[15712] | 1 | using System;
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| 2 | using System.Collections.Generic;
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| 3 | using System.Linq;
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| 4 | using HeuristicLab.Algorithms.DataAnalysis.SymRegGrammarEnumeration;
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| 5 | using HeuristicLab.Core;
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| 6 | using HeuristicLab.Data;
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| 7 | using HeuristicLab.Problems.DataAnalysis;
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| 8 | using HeuristicLab.Random;
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| 9 | using Microsoft.VisualStudio.TestTools.UnitTesting;
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| 10 |
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| 11 | namespace HeuristicLab.Algorithms.DataAnalysis.MctsSymbolicRegression {
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[15714] | 12 | //[TestClass()]
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[15712] | 13 | public class MctsSymbolicRegressionTest {
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| 14 | private const int Seed = 1234;
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| 15 | private IRandom rand;
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| 16 |
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| 17 | private const double SuccessThreshold = 0.99999;
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| 18 |
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| 19 | [TestInitialize]
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| 20 | public void InitTest() {
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| 21 | Console.Write("init called... ");
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| 22 | rand = new FastRandom(Seed);
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| 23 | }
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| 24 |
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| 25 | #region test structure search (no constants)
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| 26 | [TestMethod]
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| 27 | [TestCategory("Algorithms.DataAnalysis")]
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| 28 | [TestProperty("Time", "short")]
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| 29 | public void MctsSymbReg_NoConstants_Nguyen1() {
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| 30 | // x³ + x² + x
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| 31 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
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| 32 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F1 ")));
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| 33 | TestGrammarEnumeration(regProblem);
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| 34 | }
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| 35 | [TestMethod]
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| 36 | [TestCategory("Algorithms.DataAnalysis")]
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| 37 | [TestProperty("Time", "short")]
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| 38 | public void MctsSymbReg_NoConstants_Nguyen2() {
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| 39 | // x^4 + x³ + x² + x
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| 40 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
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| 41 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F2 ")));
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| 42 | TestGrammarEnumeration(regProblem);
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| 43 | }
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| 44 | [TestMethod]
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| 45 | [TestCategory("Algorithms.DataAnalysis")]
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| 46 | [TestProperty("Time", "short")]
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| 47 | public void MctsSymbReg_NoConstants_Nguyen3() {
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| 48 | // x^5 + x^4 + x³ + x² + x
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| 49 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
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| 50 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F3 ")));
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| 51 | TestGrammarEnumeration(regProblem);
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| 52 | }
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| 53 | [TestMethod]
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| 54 | [TestCategory("Algorithms.DataAnalysis")]
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| 55 | [TestProperty("Time", "short")]
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| 56 | public void MctsSymbReg_NoConstants_Nguyen4() {
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| 57 | // x^6 + x^5 + x^4 + x³ + x² + x
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| 58 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
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| 59 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F4 ")));
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| 60 | TestGrammarEnumeration(regProblem);
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| 61 | }
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| 62 |
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| 63 | [TestMethod]
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| 64 | [TestCategory("Algorithms.DataAnalysis")]
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| 65 | [TestProperty("Time", "short")]
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| 66 | public void MctsSymbReg_NoConstants_Nguyen7() {
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| 67 | // log(x + 1) + log(x² + 1)
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| 68 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
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| 69 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F7 ")));
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| 70 | TestGrammarEnumeration(regProblem);
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| 71 | }
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| 72 |
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| 73 | [TestMethod]
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| 74 | [TestCategory("Algorithms.DataAnalysis")]
