#region License Information /* HeuristicLab * Copyright (C) 2002-2012 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 . */ #endregion using System; using System.Collections.Generic; using System.Linq; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding; using HeuristicLab.Operators; using HeuristicLab.Optimization; using HeuristicLab.Parameters; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Regression { [Item("ReplaceBranchMultiMoveGenerator", "")] [StorableClass] public class ReplaceBranchMultiMoveGenerator : SingleSuccessorOperator, IStochasticOperator, ISymbolicExpressionTreeMoveOperator, IMultiMoveGenerator, ISymbolicDataAnalysisInterpreterOperator, ISymbolicExpressionTreeGrammarBasedOperator, ISymbolicExpressionTreeSizeConstraintOperator { public ILookupParameter RandomParameter { get { return (ILookupParameter)Parameters["Random"]; } } public IValueLookupParameter SampleSizeParameter { get { return (IValueLookupParameter)Parameters["SampleSize"]; } } public ILookupParameter SymbolicDataAnalysisTreeInterpreterParameter { get { return (ILookupParameter)Parameters["Interpreter"]; } } public IValueLookupParameter SymbolicExpressionTreeGrammarParameter { get { return (IValueLookupParameter)Parameters["Grammar"]; } } public ILookupParameter ProblemDataParameter { get { return (ILookupParameter)Parameters["ProblemData"]; } } public IntValue SampleSize { get { return SampleSizeParameter.Value; } set { SampleSizeParameter.Value = value; } } public ILookupParameter SymbolicExpressionTreeParameter { get { return (ILookupParameter)Parameters["SymbolicExpressionTree"]; } } public ILookupParameter ReplaceBranchMoveParameter { get { return (LookupParameter)Parameters["ReplaceBranchMove"]; } } public IValueParameter ReplacementBranchesPoolSize { get { return (IValueParameter)Parameters["ReplacementBranchesPoolSize"]; } } public IValueParameter MaxReplacementBranchLength { get { return (IValueParameter)Parameters["MaxReplacementBranchLength"]; } } public IValueParameter MaxReplacementBranchDepth { get { return (IValueParameter)Parameters["MaxReplacementBranchDepth"]; } } protected ScopeParameter CurrentScopeParameter { get { return (ScopeParameter)Parameters["CurrentScope"]; } } public IValueLookupParameter MaximumSymbolicExpressionTreeDepthParameter { get { return (IValueLookupParameter)Parameters["MaximumSymbolicExpressionTreeDepth"]; } } public IValueLookupParameter MaximumSymbolicExpressionTreeLengthParameter { get { return (IValueLookupParameter)Parameters["MaximumSymbolicExpressionTreeLength"]; } } public IValueLookupParameter NeighbourhoodSizeParameter { get { return (IValueLookupParameter)Parameters["NeighbourhoodSize"]; } } public IValueLookupParameter SemanticParameter { get { return (IValueLookupParameter)Parameters["Semantic"]; } } private IList fragments; private IList fragmentOutput; [StorableConstructor] protected ReplaceBranchMultiMoveGenerator(bool deserializing) : base(deserializing) { } protected ReplaceBranchMultiMoveGenerator(ReplaceBranchMultiMoveGenerator original, Cloner cloner) : base(original, cloner) { } public ReplaceBranchMultiMoveGenerator() : base() { Parameters.Add(new LookupParameter("Random", "The random number generator.")); Parameters.Add(new ValueLookupParameter("SampleSize", "The number of moves to generate.")); Parameters.Add(new LookupParameter("SymbolicExpressionTree", "The symbolic expression tree for which moves should be generated.")); Parameters.Add(new LookupParameter("ReplaceBranchMove", "The moves that should be generated in subscopes.")); Parameters.Add(new ScopeParameter("CurrentScope", "The current scope where the moves should be added as subscopes.")); Parameters.Add(new ValueLookupParameter("Grammar")); Parameters.Add(new LookupParameter("Interpreter")); Parameters.Add(new LookupParameter("ProblemData")); Parameters.Add(new ValueParameter("ReplacementBranchesPoolSize", new IntValue(10000))); Parameters.Add(new ValueParameter("MaxReplacementBranchLength", new IntValue(8))); Parameters.Add(new ValueParameter("MaxReplacementBranchDepth", new IntValue(4))); Parameters.Add(new ValueLookupParameter("MaximumSymbolicExpressionTreeDepth")); Parameters.Add(new