source: branches/2929_PrioritizedGrammarEnumeration/HeuristicLab.Algorithms.DataAnalysis.PGE/3.3/PGE.cs @ 17740

using System;
using System.Collections.Generic;
using System.Linq;
using System.Runtime.InteropServices;
using System.Threading;
using HeuristicLab.Analysis;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using System.Text.RegularExpressions;
using HeuristicLab.Optimization;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.DataAnalysis;
using HeuristicLab.Problems.DataAnalysis.Symbolic;
using HeuristicLab.Problems.DataAnalysis.Symbolic.Regression;

namespace PGE {
  [Item(Name = "Priorizied Grammar Enumeration (PGE)", Description = "Priorizied grammar enumeration algorithm. Worm, T. and Chiu K., 'Prioritized Grammar Enumeration: Symbolic Regression by Dynamic Programming'. GECCO 2013")]

  [Creatable(Category = CreatableAttribute.Categories.Algorithms, Priority = 999)]

  [StorableClass]
  public unsafe class PGE : BasicAlgorithm {

    [DllImport("go-pge.dll", EntryPoint = "addTestData", CharSet = CharSet.Ansi, CallingConvention = CallingConvention.StdCall)]
    public static extern void AddTestData([MarshalAs(UnmanagedType.AnsiBStr)] string indepNames, [MarshalAs(UnmanagedType.AnsiBStr)] string depndNames, double[] matrix, int nEntries);

    [DllImport("go-pge.dll", EntryPoint = "addTrainData", CharSet = CharSet.Ansi, CallingConvention = CallingConvention.StdCall)]
    public static extern void AddTrainData([MarshalAs(UnmanagedType.AnsiBStr)] string indepNames, [MarshalAs(UnmanagedType.AnsiBStr)] string depndNames, double[] matrix, int nEntries);

    [DllImport("go-pge.dll", EntryPoint = "initSearch", CharSet = CharSet.Ansi, CallingConvention = CallingConvention.StdCall)]
    public static extern void InitSearch(int maxGen, int pgeRptEpoch, int pgeRptCount, int pgeArchiveCap, int peelCnt, int evalrCount, double zeroEpsilon, [MarshalAs(UnmanagedType.AnsiBStr)] string initMethod, [MarshalAs(UnmanagedType.AnsiBStr)] string growMethod, int sortType);

    [DllImport("go-pge.dll", EntryPoint = "initTreeParams", CharSet = CharSet.Ansi, CallingConvention = CallingConvention.StdCall)]
    public static extern void InitTreeParams([MarshalAs(UnmanagedType.AnsiBStr)] string roots, [MarshalAs(UnmanagedType.AnsiBStr)] string nodes, [MarshalAs(UnmanagedType.AnsiBStr)] string nonTrig, [MarshalAs(UnmanagedType.AnsiBStr)] string leafs, int numUsableVars, int maxSize, int minSize, int maxDepth, int minDepth);

    [DllImport("go-pge.dll", EntryPoint = "initProblem", CharSet = CharSet.Ansi, CallingConvention = CallingConvention.StdCall)]
    public static extern void InitProblem([MarshalAs(UnmanagedType.AnsiBStr)] string name, int maxIter, double hitRatio, int searchVar, [MarshalAs(UnmanagedType.AnsiBStr)] string ProblemTypeString, int numProcs);

    [DllImport("go-pge.dll", EntryPoint = "stepW", CharSet = CharSet.Ansi, CallingConvention = CallingConvention.StdCall)]
    public static extern int StepW();

    [DllImport("go-pge.dll", EntryPoint = "getStepResult", CharSet = CharSet.Ansi, CallingConvention = CallingConvention.StdCall)]
    public static extern IntPtr GetStepResult(out int testscore, out int nCoeff);

    [DllImport("go-pge.dll", EntryPoint = "getCoeffResult", CharSet = CharSet.Ansi, CallingConvention = CallingConvention.StdCall)]
    public static extern double GetCoeffResult();

    public override Type ProblemType { get { return typeof(RegressionProblem); } }
    public new RegressionProblem Problem { get { return (RegressionProblem)base.Problem; } }

