source: branches/HeuristicLab.Problems.GPDL/CodeGenerator/MonteCarloTreeSearchCodeGen.cs @ 17877

using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Linq;
using System.Text;
using HeuristicLab.Grammars;

namespace CodeGenerator {
  public class MonteCarloTreeSearchCodeGen {

    private string solverTemplate = @"
namespace ?PROBLEMNAME? {
  public class SearchTreeNode {
    public int tries;
    public double sumQuality = 0.0;
    public double bestQuality = double.NegativeInfinity;
    public bool done;
    public SearchTreeNode[] children;
    // only for debugging
    public double[] Ucb {
      get {
        return (from c in children
                select ?IDENT?MonteCarloTreeSearchSolver.UCB(this, c)
               ).ToArray();
      }
    }
    public SearchTreeNode() {
    }
  }

  public sealed class ?IDENT?MonteCarloTreeSearchSolver {
    private int maxDepth = 20;

    private readonly ?IDENT?Problem problem;
    private readonly Random random;
    private readonly ?IDENT?RandomSearchSolver randomSearch;

    private SearchTreeNode searchTree = new SearchTreeNode();
   
    private Tree SampleTree(int maxDepth) {
      var extensionsStack = new Stack<Tuple<Tree, int, int, int>>(); // the unfinished tree, the state, the index of the extension point and the maximal depth of a tree inserted at that point
      var t = new Tree(-1, new Tree[1]);
      extensionsStack.Push(Tuple.Create(t, 0, 0, maxDepth));
      SampleTree(searchTree, extensionsStack);
      return t.subtrees[0];
    }

    private  const int RANDOM_TRIES = 100;

    private void SampleTree(SearchTreeNode searchTree, Stack<Tuple<Tree, int, int, int>> extensionPoints) {
      var extensionPoint = extensionPoints.Pop();
      Tree parent = extensionPoint.Item1;
      int state = extensionPoint.Item2;
      int subtreeIdx = extensionPoint.Item3;
      int maxDepth = extensionPoint.Item4;
      Debug.Assert(maxDepth >= 1);
      Debug.Assert(Grammar.minDepth[state] <= maxDepth);
      Tree t = null;
      if(searchTree.tries < RANDOM_TRIES || Grammar.subtreeCount[state] == 0) {
        int steps = 0; int curDepth = this.maxDepth - maxDepth; int depth = this.maxDepth - maxDepth;
        t = randomSearch.SampleTree(state, maxDepth, ref steps, ref curDepth, ref depth);
        if(Grammar.subtreeCount[state] == 0) {
          // when we produced a terminal continue filling up all other empty points
          Debug.Assert(searchTree.children == null || searchTree.children.Length == 1);
          if(extensionPoints.Count == 0) {
            searchTree.done = true;
          } else {
            if(searchTree.children == null)
              searchTree.children = new SearchTreeNode[] { new SearchTreeNode() } ;
            SampleTree(searchTree.children[0], extensionPoints);
            if(searchTree.children[0].done) searchTree.done = true;
          }
        } else {
          // fill up all remaining slots randomly
          foreach(var p in extensionPoints) {
            var pParent = p.Item1;
            var pState = p.Item2;
            var pIdx = p.Item3;
            var pMaxDepth = p.Item4;
            curDepth = this.maxDepth - pMaxDepth;
            depth = curDepth;
            pParent.subtrees[pIdx] = randomSearch.SampleTree(pState, pMaxDepth, ref steps, ref curDepth, ref depth);
          }
        }
      } else if(Grammar.subtreeCount[state] == 1) {
         if(searchTree.children == null) {
           int nChildren = Grammar.transition[state].Length;
           searchTree.children = new SearchTreeNode[nChildren];
         }
         Debug.Assert(searchTree.children.Length == Grammar.transition[state].Length);
         Debug.Assert(searchTree.tries - RANDOM_TRIES == searchTree.children.Where(c=>c!=null).Sum(c=>c.tries));
         var altIdx = SelectAlternative(searchTree, state, maxDepth);
         t = new Tree(altIdx, new Tree[1]);
         extensionPoints.Push(Tuple.Create(t, Grammar.transition[state][altIdx], 0, maxDepth - 1));
         SampleTree(searchTree.children[altIdx], extensionPoints);
         searchTree.done = (from idx in Enumerable.Range(0, searchTree.children.Length)
                            where Grammar.minDepth[Grammar.transition[state][idx]] <= maxDepth - 1
                            select searchTree.children[idx]).All(c=>c != null && c.done);
      } else {
        // multiple subtrees
        var subtrees = new Tree[Grammar.subtreeCount[state]];
        t = new Tree(-1, subtrees);
        for(int i = subtrees.Length - 1; i >= 0; i--) {
          extensionPoints.Push(Tuple.Create(t, Grammar.transition[state][i], i, maxDepth - 1));
        }
        SampleTree(searchTree, extensionPoints);   
      }      
      Debug.Assert(parent.subtrees[subtreeIdx] == null);
      parent.subtrees[subtreeIdx] = t;
    }

