1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2012 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 HeuristicLab.Common;
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25 | using HeuristicLab.Core;
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26 | using HeuristicLab.Data;
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27 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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28 | using HeuristicLab.Parameters;
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29 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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30 |
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31 | namespace HeuristicLab.Problems.DataAnalysis.Symbolic {
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32 | [StorableClass]
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33 | [Item("SymbolicDataAnalysisExpressionTreeFastInterpreter",
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34 | "Fast interpreter for symbolic expression trees including automatically defined functions.")]
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35 | public class SymbolicDataAnalysisExpressionTreeFastInterpreter : ParameterizedNamedItem,
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36 | ISymbolicDataAnalysisExpressionTreeInterpreter {
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37 | private const string CheckExpressionsWithIntervalArithmeticParameterName = "CheckExpressionsWithIntervalArithmetic";
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38 | private const string EvaluatedSolutionsParameterName = "EvaluatedSolutions";
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39 |
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40 | public override bool CanChangeName {
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41 | get { return false; }
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42 | }
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43 |
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44 | public override bool CanChangeDescription {
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45 | get { return false; }
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46 | }
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47 |
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48 | #region parameter properties
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49 |
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50 | public IValueParameter<BoolValue> CheckExpressionsWithIntervalArithmeticParameter {
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51 | get { return (IValueParameter<BoolValue>)Parameters[CheckExpressionsWithIntervalArithmeticParameterName]; }
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52 | }
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53 |
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54 | public IValueParameter<IntValue> EvaluatedSolutionsParameter {
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55 | get { return (IValueParameter<IntValue>)Parameters[EvaluatedSolutionsParameterName]; }
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56 | }
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57 |
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58 | #endregion
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59 |
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60 | #region properties
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61 |
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62 | public BoolValue CheckExpressionsWithIntervalArithmetic {
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63 | get { return CheckExpressionsWithIntervalArithmeticParameter.Value; }
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64 | set { CheckExpressionsWithIntervalArithmeticParameter.Value = value; }
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65 | }
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66 |
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67 | public IntValue EvaluatedSolutions {
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68 | get { return EvaluatedSolutionsParameter.Value; }
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69 | set { EvaluatedSolutionsParameter.Value = value; }
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70 | }
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71 |
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72 | #endregion
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73 |
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74 | [StorableConstructor]
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75 | protected SymbolicDataAnalysisExpressionTreeFastInterpreter(bool deserializing)
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76 | : base(deserializing) {
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77 | }
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78 |
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79 | protected SymbolicDataAnalysisExpressionTreeFastInterpreter(
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80 | SymbolicDataAnalysisExpressionTreeFastInterpreter original, Cloner cloner)
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81 | : base(original, cloner) {
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82 | }
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83 |
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84 | public override IDeepCloneable Clone(Cloner cloner) {
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85 | return new SymbolicDataAnalysisExpressionTreeFastInterpreter(this, cloner);
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86 | }
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87 |
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88 | public SymbolicDataAnalysisExpressionTreeFastInterpreter()
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89 | : base(
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90 | "SymbolicDataAnalysisExpressionTreeFastInterpreter",
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91 | "Interpreter for symbolic expression trees including automatically defined functions.") {
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92 | Parameters.Add(new ValueParameter<BoolValue>(CheckExpressionsWithIntervalArithmeticParameterName,
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93 | "Switch that determines if the interpreter checks the validity of expressions with interval arithmetic before evaluating the expression.",
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94 | new BoolValue(false)));
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95 | Parameters.Add(new ValueParameter<IntValue>(EvaluatedSolutionsParameterName,
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96 | "A counter for the total number of solutions the interpreter has evaluated",
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97 | new IntValue(0)));
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98 | }
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99 |
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100 | protected SymbolicDataAnalysisExpressionTreeFastInterpreter(string name, string description)
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101 | : base(name, description) {
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102 | Parameters.Add(new ValueParameter<BoolValue>(CheckExpressionsWithIntervalArithmeticParameterName,
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103 | "Switch that determines if the interpreter checks the validity of expressions with interval arithmetic before evaluating the expression.",
