1 | using System;
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2 | using System.Diagnostics;
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3 | using System.Linq;
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4 | using HeuristicLab.Algorithms.DataAnalysis.SymRegGrammarEnumeration;
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5 | using HeuristicLab.Algorithms.DataAnalysis.SymRegGrammarEnumeration.GrammarEnumeration;
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6 | using HeuristicLab.Common;
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7 | using HeuristicLab.Core;
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8 | using HeuristicLab.Data;
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9 | using HeuristicLab.Optimization;
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10 | using HeuristicLab.Problems.DataAnalysis;
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11 | using HeuristicLab.Random;
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12 | using Microsoft.VisualStudio.TestTools.UnitTesting;
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13 |
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14 | namespace HeuristicLab.Algorithms.DataAnalysis.MctsSymbolicRegression {
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15 | [TestClass]
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16 | public class MctsSymbolicRegressionTest {
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17 | private const int Seed = 1234;
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18 | private IRandom rand;
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19 |
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20 | private const double SuccessThreshold = 0.9999999;
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21 |
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22 | private GrammarEnumerationAlgorithm alg;
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23 | private RegressionProblem problem;
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24 |
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25 | [TestInitialize]
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26 | public void InitTest() {
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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 | }
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41 |
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42 |
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43 | private void EvaluateGrammarEnumeration() {
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44 | // Evaluate results
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45 | var eps = 1.0 - SuccessThreshold;
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46 |
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47 | // Check if algorithm terminated correctly
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48 | Assert.IsTrue(alg.Results.ContainsKey("Best solution (Training)"), "No training solution returned!");
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49 |
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50 | // Check resultss
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51 | Assert.AreEqual(1.0, ((IRegressionSolution)alg.Results["Best solution (Training)"].Value).TestRSquared, eps, "Test quality too low!");
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52 | }
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53 |
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54 |
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55 | [TestMethod]
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56 | [TestProperty("Goal", "structure search")]
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57 | public void MctsSymbReg_NoConstants_Nguyen1() {
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58 | // x³ + x² + x
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59 | alg.MaxTreeSize = 15;
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60 | Console.WriteLine(alg.MaxTreeSize);
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61 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
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62 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F1 ")));
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63 | alg.Problem.ProblemData = regProblem;
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64 |
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65 | alg.Start();
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66 |
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67 | TerminalSymbol varSymbol = alg.Grammar.Var.VariableTerminalSymbols.First();
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68 | TerminalSymbol mulSymbol = alg.Grammar.Multiplication;
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69 | TerminalSymbol addSymbol = alg.Grammar.Addition;
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70 |
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71 | SymbolString targetSolution = new SymbolString(new[] {
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72 | varSymbol, varSymbol, varSymbol, mulSymbol, mulSymbol,
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73 | varSymbol, varSymbol, mulSymbol, addSymbol,
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74 | varSymbol, addSymbol
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75 | });
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76 |
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77 | int targetSolutionHash = alg.Grammar.CalcHashCode(targetSolution);
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78 | int actualSolutionHash = alg.Grammar.CalcHashCode(alg.BestTrainingSentence);
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79 |
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80 | Assert.IsTrue(alg.DistinctSentences.ContainsKey(actualSolutionHash), "Actual solution was not generated!");
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81 |
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82 | Assert.AreEqual(targetSolutionHash, actualSolutionHash, "Actual solution was not recognized as best one.");
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83 |
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84 | // Evaluate
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85 | EvaluateGrammarEnumeration();
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86 | }
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87 |
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88 | // Too "large" target model for now...
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89 | //[TestMethod]
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90 | [TestProperty("Goal", "structure search")]
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91 | public void MctsSymbReg_NoConstants_Nguyen2() {
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92 | // x^4 + x³ + x² + x
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93 | alg.MaxTreeSize = 20;
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94 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
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95 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F2 ")));
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96 | alg.Problem.ProblemData = regProblem;
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97 |
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98 | alg.Start();
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99 | EvaluateGrammarEnumeration();
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100 | }
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101 |
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102 | // Too "large" target model for now...
