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 | foreach (IGrammarEnumerationAnalyzer grammarEnumerationAnalyzer in alg.Analyzers) {
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34 | alg.Analyzers.SetItemCheckedState(grammarEnumerationAnalyzer, grammarEnumerationAnalyzer is RSquaredEvaluator);
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35 | }
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36 | }
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37 |
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38 | [TestCleanup]
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39 | public void Cleanup() {
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40 | if (alg.BestTrainingSentence != null) {
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41 | Console.WriteLine("Training: " + alg.Grammar.ToInfixString(alg.BestTrainingSentence));
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42 | }
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43 | }
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44 |
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45 |
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46 | private void EvaluateGrammarEnumeration() {
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47 | // Evaluate results
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48 | var eps = 1.0 - SuccessThreshold;
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49 |
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50 | // Check if algorithm terminated correctly
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51 | Assert.IsTrue(alg.Results.ContainsKey("Best solution (Training)"), "No training solution returned!");
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52 |
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53 | // Check resultss
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54 | Assert.AreEqual(1.0, ((IRegressionSolution)alg.Results["Best solution (Training)"].Value).TestRSquared, eps, "Test quality too low!");
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55 | }
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56 |
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57 |
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58 | [TestMethod]
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59 | [TestProperty("Goal", "structure search")]
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60 | public void NoConstants_Nguyen1() {
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61 | // x³ + x² + x
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62 | alg.MaxTreeSize = 20;
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63 | alg.Problem.ProblemData = new NguyenFunctionOne(Seed).GenerateRegressionData();
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64 |
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65 | alg.Start();
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66 |
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67 | TerminalSymbol constSymbol = alg.Grammar.Const;
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68 | TerminalSymbol varSymbol = alg.Grammar.VarTerminals.First();
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69 | TerminalSymbol mulSymbol = alg.Grammar.Multiplication;
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70 | TerminalSymbol addSymbol = alg.Grammar.Addition;
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71 |
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72 | SymbolString targetSolution = new SymbolString(new[] {
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73 | constSymbol, varSymbol, varSymbol, varSymbol, mulSymbol, mulSymbol, mulSymbol,
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74 | constSymbol, varSymbol, varSymbol, mulSymbol, mulSymbol, addSymbol,
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75 | constSymbol, varSymbol, mulSymbol, addSymbol,
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76 | constSymbol, addSymbol
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77 | });
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78 |
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79 | int targetSolutionHash = alg.Grammar.Hasher.CalcHashCode(targetSolution);
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80 | int actualSolutionHash = alg.Grammar.Hasher.CalcHashCode(alg.BestTrainingSentence);
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81 |
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82 | Assert.IsTrue(alg.DistinctSentencesLength.ContainsKey(targetSolutionHash), "Actual solution was not generated!");
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83 |
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84 | Assert.AreEqual(targetSolutionHash, actualSolutionHash, "Actual solution was not recognized as best one.");
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85 |
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86 | // Evaluate
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87 | EvaluateGrammarEnumeration();
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88 | }
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89 |
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90 | // Too "large" target model for now...
