[16461] | 1 | using System;
|
---|
[16500] | 2 | using System.Collections.Generic;
|
---|
| 3 | using System.Diagnostics;
|
---|
| 4 | using System.Linq;
|
---|
[16461] | 5 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
|
---|
[16500] | 6 | using HeuristicLab.Problems.DataAnalysis;
|
---|
[16461] | 7 | using HeuristicLab.Problems.DataAnalysis.Symbolic;
|
---|
[16507] | 8 | using HeuristicLab.Problems.DataAnalysis.Symbolic.ConstantsOptimization;
|
---|
[16461] | 9 | using HeuristicLab.Problems.DataAnalysis.Symbolic.Regression;
|
---|
[16500] | 10 | using HeuristicLab.Problems.Instances.DataAnalysis;
|
---|
| 11 | using HeuristicLab.Random;
|
---|
[16461] | 12 | using Microsoft.VisualStudio.TestTools.UnitTesting;
|
---|
| 13 |
|
---|
| 14 | namespace UnitTests {
|
---|
| 15 | [TestClass]
|
---|
| 16 | public class PerformanceTest {
|
---|
[16500] | 17 | private static readonly int seed = 1234;
|
---|
| 18 | private static readonly int totalRows = 1000;
|
---|
| 19 | private static readonly int maxIterations = 10;
|
---|
| 20 | private static readonly int repetitions = 5;
|
---|
| 21 | private static readonly int maxTreeSize = 50;
|
---|
[16461] | 22 |
|
---|
| 23 | [TestMethod]
|
---|
| 24 | [TestCategory("Problems.DataAnalysis.Symbolic.Regression")]
|
---|
| 25 | [TestProperty("Time", "long")]
|
---|
[16507] | 26 | public static void New_ConstantsOptimization_Tower_Algorithm() {
|
---|
[16500] | 27 | var twister = new MersenneTwister((uint)seed);
|
---|
| 28 | var problemData = new RegressionRealWorldInstanceProvider().LoadData(new Tower());
|
---|
| 29 | var rows = Enumerable.Range(0, totalRows);
|
---|
[16461] | 30 |
|
---|
[16500] | 31 | var grammar = new TypeCoherentExpressionGrammar();
|
---|
[16461] | 32 | grammar.ConfigureAsDefaultRegressionGrammar();
|
---|
| 33 |
|
---|
[16500] | 34 | var trees = CreateRandomTrees(twister, problemData.Dataset, grammar, 1000, 1, maxTreeSize, 0, 0);
|
---|
| 35 | foreach (SymbolicExpressionTree tree in trees) {
|
---|
| 36 | InitTree(tree, twister, problemData.AllowedInputVariables.ToList());
|
---|
| 37 | }
|
---|
[16461] | 38 |
|
---|
[16500] | 39 | Console.WriteLine("Random tree constants optimization performance of new method:");
|
---|
[16461] | 40 |
|
---|
[16500] | 41 | //warm up
|
---|
| 42 | for (int i = 0; i < trees.Length; i++) {
|
---|
[16507] | 43 | if (!trees[i].IterateNodesPrefix().OfType<VariableTreeNode>().Any()) Debugger.Break();
|
---|
| 44 | double quality = LMConstantsOptimizer.OptimizeConstants(trees[i], problemData.Dataset,problemData.TargetVariable, rows, true, maxIterations);
|
---|
[16500] | 45 | }
|
---|
[16461] | 46 |
|
---|
[16500] | 47 | Stopwatch watch = new Stopwatch();
|
---|
| 48 | for (int rep = 0; rep < repetitions; rep++) {
|
---|
| 49 | watch.Start();
|
---|
| 50 | for (int i = 0; i < trees.Length; i++) {
|
---|
[16507] | 51 | double quality = LMConstantsOptimizer.OptimizeConstants(trees[i], problemData.Dataset, problemData.TargetVariable, rows, true, maxIterations);
|
---|
[16500] | 52 | }
|
---|
| 53 | watch.Stop();
|
---|
| 54 | Console.WriteLine("Iteration " + rep + "\t\t" + " Elapsed time: \t" + watch.ElapsedMilliseconds + " ms \t\t" +
|
---|
| 55 | "Time per tree: " + watch.ElapsedMilliseconds / 1000.0 / trees.Length);
|
---|
| 56 | watch.Reset();
|
---|
| 57 | }
|
---|
| 58 | }
|
---|
| 59 | [TestMethod]
|
---|
| 60 | [TestCategory("Problems.DataAnalysis.Symbolic.Regression")]
|
---|
| 61 | [TestProperty("Time", "long")]
|
---|
| 62 | public void Old_ConstantsOptimization_Tower_Algorithm() {
|
---|
| 63 | var twister = new MersenneTwister((uint)seed);
|
---|
| 64 | var problemData = new RegressionRealWorldInstanceProvider().LoadData(new Tower());
|
---|
| 65 | var rows = Enumerable.Range(0, totalRows);
