#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--; } } } }