source: branches/HeuristicLab.TimeSeries/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Interpreter/SymbolicDataAnalysisExpressionTreeILEmittingInterpreter.cs @ 7930

#region License Information
/* HeuristicLab
 * Copyright (C) 2002-2012 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 <http://www.gnu.org/licenses/>.
 */
#endregion

using System;
using System.Collections.Generic;
using System.Linq;
using System.Reflection;
using System.Reflection.Emit;
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("SymbolicDataAnalysisExpressionTreeILEmittingInterpreter", "Interpreter for symbolic expression trees.")]
  public sealed class SymbolicDataAnalysisExpressionTreeILEmittingInterpreter : ParameterizedNamedItem,
                                                                                ISymbolicDataAnalysisExpressionTreeInterpreter {
    private static MethodInfo listGetValue =
      typeof(IList<double>).GetProperty("Item", new Type[] { typeof(int) }).GetGetMethod();

    private static MethodInfo cos = typeof(Math).GetMethod("Cos", new Type[] { typeof(double) });
    private static MethodInfo sin = typeof(Math).GetMethod("Sin", new Type[] { typeof(double) });
    private static MethodInfo tan = typeof(Math).GetMethod("Tan", new Type[] { typeof(double) });
    private static MethodInfo exp = typeof(Math).GetMethod("Exp", new Type[] { typeof(double) });
    private static MethodInfo log = typeof(Math).GetMethod("Log", new Type[] { typeof(double) });
    private static MethodInfo power = typeof(Math).GetMethod("Pow", new Type[] { typeof(double), typeof(double) });
    private static MethodInfo round = typeof(Math).GetMethod("Round", new Type[] { typeof(double) });
    private static MethodInfo sqrt = typeof(Math).GetMethod("Sqrt", new Type[] { typeof(double) });

    internal delegate double CompiledFunction(int sampleIndex, IList<double>[] columns, IList<double>[] cachedValues, int cacheStartIndex);
    private static Type thisType = typeof(SymbolicDataAnalysisExpressionTreeILEmittingInterpreter);
    private static MethodInfo airyA = thisType.GetMethod("AiryA", new Type[] { typeof(double) });
    private static MethodInfo airyB = thisType.GetMethod("AiryB", new Type[] { typeof(double) });
    private static MethodInfo gamma = thisType.GetMethod("Gamma", new Type[] { typeof(double) });
    private static MethodInfo psi = thisType.GetMethod("Psi", new Type[] { typeof(double) });
    private static MethodInfo dawson = thisType.GetMethod("Dawson", new Type[] { typeof(double) });
    private static MethodInfo expIntegralEi = thisType.GetMethod("ExpIntegralEi", new Type[] { typeof(double) });
    private static MethodInfo sinIntegral = thisType.GetMethod("SinIntegral", new Type[] { typeof(double) });
    private static MethodInfo cosIntegral = thisType.GetMethod("CosIntegral", new Type[] { typeof(double) });
    private static MethodInfo hypSinIntegral = thisType.GetMethod("HypSinIntegral", new Type[] { typeof(double) });
    private static MethodInfo hypCosIntegral = thisType.GetMethod("HypCosIntegral", new Type[] { typeof(double) });
    private static MethodInfo fresnelCosIntegral = thisType.GetMethod("FresnelCosIntegral", new Type[] { typeof(double) });
    private static MethodInfo fresnelSinIntegral = thisType.GetMethod("FresnelSinIntegral", new Type[] { typeof(double) });
    private static MethodInfo norm = thisType.GetMethod("Norm", new Type[] { typeof(double) });
    private static MethodInfo erf = thisType.GetMethod("Erf", new Type[] { typeof(double) });
    private static MethodInfo bessel = thisType.GetMethod("Bessel", new Type[] { typeof(double) });



    private const string CheckExpressionsWithIntervalArithmeticParameterName = "CheckExpressionsWithIntervalArithmetic";
    private const string EvaluatedSolutionsParameterName = "EvaluatedSolutions";

