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source: branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Tests/HeuristicLab.Problems.DataAnalysis-3.4/VariableImpactCalculationTest.cs @ 16386

Last change on this file since 16386 was 16386, checked in by gkronber, 6 years ago

#2925 merged changes r15972:16382 from trunk to branch
File size: 11.5 KB
Line 
1using System;
2using System.Collections.Generic;
3using System.Linq;
4using HeuristicLab.Algorithms.ALPS;
5using HeuristicLab.Algorithms.DataAnalysis;
6using HeuristicLab.Data;
7using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
8using HeuristicLab.Problems.DataAnalysis.Symbolic;
9using HeuristicLab.Problems.DataAnalysis.Symbolic.Regression;
10using HeuristicLab.Problems.Instances.DataAnalysis;
11using HeuristicLab.Selection;
12using HeuristicLab.Tests;
13using Microsoft.VisualStudio.TestTools.UnitTesting;
14
15namespace HeuristicLab.Problems.DataAnalysis.Tests {
16
17  [TestClass()]
18  public class VariableImpactCalculationTest {
19    [TestMethod]
20    [TestCategory("Problems.DataAnalysis")]
21    [TestProperty("Time", "medium")]
22    public void RunAlpsSymRegFactoryVariableMibaC1Test() {
23      var alpsGA = CreateAlpsGaSymRegMibaC1Sample();
24      alpsGA.Start();
25      var ers = alpsGA.Results.FirstOrDefault(v => v.Name == "Variable impacts").Value as DoubleMatrix;
26      Assert.IsNotNull(ers);
27      Assert.IsTrue(ers.Rows == 22);
28      List<string> expectedVariableOrder = new List<string> { "Oil", "Grooving", "Material_Cat", "x20", "Material", "x14", "x12", "x3", "x7", "x2", "x16", "x15", "x8", "x10", "x11", "x22", "x4", "x5", "x6", "x9", "x17", "x13" };
29      List<double> expectedVariableImpacts = new List<double> { 0.206, 0.179, 0.136, 0.099, 0.092, 0.07, 0.048, 0.033, 0.029, 0.026, 0.017, 0.01, 0.007, 0.007, 0.007, 0.006, 0.005, 0.005, 0.005, 0.005, 0.005, 0.003 };
30      Assert.IsTrue(ers.RowNames.SequenceEqual(expectedVariableOrder));
31      Assert.IsTrue(ers.SequenceEqual(expectedVariableImpacts));
32    }
33
34    [TestMethod]
35    [TestCategory("Problems.DataAnalysis")]
36    [TestProperty("Time", "medium")]
37    public void RunAlpsSymRegFactoryVariableMibaWear1Test() {
38      var alpsGA = CreateAlpsGaSymRegMibaWear1Sample();
39      alpsGA.Start();
40      var ers = alpsGA.Results.FirstOrDefault(v => v.Name == "Variable impacts").Value as DoubleMatrix;
41      Assert.IsNotNull(ers);
42      Assert.IsTrue(ers.Rows == 27);
43      List<string> expectedVariableOrder = new List<string> { "Oil", "Material_Cat", "Material", "Grooving", "x8", "x1", "x14", "x11", "x19", "x10", "x5", "x9", "x17", "x6", "x18", "x7", "Source1", "x2", "x3", "x4", "x16", "x20", "x12", "x13", "x15", "x22", "x21" };
44      List<double> expectedVariableImpacts = new List<double> { 0.194, 0.184, 0.163, 0.155, 0.022, 0.019, 0.019, 0.018, 0.017, 0.016, 0.015, 0.015, 0.015, 0.014, 0.014, 0.013, 0.012, 0.011, 0.011, 0.011, 0.011, 0.011, 0.01, 0.009, 0.009, 0.008, 0.006 };
45      Assert.IsTrue(ers.RowNames.SequenceEqual(expectedVariableOrder));
46      Assert.IsTrue(ers.SequenceEqual(expectedVariableImpacts));
47    }
48
49    [TestMethod]
50    [TestCategory("Problems.DataAnalysis")]
51    [TestProperty("Time", "medium")]
52    public void RunAlpsSymRegFactoryVariableRealworldTowerTest() {
53      var alpsGA = CreateAlpsGaSymReRealworldTowerSample();
54      alpsGA.Start();
55      var ers = alpsGA.Results.FirstOrDefault(v => v.Name == "Variable impacts").Value as DoubleMatrix;
56      Assert.IsNotNull(ers);
57      Assert.IsTrue(ers.Rows == 25);
58      List<string> expectedVariableOrder = new List<string> { "x5", "x4", "x21", "x22", "x13", "x3", "x9", "x19", "x1", "x12", "x8", "x10", "x25", "x11", "x23", "x7", "x24", "x6", "x14", "x15", "x20", "x2", "x16", "x18", "x17" };
59      List<double> expectedVariableImpacts = new List<double> { 0.057, 0.051, 0.047, 0.047, 0.046, 0.045, 0.044, 0.044, 0.043, 0.043, 0.041, 0.04, 0.04, 0.038, 0.038, 0.037, 0.037, 0.036, 0.036, 0.034, 0.033, 0.031, 0.031, 0.031, 0.03 };
60      Assert.IsTrue(ers.RowNames.SequenceEqual(expectedVariableOrder));
61      Assert.IsTrue(ers.SequenceEqual(expectedVariableImpacts));
