#region License Information
/* HeuristicLab
* Copyright (C) 2002-2013 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.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
namespace HeuristicLab.Problems.DataAnalysis.Symbolic {
[StorableClass]
[Item("SymbolicDataAnalysisExpressionTreeLinearInterpreter", "Fast linear (non-recursive) interpreter for symbolic expression trees. Does not support ADFs.")]
public sealed class SymbolicDataAnalysisExpressionTreeLinearInterpreter : ParameterizedNamedItem, ISymbolicDataAnalysisExpressionTreeInterpreter {
private const string CheckExpressionsWithIntervalArithmeticParameterName = "CheckExpressionsWithIntervalArithmetic";
private const string EvaluatedSolutionsParameterName = "EvaluatedSolutions";
private SymbolicDataAnalysisExpressionTreeInterpreter interpreter;
public override bool CanChangeName {
get { return false; }
}
public override bool CanChangeDescription {
get { return false; }
}
#region parameter properties
public IValueParameter CheckExpressionsWithIntervalArithmeticParameter {
get { return (IValueParameter)Parameters[CheckExpressionsWithIntervalArithmeticParameterName]; }
}
public IValueParameter EvaluatedSolutionsParameter {
get { return (IValueParameter)Parameters[EvaluatedSolutionsParameterName]; }
}
#endregion
#region properties
public BoolValue CheckExpressionsWithIntervalArithmetic {
get { return CheckExpressionsWithIntervalArithmeticParameter.Value; }
set { CheckExpressionsWithIntervalArithmeticParameter.Value = value; }
}
public IntValue EvaluatedSolutions {
get { return EvaluatedSolutionsParameter.Value; }
set { EvaluatedSolutionsParameter.Value = value; }
}
#endregion
[StorableConstructor]
private SymbolicDataAnalysisExpressionTreeLinearInterpreter(bool deserializing)
: base(deserializing) {
}
private SymbolicDataAnalysisExpressionTreeLinearInterpreter(
SymbolicDataAnalysisExpressionTreeLinearInterpreter original, Cloner cloner)
: base(original, cloner) {
interpreter = original.interpreter;
}
public override IDeepCloneable Clone(Cloner cloner) {
return new SymbolicDataAnalysisExpressionTreeLinearInterpreter(this, cloner);
}
public SymbolicDataAnalysisExpressionTreeLinearInterpreter()
: base("SymbolicDataAnalysisExpressionTreeLinearInterpreter", "Linear (non-recursive) interpreter for symbolic expression trees (does not support ADFs).") {
Parameters.Add(new ValueParameter(CheckExpressionsWithIntervalArithmeticParameterName, "Switch that determines if the interpreter checks the validity of expressions with interval arithmetic before evaluating the expression.", new BoolValue(false)));
Parameters.Add(new ValueParameter(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", new IntValue(0)));
interpreter = new SymbolicDataAnalysisExpressionTreeInterpreter();
}
private SymbolicDataAnalysisExpressionTreeLinearInterpreter(string name, string description)
: base(name, description) {
Parameters.Add(new ValueParameter(CheckExpressionsWithIntervalArithmeticParameterName, "Switch that determines if the interpreter checks the validity of expressions with interval arithmetic before evaluating the expression.", new BoolValue(false)));
Parameters.Add(new ValueParameter(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", new IntValue(0)));
interpreter = new SymbolicDataAnalysisExpressionTreeInterpreter();
}
[StorableHook(HookType.AfterDeserialization)]
private void AfterDeserialization() {
if (!Parameters.ContainsKey(EvaluatedSolutionsParameterName))
Parameters.Add(new ValueParameter(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", new IntValue(0)));
if (interpreter == null) interpreter = new SymbolicDataAnalysisExpressionTreeInterpreter();
}
#region IStatefulItem
public void InitializeState() {
EvaluatedSolutions.Value = 0;
}
public void ClearState() {
}
#endregion
public IEnumerable GetSymbolicExpressionTreeValues(ISymbolicExpressionTree tree, Dataset dataset, IEnumerable rows) {
if (CheckExpressionsWithIntervalArithmetic.Value)
throw new NotSupportedException("Interval arithmetic is not yet supported in the symbolic data analysis interpreter.");
lock (EvaluatedSolutions) {
EvaluatedSolutions.Value++; // increment the evaluated solutions counter
}
var code = SymbolicExpressionTreeLinearCompiler.Compile(tree, OpCodes.MapSymbolToOpCode);
PrepareInstructions(code, dataset);
return rows.Select(row => Evaluate(dataset, row, code));
}