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103 | //[TestMethod]
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104 | [TestProperty("Goal", "structure search")]
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105 | public void MctsSymbReg_NoConstants_Nguyen3() {
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106 | // x^5 + x^4 + x^3 + x^2 + x
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107 | alg.MaxTreeSize = 32;
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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("F3 ")));
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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 | EvaluateGrammarEnumeration();
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115 | }
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116 |
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117 | [TestMethod]
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118 | [TestProperty("Goal", "structure search")]
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119 | public void MctsSymbReg_NoConstants_Nguyen6() {
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120 | // sin(x) + sin(x + x²)
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121 | alg.MaxTreeSize = 15;
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122 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
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123 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F6 ")));
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124 | alg.Problem.ProblemData = regProblem;
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125 |
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126 | alg.Start();
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127 | EvaluateGrammarEnumeration();
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128 | }
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129 |
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130 | [TestMethod]
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131 | [TestProperty("Goal", "structure search")]
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132 | public void MctsSymbReg_NoConstants_Nguyen9() {
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133 | // sin(x) + sin(y²)
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134 | alg.MaxTreeSize = 10;
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135 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
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136 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F9 ")));
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137 | alg.Problem.ProblemData = regProblem;
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138 |
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139 | alg.Start();
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140 | EvaluateGrammarEnumeration();
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141 | }
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142 |
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143 | // Too much variables for now...
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144 | //[TestMethod]
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145 | [TestProperty("Goal", "structure search")]
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146 | public void MctsSymbReg_NoConstants_Poly10() {
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147 | alg.MaxTreeSize = 10;
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148 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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149 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly")));
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150 | alg.Problem.ProblemData = regProblem;
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151 |
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152 | alg.Start();
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153 | EvaluateGrammarEnumeration();
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154 | }
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155 |
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156 |
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157 | #if false
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158 |
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159 | [TestMethod]
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160 | [TestProperty("Goal", "structure search")]
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161 | public void MctsSymbReg_NoConstants_15() {
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162 | alg.MaxTreeSize = 5;
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163 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
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164 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("15")));
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165 | alg.Problem.ProblemData = regProblem;
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166 |
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167 | alg.Start();
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168 | EvaluateGrammarEnumeration();
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169 | }
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170 |
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171 |
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172 | [TestMethod]
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173 | [TestCategory("Algorithms.DataAnalysis")]
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174 | [TestProperty("Time", "short")]
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175 | public void MctsSymbReg_NoConstants_Nguyen7() {
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176 | // log(x + 1) + log(x² + 1)
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177 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
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178 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F7 ")));
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179 | TestGrammarEnumeration(regProblem);
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180 | }
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181 |
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182 | [TestMethod]
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183 | [TestCategory("Algorithms.DataAnalysis")]
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184 | [TestProperty("Time", "short")]
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185 | public void MctsSymbReg_NoConstants_Poly10_Part1() {
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186 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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187 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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188 |
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189 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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190 | // Y' = X1*X2 + X3*X4 + X5*X6
