[14488] | 1 | #region License Information
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[14536] | 2 |
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[14488] | 3 | /* HeuristicLab
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| 4 | * Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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| 5 | *
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| 6 | * This file is part of HeuristicLab.
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| 7 | *
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| 8 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 9 | * it under the terms of the GNU General Public License as published by
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| 10 | * the Free Software Foundation, either version 3 of the License, or
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| 11 | * (at your option) any later version.
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| 12 | *
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| 13 | * HeuristicLab is distributed in the hope that it will be useful,
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| 14 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 15 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 16 | * GNU General Public License for more details.
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| 17 | *
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| 18 | * You should have received a copy of the GNU General Public License
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| 19 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 20 | */
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[14536] | 21 |
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[14488] | 22 | #endregion
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| 23 |
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| 24 | using System;
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| 25 | using System.Collections.Generic;
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[14536] | 26 | using System.Diagnostics;
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[14488] | 27 | using System.Drawing;
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| 28 | using System.Linq;
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[14536] | 29 | using System.Threading;
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| 30 | using System.Threading.Tasks;
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| 31 | using HeuristicLab.Analysis;
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| 32 | using HeuristicLab.Collections;
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[14488] | 33 | using HeuristicLab.Common;
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| 34 | using HeuristicLab.Core;
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[14536] | 35 | using HeuristicLab.Data;
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[14488] | 36 | using HeuristicLab.Optimization;
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| 37 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 38 | using HeuristicLab.Problems.DataAnalysis;
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| 39 |
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| 40 | namespace HeuristicLab.DatastreamAnalysis {
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[14536] | 41 | internal enum DatastreamAnalysisOptimizerAction {
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| 42 | None,
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| 43 | Prepare,
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| 44 | Start,
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| 45 | Stop,
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| 46 | Pause
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| 47 | }
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[14488] | 48 |
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| 49 | [StorableClass]
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[14536] | 50 | [Item("DatastreamAnalysis Optimizer",
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| 51 | "The main loop for evaluating ensemble models against a incoming datastream of time series fashion.")]
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| 52 | [Creatable(CreatableAttribute.Categories.Algorithms)]
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| 53 | public class DatastreamAnalysisOptimizer : Executable, IOptimizer, IStorableContent {
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| 54 | #region properties
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| 55 | public string Filename { get; set; }
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[14488] | 56 |
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[14536] | 57 | private DatastreamAnalysisOptimizerAction daoAction;
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[14488] | 58 |
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[14536] | 59 | public IEnumerable<IOptimizer> NestedOptimizers { get; }
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[14488] | 60 |
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[14536] | 61 |
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[14488] | 62 | [Storable]
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[14536] | 63 | protected ILog log;
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| 64 | public ILog Log {
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| 65 | get { return log; }
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| 66 | }
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[14488] | 67 |
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[14536] | 68 | [Storable]
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| 69 | private ResultCollection results;
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| 70 |
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| 71 | public ResultCollection Results {
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| 72 | get { return results; }
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| 73 | }
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| 74 |
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| 75 | private CancellationTokenSource cancellationTokenSource;
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| 76 | private bool stopPending;
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| 77 | private DateTime lastUpdateTime;
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| 78 |
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| 79 | [Storable]
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| 80 | protected int runsCounter;
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| 81 |
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| 82 | [Storable]
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| 83 | private RunCollection runs;
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| 84 |
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| 85 | public RunCollection Runs
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| 86 | {
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| 87 | get { return runs; }
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| 88 | protected set
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| 89 | {
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| 90 | if (value == null) throw new ArgumentNullException();
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| 91 | if (runs != value) {
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| 92 | if (runs != null) DeregisterRunsEvents();
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| 93 | runs = value;
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| 94 | if (runs != null) RegisterRunsEvents();
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| 95 | }
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| 96 | }
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| 97 | }
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| 98 |
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| 99 |
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| 100 | [Storable]
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| 101 | private IItemList<RegressionEnsembleModel> ensembles;
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| 102 |
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| 103 | public IItemList<RegressionEnsembleModel> Ensembles {
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| 104 | get { return ensembles; }
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[14488] | 105 | set {
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[14536] | 106 | if (value == null || value == ensembles)
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[14488] | 107 | return;
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| 108 |
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[14536] | 109 | ensembles = value;
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[14488] | 110 | }
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| 111 | }
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| 112 |
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| 113 |
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[14536] | 114 | // VAR 1: datastream ~= problem data, VAR 2 (TODO): datastream = external source e.g. webservice, AMQP-Queue, etc.