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91 | //[TestMethod]
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92 | [TestProperty("Goal", "structure search")]
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93 | public void NoConstants_Nguyen2() {
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94 | // x^4 + x³ + x² + x
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95 | alg.MaxTreeSize = 30;
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96 | alg.Problem.ProblemData = new NguyenFunctionTwo(Seed).GenerateRegressionData();
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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 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 | alg.Problem.ProblemData = new NguyenFunctionThree(Seed).GenerateRegressionData();
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109 |
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110 | alg.Start();
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111 |
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112 | EvaluateGrammarEnumeration();
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113 | }
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114 |
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115 | [TestMethod]
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116 | [TestProperty("Goal", "structure search")]
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117 | public void NoConstants_Nguyen6() {
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118 | // sin(x) + sin(x + x²)
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119 | alg.MaxTreeSize = 25;
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120 | alg.Problem.ProblemData = new NguyenFunctionSix(Seed).GenerateRegressionData();
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121 |
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122 | alg.Start();
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123 |
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124 | TerminalSymbol constSymbol = alg.Grammar.Const;
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125 | TerminalSymbol varSymbol = alg.Grammar.VarTerminals.First();
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126 | TerminalSymbol mulSymbol = alg.Grammar.Multiplication;
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127 | TerminalSymbol addSymbol = alg.Grammar.Addition;
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128 | TerminalSymbol sinSymbol = alg.Grammar.Sin;
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129 |
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130 | // c * sin(c x + c) + c * sin(c * x * x + c * x) + c
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131 | SymbolString targetSolution = new SymbolString(new[] {
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132 | varSymbol, constSymbol, mulSymbol, constSymbol, addSymbol, sinSymbol, constSymbol, mulSymbol,
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133 | varSymbol, varSymbol, mulSymbol, constSymbol, mulSymbol, varSymbol, constSymbol, mulSymbol, addSymbol, constSymbol, addSymbol, sinSymbol, constSymbol, mulSymbol, addSymbol,
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134 | constSymbol, addSymbol
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135 | });
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136 |
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137 | int targetSolutionHash = alg.Grammar.Hasher.CalcHashCode(targetSolution);
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138 | int actualSolutionHash = alg.Grammar.Hasher.CalcHashCode(alg.BestTrainingSentence);
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139 |
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140 | Assert.IsTrue(alg.DistinctSentencesLength.ContainsKey(targetSolutionHash), "Actual solution was not generated!");
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141 | Assert.AreEqual(targetSolutionHash, actualSolutionHash, "Actual solution was not recognized as best one.");
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142 |
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143 | EvaluateGrammarEnumeration();
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144 | }
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145 |
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146 | [TestMethod]
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147 | [TestProperty("Goal", "structure search")]
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148 | public void NoConstants_Nguyen9() {
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149 | // sin(x) + sin(y²)
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150 | alg.MaxTreeSize = 22;
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151 | alg.Problem.ProblemData = new NguyenFunctionNine(Seed).GenerateRegressionData();
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152 |
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153 | alg.Start();
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154 |
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155 | TerminalSymbol xSymbol = alg.Grammar.VarTerminals.First(v => v.StringRepresentation == "X");
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156 | TerminalSymbol ySymbol = alg.Grammar.VarTerminals.First(v => v.StringRepresentation == "Y");
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157 | TerminalSymbol constSymbol = alg.Grammar.Const;
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158 | TerminalSymbol mulSymbol = alg.Grammar.Multiplication;
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159 | TerminalSymbol addSymbol = alg.Grammar.Addition;
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160 | TerminalSymbol sinSymbol = alg.Grammar.Sin;
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161 |
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162 | // c*sin(c*x + c) + c*sin(c*y*y + c) + c
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163 | SymbolString targetSolution = new SymbolString(new[] {
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164 | xSymbol, constSymbol, mulSymbol, constSymbol, addSymbol, sinSymbol, constSymbol, mulSymbol,
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165 | ySymbol, ySymbol, mulSymbol, constSymbol, mulSymbol, constSymbol, addSymbol, sinSymbol, constSymbol, mulSymbol, addSymbol,
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166 | constSymbol, addSymbol
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167 | });
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168 |
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169 | int targetSolutionHash = alg.Grammar.Hasher.CalcHashCode(targetSolution);
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170 | int actualSolutionHash = alg.Grammar.Hasher.CalcHashCode(alg.BestTrainingSentence);
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171 |
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172 | Assert.IsTrue(alg.DistinctSentencesLength.ContainsKey(targetSolutionHash), "Actual solution was not generated!");
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173 | Assert.AreEqual(targetSolutionHash, actualSolutionHash, "Actual solution was not recognized as best one.");
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174 |
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175 | EvaluateGrammarEnumeration();
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176 | }
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177 |
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178 | // Too much variables for now...