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| 75 | [TestProperty("Time", "short")]
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| 76 | public void MctsSymbReg_NoConstants_Poly10_Part1() {
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| 77 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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| 78 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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| 79 |
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| 80 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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| 81 | // Y' = X1*X2 + X3*X4 + X5*X6
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| 82 | // simplify problem by changing target
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| 83 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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| 84 | var ys = ds.GetDoubleValues("Y").ToArray();
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| 85 | var x1 = ds.GetDoubleValues("X1").ToArray();
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| 86 | var x2 = ds.GetDoubleValues("X2").ToArray();
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| 87 | var x3 = ds.GetDoubleValues("X3").ToArray();
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| 88 | var x4 = ds.GetDoubleValues("X4").ToArray();
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| 89 | var x5 = ds.GetDoubleValues("X5").ToArray();
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| 90 | var x6 = ds.GetDoubleValues("X6").ToArray();
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| 91 | var x7 = ds.GetDoubleValues("X7").ToArray();
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| 92 | var x8 = ds.GetDoubleValues("X8").ToArray();
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| 93 | var x9 = ds.GetDoubleValues("X9").ToArray();
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| 94 | var x10 = ds.GetDoubleValues("X10").ToArray();
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| 95 | for (int i = 0; i < ys.Length; i++) {
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| 96 | ys[i] -= x1[i] * x7[i] * x9[i];
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| 97 | ys[i] -= x3[i] * x6[i] * x10[i];
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| 98 | }
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| 99 | ds.ReplaceVariable("Y", ys.ToList());
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| 100 |
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| 101 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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| 102 |
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| 103 | TestGrammarEnumeration(modifiedProblemData);
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| 104 | }
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| 105 |
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| 106 | [TestMethod]
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| 107 | [TestCategory("Algorithms.DataAnalysis")]
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| 108 | [TestProperty("Time", "short")]
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| 109 | public void MctsSymbReg_NoConstants_Poly10_Part2() {
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| 110 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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| 111 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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| 112 |
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| 113 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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| 114 | // Y' = X1*X7*X9 + X3*X6*X10
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| 115 | // simplify problem by changing target
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| 116 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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| 117 | var ys = ds.GetDoubleValues("Y").ToArray();
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| 118 | var x1 = ds.GetDoubleValues("X1").ToArray();
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| 119 | var x2 = ds.GetDoubleValues("X2").ToArray();
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| 120 | var x3 = ds.GetDoubleValues("X3").ToArray();
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| 121 | var x4 = ds.GetDoubleValues("X4").ToArray();
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| 122 | var x5 = ds.GetDoubleValues("X5").ToArray();
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| 123 | var x6 = ds.GetDoubleValues("X6").ToArray();
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| 124 | var x7 = ds.GetDoubleValues("X7").ToArray();
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| 125 | var x8 = ds.GetDoubleValues("X8").ToArray();
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| 126 | var x9 = ds.GetDoubleValues("X9").ToArray();
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| 127 | var x10 = ds.GetDoubleValues("X10").ToArray();
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| 128 | for (int i = 0; i < ys.Length; i++) {
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| 129 | ys[i] -= x1[i] * x2[i];
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| 130 | ys[i] -= x3[i] * x4[i];
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| 131 | ys[i] -= x5[i] * x6[i];
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| 132 | }
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| 133 | ds.ReplaceVariable("Y", ys.ToList());
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| 134 |
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| 135 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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| 136 |
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| 137 | TestGrammarEnumeration(modifiedProblemData);
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| 138 | }
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| 139 |
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| 140 | [TestMethod]
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| 141 | [TestCategory("Algorithms.DataAnalysis")]
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| 142 | [TestProperty("Time", "short")]
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| 143 | public void MctsSymbReg_NoConstants_Poly10_Part3() {