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191 | // simplify problem by changing target
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192 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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193 | var ys = ds.GetDoubleValues("Y").ToArray();
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194 | var x1 = ds.GetDoubleValues("X1").ToArray();
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195 | var x2 = ds.GetDoubleValues("X2").ToArray();
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196 | var x3 = ds.GetDoubleValues("X3").ToArray();
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197 | var x4 = ds.GetDoubleValues("X4").ToArray();
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198 | var x5 = ds.GetDoubleValues("X5").ToArray();
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199 | var x6 = ds.GetDoubleValues("X6").ToArray();
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200 | var x7 = ds.GetDoubleValues("X7").ToArray();
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201 | var x8 = ds.GetDoubleValues("X8").ToArray();
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202 | var x9 = ds.GetDoubleValues("X9").ToArray();
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203 | var x10 = ds.GetDoubleValues("X10").ToArray();
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204 | for (int i = 0; i < ys.Length; i++) {
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205 | ys[i] -= x1[i] * x7[i] * x9[i];
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206 | ys[i] -= x3[i] * x6[i] * x10[i];
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207 | }
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208 | ds.ReplaceVariable("Y", ys.ToList());
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209 |
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210 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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211 |
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212 | TestGrammarEnumeration(modifiedProblemData);
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213 | }
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214 |
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215 | [TestMethod]
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216 | [TestCategory("Algorithms.DataAnalysis")]
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217 | [TestProperty("Time", "short")]
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218 | public void MctsSymbReg_NoConstants_Poly10_Part2() {
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219 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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220 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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221 |
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222 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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223 | // Y' = X1*X7*X9 + X3*X6*X10
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224 | // simplify problem by changing target
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225 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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226 | var ys = ds.GetDoubleValues("Y").ToArray();
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227 | var x1 = ds.GetDoubleValues("X1").ToArray();
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228 | var x2 = ds.GetDoubleValues("X2").ToArray();
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229 | var x3 = ds.GetDoubleValues("X3").ToArray();
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230 | var x4 = ds.GetDoubleValues("X4").ToArray();
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231 | var x5 = ds.GetDoubleValues("X5").ToArray();
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232 | var x6 = ds.GetDoubleValues("X6").ToArray();
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233 | var x7 = ds.GetDoubleValues("X7").ToArray();
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234 | var x8 = ds.GetDoubleValues("X8").ToArray();
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235 | var x9 = ds.GetDoubleValues("X9").ToArray();
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236 | var x10 = ds.GetDoubleValues("X10").ToArray();
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237 | for (int i = 0; i < ys.Length; i++) {
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238 | ys[i] -= x1[i] * x2[i];
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239 | ys[i] -= x3[i] * x4[i];
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240 | ys[i] -= x5[i] * x6[i];
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241 | }
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242 | ds.ReplaceVariable("Y", ys.ToList());
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243 |
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244 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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245 |
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246 | TestGrammarEnumeration(modifiedProblemData);
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247 | }
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248 |
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249 | [TestMethod]
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250 | [TestCategory("Algorithms.DataAnalysis")]
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251 | [TestProperty("Time", "short")]
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252 | public void MctsSymbReg_NoConstants_Poly10_Part3() {
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253 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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254 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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255 |
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256 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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257 | // Y' = X1*X2 + X1*X7*X9
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258 | // simplify problem by changing target
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259 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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260 | var ys = ds.GetDoubleValues("Y").ToArray();
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261 | var x1 = ds.GetDoubleValues("X1").ToArray();
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262 | var x2 = ds.GetDoubleValues("X2").ToArray();
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263 | var x3 = ds.GetDoubleValues("X3").ToArray();
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264 | var x4 = ds.GetDoubleValues("X4").ToArray();
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265 | var x5 = ds.GetDoubleValues("X5").ToArray();