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179 | //[TestMethod]
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180 | [TestProperty("Goal", "structure search")]
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181 | public void MctsSymbReg_NoConstants_Poly10() {
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182 | alg.MaxTreeSize = 10;
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183 | alg.Problem.ProblemData = new PolyTen(Seed).GenerateRegressionData();
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184 |
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185 | alg.Start();
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186 | EvaluateGrammarEnumeration();
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187 | }
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188 |
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189 | [TestMethod]
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190 | [TestProperty("Goal", "structure search")]
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191 | public void NoConstants_Inverse() {
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192 | // x / (log(x)*x + x)
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193 | alg.MaxTreeSize = 23;
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194 |
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195 | var x = Enumerable.Range(0, 100).Select(_ => rand.NextDouble() + 1.1).ToList();
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196 | var y = x.Select(xi => xi / (Math.Log(xi) * xi + xi)).ToList();
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197 | alg.Problem.ProblemData = new RegressionProblemData(new Dataset(new List<string>() { "x", "y" }, new List<IList>() { x, y }), "x".ToEnumerable(), "y");
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198 |
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199 | alg.Start();
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200 | EvaluateGrammarEnumeration();
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201 | }
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202 |
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203 |
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204 | #if false
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205 |
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206 | [TestMethod]
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207 | [TestProperty("Goal", "structure search")]
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208 | public void MctsSymbReg_NoConstants_15() {
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209 | alg.MaxTreeSize = 5;
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210 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
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211 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("15")));
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212 | alg.Problem.ProblemData = regProblem;
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213 |
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214 | alg.Start();
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215 | EvaluateGrammarEnumeration();
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216 | }
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217 |
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218 |
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219 | [TestMethod]
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220 | [TestCategory("Algorithms.DataAnalysis")]
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221 | [TestProperty("Time", "short")]
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222 | public void MctsSymbReg_NoConstants_Nguyen7() {
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223 | // log(x + 1) + log(x² + 1)
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224 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
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225 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F7 ")));
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226 | TestGrammarEnumeration(regProblem);
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227 | }
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228 |
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229 | [TestMethod]
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230 | [TestCategory("Algorithms.DataAnalysis")]
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231 | [TestProperty("Time", "short")]
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232 | public void MctsSymbReg_NoConstants_Poly10_Part1() {
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233 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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234 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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235 |
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236 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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237 | // Y' = X1*X2 + X3*X4 + X5*X6
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238 | // simplify problem by changing target
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239 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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240 | var ys = ds.GetDoubleValues("Y").ToArray();
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241 | var x1 = ds.GetDoubleValues("X1").ToArray();
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242 | var x2 = ds.GetDoubleValues("X2").ToArray();
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243 | var x3 = ds.GetDoubleValues("X3").ToArray();
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244 | var x4 = ds.GetDoubleValues("X4").ToArray();
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245 | var x5 = ds.GetDoubleValues("X5").ToArray();
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246 | var x6 = ds.GetDoubleValues("X6").ToArray();
