[15712] | 1 | using System;
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| 2 | using System.Linq;
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| 3 | using HeuristicLab.Algorithms.DataAnalysis.SymRegGrammarEnumeration;
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| 4 | using HeuristicLab.Core;
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| 5 | using HeuristicLab.Data;
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| 6 | using HeuristicLab.Problems.DataAnalysis;
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| 7 | using HeuristicLab.Random;
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| 8 | using Microsoft.VisualStudio.TestTools.UnitTesting;
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| 9 |
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| 10 | namespace HeuristicLab.Algorithms.DataAnalysis.MctsSymbolicRegression {
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[15723] | 11 | [TestClass()]
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[15712] | 12 | public class MctsSymbolicRegressionTest {
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| 13 | private const int Seed = 1234;
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| 14 | private IRandom rand;
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| 15 |
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[15723] | 16 | private const double SuccessThreshold = 0.9999999;
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[15712] | 17 |
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[15723] | 18 | private GrammarEnumerationAlgorithm alg;
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| 19 | private RegressionProblem problem;
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| 20 |
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[15712] | 21 | [TestInitialize]
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| 22 | public void InitTest() {
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| 23 | Console.Write("init called... ");
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| 24 | rand = new FastRandom(Seed);
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[15723] | 25 |
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| 26 | alg = new GrammarEnumerationAlgorithm();
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| 27 | problem = new RegressionProblem();
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| 28 | alg.Problem = problem;
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| 29 | alg.GuiUpdateInterval = int.MaxValue;
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[15712] | 30 | }
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| 31 |
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[15723] | 32 |
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| 33 | private void TestGrammarEnumeration(IRegressionProblemData problemData) {
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| 34 | alg.Problem.ProblemData = problemData;
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| 35 |
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| 36 | // Run
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| 37 | alg.Start();
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| 38 |
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| 39 | // Evaluate results
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| 40 | var eps = 1.0 - SuccessThreshold;
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| 41 |
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| 42 | // Check if algorithm terminated correctly
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| 43 | Assert.IsTrue(alg.Results.ContainsKey("Best solution quality (training)"), "No training solution returned!");
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| 44 | Assert.IsTrue(alg.Results.ContainsKey("Best solution quality (test)"), "No test solution returned!");
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| 45 |
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| 46 | // Check resultss
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| 47 | Assert.AreEqual(1.0, ((DoubleValue)alg.Results["Best solution quality (training)"].Value).Value, eps, "Training quality too low!");
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| 48 | Assert.AreEqual(1.0, ((DoubleValue)alg.Results["Best solution quality (test)"].Value).Value, eps, "Test quality too low!");
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| 49 |
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| 50 | // Check overfitting
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| 51 | Assert.AreEqual(alg.Results["Best solution string (training)"].Value.ToString(),
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| 52 | alg.Results["Best solution string (test)"].Value.ToString());
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| 53 | }
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| 54 |
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| 55 |
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[15712] | 56 | #region test structure search (no constants)
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| 57 | [TestMethod]
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[15723] | 58 | [TestProperty("Goal", "structure search")]
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[15712] | 59 | public void MctsSymbReg_NoConstants_Nguyen1() {
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| 60 | // x³ + x² + x
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[15723] | 61 | alg.MaxTreeSize = 15;
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[15712] | 62 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
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| 63 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F1 ")));
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| 64 | TestGrammarEnumeration(regProblem);
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[15723] | 65 |
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| 66 | Console.WriteLine("Nguyen1: " + alg.Results["Best solution string (training)"].Value);
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[15712] | 67 | }
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[15723] | 68 |
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[15712] | 69 | [TestMethod]
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[15723] | 70 | [TestProperty("Goal", "structure search")]
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[15712] | 71 | public void MctsSymbReg_NoConstants_Nguyen2() {
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| 72 | // x^4 + x³ + x² + x
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[15723] | 73 | alg.MaxTreeSize = 20;
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[15712] | 74 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
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| 75 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F2 ")));
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| 76 | TestGrammarEnumeration(regProblem);
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[15723] | 77 |
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| 78 | Console.WriteLine("Nguyen2: " + alg.Results["Best solution string (training)"].Value);