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| 144 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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| 145 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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| 146 |
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| 147 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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| 148 | // Y' = X1*X2 + X1*X7*X9
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| 149 | // simplify problem by changing target
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| 150 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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| 151 | var ys = ds.GetDoubleValues("Y").ToArray();
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| 152 | var x1 = ds.GetDoubleValues("X1").ToArray();
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| 153 | var x2 = ds.GetDoubleValues("X2").ToArray();
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| 154 | var x3 = ds.GetDoubleValues("X3").ToArray();
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| 155 | var x4 = ds.GetDoubleValues("X4").ToArray();
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| 156 | var x5 = ds.GetDoubleValues("X5").ToArray();
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| 157 | var x6 = ds.GetDoubleValues("X6").ToArray();
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| 158 | var x7 = ds.GetDoubleValues("X7").ToArray();
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| 159 | var x8 = ds.GetDoubleValues("X8").ToArray();
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| 160 | var x9 = ds.GetDoubleValues("X9").ToArray();
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| 161 | var x10 = ds.GetDoubleValues("X10").ToArray();
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| 162 | for (int i = 0; i < ys.Length; i++) {
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| 163 | ys[i] -= x3[i] * x4[i];
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| 164 | ys[i] -= x5[i] * x6[i];
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| 165 | ys[i] -= x3[i] * x6[i] * x10[i];
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| 166 | }
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| 167 | ds.ReplaceVariable("Y", ys.ToList());
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| 168 |
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| 169 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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| 170 |
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| 171 | TestGrammarEnumeration(modifiedProblemData);
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| 172 | }
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| 173 |
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| 174 | [TestMethod]
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| 175 | [TestCategory("Algorithms.DataAnalysis")]
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| 176 | [TestProperty("Time", "short")]
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| 177 | public void MctsSymbReg_NoConstants_Poly10_Part4() {
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| 178 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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| 179 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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| 180 |
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| 181 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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| 182 | // Y' = X3*X4 + X5*X6 + X3*X6*X10
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| 183 | // simplify problem by changing target
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| 184 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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| 185 | var ys = ds.GetDoubleValues("Y").ToArray();
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| 186 | var x1 = ds.GetDoubleValues("X1").ToArray();
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| 187 | var x2 = ds.GetDoubleValues("X2").ToArray();
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| 188 | var x3 = ds.GetDoubleValues("X3").ToArray();
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| 189 | var x4 = ds.GetDoubleValues("X4").ToArray();
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| 190 | var x5 = ds.GetDoubleValues("X5").ToArray();
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| 191 | var x6 = ds.GetDoubleValues("X6").ToArray();
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| 192 | var x7 = ds.GetDoubleValues("X7").ToArray();
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| 193 | var x8 = ds.GetDoubleValues("X8").ToArray();
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| 194 | var x9 = ds.GetDoubleValues("X9").ToArray();
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| 195 | var x10 = ds.GetDoubleValues("X10").ToArray();
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| 196 | for (int i = 0; i < ys.Length; i++) {
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| 197 | ys[i] -= x1[i] * x2[i];
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| 198 | ys[i] -= x1[i] * x7[i] * x9[i];
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| 199 | }
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| 200 | ds.ReplaceVariable("Y", ys.ToList());
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| 201 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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| 202 |
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| 203 |
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| 204 | TestGrammarEnumeration(modifiedProblemData);
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| 205 | }
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| 206 |
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| 207 | [TestMethod]
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| 208 | [TestCategory("Algorithms.DataAnalysis")]
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| 209 | [TestProperty("Time", "short")]
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| 210 | public void MctsSymbReg_NoConstants_Poly10_Part5() {
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| 211 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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| 212 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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| 213 |
