1 | using System;
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2 | using System.Collections;
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3 | using System.Collections.Generic;
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4 | using System.Linq;
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5 | using HeuristicLab.Algorithms.DataAnalysis.SymRegGrammarEnumeration;
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6 | using HeuristicLab.Algorithms.DataAnalysis.SymRegGrammarEnumeration.GrammarEnumeration;
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7 | using HeuristicLab.Common;
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8 | using HeuristicLab.Core;
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9 | using HeuristicLab.Problems.DataAnalysis;
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10 | using HeuristicLab.Problems.Instances.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 NoConstants_Nguyen1() {
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58 | // x³ + x² + x
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59 | alg.MaxTreeSize = 12;
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60 | alg.Problem.ProblemData = new NguyenFunctionOne(Seed).GenerateRegressionData();
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61 |
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62 | alg.Start();
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63 |
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64 | TerminalSymbol varSymbol = alg.Grammar.Var.VariableTerminalSymbols.First();
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65 | TerminalSymbol mulSymbol = alg.Grammar.Multiplication;
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66 | TerminalSymbol addSymbol = alg.Grammar.Addition;
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67 |
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68 | SymbolString targetSolution = new SymbolString(new[] {
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69 | varSymbol, varSymbol, varSymbol, mulSymbol, mulSymbol,
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70 | varSymbol, varSymbol, mulSymbol, addSymbol,
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71 | varSymbol, addSymbol
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72 | });
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73 |
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74 | int targetSolutionHash = alg.Grammar.CalcHashCode(targetSolution);
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75 | int actualSolutionHash = alg.Grammar.CalcHashCode(alg.BestTrainingSentence);
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76 |
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77 | Assert.IsTrue(alg.DistinctSentences.ContainsKey(targetSolutionHash), "Actual solution was not generated!");
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78 |
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79 | Assert.AreEqual(targetSolutionHash, actualSolutionHash, "Actual solution was not recognized as best one.");
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80 |
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81 | // Evaluate
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82 | EvaluateGrammarEnumeration();
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83 | }
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84 |
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85 | // Too "large" target model for now...
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86 | //[TestMethod]
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87 | [TestProperty("Goal", "structure search")]
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88 | public void NoConstants_Nguyen2() {
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89 | // x^4 + x³ + x² + x
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90 | alg.MaxTreeSize = 20;
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91 | alg.Problem.ProblemData = new NguyenFunctionTwo(Seed).GenerateRegressionData();
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92 |
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93 | alg.Start();
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94 | EvaluateGrammarEnumeration();
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95 | }
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96 |
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97 | // Too "large" target model for now...
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98 | //[TestMethod]
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99 | [TestProperty("Goal", "structure search")]
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100 | public void NoConstants_Nguyen3() {
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101 | // x^5 + x^4 + x^3 + x^2 + x
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102 | alg.MaxTreeSize = 32;
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103 | alg.Problem.ProblemData = new NguyenFunctionThree(Seed).GenerateRegressionData();
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104 |
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105 | alg.Start();
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106 |
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107 | EvaluateGrammarEnumeration();
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108 | }
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109 |
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110 | [TestMethod]
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111 | [TestProperty("Goal", "structure search")]
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112 | public void NoConstants_Nguyen6() {
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113 | // sin(x) + sin(x + x²)
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114 | alg.MaxTreeSize = 10;
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115 | alg.Problem.ProblemData = new NguyenFunctionSix(Seed).GenerateRegressionData();
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116 |
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117 | alg.Start();
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118 |
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119 | TerminalSymbol varSymbol = alg.Grammar.Var.VariableTerminalSymbols.First();
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120 | TerminalSymbol mulSymbol = alg.Grammar.Multiplication;
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121 | TerminalSymbol addSymbol = alg.Grammar.Addition;
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122 | TerminalSymbol sinSymbol = alg.Grammar.Sin;
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123 |
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124 | SymbolString targetSolution = new SymbolString(new[] {
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125 | varSymbol, sinSymbol,
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126 | varSymbol, varSymbol, mulSymbol, varSymbol, addSymbol, sinSymbol, addSymbol
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127 | });
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128 |