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247 | var x7 = ds.GetDoubleValues("X7").ToArray();
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248 | var x8 = ds.GetDoubleValues("X8").ToArray();
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249 | var x9 = ds.GetDoubleValues("X9").ToArray();
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250 | var x10 = ds.GetDoubleValues("X10").ToArray();
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251 | for (int i = 0; i < ys.Length; i++) {
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252 | ys[i] -= x1[i] * x7[i] * x9[i];
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253 | ys[i] -= x3[i] * x6[i] * x10[i];
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254 | }
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255 | ds.ReplaceVariable("Y", ys.ToList());
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256 |
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257 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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258 |
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259 | TestGrammarEnumeration(modifiedProblemData);
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260 | }
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261 |
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262 | [TestMethod]
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263 | [TestCategory("Algorithms.DataAnalysis")]
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264 | [TestProperty("Time", "short")]
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265 | public void MctsSymbReg_NoConstants_Poly10_Part2() {
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266 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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267 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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268 |
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269 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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270 | // Y' = X1*X7*X9 + X3*X6*X10
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271 | // simplify problem by changing target
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272 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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273 | var ys = ds.GetDoubleValues("Y").ToArray();
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274 | var x1 = ds.GetDoubleValues("X1").ToArray();
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275 | var x2 = ds.GetDoubleValues("X2").ToArray();
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276 | var x3 = ds.GetDoubleValues("X3").ToArray();
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277 | var x4 = ds.GetDoubleValues("X4").ToArray();
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278 | var x5 = ds.GetDoubleValues("X5").ToArray();
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279 | var x6 = ds.GetDoubleValues("X6").ToArray();
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280 | var x7 = ds.GetDoubleValues("X7").ToArray();
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281 | var x8 = ds.GetDoubleValues("X8").ToArray();
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282 | var x9 = ds.GetDoubleValues("X9").ToArray();
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283 | var x10 = ds.GetDoubleValues("X10").ToArray();
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284 | for (int i = 0; i < ys.Length; i++) {
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285 | ys[i] -= x1[i] * x2[i];
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286 | ys[i] -= x3[i] * x4[i];
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287 | ys[i] -= x5[i] * x6[i];
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288 | }
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289 | ds.ReplaceVariable("Y", ys.ToList());
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290 |
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291 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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292 |
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293 | TestGrammarEnumeration(modifiedProblemData);
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294 | }
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295 |
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296 | [TestMethod]
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297 | [TestCategory("Algorithms.DataAnalysis")]
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298 | [TestProperty("Time", "short")]
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299 | public void MctsSymbReg_NoConstants_Poly10_Part3() {
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300 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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301 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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302 |
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303 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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304 | // Y' = X1*X2 + X1*X7*X9
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305 | // simplify problem by changing target
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306 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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307 | var ys = ds.GetDoubleValues("Y").ToArray();
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308 | var x1 = ds.GetDoubleValues("X1").ToArray();
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309 | var x2 = ds.GetDoubleValues("X2").ToArray();
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310 | var x3 = ds.GetDoubleValues("X3").ToArray();
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311 | var x4 = ds.GetDoubleValues("X4").ToArray();
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312 | var x5 = ds.GetDoubleValues("X5").ToArray();