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104 | new BoolValue(false)));
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105 | Parameters.Add(new ValueParameter<IntValue>(EvaluatedSolutionsParameterName,
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106 | "A counter for the total number of solutions the interpreter has evaluated",
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107 | new IntValue(0)));
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108 | }
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109 |
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110 | [StorableHook(HookType.AfterDeserialization)]
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111 | private void AfterDeserialization() {
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112 | if (!Parameters.ContainsKey(EvaluatedSolutionsParameterName))
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113 | Parameters.Add(new ValueParameter<IntValue>(EvaluatedSolutionsParameterName,
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114 | "A counter for the total number of solutions the interpreter has evaluated",
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115 | new IntValue(0)));
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116 | }
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117 |
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118 | #region IStatefulItem
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119 |
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120 | public void InitializeState() {
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121 | EvaluatedSolutions.Value = 0;
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122 | }
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123 |
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124 | public void ClearState() {
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125 | }
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126 |
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127 | #endregion
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128 |
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129 | public IEnumerable<double> GetSymbolicExpressionTreeValues(ISymbolicExpressionTree tree, Dataset dataset,
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130 | IEnumerable<int> rows) {
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131 | if (CheckExpressionsWithIntervalArithmetic.Value)
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132 | throw new NotSupportedException(
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133 | "Interval arithmetic is not yet supported in the symbolic data analysis interpreter.");
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134 |
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135 | lock (EvaluatedSolutions) {
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136 | EvaluatedSolutions.Value++; // increment the evaluated solutions counter
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137 | }
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138 |
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139 | var root = tree.Root.GetSubtree(0).GetSubtree(0);
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140 | var nodes = new List<ISymbolicExpressionTreeNode> { root };
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141 | var code = new List<Instruction>{
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142 | new Instruction { dynamicNode = root,
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143 | nArguments = (byte) root.SubtreeCount,
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144 | opCode = OpCodes.MapSymbolToOpCode(root)
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145 | }
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146 | };
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147 |
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148 | // iterate breadth-wise over tree nodes and produce an array of instructions
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149 | int i = 0;
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150 | while (i != nodes.Count) {
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151 | if (nodes[i].SubtreeCount > 0) {
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152 | // save index of the first child in the instructions array
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153 | code[i].childIndex = code.Count;
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154 | for (int j = 0; j != nodes[i].SubtreeCount; ++j) {
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155 | var s = nodes[i].GetSubtree(j);
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156 | nodes.Add(s);
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157 | code.Add(new Instruction {
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158 | dynamicNode = s,
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159 | nArguments = (byte)s.SubtreeCount,
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160 | opCode = OpCodes.MapSymbolToOpCode(s)
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161 | });
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162 | }
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163 | }
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164 | ++i;
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165 | }
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166 | // fill in iArg0 value for terminal nodes
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167 | foreach (var instr in code) {
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168 | switch (instr.opCode) {
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169 | case OpCodes.Variable: {
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170 | var variableTreeNode = (VariableTreeNode)instr.dynamicNode;
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171 | instr.iArg0 = dataset.GetReadOnlyDoubleValues(variableTreeNode.VariableName);
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172 | }
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173 | break;
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174 | case OpCodes.LagVariable: {
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175 | var laggedVariableTreeNode = (LaggedVariableTreeNode)instr.dynamicNode;
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176 | instr.iArg0 = dataset.GetReadOnlyDoubleValues(laggedVariableTreeNode.VariableName);
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177 | }
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178 | break;
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179 | case OpCodes.VariableCondition: {
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180 | var variableConditionTreeNode = (VariableConditionTreeNode)instr.dynamicNode;
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181 | instr.iArg0 = dataset.GetReadOnlyDoubleValues(variableConditionTreeNode.VariableName);
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182 | }
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183 | break;
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184 | }
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185 | }
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186 |
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187 | var array = code.ToArray();
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188 |
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189 | foreach (var rowEnum in rows) {
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190 | int row = rowEnum;