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[15712] | 79 | }
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[15723] | 80 |
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| 81 | /* NEXT UP
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[15712] | 82 | [TestMethod]
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[15723] | 83 | [TestProperty("Goal", "structure search")]
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[15712] | 84 | public void MctsSymbReg_NoConstants_Nguyen3() {
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| 85 | // x^5 + x^4 + x³ + x² + x
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[15723] | 86 | alg.MaxTreeSize = 25;
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[15712] | 87 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
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| 88 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F3 ")));
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| 89 | TestGrammarEnumeration(regProblem);
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| 90 | }
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| 91 | [TestMethod]
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[15723] | 92 | [TestProperty("Goal", "structure search")]
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[15712] | 93 | public void MctsSymbReg_NoConstants_Nguyen4() {
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[15723] | 94 |
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[15712] | 95 | // x^6 + x^5 + x^4 + x³ + x² + x
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[15723] | 96 | alg.MaxTreeSize = 30;
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[15712] | 97 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
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| 98 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F4 ")));
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| 99 | TestGrammarEnumeration(regProblem);
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[15723] | 100 | } */
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[15712] | 101 |
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[15723] | 102 |
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| 103 | #endregion
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| 104 |
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| 105 | #region TODO
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| 106 |
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| 107 | #if false
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[15712] | 108 | [TestMethod]
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| 109 | [TestCategory("Algorithms.DataAnalysis")]
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| 110 | [TestProperty("Time", "short")]
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| 111 | public void MctsSymbReg_NoConstants_Nguyen7() {
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| 112 | // log(x + 1) + log(x² + 1)
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| 113 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
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| 114 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F7 ")));
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| 115 | TestGrammarEnumeration(regProblem);
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| 116 | }
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| 117 |
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| 118 | [TestMethod]
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| 119 | [TestCategory("Algorithms.DataAnalysis")]
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| 120 | [TestProperty("Time", "short")]
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| 121 | public void MctsSymbReg_NoConstants_Poly10_Part1() {
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| 122 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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| 123 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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| 124 |
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| 125 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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| 126 | // Y' = X1*X2 + X3*X4 + X5*X6
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| 127 | // simplify problem by changing target
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| 128 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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| 129 | var ys = ds.GetDoubleValues("Y").ToArray();
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| 130 | var x1 = ds.GetDoubleValues("X1").ToArray();
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| 131 | var x2 = ds.GetDoubleValues("X2").ToArray();
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| 132 | var x3 = ds.GetDoubleValues("X3").ToArray();
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| 133 | var x4 = ds.GetDoubleValues("X4").ToArray();
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| 134 | var x5 = ds.GetDoubleValues("X5").ToArray();
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| 135 | var x6 = ds.GetDoubleValues("X6").ToArray();
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| 136 | var x7 = ds.GetDoubleValues("X7").ToArray();
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| 137 | var x8 = ds.GetDoubleValues("X8").ToArray();
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| 138 | var x9 = ds.GetDoubleValues("X9").ToArray();
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| 139 | var x10 = ds.GetDoubleValues("X10").ToArray();
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| 140 | for (int i = 0; i < ys.Length; i++) {
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| 141 | ys[i] -= x1[i] * x7[i] * x9[i];
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| 142 | ys[i] -= x3[i] * x6[i] * x10[i];
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| 143 | }
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| 144 | ds.ReplaceVariable("Y", ys.ToList());
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| 145 |
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| 146 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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| 147 |
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| 148 | TestGrammarEnumeration(modifiedProblemData);
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| 149 | }
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| 150 |
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| 151 | [TestMethod]
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| 152 | [TestCategory("Algorithms.DataAnalysis")]
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| 153 | [TestProperty("Time", "short")]
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| 154 | public void MctsSymbReg_NoConstants_Poly10_Part2() {
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| 155 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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| 156 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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| 157 |
