[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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[15726] | 4 | using HeuristicLab.Algorithms.DataAnalysis.SymRegGrammarEnumeration.GrammarEnumeration;
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[15724] | 5 | using HeuristicLab.Common;
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[15712] | 6 | using HeuristicLab.Core;
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| 7 | using HeuristicLab.Data;
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[15724] | 8 | using HeuristicLab.Optimization;
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[15712] | 9 | using HeuristicLab.Problems.DataAnalysis;
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| 10 | using HeuristicLab.Random;
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| 11 | using Microsoft.VisualStudio.TestTools.UnitTesting;
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| 12 |
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| 13 | namespace HeuristicLab.Algorithms.DataAnalysis.MctsSymbolicRegression {
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[15724] | 14 | [TestClass]
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[15712] | 15 | public class MctsSymbolicRegressionTest {
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| 16 | private const int Seed = 1234;
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| 17 | private IRandom rand;
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| 18 |
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[15723] | 19 | private const double SuccessThreshold = 0.9999999;
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[15712] | 20 |
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[15723] | 21 | private GrammarEnumerationAlgorithm alg;
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| 22 | private RegressionProblem problem;
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| 23 |
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[15712] | 24 | [TestInitialize]
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| 25 | public void InitTest() {
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| 26 | Console.Write("init called... ");
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| 27 | rand = new FastRandom(Seed);
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[15723] | 28 |
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| 29 | alg = new GrammarEnumerationAlgorithm();
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| 30 | problem = new RegressionProblem();
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| 31 | alg.Problem = problem;
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| 32 | alg.GuiUpdateInterval = int.MaxValue;
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[15712] | 33 | }
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| 34 |
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[15724] | 35 | [TestCleanup()]
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| 36 | public void Cleanup() {
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| 37 | if (alg.BestTrainingSentence != null) {
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| 38 | Console.WriteLine("Training: " + alg.Grammar.PostfixToInfixParser(alg.BestTrainingSentence));
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| 39 | }
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| 40 | if (alg.BestTestSentence != null) {
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| 41 | Console.WriteLine("Test: " + alg.Grammar.PostfixToInfixParser(alg.BestTestSentence));
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| 42 | }
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| 43 | }
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[15723] | 44 |
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[15724] | 45 |
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[15726] | 46 | private void EvaluateGrammarEnumeration() {
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[15723] | 47 | // Evaluate results
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| 48 | var eps = 1.0 - SuccessThreshold;
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| 49 |
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| 50 | // Check if algorithm terminated correctly
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| 51 | Assert.IsTrue(alg.Results.ContainsKey("Best solution quality (training)"), "No training solution returned!");
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| 52 | Assert.IsTrue(alg.Results.ContainsKey("Best solution quality (test)"), "No test solution returned!");
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| 53 |
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| 54 | // Check resultss
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| 55 | Assert.AreEqual(1.0, ((DoubleValue)alg.Results["Best solution quality (training)"].Value).Value, eps, "Training quality too low!");
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| 56 | Assert.AreEqual(1.0, ((DoubleValue)alg.Results["Best solution quality (test)"].Value).Value, eps, "Test quality too low!");
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| 57 |
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| 58 | // Check overfitting
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[15724] | 59 | Assert.AreEqual(alg.Grammar.CalcHashCode(alg.BestTrainingSentence),
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| 60 | alg.Grammar.CalcHashCode(alg.BestTestSentence),
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| 61 | "Training and Test solution are not equal!");
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[15723] | 62 | }
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| 63 |
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| 64 |
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[15712] | 65 | #region test structure search (no constants)