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191 | EvaluateFast(dataset, ref row, array);
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192 | yield return code[0].value;
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193 | }
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194 | }
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195 |
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196 | private void EvaluateFast(Dataset dataset, ref int row, Instruction[] code) {
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197 | for (int i = code.Length - 1; i >= 0; --i) {
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198 | var instr = code[i];
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199 |
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200 | switch (instr.opCode) {
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201 | case OpCodes.Add: {
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202 | double s = code[instr.childIndex].value;
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203 | for (int j = 1; j != instr.nArguments; ++j) {
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204 | s += code[instr.childIndex + j].value;
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205 | }
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206 | instr.value = s;
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207 | }
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208 | break;
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209 | case OpCodes.Sub: {
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210 | double s = code[instr.childIndex].value;
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211 | for (int j = 1; j != instr.nArguments; ++j) {
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212 | s -= code[instr.childIndex + j].value;
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213 | }
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214 | if (instr.nArguments == 1) s = -s;
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215 | instr.value = s;
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216 | }
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217 | break;
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218 | case OpCodes.Mul: {
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219 | double p = code[instr.childIndex].value;
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220 | for (int j = 1; j != instr.nArguments; ++j) {
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221 | p *= code[instr.childIndex + j].value;
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222 | }
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223 | instr.value = p;
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224 | }
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225 | break;
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226 | case OpCodes.Div: {
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227 | double p = code[instr.childIndex].value;
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228 | for (int j = 1; j != instr.nArguments; ++j) {
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229 | p /= code[instr.childIndex + j].value;
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230 | }
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231 | if (instr.nArguments == 1) p = 1.0 / p;
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232 | instr.value = p;
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233 | }
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234 | break;
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235 | case OpCodes.Average: {
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236 | double s = code[instr.childIndex].value;
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237 | for (int j = 1; j != instr.nArguments; ++j) {
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238 | s += code[instr.childIndex + j].value;
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239 | }
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240 | instr.value = s / instr.nArguments;
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241 | }
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242 | break;
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243 | case OpCodes.Cos: {
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244 | instr.value = Math.Cos(code[instr.childIndex].value);
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245 | }
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246 | break;
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247 | case OpCodes.Sin: {
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248 | instr.value = Math.Sin(code[instr.childIndex].value);
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249 | }
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250 | break;
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251 | case OpCodes.Tan: {
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252 | instr.value = Math.Tan(code[instr.childIndex].value);
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253 | }
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254 | break;
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255 | case OpCodes.Root: {
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256 | double x = code[instr.childIndex].value;
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257 | double y = code[instr.childIndex + 1].value;
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258 | instr.value = Math.Pow(x, 1 / y);
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259 | }
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260 | break;
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261 | case OpCodes.Exp: {
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262 | instr.value = Math.Exp(code[instr.childIndex].value);
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263 | }
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264 | break;
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265 | case OpCodes.Log: {
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266 | instr.value = Math.Log(code[instr.childIndex].value);
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267 | }
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268 | break;
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269 | case OpCodes.Gamma: {
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270 | var x = code[instr.childIndex].value;
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271 | instr.value = double.IsNaN(x) ? double.NaN : alglib.gammafunction(x);
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272 | }
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273 | break;
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274 | case OpCodes.Psi: {
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275 | var x = code[instr.childIndex].value;
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276 | if (double.IsNaN(x)) instr.value = double.NaN;
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277 | else if (x <= 0 && (Math.Floor(x) - x).IsAlmost(0)) instr.value = double.NaN;
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278 | else instr.value = alglib.psi(x);
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279 | }
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280 | break;
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281 | case OpCodes.Dawson: {
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282 | var x = code[instr.childIndex].value;
