#region License Information
/* HeuristicLab
* Copyright (C) 2002-2010 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.Encodings.SymbolicExpressionTreeEncoding;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding.Compiler;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding.Symbols;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.DataAnalysis.Symbolic.Symbols;
namespace HeuristicLab.Problems.DataAnalysis.Symbolic {
[StorableClass]
[Item("SimpleArithmeticExpressionInterpreter", "Interpreter for arithmetic symbolic expression trees including function calls.")]
// not thread safe!
public sealed class SimpleArithmeticExpressionInterpreter : NamedItem, ISymbolicExpressionTreeInterpreter {
private class OpCodes {
public const byte Add = 1;
public const byte Sub = 2;
public const byte Mul = 3;
public const byte Div = 4;
public const byte Sin = 5;
public const byte Cos = 6;
public const byte Tan = 7;
public const byte Log = 8;
public const byte Exp = 9;
public const byte IfThenElse = 10;
public const byte GT = 11;
public const byte LT = 12;
public const byte AND = 13;
public const byte OR = 14;
public const byte NOT = 15;
public const byte Average = 16;
public const byte Call = 17;
public const byte Variable = 18;
public const byte LagVariable = 19;
public const byte Constant = 20;
public const byte Arg = 21;
public const byte TimeLag = 22;
public const byte Integral = 23;
public const byte Derivative = 24;
public const byte VariableCondition = 25;
}
private Dictionary symbolToOpcode = new Dictionary() {
{ typeof(Addition), OpCodes.Add },
{ typeof(Subtraction), OpCodes.Sub },
{ typeof(Multiplication), OpCodes.Mul },
{ typeof(Division), OpCodes.Div },
{ typeof(Sine), OpCodes.Sin },
{ typeof(Cosine), OpCodes.Cos },
{ typeof(Tangent), OpCodes.Tan },
{ typeof(Logarithm), OpCodes.Log },
{ typeof(Exponential), OpCodes.Exp },
{ typeof(IfThenElse), OpCodes.IfThenElse },
{ typeof(GreaterThan), OpCodes.GT },
{ typeof(LessThan), OpCodes.LT },
{ typeof(And), OpCodes.AND },
{ typeof(Or), OpCodes.OR },
{ typeof(Not), OpCodes.NOT},
{ typeof(Average), OpCodes.Average},
{ typeof(InvokeFunction), OpCodes.Call },
{ typeof(HeuristicLab.Problems.DataAnalysis.Symbolic.Symbols.Variable), OpCodes.Variable },
{ typeof(LaggedVariable), OpCodes.LagVariable },
{ typeof(Constant), OpCodes.Constant },
{ typeof(Argument), OpCodes.Arg },
{ typeof(TimeLag), OpCodes.TimeLag},
{ typeof(Integral), OpCodes.Integral},
{ typeof(Derivative), OpCodes.Derivative},
{ typeof(VariableCondition),OpCodes.VariableCondition}
};
private const int ARGUMENT_STACK_SIZE = 1024;
private Dataset dataset;
private int row;
private Instruction[] code;
private int pc;
private double[] argumentStack = new double[ARGUMENT_STACK_SIZE];
private int argStackPointer;
public override bool CanChangeName {
get { return false; }
}
public override bool CanChangeDescription {
get { return false; }
}
[StorableConstructor]
private SimpleArithmeticExpressionInterpreter(bool deserializing) : base(deserializing) { }
private SimpleArithmeticExpressionInterpreter(SimpleArithmeticExpressionInterpreter original, Cloner cloner) : base(original, cloner) { }
public override IDeepCloneable Clone(Cloner cloner) {
return new SimpleArithmeticExpressionInterpreter(this, cloner);
}
public SimpleArithmeticExpressionInterpreter()
: base() {
}
public IEnumerable GetSymbolicExpressionTreeValues(SymbolicExpressionTree tree, Dataset dataset, IEnumerable rows) {