    #region parameter names
    private static readonly string MaxIterationsParameterName = "MaxIterations";
    private static readonly string MaxGenParameterName = "MaxGen";
    private static readonly string EvalrCountParameterName = "EvalrCount";
    private static readonly string MaxSizeParameterName = "MaxSize";
    private static readonly string MinSizeParameterName = "MinSize";
    private static readonly string MaxDepthParameterName = "MaxDepth";
    private static readonly string MinDepthParameterName = "MinDepth";
    private static readonly string PgeRptEpochParameterName = "PgeRptEpoch";
    private static readonly string PgeRptCountParameterName = "PgeRptCount";
    private static readonly string PgeArchiveCapParameterName = "PgeArchiveCap";
    private static readonly string PeelCntParameterName = "PeelCnt";
    private static readonly string ZeroEpsilonParameterName = "ZeroEpsilon";
    private static readonly string HitRatioParameterName = "HitRatio";
    private static readonly string InitMethodParameterName = "InitMethod";
    private static readonly string GrowMethodParameterName = "GrowMethod";
    private static readonly string RootsParameterName = "Roots";
    private static readonly string NodesParameterName = "Nodes";
    private static readonly string NonTrigParameterName = "NonTrig";
    private static readonly string LeafsParameterName = "Leafs";

    #endregion

    #region parameters                                            
    private IFixedValueParameter<IntValue> MaxIterationsParameter {
      get { return (IFixedValueParameter<IntValue>)Parameters[MaxIterationsParameterName]; }
    }
    public int MaxIterations {
      get { return MaxIterationsParameter.Value.Value; }
      set { MaxIterationsParameter.Value.Value = value; }
    }

    private IFixedValueParameter<IntValue> MaxGenParameter {
      get { return (IFixedValueParameter<IntValue>)Parameters[MaxGenParameterName]; }
    }
    public int MaxGen {
      get { return MaxGenParameter.Value.Value; }
      set { MaxGenParameter.Value.Value = value; }
    }

    private IFixedValueParameter<IntValue> EvalrCountParameter {
      get { return (IFixedValueParameter<IntValue>)Parameters[EvalrCountParameterName]; }
    }
    public int EvalrCount {
      get { return EvalrCountParameter.Value.Value; }
      set { EvalrCountParameter.Value.Value = value; }
    }

    private IFixedValueParameter<IntValue> MaxSizeParameter {
      get { return (IFixedValueParameter<IntValue>)Parameters[MaxSizeParameterName]; }
    }
    public int MaxSize {
      get { return MaxSizeParameter.Value.Value; }
      set { MaxSizeParameter.Value.Value = value; }
    }

    private IFixedValueParameter<IntValue> MinSizeParameter {
      get { return (IFixedValueParameter<IntValue>)Parameters[MinSizeParameterName]; }
    }
    public int MinSize {
      get { return MinSizeParameter.Value.Value; }
      set { MinSizeParameter.Value.Value = value; }
    }

    private IFixedValueParameter<IntValue> MaxDepthParameter {
      get { return (IFixedValueParameter<IntValue>)Parameters[MaxDepthParameterName]; }
    }
    public int MaxDepth {
      get { return MaxDepthParameter.Value.Value; }
      set { MaxDepthParameter.Value.Value = value; }
    }

    private IFixedValueParameter<IntValue> MinDepthParameter {
      get { return (IFixedValueParameter<IntValue>)Parameters[MinDepthParameterName]; }
    }
    public int MinDepth {
      get { return MinDepthParameter.Value.Value; }
      set { MinDepthParameter.Value.Value = value; }
    }

    private IFixedValueParameter<IntValue> PgeRptEpochParameter {
      get { return (IFixedValueParameter<IntValue>)Parameters[PgeRptEpochParameterName]; }
    }
    public int PgeRptEpoch {
      get { return PgeRptEpochParameter.Value.Value; }
      set { PgeRptEpochParameter.Value.Value = value; }
    }

    private IFixedValueParameter<IntValue> PgeRptCountParameter {
      get { return (IFixedValueParameter<IntValue>)Parameters[PgeRptCountParameterName]; }
    }
    public int PgeRptCount {
      get { return PgeRptCountParameter.Value.Value; }
      set { PgeRptCountParameter.Value.Value = value; }
    }

    private IFixedValueParameter<IntValue> PgeArchiveCapParameter {
      get { return (IFixedValueParameter<IntValue>)Parameters[PgeArchiveCapParameterName]; }
    }
    public int PgeArchiveCap {
      get { return PgeArchiveCapParameter.Value.Value; }
      set { PgeArchiveCapParameter.Value.Value = value; }
    }