    #region private classes

    private class InterpreterState {
      private Instruction[] code;
      private int pc;

      public int ProgramCounter {
        get { return pc; }
        set { pc = value; }
      }

      private bool inLaggedContext;

      public bool InLaggedContext {
        get { return inLaggedContext; }
        set { inLaggedContext = value; }
      }

      internal InterpreterState(Instruction[] code) {
        this.inLaggedContext = false;
        this.code = code;
        this.pc = 0;
      }

      internal Instruction NextInstruction() {
        return code[pc++];
      }
    }

    private class OpCodes {
      public const byte Add = 1;
      public const byte Sub = 2;
      public const byte Mul = 3;
      public const byte Div = 4;

      public const byte Sin = 5;
      public const byte Cos = 6;
      public const byte Tan = 7;

      public const byte Log = 8;
      public const byte Exp = 9;

      public const byte IfThenElse = 10;

      public const byte GT = 11;
      public const byte LT = 12;

      public const byte AND = 13;
      public const byte OR = 14;
      public const byte NOT = 15;


      public const byte Average = 16;

      public const byte Call = 17;

      public const byte Variable = 18;
      public const byte LagVariable = 19;
      public const byte Constant = 20;
      public const byte Arg = 21;

      public const byte Power = 22;
      public const byte Root = 23;
      public const byte TimeLag = 24;
      public const byte Integral = 25;
      public const byte Derivative = 26;

      public const byte VariableCondition = 27;

      public const byte Square = 28;
      public const byte SquareRoot = 29;
      public const byte Gamma = 30;
      public const byte Psi = 31;
      public const byte Dawson = 32;
      public const byte ExponentialIntegralEi = 33;
      public const byte CosineIntegral = 34;
      public const byte SineIntegral = 35;
      public const byte HyperbolicCosineIntegral = 36;
      public const byte HyperbolicSineIntegral = 37;
      public const byte FresnelCosineIntegral = 38;
      public const byte FresnelSineIntegral = 39;
      public const byte AiryA = 40;
      public const byte AiryB = 41;
      public const byte Norm = 42;
      public const byte Erf = 43;
      public const byte Bessel = 44;
    }

    #endregion

    private Dictionary<Type, byte> symbolToOpcode = new Dictionary<Type, byte>()
                                                      {
                                                        {typeof (Addition), OpCodes.Add},
                                                        {typeof (Subtraction), OpCodes.Sub},
                                                        {typeof (Multiplication), OpCodes.Mul},
                                                        {typeof (Division), OpCodes.Div},
                                                        {typeof (Sine), OpCodes.Sin},
                                                        {typeof (Cosine), OpCodes.Cos},
                                                        {typeof (Tangent), OpCodes.Tan},
                                                        {typeof (Logarithm), OpCodes.Log},
                                                        {typeof (Exponential), OpCodes.Exp},
                                                        {typeof (IfThenElse), OpCodes.IfThenElse},
                                                        {typeof (GreaterThan), OpCodes.GT},
                                                        {typeof (LessThan), OpCodes.LT},
                                                        {typeof (And), OpCodes.AND},
                                                        {typeof (Or), OpCodes.OR},
                                                        {typeof (Not), OpCodes.NOT},
                                                        {typeof (Average), OpCodes.Average},
                                                        {typeof (InvokeFunction), OpCodes.Call},
                                                        {
                                                          typeof (HeuristicLab.Problems.DataAnalysis.Symbolic.Variable),
                                                          OpCodes.Variable
                                                          },
                                                        {typeof (LaggedVariable), OpCodes.LagVariable},
                                                        {typeof (Constant), OpCodes.Constant},
                                                        {typeof (Argument), OpCodes.Arg},
                                                        {typeof (Power), OpCodes.Power},
                                                        {typeof (Root), OpCodes.Root},
                                                        {typeof (TimeLag), OpCodes.TimeLag},
                                                        {typeof (Integral), OpCodes.Integral},
                                                        {typeof (Derivative), OpCodes.Derivative},
                                                        {typeof (VariableCondition), OpCodes.VariableCondition},
                                                        {typeof (Square), OpCodes.Square},
                                                        {typeof (SquareRoot), OpCodes.SquareRoot},
                                                        {typeof (Gamma), OpCodes.Gamma},
                                                        {typeof (Psi), OpCodes.Psi},
                                                        {typeof (Dawson), OpCodes.Dawson},
                                                        {typeof (ExponentialIntegralEi), OpCodes.ExponentialIntegralEi},
                                                        {typeof (CosineIntegral), OpCodes.CosineIntegral},
                                                        {typeof (SineIntegral), OpCodes.SineIntegral},
                                                        {
                                                          typeof (HyperbolicCosineIntegral),
                                                          OpCodes.HyperbolicCosineIntegral
                                                          },
                                                        {
                                                          typeof (HyperbolicSineIntegral), OpCodes.HyperbolicSineIntegral
                                                          },
                                                        {typeof (FresnelCosineIntegral), OpCodes.FresnelCosineIntegral},
                                                        {typeof (FresnelSineIntegral), OpCodes.FresnelSineIntegral},
                                                        {typeof (AiryA), OpCodes.AiryA},
                                                        {typeof (AiryB), OpCodes.AiryB},
                                                        {typeof (Norm), OpCodes.Norm},
                                                        {typeof (Erf), OpCodes.Erf},
                                                        {typeof (Bessel), OpCodes.Bessel}
                                                      };