    private int SelectAlternative(SearchTreeNode searchTree, int state, int maxDepth) {
      // any alternative not yet explored?
      var altIndexes = searchTree.children
                     .Select((e,i) => new {Elem = e, Idx = i})
                     .Where(p => p.Elem == null && Grammar.minDepth[Grammar.transition[state][p.Idx]] <= maxDepth)
                     .Select(p => p.Idx);
      int altIdx = altIndexes.Any()?altIndexes.First() : -1;
      if(altIdx >= 0) {
        searchTree.children[altIdx] = new SearchTreeNode();
        return altIdx;
      } else {
        altIndexes = searchTree.children
                       .Select((e,i) => new {Elem = e, Idx = i})
                       .Where(p => p.Elem != null && !p.Elem.done && p.Elem.tries < RANDOM_TRIES && Grammar.minDepth[Grammar.transition[state][p.Idx]] <= maxDepth)
                       .Select(p => p.Idx);
        altIdx = altIndexes.Any()?altIndexes.First() : -1;
        if(altIdx >= 0) return altIdx;
        // select the least sampled alternative
        //altIdx = -1;
        //int minSamples = int.MaxValue;
        //for(int idx = 0; idx < searchTree.children.Length; idx++) {
        //  if(searchTree.children[idx] == null) continue;
        //  if(!searchTree.children[idx].done && Grammar.minDepth[Grammar.transition[state][idx]] <= maxDepth && searchTree.children[idx].tries < minSamples) {
        //    minSamples = searchTree.children[idx].tries;
        //    altIdx = idx;
        //  }
        //}
        // select the alternative with the largest average
        // altIdx = -1;
        // double best = double.NegativeInfinity;
        // for(int idx = 0; idx < searchTree.children.Length; idx++) {
        //   if(searchTree.children[idx] == null) continue;
        //   if (!searchTree.children[idx].done && Grammar.minDepth[Grammar.transition[state][idx]] <= maxDepth  && UCB(searchTree, searchTree.children[idx]) > best) {
        //     altIdx = idx;
        //     best = UCB(searchTree, searchTree.children[idx]);
        //   }
        // }
        // Softmax selection
        // double temperature = 1;
        // var ms = searchTree.children.Select((c,i) => c == null || c.done || Grammar.minDepth[Grammar.transition[state][i]] > maxDepth ? 0.0 : Math.Exp((c.sumQuality / c.tries) / temperature)).ToArray();
        // var msSum = ms.Sum();
        // if(msSum == 0.0) {
        //   // uniform distribution
        //   ms = searchTree.children.Select((c,i) => c == null || c.done || Grammar.minDepth[Grammar.transition[state][i]] > maxDepth ? 0.0 : 1.0).ToArray();  
        //   msSum = ms.Sum();
        // }
        // Debug.Assert(msSum > 0.0);
        // var r = random.NextDouble() * msSum;
        //  
        // altIdx = 0;
        // var aggSum = 0.0;
        // while(altIdx < searchTree.children.Length && aggSum <= r) {
        //   var c = searchTree.children[altIdx];
        //   aggSum += ms[altIdx++];
        // }
        // altIdx--;

        // epsilon-greedy selection
        double eps = 0.1;
        if(random.NextDouble() >= eps) {
          // select best
          altIdx = 0; while(searchTree.children[altIdx]==null) altIdx++;
          for(int idx=0;idx<searchTree.children.Length;idx++) {
            var c = searchTree.children[idx];
            if(c==null || c.done || Grammar.minDepth[Grammar.transition[state][idx]] > maxDepth) continue;
            if(searchTree.children[idx].bestQuality > searchTree.children[altIdx].bestQuality) {
              altIdx = idx;
            }
          }
        } else {
          // select random
          var allowedIndexes = (searchTree.children
                         .Select((e,i) => new {Elem = e, Idx = i})
                         .Where(p => p.Elem != null && !p.Elem.done && Grammar.minDepth[Grammar.transition[state][p.Idx]] <= maxDepth)
                         .Select(p => p.Idx)).ToArray();
          altIdx = allowedIndexes[random.Next(allowedIndexes.Length)];
        }
        Debug.Assert(altIdx > -1);
        return altIdx;
      }
    }
 
