1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2008 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.Collections.Generic;
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23 | using HeuristicLab.Core;
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24 | using HeuristicLab.Data;
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25 | using HeuristicLab.Constraints;
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26 | using StructId = HeuristicLab.GP.StructureIdentification;
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27 |
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28 | namespace HeuristicLab.GP.TimeSeries {
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29 | public class FunctionLibraryInjector : OperatorBase {
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30 | private const string TARGETVARIABLE = "TargetVariable";
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31 | private const string AUTOREGRESSIVE = "Autoregressive";
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32 | private const string ALLOWEDFEATURES = "AllowedFeatures";
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33 | private const string MINTIMEOFFSET = "MinTimeOffset";
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34 | private const string MAXTIMEOFFSET = "MaxTimeOffset";
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35 | private const string FUNCTIONLIBRARY = "FunctionLibrary";
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36 |
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37 | private StructId.Variable variable;
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38 | private StructId.Differential differential;
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39 | private GPOperatorLibrary operatorLibrary;
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40 |
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41 | public override string Description {
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42 | get { return @"Injects a default function library for time series modeling."; }
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43 | }
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44 |
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45 | public FunctionLibraryInjector()
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46 | : base() {
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47 | AddVariableInfo(new VariableInfo(TARGETVARIABLE, "The target variable", typeof(IntData), VariableKind.In));
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48 | AddVariableInfo(new VariableInfo(AUTOREGRESSIVE, "Switch to turn on/off autoregressive modeling (wether to allow the target variable as input)", typeof(BoolData), VariableKind.In));
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49 | AddVariableInfo(new VariableInfo(ALLOWEDFEATURES, "List of indexes of allowed features", typeof(ItemList<IntData>), VariableKind.In));
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50 | AddVariableInfo(new VariableInfo(MINTIMEOFFSET, "Minimal time offset for all features", typeof(IntData), VariableKind.In));
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51 | AddVariableInfo(new VariableInfo(MAXTIMEOFFSET, "Maximal time offset for all feature", typeof(IntData), VariableKind.In));
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52 | AddVariableInfo(new VariableInfo(FUNCTIONLIBRARY, "Preconfigured default operator library", typeof(GPOperatorLibrary), VariableKind.New));
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53 | }
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54 |
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55 | public override IOperation Apply(IScope scope) {
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56 | IntData minTimeOffset = GetVariableValue<IntData>(MINTIMEOFFSET, scope, true);
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57 | IntData maxTimeOffset = GetVariableValue<IntData>(MAXTIMEOFFSET, scope, true);
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58 | ItemList<IntData> allowedFeatures = GetVariableValue<ItemList<IntData>>(ALLOWEDFEATURES, scope, true);
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59 | int targetVariable = GetVariableValue<IntData>(TARGETVARIABLE, scope, true).Data;
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60 | bool autoregressive = GetVariableValue<BoolData>(AUTOREGRESSIVE, scope, true).Data;
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61 |
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62 | if(autoregressive) {
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63 | // make sure the target-variable occures in list of allowed features
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64 | if(!allowedFeatures.Exists(d => d.Data == targetVariable)) allowedFeatures.Add(new IntData(targetVariable));
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65 | } else {
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66 | // remove the target-variable in case it occures in allowed features
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67 | List<IntData> ts = allowedFeatures.FindAll(d => d.Data == targetVariable);
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68 | foreach(IntData t in ts) allowedFeatures.Remove(t);
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69 | }
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70 |
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71 | InitDefaultOperatorLibrary();
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72 |
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73 | int[] allowedIndexes = new int[allowedFeatures.Count];
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74 | for(int i = 0; i < allowedIndexes.Length; i++) {
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75 | allowedIndexes[i] = allowedFeatures[i].Data;
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76 | }
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77 |
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78 | variable.SetConstraints(allowedIndexes, minTimeOffset.Data, maxTimeOffset.Data);
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79 | differential.SetConstraints(allowedIndexes, minTimeOffset.Data, maxTimeOffset.Data);
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80 |
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81 | scope.AddVariable(new Variable(scope.TranslateName(FUNCTIONLIBRARY), operatorLibrary));
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82 | return null;
