1 | using System;
|
---|
2 | using System.Linq;
|
---|
3 | using HeuristicLab.Algorithms.DataAnalysis.SymRegGrammarEnumeration;
|
---|
4 | using HeuristicLab.Common;
|
---|
5 | using HeuristicLab.Core;
|
---|
6 | using HeuristicLab.Data;
|
---|
7 | using HeuristicLab.Optimization;
|
---|
8 | using HeuristicLab.Problems.DataAnalysis;
|
---|
9 | using HeuristicLab.Random;
|
---|
10 | using Microsoft.VisualStudio.TestTools.UnitTesting;
|
---|
11 |
|
---|
12 | namespace HeuristicLab.Algorithms.DataAnalysis.MctsSymbolicRegression {
|
---|
13 | [TestClass]
|
---|
14 | public class MctsSymbolicRegressionTest {
|
---|
15 | private const int Seed = 1234;
|
---|
16 | private IRandom rand;
|
---|
17 |
|
---|
18 | private const double SuccessThreshold = 0.9999999;
|
---|
19 |
|
---|
20 | private GrammarEnumerationAlgorithm alg;
|
---|
21 | private RegressionProblem problem;
|
---|
22 |
|
---|
23 | [TestInitialize]
|
---|
24 | public void InitTest() {
|
---|
25 | Console.Write("init called... ");
|
---|
26 | rand = new FastRandom(Seed);
|
---|
27 |
|
---|
28 | alg = new GrammarEnumerationAlgorithm();
|
---|
29 | problem = new RegressionProblem();
|
---|
30 | alg.Problem = problem;
|
---|
31 | alg.GuiUpdateInterval = int.MaxValue;
|
---|
32 | }
|
---|
33 |
|
---|
34 | [TestCleanup()]
|
---|
35 | public void Cleanup() {
|
---|
36 | if (alg.BestTrainingSentence != null) {
|
---|
37 | Console.WriteLine("Training: " + alg.Grammar.PostfixToInfixParser(alg.BestTrainingSentence));
|
---|
38 | }
|
---|
39 | if (alg.BestTestSentence != null) {
|
---|
40 | Console.WriteLine("Test: " + alg.Grammar.PostfixToInfixParser(alg.BestTestSentence));
|
---|
41 | }
|
---|
42 | }
|
---|
43 |
|
---|
44 |
|
---|
45 | private void TestGrammarEnumeration(IRegressionProblemData problemData) {
|
---|
46 | alg.Problem.ProblemData = problemData;
|
---|
47 |
|
---|
48 | // Run
|
---|
49 | alg.Start();
|
---|
50 |
|
---|
51 | // Evaluate results
|
---|
52 | var eps = 1.0 - SuccessThreshold;
|
---|
53 |
|
---|
54 | // Check if algorithm terminated correctly
|
---|
55 | Assert.IsTrue(alg.Results.ContainsKey("Best solution quality (training)"), "No training solution returned!");
|
---|
56 | Assert.IsTrue(alg.Results.ContainsKey("Best solution quality (test)"), "No test solution returned!");
|
---|
57 |
|
---|
58 | // Check resultss
|
---|
59 | Assert.AreEqual(1.0, ((DoubleValue)alg.Results["Best solution quality (training)"].Value).Value, eps, "Training quality too low!");
|
---|
60 | Assert.AreEqual(1.0, ((DoubleValue)alg.Results["Best solution quality (test)"].Value).Value, eps, "Test quality too low!");
|
---|
61 |
|
---|
62 | // Check overfitting
|
---|
63 | Assert.AreEqual(alg.Grammar.CalcHashCode(alg.BestTrainingSentence),
|
---|
64 | alg.Grammar.CalcHashCode(alg.BestTestSentence),
|
---|
65 | "Training and Test solution are not equal!");
|
---|
66 | }
|
---|
67 |
|
---|
68 |
|
---|
69 | #region test structure search (no constants)
|
---|
70 | [TestMethod]
|
---|
71 | [TestProperty("Goal", "structure search")]
|
---|
72 | public void MctsSymbReg_NoConstants_Nguyen1() {
|
---|
73 | // x³ + x² + x
|
---|
74 | alg.MaxTreeSize = 15;
|
---|
75 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
76 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F1 ")));
|
---|
77 | TestGrammarEnumeration(regProblem);
|
---|
78 | }
|
---|
79 |
|
---|
80 | [TestMethod]
|
---|
81 | [TestProperty("Goal", "structure search")]
|
---|
82 | public void MctsSymbReg_NoConstants_Nguyen2() {
|
---|
83 | // x^4 + x³ + x² + x
|
---|
84 | alg.MaxTreeSize = 20;
|
---|
85 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
86 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F2 ")));