    public static double UCB(SearchTreeNode parent, SearchTreeNode n) {
      Debug.Assert(parent.tries >= n.tries);
      Debug.Assert(n.tries > 0);
      return n.sumQuality / n.tries + Math.Sqrt((400 * Math.Log(parent.tries)) / n.tries ); // constant is dependent fitness function values
    }

    private void UpdateSearchTree(Tree t, double quality) {
      var trees = new Stack<Tree>();
      trees.Push(t);
      UpdateSearchTree(searchTree, trees, quality);
    }

    private void UpdateSearchTree(SearchTreeNode searchTree, Stack<Tree> trees, double quality) {
      if(trees.Count == 0 || searchTree == null) return;
      var t = trees.Pop();
      if(t.altIdx == -1) {
        // for trees with multiple sub-trees
        for(int idx = t.subtrees.Length - 1 ; idx >= 0; idx--) {
          trees.Push(t.subtrees[idx]);
        }
        UpdateSearchTree(searchTree, trees, quality);
      } else {
        searchTree.sumQuality += quality;
        searchTree.tries++;
        if(quality > searchTree.bestQuality)
          searchTree.bestQuality = quality;
        if(t.subtrees != null) { 
          Debug.Assert(t.subtrees.Length == 1);
          if(searchTree.children != null) {
            trees.Push(t.subtrees[0]);
            UpdateSearchTree(searchTree.children[t.altIdx], trees, quality);
          }
        } else {
          if(searchTree.children != null) {
            Debug.Assert(searchTree.children.Length == 1);
            UpdateSearchTree(searchTree.children[0], trees, quality);
          }
        }
      }
    }

    public ?IDENT?MonteCarloTreeSearchSolver(?IDENT?Problem problem, string[] args) {
      this.randomSearch = new ?IDENT?RandomSearchSolver(problem, args);
      if(args.Length > 0 ) ParseArguments(args);
      this.problem = problem;
      this.random = new Random();
    }
    private void ParseArguments(string[] args) {
      var maxDepthRegex = new Regex(@""--maxDepth=(?<d>.+)"");

      var helpRegex = new Regex(@""--help|/\?"");
      
      foreach(var arg in args) {
        var maxDepthMatch = maxDepthRegex.Match(arg);
        var helpMatch = helpRegex.Match(arg);
        if(helpMatch.Success) { 
          PrintUsage(); Environment.Exit(0); 
        } else if(maxDepthMatch.Success) {
           maxDepth = int.Parse(maxDepthMatch.Groups[""d""].Captures[0].Value, System.Globalization.CultureInfo.InvariantCulture);
           if(maxDepth < 1 || maxDepth > 100) throw new ArgumentException(""max depth must lie in range [1 ... 100]"");
        } else {
           Console.WriteLine(""Unknown switch {0}"", arg); PrintUsage(); Environment.Exit(0); 
        }
      }
    }
    private void PrintUsage() {
      Console.WriteLine(""Find a solution using Monte-Carlo tree search."");
      Console.WriteLine();
      Console.WriteLine(""Parameters:"");
      Console.WriteLine(""\t--maxDepth=<depth>\tSets the maximal depth of sampled trees [Default: 20]"");
    }



    public void Start() {
      Console.ReadLine();
      var bestF = ?MAXIMIZATION? ? double.NegativeInfinity : double.PositiveInfinity;
      int n = 0;
      long sumDepth = 0;
      long sumSize = 0;
      var sumF = 0.0;
      var sw = new System.Diagnostics.Stopwatch();
      sw.Start();
      while (!searchTree.done) {

        int steps, depth;
        var _t = SampleTree(maxDepth);
        //  _t.PrintTree(0); Console.WriteLine();

        // inefficient but don't care for now
        steps = _t.GetSize();
        depth = _t.GetDepth();
        Debug.Assert(depth <= maxDepth);
        var f = problem.Evaluate(_t);
        if(?MAXIMIZATION?)
          UpdateSearchTree(_t, f);
        else
          UpdateSearchTree(_t, -f);
        n++;    
        sumSize += steps;
        sumDepth += depth;
        sumF += f;
        if (problem.IsBetter(f, bestF)) {
          bestF = f;
          _t.PrintTree(0); Console.WriteLine();
          Console.WriteLine(""{0}\t{1}\t(size={2}, depth={3})"", n, bestF, steps, depth);
        }
        if (n % 1000 == 0) {
          sw.Stop();
          Console.WriteLine(""{0}\tbest: {1:0.000}\t(avg: {2:0.000})\t(avg size: {3:0.0})\t(avg. depth: {4:0.0})\t({5:0.00} sols/ms)"", n, bestF, sumF/1000.0, sumSize/1000.0, sumDepth/1000.0, 1000.0 / sw.ElapsedMilliseconds);
          sumSize = 0;
          sumDepth = 0;
          sumF = 0.0;
          sw.Restart();
        }
      }
    }
  }
}";