    public override bool CanChangeName {
      get { return false; }
    }

    public override bool CanChangeDescription {
      get { return false; }
    }

    #region parameter properties

    public IValueParameter<BoolValue> CheckExpressionsWithIntervalArithmeticParameter {
      get { return (IValueParameter<BoolValue>)Parameters[CheckExpressionsWithIntervalArithmeticParameterName]; }
    }

    public IValueParameter<IntValue> EvaluatedSolutionsParameter {
      get { return (IValueParameter<IntValue>)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 SymbolicDataAnalysisExpressionTreeILEmittingInterpreter(bool deserializing)
      : base(deserializing) {
    }

    private SymbolicDataAnalysisExpressionTreeILEmittingInterpreter(
      SymbolicDataAnalysisExpressionTreeILEmittingInterpreter original, Cloner cloner)
      : base(original, cloner) {
    }

    public override IDeepCloneable Clone(Cloner cloner) {
      return new SymbolicDataAnalysisExpressionTreeILEmittingInterpreter(this, cloner);
    }

    public SymbolicDataAnalysisExpressionTreeILEmittingInterpreter()
      : base("SymbolicDataAnalysisExpressionTreeILEmittingInterpreter", "Interpreter for symbolic expression trees.") {
      Parameters.Add(new ValueParameter<BoolValue>(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<IntValue>(EvaluatedSolutionsParameterName,
                                                  "A counter for the total number of solutions the interpreter has evaluated",
                                                  new IntValue(0)));
    }

    [StorableHook(HookType.AfterDeserialization)]
    private void AfterDeserialization() {
      if (!Parameters.ContainsKey(EvaluatedSolutionsParameterName))
        Parameters.Add(new ValueParameter<IntValue>(EvaluatedSolutionsParameterName,
                                                    "A counter for the total number of solutions the interpreter has evaluated",
                                                    new IntValue(0)));
    }

    #region IStatefulItem

    public void InitializeState() {
      EvaluatedSolutions.Value = 0;
    }

    public void ClearState() {
      EvaluatedSolutions.Value = 0;
    }

    #endregion

    public IEnumerable<double> GetSymbolicExpressionTreeValues(ISymbolicExpressionTree tree, Dataset dataset,
                                                               IEnumerable<int> rows) {
      return GetSymbolicExpressionTreeValues(tree, dataset, new string[] { "#NOTHING#" }, rows);
    }
    public IEnumerable<double> GetSymbolicExpressionTreeValues(ISymbolicExpressionTree tree, Dataset dataset, string[] targetVariables, IEnumerable<int> rows) {
      return GetSymbolicExpressionTreeValues(tree, dataset, targetVariables, rows, 1);
    }
    // for each row for each horizon for each target variable one value
    public IEnumerable<double> GetSymbolicExpressionTreeValues(ISymbolicExpressionTree tree, Dataset dataset, string[] targetVariables, IEnumerable<int> rows, int horizon) {
      if (CheckExpressionsWithIntervalArithmetic.Value)
        throw new NotSupportedException(
          "Interval arithmetic is not yet supported in the symbolic data analysis interpreter.");
      EvaluatedSolutions.Value++; // increment the evaluated solutions counter      
      Instruction[] code = SymbolicExpressionTreeCompiler.Compile(tree, MapSymbolToOpCode);
      int necessaryArgStackSize = 0;

      Dictionary<string, int> doubleVariableNames =
        dataset.DoubleVariables.Select((x, i) => new { x, i }).ToDictionary(e => e.x, e => e.i);

      for (int i = 0; i < code.Length; i++) {
        Instruction instr = code[i];
        if (instr.opCode == OpCodes.Variable) {
          var variableTreeNode = instr.dynamicNode as VariableTreeNode;
          instr.iArg0 = doubleVariableNames[variableTreeNode.VariableName];
          code[i] = instr;
        } else if (instr.opCode == OpCodes.LagVariable) {
          var variableTreeNode = instr.dynamicNode as LaggedVariableTreeNode;
          instr.iArg0 = doubleVariableNames[variableTreeNode.VariableName];
          code[i] = instr;
        } else if (instr.opCode == OpCodes.VariableCondition) {
          var variableConditionTreeNode = instr.dynamicNode as VariableConditionTreeNode;
          instr.iArg0 = doubleVariableNames[variableConditionTreeNode.VariableName];
        } else if (instr.opCode == OpCodes.Call) {
          necessaryArgStackSize += instr.nArguments + 1;
        }
      }
      var state = new InterpreterState(code);
      Type[] methodArgs = { typeof(int), typeof(IList<double>[]), typeof(IList<double>[]), typeof(int) };

