#region License Information
/* HeuristicLab
* Copyright (C) 2002-2008 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.Collections.Generic;
using Core = HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Constraints;
namespace HeuristicLab.GP.StructureIdentification.TimeSeries {
public class FunctionLibraryInjector : Core.OperatorBase {
private const string TARGETVARIABLE = "TargetVariable";
private const string AUTOREGRESSIVE = "Autoregressive";
private const string ALLOWEDFEATURES = "AllowedFeatures";
private const string MINTIMEOFFSET = "MinTimeOffset";
private const string MAXTIMEOFFSET = "MaxTimeOffset";
private const string FUNCTIONLIBRARY = "FunctionLibrary";
private Variable variable;
private Differential differential;
private GPOperatorLibrary operatorLibrary;
public override string Description {
get { return @"Injects a default function library for time series modeling."; }
}
public FunctionLibraryInjector()
: base() {
AddVariableInfo(new Core.VariableInfo(TARGETVARIABLE, "The target variable", typeof(IntData), Core.VariableKind.In));
AddVariableInfo(new Core.VariableInfo(AUTOREGRESSIVE, "Switch to turn on/off autoregressive modeling (wether to allow the target variable as input)", typeof(BoolData), Core.VariableKind.In));
AddVariableInfo(new Core.VariableInfo(ALLOWEDFEATURES, "List of indexes of allowed features", typeof(ItemList), Core.VariableKind.In));
AddVariableInfo(new Core.VariableInfo(MINTIMEOFFSET, "Minimal time offset for all features", typeof(IntData), Core.VariableKind.In));
AddVariableInfo(new Core.VariableInfo(MAXTIMEOFFSET, "Maximal time offset for all feature", typeof(IntData), Core.VariableKind.In));
AddVariableInfo(new Core.VariableInfo(FUNCTIONLIBRARY, "Preconfigured default operator library", typeof(GPOperatorLibrary), Core.VariableKind.New));
}
public override Core.IOperation Apply(Core.IScope scope) {
IntData minTimeOffset = GetVariableValue(MINTIMEOFFSET, scope, true);
IntData maxTimeOffset = GetVariableValue(MAXTIMEOFFSET, scope, true);
ItemList allowedFeatures = GetVariableValue>(ALLOWEDFEATURES, scope, true);
int targetVariable = GetVariableValue(TARGETVARIABLE, scope, true).Data;
bool autoregressive = GetVariableValue(AUTOREGRESSIVE, scope, true).Data;
if(autoregressive) {
// make sure the target-variable occures in list of allowed features
if(!allowedFeatures.Exists(d => d.Data == targetVariable)) allowedFeatures.Add(new IntData(targetVariable));
} else {
// remove the target-variable in case it occures in allowed features
List ts = allowedFeatures.FindAll(d => d.Data == targetVariable);
foreach(IntData t in ts) allowedFeatures.Remove(t);
}
InitDefaultOperatorLibrary();
int[] allowedIndexes = new int[allowedFeatures.Count];
for(int i = 0; i < allowedIndexes.Length; i++) {
allowedIndexes[i] = allowedFeatures[i].Data;
}
variable.SetConstraints(allowedIndexes, minTimeOffset.Data, maxTimeOffset.Data);
differential.SetConstraints(allowedIndexes, minTimeOffset.Data, maxTimeOffset.Data);
scope.AddVariable(new Core.Variable(scope.TranslateName(FUNCTIONLIBRARY), operatorLibrary));
return null;
}
private void InitDefaultOperatorLibrary() {
variable = new Variable();
differential = new Differential();
Constant constant = new Constant();
Addition addition = new Addition();
And and = new And();
Average average = new Average();
Cosinus cosinus = new Cosinus();
Division division = new Division();
Equal equal = new Equal();
Exponential exponential = new Exponential();
GreaterThan greaterThan = new GreaterThan();
IfThenElse ifThenElse = new IfThenElse();
LessThan lessThan = new LessThan();
Logarithm logarithm = new Logarithm();
Multiplication multiplication = new Multiplication();
Not not = new Not();
Or or = new Or();
Power power = new Power();
Signum signum = new Signum();
Sinus sinus = new Sinus();
Sqrt sqrt = new Sqrt();