|
---|
[16461] | 66 |
|
---|
[16500] | 67 | var grammar = new TypeCoherentExpressionGrammar();
|
---|
| 68 | grammar.ConfigureAsDefaultRegressionGrammar();
|
---|
[16461] | 69 |
|
---|
[16500] | 70 | var trees = CreateRandomTrees(twister, problemData.Dataset, grammar, 1000, 1, maxTreeSize, 0, 0);
|
---|
| 71 | foreach (SymbolicExpressionTree tree in trees) {
|
---|
| 72 | InitTree(tree, twister, problemData.AllowedInputVariables.ToList());
|
---|
| 73 | }
|
---|
[16461] | 74 |
|
---|
[16500] | 75 | Console.WriteLine("Random tree constants optimization performance of existing method:");
|
---|
| 76 | var interpreter = new SymbolicDataAnalysisExpressionTreeLinearInterpreter();
|
---|
[16461] | 77 |
|
---|
[16500] | 78 | //warm up
|
---|
| 79 | for (int i = 0; i < trees.Length; i++) {
|
---|
[16507] | 80 | if (!trees[i].IterateNodesPrefix().OfType<VariableTreeNode>().Any()) Debugger.Break();
|
---|
[16500] | 81 | double quality = SymbolicRegressionConstantOptimizationEvaluator.OptimizeConstants(
|
---|
| 82 | interpreter, trees[i], problemData, rows, true, maxIterations);
|
---|
| 83 | }
|
---|
[16461] | 84 |
|
---|
[16500] | 85 | Stopwatch watch = new Stopwatch();
|
---|
| 86 | for (int rep = 0; rep < repetitions; rep++) {
|
---|
| 87 | watch.Start();
|
---|
| 88 | for (int i = 0; i < trees.Length; i++) {
|
---|
| 89 | double quality = SymbolicRegressionConstantOptimizationEvaluator.OptimizeConstants(
|
---|
| 90 | interpreter, trees[i], problemData, rows, true, maxIterations);
|
---|
| 91 | }
|
---|
| 92 | watch.Stop();
|
---|
| 93 | Console.WriteLine("Iteration " + rep + "\t\t" + " Elapsed time: \t" + watch.ElapsedMilliseconds + " ms \t\t" +
|
---|
| 94 | "Time per tree: " + watch.ElapsedMilliseconds / 1000.0 / trees.Length);
|
---|
| 95 | watch.Reset();
|
---|
| 96 | }
|
---|
| 97 | }
|
---|
[16461] | 98 |
|
---|
| 99 |
|
---|
| 100 |
|
---|
[16500] | 101 | public static ISymbolicExpressionTree[] CreateRandomTrees(MersenneTwister twister, IDataset dataset, ISymbolicExpressionGrammar grammar, int popSize) {
|
---|
| 102 | return CreateRandomTrees(twister, dataset, grammar, popSize, 1, 200, 3, 3);
|
---|
| 103 | }
|
---|
[16461] | 104 |
|
---|
[16500] | 105 | public static ISymbolicExpressionTree[] CreateRandomTrees(MersenneTwister twister, IDataset dataset, ISymbolicExpressionGrammar grammar,
|
---|
| 106 | int popSize, int minSize, int maxSize,
|
---|
| 107 | int maxFunctionDefinitions, int maxFunctionArguments) {
|
---|
| 108 | foreach (Variable variableSymbol in grammar.Symbols.OfType<Variable>()) {
|
---|
| 109 | variableSymbol.VariableNames = dataset.VariableNames;
|
---|
| 110 | }
|
---|
| 111 | ISymbolicExpressionTree[] randomTrees = new ISymbolicExpressionTree[popSize];
|
---|
| 112 | for (int i = 0; i < randomTrees.Length; i++) {
|
---|
| 113 | randomTrees[i] = ProbabilisticTreeCreator.Create(twister, grammar, maxSize, 10);
|
---|
| 114 | }
|
---|
| 115 | return randomTrees;
|
---|
[16461] | 116 | }
|
---|
| 117 |
|
---|
[16500] | 118 | public static void InitTree(ISymbolicExpressionTree tree, MersenneTwister twister, List<string> varNames) {
|
---|
| 119 | foreach (var node in tree.IterateNodesPostfix()) {
|
---|
| 120 | if (node is VariableTreeNode) {
|
---|
| 121 | var varNode = node as VariableTreeNode;
|
---|
| 122 | varNode.Weight = twister.NextDouble() * 20.0 - 10.0;
|
---|
| 123 | varNode.VariableName = varNames[twister.Next(varNames.Count)];
|
---|
| 124 | } else if (node is ConstantTreeNode) {
|
---|
| 125 | var constantNode = node as ConstantTreeNode;
|
---|
| 126 | constantNode.Value = twister.NextDouble() * 20.0 - 10.0;
|
---|
| 127 | }
|
---|
[16461] | 128 | }
|
---|
| 129 | }
|
---|
| 130 |
|
---|
| 131 | }
|
---|
| 132 | }
|
---|