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.Algorithms.DataAnalysis.SymRegGrammarEnumeration.GrammarEnumeration;
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5 | using HeuristicLab.Common;
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6 | using HeuristicLab.Core;
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7 | using HeuristicLab.Data;
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8 | using HeuristicLab.Optimization;
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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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14 | [TestClass]
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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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19 | private const double SuccessThreshold = 0.9999999;
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20 |
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21 | private GrammarEnumerationAlgorithm alg;
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22 | private RegressionProblem problem;
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23 |
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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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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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33 | }
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34 |
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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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44 |
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45 |
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46 | private void EvaluateGrammarEnumeration() {
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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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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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62 | }
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63 |
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64 |
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65 | #region test structure search (no constants)
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66 | [TestMethod]
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67 | [TestProperty("Goal", "structure search")]
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68 | public void MctsSymbReg_NoConstants_Nguyen1() {
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69 | // x³ + x² + x
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70 | alg.MaxTreeSize = 30;
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71 | Console.WriteLine(alg.MaxTreeSize);
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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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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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101 | }
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102 |
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103 | [TestMethod]
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104 | [TestProperty("Goal", "structure search")]
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105 | public void MctsSymbReg_NoConstants_Nguyen2() {
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106 | // x^4 + x³ + x² + x
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107 | alg.MaxTreeSize = 30;
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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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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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116 | }
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117 |
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118 | /* NEXT UP
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119 | [TestMethod]
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120 | [TestProperty("Goal", "structure search")]
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121 | public void MctsSymbReg_NoConstants_Nguyen3() {
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122 | // x^5 + x^4 + x³ + x² + x
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123 | alg.MaxTreeSize = 25;
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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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129 | [TestProperty("Goal", "structure search")]
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130 | public void MctsSymbReg_NoConstants_Nguyen4() {
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131 |
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132 | // x^6 + x^5 + x^4 + x³ + x² + x
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133 | alg.MaxTreeSize = 30;
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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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137 | } */
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138 |
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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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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);
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350 | }
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351 |
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352 |
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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;
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361 | regProblem.TestPartition.Start = 0;
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362 | regProblem.TestPartition.End = 2;
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363 | TestGrammarEnumeration(regProblem);
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364 | }
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365 |
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366 | [TestMethod]
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367 | [TestCategory("Algorithms.DataAnalysis")]
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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();
|
---|
373 | var x3 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
374 | var x4 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
375 | var x5 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
376 | var x6 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
377 | var x7 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
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();
|
---|
380 | var x10 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
381 | var ys = new List<double>();
|
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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]);
|
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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");
|
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391 |
|
---|
392 | problemData.TrainingPartition.Start = 0;
|
---|
393 | problemData.TrainingPartition.End = problemData.Dataset.Rows;
|
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394 | problemData.TestPartition.Start = 0;
|
---|
395 | problemData.TestPartition.End = 2; // must not be empty
|
---|
396 |
|
---|
397 |
|
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398 | TestGrammarEnumeration(problemData);
|
---|
399 | }
|
---|
400 |
|
---|
401 | [TestMethod]
|
---|
402 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
403 | [TestProperty("Time", "short")]
|
---|
404 | public void MctsSymbReg_NoConstants_TwoVars() {
|
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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 |
|
---|
640 | #endif
|
---|
641 | #endregion
|
---|
642 | }
|
---|
643 | }
|
---|