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| 115 | [Storable]
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| 116 | private Datastream datastream;
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| 117 |
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| 118 | public Datastream Datastream {
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| 119 | get { return datastream; }
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| 120 | set {
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| 121 | if (value == null || value == datastream)
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| 122 | return;
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| 123 |
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| 124 | datastream = value;
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| 125 | }
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| 126 | }
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| 127 |
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| 128 | #endregion properties
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| 129 |
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| 130 | #region ResultsProperties
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| 131 | private double ResultsBestQuality
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| 132 | {
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| 133 | get { return ((DoubleValue)Results["Best Quality"].Value).Value; }
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| 134 | set { ((DoubleValue)Results["Best Quality"].Value).Value = value; }
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| 135 | }
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| 136 | private DataTable ResultsQualities
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| 137 | {
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| 138 | get { return ((DataTable)Results["Qualities"].Value); }
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| 139 | }
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| 140 | #endregion
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| 141 |
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| 142 | #region constructors, cloner,...
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| 143 |
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[14488] | 144 | public DatastreamAnalysisOptimizer() {
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[14536] | 145 | name = "Datastream Analysis";
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| 146 | log = new Log();
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| 147 | results = new ResultCollection();
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| 148 | ensembles = new ItemList<RegressionEnsembleModel>();
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| 149 | datastream = new Datastream();
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| 150 | runsCounter = 0;
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| 151 | runs = new RunCollection();
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| 152 | Initialize();
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[14488] | 153 | }
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| 154 |
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| 155 | [StorableConstructor]
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[14536] | 156 | protected DatastreamAnalysisOptimizer(bool deserializing) : base(deserializing) {
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| 157 | }
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[14488] | 158 |
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| 159 | [StorableHook(HookType.AfterDeserialization)]
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| 160 | private void AfterDeserialization() {
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| 161 | // nothing to do in here
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| 162 | }
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| 163 |
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| 164 | protected DatastreamAnalysisOptimizer(DatastreamAnalysisOptimizer original, Cloner cloner) : base(original, cloner) {
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[14536] | 165 | name = original.name;
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| 166 | log = cloner.Clone(original.log);
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| 167 | results = cloner.Clone(original.results);
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| 168 | ensembles = (ItemList<RegressionEnsembleModel>) original.Ensembles.Clone(cloner);
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| 169 | datastream = (Datastream) original.Datastream.Clone(cloner);
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| 170 | runsCounter = original.runsCounter;
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| 171 | runs = cloner.Clone(original.runs);
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| 172 | Initialize();
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[14488] | 173 | }
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| 174 |
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| 175 | public override IDeepCloneable Clone(Cloner cloner) {
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[14536] | 176 | return new DatastreamAnalysisOptimizer(this, cloner);
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[14488] | 177 | }
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| 178 |
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[14536] | 179 | private void Initialize() {
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| 180 | if (runs != null) RegisterRunsEvents();
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| 181 | }
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| 182 | #endregion
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[14488] | 183 |
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[14536] | 184 | #region control actions
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[14488] | 185 |
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[14536] | 186 | public override void Prepare() {
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| 187 | if (ensembles == null || datastream == null) return;
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| 188 | Prepare(true);
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[14488] | 189 | }
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| 190 |
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[14536] | 191 | public void Prepare(bool clearRuns) {
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| 192 | if (ensembles == null || datastream == null) return;
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| 193 | base.Prepare();
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| 194 | if (clearRuns) results.Clear();
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| 195 | OnPrepared();
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| 196 | }
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[14488] | 197 |
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[14536] | 198 | public override void Start() {
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| 199 | if (ensembles == null || datastream == null) return;
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| 200 | base.Start();
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| 201 | cancellationTokenSource = new CancellationTokenSource();
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| 202 | stopPending = false;
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| 203 |
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| 204 | Task task = Task.Factory.StartNew(Run, cancellationTokenSource.Token, cancellationTokenSource.Token);
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| 205 | task.ContinueWith(t => {
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| 206 | try {
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| 207 | t.Wait();