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313 | var x6 = ds.GetDoubleValues("X6").ToArray();
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314 | var x7 = ds.GetDoubleValues("X7").ToArray();
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315 | var x8 = ds.GetDoubleValues("X8").ToArray();
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316 | var x9 = ds.GetDoubleValues("X9").ToArray();
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317 | var x10 = ds.GetDoubleValues("X10").ToArray();
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318 | for (int i = 0; i < ys.Length; i++) {
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319 | ys[i] -= x3[i] * x4[i];
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320 | ys[i] -= x5[i] * x6[i];
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321 | ys[i] -= x3[i] * x6[i] * x10[i];
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322 | }
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323 | ds.ReplaceVariable("Y", ys.ToList());
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324 |
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325 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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326 |
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327 | TestGrammarEnumeration(modifiedProblemData);
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328 | }
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329 |
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330 | [TestMethod]
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331 | [TestCategory("Algorithms.DataAnalysis")]
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332 | [TestProperty("Time", "short")]
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333 | public void MctsSymbReg_NoConstants_Poly10_Part4() {
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334 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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335 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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336 |
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337 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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338 | // Y' = X3*X4 + X5*X6 + X3*X6*X10
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339 | // simplify problem by changing target
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340 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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341 | var ys = ds.GetDoubleValues("Y").ToArray();
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342 | var x1 = ds.GetDoubleValues("X1").ToArray();
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343 | var x2 = ds.GetDoubleValues("X2").ToArray();
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344 | var x3 = ds.GetDoubleValues("X3").ToArray();
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345 | var x4 = ds.GetDoubleValues("X4").ToArray();
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346 | var x5 = ds.GetDoubleValues("X5").ToArray();
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347 | var x6 = ds.GetDoubleValues("X6").ToArray();
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348 | var x7 = ds.GetDoubleValues("X7").ToArray();
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349 | var x8 = ds.GetDoubleValues("X8").ToArray();
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350 | var x9 = ds.GetDoubleValues("X9").ToArray();
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351 | var x10 = ds.GetDoubleValues("X10").ToArray();
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352 | for (int i = 0; i < ys.Length; i++) {
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353 | ys[i] -= x1[i] * x2[i];
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354 | ys[i] -= x1[i] * x7[i] * x9[i];
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355 | }
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356 | ds.ReplaceVariable("Y", ys.ToList());
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357 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
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358 |
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359 |
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360 | TestGrammarEnumeration(modifiedProblemData);
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361 | }
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362 |
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363 | [TestMethod]
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364 | [TestCategory("Algorithms.DataAnalysis")]
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365 | [TestProperty("Time", "short")]
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366 | public void MctsSymbReg_NoConstants_Poly10_Part5() {
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367 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
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368 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
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369 |
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370 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
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371 | // Y' = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9
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372 | // simplify problem by changing target
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373 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
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374 | var ys = ds.GetDoubleValues("Y").ToArray();
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375 | var x1 = ds.GetDoubleValues("X1").ToArray();
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376 | var x2 = ds.GetDoubleValues("X2").ToArray();
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377 | var x3 = ds.GetDoubleValues("X3").ToArray();
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378 | var x4 = ds.GetDoubleValues("X4").ToArray();
