weight); } } else if (node.Symbol is FactorVariable) { var factorVarNode = node as FactorVariableTreeNode; var products = new List(); foreach (var variableValue in factorVarNode.Symbol.GetVariableValues(factorVarNode.VariableName)) { FindOrCreateParameter(parameters, factorVarNode.VariableName, variableValue); initialConstants.Add(factorVarNode.GetValue(variableValue)); } } else if (node.Symbol is LaggedVariable) { var varNode = node as LaggedVariableTreeNode; FindOrCreateParameter(parameters, varNode.VariableName, string.Empty, varNode.Lag); if (makeVariableWeightsVariable) { initialConstants.Add(varNode.Weight); } } else if (node.Symbol is Addition) { foreach (var subTree in node.Subtrees) { ExtractParameters(subTree); } } else if (node.Symbol is Subtraction) { for (int i = 0; i < node.SubtreeCount; i++) { ExtractParameters(node.GetSubtree(i)); } } else if (node.Symbol is Multiplication) { foreach (var subTree in node.Subtrees) { ExtractParameters(subTree); } } else if (node.Symbol is Division) { foreach (var subTree in node.Subtrees) { ExtractParameters(subTree); } } else if (node.Symbol is Logarithm) { ExtractParameters(node.GetSubtree(0)); } else if (node.Symbol is Exponential) { ExtractParameters(node.GetSubtree(0)); } else if (node.Symbol is Square) { ExtractParameters(node.GetSubtree(0)); } else if (node.Symbol is SquareRoot) { ExtractParameters(node.GetSubtree(0)); } else if (node.Symbol is Sine) { ExtractParameters(node.GetSubtree(0)); } else if (node.Symbol is Cosine) { ExtractParameters(node.GetSubtree(0)); } else if (node.Symbol is Tangent) { ExtractParameters(node.GetSubtree(0)); } else if (node.Symbol is StartSymbol) { ExtractParameters(node.GetSubtree(0)); } else throw new ConversionException(); } private Func CreateDiffSharpFunc(ISymbolicExpressionTreeNode node, Dictionary parameters) { this.paramIdx = parameters.Count; // first idx of non-variable parameter var f = CreateDiffSharpFunc(node, parameters); return (DV paramValues) => f(paramValues); } private static readonly MethodInfo DvIndexer = typeof(DV).GetMethod("get_Item", new[] { typeof(int) }); private static readonly MethodInfo d_Add_d = typeof(D).GetMethod("op_Addition", new[] { typeof(D), typeof(D) }); private static readonly MethodInfo d_Neg = typeof(D).GetMethod("Neg", new[] { typeof(D) }); private static readonly MethodInfo d_Mul_d = typeof(D).GetMethod("op_Multiply", new[] { typeof(D), typeof(D) }); private static readonly MethodInfo d_Mul_f = typeof(D).GetMethod("op_Multiply", new[] { typeof(D), typeof(double) }); private static readonly MethodInfo d_Div_d = typeof(D).GetMethod("op_Division", new[] { typeof(D), typeof(D) }); private static readonly MethodInfo f_Div_d = typeof(D).GetMethod("op_Division", new[] { typeof(double), typeof(D) }); private static readonly MethodInfo d_Sub_d = typeof(D).GetMethod("op_Subtraction", new[] { typeof(D), typeof(D) }); private static readonly MethodInfo d_Pow_f = typeof(D).GetMethod("Pow", new[] { typeof(D), typeof(double) }); private static readonly MethodInfo d_Log = typeof(D).GetMethod("Log", new[] { typeof(D) }); private static readonly MethodInfo d_Exp = typeof(D).GetMethod("Exp", new[] { typeof(D) }); private Expression MakeExpr(ISymbolicExpressionTreeNode node, Dictionary parameters, ParameterExpression dv) { if (node.Symbol is HeuristicLab.Problems.DataAnalysis.Symbolic.Constant) { return Expression.Call(dv, DvIndexer, Expression.Constant(paramIdx++)); } if (node.Symbol is HeuristicLab.Problems.DataAnalysis.Symbolic.Variable || node.Symbol is BinaryFactorVariable) { var varNode = node as VariableTreeNodeBase; var factorVarNode = node as BinaryFactorVariableTreeNode; // factor variable values are only 0 or 1 and set in x accordingly var varValue = factorVarNode != null ? factorVarNode.VariableValue : string.Empty; var par = FindOrCreateParameter(parameters, varNode.VariableName, varValue); if (makeVariableWeightsVariable) { var w = Expression.Call(dv, DvIndexer, Expression.Constant(paramIdx++)); var v = Expression.Call(dv, DvIndexer, Expression.Constant(par)); return Expression.Call(d_Mul_d, w, v); } else { var w = Expression.Constant(varNode.Weight); var v = Expression.Call(dv, DvIndexer, Expression.Constant(par)); return Expression.Call(d_Mul_f, v, w); } } if (node.Symbol is FactorVariable) { var factorVarNode = node as FactorVariableTreeNode; var products = new List(); var firstValue = factorVarNode.Symbol.GetVariableValues(factorVarNode.VariableName).First(); var parForFirstValue = FindOrCreateParameter(parameters, factorVarNode.VariableName, firstValue); var weightForFirstValue = Expression.Call(dv, DvIndexer, Expression.Constant(paramIdx++)); var valForFirstValue = Expression.Call(dv, DvIndexer, Expression.Constant(parForFirstValue)); var res = Expression.Call(d_Mul_d, weightForFirstValue, valForFirstValue); foreach (var variableValue in factorVarNode.Symbol.GetVariableValues(factorVarNode.VariableName).Skip(1)) { var