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283 | instr.value = double.IsNaN(x) ? double.NaN : alglib.dawsonintegral(x);
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284 | }
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285 | break;
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286 | case OpCodes.ExponentialIntegralEi: {
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287 | var x = code[instr.childIndex].value;
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288 | instr.value = double.IsNaN(x) ? double.NaN : alglib.exponentialintegralei(x);
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289 | }
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290 | break;
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291 | case OpCodes.SineIntegral: {
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292 | double si, ci;
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293 | var x = code[instr.childIndex].value;
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294 | if (double.IsNaN(x)) instr.value = double.NaN;
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295 | else {
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296 | alglib.sinecosineintegrals(x, out si, out ci);
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297 | instr.value = si;
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298 | }
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299 | }
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300 | break;
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301 | case OpCodes.CosineIntegral: {
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302 | double si, ci;
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303 | var x = code[instr.childIndex].value;
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304 | if (double.IsNaN(x)) instr.value = double.NaN;
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305 | else {
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306 | alglib.sinecosineintegrals(x, out si, out ci);
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307 | instr.value = si;
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308 | }
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309 | }
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310 | break;
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311 | case OpCodes.HyperbolicSineIntegral: {
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312 | double shi, chi;
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313 | var x = code[instr.childIndex].value;
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314 | if (double.IsNaN(x)) instr.value = double.NaN;
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315 | else {
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316 | alglib.hyperbolicsinecosineintegrals(x, out shi, out chi);
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317 | instr.value = shi;
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318 | }
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319 | }
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320 | break;
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321 | case OpCodes.HyperbolicCosineIntegral: {
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322 | double shi, chi;
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323 | var x = code[instr.childIndex].value;
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324 | if (double.IsNaN(x)) instr.value = double.NaN;
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325 | else {
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326 | alglib.hyperbolicsinecosineintegrals(x, out shi, out chi);
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327 | instr.value = chi;
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328 | }
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329 | }
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330 | break;
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331 | case OpCodes.FresnelCosineIntegral: {
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332 | double c = 0, s = 0;
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333 | var x = code[instr.childIndex].value;
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334 | if (double.IsNaN(x)) instr.value = double.NaN;
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335 | else {
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336 | alglib.fresnelintegral(x, ref c, ref s);
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337 | instr.value = c;
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338 | }
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339 | }
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340 | break;
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341 | case OpCodes.FresnelSineIntegral: {
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342 | double c = 0, s = 0;
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343 | var x = code[instr.childIndex].value;
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344 | if (double.IsNaN(x)) instr.value = double.NaN;
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345 | else {
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346 | alglib.fresnelintegral(x, ref c, ref s);
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347 | instr.value = s;
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348 | }
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349 | }
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350 | break;
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351 | case OpCodes.AiryA: {
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352 | double ai, aip, bi, bip;
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353 | var x = code[instr.childIndex].value;
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354 | if (double.IsNaN(x)) instr.value = double.NaN;
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355 | else {
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356 | alglib.airy(x, out ai, out aip, out bi, out bip);
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357 | instr.value = ai;
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358 | }
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359 | }
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360 | break;
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361 | case OpCodes.AiryB: {
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362 | double ai, aip, bi, bip;
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363 | var x = code[instr.childIndex].value;
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364 | if (double.IsNaN(x)) instr.value = double.NaN;
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365 | else {
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366 | alglib.airy(x, out ai, out aip, out bi, out bip);
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367 | instr.value = bi;
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368 | }
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369 | }
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370 | break;
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371 | case OpCodes.Norm: {
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372 | var x = code[instr.childIndex].value;
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373 | if (double.IsNaN(x)) instr.value = double.NaN;
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374 | else instr.value = alglib.normaldistribution(x);
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375 | }
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376 | break;