ValueLookupParameter("MaximumSymbolicExpressionTreeLength")); Parameters.Add(new ValueLookupParameter("NeighbourhoodSize", new IntValue(5))); Parameters.Add(new ValueLookupParameter("Semantic", new BoolValue())); } [StorableHook(HookType.AfterDeserialization)] private void AfterDeserialization() { if (!Parameters.ContainsKey("MaximumSymbolicExpressionTreeDepth")) { Parameters.Add(new ValueLookupParameter("MaximumSymbolicExpressionTreeDepth")); Parameters.Add(new ValueLookupParameter("MaximumSymbolicExpressionTreeLength")); } if (!Parameters.ContainsKey("NeighbourhoodSize")) { Parameters.Add(new ValueLookupParameter("NeighbourhoodSize", new IntValue(5))); } } public override IDeepCloneable Clone(Cloner cloner) { return new ReplaceBranchMultiMoveGenerator(this, cloner); } public override void ClearState() { fragments = null; fragmentOutput = null; base.ClearState(); } public override void InitializeState() { fragments = null; fragmentOutput = null; base.InitializeState(); } public override IOperation Apply() { var random = RandomParameter.ActualValue; if (fragments == null || fragmentOutput == null) { InitializeOperator(); } var tree = SymbolicExpressionTreeParameter.ActualValue; string moveParameterName = ReplaceBranchMoveParameter.ActualName; var moveScopes = new List(); int n = SampleSizeParameter.ActualValue.Value; var moves = GenerateMoves(tree, random, n); foreach (var m in moves) { var moveScope = new Scope(moveScopes.Count.ToString()); moveScope.Variables.Add(new HeuristicLab.Core.Variable(moveParameterName, m)); moveScopes.Add(moveScope); } CurrentScopeParameter.ActualValue.SubScopes.AddRange(moveScopes); return base.Apply(); } public IEnumerable GenerateMoves(ISymbolicExpressionTree tree, IRandom random, int n) { int maxDepth = MaximumSymbolicExpressionTreeDepthParameter.ActualValue.Value; int maxLength = MaximumSymbolicExpressionTreeLengthParameter.ActualValue.Value; var possibleInternalChildren = (from parent in tree.Root.GetSubtree(0).GetSubtree(0).IterateNodesPrefix() from i in Enumerable.Range(0, parent.SubtreeCount) let currentChild = parent.GetSubtree(i) where currentChild.SubtreeCount > 0 where tree.Root.GetBranchLevel(currentChild) <= maxDepth + 2 where tree.Length - currentChild.GetLength() < maxLength select new CutPoint(parent, i)).ToArray(); var possibleLeaveChildren = (from parent in tree.Root.GetSubtree(0).GetSubtree(0).IterateNodesPrefix() from i in Enumerable.Range(0, parent.SubtreeCount) let currentChild = parent.GetSubtree(i) where currentChild.SubtreeCount == 0 where tree.Root.GetBranchLevel(currentChild) <= maxDepth + 2 where tree.Length - 1 < maxLength select new CutPoint(parent, i)).ToArray(); var root = (new ProgramRootSymbol()).CreateTreeNode(); var start = (new StartSymbol()).CreateTreeNode(); root.AddSubtree(start); var t = new SymbolicExpressionTree(root); var interpreter = SymbolicDataAnalysisTreeInterpreterParameter.ActualValue; var ds = ProblemDataParameter.ActualValue.Dataset; var rows = ProblemDataParameter.ActualValue.TrainingIndices; bool semantic = SemanticParameter.ActualValue.Value; // select a random replacement point CutPoint[] possibleChildren; if (random.NextDouble() < 0.9) possibleChildren = possibleInternalChildren; else possibleChildren = possibleLeaveChildren; var selected = possibleChildren[random.Next(possibleChildren.Length)]; // evaluate start.AddSubtree(selected.Parent.GetSubtree(selected.ChildIndex)); var output = interpreter.GetSymbolicExpressionTreeValues(t, ds, rows).ToArray(); start.RemoveSubtree(0); if (semantic) { return FindMostSimilarFragments(tree, maxLength, maxDepth, selected, random, n, output); } else { return FindRandomFragments(tree, maxLength, maxDepth, selected, random, n, output); } } private IEnumerable FindRandomFragments(ISymbolicExpressionTree tree, int maxLength, int maxDepth, CutPoint selected, IRandom random, int maxNeighbours, double[] output) { var selectedFragments = new List>(maxNeighbours); int treeLength = tree.Length; int removedFragementLength = selected.Parent.GetSubtree(selected.ChildIndex).GetLength(); int parentBranchLevel = tree.Root.GetBranchLevel(selected.Parent); int iterations = 0; int maxIterations = maxNeighbours + 100; // select random fragments while (selectedFragments.Count < maxNeighbours && iterations++ < maxIterations) { int r = random.Next(fragments.Count); var selectedFragment = fragments[r]; var selectedFragmentOutput = fragmentOutput[r]; // if the branch is allowed in the selected point if (treeLength - removedFragementLength + selectedFragment.Length <= maxLength + 4 && parentBranchLevel + selectedFragment.Depth - 2 <= maxDepth + 2 && tree.Root.Grammar.IsAllowedChildSymbol(selected.Parent.Symbol, selectedFragment.Root.GetSubtree(0).GetSubtree(0).Symbol, selected.ChildIndex)) { selectedFragments.Add(Tuple.Create(selectedFragment, selectedFragmentOutput)); } } // yield moves (we need to add linear scaling parameters for the inserted tree) return selectedFragments .Select(pair => new ReplaceBranchMove(tree, selected.Parent, selected.ChildIndex, pair.Item1.Root.GetSubtree(0).GetSubtree(0), output, pair.Item2)); } private IEnumerable FindMostSimilarFragments(ISymbolicExpressionTree tree, int maxLength, int maxDepth, CutPoint selected, IRandom random, int maxNeighbours, double[] output) { var bestTrees = new SortedList>>(fragments.Count); int treeLength = tree.Length; int removedFragementLength = selected.Parent.GetSubtree(selected.ChildIndex).GetLength(); int parentBranchLevel = tree.Root.GetBranchLevel(selected.Parent); // iterate over the whole pool of branches for replacement for (int i = 0; i < fragments.Count; i++) { // if the branch is allowed in the selected point if (treeLength - removedFragementLength + fragments[i].Length <= maxLength + 4 && parentBranchLevel + fragments[i].Depth - 2 <= maxDepth + 2 && tree.Root.Grammar.IsAllowedChildSymbol(selected.Parent.Symbol, fragments[i].Root.GetSubtree(0).GetSubtree(0).Symbol, selected.ChildIndex)) { OnlineCalculatorError error; // calculate the similarity double similarity = OnlinePearsonsRSquaredCalculator.Calculate(output, fragmentOutput[i], out error); similarity = Math.Round(similarity, 5); if (error != OnlineCalculatorError.None) similarity = 0.0; // if we found a new bestSimilarity then keep the replacement branch in a sorted list (keep maximally the n best for this replacement point) if (similarity < 1 && ((bestTrees.Count < maxNeighbours) || similarity > bestTrees.ElementAt(0).Key)) { if (!bestTrees.ContainsKey(similarity)) { var l = new List>(); bestTrees.Add(similarity, l); } bestTrees[similarity].Add(Tuple.Create(fragments[i], fragmentOutput[i])); if (bestTrees.Count > maxNeighbours) bestTrees.RemoveAt(0); } } } int c = 0; // yield moves (we need to add linear scaling parameters for the inserted tree) while (c < maxNeighbours) { var l = bestTrees.ElementAt(c % bestTrees.Count).Value; var pair = l[random.Next(l.Count)]; yield return new ReplaceBranchMove(tree, selected.Parent, selected.ChildIndex, pair.Item1.Root.GetSubtree(0).GetSubtree(0), output, pair.Item2); c++; } } private void InitializeOperator() { // init locally and set only at the end in case of exceptions var trees = new List(); var treeOutput = new List(); var random = RandomParameter.ActualValue; var g = SymbolicExpressionTreeGrammarParameter.ActualValue; var constSym = g.Symbols.Single(s => s is Constant); // temporarily disable constants double oldConstFreq = constSym.InitialFrequency; constSym.InitialFrequency = 0.0; var interpreter = SymbolicDataAnalysisTreeInterpreterParameter.ActualValue; var ds = ProblemDataParameter.ActualValue.Dataset; var rows = ProblemDataParameter.ActualValue.TrainingIndices; // create pool of random branches for replacement (no constants) // and evaluate the output // only keep fragments if the output does not contain invalid values var n = ReplacementBranchesPoolSize.Value.Value; while (trees.Count < n) { var t = ProbabilisticTreeCreator.Create(random, g, MaxReplacementBranchLength.Value.Value, MaxReplacementBranchDepth.Value.Value); var output = interpreter.GetSymbolicExpressionTreeValues(t, ds, rows); if (!output.Any(x => double.IsInfinity(x) || double.IsNaN(x))) { trees.Add(t); treeOutput.Add(output.ToArray()); } } // enable constants again constSym.InitialFrequency = oldConstFreq; this.fragments = trees; this.fragmentOutput = treeOutput; } } }