    private IFixedValueParameter<IntValue> PeelCntParameter {
      get { return (IFixedValueParameter<IntValue>)Parameters[PeelCntParameterName]; }
    }
    public int PeelCnt {
      get { return PeelCntParameter.Value.Value; }
      set { PeelCntParameter.Value.Value = value; }
    }

    private IFixedValueParameter<DoubleValue> ZeroEpsilonParameter {
      get { return (IFixedValueParameter<DoubleValue>)Parameters[ZeroEpsilonParameterName]; }
    }
    public double ZeroEpsilon {
      get { return ZeroEpsilonParameter.Value.Value; }
      set { ZeroEpsilonParameter.Value.Value = value; }
    }

    private IFixedValueParameter<DoubleValue> HitRatioParameter {
      get { return (IFixedValueParameter<DoubleValue>)Parameters[HitRatioParameterName]; }
    }
    public double HitRatio {
      get { return HitRatioParameter.Value.Value; }
      set { HitRatioParameter.Value.Value = value; }
    }

    private IFixedValueParameter<StringValue> InitMethodParameter {
      get { return (IFixedValueParameter<StringValue>)Parameters[InitMethodParameterName]; }
    }
    public string InitMethod {
      get { return InitMethodParameter.Value.Value; }
      set { InitMethodParameter.Value.Value = value; }
    }

    private IFixedValueParameter<StringValue> GrowMethodParameter {
      get { return (IFixedValueParameter<StringValue>)Parameters[GrowMethodParameterName]; }
    }
    public string GrowMethod {
      get { return GrowMethodParameter.Value.Value; }
      set { GrowMethodParameter.Value.Value = value; }
    }

    private IFixedValueParameter<StringValue> RootsParameter {
      get { return (IFixedValueParameter<StringValue>)Parameters[RootsParameterName]; }
    }
    public string Roots {
      get { return RootsParameter.Value.Value; }
      set { RootsParameter.Value.Value = value; }
    }

    private IFixedValueParameter<StringValue> NodesParameter {
      get { return (IFixedValueParameter<StringValue>)Parameters[NodesParameterName]; }
    }
    public string Nodes {
      get { return NodesParameter.Value.Value; }
      set { NodesParameter.Value.Value = value; }
    }

    private IFixedValueParameter<StringValue> NonTrigParameter {
      get { return (IFixedValueParameter<StringValue>)Parameters[NonTrigParameterName]; }
    }
    public string NonTrig {
      get { return NonTrigParameter.Value.Value; }
      set { NonTrigParameter.Value.Value = value; }
    }

    private IFixedValueParameter<StringValue> LeafsParameter {
      get { return (IFixedValueParameter<StringValue>)Parameters[LeafsParameterName]; }
    }
    public string Leafs {
      get { return LeafsParameter.Value.Value; }
      set { LeafsParameter.Value.Value = value; }
    }
    #endregion

    public PGE() {

      base.Problem = new RegressionProblem();

      // algorithm parameters are shown in the GUI
      Parameters.Add(new FixedValueParameter<IntValue>(MaxIterationsParameterName, new IntValue(50)));
      Parameters.Add(new FixedValueParameter<IntValue>(MinDepthParameterName, new IntValue(1)));
      Parameters.Add(new FixedValueParameter<IntValue>(MaxDepthParameterName, new IntValue(6)));
      Parameters.Add(new FixedValueParameter<IntValue>(MinSizeParameterName, new IntValue(4)));
      Parameters.Add(new FixedValueParameter<IntValue>(MaxSizeParameterName, new IntValue(50)));
      Parameters.Add(new FixedValueParameter<IntValue>(EvalrCountParameterName, new IntValue(2)));
      Parameters.Add(new FixedValueParameter<IntValue>(PeelCntParameterName, new IntValue(3)));
      Parameters.Add(new FixedValueParameter<IntValue>(PgeArchiveCapParameterName, new IntValue(256)));
      Parameters.Add(new FixedValueParameter<IntValue>(PgeRptCountParameterName, new IntValue(20)));
      Parameters.Add(new FixedValueParameter<IntValue>(PgeRptEpochParameterName, new IntValue(1)));
      Parameters.Add(new FixedValueParameter<IntValue>(MaxGenParameterName, new IntValue(200)));

      Parameters.Add(new FixedValueParameter<StringValue>(InitMethodParameterName, new StringValue("method1")));  // TODO Dropdown
      Parameters.Add(new FixedValueParameter<StringValue>(GrowMethodParameterName, new StringValue("method1")));

