source: branches/3133_ProblemModifiers/HeuristicLab.Problems.Modifiers/Modifier/ModelBasedEvaluationRemoverProblemModifier.cs @ 18029

#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 <http://www.gnu.org/licenses/>.
 */

#endregion License Information

using System;
using System.Collections.Generic;
using System.Linq;
using HEAL.Attic;
using HeuristicLab.Analysis;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Encodings.IntegerVectorEncoding;
using HeuristicLab.Encodings.RealVectorEncoding;
using HeuristicLab.Optimization;
using HeuristicLab.Problems.DataAnalysis;

namespace HeuristicLab.Problems.Modifiers {
  [StorableType("867E0908-9DD4-4924-BB31-10B81B006BE4")]
  [Item("ModelBasedEvaluationRemoverProblemModifier", " A problem modifier that provides extended Analysis by creating running models (models trained on the evaluations of previous iterations) and analyzing their performance over time")]
  public abstract class ModelBasedEvaluationRemoverProblemModifier : ProblemModifier {
    private readonly object locker = new object();
    #region Properties
    [Storable]
    protected ModifiableDataset data;
    [Storable]
    protected Dictionary<string, List<double[]>> evaluationsLookUp;
    [Storable]
    protected List<Tuple<double[], double[]>> evaluatedThisIteration;
    [Storable]
    protected List<Tuple<double[], double[], double[]>> lastPopulation;
    [Storable]
    protected List<IRegressionSolution> solutions;
    [Storable]
    protected ResultCollection modelingResults;
    [Storable]
    protected int iteration;
    #endregion

    #region constructors
    [StorableConstructor]
    protected ModelBasedEvaluationRemoverProblemModifier(StorableConstructorFlag _) : base(_) { }
    protected ModelBasedEvaluationRemoverProblemModifier(ModelBasedEvaluationRemoverProblemModifier original, Cloner cloner) : base(original, cloner) {
      data = cloner.Clone(original?.data);
      evaluationsLookUp = original?.evaluationsLookUp.ToDictionary(e => e.Key, e => e.Value.Select(o => o.ToArray()).ToList());
      evaluatedThisIteration = original?.evaluatedThisIteration.Select(x => Tuple.Create(x.Item1.ToArray(), x.Item2.ToArray())).ToList();
      lastPopulation = original?.lastPopulation.Select(x => Tuple.Create(x.Item1.ToArray(), x.Item2.ToArray(), x.Item3.ToArray())).ToList();
      solutions = original?.solutions?.Select(cloner.Clone).ToList();
      iteration = original?.iteration ?? 0;
      modelingResults = cloner.Clone(original?.modelingResults);
    }
    protected ModelBasedEvaluationRemoverProblemModifier() {
      InitializeDataCollection();
    }
    #endregion

    #region ProblemModifier
    public override void ModifiedAnalyze(Individual[] individuals, double[][] qualities, ResultCollection results, IRandom random) {
      lock (locker) {
        solutions = new List<IRegressionSolution>();
        for (var i = 0; i < qualities.First().Length; i++) {
          // model building and prediction
          var pd = new RegressionProblemData(data, data.VariableNames.Where(v => v.Contains("X")), TargetVariableName(i));
          pd.TrainingPartition.Start = 0;
          pd.TrainingPartition.End = pd.TestPartition.Start = data.Rows;
          pd.TestPartition.End = data.Rows;
          var sol = BuildRunningModel(pd, random, i);
          solutions.Add(sol);
        }

        var survivors = new HashSet<string>(individuals.Select(ToIdentifier));
        var newSurvivors = evaluatedThisIteration.Where(x => survivors.Contains(ToIdentifier(x.Item1))).ToArray();