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| 66 | [TestMethod]
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[15723] | 67 | [TestProperty("Goal", "structure search")]
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[15712] | 68 | public void MctsSymbReg_NoConstants_Nguyen1() {
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| 69 | // x³ + x² + x
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[15726] | 70 | alg.MaxTreeSize = 30;
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| 71 | Console.WriteLine(alg.MaxTreeSize);
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[15712] | 72 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
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| 73 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F1 ")));
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[15726] | 74 | alg.Problem.ProblemData = regProblem;
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| 75 |
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| 76 | alg.Start();
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| 77 |
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| 78 | // Evaluate
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| 79 | // EvaluateGrammarEnumeration();
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| 80 |
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| 81 | TerminalSymbol varSymbol = alg.Grammar.Var.VariableTerminalSymbols.First();
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| 82 | TerminalSymbol mulSymbol = alg.Grammar.Multiplication;
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| 83 | TerminalSymbol addSymbol = alg.Grammar.Addition;
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| 84 |
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| 85 | SymbolString targetSolution = new SymbolString(new[] {
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| 86 | varSymbol, varSymbol, varSymbol, mulSymbol, mulSymbol,
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| 87 | varSymbol, varSymbol, mulSymbol, addSymbol,
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| 88 | varSymbol, addSymbol
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| 89 | });
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| 90 |
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| 91 | int targetSolutionHash = alg.Grammar.CalcHashCode(targetSolution);
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| 92 | int actualSolutionHash = alg.Grammar.CalcHashCode(alg.BestTestSentence);
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| 93 |
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| 94 | Assert.IsTrue(alg.DistinctGenerated.Select(tuple => tuple.Item2).Contains(actualSolutionHash));
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| 95 |
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| 96 | // last because long sentences are overwritten by short ones.
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| 97 | Console.WriteLine(alg.Grammar.PostfixToInfixParser(alg.DistinctGenerated.Last(tuple => tuple.Item2 == targetSolutionHash).Item1));
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| 98 |
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| 99 |
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| 100 | Assert.AreEqual(targetSolutionHash, actualSolutionHash);
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[15712] | 101 | }
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[15723] | 102 |
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[15712] | 103 | [TestMethod]
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[15723] | 104 | [TestProperty("Goal", "structure search")]
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[15712] | 105 | public void MctsSymbReg_NoConstants_Nguyen2() {
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| 106 | // x^4 + x³ + x² + x
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[15726] | 107 | alg.MaxTreeSize = 30;
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[15712] | 108 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
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| 109 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F2 ")));
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[15726] | 110 | alg.Problem.ProblemData = regProblem;
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| 111 |
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| 112 | alg.Start();
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| 113 |
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| 114 | // Evaluate
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| 115 | EvaluateGrammarEnumeration();
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[15712] | 116 | }
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[15723] | 117 |
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| 118 | /* NEXT UP
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[15712] | 119 | [TestMethod]
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[15723] | 120 | [TestProperty("Goal", "structure search")]
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[15712] | 121 | public void MctsSymbReg_NoConstants_Nguyen3() {
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| 122 | // x^5 + x^4 + x³ + x² + x
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[15723] | 123 | alg.MaxTreeSize = 25;
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[15712] | 124 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
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| 125 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F3 ")));
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| 126 | TestGrammarEnumeration(regProblem);
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| 127 | }
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| 128 | [TestMethod]
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[15723] | 129 | [TestProperty("Goal", "structure search")]