|
---|
87 | TestGrammarEnumeration(regProblem);
|
---|
88 | }
|
---|
89 |
|
---|
90 | /* NEXT UP
|
---|
91 | [TestMethod]
|
---|
92 | [TestProperty("Goal", "structure search")]
|
---|
93 | public void MctsSymbReg_NoConstants_Nguyen3() {
|
---|
94 | // x^5 + x^4 + x³ + x² + x
|
---|
95 | alg.MaxTreeSize = 25;
|
---|
96 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
97 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F3 ")));
|
---|
98 | TestGrammarEnumeration(regProblem);
|
---|
99 | }
|
---|
100 | [TestMethod]
|
---|
101 | [TestProperty("Goal", "structure search")]
|
---|
102 | public void MctsSymbReg_NoConstants_Nguyen4() {
|
---|
103 |
|
---|
104 | // x^6 + x^5 + x^4 + x³ + x² + x
|
---|
105 | alg.MaxTreeSize = 30;
|
---|
106 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
107 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F4 ")));
|
---|
108 | TestGrammarEnumeration(regProblem);
|
---|
109 | } */
|
---|
110 |
|
---|
111 |
|
---|
112 | #endregion
|
---|
113 |
|
---|
114 | #region TODO
|
---|
115 |
|
---|
116 | #if false
|
---|
117 | [TestMethod]
|
---|
118 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
119 | [TestProperty("Time", "short")]
|
---|
120 | public void MctsSymbReg_NoConstants_Nguyen7() {
|
---|
121 | // log(x + 1) + log(x² + 1)
|
---|
122 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
123 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F7 ")));
|
---|
124 | TestGrammarEnumeration(regProblem);
|
---|
125 | }
|
---|
126 |
|
---|
127 | [TestMethod]
|
---|
128 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
129 | [TestProperty("Time", "short")]
|
---|
130 | public void MctsSymbReg_NoConstants_Poly10_Part1() {
|
---|
131 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
|
---|
132 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
|
---|
133 |
|
---|
134 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
|
---|
135 | // Y' = X1*X2 + X3*X4 + X5*X6
|
---|
136 | // simplify problem by changing target
|
---|
137 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
|
---|
138 | var ys = ds.GetDoubleValues("Y").ToArray();
|
---|
139 | var x1 = ds.GetDoubleValues("X1").ToArray();
|
---|
140 | var x2 = ds.GetDoubleValues("X2").ToArray();
|
---|
141 | var x3 = ds.GetDoubleValues("X3").ToArray();
|
---|
142 | var x4 = ds.GetDoubleValues("X4").ToArray();
|
---|
143 | var x5 = ds.GetDoubleValues("X5").ToArray();
|
---|
144 | var x6 = ds.GetDoubleValues("X6").ToArray();
|
---|
145 | var x7 = ds.GetDoubleValues("X7").ToArray();
|
---|
146 | var x8 = ds.GetDoubleValues("X8").ToArray();
|
---|
147 | var x9 = ds.GetDoubleValues("X9").ToArray();
|
---|
148 | var x10 = ds.GetDoubleValues("X10").ToArray();
|
---|
149 | for (int i = 0; i < ys.Length; i++) {
|
---|
150 | ys[i] -= x1[i] * x7[i] * x9[i];
|
---|
151 | ys[i] -= x3[i] * x6[i] * x10[i];
|
---|
152 | }
|
---|
153 | ds.ReplaceVariable("Y", ys.ToList());
|
---|
154 |
|
---|
155 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
|
---|
156 |
|
---|
157 | TestGrammarEnumeration(modifiedProblemData);
|
---|
158 | }
|
---|
159 |
|
---|
160 | [TestMethod]
|
---|
161 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
162 | [TestProperty("Time", "short")]
|
---|
163 | public void MctsSymbReg_NoConstants_Poly10_Part2() {
|
---|
164 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
|
---|
165 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
|
---|
166 |
|
---|
167 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
|
---|
168 | // Y' = X1*X7*X9 + X3*X6*X10
|
---|
169 | // simplify problem by changing target
|
---|
170 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
|
---|