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129 | int targetSolutionHash = alg.Grammar.CalcHashCode(targetSolution);
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130 | int actualSolutionHash = alg.Grammar.CalcHashCode(alg.BestTrainingSentence);
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131 |
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132 | Assert.IsTrue(alg.DistinctSentences.ContainsKey(targetSolutionHash), "Actual solution was not generated!");
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133 | Assert.AreEqual(targetSolutionHash, actualSolutionHash, "Actual solution was not recognized as best one.");
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134 |
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135 | EvaluateGrammarEnumeration();
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136 | }
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137 |
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138 | [TestMethod]
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139 | [TestProperty("Goal", "structure search")]
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140 | public void NoConstants_Nguyen9() {
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141 | // sin(x) + sin(y²)
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142 | alg.MaxTreeSize = 11;
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143 | alg.Problem.ProblemData = new NguyenFunctionNine(Seed).GenerateRegressionData();
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144 |
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145 | alg.Start();
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146 |
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147 | TerminalSymbol xSymbol = alg.Grammar.Var.VariableTerminalSymbols.First(v => v.StringRepresentation == "X");
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148 | TerminalSymbol ySymbol = alg.Grammar.Var.VariableTerminalSymbols.First(v => v.StringRepresentation == "Y");
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149 | TerminalSymbol mulSymbol = alg.Grammar.Multiplication;
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150 | TerminalSymbol addSymbol = alg.Grammar.Addition;
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151 | TerminalSymbol sinSymbol = alg.Grammar.Sin;
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152 |
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153 | SymbolString targetSolution = new SymbolString(new[] {
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154 | xSymbol, sinSymbol,
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155 | ySymbol, ySymbol, mulSymbol, sinSymbol, addSymbol
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156 | });
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157 |
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158 | int targetSolutionHash = alg.Grammar.CalcHashCode(targetSolution);
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159 | int actualSolutionHash = alg.Grammar.CalcHashCode(alg.BestTrainingSentence);
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160 |
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161 | Assert.IsTrue(alg.DistinctSentences.ContainsKey(targetSolutionHash), "Actual solution was not generated!");
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162 | Assert.AreEqual(targetSolutionHash, actualSolutionHash, "Actual solution was not recognized as best one.");
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163 |
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164 | EvaluateGrammarEnumeration();
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165 | }
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166 |
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167 | // Too much variables for now...
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168 | //[TestMethod]
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169 | [TestProperty("Goal", "structure search")]
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170 | public void MctsSymbReg_NoConstants_Poly10() {
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171 | alg.MaxTreeSize = 10;
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172 | alg.Problem.ProblemData = new PolyTen(Seed).GenerateRegressionData();
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173 |
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174 | alg.Start();
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175 | EvaluateGrammarEnumeration();
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176 | }
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177 |
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178 | [TestMethod]
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179 | [TestProperty("Goal", "structure search")]
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180 | public void NoConstants_Inverse() {
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181 | // x / (log(x)*x + x)
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182 | alg.MaxTreeSize = 12;
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183 |
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184 | var x = Enumerable.Range(0, 100).Select(_ => rand.NextDouble() + 1.1).ToList();
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185 | var y = x.Select(xi => xi / (Math.Log(xi) * xi + xi)).ToList();
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186 | alg.Problem.ProblemData = new RegressionProblemData(new Dataset(new List<string>() { "x", "y" }, new List<IList>() { x, y }), "x".ToEnumerable(), "y");
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187 |
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188 | alg.Start();
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189 | EvaluateGrammarEnumeration();
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190 | }
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191 |
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192 |
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193 | #if false
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194 |
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195 | [TestMethod]
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196 | [TestProperty("Goal", "structure search")]
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197 | public void MctsSymbReg_NoConstants_15() {
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198 | alg.MaxTreeSize = 5;
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199 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
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200 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("15")));
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201 | alg.Problem.ProblemData = regProblem;
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202 |
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203 | alg.Start();
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204 | EvaluateGrammarEnumeration();
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205 | }
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206 |
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207 |
