#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 .
*/
#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).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) });
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) });
internal delegate double CompiledFunction(int sampleIndex, IList[] columns);
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 symbolToOpcode = new Dictionary()
{
{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 CheckExpressionsWithIntervalArithmeticParameter {
get { return (IValueParameter)Parameters[CheckExpressionsWithIntervalArithmeticParameterName]; }
}
public IValueParameter EvaluatedSolutionsParameter {
get { return (IValueParameter)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(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(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(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 GetSymbolicExpressionTreeValues(ISymbolicExpressionTree tree, Dataset dataset,
IEnumerable rows) {
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
var compiler = new SymbolicExpressionTreeCompiler();
Instruction[] code = compiler.Compile(tree, MapSymbolToOpCode);
int necessaryArgStackSize = 0;
Dictionary doubleVariableNames =
dataset.DoubleVariables.Select((x, i) => new { x, i }).ToDictionary(e => e.x, e => e.i);
IList[] columns = (from v in doubleVariableNames.Keys
select dataset.GetReadOnlyDoubleValues(v))
.ToArray();
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[]) };
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);
var function = (CompiledFunction)testFun.CreateDelegate(typeof(CompiledFunction));
foreach (var row in rows) {
yield return function(row, columns);
}
}
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;
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
if (!state.InLaggedContext) {
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();
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.Call, listGetValue);
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.Pop); // column reference
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();
LaggedVariableTreeNode varNode = (LaggedVariableTreeNode)currentInstr.dynamicNode;
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.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.Call, listGetValue);
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); // sample index
il.Emit(System.Reflection.Emit.OpCodes.Pop); // column reference
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);
}
}
}