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| 214 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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| 215 | // Y' = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9
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| 216 | // simplify problem by changing target
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| 217 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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| 218 | var ys = ds.GetDoubleValues("Y").ToArray();
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| 219 | var x1 = ds.GetDoubleValues("X1").ToArray();
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| 220 | var x2 = ds.GetDoubleValues("X2").ToArray();
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| 221 | var x3 = ds.GetDoubleValues("X3").ToArray();
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| 222 | var x4 = ds.GetDoubleValues("X4").ToArray();
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| 223 | var x5 = ds.GetDoubleValues("X5").ToArray();
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| 224 | var x6 = ds.GetDoubleValues("X6").ToArray();
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| 225 | var x7 = ds.GetDoubleValues("X7").ToArray();
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| 226 | var x8 = ds.GetDoubleValues("X8").ToArray();
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| 227 | var x9 = ds.GetDoubleValues("X9").ToArray();
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| 228 | var x10 = ds.GetDoubleValues("X10").ToArray();
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| 229 | for (int i = 0; i < ys.Length; i++) {
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| 230 | ys[i] -= x3[i] * x6[i] * x10[i];
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| 231 | }
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| 232 | ds.ReplaceVariable("Y", ys.ToList());
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| 233 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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| 234 |
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| 235 |
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| 236 | TestGrammarEnumeration(modifiedProblemData);
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| 237 | }
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| 238 |
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| 239 | [TestMethod]
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| 240 | [TestCategory("Algorithms.DataAnalysis")]
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| 241 | [TestProperty("Time", "short")]
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| 242 | public void MctsSymbReg_NoConstants_Poly10_Part6() {
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| 243 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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| 244 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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| 245 |
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| 246 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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| 247 | // Y' = X1*X2 + X3*X4 + X5*X6 + X3*X6*X10
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| 248 | // simplify problem by changing target
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| 249 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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| 250 | var ys = ds.GetDoubleValues("Y").ToArray();
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| 251 | var x1 = ds.GetDoubleValues("X1").ToArray();
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| 252 | var x2 = ds.GetDoubleValues("X2").ToArray();
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| 253 | var x3 = ds.GetDoubleValues("X3").ToArray();
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| 254 | var x4 = ds.GetDoubleValues("X4").ToArray();
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| 255 | var x5 = ds.GetDoubleValues("X5").ToArray();
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| 256 | var x6 = ds.GetDoubleValues("X6").ToArray();
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| 257 | var x7 = ds.GetDoubleValues("X7").ToArray();
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| 258 | var x8 = ds.GetDoubleValues("X8").ToArray();
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| 259 | var x9 = ds.GetDoubleValues("X9").ToArray();
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| 260 | var x10 = ds.GetDoubleValues("X10").ToArray();
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| 261 | for (int i = 0; i < ys.Length; i++) {
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| 262 | ys[i] -= x1[i] * x7[i] * x9[i];
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| 263 | }
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| 264 | ds.ReplaceVariable("Y", ys.ToList());
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| 265 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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| 266 |
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| 267 | TestGrammarEnumeration(modifiedProblemData);
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| 268 | }
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| 269 |
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| 270 |
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| 271 | [TestMethod]
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| 272 | [TestCategory("Algorithms.DataAnalysis")]
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| 273 | [TestProperty("Time", "long")]
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| 274 | public void MctsSymbReg_NoConstants_Poly10_250rows() {
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| 275 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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| 276 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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| 277 | regProblem.TrainingPartition.Start = 0;
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| 278 | regProblem.TrainingPartition.End = regProblem.Dataset.Rows;
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| 279 | regProblem.TestPartition.Start = 0;
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| 280 | regProblem.TestPartition.End = 2;
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| 281 | TestGrammarEnumeration(regProblem);
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| 282 | }
