1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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4 | *
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5 | * This file is part of HeuristicLab.
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6 | *
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7 | * HeuristicLab is free software: you can redistribute it and/or modify
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8 | * it under the terms of the GNU General Public License as published by
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9 | * the Free Software Foundation, either version 3 of the License, or
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10 | * (at your option) any later version.
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11 | *
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12 | * HeuristicLab is distributed in the hope that it will be useful,
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13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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15 | * GNU General Public License for more details.
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16 | *
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17 | * You should have received a copy of the GNU General Public License
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18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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19 | */
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20 | #endregion
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21 |
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22 | using System;
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23 | using System.Collections.Generic;
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24 | using System.Linq;
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25 | using HeuristicLab.Common;
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26 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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27 |
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28 | namespace HeuristicLab.Problems.DataAnalysis.Symbolic.ConstantsOptimization {
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29 | public static class Util {
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30 | /// <summary>
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31 | /// Extracts all variable information in a symbolic expression tree. The variable information is necessary to convert a tree in an AutoDiff term.
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32 | /// </summary>
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33 | /// <param name="tree">The tree referencing the variables.</param>
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34 | /// <returns>The data for variables occuring in the tree.</returns>
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35 | public static List<VariableData> ExtractVariables(ISymbolicExpressionTree tree) {
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36 | if (tree == null) throw new ArgumentNullException("tree");
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37 |
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38 | var variables = new HashSet<VariableData>();
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39 | foreach (var node in tree.IterateNodesPrefix().OfType<IVariableTreeNode>()) {
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40 | string variableName = node.VariableName;
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41 | int lag = 0;
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42 | var laggedNode = node as ILaggedTreeNode;
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43 | if (laggedNode != null) lag = laggedNode.Lag;
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44 |
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45 |
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46 | var factorNode = node as FactorVariableTreeNode;
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47 | if (factorNode != null) {
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48 | foreach (var factorValue in factorNode.Symbol.GetVariableValues(variableName)) {
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49 | var data = new VariableData(variableName, factorValue, lag);
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50 | variables.Add(data);
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51 | }
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52 | } else {
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53 | var data = new VariableData(variableName, string.Empty, lag);
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54 | variables.Add(data);
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55 | }
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56 | }
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57 | return variables.ToList();
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58 | }
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59 | /// <summary>
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60 | /// Extract the necessary date for constants optimization with AutoDiff
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61 | /// </summary>
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62 | /// <param name="dataset">The dataset holding the data.</param>
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63 | /// <param name="variables">The variables for which the data from the dataset should be extracted.</param>
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64 | /// <param name="rows">The rows for which the data should be extracted.</param>
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65 | /// <returns>A two-dimensiona double array containing the input data.</returns>
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66 | public static double[,] ExtractData(IDataset dataset, IEnumerable<VariableData> variables, IEnumerable<int> rows) {
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67 | if (dataset == null) throw new ArgumentNullException("dataset");
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68 | if (variables == null) throw new ArgumentNullException("variables");
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69 | if (rows == null) throw new ArgumentNullException("rows");
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70 |
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71 | var x = new double[rows.Count(), variables.Count()];
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72 |
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73 | int col = 0;
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74 | foreach (var variable in variables) {
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75 | if (dataset.VariableHasType<double>(variable.variableName)) {
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76 | IEnumerable<double> values;
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77 | if (variable.lag == 0)
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78 | values = dataset.GetDoubleValues(variable.variableName, rows);
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79 | else
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80 | values = dataset.GetDoubleValues(variable.variableName, rows.Select(r => r + variable.lag));
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81 |
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82 | int row = 0;
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83 | foreach (var value in values) {
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84 | x[row, col] = value;
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85 | row++;
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86 | }
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87 | } else if (dataset.VariableHasType<string>(variable.variableName)) {
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88 | var values = dataset.GetStringValues(variable.variableName, rows);
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89 |
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90 | int row = 0;
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91 | foreach (var value in values) {
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92 | x[row, col] = value == variable.variableValue ? 1 : 0; ;
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93 | row++;
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94 | }
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95 | } else throw new NotSupportedException("found a variable of unknown type");
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96 | col++;
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97 | }
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98 |
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99 | return x;
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100 | }
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101 |
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102 | /// <summary>
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103 | /// Extracts all numeric nodes from a symbolic expression tree that can be optimized by the constants optimization
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104 | /// </summary>
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105 | /// <param name="tree">The tree from which the numeric nodes should be extracted.</param>
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106 | /// <returns>A list containing all nodes with numeric coefficients.</returns>
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107 | public static List<ISymbolicExpressionTreeNode> ExtractNumericNodes(ISymbolicExpressionTree tree) {
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108 | if (tree == null) throw new ArgumentNullException("tree");
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109 |
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110 | var nodes = new List<ISymbolicExpressionTreeNode>();
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111 | foreach (var node in tree.IterateNodesPrefix().OfType<SymbolicExpressionTreeTerminalNode>()) {
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112 | ConstantTreeNode constantTreeNode = node as ConstantTreeNode;
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113 | VariableTreeNodeBase variableTreeNodeBase = node as VariableTreeNodeBase;
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114 | FactorVariableTreeNode factorVarTreeNode = node as FactorVariableTreeNode;
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115 | if (constantTreeNode != null) nodes.Add(constantTreeNode);
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116 | else if (variableTreeNodeBase != null) nodes.Add(variableTreeNodeBase);
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117 | else if (factorVarTreeNode != null) nodes.Add(variableTreeNodeBase);
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118 | else throw new NotSupportedException(string.Format("Terminal nodes of type {0} are not supported.", node.GetType().GetPrettyName()));
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119 | }
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120 | return nodes;
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121 | }
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122 |
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123 | /// <summary>
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124 | /// Extracts all numeric constants from a symbolic expression tree.