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| 158 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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| 159 | // Y' = X1*X7*X9 + X3*X6*X10
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| 160 | // simplify problem by changing target
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| 161 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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| 162 | var ys = ds.GetDoubleValues("Y").ToArray();
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| 163 | var x1 = ds.GetDoubleValues("X1").ToArray();
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| 164 | var x2 = ds.GetDoubleValues("X2").ToArray();
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| 165 | var x3 = ds.GetDoubleValues("X3").ToArray();
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| 166 | var x4 = ds.GetDoubleValues("X4").ToArray();
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| 167 | var x5 = ds.GetDoubleValues("X5").ToArray();
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| 168 | var x6 = ds.GetDoubleValues("X6").ToArray();
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| 169 | var x7 = ds.GetDoubleValues("X7").ToArray();
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| 170 | var x8 = ds.GetDoubleValues("X8").ToArray();
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| 171 | var x9 = ds.GetDoubleValues("X9").ToArray();
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| 172 | var x10 = ds.GetDoubleValues("X10").ToArray();
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| 173 | for (int i = 0; i < ys.Length; i++) {
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| 174 | ys[i] -= x1[i] * x2[i];
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| 175 | ys[i] -= x3[i] * x4[i];
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| 176 | ys[i] -= x5[i] * x6[i];
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| 177 | }
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| 178 | ds.ReplaceVariable("Y", ys.ToList());
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| 179 |
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| 180 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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| 181 |
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| 182 | TestGrammarEnumeration(modifiedProblemData);
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| 183 | }
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| 184 |
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| 185 | [TestMethod]
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| 186 | [TestCategory("Algorithms.DataAnalysis")]
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| 187 | [TestProperty("Time", "short")]
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| 188 | public void MctsSymbReg_NoConstants_Poly10_Part3() {
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| 189 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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| 190 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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| 191 |
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| 192 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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| 193 | // Y' = X1*X2 + X1*X7*X9
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| 194 | // simplify problem by changing target
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| 195 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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| 196 | var ys = ds.GetDoubleValues("Y").ToArray();
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| 197 | var x1 = ds.GetDoubleValues("X1").ToArray();
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| 198 | var x2 = ds.GetDoubleValues("X2").ToArray();
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| 199 | var x3 = ds.GetDoubleValues("X3").ToArray();
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| 200 | var x4 = ds.GetDoubleValues("X4").ToArray();
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| 201 | var x5 = ds.GetDoubleValues("X5").ToArray();
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| 202 | var x6 = ds.GetDoubleValues("X6").ToArray();
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| 203 | var x7 = ds.GetDoubleValues("X7").ToArray();
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| 204 | var x8 = ds.GetDoubleValues("X8").ToArray();
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| 205 | var x9 = ds.GetDoubleValues("X9").ToArray();
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| 206 | var x10 = ds.GetDoubleValues("X10").ToArray();
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| 207 | for (int i = 0; i < ys.Length; i++) {
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| 208 | ys[i] -= x3[i] * x4[i];
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| 209 | ys[i] -= x5[i] * x6[i];
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| 210 | ys[i] -= x3[i] * x6[i] * x10[i];
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| 211 | }
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| 212 | ds.ReplaceVariable("Y", ys.ToList());
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| 213 |
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| 214 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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| 215 |
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| 216 | TestGrammarEnumeration(modifiedProblemData);
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| 217 | }
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| 218 |
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| 219 | [TestMethod]
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| 220 | [TestCategory("Algorithms.DataAnalysis")]
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| 221 | [TestProperty("Time", "short")]
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| 222 | public void MctsSymbReg_NoConstants_Poly10_Part4() {
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| 223 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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| 224 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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| 225 |
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| 226 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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| 227 | // Y' = X3*X4 + X5*X6 + X3*X6*X10
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| 228 | // simplify problem by changing target
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| 229 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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| 230 | var ys = ds.GetDoubleValues("Y").ToArray();
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| 231 | var x1 = ds.GetDoubleValues("X1").ToArray();
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| 232 | var x2 = ds.GetDoubleValues("X2").ToArray();
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| 233 | var x3 = ds.GetDoubleValues("X3").ToArray();
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| 234 | var x4 = ds.GetDoubleValues("X4").ToArray();