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83 | }
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84 |
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85 | private void InitDefaultOperatorLibrary() {
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86 | variable = new StructId.Variable();
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87 | differential = new StructId.Differential();
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88 | StructId.Constant constant = new StructId.Constant();
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89 |
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90 | StructId.Addition addition = new StructId.Addition();
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91 | StructId.And and = new StructId.And();
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92 | StructId.Average average = new StructId.Average();
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93 | StructId.Cosinus cosinus = new StructId.Cosinus();
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94 | StructId.Division division = new StructId.Division();
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95 | StructId.Equal equal = new StructId.Equal();
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96 | StructId.Exponential exponential = new StructId.Exponential();
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97 | StructId.GreaterThan greaterThan = new StructId.GreaterThan();
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98 | StructId.IfThenElse ifThenElse = new StructId.IfThenElse();
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99 | StructId.LessThan lessThan = new StructId.LessThan();
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100 | StructId.Logarithm logarithm = new StructId.Logarithm();
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101 | StructId.Multiplication multiplication = new StructId.Multiplication();
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102 | StructId.Not not = new StructId.Not();
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103 | StructId.Or or = new StructId.Or();
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104 | StructId.Power power = new StructId.Power();
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105 | StructId.Signum signum = new StructId.Signum();
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106 | StructId.Sinus sinus = new StructId.Sinus();
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107 | StructId.Sqrt sqrt = new StructId.Sqrt();
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108 | StructId.Subtraction subtraction = new StructId.Subtraction();
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109 | StructId.Tangens tangens = new StructId.Tangens();
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110 | StructId.Xor xor = new StructId.Xor();
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111 |
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112 | IFunction[] booleanFunctions = new IFunction[] {
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113 | and,
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114 | equal,
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115 | greaterThan,
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116 | lessThan,
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117 | not,
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118 | or,
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119 | xor };
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120 | IFunction[] doubleFunctions = new IFunction[] {
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121 | variable,
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122 | differential,
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123 | constant,
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124 | addition,
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125 | average,
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126 | cosinus,
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127 | division,
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128 | exponential,
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129 | ifThenElse,
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130 | logarithm,
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131 | multiplication,
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132 | power,
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133 | signum,
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134 | sinus,
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135 | sqrt,
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136 | subtraction,
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137 | tangens};
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138 |
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139 | SetAllowedSubOperators(and, booleanFunctions);
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140 | SetAllowedSubOperators(equal, doubleFunctions);
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141 | SetAllowedSubOperators(greaterThan, doubleFunctions);
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142 | SetAllowedSubOperators(lessThan, doubleFunctions);
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143 | SetAllowedSubOperators(not, booleanFunctions);
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144 | SetAllowedSubOperators(or, booleanFunctions);
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145 | SetAllowedSubOperators(xor, booleanFunctions);
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146 | SetAllowedSubOperators(addition, doubleFunctions);
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147 | SetAllowedSubOperators(average, doubleFunctions);
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148 | SetAllowedSubOperators(cosinus, doubleFunctions);
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149 | SetAllowedSubOperators(division, doubleFunctions);
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150 | SetAllowedSubOperators(exponential, doubleFunctions);
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151 | SetAllowedSubOperators(ifThenElse, 0, booleanFunctions);
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152 | SetAllowedSubOperators(ifThenElse, 1, doubleFunctions);
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153 | SetAllowedSubOperators(ifThenElse, 2, doubleFunctions);
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154 | SetAllowedSubOperators(logarithm, doubleFunctions);