      CompiledFunction[] function = new CompiledFunction[targetVariables.Length];
      for (int i = 0; i < function.Length; i++) {
        DynamicMethod testFun = new DynamicMethod("TestFun", typeof(double), methodArgs, typeof(SymbolicDataAnalysisExpressionTreeILEmittingInterpreter).Module);
        ILGenerator il = testFun.GetILGenerator();
        CompileInstructions(il, state, dataset);
        il.Emit(System.Reflection.Emit.OpCodes.Conv_R8);
        il.Emit(System.Reflection.Emit.OpCodes.Ret);
        function[i] = (CompiledFunction)testFun.CreateDelegate(typeof(CompiledFunction));
      }
      var values = doubleVariableNames.Keys
        .Select(v => dataset.GetReadOnlyDoubleValues(v))
        .ToArray();
      var cachedValues = (from var in doubleVariableNames.Keys
                          select new double[horizon]).ToArray();
      foreach (var row in rows) {
        // init first line of cache 
        int c = 0;
        foreach (var var in doubleVariableNames.Keys)
          cachedValues[c++][0] = dataset.GetDoubleValue(var, row);
        for (int horizonRow = row; horizonRow < row + horizon; horizonRow++) {
          for (int i = 0; i < function.Length; i++) {
            var componentProg = function[i](horizonRow, values, cachedValues, row);
            // set cachedValues for prognosis of future values
            if (horizon > 1)
              cachedValues[doubleVariableNames[targetVariables[i]]][horizonRow - row] = componentProg;
            yield return componentProg;
          }
        }
      }
    }

    private void CompileInstructions(ILGenerator il, InterpreterState state, Dataset ds) {
      Instruction currentInstr = state.NextInstruction();
      int nArgs = currentInstr.nArguments;