par = FindOrCreateParameter(parameters, factorVarNode.VariableName, variableValue); var weight = Expression.Call(dv, DvIndexer, Expression.Constant(paramIdx++)); var v = Expression.Call(dv, DvIndexer, Expression.Constant(par)); res = Expression.Call(d_Add_d, res, Expression.Call(d_Mul_d, weight, v)); } return res; } // if (node.Symbol is LaggedVariable) { // var varNode = node as LaggedVariableTreeNode; // var par = FindOrCreateParameter(parameters, varNode.VariableName, string.Empty, varNode.Lag); // // if (makeVariableWeightsVariable) { // initialConstants.Add(varNode.Weight); // var w = paramValues[paramIdx++]; // return w * paramValues[par]; // } else { // return varNode.Weight * paramValues[par]; // } // } if (node.Symbol is Addition) { var f = MakeExpr(node.Subtrees.First(), parameters, dv); foreach (var subTree in node.Subtrees.Skip(1)) { f = Expression.Call(d_Add_d, f, MakeExpr(subTree, parameters, dv)); } return f; } if (node.Symbol is Subtraction) { if (node.SubtreeCount == 1) { return Expression.Call(d_Neg, MakeExpr(node.Subtrees.First(), parameters, dv)); } else { var f = MakeExpr(node.Subtrees.First(), parameters, dv); foreach (var subTree in node.Subtrees.Skip(1)) { f = Expression.Call(d_Sub_d, f, MakeExpr(subTree, parameters, dv)); } return f; } } if (node.Symbol is Multiplication) { var f = MakeExpr(node.Subtrees.First(), parameters, dv); foreach (var subTree in node.Subtrees.Skip(1)) { f = Expression.Call(d_Mul_d, f, MakeExpr(subTree, parameters, dv)); } return f; } if (node.Symbol is Division) { if (node.SubtreeCount == 1) { return Expression.Call(f_Div_d, Expression.Constant(1.0), MakeExpr(node.Subtrees.First(), parameters, dv)); } else { var f = MakeExpr(node.Subtrees.First(), parameters, dv); foreach (var subTree in node.Subtrees.Skip(1)) { f = Expression.Call(d_Div_d, f, MakeExpr(subTree, parameters, dv)); } return f; } } if (node.Symbol is Logarithm) { return Expression.Call(d_Log, MakeExpr(node.GetSubtree(0), parameters, dv)); } if (node.Symbol is Exponential) { return Expression.Call(d_Exp, MakeExpr(node.GetSubtree(0), parameters, dv)); } if (node.Symbol is Square) { return Expression.Call(d_Pow_f, MakeExpr(node.GetSubtree(0), parameters, dv), Expression.Constant(2.0)); } if (node.Symbol is SquareRoot) { return Expression.Call(d_Pow_f, MakeExpr(node.GetSubtree(0), parameters, dv), Expression.Constant(0.5)); } // if (node.Symbol is Sine) { // return AD.Sin(CreateDiffSharpFunc(node.GetSubtree(0), parameters, paramValues)); // } // if (node.Symbol is Cosine) { // return AD.Cos(CreateDiffSharpFunc(node.GetSubtree(0), parameters, paramValues)); // } // if (node.Symbol is Tangent) { // return AD.Tan(CreateDiffSharpFunc(node.GetSubtree(0), parameters, paramValues)); // } if (node.Symbol is StartSymbol) { //var alpha = Expression.Call(dv, DvIndexer, Expression.Constant(paramIdx++)); //var beta = Expression.Call(dv, DvIndexer, Expression.Constant(paramIdx++)); // return Expression.Call(d_Add_d, beta, // Expression.Call(d_Mul_d, alpha, MakeExpr(node.GetSubtree(0), parameters, dv))); return MakeExpr(node.GetSubtree(0), parameters, dv); } throw new ConversionException(); } // for each factor variable value we need a parameter which represents a binary indicator for that variable & value combination // each binary indicator is only necessary once. So we only create a parameter if this combination is not yet available. private static int FindOrCreateParameter(Dictionary parameters, string varName, string varValue = "", int lag = 0) { var data = new DataForVariable(varName, varValue, lag); int idx = -1; if (parameters.TryGetValue(data, out idx)) return idx; else parameters[data] = parameters.Count; return idx; } public static bool IsCompatible(ISymbolicExpressionTree tree) { var containsUnknownSymbol = ( from n in tree.Root.GetSubtree(0).IterateNodesPrefix() where !(n.Symbol is HeuristicLab.Problems.DataAnalysis.Symbolic.Variable) && !(n.Symbol is BinaryFactorVariable) && !(n.Symbol is FactorVariable) && !(n.Symbol is LaggedVariable) && !(n.Symbol is HeuristicLab.Problems.DataAnalysis.Symbolic.Constant) && !(n.Symbol is Addition) && !(n.Symbol is Subtraction) && !(n.Symbol is Multiplication) && !(n.Symbol is Division) && !(n.Symbol is Logarithm) && !(n.Symbol is Exponential) && !(n.Symbol is SquareRoot) && !(n.Symbol is Square) && !(n.Symbol is Sine) && !(n.Symbol is Cosine) && !(n.Symbol is Tangent) && !(n.Symbol is StartSymbol) select n).Any(); return !containsUnknownSymbol; } #region exception class [Serializable] public class ConversionException : Exception { public ConversionException() { } public ConversionException(string message) : base(message) { } public ConversionException(string message, Exception inner) : base(message, inner) { } protected ConversionException( SerializationInfo info, StreamingContext context) : base(info, context) { } } #endregion } }