Subtraction subtraction = new Subtraction();
Tangens tangens = new Tangens();
Xor xor = new Xor();
IFunction[] booleanFunctions = new IFunction[] {
and,
equal,
greaterThan,
lessThan,
not,
or,
xor };
IFunction[] doubleFunctions = new IFunction[] {
variable,
differential,
constant,
addition,
average,
cosinus,
division,
exponential,
ifThenElse,
logarithm,
multiplication,
power,
signum,
sinus,
sqrt,
subtraction,
tangens};
SetAllowedSubOperators(and, booleanFunctions);
SetAllowedSubOperators(equal, doubleFunctions);
SetAllowedSubOperators(greaterThan, doubleFunctions);
SetAllowedSubOperators(lessThan, doubleFunctions);
SetAllowedSubOperators(not, booleanFunctions);
SetAllowedSubOperators(or, booleanFunctions);
SetAllowedSubOperators(xor, booleanFunctions);
SetAllowedSubOperators(addition, doubleFunctions);
SetAllowedSubOperators(average, doubleFunctions);
SetAllowedSubOperators(cosinus, doubleFunctions);
SetAllowedSubOperators(division, doubleFunctions);
SetAllowedSubOperators(exponential, doubleFunctions);
SetAllowedSubOperators(ifThenElse, 0, booleanFunctions);
SetAllowedSubOperators(ifThenElse, 1, doubleFunctions);
SetAllowedSubOperators(ifThenElse, 2, doubleFunctions);
SetAllowedSubOperators(logarithm, doubleFunctions);
SetAllowedSubOperators(multiplication, doubleFunctions);
SetAllowedSubOperators(power, doubleFunctions);
SetAllowedSubOperators(signum, doubleFunctions);
SetAllowedSubOperators(sinus, doubleFunctions);
SetAllowedSubOperators(sqrt, doubleFunctions);
SetAllowedSubOperators(subtraction, doubleFunctions);
SetAllowedSubOperators(tangens, doubleFunctions);
operatorLibrary = new GPOperatorLibrary();
operatorLibrary.GPOperatorGroup.AddOperator(variable);
operatorLibrary.GPOperatorGroup.AddOperator(differential);
operatorLibrary.GPOperatorGroup.AddOperator(constant);
operatorLibrary.GPOperatorGroup.AddOperator(addition);
operatorLibrary.GPOperatorGroup.AddOperator(average);
operatorLibrary.GPOperatorGroup.AddOperator(and);
operatorLibrary.GPOperatorGroup.AddOperator(cosinus);
operatorLibrary.GPOperatorGroup.AddOperator(division);
operatorLibrary.GPOperatorGroup.AddOperator(equal);
operatorLibrary.GPOperatorGroup.AddOperator(exponential);
operatorLibrary.GPOperatorGroup.AddOperator(greaterThan);
operatorLibrary.GPOperatorGroup.AddOperator(ifThenElse);
operatorLibrary.GPOperatorGroup.AddOperator(lessThan);
operatorLibrary.GPOperatorGroup.AddOperator(logarithm);
operatorLibrary.GPOperatorGroup.AddOperator(multiplication);
operatorLibrary.GPOperatorGroup.AddOperator(not);
operatorLibrary.GPOperatorGroup.AddOperator(power);
operatorLibrary.GPOperatorGroup.AddOperator(or);
operatorLibrary.GPOperatorGroup.AddOperator(signum);
operatorLibrary.GPOperatorGroup.AddOperator(sinus);
operatorLibrary.GPOperatorGroup.AddOperator(sqrt);
operatorLibrary.GPOperatorGroup.AddOperator(subtraction);
operatorLibrary.GPOperatorGroup.AddOperator(tangens);
operatorLibrary.GPOperatorGroup.AddOperator(xor);
}
private void SetAllowedSubOperators(IFunction f, IFunction[] gs) {
foreach(Core.IConstraint c in f.Constraints) {
if(c is SubOperatorTypeConstraint) {
SubOperatorTypeConstraint typeConstraint = c as SubOperatorTypeConstraint;
typeConstraint.Clear();
foreach(IFunction g in gs) {
typeConstraint.AddOperator(g);
}
} else if(c is AllSubOperatorsTypeConstraint) {
AllSubOperatorsTypeConstraint typeConstraint = c as AllSubOperatorsTypeConstraint;
typeConstraint.Clear();
foreach(IFunction g in gs) {
typeConstraint.AddOperator(g);
}
}
}
}
private void SetAllowedSubOperators(IFunction f, int p, IFunction[] gs) {
foreach(Core.IConstraint c in f.Constraints) {
if(c is SubOperatorTypeConstraint) {
SubOperatorTypeConstraint typeConstraint = c as SubOperatorTypeConstraint;
if(typeConstraint.SubOperatorIndex.Data == p) {
typeConstraint.Clear();
foreach(IFunction g in gs) {
typeConstraint.AddOperator(g);
}
}
}
}
}
}
}