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379 | var x5 = ds.GetDoubleValues("X5").ToArray();
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380 | var x6 = ds.GetDoubleValues("X6").ToArray();
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381 | var x7 = ds.GetDoubleValues("X7").ToArray();
|
---|
382 | var x8 = ds.GetDoubleValues("X8").ToArray();
|
---|
383 | var x9 = ds.GetDoubleValues("X9").ToArray();
|
---|
384 | var x10 = ds.GetDoubleValues("X10").ToArray();
|
---|
385 | for (int i = 0; i < ys.Length; i++) {
|
---|
386 | ys[i] -= x3[i] * x6[i] * x10[i];
|
---|
387 | }
|
---|
388 | ds.ReplaceVariable("Y", ys.ToList());
|
---|
389 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
|
---|
390 |
|
---|
391 |
|
---|
392 | TestGrammarEnumeration(modifiedProblemData);
|
---|
393 | }
|
---|
394 |
|
---|
395 | [TestMethod]
|
---|
396 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
397 | [TestProperty("Time", "short")]
|
---|
398 | public void MctsSymbReg_NoConstants_Poly10_Part6() {
|
---|
399 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
|
---|
400 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
|
---|
401 |
|
---|
402 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
|
---|
403 | // Y' = X1*X2 + X3*X4 + X5*X6 + X3*X6*X10
|
---|
404 | // simplify problem by changing target
|
---|
405 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
|
---|
406 | var ys = ds.GetDoubleValues("Y").ToArray();
|
---|
407 | var x1 = ds.GetDoubleValues("X1").ToArray();
|
---|
408 | var x2 = ds.GetDoubleValues("X2").ToArray();
|
---|
409 | var x3 = ds.GetDoubleValues("X3").ToArray();
|
---|
410 | var x4 = ds.GetDoubleValues("X4").ToArray();
|
---|
411 | var x5 = ds.GetDoubleValues("X5").ToArray();
|
---|
412 | var x6 = ds.GetDoubleValues("X6").ToArray();
|
---|
413 | var x7 = ds.GetDoubleValues("X7").ToArray();
|
---|
414 | var x8 = ds.GetDoubleValues("X8").ToArray();
|
---|
415 | var x9 = ds.GetDoubleValues("X9").ToArray();
|
---|
416 | var x10 = ds.GetDoubleValues("X10").ToArray();
|
---|
417 | for (int i = 0; i < ys.Length; i++) {
|
---|
418 | ys[i] -= x1[i] * x7[i] * x9[i];
|
---|
419 | }
|
---|
420 | ds.ReplaceVariable("Y", ys.ToList());
|
---|
421 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
|
---|
422 |
|
---|
423 | TestGrammarEnumeration(modifiedProblemData);
|
---|
424 | }
|
---|
425 |
|
---|
426 |
|
---|
427 | [TestMethod]
|
---|
428 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
429 | [TestProperty("Time", "long")]
|
---|
430 | public void MctsSymbReg_NoConstants_Poly10_250rows() {
|
---|
431 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(Seed);
|
---|
432 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
|
---|
433 | regProblem.TrainingPartition.Start = 0;
|
---|
434 | regProblem.TrainingPartition.End = regProblem.Dataset.Rows;
|
---|
435 | regProblem.TestPartition.Start = 0;
|
---|
436 | regProblem.TestPartition.End = 2;
|
---|
437 | TestGrammarEnumeration(regProblem);
|
---|
438 | }
|
---|
439 |
|
---|
440 | [TestMethod]
|
---|
441 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
442 | [TestProperty("Time", "long")]
|
---|
443 | public void MctsSymbReg_NoConstants_Poly10_10000rows() {
|
---|
444 | // as poly-10 but more rows
|
---|
445 | var x1 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
446 | var x2 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
447 | var x3 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
448 | var x4 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
449 | var x5 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
450 | var x6 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
451 | var x7 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
452 | var x8 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
453 | var x9 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
454 | var x10 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
455 | var ys = new List<double>();
|
---|
456 | for (int i = 0; i < x1.Count; i++) {
|
---|
457 | 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]);
|
---|
458 | }
|
---|
459 |
|
---|
460 | var ds = new Dataset(new string[] { "a", "b", "c", "d", "e", "f", "g", "h", "i", "j", "y" },
|
---|
461 | new[] { x1, x2, x3, x4, x5, x6, x7, x8, x9, x10, ys });
|
---|
462 |
|
---|
463 |
|
---|
464 | var problemData = new RegressionProblemData(ds, new string[] { "a", "b", "c", "d", "e", "f", "g", "h", "i", "j" }, "y");
|
---|
465 |
|
---|
466 | problemData.TrainingPartition.Start = 0;
|
---|
467 | problemData.TrainingPartition.End = problemData.Dataset.Rows;
|
---|
468 | problemData.TestPartition.Start = 0;
|
---|
469 | problemData.TestPartition.End = 2; // must not be empty
|
---|
470 |
|
---|
471 |
|
---|
472 | TestGrammarEnumeration(problemData);
|
---|
473 | }
|
---|
474 |
|
---|
475 | [TestMethod]
|
---|
476 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
477 | [TestProperty("Time", "short")]
|
---|
478 | public void MctsSymbReg_NoConstants_TwoVars() {
|
---|
479 |
|
---|
480 | // y = x1 + x2 + x1*x2 + x1*x2*x2 + x1*x1*x2
|
---|
481 | var x1 = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
482 | var x2 = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
483 | var ys = x1.Zip(x2, (x1i, x2i) => x1i + x2i + x1i * x2i + x1i * x2i * x2i + x1i * x1i * x2i).ToList();
|
---|
484 |
|
---|
485 | var ds = new Dataset(new string[] { "a", "b", "y" }, new[] { x1, x2, ys });
|
---|
486 | var problemData = new RegressionProblemData(ds, new string[] { "a", "b" }, "y");
|
---|
487 |
|
---|
488 | TestGrammarEnumeration(problemData);
|
---|
489 | }
|
---|
490 |
|
---|
491 | [TestMethod]
|
---|
492 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
493 | [TestProperty("Time", "short")]
|
---|
494 | public void MctsSymbReg_NoConstants_Misleading() {
|
---|
495 |
|
---|
496 | // y = a + baaaaa (the effect of the second term should be very small)
|
---|
497 | // the alg will quickly find that a has big effect and will search below a
|
---|
498 | // since we prevent a + a... the algorithm must find the correct expression via a + b...
