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