private double Evaluate(Dataset dataset, int row, LinearInstruction[] code) {
for (int i = code.Length - 1; i >= 0; --i) {
if (code[i].skip) continue;
#region opcode switch
var instr = code[i];
switch (instr.opCode) {
case OpCodes.Variable: {
if (row < 0 || row >= dataset.Rows) instr.value = double.NaN;
var variableTreeNode = (VariableTreeNode)instr.dynamicNode;
instr.value = ((IList)instr.data)[row] * variableTreeNode.Weight;
}
break;
case OpCodes.LagVariable: {
var laggedVariableTreeNode = (LaggedVariableTreeNode)instr.dynamicNode;
int actualRow = row + laggedVariableTreeNode.Lag;
if (actualRow < 0 || actualRow >= dataset.Rows)
instr.value = double.NaN;
else
instr.value = ((IList)instr.data)[actualRow] * laggedVariableTreeNode.Weight;
}
break;
case OpCodes.VariableCondition: {
if (row < 0 || row >= dataset.Rows) instr.value = double.NaN;
var variableConditionTreeNode = (VariableConditionTreeNode)instr.dynamicNode;
double variableValue = ((IList)instr.data)[row];
double x = variableValue - variableConditionTreeNode.Threshold;
double p = 1 / (1 + Math.Exp(-variableConditionTreeNode.Slope * x));
double trueBranch = code[instr.childIndex].value;
double falseBranch = code[instr.childIndex + 1].value;
instr.value = trueBranch * p + falseBranch * (1 - p);
}
break;
case OpCodes.Add: {
double s = code[instr.childIndex].value;
for (int j = 1; j != instr.nArguments; ++j) {
s += code[instr.childIndex + j].value;
}
instr.value = s;
}
break;
case OpCodes.Sub: {
double s = code[instr.childIndex].value;
for (int j = 1; j != instr.nArguments; ++j) {
s -= code[instr.childIndex + j].value;
}
if (instr.nArguments == 1) s = -s;
instr.value = s;
}
break;
case OpCodes.Mul: {
double p = code[instr.childIndex].value;
for (int j = 1; j != instr.nArguments; ++j) {
p *= code[instr.childIndex + j].value;
}
instr.value = p;
}
break;
case OpCodes.Div: {
double p = code[instr.childIndex].value;
for (int j = 1; j != instr.nArguments; ++j) {
p /= code[instr.childIndex + j].value;
}
if (instr.nArguments == 1) p = 1.0 / p;
instr.value = p;
}
break;
case OpCodes.Average: {
double s = code[instr.childIndex].value;
for (int j = 1; j != instr.nArguments; ++j) {
s += code[instr.childIndex + j].value;
}
instr.value = s / instr.nArguments;
}
break;
case OpCodes.Cos: {
instr.value = Math.Cos(code[instr.childIndex].value);
}
break;
case OpCodes.Sin: {
instr.value = Math.Sin(code[instr.childIndex].value);
}
break;
case OpCodes.Tan: {
instr.value = Math.Tan(code[instr.childIndex].value);
}
break;
case OpCodes.Square: {
instr.value = Math.Pow(code[instr.childIndex].value, 2);
}
break;
case OpCodes.Power: {
double x = code[instr.childIndex].value;
double y = Math.Round(code[instr.childIndex + 1].value);
instr.value = Math.Pow(x, y);
}
break;
case OpCodes.SquareRoot: {
instr.value = Math.Sqrt(code[instr.childIndex].value);
}
break;
case OpCodes.Root: {
double x = code[instr.childIndex].value;
double y = code[instr.childIndex + 1].value;
instr.value = Math.Pow(x, 1 / y);
}
break;
case OpCodes.Exp: {
instr.value = Math.Exp(code[instr.childIndex].value);
}
break;
case OpCodes.Log: {
instr.value = Math.Log(code[instr.childIndex].value);
}
break;
case OpCodes.Gamma: {
var x = code[instr.childIndex].value;
instr.value = double.IsNaN(x) ? double.NaN : alglib.gammafunction(x);
}
break;
case OpCodes.Psi: {
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else if (x <= 0 && (Math.Floor(x) - x).IsAlmost(0)) instr.value = double.NaN;
else instr.value = alglib.psi(x);
}
break;
case OpCodes.Dawson: {
var x = code[instr.childIndex].value;
instr.value = double.IsNaN(x) ? double.NaN : alglib.dawsonintegral(x);
}
break;
case OpCodes.ExponentialIntegralEi: {
var x = code[instr.childIndex].value;
instr.value = double.IsNaN(x) ? double.NaN : alglib.exponentialintegralei(x);
}
break;
case OpCodes.SineIntegral: {
double si, ci;
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else {
alglib.sinecosineintegrals(x, out si, out ci);
instr.value = si;
}
}
break;
case OpCodes.CosineIntegral: {
double si, ci;
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else {
alglib.sinecosineintegrals(x, out si, out ci);
instr.value = ci;
}
}
break;
case OpCodes.HyperbolicSineIntegral: {
double shi, chi;
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else {
alglib.hyperbolicsinecosineintegrals(x, out shi, out chi);
instr.value = shi;
}
}
break;
case OpCodes.HyperbolicCosineIntegral: {
double shi, chi;
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else {