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| 208 | }
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| 209 | catch (AggregateException ex) {
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| 210 | try {
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| 211 | ex.Flatten().Handle(x => x is OperationCanceledException);
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| 212 | } catch (AggregateException remaining) {
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| 213 | if(remaining.InnerExceptions.Count == 1) OnExceptionOccurred(remaining.InnerExceptions[0]);
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| 214 | else OnExceptionOccurred(remaining);
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| 215 | }
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| 216 | }
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| 217 | cancellationTokenSource.Dispose();
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| 218 | cancellationTokenSource = null;
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| 219 |
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| 220 | // handle stop/pause
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| 221 | if(stopPending) { }
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| 222 | if(!Datastream.SlidingWindowMovementPossible) OnStopped();
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| 223 | else OnPaused();
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| 224 | });
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| 225 |
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[14488] | 226 | }
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| 227 |
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[14536] | 228 | public override void Pause() {
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| 229 | if (ensembles == null || datastream == null) return;
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| 230 | base.Pause();
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| 231 | cancellationTokenSource.Cancel();
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[14488] | 232 | }
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| 233 |
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[14536] | 234 | public override void Stop() {
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| 235 | if (ensembles == null || datastream == null) return;
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| 236 | base.Stop();
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| 237 | if (ExecutionState == ExecutionState.Paused) {
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| 238 | OnStopped();
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| 239 | } else {
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| 240 | stopPending = true;
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| 241 | cancellationTokenSource.Cancel();
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| 242 | }
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[14488] | 243 | }
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| 244 |
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[14536] | 245 | protected override void OnPrepared() {
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| 246 | Log.LogMessage("Datastream analysis prepared");
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| 247 | base.OnPrepared();
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[14488] | 248 | }
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| 249 |
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[14536] | 250 | protected override void OnStarted() {
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| 251 | Log.LogMessage("Datastream analysis started");
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| 252 | base.OnStarted();
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[14488] | 253 | }
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| 254 |
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[14536] | 255 | protected override void OnPaused() {
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| 256 | Log.LogMessage("Datastream analysis paused");
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| 257 | base.OnPaused();
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| 258 | }
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[14488] | 259 |
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[14536] | 260 | protected override void OnStopped() {
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| 261 | Log.LogMessage("Datastream analysis stopped");
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| 262 | base.OnStopped();
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| 263 | }
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| 264 |
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| 265 | #endregion
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| 266 |
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| 267 |
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| 268 | private void Run(object state) {
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| 269 | CancellationToken cancellationToken = (CancellationToken) state;
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| 270 | OnStarted();
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| 271 | lastUpdateTime = DateTime.UtcNow;
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| 272 | System.Timers.Timer timer = new System.Timers.Timer(250);
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| 273 | timer.AutoReset = true;
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| 274 | timer.Elapsed += new System.Timers.ElapsedEventHandler(timer_Elapsed);
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| 275 | timer.Start();
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| 276 |
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| 277 | try {
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| 278 | Run(cancellationToken);
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[14488] | 279 | }
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[14536] | 280 | finally {
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| 281 | timer.Elapsed -= new System.Timers.ElapsedEventHandler(timer_Elapsed);
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| 282 | timer.Stop();
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| 283 | ExecutionTime += DateTime.UtcNow - lastUpdateTime;
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| 284 | }
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| 285 |
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| 286 | cancellationToken.ThrowIfCancellationRequested();
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[14488] | 287 | }
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| 288 |
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[14536] | 289 | protected void Run(CancellationToken cancellationToken) {
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| 290 |
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| 291 | // setup results
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| 292 | var slidingWindowMovements = new IntValue(0);
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| 293 | Results.Add(new Result("Sliding Window Movements", slidingWindowMovements));
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| 294 |
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| 295 | var qtable = new DataTable("Qualities");
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| 296 | qtable.Rows.Add(new DataRow("R²"));
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| 297 | qtable.Rows.Add(new DataRow("Pearson"));
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| 298 | Results.Add(new Result("Qualities", qtable));
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| 299 |
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| 300 | var curLoss = new DoubleValue();