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125 | /// </summary>
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126 | /// <param name="tree">The tree from which the numeric constants should be extracted.</param>
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127 | /// <param name="addLinearScalingConstants">Flag to determine whether constants for linear scaling have to be added at the end.
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128 | /// α *f(x) + β, α = 1.0, β = 0.0 </param>
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129 | /// <returns> An array containing the numeric constants.</returns>
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130 | public static double[] ExtractConstants(ISymbolicExpressionTree tree, bool addLinearScalingConstants) {
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131 | if (tree == null) throw new ArgumentNullException("tree");
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132 | return ExtractConstants(tree.IterateNodesPrefix().OfType<SymbolicExpressionTreeTerminalNode>(), addLinearScalingConstants);
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133 | }
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134 |
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135 | /// <summary>
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136 | /// Extracts all numeric constants from a list of nodes.
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137 | /// </summary>
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138 | /// <param name="nodes">The list of nodes for which the numeric constants should be extracted.</param>
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139 | /// <param name="addLinearScalingConstants">Flag to determine whether constants for linear scaling have to be added at the end.
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140 | /// α *f(x) + β, α = 1.0, β = 0.0 </param>
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141 | /// <returns> An array containing the numeric constants.</returns>
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142 | public static double[] ExtractConstants(IEnumerable<ISymbolicExpressionTreeNode> nodes, bool addLinearScalingConstants) {
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143 | if (nodes == null) throw new ArgumentNullException("nodes");
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144 |
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145 | var constants = new List<double>();
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146 | foreach (var node in nodes) {
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147 | ConstantTreeNode constantTreeNode = node as ConstantTreeNode;
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148 | VariableTreeNodeBase variableTreeNodeBase = node as VariableTreeNodeBase;
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149 | FactorVariableTreeNode factorVarTreeNode = node as FactorVariableTreeNode;
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150 | if (constantTreeNode != null)
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151 | constants.Add(constantTreeNode.Value);
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152 | else if (variableTreeNodeBase != null)
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153 | constants.Add(variableTreeNodeBase.Weight);
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154 | else if (factorVarTreeNode != null) {
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155 | for (int j = 0; j < factorVarTreeNode.Weights.Length; j++)
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156 | constants.Add(factorVarTreeNode.Weights[j]);
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157 | } else throw new NotSupportedException(string.Format("Nodes of type {0} are not supported.", node.GetType().GetPrettyName()));
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158 | }
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159 | if (addLinearScalingConstants) {
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160 | constants.Add(1.0);
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161 | constants.Add(0.0);
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162 | }
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163 | return constants.ToArray();
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164 | }
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165 |
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166 | /// <summary>
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167 | /// Sets the numeric constants of the nodes to the provided values.
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168 | /// </summary>
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169 | /// <param name="nodes">The nodes whose constants should be updated.</param>
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170 | /// <param name="constants">The numeric constants which should be set. </param>
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171 | public static void UpdateConstants(IEnumerable<ISymbolicExpressionTreeNode> nodes, double[] constants) {
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172 | if (nodes == null) throw new ArgumentNullException("nodes");
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173 | if (constants == null) throw new ArgumentNullException("constants");
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174 |
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175 | int i = 0;
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176 | foreach (var node in nodes) {
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177 | ConstantTreeNode constantTreeNode = node as ConstantTreeNode;
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178 | VariableTreeNodeBase variableTreeNodeBase = node as VariableTreeNodeBase;
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179 | FactorVariableTreeNode factorVarTreeNode = node as FactorVariableTreeNode;
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180 | if (constantTreeNode != null)
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181 | constantTreeNode.Value = constants[i++];
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182 | else if (variableTreeNodeBase != null)
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183 | variableTreeNodeBase.Weight = constants[i++];
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184 | else if (factorVarTreeNode != null) {
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185 | for (int j = 0; j < factorVarTreeNode.Weights.Length; j++)
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186 | factorVarTreeNode.Weights[j] = constants[i++];
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187 | } else throw new NotSupportedException(string.Format("Terminal nodes of type {0} are not supported.", node.GetType().GetPrettyName()));
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188 | }
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189 | }
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190 |
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191 | /// <summary>
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192 | /// Sets all numeric constants of the symbolic expression tree to the provided values.
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193 | /// </summary>
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194 | /// <param name="tree">The tree for which the numeric constants should be updated.</param>
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195 | /// <param name="constants">The numeric constants which should be set.</param>
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196 | public static void UpdateConstants(ISymbolicExpressionTree tree, double[] constants) {
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197 | if (tree == null) throw new ArgumentNullException("tree");
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198 | if (constants == null) throw new ArgumentNullException("constants");
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199 | UpdateConstants(tree.IterateNodesPrefix().OfType<SymbolicExpressionTreeTerminalNode>(), constants);
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200 | }
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201 | }
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202 | }
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