171 | var ys = ds.GetDoubleValues("Y").ToArray();
|
---|
172 | var x1 = ds.GetDoubleValues("X1").ToArray();
|
---|
173 | var x2 = ds.GetDoubleValues("X2").ToArray();
|
---|
174 | var x3 = ds.GetDoubleValues("X3").ToArray();
|
---|
175 | var x4 = ds.GetDoubleValues("X4").ToArray();
|
---|
176 | var x5 = ds.GetDoubleValues("X5").ToArray();
|
---|
177 | var x6 = ds.GetDoubleValues("X6").ToArray();
|
---|
178 | var x7 = ds.GetDoubleValues("X7").ToArray();
|
---|
179 | var x8 = ds.GetDoubleValues("X8").ToArray();
|
---|
180 | var x9 = ds.GetDoubleValues("X9").ToArray();
|
---|
181 | var x10 = ds.GetDoubleValues("X10").ToArray();
|
---|
182 | for (int i = 0; i < ys.Length; i++) {
|
---|
183 | ys[i] -= x1[i] * x2[i];
|
---|
184 | ys[i] -= x3[i] * x4[i];
|
---|
185 | ys[i] -= x5[i] * x6[i];
|
---|
186 | }
|
---|
187 | ds.ReplaceVariable("Y", ys.ToList());
|
---|
188 |
|
---|
189 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
|
---|
190 |
|
---|
191 | TestGrammarEnumeration(modifiedProblemData);
|
---|
192 | }
|
---|
193 |
|
---|
194 | [TestMethod]
|
---|
195 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
196 | [TestProperty("Time", "short")]
|
---|
197 | public void MctsSymbReg_NoConstants_Poly10_Part3() {
|
---|
198 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
|
---|
199 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
|
---|
200 |
|
---|
201 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
|
---|
202 | // Y' = X1*X2 + X1*X7*X9
|
---|
203 | // simplify problem by changing target
|
---|
204 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
|
---|
205 | var ys = ds.GetDoubleValues("Y").ToArray();
|
---|
206 | var x1 = ds.GetDoubleValues("X1").ToArray();
|
---|
207 | var x2 = ds.GetDoubleValues("X2").ToArray();
|
---|
208 | var x3 = ds.GetDoubleValues("X3").ToArray();
|
---|
209 | var x4 = ds.GetDoubleValues("X4").ToArray();
|
---|
210 | var x5 = ds.GetDoubleValues("X5").ToArray();
|
---|
211 | var x6 = ds.GetDoubleValues("X6").ToArray();
|
---|
212 | var x7 = ds.GetDoubleValues("X7").ToArray();
|
---|
213 | var x8 = ds.GetDoubleValues("X8").ToArray();
|
---|
214 | var x9 = ds.GetDoubleValues("X9").ToArray();
|
---|
215 | var x10 = ds.GetDoubleValues("X10").ToArray();
|
---|
216 | for (int i = 0; i < ys.Length; i++) {
|
---|
217 | ys[i] -= x3[i] * x4[i];
|
---|
218 | ys[i] -= x5[i] * x6[i];
|
---|
219 | ys[i] -= x3[i] * x6[i] * x10[i];
|
---|
220 | }
|
---|
221 | ds.ReplaceVariable("Y", ys.ToList());
|
---|
222 |
|
---|
223 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
|
---|
224 |
|
---|
225 | TestGrammarEnumeration(modifiedProblemData);
|
---|
226 | }
|
---|
227 |
|
---|
228 | [TestMethod]
|
---|
229 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
230 | [TestProperty("Time", "short")]
|
---|
231 | public void MctsSymbReg_NoConstants_Poly10_Part4() {
|
---|
232 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
|
---|
233 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
|
---|
234 |
|
---|
235 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
|
---|
236 | // Y' = X3*X4 + X5*X6 + X3*X6*X10
|
---|
237 | // simplify problem by changing target
|
---|
238 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
|
---|
239 | var ys = ds.GetDoubleValues("Y").ToArray();
|
---|
240 | var x1 = ds.GetDoubleValues("X1").ToArray();
|
---|
241 | var x2 = ds.GetDoubleValues("X2").ToArray();
|
---|
242 | var x3 = ds.GetDoubleValues("X3").ToArray();
|
---|
243 | var x4 = ds.GetDoubleValues("X4").ToArray();
|
---|
244 | var x5 = ds.GetDoubleValues("X5").ToArray();
|
---|
245 | var x6 = ds.GetDoubleValues("X6").ToArray();
|
---|
246 | var x7 = ds.GetDoubleValues("X7").ToArray();
|
---|