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[15712] | 130 | public void MctsSymbReg_NoConstants_Nguyen4() {
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[15723] | 131 |
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[15712] | 132 | // x^6 + x^5 + x^4 + x³ + x² + x
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[15723] | 133 | alg.MaxTreeSize = 30;
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[15712] | 134 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
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| 135 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F4 ")));
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| 136 | TestGrammarEnumeration(regProblem);
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[15723] | 137 | } */
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[15712] | 138 |
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[15723] | 139 |
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| 140 | #endregion
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| 141 |
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| 142 | #region TODO
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| 143 |
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| 144 | #if false
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[15712] | 145 | [TestMethod]
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| 146 | [TestCategory("Algorithms.DataAnalysis")]
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| 147 | [TestProperty("Time", "short")]
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| 148 | public void MctsSymbReg_NoConstants_Nguyen7() {
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| 149 | // log(x + 1) + log(x² + 1)
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| 150 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
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| 151 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F7 ")));
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| 152 | TestGrammarEnumeration(regProblem);
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| 153 | }
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| 154 |
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| 155 | [TestMethod]
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| 156 | [TestCategory("Algorithms.DataAnalysis")]
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| 157 | [TestProperty("Time", "short")]
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| 158 | public void MctsSymbReg_NoConstants_Poly10_Part1() {
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| 159 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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| 160 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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| 161 |
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| 162 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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| 163 | // Y' = X1*X2 + X3*X4 + X5*X6
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| 164 | // simplify problem by changing target
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| 165 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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| 166 | var ys = ds.GetDoubleValues("Y").ToArray();
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| 167 | var x1 = ds.GetDoubleValues("X1").ToArray();
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| 168 | var x2 = ds.GetDoubleValues("X2").ToArray();
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| 169 | var x3 = ds.GetDoubleValues("X3").ToArray();
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| 170 | var x4 = ds.GetDoubleValues("X4").ToArray();
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| 171 | var x5 = ds.GetDoubleValues("X5").ToArray();
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| 172 | var x6 = ds.GetDoubleValues("X6").ToArray();
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| 173 | var x7 = ds.GetDoubleValues("X7").ToArray();
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| 174 | var x8 = ds.GetDoubleValues("X8").ToArray();
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| 175 | var x9 = ds.GetDoubleValues("X9").ToArray();
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| 176 | var x10 = ds.GetDoubleValues("X10").ToArray();
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| 177 | for (int i = 0; i < ys.Length; i++) {
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| 178 | ys[i] -= x1[i] * x7[i] * x9[i];
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| 179 | ys[i] -= x3[i] * x6[i] * x10[i];
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| 180 | }
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| 181 | ds.ReplaceVariable("Y", ys.ToList());
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| 182 |
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| 183 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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| 184 |
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| 185 | TestGrammarEnumeration(modifiedProblemData);
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| 186 | }
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| 187 |
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| 188 | [TestMethod]
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| 189 | [TestCategory("Algorithms.DataAnalysis")]
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| 190 | [TestProperty("Time", "short")]
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| 191 | public void MctsSymbReg_NoConstants_Poly10_Part2() {
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| 192 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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| 193 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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| 194 |