alglib.hyperbolicsinecosineintegrals(x, out shi, out chi);
instr.value = chi;
}
}
break;
case OpCodes.FresnelCosineIntegral: {
double c = 0, s = 0;
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else {
alglib.fresnelintegral(x, ref c, ref s);
instr.value = c;
}
}
break;
case OpCodes.FresnelSineIntegral: {
double c = 0, s = 0;
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else {
alglib.fresnelintegral(x, ref c, ref s);
instr.value = s;
}
}
break;
case OpCodes.AiryA: {
double ai, aip, bi, bip;
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else {
alglib.airy(x, out ai, out aip, out bi, out bip);
instr.value = ai;
}
}
break;
case OpCodes.AiryB: {
double ai, aip, bi, bip;
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else {
alglib.airy(x, out ai, out aip, out bi, out bip);
instr.value = bi;
}
}
break;
case OpCodes.Norm: {
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else instr.value = alglib.normaldistribution(x);
}
break;
case OpCodes.Erf: {
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else instr.value = alglib.errorfunction(x);
}
break;
case OpCodes.Bessel: {
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else instr.value = alglib.besseli0(x);
}
break;
case OpCodes.IfThenElse: {
double condition = code[instr.childIndex].value;
double result;
if (condition > 0.0) {
result = code[instr.childIndex + 1].value;
} else {
result = code[instr.childIndex + 2].value;
}
instr.value = result;
}
break;
case OpCodes.AND: {
double result = code[instr.childIndex].value;
for (int j = 1; j < instr.nArguments; j++) {
if (result > 0.0) result = code[instr.childIndex + j].value;
else break;
}
instr.value = result > 0.0 ? 1.0 : -1.0;
}
break;
case OpCodes.OR: {
double result = code[instr.childIndex].value;
for (int j = 1; j < instr.nArguments; j++) {
if (result <= 0.0) result = code[instr.childIndex + j].value;
else break;
}
instr.value = result > 0.0 ? 1.0 : -1.0;
}
break;
case OpCodes.NOT: {
instr.value = code[instr.childIndex].value > 0.0 ? -1.0 : 1.0;
}
break;
case OpCodes.GT: {
double x = code[instr.childIndex].value;
double y = code[instr.childIndex + 1].value;
instr.value = x > y ? 1.0 : -1.0;
}
break;
case OpCodes.LT: {
double x = code[instr.childIndex].value;
double y = code[instr.childIndex + 1].value;
instr.value = x < y ? 1.0 : -1.0;
}
break;
case OpCodes.TimeLag:
case OpCodes.Integral:
case OpCodes.Derivative: {
var state = (InterpreterState)instr.data;
state.Reset();
instr.value = interpreter.Evaluate(dataset, ref row, state);
}
break;
default:
var errorText = string.Format("The {0} symbol is not supported by the linear interpreter. To support this symbol, please use the SymbolicDataAnalysisExpressionTreeInterpreter.", instr.dynamicNode.Symbol.Name);
throw new NotSupportedException(errorText);
}
#endregion
}
return code[0].value;
}
private static LinearInstruction[] GetPrefixSequence(LinearInstruction[] code, int startIndex) {
var list = new List();
int i = startIndex;
while (i != code.Length) {
var instr = code[i];
list.Add(instr);
i = instr.nArguments > 0 ? instr.childIndex : i + 1;
}
return list.ToArray();
}
private static void PrepareInstructions(LinearInstruction[] code, Dataset dataset) {
for (int i = 0; i != code.Length; ++i) {
var instr = code[i];
#region opcode switch
switch (instr.opCode) {
case OpCodes.Constant: {
var constTreeNode = (ConstantTreeNode)instr.dynamicNode;
instr.value = constTreeNode.Value;
instr.skip = true; // the value is already set so this instruction should be skipped in the evaluation phase
}
break;
case OpCodes.Variable: {
var variableTreeNode = (VariableTreeNode)instr.dynamicNode;
instr.data = dataset.GetReadOnlyDoubleValues(variableTreeNode.VariableName);
}
break;
case OpCodes.LagVariable: {
var laggedVariableTreeNode = (LaggedVariableTreeNode)instr.dynamicNode;
instr.data = dataset.GetReadOnlyDoubleValues(laggedVariableTreeNode.VariableName);
}
break;
case OpCodes.VariableCondition: {
var variableConditionTreeNode = (VariableConditionTreeNode)instr.dynamicNode;
instr.data = dataset.GetReadOnlyDoubleValues(variableConditionTreeNode.VariableName);
}
break;
case OpCodes.TimeLag:
case OpCodes.Integral:
case OpCodes.Derivative: {
var seq = GetPrefixSequence(code, i);
var interpreterState = new InterpreterState(seq, 0);
instr.data = interpreterState;
for (int j = 1; j != seq.Length; ++j)
seq[j].skip = true;
}
break;
}
#endregion
}
}
}
}