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| 235 | var x5 = ds.GetDoubleValues("X5").ToArray();
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| 236 | var x6 = ds.GetDoubleValues("X6").ToArray();
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| 237 | var x7 = ds.GetDoubleValues("X7").ToArray();
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| 238 | var x8 = ds.GetDoubleValues("X8").ToArray();
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| 239 | var x9 = ds.GetDoubleValues("X9").ToArray();
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| 240 | var x10 = ds.GetDoubleValues("X10").ToArray();
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| 241 | for (int i = 0; i < ys.Length; i++) {
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| 242 | ys[i] -= x1[i] * x2[i];
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| 243 | ys[i] -= x1[i] * x7[i] * x9[i];
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| 244 | }
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| 245 | ds.ReplaceVariable("Y", ys.ToList());
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| 246 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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| 247 |
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| 248 |
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| 249 | TestGrammarEnumeration(modifiedProblemData);
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| 250 | }
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| 251 |
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| 252 | [TestMethod]
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| 253 | [TestCategory("Algorithms.DataAnalysis")]
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| 254 | [TestProperty("Time", "short")]
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| 255 | public void MctsSymbReg_NoConstants_Poly10_Part5() {
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| 256 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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| 257 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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| 258 |
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| 259 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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| 260 | // Y' = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9
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| 261 | // simplify problem by changing target
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| 262 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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| 263 | var ys = ds.GetDoubleValues("Y").ToArray();
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| 264 | var x1 = ds.GetDoubleValues("X1").ToArray();
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| 265 | var x2 = ds.GetDoubleValues("X2").ToArray();
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| 266 | var x3 = ds.GetDoubleValues("X3").ToArray();
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| 267 | var x4 = ds.GetDoubleValues("X4").ToArray();
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| 268 | var x5 = ds.GetDoubleValues("X5").ToArray();
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| 269 | var x6 = ds.GetDoubleValues("X6").ToArray();
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| 270 | var x7 = ds.GetDoubleValues("X7").ToArray();
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| 271 | var x8 = ds.GetDoubleValues("X8").ToArray();
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| 272 | var x9 = ds.GetDoubleValues("X9").ToArray();
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| 273 | var x10 = ds.GetDoubleValues("X10").ToArray();
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| 274 | for (int i = 0; i < ys.Length; i++) {
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| 275 | ys[i] -= x3[i] * x6[i] * x10[i];
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| 276 | }
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| 277 | ds.ReplaceVariable("Y", ys.ToList());
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| 278 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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| 279 |
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| 280 |
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| 281 | TestGrammarEnumeration(modifiedProblemData);
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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", "short")]
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| 287 | public void MctsSymbReg_NoConstants_Poly10_Part6() {
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| 288 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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| 289 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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| 290 |
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| 291 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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| 292 | // Y' = X1*X2 + X3*X4 + X5*X6 + X3*X6*X10
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| 293 | // simplify problem by changing target
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| 294 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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| 295 | var ys = ds.GetDoubleValues("Y").ToArray();
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| 296 | var x1 = ds.GetDoubleValues("X1").ToArray();
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| 297 | var x2 = ds.GetDoubleValues("X2").ToArray();
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| 298 | var x3 = ds.GetDoubleValues("X3").ToArray();
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| 299 | var x4 = ds.GetDoubleValues("X4").ToArray();
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| 300 | var x5 = ds.GetDoubleValues("X5").ToArray();
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| 301 | var x6 = ds.GetDoubleValues("X6").ToArray();
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| 302 | var x7 = ds.GetDoubleValues("X7").ToArray();
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| 303 | var x8 = ds.GetDoubleValues("X8").ToArray();
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| 304 | var x9 = ds.GetDoubleValues("X9").ToArray();
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| 305 | var x10 = ds.GetDoubleValues("X10").ToArray();
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| 306 | for (int i = 0; i < ys.Length; i++) {
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| 307 | ys[i] -= x1[i] * x7[i] * x9[i];
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| 308 | }
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| 309 | ds.ReplaceVariable("Y", ys.ToList());
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| 310 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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| 311 |
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| 312 | TestGrammarEnumeration(modifiedProblemData);
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| 313 | }
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| 314 |