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208 | [TestMethod]
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209 | [TestCategory("Algorithms.DataAnalysis")]
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210 | [TestProperty("Time", "short")]
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211 | public void MctsSymbReg_NoConstants_Nguyen7() {
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212 | // log(x + 1) + log(x² + 1)
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213 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
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214 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F7 ")));
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215 | TestGrammarEnumeration(regProblem);
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216 | }
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217 |
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218 | [TestMethod]
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219 | [TestCategory("Algorithms.DataAnalysis")]
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220 | [TestProperty("Time", "short")]
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221 | public void MctsSymbReg_NoConstants_Poly10_Part1() {
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222 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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223 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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224 |
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225 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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226 | // Y' = X1*X2 + X3*X4 + X5*X6
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227 | // simplify problem by changing target
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228 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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229 | var ys = ds.GetDoubleValues("Y").ToArray();
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230 | var x1 = ds.GetDoubleValues("X1").ToArray();
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231 | var x2 = ds.GetDoubleValues("X2").ToArray();
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232 | var x3 = ds.GetDoubleValues("X3").ToArray();
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233 | var x4 = ds.GetDoubleValues("X4").ToArray();
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234 | var x5 = ds.GetDoubleValues("X5").ToArray();
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235 | var x6 = ds.GetDoubleValues("X6").ToArray();
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236 | var x7 = ds.GetDoubleValues("X7").ToArray();
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237 | var x8 = ds.GetDoubleValues("X8").ToArray();
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238 | var x9 = ds.GetDoubleValues("X9").ToArray();
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239 | var x10 = ds.GetDoubleValues("X10").ToArray();
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240 | for (int i = 0; i < ys.Length; i++) {
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241 | ys[i] -= x1[i] * x7[i] * x9[i];
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242 | ys[i] -= x3[i] * x6[i] * x10[i];
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243 | }
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244 | ds.ReplaceVariable("Y", ys.ToList());
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245 |
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246 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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247 |
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248 | TestGrammarEnumeration(modifiedProblemData);
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249 | }
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250 |
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251 | [TestMethod]
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252 | [TestCategory("Algorithms.DataAnalysis")]
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253 | [TestProperty("Time", "short")]
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254 | public void MctsSymbReg_NoConstants_Poly10_Part2() {
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255 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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256 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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257 |
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258 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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259 | // Y' = X1*X7*X9 + X3*X6*X10
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260 | // simplify problem by changing target
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261 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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262 | var ys = ds.GetDoubleValues("Y").ToArray();
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263 | var x1 = ds.GetDoubleValues("X1").ToArray();
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264 | var x2 = ds.GetDoubleValues("X2").ToArray();
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265 | var x3 = ds.GetDoubleValues("X3").ToArray();
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266 | var x4 = ds.GetDoubleValues("X4").ToArray();
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267 | var x5 = ds.GetDoubleValues("X5").ToArray();
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268 | var x6 = ds.GetDoubleValues("X6").ToArray();
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269 | var x7 = ds.GetDoubleValues("X7").ToArray();
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270 | var x8 = ds.GetDoubleValues("X8").ToArray();
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271 | var x9 = ds.GetDoubleValues("X9").ToArray();
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272 | var x10 = ds.GetDoubleValues("X10").ToArray();
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273 | for (int i = 0; i < ys.Length; i++) {
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274 | ys[i] -= x1[i] * x2[i];
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275 | ys[i] -= x3[i] * x4[i];
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276 | ys[i] -= x5[i] * x6[i];
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277 | }
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278 | ds.ReplaceVariable("Y", ys.ToList());
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279 |
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280 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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281 |
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282 | TestGrammarEnumeration(modifiedProblemData);
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283 | }
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284 |
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285 | [TestMethod]