      switch (currentInstr.opCode) {
        case OpCodes.Add: {
            if (nArgs > 0) {
              CompileInstructions(il, state, ds);
            }
            for (int i = 1; i < nArgs; i++) {
              CompileInstructions(il, state, ds);
              il.Emit(System.Reflection.Emit.OpCodes.Add);
            }
            return;
          }
        case OpCodes.Sub: {
            if (nArgs == 1) {
              CompileInstructions(il, state, ds);
              il.Emit(System.Reflection.Emit.OpCodes.Neg);
              return;
            }
            if (nArgs > 0) {
              CompileInstructions(il, state, ds);
            }
            for (int i = 1; i < nArgs; i++) {
              CompileInstructions(il, state, ds);
              il.Emit(System.Reflection.Emit.OpCodes.Sub);
            }
            return;
          }
        case OpCodes.Mul: {
            if (nArgs > 0) {
              CompileInstructions(il, state, ds);
            }
            for (int i = 1; i < nArgs; i++) {
              CompileInstructions(il, state, ds);
              il.Emit(System.Reflection.Emit.OpCodes.Mul);
            }
            return;
          }
        case OpCodes.Div: {
            if (nArgs == 1) {
              il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0);
              CompileInstructions(il, state, ds);
              il.Emit(System.Reflection.Emit.OpCodes.Div);
              return;
            }
            if (nArgs > 0) {
              CompileInstructions(il, state, ds);
            }
            for (int i = 1; i < nArgs; i++) {
              CompileInstructions(il, state, ds);
              il.Emit(System.Reflection.Emit.OpCodes.Div);
            }
            return;
          }
        case OpCodes.Average: {
            CompileInstructions(il, state, ds);
            for (int i = 1; i < nArgs; i++) {
              CompileInstructions(il, state, ds);
              il.Emit(System.Reflection.Emit.OpCodes.Add);
            }
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, nArgs);
            il.Emit(System.Reflection.Emit.OpCodes.Div);
            return;
          }
        case OpCodes.Cos: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, cos);
            return;
          }
        case OpCodes.Sin: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, sin);
            return;
          }
        case OpCodes.Tan: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, tan);
            return;
          }
        case OpCodes.Power: {
            CompileInstructions(il, state, ds);
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, round);
            il.Emit(System.Reflection.Emit.OpCodes.Call, power);
            return;
          }
        case OpCodes.Root: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // 1 / round(...)
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, round);
            il.Emit(System.Reflection.Emit.OpCodes.Div);
            il.Emit(System.Reflection.Emit.OpCodes.Call, power);
            return;
          }
        case OpCodes.Exp: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, exp);
            return;
          }
        case OpCodes.Log: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, log);
            return;
          }
        case OpCodes.Square: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0);
            il.Emit(System.Reflection.Emit.OpCodes.Call, power);
            return;
          }
        case OpCodes.SquareRoot: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, sqrt);
            return;
          }
        case OpCodes.AiryA: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, airyA);
            return;
          }
        case OpCodes.AiryB: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, airyB);
            return;
          }
        case OpCodes.Bessel: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, bessel);
            return;
          }
        case OpCodes.CosineIntegral: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, cosIntegral);
            return;
          }
        case OpCodes.Dawson: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, dawson);
            return;
          }
        case OpCodes.Erf: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, erf);
            return;
          }
        case OpCodes.ExponentialIntegralEi: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, expIntegralEi);
            return;
          }
        case OpCodes.FresnelCosineIntegral: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, fresnelCosIntegral);
            return;
          }
        case OpCodes.FresnelSineIntegral: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, fresnelSinIntegral);
            return;
          }
        case OpCodes.Gamma: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, gamma);
            return;
          }
        case OpCodes.HyperbolicCosineIntegral: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, hypCosIntegral);
            return;
          }
        case OpCodes.HyperbolicSineIntegral: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, hypSinIntegral);
            return;
          }
        case OpCodes.Norm: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, norm);
            return;
          }
        case OpCodes.Psi: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, psi);
            return;
          }
        case OpCodes.SineIntegral: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Call, sinIntegral);
            return;
          }
        case OpCodes.IfThenElse: {
            Label end = il.DefineLabel();
            Label c1 = il.DefineLabel();
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // > 0
            il.Emit(System.Reflection.Emit.OpCodes.Cgt);
            il.Emit(System.Reflection.Emit.OpCodes.Brfalse, c1);
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Br, end);
            il.MarkLabel(c1);
            CompileInstructions(il, state, ds);
            il.MarkLabel(end);
            return;
          }
        case OpCodes.AND: {
            Label falseBranch = il.DefineLabel();
            Label end = il.DefineLabel();
            CompileInstructions(il, state, ds);
            for (int i = 1; i < nArgs; i++) {
              il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // > 0
              il.Emit(System.Reflection.Emit.OpCodes.Cgt);
              il.Emit(System.Reflection.Emit.OpCodes.Brfalse, falseBranch);
              CompileInstructions(il, state, ds);
            }
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // > 0
            il.Emit(System.Reflection.Emit.OpCodes.Cgt);
            il.Emit(System.Reflection.Emit.OpCodes.Brfalse, falseBranch);
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // 1
            il.Emit(System.Reflection.Emit.OpCodes.Br, end);
            il.MarkLabel(falseBranch);
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // -1
            il.Emit(System.Reflection.Emit.OpCodes.Neg);
            il.MarkLabel(end);
            return;
          }
        case OpCodes.OR: {
            Label trueBranch = il.DefineLabel();
            Label end = il.DefineLabel();
            Label resultBranch = il.DefineLabel();
            CompileInstructions(il, state, ds);
            for (int i = 1; i < nArgs; i++) {
              Label nextArgBranch = il.DefineLabel();
              // complex definition because of special properties of NaN  
              il.Emit(System.Reflection.Emit.OpCodes.Dup);
              il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // <= 0        
              il.Emit(System.Reflection.Emit.OpCodes.Ble, nextArgBranch);
              il.Emit(System.Reflection.Emit.OpCodes.Br, resultBranch);
              il.MarkLabel(nextArgBranch);
              il.Emit(System.Reflection.Emit.OpCodes.Pop);
              CompileInstructions(il, state, ds);
            }
            il.MarkLabel(resultBranch);
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // > 0
            il.Emit(System.Reflection.Emit.OpCodes.Cgt);
            il.Emit(System.Reflection.Emit.OpCodes.Brtrue, trueBranch);
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // -1
            il.Emit(System.Reflection.Emit.OpCodes.Neg);
            il.Emit(System.Reflection.Emit.OpCodes.Br, end);
            il.MarkLabel(trueBranch);
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // 1
            il.MarkLabel(end);
            return;
          }
        case OpCodes.NOT: {
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // > 0
            il.Emit(System.Reflection.Emit.OpCodes.Cgt);
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // * 2
            il.Emit(System.Reflection.Emit.OpCodes.Mul);
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // - 1
            il.Emit(System.Reflection.Emit.OpCodes.Sub);
            il.Emit(System.Reflection.Emit.OpCodes.Neg); // * -1
            return;
          }
        case OpCodes.GT: {
            CompileInstructions(il, state, ds);
            CompileInstructions(il, state, ds);