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| 283 |
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| 284 | [TestMethod]
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| 285 | [TestCategory("Algorithms.DataAnalysis")]
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| 286 | [TestProperty("Time", "long")]
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| 287 | public void MctsSymbReg_NoConstants_Poly10_10000rows() {
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| 288 | // as poly-10 but more rows
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| 289 | var x1 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
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| 290 | var x2 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
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| 291 | var x3 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
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| 292 | var x4 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
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| 293 | var x5 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
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| 294 | var x6 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
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| 295 | var x7 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
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| 296 | var x8 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
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| 297 | var x9 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
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| 298 | var x10 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
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| 299 | var ys = new List<double>();
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| 300 | for (int i = 0; i < x1.Count; i++) {
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| 301 | ys.Add(x1[i] * x2[i] + x3[i] * x4[i] + x5[i] * x6[i] + x1[i] * x7[i] * x9[i] + x3[i] * x6[i] * x10[i]);
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| 302 | }
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| 303 |
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| 304 | var ds = new Dataset(new string[] { "a", "b", "c", "d", "e", "f", "g", "h", "i", "j", "y" },
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| 305 | new[] { x1, x2, x3, x4, x5, x6, x7, x8, x9, x10, ys });
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| 306 |
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| 307 |
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| 308 | var problemData = new RegressionProblemData(ds, new string[] { "a", "b", "c", "d", "e", "f", "g", "h", "i", "j" }, "y");
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| 309 |
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| 310 | problemData.TrainingPartition.Start = 0;
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| 311 | problemData.TrainingPartition.End = problemData.Dataset.Rows;
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| 312 | problemData.TestPartition.Start = 0;
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| 313 | problemData.TestPartition.End = 2; // must not be empty
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| 314 |
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| 315 |
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| 316 | TestGrammarEnumeration(problemData);
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| 317 | }
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| 318 |
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| 319 | [TestMethod]
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| 320 | [TestCategory("Algorithms.DataAnalysis")]
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| 321 | [TestProperty("Time", "short")]
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| 322 | public void MctsSymbReg_NoConstants_TwoVars() {
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| 323 |
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| 324 | // y = x1 + x2 + x1*x2 + x1*x2*x2 + x1*x1*x2
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| 325 | var x1 = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
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| 326 | var x2 = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
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| 327 | var ys = x1.Zip(x2, (x1i, x2i) => x1i + x2i + x1i * x2i + x1i * x2i * x2i + x1i * x1i * x2i).ToList();
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| 328 |
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| 329 | var ds = new Dataset(new string[] { "a", "b", "y" }, new[] { x1, x2, ys });
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| 330 | var problemData = new RegressionProblemData(ds, new string[] { "a", "b" }, "y");
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| 331 |
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| 332 | TestGrammarEnumeration(problemData);
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| 333 | }
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| 334 |
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| 335 | [TestMethod]
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| 336 | [TestCategory("Algorithms.DataAnalysis")]
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| 337 | [TestProperty("Time", "short")]
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| 338 | public void MctsSymbReg_NoConstants_Misleading() {
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| 339 |
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| 340 | // y = a + baaaaa (the effect of the second term should be very small)
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| 341 | // the alg will quickly find that a has big effect and will search below a
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| 342 | // since we prevent a + a... the algorithm must find the correct expression via a + b...
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| 343 | // however b has a small effect so the branch might not be identified as relevant
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| 344 | var @as = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
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| 345 | var bs = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
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| 346 | var cs = Enumerable.Range(0, 100).Select(_ => rand.NextDouble() * 1.0e-3).ToList();
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| 347 | var ds = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