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286 | [TestCategory("Algorithms.DataAnalysis")]
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287 | [TestProperty("Time", "short")]
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288 | public void MctsSymbReg_NoConstants_Poly10_Part3() {
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289 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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290 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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291 |
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292 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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293 | // Y' = X1*X2 + X1*X7*X9
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294 | // simplify problem by changing target
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295 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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296 | var ys = ds.GetDoubleValues("Y").ToArray();
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297 | var x1 = ds.GetDoubleValues("X1").ToArray();
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298 | var x2 = ds.GetDoubleValues("X2").ToArray();
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299 | var x3 = ds.GetDoubleValues("X3").ToArray();
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300 | var x4 = ds.GetDoubleValues("X4").ToArray();
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301 | var x5 = ds.GetDoubleValues("X5").ToArray();
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302 | var x6 = ds.GetDoubleValues("X6").ToArray();
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303 | var x7 = ds.GetDoubleValues("X7").ToArray();
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304 | var x8 = ds.GetDoubleValues("X8").ToArray();
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305 | var x9 = ds.GetDoubleValues("X9").ToArray();
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306 | var x10 = ds.GetDoubleValues("X10").ToArray();
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307 | for (int i = 0; i < ys.Length; i++) {
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308 | ys[i] -= x3[i] * x4[i];
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309 | ys[i] -= x5[i] * x6[i];
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310 | ys[i] -= x3[i] * x6[i] * x10[i];
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311 | }
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312 | ds.ReplaceVariable("Y", ys.ToList());
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313 |
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314 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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315 |
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316 | TestGrammarEnumeration(modifiedProblemData);
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317 | }
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318 |
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319 | [TestMethod]
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320 | [TestCategory("Algorithms.DataAnalysis")]
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321 | [TestProperty("Time", "short")]
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322 | public void MctsSymbReg_NoConstants_Poly10_Part4() {
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323 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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324 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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325 |
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326 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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327 | // Y' = X3*X4 + X5*X6 + X3*X6*X10
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328 | // simplify problem by changing target
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329 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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330 | var ys = ds.GetDoubleValues("Y").ToArray();
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331 | var x1 = ds.GetDoubleValues("X1").ToArray();
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332 | var x2 = ds.GetDoubleValues("X2").ToArray();
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333 | var x3 = ds.GetDoubleValues("X3").ToArray();
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334 | var x4 = ds.GetDoubleValues("X4").ToArray();
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335 | var x5 = ds.GetDoubleValues("X5").ToArray();
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336 | var x6 = ds.GetDoubleValues("X6").ToArray();
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337 | var x7 = ds.GetDoubleValues("X7").ToArray();
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338 | var x8 = ds.GetDoubleValues("X8").ToArray();
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339 | var x9 = ds.GetDoubleValues("X9").ToArray();
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340 | var x10 = ds.GetDoubleValues("X10").ToArray();
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341 | for (int i = 0; i < ys.Length; i++) {
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342 | ys[i] -= x1[i] * x2[i];
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343 | ys[i] -= x1[i] * x7[i] * x9[i];
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344 | }
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345 | ds.ReplaceVariable("Y", ys.ToList());
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346 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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347 |
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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 | [TestMethod]
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353 | [TestCategory("Algorithms.DataAnalysis")]
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354 | [TestProperty("Time", "short")]
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355 | public void MctsSymbReg_NoConstants_Poly10_Part5() {
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356 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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357 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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358 |
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359 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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360 | // Y' = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9
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361 | // simplify problem by changing target
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362 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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363 | var ys = ds.GetDoubleValues("Y").ToArray();
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364 | var x1 = ds.GetDoubleValues("X1").ToArray();