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155 | SetAllowedSubOperators(multiplication, doubleFunctions);
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156 | SetAllowedSubOperators(power, doubleFunctions);
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157 | SetAllowedSubOperators(signum, doubleFunctions);
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158 | SetAllowedSubOperators(sinus, doubleFunctions);
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159 | SetAllowedSubOperators(sqrt, doubleFunctions);
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160 | SetAllowedSubOperators(subtraction, doubleFunctions);
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161 | SetAllowedSubOperators(tangens, doubleFunctions);
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162 |
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163 | operatorLibrary = new GPOperatorLibrary();
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164 | operatorLibrary.GPOperatorGroup.AddOperator(variable);
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165 | operatorLibrary.GPOperatorGroup.AddOperator(differential);
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166 | operatorLibrary.GPOperatorGroup.AddOperator(constant);
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167 | operatorLibrary.GPOperatorGroup.AddOperator(addition);
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168 | operatorLibrary.GPOperatorGroup.AddOperator(average);
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169 | operatorLibrary.GPOperatorGroup.AddOperator(and);
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170 | operatorLibrary.GPOperatorGroup.AddOperator(cosinus);
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171 | operatorLibrary.GPOperatorGroup.AddOperator(division);
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172 | operatorLibrary.GPOperatorGroup.AddOperator(equal);
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173 | operatorLibrary.GPOperatorGroup.AddOperator(exponential);
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174 | operatorLibrary.GPOperatorGroup.AddOperator(greaterThan);
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175 | operatorLibrary.GPOperatorGroup.AddOperator(ifThenElse);
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176 | operatorLibrary.GPOperatorGroup.AddOperator(lessThan);
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177 | operatorLibrary.GPOperatorGroup.AddOperator(logarithm);
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178 | operatorLibrary.GPOperatorGroup.AddOperator(multiplication);
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179 | operatorLibrary.GPOperatorGroup.AddOperator(not);
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180 | operatorLibrary.GPOperatorGroup.AddOperator(power);
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181 | operatorLibrary.GPOperatorGroup.AddOperator(or);
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182 | operatorLibrary.GPOperatorGroup.AddOperator(signum);
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183 | operatorLibrary.GPOperatorGroup.AddOperator(sinus);
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184 | operatorLibrary.GPOperatorGroup.AddOperator(sqrt);
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185 | operatorLibrary.GPOperatorGroup.AddOperator(subtraction);
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186 | operatorLibrary.GPOperatorGroup.AddOperator(tangens);
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187 | operatorLibrary.GPOperatorGroup.AddOperator(xor);
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188 | }
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189 |
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190 | private void SetAllowedSubOperators(IFunction f, IFunction[] gs) {
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191 | foreach(IConstraint c in f.Constraints) {
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192 | if(c is SubOperatorTypeConstraint) {
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193 | SubOperatorTypeConstraint typeConstraint = c as SubOperatorTypeConstraint;
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194 | typeConstraint.Clear();
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195 | foreach(IFunction g in gs) {
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196 | typeConstraint.AddOperator(g);
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197 | }
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198 | } else if(c is AllSubOperatorsTypeConstraint) {
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199 | AllSubOperatorsTypeConstraint typeConstraint = c as AllSubOperatorsTypeConstraint;
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200 | typeConstraint.Clear();
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201 | foreach(IFunction g in gs) {
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202 | typeConstraint.AddOperator(g);
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203 | }
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204 | }
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205 | }
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206 | }
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207 |
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208 | private void SetAllowedSubOperators(IFunction f, int p, IFunction[] gs) {
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209 | foreach(IConstraint c in f.Constraints) {
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210 | if(c is SubOperatorTypeConstraint) {
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211 | SubOperatorTypeConstraint typeConstraint = c as SubOperatorTypeConstraint;
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212 | if(typeConstraint.SubOperatorIndex.Data == p) {
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213 | typeConstraint.Clear();
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214 | foreach(IFunction g in gs) {
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215 | typeConstraint.AddOperator(g);
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216 | }
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217 | }
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218 | }
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219 | }
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220 | }
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221 | }
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222 | }
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