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| 301 | Results.Add(new Result("R²", curLoss));
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| 302 | Results.Add(new Result("Best Quality", curLoss));
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| 303 |
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| 304 |
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| 305 | // init algorithm
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| 306 | var problemData = Datastream.ProblemData;
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| 307 | var targetVarName = problemData.TargetVariable;
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| 308 | var activeVariables = problemData.AllowedInputVariables;
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| 309 | Random rnd = new Random();
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| 310 |
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| 311 | try {
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| 312 | while (Datastream.SlidingWindowMovementPossible) {
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| 313 | cancellationToken.ThrowIfCancellationRequested();
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| 314 |
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| 315 | Task.Delay(Datastream.SlidingWindowMovementInterval.Value);
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| 316 |
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| 317 | Datastream.MoveSlidingWindow();
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| 318 |
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| 319 | // TODO do the window evaluation
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| 320 |
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| 321 | // TODO: collect results and display them
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| 322 |
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| 323 | curLoss.Value = rnd.Next(100);
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| 324 | qtable.Rows["R²"].Values.Add(curLoss.Value);
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| 325 | qtable.Rows["Pearson"].Values.Add(curLoss.Value % 10);
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| 326 |
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| 327 | slidingWindowMovements.Value++;
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| 328 | }
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| 329 |
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| 330 | // TODO: collect runs (c.f. goal seeking)
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[14488] | 331 | }
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[14536] | 332 | catch (Exception ex) {
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| 333 | if (ex is ArgumentOutOfRangeException) throw ex;
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| 334 | if (ex is OperationCanceledException) throw ex;
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| 335 | }
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| 336 | finally {
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| 337 | // reset everything
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| 338 | //Prepare(true);
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| 339 | }
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[14488] | 340 | }
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| 341 |
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[14536] | 342 | private void timer_Elapsed(object sender, System.Timers.ElapsedEventArgs e) {
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| 343 | System.Timers.Timer timer = (System.Timers.Timer)sender;
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| 344 | timer.Enabled = false;
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| 345 | DateTime now = DateTime.UtcNow;
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| 346 | ExecutionTime += now - lastUpdateTime;
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| 347 | lastUpdateTime = now;
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| 348 | timer.Enabled = true;
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| 349 | }
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[14488] | 350 |
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[14536] | 351 | public void CollectResultValues(IDictionary<string, IItem> values) {
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| 352 | values.Add("Execution Time", new TimeSpanValue(ExecutionTime));
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| 353 | Results.CollectResultValues(values);
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[14488] | 354 | }
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| 355 |
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[14536] | 356 | #region events
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| 357 |
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| 358 | public EventHandler EnsemblesChanged;
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| 359 | public EventHandler DatastreamChanged;
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| 360 |
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| 361 | protected virtual void DeregisterRunsEvents() {
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| 362 | runs.CollectionReset -= new CollectionItemsChangedEventHandler<IRun>(Runs_CollectionReset);
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[14488] | 363 | }
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| 364 |
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[14536] | 365 | protected virtual void RegisterRunsEvents() {
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| 366 | runs.CollectionReset += new CollectionItemsChangedEventHandler<IRun>(Runs_CollectionReset);
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| 367 | }
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[14488] | 368 |
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[14536] | 369 | protected virtual void Runs_CollectionReset(object sender, CollectionItemsChangedEventArgs<IRun> e) {
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| 370 | runsCounter = runs.Count;
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| 371 | }
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[14488] | 372 |
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[14536] | 373 | #region event handling
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[14488] | 374 |
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[14536] | 375 | private void OnEnsemblesChanged() {
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| 376 | var changed = EnsemblesChanged;
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| 377 | if (changed != null)
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| 378 | changed(this, EventArgs.Empty);
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| 379 | }
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[14488] | 380 |
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[14536] | 381 | private void OnDatastreamChanged() {
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| 382 | var changed = DatastreamChanged;
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| 383 | if (changed != null)
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| 384 | changed(this, EventArgs.Empty);
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[14488] | 385 | }
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| 386 |
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[14536] | 387 | #endregion
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| 388 |
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| 389 | #endregion
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| 390 |
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| 391 | #region nameditem
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| 392 |
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| 393 | [Storable] protected string name;