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365 | var x2 = ds.GetDoubleValues("X2").ToArray();
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366 | var x3 = ds.GetDoubleValues("X3").ToArray();
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367 | var x4 = ds.GetDoubleValues("X4").ToArray();
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368 | var x5 = ds.GetDoubleValues("X5").ToArray();
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369 | var x6 = ds.GetDoubleValues("X6").ToArray();
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370 | var x7 = ds.GetDoubleValues("X7").ToArray();
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371 | var x8 = ds.GetDoubleValues("X8").ToArray();
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372 | var x9 = ds.GetDoubleValues("X9").ToArray();
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373 | var x10 = ds.GetDoubleValues("X10").ToArray();
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374 | for (int i = 0; i < ys.Length; i++) {
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375 | ys[i] -= x3[i] * x6[i] * x10[i];
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376 | }
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377 | ds.ReplaceVariable("Y", ys.ToList());
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378 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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379 |
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380 |
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381 | TestGrammarEnumeration(modifiedProblemData);
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382 | }
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383 |
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384 | [TestMethod]
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385 | [TestCategory("Algorithms.DataAnalysis")]
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386 | [TestProperty("Time", "short")]
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387 | public void MctsSymbReg_NoConstants_Poly10_Part6() {
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388 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
|
---|
389 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
|
---|
390 |
|
---|
391 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
|
---|
392 | // Y' = X1*X2 + X3*X4 + X5*X6 + X3*X6*X10
|
---|
393 | // simplify problem by changing target
|
---|
394 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
|
---|
395 | var ys = ds.GetDoubleValues("Y").ToArray();
|
---|
396 | var x1 = ds.GetDoubleValues("X1").ToArray();
|
---|
397 | var x2 = ds.GetDoubleValues("X2").ToArray();
|
---|
398 | var x3 = ds.GetDoubleValues("X3").ToArray();
|
---|
399 | var x4 = ds.GetDoubleValues("X4").ToArray();
|
---|
400 | var x5 = ds.GetDoubleValues("X5").ToArray();
|
---|
401 | var x6 = ds.GetDoubleValues("X6").ToArray();
|
---|
402 | var x7 = ds.GetDoubleValues("X7").ToArray();
|
---|
403 | var x8 = ds.GetDoubleValues("X8").ToArray();
|
---|
404 | var x9 = ds.GetDoubleValues("X9").ToArray();
|
---|
405 | var x10 = ds.GetDoubleValues("X10").ToArray();
|
---|
406 | for (int i = 0; i < ys.Length; i++) {
|
---|
407 | ys[i] -= x1[i] * x7[i] * x9[i];
|
---|
408 | }
|
---|
409 | ds.ReplaceVariable("Y", ys.ToList());
|
---|
410 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
|
---|
411 |
|
---|
412 | TestGrammarEnumeration(modifiedProblemData);
|
---|
413 | }
|
---|
414 |
|
---|
415 |
|
---|
416 | [TestMethod]
|
---|
417 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
418 | [TestProperty("Time", "long")]
|
---|
419 | public void MctsSymbReg_NoConstants_Poly10_250rows() {
|
---|
420 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
|
---|
421 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
|
---|
422 | regProblem.TrainingPartition.Start = 0;
|
---|
423 | regProblem.TrainingPartition.End = regProblem.Dataset.Rows;
|
---|
424 | regProblem.TestPartition.Start = 0;
|
---|
425 | regProblem.TestPartition.End = 2;
|
---|
426 | TestGrammarEnumeration(regProblem);
|
---|
427 | }
|
---|
428 |
|
---|
429 | [TestMethod]
|
---|
430 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
431 | [TestProperty("Time", "long")]
|
---|
432 | public void MctsSymbReg_NoConstants_Poly10_10000rows() {
|
---|
433 | // as poly-10 but more rows
|
---|
434 | var x1 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
435 | var x2 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
436 | var x3 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
437 | var x4 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
438 | var x5 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
439 | var x6 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
440 | var x7 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
441 | var x8 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
442 | var x9 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
443 | var x10 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
444 | var ys = new List<double>();
|
---|
445 | for (int i = 0; i < x1.Count; i++) {
|
---|
446 | 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]);
|
---|
447 | }
|
---|
448 |
|
---|
449 | var ds = new Dataset(new string[] { "a", "b", "c", "d", "e", "f", "g", "h", "i", "j", "y" },
|
---|
450 | new[] { x1, x2, x3, x4, x5, x6, x7, x8, x9, x10, ys });
|
---|
451 |
|
---|
452 |
|
---|
453 | var problemData = new RegressionProblemData(ds, new string[] { "a", "b", "c", "d", "e", "f", "g", "h", "i", "j" }, "y");
|
---|
454 |
|
---|
455 | problemData.TrainingPartition.Start = 0;
|
---|
456 | problemData.TrainingPartition.End = problemData.Dataset.Rows;
|
---|
457 | problemData.TestPartition.Start = 0;
|
---|
458 | problemData.TestPartition.End = 2; // must not be empty
|
---|
459 |
|
---|
460 |
|
---|
461 | TestGrammarEnumeration(problemData);
|
---|
462 | }
|
---|
463 |
|
---|
464 | [TestMethod]
|
---|
465 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
466 | [TestProperty("Time", "short")]
|
---|
467 | public void MctsSymbReg_NoConstants_TwoVars() {
|
---|
468 |
|
---|
469 | // y = x1 + x2 + x1*x2 + x1*x2*x2 + x1*x1*x2
|
---|
470 | var x1 = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
471 | var x2 = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
472 | var ys = x1.Zip(x2, (x1i, x2i) => x1i + x2i + x1i * x2i + x1i * x2i * x2i + x1i * x1i * x2i).ToList();
|
---|
473 |
|
---|
474 | var ds = new Dataset(new string[] { "a", "b", "y" }, new[] { x1, x2, ys });
|
---|
475 | var problemData = new RegressionProblemData(ds, new string[] { "a", "b" }, "y");
|
---|
476 |
|
---|
477 | TestGrammarEnumeration(problemData);
|
---|
478 | }
|
---|
479 |
|
---|
480 | [TestMethod]
|
---|
481 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
482 | [TestProperty("Time", "short")]
|
---|
483 | public void MctsSymbReg_NoConstants_Misleading() {
|
---|
484 |
|
---|
485 | // y = a + baaaaa (the effect of the second term should be very small)
|
---|
486 | // the alg will quickly find that a has big effect and will search below a
|
---|
487 | // since we prevent a + a... the algorithm must find the correct expression via a + b...