62    }
63
64    [TestMethod]
65    [TestCategory("Problems.DataAnalysis")]
66    [TestProperty("Time", "short")]
67    public void RunRandomForestPolyTenTest() {
68      var randomForestRegression = new RandomForestRegression() {
69        M = 0.4,
70        R = 0.3,
71        NumberOfTrees = 50,
72        SetSeedRandomly = false,
73        Seed = 42
74      };
75
76      var symbRegProblem = new SymbolicRegressionSingleObjectiveProblem();
77      symbRegProblem.ProblemData = new PolyTen(555000).GenerateRegressionData();
78      randomForestRegression.Problem = symbRegProblem;
79      randomForestRegression.Start();
80
81      var rfs = randomForestRegression.Results.FirstOrDefault(v => v.Name == "Random forest regression solution").Value as RandomForestRegressionSolution;
82      Assert.IsNotNull(rfs);
83      var result = new RegressionSolutionVariableImpactsCalculator().Calculate(rfs);
84
85      //Set expected impacts
86      List<Tuple<string, double>> aux = new List<Tuple<string, double>>();
87      aux.Add(new Tuple<string, double>("X6", 0.14984398650032071));
88      aux.Add(new Tuple<string, double>("X5", 0.14361275357221248));
89      aux.Add(new Tuple<string, double>("X1", 0.10607502238071009));
90      aux.Add(new Tuple<string, double>("X3", 0.1056849194554953));
91      aux.Add(new Tuple<string, double>("X4", 0.0906750779077492));
92      aux.Add(new Tuple<string, double>("X2", 0.089817766590950532));
93      aux.Add(new Tuple<string, double>("X8", 0.042797597332305481));
94      aux.Add(new Tuple<string, double>("X9", 0.038609311722408446));
95      aux.Add(new Tuple<string, double>("X10", 0.036202503161574362));
96      aux.Add(new Tuple<string, double>("X7", 0.033539038256832465));
97      Assert.IsTrue(result.SequenceEqual(aux));
98    }
99
100    [TestMethod]
101    [TestCategory("Problems.DataAnalysis")]
102    [TestProperty("Time", "short")]
103    public void RunLinearRegressionBreimanITest() {
104      LinearRegression lr = new LinearRegression();
105      var symbRegProblem = new SymbolicRegressionSingleObjectiveProblem();
106      symbRegProblem.ProblemData = new BreimanOne(1234).GenerateRegressionData();
107
108      lr.Problem = symbRegProblem;
109      lr.Start();
110
111      var lrs = lr.Results.FirstOrDefault(v => v.Name == "Linear regression solution").Value as SymbolicRegressionSolution;
112      Assert.IsNotNull(lrs);
113      var result = new RegressionSolutionVariableImpactsCalculator().Calculate(lrs);
114
115      //Set expected impacts
116      List<Tuple<string, double>> aux = new List<Tuple<string, double>>();
117      aux.Add(new Tuple<string, double>("X1", 0.43328518823918716));
118      aux.Add(new Tuple<string, double>("X2", 0.073284548674773631));
119      aux.Add(new Tuple<string, double>("X5", 0.070306657566311159));
120      aux.Add(new Tuple<string, double>("X3", 0.035352205426012917));
121      aux.Add(new Tuple<string, double>("X6", 0.031710492680145475));
122      aux.Add(new Tuple<string, double>("X4", 0.0081659530036176653));
123      aux.Add(new Tuple<string, double>("X7", 0.0070869550705255913));
124      aux.Add(new Tuple<string, double>("X9", 8.0546619615096127E-05));
125      aux.Add(new Tuple<string, double>("X8", 6.2072921147349192E-05));
126      aux.Add(new Tuple<string, double>("X10", 1.9113559758254794E-06));
127
128      Assert.IsTrue(result.SequenceEqual(aux));
129    }
130
131    private AlpsGeneticAlgorithm CreateAlpsGaSymRegMibaC1Sample() {
132      AlpsGeneticAlgorithm alpsGa = new AlpsGeneticAlgorithm();
133      #region Problem Configuration
134      var provider = new MibaFrictionRegressionInstanceProvider();
135      var instance = provider.GetDataDescriptors().Single(x => x.Name.StartsWith("CF1"));
136      var symbRegProblem = new SymbolicRegressionSingleObjectiveProblem();
137      symbRegProblem.Load(provider.LoadData(instance));
138
139      symbRegProblem.MaximumSymbolicExpressionTreeDepth.Value = 35;
140      symbRegProblem.MaximumSymbolicExpressionTreeLength.Value = 35;
141
142      var grammar = (TypeCoherentExpressionGrammar)symbRegProblem.SymbolicExpressionTreeGrammar;