this.dataset = dataset;
var compiler = new SymbolicExpressionTreeCompiler();
compiler.AddInstructionPostProcessingHook(PostProcessInstruction);
code = compiler.Compile(tree, MapSymbolToOpCode);
foreach (var row in rows) {
this.row = row;
pc = 0;
argStackPointer = 0;
yield return Evaluate();
}
}
private Instruction PostProcessInstruction(Instruction instr) {
if (instr.opCode == OpCodes.Variable) {
var variableTreeNode = instr.dynamicNode as VariableTreeNode;
instr.iArg0 = (ushort)dataset.GetVariableIndex(variableTreeNode.VariableName);
} else if (instr.opCode == OpCodes.LagVariable) {
var variableTreeNode = instr.dynamicNode as LaggedVariableTreeNode;
instr.iArg0 = (ushort)dataset.GetVariableIndex(variableTreeNode.VariableName);
} else if (instr.opCode == OpCodes.VariableCondition) {
var variableConditionTreeNode = instr.dynamicNode as VariableConditionTreeNode;
instr.iArg0 = (ushort)dataset.GetVariableIndex(variableConditionTreeNode.VariableName);
}
return instr;
}
private byte MapSymbolToOpCode(SymbolicExpressionTreeNode treeNode) {
if (symbolToOpcode.ContainsKey(treeNode.Symbol.GetType()))
return symbolToOpcode[treeNode.Symbol.GetType()];
else
throw new NotSupportedException("Symbol: " + treeNode.Symbol);
}
private double Evaluate() {
Instruction currentInstr = code[pc++];
switch (currentInstr.opCode) {
case OpCodes.Add: {
double s = Evaluate();
for (int i = 1; i < currentInstr.nArguments; i++) {
s += Evaluate();
}
return s;
}
case OpCodes.Sub: {
double s = Evaluate();
for (int i = 1; i < currentInstr.nArguments; i++) {
s -= Evaluate();
}
if (currentInstr.nArguments == 1) s = -s;
return s;
}
case OpCodes.Mul: {
double p = Evaluate();
for (int i = 1; i < currentInstr.nArguments; i++) {
p *= Evaluate();
}
return p;
}
case OpCodes.Div: {
double p = Evaluate();
for (int i = 1; i < currentInstr.nArguments; i++) {
p /= Evaluate();
}
if (currentInstr.nArguments == 1) p = 1.0 / p;
return p;
}
case OpCodes.Average: {
double sum = Evaluate();
for (int i = 1; i < currentInstr.nArguments; i++) {
sum += Evaluate();
}
return sum / currentInstr.nArguments;
}
case OpCodes.Cos: {
return Math.Cos(Evaluate());
}
case OpCodes.Sin: {
return Math.Sin(Evaluate());
}
case OpCodes.Tan: {
return Math.Tan(Evaluate());
}
case OpCodes.Exp: {
return Math.Exp(Evaluate());
}
case OpCodes.Log: {
return Math.Log(Evaluate());
}
case OpCodes.IfThenElse: {
double condition = Evaluate();
double result;
if (condition > 0.0) {
result = Evaluate(); SkipBakedCode();
} else {
SkipBakedCode(); result = Evaluate();
}
return result;
}
case OpCodes.AND: {
double result = Evaluate();
for (int i = 1; i < currentInstr.nArguments; i++) {
if (result <= 0.0) SkipBakedCode();
else {
result = Evaluate();
}
}
return result <= 0.0 ? -1.0 : 1.0;
}
case OpCodes.OR: {
double result = Evaluate();
for (int i = 1; i < currentInstr.nArguments; i++) {
if (result > 0.0) SkipBakedCode();
else {
result = Evaluate();
}
}
return result > 0.0 ? 1.0 : -1.0;
}
case OpCodes.NOT: {
return -Evaluate();
}
case OpCodes.GT: {
double x = Evaluate();
double y = Evaluate();
if (x > y) return 1.0;
else return -1.0;
}
case OpCodes.LT: {
double x = Evaluate();
double y = Evaluate();
if (x < y) return 1.0;
else return -1.0;
}
case OpCodes.Call: {
// evaluate sub-trees
// push on argStack in reverse order
for (int i = 0; i < currentInstr.nArguments; i++) {