247 | var x8 = ds.GetDoubleValues("X8").ToArray();
|
---|
248 | var x9 = ds.GetDoubleValues("X9").ToArray();
|
---|
249 | var x10 = ds.GetDoubleValues("X10").ToArray();
|
---|
250 | for (int i = 0; i < ys.Length; i++) {
|
---|
251 | ys[i] -= x1[i] * x2[i];
|
---|
252 | ys[i] -= x1[i] * x7[i] * x9[i];
|
---|
253 | }
|
---|
254 | ds.ReplaceVariable("Y", ys.ToList());
|
---|
255 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
|
---|
256 |
|
---|
257 |
|
---|
258 | TestGrammarEnumeration(modifiedProblemData);
|
---|
259 | }
|
---|
260 |
|
---|
261 | [TestMethod]
|
---|
262 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
263 | [TestProperty("Time", "short")]
|
---|
264 | public void MctsSymbReg_NoConstants_Poly10_Part5() {
|
---|
265 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
|
---|
266 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
|
---|
267 |
|
---|
268 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
|
---|
269 | // Y' = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9
|
---|
270 | // simplify problem by changing target
|
---|
271 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
|
---|
272 | var ys = ds.GetDoubleValues("Y").ToArray();
|
---|
273 | var x1 = ds.GetDoubleValues("X1").ToArray();
|
---|
274 | var x2 = ds.GetDoubleValues("X2").ToArray();
|
---|
275 | var x3 = ds.GetDoubleValues("X3").ToArray();
|
---|
276 | var x4 = ds.GetDoubleValues("X4").ToArray();
|
---|
277 | var x5 = ds.GetDoubleValues("X5").ToArray();
|
---|
278 | var x6 = ds.GetDoubleValues("X6").ToArray();
|
---|
279 | var x7 = ds.GetDoubleValues("X7").ToArray();
|
---|
280 | var x8 = ds.GetDoubleValues("X8").ToArray();
|
---|
281 | var x9 = ds.GetDoubleValues("X9").ToArray();
|
---|
282 | var x10 = ds.GetDoubleValues("X10").ToArray();
|
---|
283 | for (int i = 0; i < ys.Length; i++) {
|
---|
284 | ys[i] -= x3[i] * x6[i] * x10[i];
|
---|
285 | }
|
---|
286 | ds.ReplaceVariable("Y", ys.ToList());
|
---|
287 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
|
---|
288 |
|
---|
289 |
|
---|
290 | TestGrammarEnumeration(modifiedProblemData);
|
---|
291 | }
|
---|
292 |
|
---|
293 | [TestMethod]
|
---|
294 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
295 | [TestProperty("Time", "short")]
|
---|
296 | public void MctsSymbReg_NoConstants_Poly10_Part6() {
|
---|
297 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
|
---|
298 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
|
---|
299 |
|
---|
300 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
|
---|
301 | // Y' = X1*X2 + X3*X4 + X5*X6 + X3*X6*X10
|
---|
302 | // simplify problem by changing target
|
---|
303 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
|
---|
304 | var ys = ds.GetDoubleValues("Y").ToArray();
|
---|
305 | var x1 = ds.GetDoubleValues("X1").ToArray();
|
---|
306 | var x2 = ds.GetDoubleValues("X2").ToArray();
|
---|
307 | var x3 = ds.GetDoubleValues("X3").ToArray();
|
---|
308 | var x4 = ds.GetDoubleValues("X4").ToArray();
|
---|
309 | var x5 = ds.GetDoubleValues("X5").ToArray();
|
---|
310 | var x6 = ds.GetDoubleValues("X6").ToArray();
|
---|
311 | var x7 = ds.GetDoubleValues("X7").ToArray();
|
---|
312 | var x8 = ds.GetDoubleValues("X8").ToArray();
|
---|
313 | var x9 = ds.GetDoubleValues("X9").ToArray();
|
---|
314 | var x10 = ds.GetDoubleValues("X10").ToArray();
|
---|
315 | for (int i = 0; i < ys.Length; i++) {
|
---|
316 | ys[i] -= x1[i] * x7[i] * x9[i];
|
---|
317 | }
|
---|
318 | ds.ReplaceVariable("Y", ys.ToList());
|
---|
319 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
|
---|
320 |
|
---|
321 | TestGrammarEnumeration(modifiedProblemData);
|
---|
322 | }
|
---|
323 |
|
---|
324 |
|
---|
325 | [TestMethod]