            il.Emit(System.Reflection.Emit.OpCodes.Cgt); // 1 (>) / 0 (otherwise)
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // * 2
            il.Emit(System.Reflection.Emit.OpCodes.Mul);
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // - 1
            il.Emit(System.Reflection.Emit.OpCodes.Sub);
            return;
          }
        case OpCodes.LT: {
            CompileInstructions(il, state, ds);
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Clt);
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // * 2
            il.Emit(System.Reflection.Emit.OpCodes.Mul);
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // - 1
            il.Emit(System.Reflection.Emit.OpCodes.Sub);
            return;
          }
        case OpCodes.TimeLag: {
            LaggedTreeNode laggedTreeNode = (LaggedTreeNode)currentInstr.dynamicNode;
            il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row -= lag
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, laggedTreeNode.Lag);
            il.Emit(System.Reflection.Emit.OpCodes.Add);
            il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
            var prevLaggedContext = state.InLaggedContext;
            state.InLaggedContext = true;
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row += lag
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, laggedTreeNode.Lag);
            il.Emit(System.Reflection.Emit.OpCodes.Sub);
            il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
            state.InLaggedContext = prevLaggedContext;
            return;
          }
        case OpCodes.Integral: {
            int savedPc = state.ProgramCounter;
            LaggedTreeNode laggedTreeNode = (LaggedTreeNode)currentInstr.dynamicNode;
            il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row -= lag
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, laggedTreeNode.Lag);
            il.Emit(System.Reflection.Emit.OpCodes.Add);
            il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
            var prevLaggedContext = state.InLaggedContext;
            state.InLaggedContext = true;
            CompileInstructions(il, state, ds);
            for (int l = laggedTreeNode.Lag; l < 0; l++) {
              il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row += lag
              il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_1);
              il.Emit(System.Reflection.Emit.OpCodes.Add);
              il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
              state.ProgramCounter = savedPc;
              CompileInstructions(il, state, ds);
              il.Emit(System.Reflection.Emit.OpCodes.Add);
            }
            state.InLaggedContext = prevLaggedContext;
            return;
          }

        //mkommend: derivate calculation taken from: 
        //http://www.holoborodko.com/pavel/numerical-methods/numerical-derivative/smooth-low-noise-differentiators/
        //one sided smooth differentiatior, N = 4
        // y' = 1/8h (f_i + 2f_i-1, -2 f_i-3 - f_i-4)
        case OpCodes.Derivative: {
            int savedPc = state.ProgramCounter;
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row --
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_M1);
            il.Emit(System.Reflection.Emit.OpCodes.Add);
            il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
            state.ProgramCounter = savedPc;
            var prevLaggedContext = state.InLaggedContext;
            state.InLaggedContext = true;
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // f_0 + 2 * f_1
            il.Emit(System.Reflection.Emit.OpCodes.Mul);
            il.Emit(System.Reflection.Emit.OpCodes.Add);

            il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row -=2
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_2);
            il.Emit(System.Reflection.Emit.OpCodes.Sub);
            il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
            state.ProgramCounter = savedPc;
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // f_0 + 2 * f_1 - 2 * f_3
            il.Emit(System.Reflection.Emit.OpCodes.Mul);
            il.Emit(System.Reflection.Emit.OpCodes.Sub);

            il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row --
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_M1);
            il.Emit(System.Reflection.Emit.OpCodes.Add);
            il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
            state.ProgramCounter = savedPc;
            CompileInstructions(il, state, ds);
            il.Emit(System.Reflection.Emit.OpCodes.Sub); // f_0 + 2 * f_1 - 2 * f_3 - f_4
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 8.0); // / 8
            il.Emit(System.Reflection.Emit.OpCodes.Div);