|
---|
488 | // however b has a small effect so the branch might not be identified as relevant
|
---|
489 | var @as = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
490 | var bs = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
491 | var cs = Enumerable.Range(0, 100).Select(_ => rand.NextDouble() * 1.0e-3).ToList();
|
---|
492 | var ds = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
493 | var es = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
494 | var ys = new double[@as.Count];
|
---|
495 | for (int i = 0; i < ys.Length; i++)
|
---|
496 | ys[i] = @as[i] + bs[i] + @as[i] * bs[i] * cs[i];
|
---|
497 |
|
---|
498 | var dataset = new Dataset(new string[] { "a", "b", "c", "d", "e", "y" }, new[] { @as, bs, cs, ds, es, ys.ToList() });
|
---|
499 |
|
---|
500 | var problemData = new RegressionProblemData(dataset, new string[] { "a", "b", "c", "d", "e" }, "y");
|
---|
501 |
|
---|
502 | TestGrammarEnumeration(problemData);
|
---|
503 | }
|
---|
504 |
|
---|
505 | [TestMethod]
|
---|
506 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
507 | [TestProperty("Time", "short")]
|
---|
508 | public void MctsSymbRegKeijzer7() {
|
---|
509 | // ln(x)
|
---|
510 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
511 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 7 f(")));
|
---|
512 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
513 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
514 | TestGrammarEnumeration(regProblem);
|
---|
515 | }
|
---|
516 |
|
---|
517 |
|
---|
518 | [TestMethod]
|
---|
519 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
520 | [TestProperty("Time", "short")]
|
---|
521 | public void MctsSymbRegBenchmarkNguyen5() {
|
---|
522 | // sin(x²)cos(x) - 1
|
---|
523 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
524 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F5 ")));
|
---|
525 | TestGrammarEnumeration(regProblem);
|
---|
526 | }
|
---|
527 |
|
---|
528 | [TestMethod]
|
---|
529 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
530 | [TestProperty("Time", "short")]
|
---|
531 | public void MctsSymbRegBenchmarkNguyen6() {
|
---|
532 | // sin(x) + sin(x + x²)
|
---|
533 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
534 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F6 ")));
|
---|
535 | TestGrammarEnumeration(regProblem);
|
---|
536 | }
|
---|
537 |
|
---|
538 | [TestMethod]
|
---|
539 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
540 | [TestProperty("Time", "short")]
|
---|
541 | public void MctsSymbRegBenchmarkNguyen7() {
|
---|
542 | // log(x + 1) + log(x² + 1)
|
---|
543 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
544 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F7 ")));
|
---|
545 | TestGrammarEnumeration(regProblem);
|
---|
546 | }
|
---|
547 | [TestMethod]
|
---|
548 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
549 | [TestProperty("Time", "short")]
|
---|
550 | public void MctsSymbRegBenchmarkNguyen8() {
|
---|
551 | // Sqrt(x)
|
---|
552 | // = x ^ 0.5
|
---|
553 | // = exp(0.5 * log(x))
|
---|
554 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
555 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F8 ")));
|
---|
556 | TestGrammarEnumeration(regProblem);
|
---|
557 | }
|
---|
558 |
|
---|
559 | // [TestMethod]
|
---|
560 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
561 | [TestProperty("Time", "short")]
|
---|
562 | public void MctsSymbRegBenchmarkNguyen9() {
|
---|
563 | // sin(x) + sin(y²)
|
---|
564 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
565 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F9 ")));
|
---|
566 | TestGrammarEnumeration(regProblem);
|
---|
567 | }
|
---|
568 |
|
---|
569 | // [TestMethod]
|
---|
570 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
571 | [TestProperty("Time", "short")]
|
---|
572 | public void MctsSymbRegBenchmarkNguyen10() {
|
---|
573 | // 2sin(x)cos(y)
|
---|
574 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
575 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F10 ")));
|
---|
576 | TestGrammarEnumeration(regProblem);
|
---|
577 | }
|
---|
578 |
|
---|
579 | [TestMethod]
|
---|
580 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
581 | [TestProperty("Time", "short")]
|
---|