        AddOrExtendScatterPlot(modelingResults,
          "Real Evaluations",
          "objective 1",
          "objective 2",
          "iteration" + iteration,
          evaluatedThisIteration.Select(x => new Point2D<double>(x.Item2[0], x.Item2[1])).ToArray()
        );
        AddOrExtendDataTable(modelingResults, "Removal Plot", new[] {
          Tuple.Create("Total Removed Evaluations", (double) ((IntValue) modelingResults["Removed Evaluations"].Value).Value, false),
          Tuple.Create("Total Performed Evaluations", (double) ((IntValue) modelingResults["Performed Evaluations"].Value).Value, false),
          Tuple.Create("Removed Evaluations", (double) ((IntValue) modelingResults["Removed Evaluations (current generation)"].Value).Value, false),
          Tuple.Create("Performed Evaluations", (double) ((IntValue) modelingResults["Performed Evaluations (current generation)"].Value).Value, false),
          Tuple.Create("Survived Performed Evaluations", (double) newSurvivors.Length, false)
        });
        modelingResults.AddOrUpdateResult("Removed Evaluations (current generation)", new IntValue(0));
        modelingResults.AddOrUpdateResult("Performed Evaluations (current generation)", new IntValue(0));

        foreach (var regressionSolution in solutions) {
          modelingResults.AddOrUpdateResult("model_" + regressionSolution.ProblemData.TargetVariable, regressionSolution);
        }
      }

      iteration++;
      lastPopulation = individuals.Zip(qualities, (i, q) => Tuple.Create(
        ExtractInputs(i),
        q,
        solutions.Select(sol => sol.Model.GetEstimatedValues(ToDataset(ExtractInputs(i)), new[] { 0 }).Single()).ToArray()
      )).ToList();
      results.AddOrUpdateResult("ModelingResults", modelingResults);
      lock (evaluatedThisIteration) evaluatedThisIteration.Clear();

      base.ModifiedAnalyze(individuals, qualities, results, random);
    }
    public override double[] ModifiedEvaluate(Individual individual, IRandom random) {
      if (RemoveEvaluation(individual, Maximization.CloneAsArray(), random)) {
        lock (locker) {
          ((IntValue)modelingResults["Removed Evaluations"].Value).Value++;
          ((IntValue)modelingResults["Removed Evaluations (current generation)"].Value).Value++;
        }
        return Maximization.Select(x => x ? double.MinValue : double.MaxValue).ToArray();
      }

      var q = base.ModifiedEvaluate(individual, random);
      lock (locker) {
        ((IntValue)modelingResults["Performed Evaluations"].Value).Value++;
        ((IntValue)modelingResults["Performed Evaluations (current generation)"].Value).Value++;
        ExtendDatasetWithoutDuplicates(new[] { individual }, new[] { q });
        evaluatedThisIteration.Add(Tuple.Create(ExtractInputs(individual), q.ToArray()));
      }
      return q;
    }
    #endregion

    protected abstract IRegressionSolution BuildRunningModel(RegressionProblemData pd, IRandom random, int objectiveNumber);
    protected abstract bool RemoveEvaluation(Individual individual, bool[] maximization, IRandom random);

    #region AnalysisHelpers
    private static void AddOrExtendScatterPlot(ResultCollection results, string resultName, string xLabel, string yLabel, string rowName, IList<Point2D<double>> points) {
      ScatterPlot plot;
      if (results.ContainsKey(resultName)) {
        plot = (ScatterPlot)results[resultName].Value;
      } else {
        plot = new ScatterPlot(resultName, "");
        results.Add(new Result(resultName, plot));
        plot.VisualProperties.XAxisTitle = xLabel;
        plot.VisualProperties.YAxisTitle = yLabel;
      }

      var row = new ScatterPlotDataRow(rowName, "", points);
      if (!plot.Rows.ContainsKey(rowName)) plot.Rows.Add(row);
      else plot.Rows[rowName].Points.AddRange(points);
    }
    private static void AddOrExtendDataTable(ResultCollection results, string resultName, IReadOnlyList<Tuple<string, double, bool>> values) {
      DataTable plot;
      if (results.ContainsKey(resultName)) {
        plot = (DataTable)results[resultName].Value;
      } else {
        plot = new DataTable(resultName);
        results.Add(new Result(resultName, plot));
        plot.VisualProperties.XAxisTitle = "Iteration";
        plot.VisualProperties.YAxisTitle = "Evaluations";
      }
      foreach (var tuple in values) AddOrExtendRow(plot, tuple.Item1, tuple.Item2, tuple.Item3);
    }
    private static void AddOrExtendRow(DataTable plot, string rowName, double d, bool secondary = false) {
      DataRow row;
      if (plot.Rows.ContainsKey(rowName)) {
        row = plot.Rows[rowName];
      } else {
        row = new DataRow(rowName);
        plot.Rows.Add(row);
      }
      row.Values.Add(d);
      row.VisualProperties.SecondYAxis = secondary;
    }
    #endregion