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| 315 |
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| 316 | [TestMethod]
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| 317 | [TestCategory("Algorithms.DataAnalysis")]
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| 318 | [TestProperty("Time", "long")]
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| 319 | public void MctsSymbReg_NoConstants_Poly10_250rows() {
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| 320 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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| 321 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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| 322 | regProblem.TrainingPartition.Start = 0;
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| 323 | regProblem.TrainingPartition.End = regProblem.Dataset.Rows;
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| 324 | regProblem.TestPartition.Start = 0;
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| 325 | regProblem.TestPartition.End = 2;
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| 326 | TestGrammarEnumeration(regProblem);
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| 327 | }
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| 328 |
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| 329 | [TestMethod]
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| 330 | [TestCategory("Algorithms.DataAnalysis")]
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| 331 | [TestProperty("Time", "long")]
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| 332 | public void MctsSymbReg_NoConstants_Poly10_10000rows() {
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| 333 | // as poly-10 but more rows
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| 334 | var x1 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
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| 335 | var x2 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
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| 336 | var x3 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
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| 337 | var x4 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
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| 338 | var x5 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
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| 339 | var x6 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
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| 340 | var x7 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
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| 341 | var x8 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
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| 342 | var x9 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
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| 343 | var x10 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
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| 344 | var ys = new List<double>();
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| 345 | for (int i = 0; i < x1.Count; i++) {
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| 346 | 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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| 347 | }
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| 348 |
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| 349 | var ds = new Dataset(new string[] { "a", "b", "c", "d", "e", "f", "g", "h", "i", "j", "y" },
|
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| 350 | new[] { x1, x2, x3, x4, x5, x6, x7, x8, x9, x10, ys });
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| 351 |
|
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| 352 |
|
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| 353 | var problemData = new RegressionProblemData(ds, new string[] { "a", "b", "c", "d", "e", "f", "g", "h", "i", "j" }, "y");
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| 354 |
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| 355 | problemData.TrainingPartition.Start = 0;
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| 356 | problemData.TrainingPartition.End = problemData.Dataset.Rows;
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| 357 | problemData.TestPartition.Start = 0;
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| 358 | problemData.TestPartition.End = 2; // must not be empty
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| 359 |
|
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| 360 |
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| 361 | TestGrammarEnumeration(problemData);
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| 362 | }
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| 363 |
|
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| 364 | [TestMethod]
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| 365 | [TestCategory("Algorithms.DataAnalysis")]
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| 366 | [TestProperty("Time", "short")]
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| 367 | public void MctsSymbReg_NoConstants_TwoVars() {
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| 368 |
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| 369 | // y = x1 + x2 + x1*x2 + x1*x2*x2 + x1*x1*x2
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| 370 | var x1 = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
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| 371 | var x2 = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
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| 372 | var ys = x1.Zip(x2, (x1i, x2i) => x1i + x2i + x1i * x2i + x1i * x2i * x2i + x1i * x1i * x2i).ToList();
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| 373 |
|
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| 374 | var ds = new Dataset(new string[] { "a", "b", "y" }, new[] { x1, x2, ys });
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| 375 | var problemData = new RegressionProblemData(ds, new string[] { "a", "b" }, "y");
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| 376 |
|
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| 377 | TestGrammarEnumeration(problemData);
|
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| 378 | }
|
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| 379 |
|
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| 380 | [TestMethod]
|
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| 381 | [TestCategory("Algorithms.DataAnalysis")]
|
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| 382 | [TestProperty("Time", "short")]
|
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| 383 | public void MctsSymbReg_NoConstants_Misleading() {
|
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| 384 |
|
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| 385 | // y = a + baaaaa (the effect of the second term should be very small)
|
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| 386 | // the alg will quickly find that a has big effect and will search below a
|
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| 387 | // since we prevent a + a... the algorithm must find the correct expression via a + b...