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| 195 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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| 196 | // Y' = X1*X7*X9 + X3*X6*X10
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| 197 | // simplify problem by changing target
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| 198 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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| 199 | var ys = ds.GetDoubleValues("Y").ToArray();
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| 200 | var x1 = ds.GetDoubleValues("X1").ToArray();
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| 201 | var x2 = ds.GetDoubleValues("X2").ToArray();
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| 202 | var x3 = ds.GetDoubleValues("X3").ToArray();
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| 203 | var x4 = ds.GetDoubleValues("X4").ToArray();
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| 204 | var x5 = ds.GetDoubleValues("X5").ToArray();
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| 205 | var x6 = ds.GetDoubleValues("X6").ToArray();
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| 206 | var x7 = ds.GetDoubleValues("X7").ToArray();
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| 207 | var x8 = ds.GetDoubleValues("X8").ToArray();
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| 208 | var x9 = ds.GetDoubleValues("X9").ToArray();
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| 209 | var x10 = ds.GetDoubleValues("X10").ToArray();
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| 210 | for (int i = 0; i < ys.Length; i++) {
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| 211 | ys[i] -= x1[i] * x2[i];
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| 212 | ys[i] -= x3[i] * x4[i];
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| 213 | ys[i] -= x5[i] * x6[i];
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| 214 | }
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| 215 | ds.ReplaceVariable("Y", ys.ToList());
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| 216 |
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| 217 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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| 218 |
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| 219 | TestGrammarEnumeration(modifiedProblemData);
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| 220 | }
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| 221 |
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| 222 | [TestMethod]
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| 223 | [TestCategory("Algorithms.DataAnalysis")]
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| 224 | [TestProperty("Time", "short")]
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| 225 | public void MctsSymbReg_NoConstants_Poly10_Part3() {
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| 226 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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| 227 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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| 228 |
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| 229 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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| 230 | // Y' = X1*X2 + X1*X7*X9
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| 231 | // simplify problem by changing target
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| 232 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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| 233 | var ys = ds.GetDoubleValues("Y").ToArray();
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| 234 | var x1 = ds.GetDoubleValues("X1").ToArray();
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| 235 | var x2 = ds.GetDoubleValues("X2").ToArray();
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| 236 | var x3 = ds.GetDoubleValues("X3").ToArray();
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| 237 | var x4 = ds.GetDoubleValues("X4").ToArray();
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| 238 | var x5 = ds.GetDoubleValues("X5").ToArray();
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| 239 | var x6 = ds.GetDoubleValues("X6").ToArray();
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| 240 | var x7 = ds.GetDoubleValues("X7").ToArray();
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| 241 | var x8 = ds.GetDoubleValues("X8").ToArray();
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| 242 | var x9 = ds.GetDoubleValues("X9").ToArray();
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| 243 | var x10 = ds.GetDoubleValues("X10").ToArray();
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| 244 | for (int i = 0; i < ys.Length; i++) {
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| 245 | ys[i] -= x3[i] * x4[i];
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| 246 | ys[i] -= x5[i] * x6[i];
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| 247 | ys[i] -= x3[i] * x6[i] * x10[i];
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| 248 | }
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| 249 | ds.ReplaceVariable("Y", ys.ToList());
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| 250 |
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| 251 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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| 252 |
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| 253 | TestGrammarEnumeration(modifiedProblemData);
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| 254 | }
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| 255 |
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| 256 | [TestMethod]
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| 257 | [TestCategory("Algorithms.DataAnalysis")]