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| 394 |
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| 395 | /// <inheritdoc/>
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| 396 | /// <remarks>Calls <see cref="OnNameChanging"/> and also <see cref="OnNameChanged"/>
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| 397 | /// eventually in the setter.</remarks>
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| 398 | public string Name {
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| 399 | get { return name; }
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| 400 | set {
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| 401 | if (!CanChangeName) throw new NotSupportedException("Name cannot be changed.");
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| 402 | if (!(name.Equals(value) || (value == null) && (name == string.Empty))) {
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| 403 | CancelEventArgs<string> e = value == null
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| 404 | ? new CancelEventArgs<string>(string.Empty)
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| 405 | : new CancelEventArgs<string>(value);
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| 406 | OnNameChanging(e);
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| 407 | if (!e.Cancel) {
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| 408 | name = value == null ? string.Empty : value;
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| 409 | OnNameChanged();
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| 410 | }
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| 411 | }
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| 412 | }
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[14488] | 413 | }
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| 414 |
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[14536] | 415 | public virtual bool CanChangeName {
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| 416 | get { return true; }
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[14488] | 417 | }
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| 418 |
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[14536] | 419 | [Storable] protected string description;
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| 420 |
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| 421 | public string Description {
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| 422 | get { return description; }
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| 423 | set {
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| 424 | if (!CanChangeDescription) throw new NotSupportedException("Description cannot be changed.");
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| 425 | if (!(description.Equals(value) || (value == null) && (description == string.Empty))) {
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| 426 | description = value == null ? string.Empty : value;
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| 427 | OnDescriptionChanged();
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| 428 | }
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| 429 | }
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[14488] | 430 | }
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| 431 |
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[14536] | 432 | public virtual bool CanChangeDescription {
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| 433 | get { return true; }
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[14488] | 434 | }
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| 435 |
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[14536] | 436 | /// <summary>
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| 437 | /// Gets the string representation of the current instance in the format: <c>Name: [null|Value]</c>.
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| 438 | /// </summary>
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| 439 | /// <returns>The current instance as a string.</returns>
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| 440 | public override string ToString() {
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| 441 | return Name;
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[14488] | 442 | }
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| 443 |
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[14536] | 444 | /// <inheritdoc/>
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| 445 | public event EventHandler<CancelEventArgs<string>> NameChanging;
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| 446 |
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| 447 | /// <summary>
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| 448 | /// Fires a new <c>NameChanging</c> event.
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| 449 | /// </summary>
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| 450 | /// <param name="e">The event arguments of the changing.</param>
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| 451 | protected virtual void OnNameChanging(CancelEventArgs<string> e) {
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| 452 | var handler = NameChanging;
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| 453 | if (handler != null) handler(this, e);
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[14488] | 454 | }
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| 455 |
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[14536] | 456 | /// <inheritdoc/>
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| 457 | public event EventHandler NameChanged;
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| 458 |
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| 459 | /// <summary>
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| 460 | /// Fires a new <c>NameChanged</c> event.
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| 461 | /// </summary>
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| 462 | /// <remarks>Calls <see cref="ItemBase.OnChanged"/>.</remarks>
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| 463 | protected virtual void OnNameChanged() {
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| 464 | var handler = NameChanged;
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| 465 | if (handler != null) handler(this, EventArgs.Empty);
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| 466 | OnToStringChanged();
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[14488] | 467 | }
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| 468 |
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[14536] | 469 | /// <inheritdoc/>
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| 470 | public event EventHandler DescriptionChanged;
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[14488] | 471 |
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[14536] | 472 | /// <summary>
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| 473 | /// Fires a new <c>DescriptionChanged</c> event.
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| 474 | /// </summary>
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| 475 | /// <remarks>Calls <see cref="ItemBase.OnChanged"/>.</remarks>
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| 476 | protected virtual void OnDescriptionChanged() {
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| 477 | var handler = DescriptionChanged;
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| 478 | if (handler != null) handler(this, EventArgs.Empty);
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| 479 | }
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[14488] | 480 |
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[14536] | 481 | #endregion nameditem
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[14488] | 482 | }
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[14536] | 483 | } |
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