1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 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 System.Text;
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26 | using System.Threading;
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27 | using HeuristicLab.Common;
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28 | using HeuristicLab.Core;
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29 | using HeuristicLab.Optimization;
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30 | using HeuristicLab.Problems.DataAnalysis;
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31 | using HEAL.Attic;
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32 |
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33 | namespace HeuristicLab.Algorithms.DataAnalysis {
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34 | [StorableType("425AF262-A756-4E9A-B76F-4D2480BEA4FD")]
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35 | public class RegressionRuleModel : RegressionModel, IDecisionTreeModel {
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36 | #region Properties
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37 | [Storable]
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38 | public string[] SplitAttributes { get; set; }
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39 | [Storable]
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40 | private double[] SplitValues { get; set; }
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41 | [Storable]
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42 | private Comparison[] Comparisons { get; set; }
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43 | [Storable]
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44 | private IRegressionModel RuleModel { get; set; }
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45 | [Storable]
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46 | private IReadOnlyList<string> variables;
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47 | #endregion
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48 |
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49 | #region HLConstructors
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50 | [StorableConstructor]
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51 | protected RegressionRuleModel(StorableConstructorFlag _) : base(_) { }
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52 | protected RegressionRuleModel(RegressionRuleModel original, Cloner cloner) : base(original, cloner) {
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53 | if (original.SplitAttributes != null) SplitAttributes = original.SplitAttributes.ToArray();
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54 | if (original.SplitValues != null) SplitValues = original.SplitValues.ToArray();
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55 | if (original.Comparisons != null) Comparisons = original.Comparisons.ToArray();
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56 | RuleModel = cloner.Clone(original.RuleModel);
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57 | if (original.variables != null) variables = original.variables.ToList();
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58 | }
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59 | private RegressionRuleModel(string target) : base(target) { }
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60 | public override IDeepCloneable Clone(Cloner cloner) {
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61 | return new RegressionRuleModel(this, cloner);
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62 | }
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63 | #endregion
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64 |
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65 | internal static RegressionRuleModel CreateRuleModel(string target, RegressionTreeParameters regressionTreeParams) {
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66 | return regressionTreeParams.LeafModel.ProvidesConfidence ? new ConfidenceRegressionRuleModel(target) : new RegressionRuleModel(target);
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67 | }
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68 |
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69 | #region IRegressionModel
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70 | public override IEnumerable<string> VariablesUsedForPrediction {
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71 | get { return variables; }
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72 | }
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73 |
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74 | public override IEnumerable<double> GetEstimatedValues(IDataset dataset, IEnumerable<int> rows) {
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75 | if (RuleModel == null) throw new NotSupportedException("The model has not been built correctly");
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76 | return RuleModel.GetEstimatedValues(dataset, rows);
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77 | }
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78 |
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79 | public override IRegressionSolution CreateRegressionSolution(IRegressionProblemData problemData) {
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80 | return new RegressionSolution(this, problemData);
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81 | }
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82 | #endregion
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83 |
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84 | public void Build(IReadOnlyList<int> trainingRows, IReadOnlyList<int> pruningRows, IScope statescope, ResultCollection results, CancellationToken cancellationToken) {
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85 | var regressionTreeParams = (RegressionTreeParameters)statescope.Variables[DecisionTreeRegression.RegressionTreeParameterVariableName].Value;
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86 | variables = regressionTreeParams.AllowedInputVariables.ToList();
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87 |
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88 | //build tree and select node with maximum coverage
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89 | var tree = RegressionNodeTreeModel.CreateTreeModel(regressionTreeParams.TargetVariable, regressionTreeParams);
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90 | tree.BuildModel(trainingRows, pruningRows, statescope, results, cancellationToken);
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91 | var nodeModel = tree.Root.EnumerateNodes().Where(x => x.IsLeaf).MaxItems(x => x.NumSamples).First();
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92 |
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93 | var satts = new List<string>();
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94 | var svals = new List<double>();
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95 | var reops = new List<Comparison>();
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96 |
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97 | //extract splits
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98 | for (var temp = nodeModel; temp.Parent != null; temp = temp.Parent) {
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99 | satts.Add(temp.Parent.SplitAttribute);
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100 | svals.Add(temp.Parent.SplitValue);
