#region License Information
/* HeuristicLab
* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
*
* This file is part of HeuristicLab.
*
* HeuristicLab is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* HeuristicLab is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with HeuristicLab. If not, see .
*/
#endregion
using System;
using System.Collections.Generic;
using HEAL.Attic;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Regression {
[Item("Constraint ConstOpt Evaluator", "")]
[StorableType("4170FD8B-DDD9-43B7-8BF8-F9C7290D4D1C")]
public class SymbolicRegressionSingleObjectiveConstraintConstOptEvaluator : SymbolicRegressionSingleObjectiveEvaluator {
[StorableConstructor]
protected SymbolicRegressionSingleObjectiveConstraintConstOptEvaluator(StorableConstructorFlag _) : base(_) { }
protected SymbolicRegressionSingleObjectiveConstraintConstOptEvaluator(SymbolicRegressionSingleObjectiveConstraintConstOptEvaluator original, Cloner cloner)
: base(original, cloner) {
}
public override IDeepCloneable Clone(Cloner cloner) {
return new SymbolicRegressionSingleObjectiveConstraintConstOptEvaluator(this, cloner);
}
public SymbolicRegressionSingleObjectiveConstraintConstOptEvaluator() : base() { }
public override bool Maximization { get { return true; } }
public override IOperation InstrumentedApply() {
var solution = SymbolicExpressionTreeParameter.ActualValue;
IEnumerable rows = GenerateRowsToEvaluate();
double quality = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, solution, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, ProblemDataParameter.ActualValue, rows, ApplyLinearScalingParameter.ActualValue.Value);
QualityParameter.ActualValue = new DoubleValue(quality);
return base.InstrumentedApply();
}
public static double Calculate(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree tree, double lowerEstimationLimit, double upperEstimationLimit, IRegressionProblemData problemData, IEnumerable rows, bool applyLinearScaling) {
IEnumerable estimatedValues = interpreter.GetSymbolicExpressionTreeValues(tree, problemData.Dataset, rows);
IEnumerable targetValues = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, rows);
OnlineCalculatorError errorState = OnlineCalculatorError.None;
var constraints = IntervalConstraintsParser.Parse(((RegressionProblemData)problemData).IntervalConstraintsParameter.Value.Value);
var intervalInterpreter = new IntervalInterpreter();
var variableRanges = ((RegressionProblemData)problemData).VariableRangesParameter.Value.VariableIntervals;
var r2 = SymbolicRegressionConstantOptimizationEvaluator.OptimizeConstants(interpreter, tree, problemData, problemData.TrainingIndices, applyLinearScaling, 10);
if (HasConstraintVioluations(constraints, intervalInterpreter, variableRanges, tree)) {
r2 = 0;
}
return r2;
}
public override double Evaluate(IExecutionContext context, ISymbolicExpressionTree tree,
IRegressionProblemData problemData, IEnumerable rows) {
SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = context;
EstimationLimitsParameter.ExecutionContext = context;
ApplyLinearScalingParameter.ExecutionContext = context;
double r2 = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree,
EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, problemData, rows,
ApplyLinearScalingParameter.ActualValue.Value);
SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = null;
EstimationLimitsParameter.ExecutionContext = null;
ApplyLinearScalingParameter.ExecutionContext = null;
return r2;
}
private static bool HasConstraintVioluations(IEnumerable constraints, IntervalInterpreter intervalInterpreter,
Dictionary variableRanges, ISymbolicExpressionTree solution) {
foreach (var constraint in constraints) {
if (constraint.Variable != null && !variableRanges.ContainsKey(constraint.Variable))
throw new ArgumentException($"The given variable {constraint.Variable} in the constraint does not exists in the model.", nameof(IntervalConstraintsParser));
if (!constraint.IsDerivation) {
var res = intervalInterpreter.GetSymbolicExpressionTreeInterval(solution, variableRanges);
if (!constraint.Interval.Contains(res, constraint.InclusiveLowerBound,
constraint.InclusiveUpperBound)) {
return true;
}
} else {
var tree = solution;
for (var i = 0; i < constraint.NumberOfDerivation; ++i) {
tree = DerivativeCalculator.Derive(tree, constraint.Variable);
}
var res = intervalInterpreter.GetSymbolicExpressionTreeInterval(tree, variableRanges);
if (!constraint.Interval.Contains(res, constraint.InclusiveLowerBound,
constraint.InclusiveUpperBound)) {
return true;
}
}
}
return false;
}
}
}