      Parameters.Add(new FixedValueParameter<StringValue>(RootsParameterName, new StringValue("Add")));    // TODO: checkeditemlist
      Parameters.Add(new FixedValueParameter<StringValue>(NodesParameterName, new StringValue("Add Mul")));  // TODO: checkeditemlist
      Parameters.Add(new FixedValueParameter<StringValue>(NonTrigParameterName, new StringValue("Add Mul"))); // TODO: checkeditemlist
      Parameters.Add(new FixedValueParameter<StringValue>(LeafsParameterName, new StringValue("Var ConstantF")));

      Parameters.Add(new FixedValueParameter<DoubleValue>(ZeroEpsilonParameterName, new DoubleValue(0.00001)));
      Parameters.Add(new FixedValueParameter<DoubleValue>(HitRatioParameterName, new DoubleValue(0.01)));
    }


    [StorableConstructor]
    public PGE(bool deserializing) : base(deserializing) { }


    public PGE(PGE original, Cloner cloner) : base(original, cloner) {
      // nothing to clone
    }

    public override IDeepCloneable Clone(Cloner cloner) {
      return new PGE(this, cloner);
    }

    protected override void Run(CancellationToken cancellationToken) {
      Log log = new Log();
      Results.Add(new Result("Log", log));
      var iterationsResult = new IntValue(0);
      Results.Add(new Result("Iteration", iterationsResult));
      var bestMSEResult = new DoubleValue(); 
      Results.Add(new Result("Best MSE", bestMSEResult));
      var testScoresTable = new DataTable("Test scores");
      var bestTestScoreRow = new DataRow("Best test score");
      var curTestScoreRow = new DataRow("Current test score");
      testScoresTable.Rows.Add(bestTestScoreRow);
      testScoresTable.Rows.Add(curTestScoreRow);
      Results.Add(new Result("Test scores", testScoresTable));
      var lengthsTable = new DataTable("Lengths");
      var len1Row = new DataRow("Length 1");
      var len2Row = new DataRow("Length 2");
      lengthsTable.Rows.Add(len1Row);
      lengthsTable.Rows.Add(len2Row);
      Results.Add(new Result("Lengths", lengthsTable));


      var bestSolutionResult = new Result("Best solution", typeof(IRegressionSolution));
      Results.Add(bestSolutionResult);

      var allSolutions = new ItemList<IRegressionSolution>();
      var allSolutionsResult = new Result("Solutions", allSolutions);
      Results.Add(allSolutionsResult);

      // TODO: the following is potentially problematic for other go processes run on the same machine at the same time
      // shouldn't be problematic bc is inherited only, normally only child processes are affected
      Environment.SetEnvironmentVariable("GOGC", "off");
      Environment.SetEnvironmentVariable("GODEBUG", "cgocheck=0");
      Environment.SetEnvironmentVariable("CGO_ENABLED", "1");
      Environment.SetEnvironmentVariable("PGEDEBUG", "0");


      //Constants
      int sortType = 0; // TODO what's sort type? //
      //1 = PESORT_PARETO_TRN_ERR
      //0 = PESORT_PARETO_TST_ERR

      string problemTypeString = "benchmark";
      int numProc = 12;
      string problemName = Problem.ProblemData.Name;


      var problemData = Problem.ProblemData;
      var variables = problemData.AllowedInputVariables.Concat(new string[] { problemData.TargetVariable });
      // no idea why the following are IntPtr, this should not be necessary for marshalling, it should be ok to just send the double[,]
      
      double[] trainData = GetData(problemData.Dataset, variables, problemData.TrainingIndices);
      double[] testData = GetData(problemData.Dataset, variables, problemData.TestIndices);

      int nTrainData = Problem.ProblemData.TrainingPartition.Size;
      int nTestData = Problem.ProblemData.TestPartition.Size;

      if (problemData.AllowedInputVariables.Any(iv => iv.Contains(" ")))
        throw new NotSupportedException("PGE does not support variable names which contain spaces");

      var inputVariableNames = string.Join(" ", problemData.AllowedInputVariables);

      AddTestData(inputVariableNames, problemData.TargetVariable, testData, nTestData);
      AddTrainData(inputVariableNames, problemData.TargetVariable, trainData, nTrainData);

      int numberOfUseableVariables = problemData.AllowedInputVariables.Count();