|
---|
499 | // however b has a small effect so the branch might not be identified as relevant
|
---|
500 | var @as = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
501 | var bs = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
502 | var cs = Enumerable.Range(0, 100).Select(_ => rand.NextDouble() * 1.0e-3).ToList();
|
---|
503 | var ds = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
504 | var es = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
505 | var ys = new double[@as.Count];
|
---|
506 | for (int i = 0; i < ys.Length; i++)
|
---|
507 | ys[i] = @as[i] + bs[i] + @as[i] * bs[i] * cs[i];
|
---|
508 |
|
---|
509 | var dataset = new Dataset(new string[] { "a", "b", "c", "d", "e", "y" }, new[] { @as, bs, cs, ds, es, ys.ToList() });
|
---|
510 |
|
---|
511 | var problemData = new RegressionProblemData(dataset, new string[] { "a", "b", "c", "d", "e" }, "y");
|
---|
512 |
|
---|
513 | TestGrammarEnumeration(problemData);
|
---|
514 | }
|
---|
515 |
|
---|
516 | [TestMethod]
|
---|
517 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
518 | [TestProperty("Time", "short")]
|
---|
519 | public void MctsSymbRegKeijzer7() {
|
---|
520 | // ln(x)
|
---|
521 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
522 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 7 f(")));
|
---|
523 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
524 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
525 | TestGrammarEnumeration(regProblem);
|
---|
526 | }
|
---|
527 |
|
---|
528 |
|
---|
529 | [TestMethod]
|
---|
530 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
531 | [TestProperty("Time", "short")]
|
---|
532 | public void MctsSymbRegBenchmarkNguyen5() {
|
---|
533 | // sin(x²)cos(x) - 1
|
---|
534 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
535 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F5 ")));
|
---|
536 | TestGrammarEnumeration(regProblem);
|
---|
537 | }
|
---|
538 |
|
---|
539 | [TestMethod]
|
---|
540 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
541 | [TestProperty("Time", "short")]
|
---|
542 | public void MctsSymbRegBenchmarkNguyen6() {
|
---|
543 | // sin(x) + sin(x + x²)
|
---|
544 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
545 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F6 ")));
|
---|
546 | TestGrammarEnumeration(regProblem);
|
---|
547 | }
|
---|
548 |
|
---|
549 | [TestMethod]
|
---|
550 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
551 | [TestProperty("Time", "short")]
|
---|
552 | public void MctsSymbRegBenchmarkNguyen7() {
|
---|
553 | // log(x + 1) + log(x² + 1)
|
---|
554 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
555 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F7 ")));
|
---|
556 | TestGrammarEnumeration(regProblem);
|
---|
557 | }
|
---|
558 | [TestMethod]
|
---|
559 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
560 | [TestProperty("Time", "short")]
|
---|
561 | public void MctsSymbRegBenchmarkNguyen8() {
|
---|
562 | // Sqrt(x)
|
---|
563 | // = x ^ 0.5
|
---|
564 | // = exp(0.5 * log(x))
|
---|
565 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
566 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F8 ")));
|
---|
567 | TestGrammarEnumeration(regProblem);
|
---|
568 | }
|
---|
569 |
|
---|
570 | // [TestMethod]
|
---|
571 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
572 | [TestProperty("Time", "short")]
|
---|
573 | public void MctsSymbRegBenchmarkNguyen9() {
|
---|
574 | // sin(x) + sin(y²)
|
---|
575 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
576 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F9 ")));
|
---|
577 | TestGrammarEnumeration(regProblem);
|
---|
578 | }
|
---|
579 |
|
---|
580 | // [TestMethod]
|
---|
581 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
582 | [TestProperty("Time", "short")]
|
---|
583 | public void MctsSymbRegBenchmarkNguyen10() {
|
---|
584 | // 2sin(x)cos(y)
|
---|
585 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
586 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F10 ")));
|
---|
587 | TestGrammarEnumeration(regProblem);
|
---|
588 | }
|
---|
589 |
|
---|
590 | [TestMethod]
|
---|
591 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
592 | [TestProperty("Time", "short")]
|
---|
593 | public void MctsSymbRegBenchmarkNguyen11() {
|
---|
594 | // x ^ y , x > 0, y > 0
|
---|
595 | // = exp(y * log(x))
|
---|
596 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
597 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F11 ")));
|
---|
598 | TestGrammarEnumeration(regProblem);
|
---|
599 | }
|
---|
600 | [TestMethod]
|
---|
601 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
602 | [TestProperty("Time", "short")]
|
---|
603 | public void MctsSymbRegBenchmarkNguyen12() {
|
---|
604 | // x^4 - x³ + y²/2 - y
|
---|