|
---|
326 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
327 | [TestProperty("Time", "long")]
|
---|
328 | public void MctsSymbReg_NoConstants_Poly10_250rows() {
|
---|
329 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
|
---|
330 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
|
---|
331 | regProblem.TrainingPartition.Start = 0;
|
---|
332 | regProblem.TrainingPartition.End = regProblem.Dataset.Rows;
|
---|
333 | regProblem.TestPartition.Start = 0;
|
---|
334 | regProblem.TestPartition.End = 2;
|
---|
335 | TestGrammarEnumeration(regProblem);
|
---|
336 | }
|
---|
337 |
|
---|
338 | [TestMethod]
|
---|
339 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
340 | [TestProperty("Time", "long")]
|
---|
341 | public void MctsSymbReg_NoConstants_Poly10_10000rows() {
|
---|
342 | // as poly-10 but more rows
|
---|
343 | var x1 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
344 | var x2 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
345 | var x3 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
346 | var x4 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
347 | var x5 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
348 | var x6 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
349 | var x7 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
350 | var x8 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
351 | var x9 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
352 | var x10 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
353 | var ys = new List<double>();
|
---|
354 | for (int i = 0; i < x1.Count; i++) {
|
---|
355 | 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]);
|
---|
356 | }
|
---|
357 |
|
---|
358 | var ds = new Dataset(new string[] { "a", "b", "c", "d", "e", "f", "g", "h", "i", "j", "y" },
|
---|
359 | new[] { x1, x2, x3, x4, x5, x6, x7, x8, x9, x10, ys });
|
---|
360 |
|
---|
361 |
|
---|
362 | var problemData = new RegressionProblemData(ds, new string[] { "a", "b", "c", "d", "e", "f", "g", "h", "i", "j" }, "y");
|
---|
363 |
|
---|
364 | problemData.TrainingPartition.Start = 0;
|
---|
365 | problemData.TrainingPartition.End = problemData.Dataset.Rows;
|
---|
366 | problemData.TestPartition.Start = 0;
|
---|
367 | problemData.TestPartition.End = 2; // must not be empty
|
---|
368 |
|
---|
369 |
|
---|
370 | TestGrammarEnumeration(problemData);
|
---|
371 | }
|
---|
372 |
|
---|
373 | [TestMethod]
|
---|
374 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
375 | [TestProperty("Time", "short")]
|
---|
376 | public void MctsSymbReg_NoConstants_TwoVars() {
|
---|
377 |
|
---|
378 | // y = x1 + x2 + x1*x2 + x1*x2*x2 + x1*x1*x2
|
---|
379 | var x1 = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
380 | var x2 = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
381 | var ys = x1.Zip(x2, (x1i, x2i) => x1i + x2i + x1i * x2i + x1i * x2i * x2i + x1i * x1i * x2i).ToList();
|
---|
382 |
|
---|
383 | var ds = new Dataset(new string[] { "a", "b", "y" }, new[] { x1, x2, ys });
|
---|
384 | var problemData = new RegressionProblemData(ds, new string[] { "a", "b" }, "y");
|
---|
385 |
|
---|
386 | TestGrammarEnumeration(problemData);
|
---|
387 | }
|
---|
388 |
|
---|
389 | [TestMethod]
|
---|
390 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
391 | [TestProperty("Time", "short")]
|
---|
392 | public void MctsSymbReg_NoConstants_Misleading() {
|
---|
393 |
|
---|
394 | // y = a + baaaaa (the effect of the second term should be very small)
|
---|
395 | // the alg will quickly find that a has big effect and will search below a
|
---|
396 | // since we prevent a + a... the algorithm must find the correct expression via a + b...