argumentStack[argStackPointer + currentInstr.nArguments - i] = Evaluate();
}
argStackPointer += currentInstr.nArguments;
// save the pc
int nextPc = pc;
// set pc to start of function
pc = currentInstr.iArg0;
// evaluate the function
double v = Evaluate();
// decrease the argument stack pointer by the number of arguments pushed
// to set the argStackPointer back to the original location
argStackPointer -= currentInstr.nArguments;
// restore the pc => evaluation will continue at point after my subtrees
pc = nextPc;
return v;
}
case OpCodes.Arg: {
return argumentStack[argStackPointer - currentInstr.iArg0];
}
case OpCodes.Variable: {
var variableTreeNode = currentInstr.dynamicNode as VariableTreeNode;
return dataset[row, currentInstr.iArg0] * variableTreeNode.Weight;
}
case OpCodes.LagVariable: {
var lagVariableTreeNode = currentInstr.dynamicNode as LaggedVariableTreeNode;
int actualRow = row + lagVariableTreeNode.Lag;
if (actualRow < 0 || actualRow >= dataset.Rows) throw new ArgumentException("Out of range access to dataset row: " + row);
return dataset[actualRow, currentInstr.iArg0] * lagVariableTreeNode.Weight;
}
case OpCodes.Constant: {
var constTreeNode = currentInstr.dynamicNode as ConstantTreeNode;
return constTreeNode.Value;
}
case OpCodes.TimeLag: {
var timeLagTreeNode = (LaggedTreeNode)currentInstr.dynamicNode;
if (row + timeLagTreeNode.Lag < 0 || row + timeLagTreeNode.Lag >= dataset.Rows)
return double.NaN;
row += timeLagTreeNode.Lag;
double result = Evaluate();
row -= timeLagTreeNode.Lag;
return result;
}
case OpCodes.Integral: {
int nextPc = pc;
var timeLagTreeNode = (LaggedTreeNode)currentInstr.dynamicNode;
if (row + timeLagTreeNode.Lag < 0 || row + timeLagTreeNode.Lag >= dataset.Rows)
return double.NaN;
double sum = 0.0;
if (timeLagTreeNode.IterateNodesPrefix().OfType().Any()) {
for (int i = 0; i < Math.Abs(timeLagTreeNode.Lag); i++) {
row += Math.Sign(timeLagTreeNode.Lag);
sum += Evaluate();
pc = nextPc;
}
row -= timeLagTreeNode.Lag;
sum += Evaluate();
} else sum = Math.Abs(timeLagTreeNode.Lag) * Evaluate();
return sum;
}
//mkommend: derivate calculation taken from:
//http://www.holoborodko.com/pavel/numerical-methods/numerical-derivative/smooth-low-noise-differentiators/
//one sided smooth differentiatior, N = 4
// y' = 1/8h (f_i + 2f_i-1, -2 f_i-3 - f_i-4)
case OpCodes.Derivative: {
if (row - 4 < 0) return double.NaN;
int nextPc = pc;
double f_0 = Evaluate(); row--;
pc = nextPc;
double f_1 = Evaluate(); row -= 2;
pc = nextPc;
double f_3 = Evaluate(); row--;
pc = nextPc;
double f_4 = Evaluate();
row += 4;
return (f_0 + 2 * f_1 - 2 * f_3 - f_4) / 8; // h = 1
}
//mkommend: this symbol uses the logistic function f(x) = 1 / (1 + e^(-alpha * x) )
//to determine the relative amounts of the true and false branch see http://en.wikipedia.org/wiki/Logistic_function
case OpCodes.VariableCondition: {
var variableConditionTreeNode = (VariableConditionTreeNode)currentInstr.dynamicNode;
double variableValue = dataset[row, currentInstr.iArg0];
double x = variableValue - variableConditionTreeNode.Threshold;
double p = 1 / (1 + Math.Exp(-variableConditionTreeNode.Slope * x));
double trueBranch = Evaluate();
double falseBranch = Evaluate();
return trueBranch * p + falseBranch * (1 - p);
}
default: throw new NotSupportedException();
}
}
// skips a whole branch
private void SkipBakedCode() {
int i = 1;
while (i > 0) {
i += code[pc++].nArguments;
i--;
}
}
}
}