605 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(Seed);
|
---|
606 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F12 ")));
|
---|
607 | TestGrammarEnumeration(regProblem);
|
---|
608 | }
|
---|
609 |
|
---|
610 | [TestMethod]
|
---|
611 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
612 | [TestProperty("Time", "long")]
|
---|
613 | public void MctsSymbRegBenchmarkKeijzer5() {
|
---|
614 | // (30 * x * z) / ((x - 10) * y²)
|
---|
615 | // = 30 x z / (xy² - y²)
|
---|
616 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
617 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 5 f(")));
|
---|
618 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
619 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
620 | TestGrammarEnumeration(regProblem);
|
---|
621 | }
|
---|
622 |
|
---|
623 | [TestMethod]
|
---|
624 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
625 | [TestProperty("Time", "short")]
|
---|
626 | public void MctsSymbRegBenchmarkKeijzer6() {
|
---|
627 | // Keijzer 6 f(x) = Sum(1 / i) From 1 to X , x \in [0..120]
|
---|
628 | // we can only approximate this
|
---|
629 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
630 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 6 f(")));
|
---|
631 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
632 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
633 | TestGrammarEnumeration(regProblem);
|
---|
634 | }
|
---|
635 |
|
---|
636 | [TestMethod]
|
---|
637 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
638 | [TestProperty("Time", "short")]
|
---|
639 | public void MctsSymbRegBenchmarkKeijzer8() {
|
---|
640 | // sqrt(x)
|
---|
641 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
642 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 8 f(")));
|
---|
643 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
644 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
645 | TestGrammarEnumeration(regProblem);
|
---|
646 | }
|
---|
647 |
|
---|
648 | [TestMethod]
|
---|
649 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
650 | [TestProperty("Time", "short")]
|
---|
651 | public void MctsSymbRegBenchmarkKeijzer9() {
|
---|
652 | // arcsinh(x) i.e. ln(x + sqrt(x² + 1))
|
---|
653 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
654 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 9 f(")));
|
---|
655 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
656 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
657 | TestGrammarEnumeration(regProblem);
|
---|
658 | }
|
---|
659 |
|
---|
660 | [TestMethod]
|
---|
661 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
662 | [TestProperty("Time", "short")]
|
---|
663 | public void MctsSymbRegBenchmarkKeijzer11() {
|
---|
664 | // xy + sin( (x-1) (y-1) )
|
---|
665 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider();
|
---|
666 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 11 f(")));
|
---|
667 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
668 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
669 | TestGrammarEnumeration(regProblem);
|
---|
670 | }
|
---|
671 |
|
---|
672 | [TestMethod]
|
---|
673 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
674 | [TestProperty("Time", "short")]
|
---|
675 | public void MctsSymbRegBenchmarkKeijzer12() {
|
---|
676 | // x^4 - x³ + y² / 2 - y, same as Nguyen 12
|
---|
677 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
678 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 12 f(")));
|
---|
679 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
680 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
681 | TestGrammarEnumeration(regProblem);
|
---|
682 | }
|
---|
683 |
|
---|
684 | [TestMethod]
|
---|
685 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
686 | [TestProperty("Time", "short")]
|
---|
687 | public void MctsSymbRegBenchmarkKeijzer14() {
|
---|
688 | // 8 / (2 + x² + y²)
|
---|
689 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
690 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 14 f(")));
|
---|
691 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
692 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
693 | TestGrammarEnumeration(regProblem);
|
---|
694 | }
|
---|
695 |
|
---|
696 | [TestMethod]
|
---|
697 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
698 | [TestProperty("Time", "short")]
|
---|
699 | public void MctsSymbRegBenchmarkKeijzer15() {
|
---|
700 | // x³ / 5 + y³ / 2 - y - x
|
---|
701 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(Seed);
|
---|
702 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 15 f(")));
|
---|
703 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
704 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
705 | TestGrammarEnumeration(regProblem);
|
---|
706 | }
|
---|
707 | #endif
|
---|
708 | }
|
---|
709 | }
|
---|