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266 | var x6 = ds.GetDoubleValues("X6").ToArray();
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267 | var x7 = ds.GetDoubleValues("X7").ToArray();
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268 | var x8 = ds.GetDoubleValues("X8").ToArray();
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269 | var x9 = ds.GetDoubleValues("X9").ToArray();
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270 | var x10 = ds.GetDoubleValues("X10").ToArray();
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271 | for (int i = 0; i < ys.Length; i++) {
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272 | ys[i] -= x3[i] * x4[i];
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273 | ys[i] -= x5[i] * x6[i];
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274 | ys[i] -= x3[i] * x6[i] * x10[i];
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275 | }
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276 | ds.ReplaceVariable("Y", ys.ToList());
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277 |
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278 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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279 |
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280 | TestGrammarEnumeration(modifiedProblemData);
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281 | }
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282 |
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283 | [TestMethod]
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284 | [TestCategory("Algorithms.DataAnalysis")]
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285 | [TestProperty("Time", "short")]
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286 | public void MctsSymbReg_NoConstants_Poly10_Part4() {
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287 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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288 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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289 |
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290 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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291 | // Y' = X3*X4 + X5*X6 + X3*X6*X10
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292 | // simplify problem by changing target
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293 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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294 | var ys = ds.GetDoubleValues("Y").ToArray();
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295 | var x1 = ds.GetDoubleValues("X1").ToArray();
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296 | var x2 = ds.GetDoubleValues("X2").ToArray();
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297 | var x3 = ds.GetDoubleValues("X3").ToArray();
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298 | var x4 = ds.GetDoubleValues("X4").ToArray();
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299 | var x5 = ds.GetDoubleValues("X5").ToArray();
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300 | var x6 = ds.GetDoubleValues("X6").ToArray();
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301 | var x7 = ds.GetDoubleValues("X7").ToArray();
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302 | var x8 = ds.GetDoubleValues("X8").ToArray();
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303 | var x9 = ds.GetDoubleValues("X9").ToArray();
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304 | var x10 = ds.GetDoubleValues("X10").ToArray();
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305 | for (int i = 0; i < ys.Length; i++) {
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306 | ys[i] -= x1[i] * x2[i];
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307 | ys[i] -= x1[i] * x7[i] * x9[i];
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308 | }
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309 | ds.ReplaceVariable("Y", ys.ToList());
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310 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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311 |
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312 |
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313 | TestGrammarEnumeration(modifiedProblemData);
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314 | }
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315 |
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316 | [TestMethod]
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317 | [TestCategory("Algorithms.DataAnalysis")]
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318 | [TestProperty("Time", "short")]
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319 | public void MctsSymbReg_NoConstants_Poly10_Part5() {
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320 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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321 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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322 |
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323 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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324 | // Y' = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9
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325 | // simplify problem by changing target
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326 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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327 | var ys = ds.GetDoubleValues("Y").ToArray();
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328 | var x1 = ds.GetDoubleValues("X1").ToArray();
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329 | var x2 = ds.GetDoubleValues("X2").ToArray();
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330 | var x3 = ds.GetDoubleValues("X3").ToArray();
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331 | var x4 = ds.GetDoubleValues("X4").ToArray();
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332 | var x5 = ds.GetDoubleValues("X5").ToArray();
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333 | var x6 = ds.GetDoubleValues("X6").ToArray();
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334 | var x7 = ds.GetDoubleValues("X7").ToArray();
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335 | var x8 = ds.GetDoubleValues("X8").ToArray();
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336 | var x9 = ds.GetDoubleValues("X9").ToArray();
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337 | var x10 = ds.GetDoubleValues("X10").ToArray();
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338 | for (int i = 0; i < ys.Length; i++) {
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339 | ys[i] -= x3[i] * x6[i] * x10[i];
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340 | }
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341 | ds.ReplaceVariable("Y", ys.ToList());