      InitSearch(MaxGen, PgeRptEpoch, PgeRptCount, PgeArchiveCap, PeelCnt, EvalrCount, ZeroEpsilon, InitMethod, GrowMethod, sortType);

      // cUsableVars: list of indices into independent variables
      InitTreeParams(Roots, Nodes, NonTrig, Leafs, numberOfUseableVariables, MaxSize, MinSize, MaxDepth, MinDepth);

      InitProblem(Name, MaxIterations, HitRatio, 
        searchVar: 0,  // SearchVar: index of dependent variables (this is always zero because we only have one target variable)
        ProblemTypeString: problemTypeString, numProcs: numProc);

      var bestMSE = double.MaxValue;
      for (int iter = 1; iter <= MaxIterations; iter++) {
        iterationsResult.Value = iter;

        int nResults = StepW();

        for (int iResult = 0; iResult < nResults; iResult++) {
          int nCoeff = 0;
          int testScore = 0;

          IntPtr eqn = GetStepResult(out testScore, out nCoeff);
          string eqnStr = Marshal.PtrToStringAnsi(eqn);

          double[] coeff = new double[nCoeff];
          for (int iCoeff = 0; iCoeff < nCoeff; iCoeff++) {
            coeff[iCoeff] = GetCoeffResult();
          }
          log.LogMessage("Push/Pop (" + iResult + ", " + testScore + ") " + eqnStr + " coeff: " + string.Join(" ", coeff));

          if (!string.IsNullOrEmpty(eqnStr)) {
            var sol = CreateSolution(problemData, eqnStr, coeff, problemData.AllowedInputVariables.ToArray());
            allSolutions.Add(sol);
            if (sol.TrainingMeanSquaredError < bestMSE) {
              // update best quality
              bestMSE = sol.TrainingMeanSquaredError;
              bestMSEResult.Value = bestMSE;
              bestSolutionResult.Value = sol;
            }
          }
          bestTestScoreRow.Values.Add(bestMSEResult.Value); // always add the current best test score to data row
          curTestScoreRow.Values.Add(testScore);
        }

        if (cancellationToken.IsCancellationRequested) break;
      }

      // Results.Add(new Result("Execution time", new TimeSpanValue(this.ExecutionTime)));
    }

    private static readonly Regex varRegex = new Regex(@"X_(\d)+");
    private static readonly Regex coeffRegex = new Regex(@"C_(\d)+");

    private IRegressionSolution CreateSolution(IRegressionProblemData problemData, string eqnStr, double[] coeff, string[] usableVariables) {
      // coefficients are named e.g. "C_0" in the PGE expressions
      // -> replace all patterns "C_\d" by the corresponding coefficients
      var match = coeffRegex.Match(eqnStr);
      while (match.Success) {
        var coeffIdx = int.Parse(match.Groups[1].ToString());
        eqnStr = eqnStr.Substring(0, match.Index) +
          "(" + coeff[coeffIdx].ToString(System.Globalization.CultureInfo.InvariantCulture) + ")" +
          eqnStr.Substring(match.Index + match.Length);
        match = coeffRegex.Match(eqnStr);
      }

      // variables are named e.g. "X_0" in the PGE expressions
      // -> replace all patterns "X_\d" by the corresponding variable name
      match = varRegex.Match(eqnStr);
      while (match.Success) {
        var varIdx = int.Parse(match.Groups[1].ToString());
        eqnStr = eqnStr.Substring(0, match.Index) +
          "'" + usableVariables[varIdx] + "'" +
          eqnStr.Substring(match.Index + match.Length);
        match = varRegex.Match(eqnStr);
      }

      var parser = new InfixExpressionParser();
      var tree = parser.Parse(eqnStr);
      var model = new SymbolicRegressionModel(problemData.TargetVariable, tree, new SymbolicDataAnalysisExpressionTreeLinearInterpreter());
      return model.CreateRegressionSolution((IRegressionProblemData)problemData.Clone());
    }

    public override bool SupportsPause {
      get { return false; }
    }

    private static double[] GetData(IDataset ds, IEnumerable<string> variableNames, IEnumerable<int> rows) {
      var dim = variableNames.Count();
      double[] val = new double[rows.Count() * dim];
      int r = 0;
      foreach (var row in rows) {
        int c = 0;
        foreach (var var in variableNames) {
          val[r * dim + c] = ds.GetDoubleValue(var, r);
          c++;
        }
        r++;
      }
      return val;
    }
  }
}