    #region DataHandling
    private void InitializeDataCollection() {
      lock (locker) {
        evaluatedThisIteration = new List<Tuple<double[], double[]>>();
        lastPopulation = new List<Tuple<double[], double[], double[]>>();
        modelingResults = new ResultCollection();
        iteration = 0;
        modelingResults.AddOrUpdateResult("Removed Evaluations", new IntValue(0));
        modelingResults.AddOrUpdateResult("Performed Evaluations", new IntValue(0));
        modelingResults.AddOrUpdateResult("Removed Evaluations (current generation)", new IntValue(0));
        modelingResults.AddOrUpdateResult("Performed Evaluations (current generation)", new IntValue(0));
        data = new ModifiableDataset();
        if (evaluationsLookUp == null) evaluationsLookUp = new Dictionary<string, List<double[]>>();
        evaluationsLookUp.Clear();
      }
    }
    private void ExtendDatasetWithoutDuplicates(IReadOnlyList<Individual> individuals, IReadOnlyList<double[]> qualities) {
      if (data.Rows == 0) {
        for (var i = 0; i < ExtractInputs(individuals[0]).Length; i++) {
          var v = InputVariableName(i);
          if (!data.DoubleVariables.Contains(v))
            data.AddVariable(v, new List<double>());
        }
        for (var i = 0; i < qualities[0].Length; i++) {
          var v = TargetVariableName(i);
          if (!data.DoubleVariables.Contains(v))
            data.AddVariable(v, new List<double>());
        }
      }
      for (var i = 0; i < individuals.Count; i++) {
        var ins = ExtractInputs(individuals[i]);
        var id = ToIdentifier(ins);
        var outs = qualities[i];
        if (outs.Any(x => double.IsNaN(x) || double.IsInfinity(x) || double.MaxValue / 100 < x || double.MinValue / 100 > x || x > 100000)) continue;
        if (evaluationsLookUp.ContainsKey(id) && evaluationsLookUp[id].Any(o => Equals(o, outs))) continue;

        if (ins.Length + outs.Length != data.DoubleVariables.Count()) throw new ArgumentException("length of individuals and outputs does not match existing data");
        data.AddRow(ins.Concat(qualities[i]).Select(x => (object)x));
        if (!evaluationsLookUp.ContainsKey(id)) evaluationsLookUp.Add(id, new List<double[]>() { outs });
        else { evaluationsLookUp[id].Add(outs); }
      }
    }
    protected static Dataset ToDataset(double[] ins) {
      return new Dataset(ins.Select((d, i1) => InputVariableName(i1)), ins.Select(d => new List<double>() { d }));
    }
    protected static double[] ExtractInputs(Individual individual) {
      if (!(individual is SingleEncodingIndividual si)) throw new ArgumentException("Multi encodings are not supported with this problem modifier");
      var e = si[si.Name];
      switch (e) {
        case RealVector rv:
          return rv.CloneAsArray();

        case IntegerVector iv:
          return iv.Select(i => (double)i).ToArray();

        default:
          throw new ArgumentException("Only Integer and Real Vector Individuals can be transformed to input values");
      }
    }
    #endregion DataHandling

    #region Naming
    public static string ToIdentifier(double[] inputs) {
      return string.Join(";", inputs);
    }
    public static string ToIdentifier(Individual i) {
      return string.Join(";", ExtractInputs(i));
    }
    public static string TargetVariableName(int targetNumber) {
      return "Y" + targetNumber;
    }
    public static string InputVariableName(int inputNumber) {
      return "X" + inputNumber;
    }
    #endregion Naming
  }
}