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| 258 | [TestProperty("Time", "short")]
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| 259 | public void MctsSymbReg_NoConstants_Poly10_Part4() {
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| 260 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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| 261 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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| 262 |
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| 263 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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| 264 | // Y' = X3*X4 + X5*X6 + X3*X6*X10
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| 265 | // simplify problem by changing target
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| 266 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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| 267 | var ys = ds.GetDoubleValues("Y").ToArray();
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| 268 | var x1 = ds.GetDoubleValues("X1").ToArray();
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| 269 | var x2 = ds.GetDoubleValues("X2").ToArray();
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| 270 | var x3 = ds.GetDoubleValues("X3").ToArray();
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| 271 | var x4 = ds.GetDoubleValues("X4").ToArray();
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| 272 | var x5 = ds.GetDoubleValues("X5").ToArray();
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| 273 | var x6 = ds.GetDoubleValues("X6").ToArray();
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| 274 | var x7 = ds.GetDoubleValues("X7").ToArray();
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| 275 | var x8 = ds.GetDoubleValues("X8").ToArray();
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| 276 | var x9 = ds.GetDoubleValues("X9").ToArray();
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| 277 | var x10 = ds.GetDoubleValues("X10").ToArray();
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| 278 | for (int i = 0; i < ys.Length; i++) {
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| 279 | ys[i] -= x1[i] * x2[i];
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| 280 | ys[i] -= x1[i] * x7[i] * x9[i];
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| 281 | }
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| 282 | ds.ReplaceVariable("Y", ys.ToList());
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| 283 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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| 284 |
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| 285 |
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| 286 | TestGrammarEnumeration(modifiedProblemData);
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| 287 | }
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| 288 |
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| 289 | [TestMethod]
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| 290 | [TestCategory("Algorithms.DataAnalysis")]
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| 291 | [TestProperty("Time", "short")]
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| 292 | public void MctsSymbReg_NoConstants_Poly10_Part5() {
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| 293 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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| 294 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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| 295 |
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| 296 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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| 297 | // Y' = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9
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| 298 | // simplify problem by changing target
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| 299 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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| 300 | var ys = ds.GetDoubleValues("Y").ToArray();
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| 301 | var x1 = ds.GetDoubleValues("X1").ToArray();
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| 302 | var x2 = ds.GetDoubleValues("X2").ToArray();
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| 303 | var x3 = ds.GetDoubleValues("X3").ToArray();
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| 304 | var x4 = ds.GetDoubleValues("X4").ToArray();
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| 305 | var x5 = ds.GetDoubleValues("X5").ToArray();
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| 306 | var x6 = ds.GetDoubleValues("X6").ToArray();
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| 307 | var x7 = ds.GetDoubleValues("X7").ToArray();
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| 308 | var x8 = ds.GetDoubleValues("X8").ToArray();
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| 309 | var x9 = ds.GetDoubleValues("X9").ToArray();
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| 310 | var x10 = ds.GetDoubleValues("X10").ToArray();
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| 311 | for (int i = 0; i < ys.Length; i++) {
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| 312 | ys[i] -= x3[i] * x6[i] * x10[i];
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| 313 | }
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| 314 | ds.ReplaceVariable("Y", ys.ToList());
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| 315 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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| 316 |
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| 317 |
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| 318 | TestGrammarEnumeration(modifiedProblemData);
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| 319 | }