582 | public void MctsSymbRegBenchmarkNguyen11() {
|
---|
583 | // x ^ y , x > 0, y > 0
|
---|
584 | // = exp(y * log(x))
|
---|
585 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
586 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F11 ")));
|
---|
587 | TestGrammarEnumeration(regProblem);
|
---|
588 | }
|
---|
589 | [TestMethod]
|
---|
590 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
591 | [TestProperty("Time", "short")]
|
---|
592 | public void MctsSymbRegBenchmarkNguyen12() {
|
---|
593 | // x^4 - x³ + y²/2 - y
|
---|
594 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
595 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F12 ")));
|
---|
596 | TestGrammarEnumeration(regProblem);
|
---|
597 | }
|
---|
598 |
|
---|
599 | [TestMethod]
|
---|
600 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
601 | [TestProperty("Time", "long")]
|
---|
602 | public void MctsSymbRegBenchmarkKeijzer5() {
|
---|
603 | // (30 * x * z) / ((x - 10) * y²)
|
---|
604 | // = 30 x z / (xy² - y²)
|
---|
605 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
606 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 5 f(")));
|
---|
607 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
608 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
609 | TestGrammarEnumeration(regProblem);
|
---|
610 | }
|
---|
611 |
|
---|
612 | [TestMethod]
|
---|
613 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
614 | [TestProperty("Time", "short")]
|
---|
615 | public void MctsSymbRegBenchmarkKeijzer6() {
|
---|
616 | // Keijzer 6 f(x) = Sum(1 / i) From 1 to X , x \in [0..120]
|
---|
617 | // we can only approximate this
|
---|
618 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
619 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 6 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 MctsSymbRegBenchmarkKeijzer8() {
|
---|
629 | // sqrt(x)
|
---|
630 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
631 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 8 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 MctsSymbRegBenchmarkKeijzer9() {
|
---|
641 | // arcsinh(x) i.e. ln(x + sqrt(x² + 1))
|
---|
642 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
643 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 9 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 MctsSymbRegBenchmarkKeijzer11() {
|
---|
653 | // xy + sin( (x-1) (y-1) )
|
---|
654 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider();
|
---|
655 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 11 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 |
|
---|
661 | [TestMethod]
|
---|
662 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
663 | [TestProperty("Time", "short")]
|
---|
664 | public void MctsSymbRegBenchmarkKeijzer12() {
|
---|
665 | // x^4 - x³ + y² / 2 - y, same as Nguyen 12
|
---|
666 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
667 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 12 f(")));
|
---|
668 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
669 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
670 | TestGrammarEnumeration(regProblem);
|
---|
671 | }
|
---|
672 |
|
---|
673 | [TestMethod]
|
---|
674 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
675 | [TestProperty("Time", "short")]
|
---|
676 | public void MctsSymbRegBenchmarkKeijzer14() {
|
---|
677 | // 8 / (2 + x² + y²)
|
---|
678 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
679 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 14 f(")));
|
---|
680 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
681 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
682 | TestGrammarEnumeration(regProblem);
|
---|
683 | }
|
---|
684 |
|
---|
685 | [TestMethod]
|
---|
686 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
687 | [TestProperty("Time", "short")]
|
---|
688 | public void MctsSymbRegBenchmarkKeijzer15() {
|
---|
689 | // x³ / 5 + y³ / 2 - y - x
|
---|
690 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
691 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 15 f(")));
|
---|
692 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
693 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
694 | TestGrammarEnumeration(regProblem);
|
---|
695 | }
|
---|
696 | #endif
|
---|
697 | }
|
---|
698 | }
|
---|