|
---|
397 | // however b has a small effect so the branch might not be identified as relevant
|
---|
398 | var @as = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
399 | var bs = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
400 | var cs = Enumerable.Range(0, 100).Select(_ => rand.NextDouble() * 1.0e-3).ToList();
|
---|
401 | var ds = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
402 | var es = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
403 | var ys = new double[@as.Count];
|
---|
404 | for (int i = 0; i < ys.Length; i++)
|
---|
405 | ys[i] = @as[i] + bs[i] + @as[i] * bs[i] * cs[i];
|
---|
406 |
|
---|
407 | var dataset = new Dataset(new string[] { "a", "b", "c", "d", "e", "y" }, new[] { @as, bs, cs, ds, es, ys.ToList() });
|
---|
408 |
|
---|
409 | var problemData = new RegressionProblemData(dataset, new string[] { "a", "b", "c", "d", "e" }, "y");
|
---|
410 |
|
---|
411 | TestGrammarEnumeration(problemData);
|
---|
412 | }
|
---|
413 |
|
---|
414 | #region restricted structure but including numeric constants
|
---|
415 |
|
---|
416 | [TestMethod]
|
---|
417 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
418 | [TestProperty("Time", "short")]
|
---|
419 | public void MctsSymbRegKeijzer7() {
|
---|
420 | // ln(x)
|
---|
421 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
422 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 7 f(")));
|
---|
423 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
424 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
425 | TestGrammarEnumeration(regProblem);
|
---|
426 | }
|
---|
427 |
|
---|
428 |
|
---|
429 | [TestMethod]
|
---|
430 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
431 | [TestProperty("Time", "short")]
|
---|
432 | public void MctsSymbRegBenchmarkNguyen5() {
|
---|
433 | // sin(x²)cos(x) - 1
|
---|
434 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
435 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F5 ")));
|
---|
436 | TestGrammarEnumeration(regProblem);
|
---|
437 | }
|
---|
438 |
|
---|
439 | [TestMethod]
|
---|
440 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
441 | [TestProperty("Time", "short")]
|
---|
442 | public void MctsSymbRegBenchmarkNguyen6() {
|
---|
443 | // sin(x) + sin(x + x²)
|
---|
444 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
445 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F6 ")));
|
---|
446 | TestGrammarEnumeration(regProblem);
|
---|
447 | }
|
---|
448 |
|
---|
449 | [TestMethod]
|
---|
450 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
451 | [TestProperty("Time", "short")]
|
---|
452 | public void MctsSymbRegBenchmarkNguyen7() {
|
---|
453 | // log(x + 1) + log(x² + 1)
|
---|
454 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
455 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F7 ")));
|
---|
456 | TestGrammarEnumeration(regProblem);
|
---|
457 | }
|
---|
458 | [TestMethod]
|
---|
459 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
460 | [TestProperty("Time", "short")]
|
---|
461 | public void MctsSymbRegBenchmarkNguyen8() {
|
---|
462 | // Sqrt(x)
|
---|
463 | // = x ^ 0.5
|
---|
464 | // = exp(0.5 * log(x))
|
---|
465 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
466 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F8 ")));
|
---|
467 | TestGrammarEnumeration(regProblem);
|
---|
468 | }
|
---|
469 |
|
---|
470 | // [TestMethod]
|
---|
471 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
472 | [TestProperty("Time", "short")]
|
---|
473 | public void MctsSymbRegBenchmarkNguyen9() {
|
---|
474 | // sin(x) + sin(y²)
|
---|
475 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
476 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F9 ")));
|
---|
477 | TestGrammarEnumeration(regProblem);
|
---|
478 | }
|
---|
479 |
|
---|
480 | // [TestMethod]
|
---|
481 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
482 | [TestProperty("Time", "short")]
|
---|
483 | public void MctsSymbRegBenchmarkNguyen10() {
|
---|
484 | // 2sin(x)cos(y)
|
---|
485 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
486 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F10 ")));
|
---|
487 | TestGrammarEnumeration(regProblem);
|
---|
488 | }
|
---|
489 |
|
---|
490 | [TestMethod]
|
---|
491 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
492 | [TestProperty("Time", "short")]
|
---|
493 | public void MctsSymbRegBenchmarkNguyen11() {
|
---|
494 | // x ^ y , x > 0, y > 0
|
---|
495 | // = exp(y * log(x))
|
---|
496 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
497 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F11 ")));
|
---|
498 | TestGrammarEnumeration(regProblem);
|
---|
499 | }
|
---|
500 | [TestMethod]
|
---|
501 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
502 | [TestProperty("Time", "short")]
|
---|
503 | public void MctsSymbRegBenchmarkNguyen12() {
|
---|
504 | // x^4 - x³ + y²/2 - y
|
---|