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| 320 |
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| 321 | [TestMethod]
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| 322 | [TestCategory("Algorithms.DataAnalysis")]
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| 323 | [TestProperty("Time", "short")]
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| 324 | public void MctsSymbReg_NoConstants_Poly10_Part6() {
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| 325 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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| 326 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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| 327 |
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| 328 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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| 329 | // Y' = X1*X2 + X3*X4 + X5*X6 + X3*X6*X10
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| 330 | // simplify problem by changing target
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| 331 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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| 332 | var ys = ds.GetDoubleValues("Y").ToArray();
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| 333 | var x1 = ds.GetDoubleValues("X1").ToArray();
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| 334 | var x2 = ds.GetDoubleValues("X2").ToArray();
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| 335 | var x3 = ds.GetDoubleValues("X3").ToArray();
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| 336 | var x4 = ds.GetDoubleValues("X4").ToArray();
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| 337 | var x5 = ds.GetDoubleValues("X5").ToArray();
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| 338 | var x6 = ds.GetDoubleValues("X6").ToArray();
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| 339 | var x7 = ds.GetDoubleValues("X7").ToArray();
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| 340 | var x8 = ds.GetDoubleValues("X8").ToArray();
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| 341 | var x9 = ds.GetDoubleValues("X9").ToArray();
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| 342 | var x10 = ds.GetDoubleValues("X10").ToArray();
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| 343 | for (int i = 0; i < ys.Length; i++) {
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| 344 | ys[i] -= x1[i] * x7[i] * x9[i];
|
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| 345 | }
|
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| 346 | ds.ReplaceVariable("Y", ys.ToList());
|
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| 347 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
|
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| 348 |
|
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| 349 | TestGrammarEnumeration(modifiedProblemData);
|
---|
| 350 | }
|
---|
| 351 |
|
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| 352 |
|
---|
| 353 | [TestMethod]
|
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| 354 | [TestCategory("Algorithms.DataAnalysis")]
|
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| 355 | [TestProperty("Time", "long")]
|
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| 356 | public void MctsSymbReg_NoConstants_Poly10_250rows() {
|
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| 357 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
|
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| 358 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
|
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| 359 | regProblem.TrainingPartition.Start = 0;
|
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| 360 | regProblem.TrainingPartition.End = regProblem.Dataset.Rows;
|
---|
| 361 | regProblem.TestPartition.Start = 0;
|
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| 362 | regProblem.TestPartition.End = 2;
|
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| 363 | TestGrammarEnumeration(regProblem);
|
---|
| 364 | }
|
---|
| 365 |
|
---|
| 366 | [TestMethod]
|
---|
| 367 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 368 | [TestProperty("Time", "long")]
|
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| 369 | public void MctsSymbReg_NoConstants_Poly10_10000rows() {
|
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| 370 | // as poly-10 but more rows
|
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| 371 | var x1 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
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| 372 | var x2 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
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| 373 | var x3 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
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| 374 | var x4 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
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| 375 | var x5 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
| 376 | var x6 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
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| 377 | var x7 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
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| 378 | var x8 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
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| 379 | var x9 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
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| 380 | var x10 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
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| 381 | var ys = new List<double>();
|
---|
| 382 | for (int i = 0; i < x1.Count; i++) {
|
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| 383 | 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]);
|
---|
| 384 | }
|
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| 385 |