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377 | case OpCodes.Erf: {
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378 | var x = code[instr.childIndex].value;
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379 | if (double.IsNaN(x)) instr.value = double.NaN;
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380 | else instr.value = alglib.errorfunction(x);
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381 | }
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382 | break;
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383 | case OpCodes.Bessel: {
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384 | var x = code[instr.childIndex].value;
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385 | if (double.IsNaN(x)) instr.value = double.NaN;
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386 | else instr.value = alglib.besseli0(x);
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387 | }
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388 | break;
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389 | case OpCodes.IfThenElse: {
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390 | double condition = code[instr.childIndex].value;
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391 | double result;
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392 | if (condition > 0.0) {
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393 | result = code[instr.childIndex + 1].value;
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394 | } else {
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395 | result = code[instr.childIndex + 2].value;
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396 | }
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397 | instr.value = result;
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398 | }
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399 | break;
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400 | case OpCodes.AND: {
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401 | double result = code[instr.childIndex].value;
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402 | for (int j = 1; j < instr.nArguments; j++) {
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403 | if (result > 0.0) result = code[instr.childIndex + j].value;
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404 | else break;
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405 | }
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406 | instr.value = result > 0.0 ? 1.0 : -1.0;
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407 | }
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408 | break;
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409 | case OpCodes.OR: {
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410 | double result = code[instr.childIndex].value;
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411 | for (int j = 1; j < instr.nArguments; j++) {
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412 | if (result <= 0.0) result = code[instr.childIndex + j].value;
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413 | else break;
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414 | }
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415 | instr.value = result > 0.0 ? 1.0 : -1.0;
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416 | }
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417 | break;
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418 | case OpCodes.NOT: {
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419 | instr.value = code[instr.childIndex].value > 0.0 ? -1.0 : 1.0;
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420 | }
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421 | break;
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422 | case OpCodes.GT: {
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423 | double x = code[instr.childIndex].value;
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424 | double y = code[instr.childIndex + 1].value;
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425 | instr.value = x > y ? 1.0 : -1.0;
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426 | }
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427 | break;
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428 | case OpCodes.LT: {
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429 | double x = code[instr.childIndex].value;
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430 | double y = code[instr.childIndex + 1].value;
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431 | instr.value = x < y ? 1.0 : -1.0;
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432 | }
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433 | break;
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434 | case OpCodes.TimeLag: {
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435 | throw new NotSupportedException();
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436 | }
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437 | case OpCodes.Integral: {
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438 | throw new NotSupportedException();
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439 | }
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440 | case OpCodes.Derivative: {
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441 | throw new NotSupportedException();
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442 | }
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443 | case OpCodes.Arg: {
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444 | throw new NotSupportedException();
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445 | }
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446 | case OpCodes.Variable: {
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447 | if (row < 0 || row >= dataset.Rows) instr.value = double.NaN;
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448 | var variableTreeNode = (VariableTreeNode)instr.dynamicNode;
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449 | instr.value = ((IList<double>)instr.iArg0)[row] * variableTreeNode.Weight;
|
---|
450 | }
|
---|
451 | break;
|
---|
452 | case OpCodes.LagVariable: {
|
---|
453 | var laggedVariableTreeNode = (LaggedVariableTreeNode)instr.dynamicNode;
|
---|
454 | int actualRow = row + laggedVariableTreeNode.Lag;
|
---|
455 | if (actualRow < 0 || actualRow >= dataset.Rows) instr.value = double.NaN;
|
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456 | instr.value = ((IList<double>)instr.iArg0)[actualRow] * laggedVariableTreeNode.Weight;
|
---|
457 | }
|
---|
458 | break;
|
---|
459 | case OpCodes.Constant: {
|
---|
460 | var constTreeNode = (ConstantTreeNode)instr.dynamicNode;
|
---|
461 | instr.value = constTreeNode.Value;
|
---|
462 | }
|
---|
463 | break;
|
---|
464 | case OpCodes.VariableCondition: {
|
---|
465 | if (row < 0 || row >= dataset.Rows) instr.value = double.NaN;
|
---|
466 | var variableConditionTreeNode = (VariableConditionTreeNode)instr.dynamicNode;
|
---|
467 | double variableValue = ((IList<double>)instr.iArg0)[row];
|
---|
468 | double x = variableValue - variableConditionTreeNode.Threshold;
|
---|
469 | double p = 1 / (1 + Math.Exp(-variableConditionTreeNode.Slope * x));
|
---|
470 |
|
---|
471 | double trueBranch = code[instr.childIndex].value;
|
---|
472 | double falseBranch = code[instr.childIndex + 1].value;
|
---|
473 |
|
---|
474 | instr.value = trueBranch * p + falseBranch * (1 - p);
|
---|
475 | }
|
---|
476 | break;
|
---|
477 | default:
|
---|
478 | throw new NotSupportedException();
|
---|
479 | }
|
---|
480 | }
|
---|
481 | }
|
---|
482 | }
|
---|
483 | }
|
---|