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342 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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343 |
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344 |
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345 | TestGrammarEnumeration(modifiedProblemData);
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346 | }
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347 |
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348 | [TestMethod]
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349 | [TestCategory("Algorithms.DataAnalysis")]
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350 | [TestProperty("Time", "short")]
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351 | public void MctsSymbReg_NoConstants_Poly10_Part6() {
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352 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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353 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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354 |
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355 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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356 | // Y' = X1*X2 + X3*X4 + X5*X6 + X3*X6*X10
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357 | // simplify problem by changing target
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358 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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359 | var ys = ds.GetDoubleValues("Y").ToArray();
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360 | var x1 = ds.GetDoubleValues("X1").ToArray();
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361 | var x2 = ds.GetDoubleValues("X2").ToArray();
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362 | var x3 = ds.GetDoubleValues("X3").ToArray();
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363 | var x4 = ds.GetDoubleValues("X4").ToArray();
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364 | var x5 = ds.GetDoubleValues("X5").ToArray();
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365 | var x6 = ds.GetDoubleValues("X6").ToArray();
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366 | var x7 = ds.GetDoubleValues("X7").ToArray();
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367 | var x8 = ds.GetDoubleValues("X8").ToArray();
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368 | var x9 = ds.GetDoubleValues("X9").ToArray();
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369 | var x10 = ds.GetDoubleValues("X10").ToArray();
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370 | for (int i = 0; i < ys.Length; i++) {
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371 | ys[i] -= x1[i] * x7[i] * x9[i];
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372 | }
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373 | ds.ReplaceVariable("Y", ys.ToList());
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374 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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375 |
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---|
376 | TestGrammarEnumeration(modifiedProblemData);
|
---|
377 | }
|
---|
378 |
|
---|
379 |
|
---|
380 | [TestMethod]
|
---|
381 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
382 | [TestProperty("Time", "long")]
|
---|
383 | public void MctsSymbReg_NoConstants_Poly10_250rows() {
|
---|
384 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
|
---|
385 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
|
---|
386 | regProblem.TrainingPartition.Start = 0;
|
---|
387 | regProblem.TrainingPartition.End = regProblem.Dataset.Rows;
|
---|
388 | regProblem.TestPartition.Start = 0;
|
---|
389 | regProblem.TestPartition.End = 2;
|
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390 | TestGrammarEnumeration(regProblem);
|
---|
391 | }
|
---|
392 |
|
---|
393 | [TestMethod]
|
---|
394 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
395 | [TestProperty("Time", "long")]
|
---|
396 | public void MctsSymbReg_NoConstants_Poly10_10000rows() {
|
---|
397 | // as poly-10 but more rows
|
---|
398 | var x1 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
399 | var x2 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
400 | var x3 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
401 | var x4 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
402 | var x5 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
403 | var x6 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
404 | var x7 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
405 | var x8 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
406 | var x9 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
407 | var x10 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
408 | var ys = new List<double>();
|
---|
409 | for (int i = 0; i < x1.Count; i++) {
|
---|
410 | 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]);
|
---|
411 | }
|
---|
412 |
|
---|
413 | var ds = new Dataset(new string[] { "a", "b", "c", "d", "e", "f", "g", "h", "i", "j", "y" },
|
---|
414 | new[] { x1, x2, x3, x4, x5, x6, x7, x8, x9, x10, ys });
|
---|
415 |
|
---|
416 |
|
---|
417 | var problemData = new RegressionProblemData(ds, new string[] { "a", "b", "c", "d", "e", "f", "g", "h", "i", "j" }, "y");
|
---|
418 |
|
---|
419 | problemData.TrainingPartition.Start = 0;
|
---|
420 | problemData.TrainingPartition.End = problemData.Dataset.Rows;
|
---|
421 | problemData.TestPartition.Start = 0;
|
---|
422 | problemData.TestPartition.End = 2; // must not be empty
|
---|
423 |
|
---|
424 |
|
---|
425 | TestGrammarEnumeration(problemData);
|
---|
426 | }
|
---|
427 |
|
---|
428 | [TestMethod]
|
---|
429 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
430 | [TestProperty("Time", "short")]
|
---|
431 | public void MctsSymbReg_NoConstants_TwoVars() {
|
---|
432 |
|
---|
433 | // y = x1 + x2 + x1*x2 + x1*x2*x2 + x1*x1*x2
|
---|
434 | var x1 = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
435 | var x2 = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
436 | var ys = x1.Zip(x2, (x1i, x2i) => x1i + x2i + x1i * x2i + x1i * x2i * x2i + x1i * x1i * x2i).ToList();
|
---|
437 |
|
---|
438 | var ds = new Dataset(new string[] { "a", "b", "y" }, new[] { x1, x2, ys });
|
---|
439 | var problemData = new RegressionProblemData(ds, new string[] { "a", "b" }, "y");
|
---|
440 |
|
---|
441 | TestGrammarEnumeration(problemData);
|
---|
442 | }
|
---|
443 |
|
---|
444 | [TestMethod]
|
---|
445 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
446 | [TestProperty("Time", "short")]
|
---|
447 | public void MctsSymbReg_NoConstants_Misleading() {
|
---|
448 |
|
---|
449 | // y = a + baaaaa (the effect of the second term should be very small)
|
---|
450 | // the alg will quickly find that a has big effect and will search below a
|
---|
451 | // since we prevent a + a... the algorithm must find the correct expression via a + b...