    public void Generate(IGrammar grammar, IEnumerable<TerminalNode> terminals, bool maximization, SourceBuilder problemSourceCode) {
      var solverSourceCode = new SourceBuilder();
      solverSourceCode.Append(solverTemplate)
        .Replace("?MAXIMIZATION?", maximization.ToString().ToLowerInvariant())
        .Replace("?SAMPLEALTERNATIVECODE?", GenerateSampleAlternativeSource(grammar))
        .Replace("?CREATETERMINALNODECODE?", GenerateCreateTerminalCode(grammar, terminals))
      ;

      problemSourceCode.Append(solverSourceCode.ToString());
    }



    private string GenerateSampleAlternativeSource(IGrammar grammar) {
      Debug.Assert(grammar.Symbols.First().Equals(grammar.StartSymbol));
      var sb = new SourceBuilder();
      int stateCount = 0;
      foreach (var s in grammar.Symbols) {
        sb.AppendFormat("case {0}: ", stateCount++);
        if (grammar.IsTerminal(s)) {
          // ignore
        } else {
          var terminalAltIndexes = grammar.GetAlternatives(s)
            .Select((alt, idx) => new { alt, idx })
            .Where((p) => p.alt.All(symb => grammar.IsTerminal(symb)))
            .Select(p => p.idx);
          var nonTerminalAltIndexes = grammar.GetAlternatives(s)
            .Select((alt, idx) => new { alt, idx })
            .Where((p) => p.alt.Any(symb => grammar.IsNonTerminal(symb)))
            .Select(p => p.idx);
          var hasTerminalAlts = terminalAltIndexes.Any();
          var hasNonTerminalAlts = nonTerminalAltIndexes.Any();
          if (hasTerminalAlts && hasNonTerminalAlts) {
            sb.Append("if(maxDepth <= 1) {").BeginBlock();
            GenerateReturnStatement(terminalAltIndexes, sb);
            sb.Append("} else {");
            GenerateReturnStatement(nonTerminalAltIndexes.Concat(terminalAltIndexes), sb);
            sb.Append("}").EndBlock();
          } else {
            GenerateReturnStatement(grammar.NumberOfAlternatives(s), sb);
          }
        }
      }
      return sb.ToString();
    }
    private string GenerateCreateTerminalCode(IGrammar grammar, IEnumerable<TerminalNode> terminals) {
      Debug.Assert(grammar.Symbols.First().Equals(grammar.StartSymbol));
      var sb = new SourceBuilder();
      var allSymbols = grammar.Symbols.ToList();
      foreach (var s in grammar.Symbols) {
        if (grammar.IsTerminal(s)) {
          sb.AppendFormat("case {0}: {{", allSymbols.IndexOf(s)).BeginBlock();
          sb.AppendFormat("var t = new {0}Tree();", s.Name).AppendLine();
          var terminal = terminals.Single(t => t.Ident == s.Name);
          foreach (var constr in terminal.Constraints) {
            if (constr.Type == ConstraintNodeType.Set) {
              throw new NotImplementedException("Support for terminal symbols with attributes is not yet implemented.");
              // sb.Append("{").BeginBlock();
              // sb.AppendFormat("var elements = problem.GetAllowed{0}_{1}().ToArray();", terminal.Ident, constr.Ident).AppendLine();
              // sb.AppendFormat("t.{0} = elements[random.Next(elements.Length)]; ", constr.Ident).EndBlock();
              // sb.AppendLine("}");
            } else {
              throw new NotSupportedException("The MTCS solver does not support RANGE constraints.");
            }
          }
          sb.AppendLine("return t;").EndBlock();
          sb.Append("}");
        }
      }
      return sb.ToString();
    }
    private void GenerateReturnStatement(IEnumerable<int> idxs, SourceBuilder sb) {
      if (idxs.Count() == 1) {
        sb.AppendFormat("return {0};", idxs.Single()).AppendLine();
      } else {
        var idxStr = idxs.Aggregate(string.Empty, (str, idx) => str + idx + ", ");
        sb.AppendFormat("return new int[] {{ {0} }}[random.Next({1})]; ", idxStr, idxs.Count()).AppendLine();
      }
    }

    private void GenerateReturnStatement(int nAlts, SourceBuilder sb) {
      if (nAlts > 1) {
        sb.AppendFormat("return random.Next({0});", nAlts).AppendLine();
      } else if (nAlts == 1) {
        sb.AppendLine("return 0; ");
      } else {
        sb.AppendLine("throw new InvalidProgramException();");
      }
    }
  }
}