            il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row +=4
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_4);
            il.Emit(System.Reflection.Emit.OpCodes.Add);
            il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
            state.InLaggedContext = prevLaggedContext;
            return;
          }
        case OpCodes.Call: {
            throw new NotSupportedException(
              "Automatically defined functions are not supported by the SymbolicDataAnalysisTreeILEmittingInterpreter. Either turn of ADFs or change the interpeter.");
          }
        case OpCodes.Arg: {
            throw new NotSupportedException(
              "Automatically defined functions are not supported by the SymbolicDataAnalysisTreeILEmittingInterpreter. Either turn of ADFs or change the interpeter.");
          }
        case OpCodes.Variable: {
            VariableTreeNode varNode = (VariableTreeNode)currentInstr.dynamicNode;
            if (!state.InLaggedContext) {
              il.Emit(System.Reflection.Emit.OpCodes.Ldarg_1); // load columns array
              il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, (int)currentInstr.iArg0);
              // load correct column of the current variable
              il.Emit(System.Reflection.Emit.OpCodes.Ldelem_Ref);
              il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // rowIndex
              il.Emit(System.Reflection.Emit.OpCodes.Call, listGetValue);
              il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, varNode.Weight); // load weight
              il.Emit(System.Reflection.Emit.OpCodes.Mul);
            } else {
              var nanResult = il.DefineLabel();
              var normalResult = il.DefineLabel();
              var cachedValue = il.DefineLabel();
              var multiplyValue = il.DefineLabel();
              il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // rowIndex
              il.Emit(System.Reflection.Emit.OpCodes.Dup);
              il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0);
              il.Emit(System.Reflection.Emit.OpCodes.Blt, nanResult);
              il.Emit(System.Reflection.Emit.OpCodes.Dup);
              il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, ds.Rows);
              il.Emit(System.Reflection.Emit.OpCodes.Bge, nanResult);
              il.Emit(System.Reflection.Emit.OpCodes.Ldarg_3);
              il.Emit(System.Reflection.Emit.OpCodes.Bge, cachedValue);
              il.Emit(System.Reflection.Emit.OpCodes.Ldarg_1); // load columns array
              il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, (int)currentInstr.iArg0);
              il.Emit(System.Reflection.Emit.OpCodes.Ldelem_Ref);
              il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // rowIndex
              il.Emit(System.Reflection.Emit.OpCodes.Call, listGetValue);
              il.Emit(System.Reflection.Emit.OpCodes.Br, multiplyValue);
              il.MarkLabel(cachedValue);
              il.Emit(System.Reflection.Emit.OpCodes.Ldarg_2); // load cached values array
              il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, (int)currentInstr.iArg0);
              il.Emit(System.Reflection.Emit.OpCodes.Ldelem_Ref);
              il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // rowIndex
              il.Emit(System.Reflection.Emit.OpCodes.Ldarg_3); // startRow
              il.Emit(System.Reflection.Emit.OpCodes.Sub); // startRow
              il.Emit(System.Reflection.Emit.OpCodes.Call, listGetValue);
              il.MarkLabel(multiplyValue);
              il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, varNode.Weight); // load weight
              il.Emit(System.Reflection.Emit.OpCodes.Mul);
              il.Emit(System.Reflection.Emit.OpCodes.Br, normalResult);
              il.MarkLabel(nanResult);
              il.Emit(System.Reflection.Emit.OpCodes.Pop); // rowIndex
              il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, double.NaN);
              il.MarkLabel(normalResult);
            }
            return;
          }
        case OpCodes.LagVariable: {
            var nanResult = il.DefineLabel();
            var normalResult = il.DefineLabel();
            var cachedValue = il.DefineLabel();
            var multiplyValue = il.DefineLabel();
            LaggedVariableTreeNode varNode = (LaggedVariableTreeNode)currentInstr.dynamicNode;
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, varNode.Lag); // lag
            il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // rowIndex
            il.Emit(System.Reflection.Emit.OpCodes.Add); // actualRowIndex = rowIndex + sampleOffset
            il.Emit(System.Reflection.Emit.OpCodes.Dup);
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0);
            il.Emit(System.Reflection.Emit.OpCodes.Blt, nanResult);
            il.Emit(System.Reflection.Emit.OpCodes.Dup);
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, ds.Rows);
            il.Emit(System.Reflection.Emit.OpCodes.Bge, nanResult);
            il.Emit(System.Reflection.Emit.OpCodes.Ldarg_3); // startindex
            il.Emit(System.Reflection.Emit.OpCodes.Bge, cachedValue);
            // normal value
            il.Emit(System.Reflection.Emit.OpCodes.Ldarg_1); // load columns array
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, (int)currentInstr.iArg0); // load correct column of the current variable
            il.Emit(System.Reflection.Emit.OpCodes.Ldelem_Ref);
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, varNode.Lag); // lag
            il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // rowIndex
            il.Emit(System.Reflection.Emit.OpCodes.Add); // actualRowIndex = rowIndex + sampleOffset
            il.Emit(System.Reflection.Emit.OpCodes.Call, listGetValue);
            il.Emit(System.Reflection.Emit.OpCodes.Br, multiplyValue);
            il.MarkLabel(cachedValue);
            // cached value
            il.Emit(System.Reflection.Emit.OpCodes.Ldarg_2); // load cached values
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, (int)currentInstr.iArg0); // load correct column of the current variable
            il.Emit(System.Reflection.Emit.OpCodes.Ldelem_Ref);
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, varNode.Lag); // lag
            il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // rowIndex
            il.Emit(System.Reflection.Emit.OpCodes.Add); // actualRowIndex = rowIndex + sampleOffset
            il.Emit(System.Reflection.Emit.OpCodes.Ldarg_3); // startRow
            il.Emit(System.Reflection.Emit.OpCodes.Sub); // startRow            
            il.Emit(System.Reflection.Emit.OpCodes.Call, listGetValue);

