source: branches/2974_Constants_Optimization/UnitTests/PerformanceTest.cs @ 17687

using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Linq;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
using HeuristicLab.Problems.DataAnalysis;
using HeuristicLab.Problems.DataAnalysis.Symbolic;
using HeuristicLab.Problems.DataAnalysis.Symbolic.ConstantsOptimization;
using HeuristicLab.Problems.DataAnalysis.Symbolic.Regression;
using HeuristicLab.Problems.Instances.DataAnalysis;
using HeuristicLab.Random;
using Microsoft.VisualStudio.TestTools.UnitTesting;

namespace UnitTests {
  [TestClass]
  public class PerformanceTest {
    private static readonly int seed = 1234;
    private static readonly int totalRows = 1000;
    private static readonly int maxIterations = 10;
    private static readonly int repetitions = 5;
    private static readonly int maxTreeSize = 50;

    [TestMethod]
    [TestCategory("Problems.DataAnalysis.Symbolic.Regression")]
    [TestProperty("Time", "long")]
    public static void New_ConstantsOptimization_Tower_Algorithm() {
      var twister = new MersenneTwister((uint)seed);
      var problemData = new RegressionRealWorldInstanceProvider().LoadData(new Tower());
      var rows = Enumerable.Range(0, totalRows);

      var grammar = new TypeCoherentExpressionGrammar();
      grammar.ConfigureAsDefaultRegressionGrammar();

      var trees = CreateRandomTrees(twister, problemData.Dataset, grammar, 1000, 1, maxTreeSize, 0, 0);
      foreach (SymbolicExpressionTree tree in trees) {
        InitTree(tree, twister, problemData.AllowedInputVariables.ToList());
      }

      Console.WriteLine("Random tree constants optimization performance of new method:");

      //warm up
      for (int i = 0; i < trees.Length; i++) {
        if (!trees[i].IterateNodesPrefix().OfType<VariableTreeNode>().Any()) Debugger.Break();
        double quality = LMConstantsOptimizer.OptimizeConstants(trees[i], problemData.Dataset,problemData.TargetVariable, rows, true, maxIterations);
      }

      Stopwatch watch = new Stopwatch();
      for (int rep = 0; rep < repetitions; rep++) {
        watch.Start();
        for (int i = 0; i < trees.Length; i++) {
          double quality = LMConstantsOptimizer.OptimizeConstants(trees[i], problemData.Dataset, problemData.TargetVariable, rows, true, maxIterations);
        }
        watch.Stop();
        Console.WriteLine("Iteration " + rep + "\t\t" + " Elapsed time: \t" + watch.ElapsedMilliseconds + " ms \t\t" +
          "Time per tree: " + watch.ElapsedMilliseconds / 1000.0 / trees.Length);
        watch.Reset();
      }
    }
    [TestMethod]
    [TestCategory("Problems.DataAnalysis.Symbolic.Regression")]
    [TestProperty("Time", "long")]
    public void Old_ConstantsOptimization_Tower_Algorithm() {
      var twister = new MersenneTwister((uint)seed);
      var problemData = new RegressionRealWorldInstanceProvider().LoadData(new Tower());
      var rows = Enumerable.Range(0, totalRows);

      var grammar = new TypeCoherentExpressionGrammar();
      grammar.ConfigureAsDefaultRegressionGrammar();

      var trees = CreateRandomTrees(twister, problemData.Dataset, grammar, 1000, 1, maxTreeSize, 0, 0);
      foreach (SymbolicExpressionTree tree in trees) {
        InitTree(tree, twister, problemData.AllowedInputVariables.ToList());
      }

      Console.WriteLine("Random tree constants optimization performance of existing method:");
      var interpreter = new SymbolicDataAnalysisExpressionTreeLinearInterpreter();

      //warm up
      for (int i = 0; i < trees.Length; i++) {
        if (!trees[i].IterateNodesPrefix().OfType<VariableTreeNode>().Any()) Debugger.Break();
        double quality = SymbolicRegressionConstantOptimizationEvaluator.OptimizeConstants(
          interpreter, trees[i], problemData, rows, true, maxIterations);
      }

      Stopwatch watch = new Stopwatch();
      for (int rep = 0; rep < repetitions; rep++) {
        watch.Start();
        for (int i = 0; i < trees.Length; i++) {
          double quality = SymbolicRegressionConstantOptimizationEvaluator.OptimizeConstants(
            interpreter, trees[i], problemData, rows, true, maxIterations);
        }
        watch.Stop();
        Console.WriteLine("Iteration " + rep + "\t\t" + " Elapsed time: \t" + watch.ElapsedMilliseconds + " ms \t\t" +
          "Time per tree: " + watch.ElapsedMilliseconds / 1000.0 / trees.Length);
        watch.Reset();
      }
    }



    public static ISymbolicExpressionTree[] CreateRandomTrees(MersenneTwister twister, IDataset dataset, ISymbolicExpressionGrammar grammar, int popSize) {
      return CreateRandomTrees(twister, dataset, grammar, popSize, 1, 200, 3, 3);
    }

    public static ISymbolicExpressionTree[] CreateRandomTrees(MersenneTwister twister, IDataset dataset, ISymbolicExpressionGrammar grammar,
      int popSize, int minSize, int maxSize,
      int maxFunctionDefinitions, int maxFunctionArguments) {
      foreach (Variable variableSymbol in grammar.Symbols.OfType<Variable>()) {
        variableSymbol.VariableNames = dataset.VariableNames;
      }
      ISymbolicExpressionTree[] randomTrees = new ISymbolicExpressionTree[popSize];
      for (int i = 0; i < randomTrees.Length; i++) {
        randomTrees[i] = ProbabilisticTreeCreator.Create(twister, grammar, maxSize, 10);
      }
      return randomTrees;
    }

    public static void InitTree(ISymbolicExpressionTree tree, MersenneTwister twister, List<string> varNames) {
      foreach (var node in tree.IterateNodesPostfix()) {
        if (node is VariableTreeNode) {
          var varNode = node as VariableTreeNode;
          varNode.Weight = twister.NextDouble() * 20.0 - 10.0;
          varNode.VariableName = varNames[twister.Next(varNames.Count)];
        } else if (node is ConstantTreeNode) {
          var constantNode = node as ConstantTreeNode;
          constantNode.Value = twister.NextDouble() * 20.0 - 10.0;
        }
      }
    }

  }
}