|
---|
452 | // however b has a small effect so the branch might not be identified as relevant
|
---|
453 | var @as = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
454 | var bs = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
455 | var cs = Enumerable.Range(0, 100).Select(_ => rand.NextDouble() * 1.0e-3).ToList();
|
---|
456 | var ds = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
457 | var es = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
458 | var ys = new double[@as.Count];
|
---|
459 | for (int i = 0; i < ys.Length; i++)
|
---|
460 | ys[i] = @as[i] + bs[i] + @as[i] * bs[i] * cs[i];
|
---|
461 |
|
---|
462 | var dataset = new Dataset(new string[] { "a", "b", "c", "d", "e", "y" }, new[] { @as, bs, cs, ds, es, ys.ToList() });
|
---|
463 |
|
---|
464 | var problemData = new RegressionProblemData(dataset, new string[] { "a", "b", "c", "d", "e" }, "y");
|
---|
465 |
|
---|
466 | TestGrammarEnumeration(problemData);
|
---|
467 | }
|
---|
468 |
|
---|
469 | [TestMethod]
|
---|
470 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
471 | [TestProperty("Time", "short")]
|
---|
472 | public void MctsSymbRegKeijzer7() {
|
---|
473 | // ln(x)
|
---|
474 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
475 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 7 f(")));
|
---|
476 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
477 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
478 | TestGrammarEnumeration(regProblem);
|
---|
479 | }
|
---|
480 |
|
---|
481 |
|
---|
482 | [TestMethod]
|
---|
483 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
484 | [TestProperty("Time", "short")]
|
---|
485 | public void MctsSymbRegBenchmarkNguyen5() {
|
---|
486 | // sin(x²)cos(x) - 1
|
---|
487 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
488 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F5 ")));
|
---|
489 | TestGrammarEnumeration(regProblem);
|
---|
490 | }
|
---|
491 |
|
---|
492 | [TestMethod]
|
---|
493 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
494 | [TestProperty("Time", "short")]
|
---|
495 | public void MctsSymbRegBenchmarkNguyen6() {
|
---|
496 | // sin(x) + sin(x + x²)
|
---|
497 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
498 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F6 ")));
|
---|
499 | TestGrammarEnumeration(regProblem);
|
---|
500 | }
|
---|
501 |
|
---|
502 | [TestMethod]
|
---|
503 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
504 | [TestProperty("Time", "short")]
|
---|
505 | public void MctsSymbRegBenchmarkNguyen7() {
|
---|
506 | // log(x + 1) + log(x² + 1)
|
---|
507 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
508 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F7 ")));
|
---|
509 | TestGrammarEnumeration(regProblem);
|
---|
510 | }
|
---|
511 | [TestMethod]
|
---|
512 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
513 | [TestProperty("Time", "short")]
|
---|
514 | public void MctsSymbRegBenchmarkNguyen8() {
|
---|
515 | // Sqrt(x)
|
---|
516 | // = x ^ 0.5
|
---|
517 | // = exp(0.5 * log(x))
|
---|
518 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
519 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F8 ")));
|
---|
520 | TestGrammarEnumeration(regProblem);
|
---|
521 | }
|
---|
522 |
|
---|
523 | // [TestMethod]
|
---|
524 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
525 | [TestProperty("Time", "short")]
|
---|
526 | public void MctsSymbRegBenchmarkNguyen9() {
|
---|
527 | // sin(x) + sin(y²)
|
---|
528 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
529 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F9 ")));
|
---|
530 | TestGrammarEnumeration(regProblem);
|
---|
531 | }
|
---|
532 |
|
---|
533 | // [TestMethod]
|
---|
534 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
535 | [TestProperty("Time", "short")]
|
---|
536 | public void MctsSymbRegBenchmarkNguyen10() {
|
---|
537 | // 2sin(x)cos(y)
|
---|
538 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
539 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F10 ")));
|
---|
540 | TestGrammarEnumeration(regProblem);
|
---|
541 | }
|
---|
542 |
|
---|
543 | [TestMethod]
|
---|
544 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
545 | [TestProperty("Time", "short")]
|
---|
546 | public void MctsSymbRegBenchmarkNguyen11() {
|
---|
547 | // x ^ y , x > 0, y > 0
|
---|
548 | // = exp(y * log(x))
|
---|
549 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
550 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F11 ")));
|
---|
551 | TestGrammarEnumeration(regProblem);
|
---|
552 | }
|
---|
553 | [TestMethod]
|
---|
554 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
555 | [TestProperty("Time", "short")]
|
---|
556 | public void MctsSymbRegBenchmarkNguyen12() {
|
---|
557 | // x^4 - x³ + y²/2 - y
|