|
---|
| 386 | var ds = new Dataset(new string[] { "a", "b", "c", "d", "e", "f", "g", "h", "i", "j", "y" },
|
---|
| 387 | new[] { x1, x2, x3, x4, x5, x6, x7, x8, x9, x10, ys });
|
---|
| 388 |
|
---|
| 389 |
|
---|
| 390 | var problemData = new RegressionProblemData(ds, new string[] { "a", "b", "c", "d", "e", "f", "g", "h", "i", "j" }, "y");
|
---|
| 391 |
|
---|
| 392 | problemData.TrainingPartition.Start = 0;
|
---|
| 393 | problemData.TrainingPartition.End = problemData.Dataset.Rows;
|
---|
| 394 | problemData.TestPartition.Start = 0;
|
---|
| 395 | problemData.TestPartition.End = 2; // must not be empty
|
---|
| 396 |
|
---|
| 397 |
|
---|
| 398 | TestGrammarEnumeration(problemData);
|
---|
| 399 | }
|
---|
| 400 |
|
---|
| 401 | [TestMethod]
|
---|
| 402 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 403 | [TestProperty("Time", "short")]
|
---|
| 404 | public void MctsSymbReg_NoConstants_TwoVars() {
|
---|
| 405 |
|
---|
| 406 | // y = x1 + x2 + x1*x2 + x1*x2*x2 + x1*x1*x2
|
---|
| 407 | var x1 = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
| 408 | var x2 = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
| 409 | var ys = x1.Zip(x2, (x1i, x2i) => x1i + x2i + x1i * x2i + x1i * x2i * x2i + x1i * x1i * x2i).ToList();
|
---|
| 410 |
|
---|
| 411 | var ds = new Dataset(new string[] { "a", "b", "y" }, new[] { x1, x2, ys });
|
---|
| 412 | var problemData = new RegressionProblemData(ds, new string[] { "a", "b" }, "y");
|
---|
| 413 |
|
---|
| 414 | TestGrammarEnumeration(problemData);
|
---|
| 415 | }
|
---|
| 416 |
|
---|
| 417 | [TestMethod]
|
---|
| 418 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 419 | [TestProperty("Time", "short")]
|
---|
| 420 | public void MctsSymbReg_NoConstants_Misleading() {
|
---|
| 421 |
|
---|
| 422 | // y = a + baaaaa (the effect of the second term should be very small)
|
---|
| 423 | // the alg will quickly find that a has big effect and will search below a
|
---|
| 424 | // since we prevent a + a... the algorithm must find the correct expression via a + b...
|
---|
| 425 | // however b has a small effect so the branch might not be identified as relevant
|
---|
| 426 | var @as = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
| 427 | var bs = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
| 428 | var cs = Enumerable.Range(0, 100).Select(_ => rand.NextDouble() * 1.0e-3).ToList();
|
---|
| 429 | var ds = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
| 430 | var es = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
| 431 | var ys = new double[@as.Count];
|
---|
| 432 | for (int i = 0; i < ys.Length; i++)
|
---|
| 433 | ys[i] = @as[i] + bs[i] + @as[i] * bs[i] * cs[i];
|
---|
| 434 |
|
---|
| 435 | var dataset = new Dataset(new string[] { "a", "b", "c", "d", "e", "y" }, new[] { @as, bs, cs, ds, es, ys.ToList() });
|
---|
| 436 |
|
---|
| 437 | var problemData = new RegressionProblemData(dataset, new string[] { "a", "b", "c", "d", "e" }, "y");
|
---|
| 438 |
|
---|
| 439 | TestGrammarEnumeration(problemData);
|
---|
| 440 | }
|
---|
| 441 |
|
---|
| 442 | #region restricted structure but including numeric constants
|
---|
| 443 |
|
---|
| 444 | [TestMethod]
|
---|
| 445 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 446 | [TestProperty("Time", "short")]
|
---|
| 447 | public void MctsSymbRegKeijzer7() {
|
---|
| 448 | // ln(x)
|
---|
| 449 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
| 450 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 7 f(")));
|
---|
| 451 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 452 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 453 | TestGrammarEnumeration(regProblem);
|
---|
| 454 | }
|
---|
| 455 |
|
---|
| 456 |
|
---|
| 457 | [TestMethod]
|
---|
| 458 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 459 | [TestProperty("Time", "short")]
|
---|
| 460 | public void MctsSymbRegBenchmarkNguyen5() {
|
---|
| 461 | // sin(x²)cos(x) - 1
|
---|
| 462 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
| 463 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F5 ")));
|
---|
| 464 | TestGrammarEnumeration(regProblem);
|
---|
| 465 | }
|
---|
| 466 |
|
---|
| 467 | [TestMethod]
|
---|
| 468 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 469 | [TestProperty("Time", "short")]
|
---|
| 470 | public void MctsSymbRegBenchmarkNguyen6() {
|
---|
| 471 | // sin(x) + sin(x + x²)
|
---|
| 472 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
| 473 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F6 ")));
|
---|
| 474 | TestGrammarEnumeration(regProblem);
|
---|
| 475 | }
|
---|
| 476 |
|
---|
| 477 | [TestMethod]
|
---|
| 478 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 479 | [TestProperty("Time", "short")]
|
---|
| 480 | public void MctsSymbRegBenchmarkNguyen7() {
|
---|
| 481 | // log(x + 1) + log(x² + 1)
|
---|
| 482 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
| 483 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F7 ")));
|
---|
| 484 | TestGrammarEnumeration(regProblem);
|
---|
| 485 | }
|
---|
| 486 | [TestMethod]
|
---|
| 487 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 488 | [TestProperty("Time", "short")]
|
---|
| 489 | public void MctsSymbRegBenchmarkNguyen8() {
|
---|
| 490 | // Sqrt(x)
|
---|
| 491 | // = x ^ 0.5
|
---|
| 492 | // = exp(0.5 * log(x))
|
---|
| 493 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
| 494 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F8 ")));
|
---|
| 495 | TestGrammarEnumeration(regProblem);
|
---|
| 496 | }
|
---|
| 497 |
|
---|
| 498 | // [TestMethod]
|
---|
| 499 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 500 | [TestProperty("Time", "short")]
|
---|
| 501 | public void MctsSymbRegBenchmarkNguyen9() {
|
---|
| 502 | // sin(x) + sin(y²)
|
---|
| 503 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
| 504 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F9 ")));
|
---|
| 505 | TestGrammarEnumeration(regProblem);
|
---|
| 506 | }