505 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
506 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F12 ")));
|
---|
507 | TestGrammarEnumeration(regProblem);
|
---|
508 | }
|
---|
509 |
|
---|
510 | #endregion
|
---|
511 |
|
---|
512 | #region keijzer
|
---|
513 | [TestMethod]
|
---|
514 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
515 | [TestProperty("Time", "long")]
|
---|
516 | public void MctsSymbRegBenchmarkKeijzer5() {
|
---|
517 | // (30 * x * z) / ((x - 10) * y²)
|
---|
518 | // = 30 x z / (xy² - y²)
|
---|
519 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
520 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 5 f(")));
|
---|
521 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
522 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
523 | TestGrammarEnumeration(regProblem);
|
---|
524 | }
|
---|
525 |
|
---|
526 | [TestMethod]
|
---|
527 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
528 | [TestProperty("Time", "short")]
|
---|
529 | public void MctsSymbRegBenchmarkKeijzer6() {
|
---|
530 | // Keijzer 6 f(x) = Sum(1 / i) From 1 to X , x \in [0..120]
|
---|
531 | // we can only approximate this
|
---|
532 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
533 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 6 f(")));
|
---|
534 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
535 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
536 | TestGrammarEnumeration(regProblem);
|
---|
537 | }
|
---|
538 |
|
---|
539 | [TestMethod]
|
---|
540 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
541 | [TestProperty("Time", "short")]
|
---|
542 | public void MctsSymbRegBenchmarkKeijzer8() {
|
---|
543 | // sqrt(x)
|
---|
544 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
545 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 8 f(")));
|
---|
546 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
547 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
548 | TestGrammarEnumeration(regProblem);
|
---|
549 | }
|
---|
550 |
|
---|
551 | [TestMethod]
|
---|
552 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
553 | [TestProperty("Time", "short")]
|
---|
554 | public void MctsSymbRegBenchmarkKeijzer9() {
|
---|
555 | // arcsinh(x) i.e. ln(x + sqrt(x² + 1))
|
---|
556 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
557 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 9 f(")));
|
---|
558 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
559 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
560 | TestGrammarEnumeration(regProblem);
|
---|
561 | }
|
---|
562 |
|
---|
563 | [TestMethod]
|
---|
564 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
565 | [TestProperty("Time", "short")]
|
---|
566 | public void MctsSymbRegBenchmarkKeijzer11() {
|
---|
567 | // xy + sin( (x-1) (y-1) )
|
---|
568 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider();
|
---|
569 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 11 f(")));
|
---|
570 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
571 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
572 | TestGrammarEnumeration(regProblem);
|
---|
573 | }
|
---|
574 |
|
---|
575 | [TestMethod]
|
---|
576 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
577 | [TestProperty("Time", "short")]
|
---|
578 | public void MctsSymbRegBenchmarkKeijzer12() {
|
---|
579 | // x^4 - x³ + y² / 2 - y, same as Nguyen 12
|
---|
580 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
581 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 12 f(")));
|
---|
582 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
583 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
584 | TestGrammarEnumeration(regProblem);
|
---|
585 | }
|
---|
586 |
|
---|
587 | [TestMethod]
|
---|
588 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
589 | [TestProperty("Time", "short")]
|
---|
590 | public void MctsSymbRegBenchmarkKeijzer14() {
|
---|
591 | // 8 / (2 + x² + y²)
|
---|
592 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
593 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 14 f(")));
|
---|
594 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
595 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
596 | TestGrammarEnumeration(regProblem);
|
---|
597 | }
|
---|
598 |
|
---|
599 | [TestMethod]
|
---|
600 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
601 | [TestProperty("Time", "short")]
|
---|
602 | public void MctsSymbRegBenchmarkKeijzer15() {
|
---|
603 | // x³ / 5 + y³ / 2 - y - x
|
---|
604 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
605 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 15 f(")));
|
---|
606 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
607 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
608 | TestGrammarEnumeration(regProblem);
|
---|
609 | }
|
---|
610 | #endregion
|
---|
611 |
|
---|
612 | #endif
|
---|
613 | #endregion
|
---|
614 | }
|
---|
615 | }
|
---|