---|
558 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
559 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F12 ")));
|
---|
560 | TestGrammarEnumeration(regProblem);
|
---|
561 | }
|
---|
562 |
|
---|
563 | [TestMethod]
|
---|
564 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
565 | [TestProperty("Time", "long")]
|
---|
566 | public void MctsSymbRegBenchmarkKeijzer5() {
|
---|
567 | // (30 * x * z) / ((x - 10) * y²)
|
---|
568 | // = 30 x z / (xy² - y²)
|
---|
569 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
570 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 5 f(")));
|
---|
571 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
572 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
573 | TestGrammarEnumeration(regProblem);
|
---|
574 | }
|
---|
575 |
|
---|
576 | [TestMethod]
|
---|
577 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
578 | [TestProperty("Time", "short")]
|
---|
579 | public void MctsSymbRegBenchmarkKeijzer6() {
|
---|
580 | // Keijzer 6 f(x) = Sum(1 / i) From 1 to X , x \in [0..120]
|
---|
581 | // we can only approximate this
|
---|
582 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
583 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 6 f(")));
|
---|
584 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
585 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
586 | TestGrammarEnumeration(regProblem);
|
---|
587 | }
|
---|
588 |
|
---|
589 | [TestMethod]
|
---|
590 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
591 | [TestProperty("Time", "short")]
|
---|
592 | public void MctsSymbRegBenchmarkKeijzer8() {
|
---|
593 | // sqrt(x)
|
---|
594 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
595 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 8 f(")));
|
---|
596 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
597 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
598 | TestGrammarEnumeration(regProblem);
|
---|
599 | }
|
---|
600 |
|
---|
601 | [TestMethod]
|
---|
602 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
603 | [TestProperty("Time", "short")]
|
---|
604 | public void MctsSymbRegBenchmarkKeijzer9() {
|
---|
605 | // arcsinh(x) i.e. ln(x + sqrt(x² + 1))
|
---|
606 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
607 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 9 f(")));
|
---|
608 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
609 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
610 | TestGrammarEnumeration(regProblem);
|
---|
611 | }
|
---|
612 |
|
---|
613 | [TestMethod]
|
---|
614 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
615 | [TestProperty("Time", "short")]
|
---|
616 | public void MctsSymbRegBenchmarkKeijzer11() {
|
---|
617 | // xy + sin( (x-1) (y-1) )
|
---|
618 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider();
|
---|
619 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 11 f(")));
|
---|
620 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
621 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
622 | TestGrammarEnumeration(regProblem);
|
---|
623 | }
|
---|
624 |
|
---|
625 | [TestMethod]
|
---|
626 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
627 | [TestProperty("Time", "short")]
|
---|
628 | public void MctsSymbRegBenchmarkKeijzer12() {
|
---|
629 | // x^4 - x³ + y² / 2 - y, same as Nguyen 12
|
---|
630 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
631 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 12 f(")));
|
---|
632 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
633 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
634 | TestGrammarEnumeration(regProblem);
|
---|
635 | }
|
---|
636 |
|
---|
637 | [TestMethod]
|
---|
638 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
639 | [TestProperty("Time", "short")]
|
---|
640 | public void MctsSymbRegBenchmarkKeijzer14() {
|
---|
641 | // 8 / (2 + x² + y²)
|
---|
642 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
643 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 14 f(")));
|
---|
644 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
645 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
646 | TestGrammarEnumeration(regProblem);
|
---|
647 | }
|
---|
648 |
|
---|
649 | [TestMethod]
|
---|
650 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
651 | [TestProperty("Time", "short")]
|
---|
652 | public void MctsSymbRegBenchmarkKeijzer15() {
|
---|
653 | // x³ / 5 + y³ / 2 - y - x
|
---|
654 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
655 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 15 f(")));
|
---|
656 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
657 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
658 | TestGrammarEnumeration(regProblem);
|
---|
659 | }
|
---|
660 | #endif
|
---|
661 | }
|
---|
662 | }
|
---|