|
---|
| 507 |
|
---|
| 508 | // [TestMethod]
|
---|
| 509 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 510 | [TestProperty("Time", "short")]
|
---|
| 511 | public void MctsSymbRegBenchmarkNguyen10() {
|
---|
| 512 | // 2sin(x)cos(y)
|
---|
| 513 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
| 514 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F10 ")));
|
---|
| 515 | TestGrammarEnumeration(regProblem);
|
---|
| 516 | }
|
---|
| 517 |
|
---|
| 518 | [TestMethod]
|
---|
| 519 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 520 | [TestProperty("Time", "short")]
|
---|
| 521 | public void MctsSymbRegBenchmarkNguyen11() {
|
---|
| 522 | // x ^ y , x > 0, y > 0
|
---|
| 523 | // = exp(y * log(x))
|
---|
| 524 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
| 525 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F11 ")));
|
---|
| 526 | TestGrammarEnumeration(regProblem);
|
---|
| 527 | }
|
---|
| 528 | [TestMethod]
|
---|
| 529 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 530 | [TestProperty("Time", "short")]
|
---|
| 531 | public void MctsSymbRegBenchmarkNguyen12() {
|
---|
| 532 | // x^4 - x³ + y²/2 - y
|
---|
| 533 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
| 534 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F12 ")));
|
---|
| 535 | TestGrammarEnumeration(regProblem);
|
---|
| 536 | }
|
---|
| 537 |
|
---|
| 538 | #endregion
|
---|
| 539 |
|
---|
| 540 | #region keijzer
|
---|
| 541 | [TestMethod]
|
---|
| 542 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 543 | [TestProperty("Time", "long")]
|
---|
| 544 | public void MctsSymbRegBenchmarkKeijzer5() {
|
---|
| 545 | // (30 * x * z) / ((x - 10) * y²)
|
---|
| 546 | // = 30 x z / (xy² - y²)
|
---|
| 547 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
| 548 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 5 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 MctsSymbRegBenchmarkKeijzer6() {
|
---|
| 558 | // Keijzer 6 f(x) = Sum(1 / i) From 1 to X , x \in [0..120]
|
---|
| 559 | // we can only approximate this
|
---|
| 560 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
| 561 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 6 f(")));
|
---|
| 562 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 563 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 564 | TestGrammarEnumeration(regProblem);
|
---|
| 565 | }
|
---|
| 566 |
|
---|
| 567 | [TestMethod]
|
---|
| 568 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 569 | [TestProperty("Time", "short")]
|
---|
| 570 | public void MctsSymbRegBenchmarkKeijzer8() {
|
---|
| 571 | // sqrt(x)
|
---|
| 572 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
| 573 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 8 f(")));
|
---|
| 574 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 575 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 576 | TestGrammarEnumeration(regProblem);
|
---|
| 577 | }
|
---|
| 578 |
|
---|
| 579 | [TestMethod]
|
---|
| 580 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 581 | [TestProperty("Time", "short")]
|
---|
| 582 | public void MctsSymbRegBenchmarkKeijzer9() {
|
---|
| 583 | // arcsinh(x) i.e. ln(x + sqrt(x² + 1))
|
---|
| 584 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
| 585 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 9 f(")));
|
---|
| 586 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 587 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 588 | TestGrammarEnumeration(regProblem);
|
---|
| 589 | }
|
---|
| 590 |
|
---|
| 591 | [TestMethod]
|
---|
| 592 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 593 | [TestProperty("Time", "short")]
|
---|
| 594 | public void MctsSymbRegBenchmarkKeijzer11() {
|
---|
| 595 | // xy + sin( (x-1) (y-1) )
|
---|
| 596 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider();
|
---|
| 597 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 11 f(")));
|
---|
| 598 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 599 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 600 | TestGrammarEnumeration(regProblem);
|
---|
| 601 | }
|
---|
| 602 |
|
---|
| 603 | [TestMethod]
|
---|
| 604 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 605 | [TestProperty("Time", "short")]
|
---|
| 606 | public void MctsSymbRegBenchmarkKeijzer12() {
|
---|
| 607 | // x^4 - x³ + y² / 2 - y, same as Nguyen 12
|
---|
| 608 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
| 609 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 12 f(")));
|
---|
| 610 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 611 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 612 | TestGrammarEnumeration(regProblem);
|
---|
| 613 | }
|
---|
| 614 |
|
---|
| 615 | [TestMethod]
|
---|
| 616 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 617 | [TestProperty("Time", "short")]
|
---|
| 618 | public void MctsSymbRegBenchmarkKeijzer14() {
|
---|
| 619 | // 8 / (2 + x² + y²)
|
---|
| 620 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
| 621 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 14 f(")));
|
---|
| 622 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 623 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 624 | TestGrammarEnumeration(regProblem);
|
---|
| 625 | }
|
---|
| 626 |
|
---|
| 627 | [TestMethod]
|
---|
| 628 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 629 | [TestProperty("Time", "short")]
|
---|
| 630 | public void MctsSymbRegBenchmarkKeijzer15() {
|
---|
| 631 | // x³ / 5 + y³ / 2 - y - x
|
---|
| 632 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
| 633 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 15 f(")));
|
---|
| 634 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 635 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 636 | TestGrammarEnumeration(regProblem);
|
---|
| 637 | }
|
---|
| 638 | #endregion
|
---|
| 639 |
|
---|
[15723] | 640 | #endif
|
---|
| 641 | #endregion
|
---|
[15712] | 642 | }
|
---|
| 643 | }
|
---|