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101 | reops.Add(temp.Parent.Left == temp ? Comparison.LessEqual : Comparison.Greater);
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102 | }
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103 | Comparisons = reops.ToArray();
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104 | SplitAttributes = satts.ToArray();
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105 | SplitValues = svals.ToArray();
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106 | int np;
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107 | RuleModel = regressionTreeParams.LeafModel.BuildModel(trainingRows.Union(pruningRows).Where(r => Covers(regressionTreeParams.Data, r)).ToArray(), regressionTreeParams, cancellationToken, out np);
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108 | }
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109 |
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110 | public void Update(IReadOnlyList<int> rows, IScope statescope, CancellationToken cancellationToken) {
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111 | var regressionTreeParams = (RegressionTreeParameters)statescope.Variables[DecisionTreeRegression.RegressionTreeParameterVariableName].Value;
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112 | int np;
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113 | RuleModel = regressionTreeParams.LeafModel.BuildModel(rows, regressionTreeParams, cancellationToken, out np);
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114 | }
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115 |
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116 | public bool Covers(IDataset dataset, int row) {
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117 | return !SplitAttributes.Where((t, i) => !Comparisons[i].Compare(dataset.GetDoubleValue(t, row), SplitValues[i])).Any();
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118 | }
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119 |
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120 | public string ToCompactString() {
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121 | var mins = new Dictionary<string, double>();
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122 | var maxs = new Dictionary<string, double>();
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123 | for (var i = 0; i < SplitAttributes.Length; i++) {
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124 | var n = SplitAttributes[i];
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125 | var v = SplitValues[i];
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126 | if (!mins.ContainsKey(n)) mins.Add(n, double.NegativeInfinity);
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127 | if (!maxs.ContainsKey(n)) maxs.Add(n, double.PositiveInfinity);
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128 | if (Comparisons[i] == Comparison.LessEqual) maxs[n] = Math.Min(maxs[n], v);
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129 | else mins[n] = Math.Max(mins[n], v);
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130 | }
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131 | if (maxs.Count == 0) return "";
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132 | var s = new StringBuilder();
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133 | foreach (var key in maxs.Keys)
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134 | s.Append(string.Format("{0} ∈ [{1:e2}; {2:e2}] && ", key, mins[key], maxs[key]));
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135 | s.Remove(s.Length - 4, 4);
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136 | return s.ToString();
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137 | }
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138 |
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139 | [StorableType("7302AA30-9F58-42F3-BF6A-ECF1536508AB")]
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140 | private sealed class ConfidenceRegressionRuleModel : RegressionRuleModel, IConfidenceRegressionModel {
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141 | #region HLConstructors
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142 | [StorableConstructor]
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143 | private ConfidenceRegressionRuleModel(StorableConstructorFlag _) : base(_) { }
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144 | private ConfidenceRegressionRuleModel(ConfidenceRegressionRuleModel original, Cloner cloner) : base(original, cloner) { }
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145 | public ConfidenceRegressionRuleModel(string targetAttr) : base(targetAttr) { }
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146 | public override IDeepCloneable Clone(Cloner cloner) {
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147 | return new ConfidenceRegressionRuleModel(this, cloner);
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148 | }
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149 | #endregion
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150 |
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151 | public IEnumerable<double> GetEstimatedVariances(IDataset dataset, IEnumerable<int> rows) {
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152 | return ((IConfidenceRegressionModel)RuleModel).GetEstimatedVariances(dataset, rows);
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153 | }
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154 |
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155 | public override IRegressionSolution CreateRegressionSolution(IRegressionProblemData problemData) {
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156 | return new ConfidenceRegressionSolution(this, problemData);
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157 | }
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158 | }
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159 | }
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160 |
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161 | [StorableType("152DECE4-2692-4D53-B290-974806ADCD72")]
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162 | internal enum Comparison {
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163 | LessEqual,
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164 | Greater
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165 | }
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166 |
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167 | internal static class ComparisonExtentions {
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168 | public static bool Compare(this Comparison op, double x, double y) {
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169 | switch (op) {
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170 | case Comparison.Greater:
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171 | return x > y;
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172 | case Comparison.LessEqual:
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173 | return x <= y;
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174 | default:
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175 | throw new ArgumentOutOfRangeException(op.ToString(), op, null);
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176 | }
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177 | }
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178 | }
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179 | } |
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