            il.MarkLabel(multiplyValue);
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, varNode.Weight); // load weight
            il.Emit(System.Reflection.Emit.OpCodes.Mul);
            il.Emit(System.Reflection.Emit.OpCodes.Br, normalResult);
            il.MarkLabel(nanResult);
            il.Emit(System.Reflection.Emit.OpCodes.Pop); // pop the row index
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, double.NaN);
            il.MarkLabel(normalResult);
            return;
          }
        case OpCodes.Constant: {
            ConstantTreeNode constNode = (ConstantTreeNode)currentInstr.dynamicNode;
            il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, constNode.Value);
            return;
          }

        //mkommend: this symbol uses the logistic function f(x) = 1 / (1 + e^(-alpha * x) ) 
        //to determine the relative amounts of the true and false branch see http://en.wikipedia.org/wiki/Logistic_function
        case OpCodes.VariableCondition: {
            throw new NotSupportedException("Interpretation of symbol " + currentInstr.dynamicNode.Symbol.Name +
                                            " is not supported by the SymbolicDataAnalysisTreeILEmittingInterpreter");
          }
        default:
          throw new NotSupportedException("Interpretation of symbol " + currentInstr.dynamicNode.Symbol.Name +
                                          " is not supported by the SymbolicDataAnalysisTreeILEmittingInterpreter");
      }
    }

    private byte MapSymbolToOpCode(ISymbolicExpressionTreeNode treeNode) {
      if (symbolToOpcode.ContainsKey(treeNode.Symbol.GetType()))
        return symbolToOpcode[treeNode.Symbol.GetType()];
      else
        throw new NotSupportedException("Symbol: " + treeNode.Symbol);
    }

    public static double AiryA(double x) {
      if (double.IsNaN(x)) return double.NaN;
      double ai, aip, bi, bip;
      alglib.airy(x, out ai, out aip, out bi, out bip);
      return ai;
    }

    public static double AiryB(double x) {
      if (double.IsNaN(x)) return double.NaN;
      double ai, aip, bi, bip;
      alglib.airy(x, out ai, out aip, out bi, out bip);
      return bi;
    }
    public static double Dawson(double x) {
      if (double.IsNaN(x)) return double.NaN;
      return alglib.dawsonintegral(x);
    }

    public static double Gamma(double x) {
      if (double.IsNaN(x)) return double.NaN;
      return alglib.gammafunction(x);
    }

    public static double Psi(double x) {
      if (double.IsNaN(x)) return double.NaN;
      else if (x.IsAlmost(0.0)) return double.NaN;
      else if ((Math.Floor(x) - x).IsAlmost(0.0)) return double.NaN;
      return alglib.psi(x);
    }

    public static double ExpIntegralEi(double x) {
      if (double.IsNaN(x)) return double.NaN;
      return alglib.exponentialintegralei(x);
    }

    public static double SinIntegral(double x) {
      if (double.IsNaN(x)) return double.NaN;
      double si, ci;
      alglib.sinecosineintegrals(x, out si, out ci);
      return si;
    }

    public static double CosIntegral(double x) {
      if (double.IsNaN(x)) return double.NaN;
      double si, ci;
      alglib.sinecosineintegrals(x, out si, out ci);
      return ci;
    }

    public static double HypSinIntegral(double x) {
      if (double.IsNaN(x)) return double.NaN;
      double shi, chi;
      alglib.hyperbolicsinecosineintegrals(x, out shi, out chi);
      return chi;
    }

    public static double HypCosIntegral(double x) {
      if (double.IsNaN(x)) return double.NaN;
      double shi, chi;
      alglib.hyperbolicsinecosineintegrals(x, out shi, out chi);
      return chi;
    }

    public static double FresnelCosIntegral(double x) {
      if (double.IsNaN(x)) return double.NaN;
      double c = 0, s = 0;
      alglib.fresnelintegral(x, ref c, ref s);
      return c;
    }

    public static double FresnelSinIntegral(double x) {
      if (double.IsNaN(x)) return double.NaN;
      double c = 0, s = 0;
      alglib.fresnelintegral(x, ref c, ref s);
      return s;
    }

    public static double Norm(double x) {
      if (double.IsNaN(x)) return double.NaN;
      return alglib.normaldistribution(x);
    }

    public static double Erf(double x) {
      if (double.IsNaN(x)) return double.NaN;
      return alglib.errorfunction(x);
    }

    public static double Bessel(double x) {
      if (double.IsNaN(x)) return double.NaN;
      return alglib.besseli0(x);
    }

  }
}