143      grammar.Symbols.OfType<Exponential>().Single().Enabled = false;
144      grammar.Symbols.OfType<Logarithm>().Single().Enabled = false;
145
146      #endregion
147      #region Algorithm Configuration
148      alpsGa.Name = "ALPS Genetic Programming - Symbolic Regression";
149      alpsGa.Description = "An ALPS-GP to solve a symbolic regression problem";
150      alpsGa.Problem = symbRegProblem;
151      SamplesUtils.ConfigureAlpsGeneticAlgorithmParameters<GeneralizedRankSelector, SubtreeCrossover, MultiSymbolicExpressionTreeManipulator>(alpsGa,
152        numberOfLayers: 1000,
153        popSize: 100,
154        mutationRate: 0.25,
155        elites: 1,
156        plusSelection: false,
157        agingScheme: AgingScheme.Polynomial,
158        ageGap: 15,
159        ageInheritance: 1.0,
160        maxGens: 10);
161
162      alpsGa.SetSeedRandomly.Value = false;
163      alpsGa.Seed.Value = 1234;
164      #endregion
165      return alpsGa;
166    }
167    private AlpsGeneticAlgorithm CreateAlpsGaSymRegMibaWear1Sample() {
168      AlpsGeneticAlgorithm alpsGa = new AlpsGeneticAlgorithm();
169      #region Problem Configuration
170      var provider = new MibaFrictionRegressionInstanceProvider();
171      var instance = provider.GetDataDescriptors().Single(x => x.Name.StartsWith("Wear1"));
172      var symbRegProblem = new SymbolicRegressionSingleObjectiveProblem();
173      symbRegProblem.Load(provider.LoadData(instance));
174
175      symbRegProblem.MaximumSymbolicExpressionTreeDepth.Value = 77;
176      symbRegProblem.MaximumSymbolicExpressionTreeLength.Value = 77;
177
178      var grammar = (TypeCoherentExpressionGrammar)symbRegProblem.SymbolicExpressionTreeGrammar;
179
180      #endregion
181      #region Algorithm Configuration
182      alpsGa.Name = "ALPS Genetic Programming - Symbolic Regression";
183      alpsGa.Description = "An ALPS-GP to solve a symbolic regression problem";
184      alpsGa.Problem = symbRegProblem;
185      SamplesUtils.ConfigureAlpsGeneticAlgorithmParameters<RandomSelector, SubtreeCrossover, MultiSymbolicExpressionTreeManipulator>(alpsGa,
186        numberOfLayers: 1000,
187        popSize: 200,
188        mutationRate: 0.25,
189        elites: 1,
190        plusSelection: false,
191        agingScheme: AgingScheme.Polynomial,
192        ageGap: 15,
193        ageInheritance: 1.0,
194        maxGens: 10);
195
196      alpsGa.SetSeedRandomly.Value = false;
197      alpsGa.Seed.Value = 11121314;
198      #endregion
199      return alpsGa;
200    }
201    private AlpsGeneticAlgorithm CreateAlpsGaSymReRealworldTowerSample() {
202      AlpsGeneticAlgorithm alpsGa = new AlpsGeneticAlgorithm();
203      #region Problem Configuration
204      var provider = new RegressionRealWorldInstanceProvider();
205      var instance = provider.GetDataDescriptors().Single(x => x.Name.StartsWith("Tower"));
206      var symbRegProblem = new SymbolicRegressionSingleObjectiveProblem();
207      symbRegProblem.Load(provider.LoadData(instance));
208
209      symbRegProblem.MaximumSymbolicExpressionTreeDepth.Value = 77;
210      symbRegProblem.MaximumSymbolicExpressionTreeLength.Value = 77;
211
212      var grammar = (TypeCoherentExpressionGrammar)symbRegProblem.SymbolicExpressionTreeGrammar;
213
214      #endregion
215      #region Algorithm Configuration
216      alpsGa.Name = "ALPS Genetic Programming - Symbolic Regression";
217      alpsGa.Description = "An ALPS-GP to solve a symbolic regression problem";
218      alpsGa.Problem = symbRegProblem;
219      SamplesUtils.ConfigureAlpsGeneticAlgorithmParameters<RandomSelector, SubtreeCrossover, MultiSymbolicExpressionTreeManipulator>(alpsGa,
220        numberOfLayers: 1000,
221        popSize: 200,
222        mutationRate: 0.25,
223        elites: 1,
224        plusSelection: false,
225        agingScheme: AgingScheme.Polynomial,
226        ageGap: 15,
227        ageInheritance: 1.0,
228        maxGens: 10);
229
230      alpsGa.SetSeedRandomly.Value = false;
231      alpsGa.Seed.Value = 1111;
232      #endregion
233      return alpsGa;
234    }
235
236    //TODO: Add Function-Tests once the Branch of #2904 is done
237  }
238}
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