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| 348 | var es = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
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| 349 | var ys = new double[@as.Count];
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| 350 | for (int i = 0; i < ys.Length; i++)
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| 351 | ys[i] = @as[i] + bs[i] + @as[i] * bs[i] * cs[i];
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| 352 |
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| 353 | var dataset = new Dataset(new string[] { "a", "b", "c", "d", "e", "y" }, new[] { @as, bs, cs, ds, es, ys.ToList() });
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| 354 |
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| 355 | var problemData = new RegressionProblemData(dataset, new string[] { "a", "b", "c", "d", "e" }, "y");
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| 356 |
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| 357 | TestGrammarEnumeration(problemData);
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| 358 | }
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| 359 | #endregion
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| 360 |
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| 361 | #region restricted structure but including numeric constants
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| 362 |
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| 363 | [TestMethod]
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| 364 | [TestCategory("Algorithms.DataAnalysis")]
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| 365 | [TestProperty("Time", "short")]
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| 366 | public void MctsSymbRegKeijzer7() {
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| 367 | // ln(x)
|
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| 368 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
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| 369 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 7 f(")));
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| 370 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
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| 371 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
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| 372 | TestGrammarEnumeration(regProblem);
|
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| 373 | }
|
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| 374 |
|
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| 375 |
|
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| 376 | [TestMethod]
|
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| 377 | [TestCategory("Algorithms.DataAnalysis")]
|
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| 378 | [TestProperty("Time", "short")]
|
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| 379 | public void MctsSymbRegBenchmarkNguyen5() {
|
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| 380 | // sin(x²)cos(x) - 1
|
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| 381 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
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| 382 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F5 ")));
|
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| 383 | TestGrammarEnumeration(regProblem);
|
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| 384 | }
|
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| 385 |
|
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| 386 | [TestMethod]
|
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| 387 | [TestCategory("Algorithms.DataAnalysis")]
|
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| 388 | [TestProperty("Time", "short")]
|
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| 389 | public void MctsSymbRegBenchmarkNguyen6() {
|
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| 390 | // sin(x) + sin(x + x²)
|
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| 391 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
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| 392 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F6 ")));
|
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| 393 | TestGrammarEnumeration(regProblem);
|
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| 394 | }
|
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| 395 |
|
---|
| 396 | [TestMethod]
|
---|
| 397 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 398 | [TestProperty("Time", "short")]
|
---|
| 399 | public void MctsSymbRegBenchmarkNguyen7() {
|
---|
| 400 | // log(x + 1) + log(x² + 1)
|
---|
| 401 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
| 402 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F7 ")));
|
---|
| 403 | TestGrammarEnumeration(regProblem);
|
---|
| 404 | }
|
---|
| 405 | [TestMethod]
|
---|
| 406 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 407 | [TestProperty("Time", "short")]
|
---|
| 408 | public void MctsSymbRegBenchmarkNguyen8() {
|
---|
| 409 | // Sqrt(x)
|
---|
| 410 | // = x ^ 0.5
|
---|
| 411 | // = exp(0.5 * log(x))
|
---|
| 412 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
| 413 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F8 ")));
|
---|
| 414 | TestGrammarEnumeration(regProblem);
|
---|
| 415 | }
|
---|
| 416 |
|
---|
| 417 | // [TestMethod]
|
---|
| 418 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 419 | [TestProperty("Time", "short")]
|
---|
| 420 | public void MctsSymbRegBenchmarkNguyen9() {
|
---|
| 421 | // sin(x) + sin(y²)
|
---|
| 422 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
| 423 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F9 ")));
|
---|
| 424 | TestGrammarEnumeration(regProblem);
|
---|
| 425 | }
|
---|
| 426 |
|
---|
| 427 | // [TestMethod]
|
---|
| 428 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 429 | [TestProperty("Time", "short")]
|
---|
| 430 | public void MctsSymbRegBenchmarkNguyen10() {
|
---|
| 431 | // 2sin(x)cos(y)
|
---|
| 432 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
| 433 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F10 ")));
|
---|
| 434 | TestGrammarEnumeration(regProblem);
|
---|
| 435 | }
|
---|
| 436 |
|
---|
| 437 | [TestMethod]
|
---|
| 438 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 439 | [TestProperty("Time", "short")]
|
---|
| 440 | public void MctsSymbRegBenchmarkNguyen11() {
|
---|
| 441 | // x ^ y , x > 0, y > 0
|
---|
| 442 | // = exp(y * log(x))
|
---|