|
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| 388 | // however b has a small effect so the branch might not be identified as relevant
|
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| 389 | var @as = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
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| 390 | var bs = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
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| 391 | var cs = Enumerable.Range(0, 100).Select(_ => rand.NextDouble() * 1.0e-3).ToList();
|
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| 392 | var ds = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
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| 393 | var es = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
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| 394 | var ys = new double[@as.Count];
|
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| 395 | for (int i = 0; i < ys.Length; i++)
|
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| 396 | ys[i] = @as[i] + bs[i] + @as[i] * bs[i] * cs[i];
|
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| 397 |
|
---|
| 398 | var dataset = new Dataset(new string[] { "a", "b", "c", "d", "e", "y" }, new[] { @as, bs, cs, ds, es, ys.ToList() });
|
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| 399 |
|
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| 400 | var problemData = new RegressionProblemData(dataset, new string[] { "a", "b", "c", "d", "e" }, "y");
|
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| 401 |
|
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| 402 | TestGrammarEnumeration(problemData);
|
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| 403 | }
|
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| 404 |
|
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| 405 | #region restricted structure but including numeric constants
|
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| 406 |
|
---|
| 407 | [TestMethod]
|
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| 408 | [TestCategory("Algorithms.DataAnalysis")]
|
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| 409 | [TestProperty("Time", "short")]
|
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| 410 | public void MctsSymbRegKeijzer7() {
|
---|
| 411 | // ln(x)
|
---|
| 412 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
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| 413 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 7 f(")));
|
---|
| 414 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 415 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 416 | TestGrammarEnumeration(regProblem);
|
---|
| 417 | }
|
---|
| 418 |
|
---|
| 419 |
|
---|
| 420 | [TestMethod]
|
---|
| 421 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 422 | [TestProperty("Time", "short")]
|
---|
| 423 | public void MctsSymbRegBenchmarkNguyen5() {
|
---|
| 424 | // sin(x²)cos(x) - 1
|
---|
| 425 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
| 426 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F5 ")));
|
---|
| 427 | TestGrammarEnumeration(regProblem);
|
---|
| 428 | }
|
---|
| 429 |
|
---|
| 430 | [TestMethod]
|
---|
| 431 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 432 | [TestProperty("Time", "short")]
|
---|
| 433 | public void MctsSymbRegBenchmarkNguyen6() {
|
---|
| 434 | // sin(x) + sin(x + x²)
|
---|
| 435 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
| 436 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F6 ")));
|
---|
| 437 | TestGrammarEnumeration(regProblem);
|
---|
| 438 | }
|
---|
| 439 |
|
---|
| 440 | [TestMethod]
|
---|
| 441 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 442 | [TestProperty("Time", "short")]
|
---|
| 443 | public void MctsSymbRegBenchmarkNguyen7() {
|
---|
| 444 | // log(x + 1) + log(x² + 1)
|
---|
| 445 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
| 446 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F7 ")));
|
---|
| 447 | TestGrammarEnumeration(regProblem);
|
---|
| 448 | }
|
---|
| 449 | [TestMethod]
|
---|
| 450 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 451 | [TestProperty("Time", "short")]
|
---|
| 452 | public void MctsSymbRegBenchmarkNguyen8() {
|
---|
| 453 | // Sqrt(x)
|
---|
| 454 | // = x ^ 0.5
|
---|
| 455 | // = exp(0.5 * log(x))
|
---|
| 456 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
| 457 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F8 ")));
|
---|
| 458 | TestGrammarEnumeration(regProblem);
|
---|
| 459 | }
|
---|
| 460 |
|
---|
| 461 | // [TestMethod]
|
---|
| 462 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 463 | [TestProperty("Time", "short")]
|
---|
| 464 | public void MctsSymbRegBenchmarkNguyen9() {
|
---|
| 465 | // sin(x) + sin(y²)
|
---|
| 466 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
| 467 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F9 ")));
|
---|
| 468 | TestGrammarEnumeration(regProblem);
|
---|
| 469 | }
|
---|
| 470 |
|
---|
| 471 | // [TestMethod]
|
---|
| 472 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 473 | [TestProperty("Time", "short")]
|
---|
| 474 | public void MctsSymbRegBenchmarkNguyen10() {
|
---|
| 475 | // 2sin(x)cos(y)
|
---|
| 476 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
| 477 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F10 ")));
|
---|
| 478 | TestGrammarEnumeration(regProblem);
|
---|
| 479 | }
|
---|
| 480 |
|
---|
| 481 | [TestMethod]
|
---|
| 482 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 483 | [TestProperty("Time", "short")]
|
---|
| 484 | public void MctsSymbRegBenchmarkNguyen11() {
|
---|
| 485 | // x ^ y , x > 0, y > 0
|
---|
| 486 | // = exp(y * log(x))
|
---|
| 487 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
| 488 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F11 ")));
|
---|
| 489 | TestGrammarEnumeration(regProblem);
|
---|
| 490 | }
|
---|
| 491 | [TestMethod]
|
---|
| 492 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 493 | [TestProperty("Time", "short")]
|
---|
| 494 | public void MctsSymbRegBenchmarkNguyen12() {
|
---|
| 495 | // x^4 - x³ + y²/2 - y
|
---|
| 496 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
| 497 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F12 ")));
|
---|
| 498 | TestGrammarEnumeration(regProblem);
|
---|
| 499 | }
|
---|
| 500 |
|
---|
| 501 | #endregion
|
---|
| 502 |
|
---|
| 503 | #region keijzer
|
---|
| 504 | [TestMethod]
|
---|
| 505 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 506 | [TestProperty("Time", "long")]
|
---|
| 507 | public void MctsSymbRegBenchmarkKeijzer5() {
|
---|
| 508 | // (30 * x * z) / ((x - 10) * y²)
|
---|
| 509 | // = 30 x z / (xy² - y²)
|
---|
| 510 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
| 511 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 5 f(")));
|
---|
| 512 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 513 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 514 | TestGrammarEnumeration(regProblem);
|
---|
| 515 | }
|
---|
| 516 |
|
---|
| 517 | [TestMethod]
|
---|
| 518 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 519 | [TestProperty("Time", "short")]
|
---|
| 520 | public void MctsSymbRegBenchmarkKeijzer6() {
|
---|
| 521 | // Keijzer 6 f(x) = Sum(1 / i) From 1 to X , x \in [0..120]
|
---|
| 522 | // we can only approximate this
|
---|
| 523 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
| 524 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 6 f(")));
|
---|
| 525 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 526 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 527 | TestGrammarEnumeration(regProblem);
|
---|
| 528 | }
|
---|
| 529 |
|
---|
| 530 | [TestMethod]
|
---|
| 531 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 532 | [TestProperty("Time", "short")]
|
---|
| 533 | public void MctsSymbRegBenchmarkKeijzer8() {
|
---|
| 534 | // sqrt(x)
|
---|
| 535 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
| 536 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 8 f(")));
|
---|
| 537 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 538 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 539 | TestGrammarEnumeration(regProblem);
|
---|
| 540 | }
|
---|
| 541 |
|
---|
| 542 | [TestMethod]
|
---|
| 543 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 544 | [TestProperty("Time", "short")]
|
---|
| 545 | public void MctsSymbRegBenchmarkKeijzer9() {
|
---|
| 546 | // arcsinh(x) i.e. ln(x + sqrt(x² + 1))
|
---|
| 547 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
| 548 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 9 f(")));
|
---|
| 549 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 550 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 551 | TestGrammarEnumeration(regProblem);
|
---|
| 552 | }
|
---|
| 553 |
|
---|
| 554 | [TestMethod]
|
---|
| 555 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 556 | [TestProperty("Time", "short")]
|
---|
| 557 | public void MctsSymbRegBenchmarkKeijzer11() {
|
---|
| 558 | // xy + sin( (x-1) (y-1) )
|
---|
| 559 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider();
|
---|
| 560 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 11 f(")));
|
---|
| 561 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 562 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 563 | TestGrammarEnumeration(regProblem);
|
---|
| 564 | }
|
---|
| 565 |
|
---|
| 566 | [TestMethod]
|
---|
| 567 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 568 | [TestProperty("Time", "short")]
|
---|
| 569 | public void MctsSymbRegBenchmarkKeijzer12() {
|
---|
| 570 | // x^4 - x³ + y² / 2 - y, same as Nguyen 12
|
---|
| 571 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
| 572 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 12 f(")));
|
---|
| 573 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 574 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 575 | TestGrammarEnumeration(regProblem);
|
---|
| 576 | }
|
---|
| 577 |
|
---|
| 578 | [TestMethod]
|
---|
| 579 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 580 | [TestProperty("Time", "short")]
|
---|
| 581 | public void MctsSymbRegBenchmarkKeijzer14() {
|
---|
| 582 | // 8 / (2 + x² + y²)
|
---|
| 583 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
| 584 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 14 f(")));
|
---|
| 585 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 586 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 587 | TestGrammarEnumeration(regProblem);
|
---|
| 588 | }
|
---|
| 589 |
|
---|
| 590 | [TestMethod]
|
---|
| 591 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 592 | [TestProperty("Time", "short")]
|
---|
| 593 | public void MctsSymbRegBenchmarkKeijzer15() {
|
---|
| 594 | // x³ / 5 + y³ / 2 - y - x
|
---|
| 595 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
| 596 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 15 f(")));
|
---|
| 597 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 598 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 599 | TestGrammarEnumeration(regProblem);
|
---|
| 600 | }
|
---|
| 601 | #endregion
|
---|
| 602 |
|
---|
[15723] | 603 | #endif
|
---|
| 604 | #endregion
|
---|
[15712] | 605 | }
|
---|
| 606 | }
|
---|