| 443 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
| 444 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F11 ")));
|
---|
| 445 | TestGrammarEnumeration(regProblem);
|
---|
| 446 | }
|
---|
| 447 | [TestMethod]
|
---|
| 448 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 449 | [TestProperty("Time", "short")]
|
---|
| 450 | public void MctsSymbRegBenchmarkNguyen12() {
|
---|
| 451 | // x^4 - x³ + y²/2 - y
|
---|
| 452 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
| 453 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F12 ")));
|
---|
| 454 | TestGrammarEnumeration(regProblem);
|
---|
| 455 | }
|
---|
| 456 |
|
---|
| 457 | #endregion
|
---|
| 458 |
|
---|
| 459 | #region keijzer
|
---|
| 460 | [TestMethod]
|
---|
| 461 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 462 | [TestProperty("Time", "long")]
|
---|
| 463 | public void MctsSymbRegBenchmarkKeijzer5() {
|
---|
| 464 | // (30 * x * z) / ((x - 10) * y²)
|
---|
| 465 | // = 30 x z / (xy² - y²)
|
---|
| 466 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
| 467 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 5 f(")));
|
---|
| 468 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 469 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 470 | TestGrammarEnumeration(regProblem);
|
---|
| 471 | }
|
---|
| 472 |
|
---|
| 473 | [TestMethod]
|
---|
| 474 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 475 | [TestProperty("Time", "short")]
|
---|
| 476 | public void MctsSymbRegBenchmarkKeijzer6() {
|
---|
| 477 | // Keijzer 6 f(x) = Sum(1 / i) From 1 to X , x \in [0..120]
|
---|
| 478 | // we can only approximate this
|
---|
| 479 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
| 480 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 6 f(")));
|
---|
| 481 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 482 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 483 | TestGrammarEnumeration(regProblem);
|
---|
| 484 | }
|
---|
| 485 |
|
---|
| 486 | [TestMethod]
|
---|
| 487 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 488 | [TestProperty("Time", "short")]
|
---|
| 489 | public void MctsSymbRegBenchmarkKeijzer8() {
|
---|
| 490 | // sqrt(x)
|
---|
| 491 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
| 492 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 8 f(")));
|
---|
| 493 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 494 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 495 | TestGrammarEnumeration(regProblem);
|
---|
| 496 | }
|
---|
| 497 |
|
---|
| 498 | [TestMethod]
|
---|
| 499 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 500 | [TestProperty("Time", "short")]
|
---|
| 501 | public void MctsSymbRegBenchmarkKeijzer9() {
|
---|
| 502 | // arcsinh(x) i.e. ln(x + sqrt(x² + 1))
|
---|
| 503 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
| 504 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 9 f(")));
|
---|
| 505 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 506 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 507 | TestGrammarEnumeration(regProblem);
|
---|
| 508 | }
|
---|
| 509 |
|
---|
| 510 | [TestMethod]
|
---|
| 511 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 512 | [TestProperty("Time", "short")]
|
---|
| 513 | public void MctsSymbRegBenchmarkKeijzer11() {
|
---|
| 514 | // xy + sin( (x-1) (y-1) )
|
---|
| 515 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider();
|
---|
| 516 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 11 f(")));
|
---|
| 517 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 518 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 519 | TestGrammarEnumeration(regProblem);
|
---|
| 520 | }
|
---|
| 521 |
|
---|
| 522 | [TestMethod]
|
---|
| 523 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 524 | [TestProperty("Time", "short")]
|
---|
| 525 | public void MctsSymbRegBenchmarkKeijzer12() {
|
---|
| 526 | // x^4 - x³ + y² / 2 - y, same as Nguyen 12
|
---|
| 527 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
| 528 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 12 f(")));
|
---|
| 529 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 530 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 531 | TestGrammarEnumeration(regProblem);
|
---|
| 532 | }
|
---|
| 533 |
|
---|
| 534 | [TestMethod]
|
---|
| 535 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 536 | [TestProperty("Time", "short")]
|
---|
| 537 | public void MctsSymbRegBenchmarkKeijzer14() {
|
---|
| 538 | // 8 / (2 + x² + y²)
|
---|
| 539 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
| 540 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 14 f(")));
|
---|
| 541 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 542 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 543 | TestGrammarEnumeration(regProblem);
|
---|
| 544 | }
|
---|
| 545 |
|
---|
| 546 | [TestMethod]
|
---|
| 547 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 548 | [TestProperty("Time", "short")]
|
---|
| 549 | public void MctsSymbRegBenchmarkKeijzer15() {
|
---|
| 550 | // x³ / 5 + y³ / 2 - y - x
|
---|
| 551 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
| 552 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 15 f(")));
|
---|
| 553 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 554 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 555 | TestGrammarEnumeration(regProblem);
|
---|
| 556 | }
|
---|
| 557 | #endregion
|
---|
| 558 |
|
---|
| 559 | private void TestGrammarEnumeration(IRegressionProblemData problemData)
|
---|
| 560 | {
|
---|
| 561 | // Configure algorithm and problem
|
---|
| 562 | var alg = new GrammarEnumerationAlgorithm();
|
---|
| 563 | var problem = new RegressionProblem();
|
---|
| 564 | alg.Problem = problem;
|
---|
| 565 | problem.ProblemData = problemData;
|
---|
| 566 |
|
---|
| 567 | // Run
|
---|
| 568 | alg.Start();
|
---|
| 569 |
|
---|
| 570 | // Evaluate results
|
---|
| 571 | var eps = 1.0 - SuccessThreshold;
|
---|
| 572 |
|
---|
| 573 | // Check if algorithm terminated correctly
|
---|
| 574 | Assert.IsTrue(alg.Results.ContainsKey("Best solution quality (training)"), "No training solution returned!");
|
---|
| 575 | Assert.IsTrue(alg.Results.ContainsKey("Best solution quality (test)"), "No test solution returned!");
|
---|
| 576 |
|
---|
| 577 | // Check resultss
|
---|
| 578 | Assert.AreEqual(1.0, ((DoubleValue)alg.Results["Best solution quality (training)"].Value).Value, eps, "Training quality too low!");
|
---|
| 579 | Assert.AreEqual(1.0, ((DoubleValue)alg.Results["Best solution quality (test)"].Value).Value, eps, "Test quality too low!");
|
---|
| 580 | }
|
---|
| 581 | }
|
---|
| 582 | }
|
---|