source: branches/HeuristicLab.VariableInteractionNetworks/HeuristicLab.VariableInteractionNetworks/3.3/SymbolicDataAnalysisVariableImpactsAnalyzer.cs @ 13728

#region License Information
/* HeuristicLab
 * Copyright (C) 2002-2016 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.Linq;
using HeuristicLab.Analysis;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
using HeuristicLab.Optimization;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.DataAnalysis;
using HeuristicLab.Problems.DataAnalysis.Symbolic;
using HeuristicLab.Problems.DataAnalysis.Symbolic.Regression;

namespace HeuristicLab.VariableInteractionNetworks {
  [Item("SymbolicRegressionVariableImpactsAnalyzer", "An analyzer which calculates variable impacts based on the average node impacts from the tree")]
  [StorableClass]
  public class SymbolicRegressionVariableImpactsAnalyzer : SymbolicDataAnalysisAnalyzer {
    #region parameter names
    private const string UpdateCounterParameterName = "UpdateCounter";
    private const string UpdateIntervalParameterName = "UpdateInterval";
    public const string QualityParameterName = "Quality";
    private const string SymbolicDataAnalysisTreeInterpreterParameterName = "SymbolicExpressionTreeInterpreter";
    private const string ProblemDataParameterName = "ProblemData";
    private const string ApplyLinearScalingParameterName = "ApplyLinearScaling";
    private const string MaxCOIterationsParameterName = "MaxCOIterations";
    private const string EstimationLimitsParameterName = "EstimationLimits";
    private const string EvaluatorParameterName = "Evaluator";
    private const string PercentageBestParameterName = "PercentageBest";
    private const string LastGenerationsParameterName = "LastGenerations";
    private const string MaximumGenerationsParameterName = "MaximumGenerations";
    private const string OptimizeConstantsParameterName = "OptimizeConstants";
    private const string PruneTreesParameterName = "PruneTrees";
    private const string AverageVariableImpactsResultName = "Average variable impacts";
    private const string AverageVariableImpactsHistoryResultName = "Average variable impacts history";
    #endregion

    private SymbolicDataAnalysisExpressionTreeSimplifier simplifier;
    private SymbolicRegressionSolutionImpactValuesCalculator impactsCalculator;

    #region parameters
    public ValueParameter<IntValue> UpdateCounterParameter {
      get { return (ValueParameter<IntValue>)Parameters[UpdateCounterParameterName]; }
    }
    public ValueParameter<IntValue> UpdateIntervalParameter {
      get { return (ValueParameter<IntValue>)Parameters[UpdateIntervalParameterName]; }
    }
    public IScopeTreeLookupParameter<DoubleValue> QualityParameter {
      get { return (IScopeTreeLookupParameter<DoubleValue>)Parameters[QualityParameterName]; }
    }
    public ILookupParameter<ISymbolicDataAnalysisExpressionTreeInterpreter> SymbolicDataAnalysisTreeInterpreterParameter {
      get { return (ILookupParameter<ISymbolicDataAnalysisExpressionTreeInterpreter>)Parameters[SymbolicDataAnalysisTreeInterpreterParameterName]; }
    }
    public ILookupParameter<IRegressionProblemData> ProblemDataParameter {
      get { return (ILookupParameter<IRegressionProblemData>)Parameters[ProblemDataParameterName]; }
    }
    public ILookupParameter<BoolValue> ApplyLinearScalingParameter {
      get { return (ILookupParameter<BoolValue>)Parameters[ApplyLinearScalingParameterName]; }
    }
    public IFixedValueParameter<IntValue> MaxCOIterationsParameter {
      get { return (IFixedValueParameter<IntValue>)Parameters[MaxCOIterationsParameterName]; }
    }
    public ILookupParameter<DoubleLimit> EstimationLimitsParameter {
      get { return (ILookupParameter<DoubleLimit>)Parameters[EstimationLimitsParameterName]; }
    }
    public ILookupParameter<ISymbolicRegressionSingleObjectiveEvaluator> EvaluatorParameter {
      get { return (ILookupParameter<ISymbolicRegressionSingleObjectiveEvaluator>)Parameters[EvaluatorParameterName]; }
    }
    public IFixedValueParameter<PercentValue> PercentageBestParameter {
      get { return (IFixedValueParameter<PercentValue>)Parameters[PercentageBestParameterName]; }
    }
    public IFixedValueParameter<IntValue> LastGenerationsParameter {
      get { return (IFixedValueParameter<IntValue>)Parameters[LastGenerationsParameterName]; }
    }
    public IFixedValueParameter<BoolValue> OptimizeConstantsParameter {
      get { return (IFixedValueParameter<BoolValue>)Parameters[OptimizeConstantsParameterName]; }
    }
    public IFixedValueParameter<BoolValue> PruneTreesParameter {
      get { return (IFixedValueParameter<BoolValue>)Parameters[PruneTreesParameterName]; }
    }
    private ILookupParameter<IntValue> MaximumGenerationsParameter {
      get { return (ILookupParameter<IntValue>)Parameters[MaximumGenerationsParameterName]; }
    }
    #endregion

    #region parameter properties
    public int UpdateCounter {
      get { return UpdateCounterParameter.Value.Value; }
      set { UpdateCounterParameter.Value.Value = value; }
    }
    public int UpdateInterval {
      get { return UpdateIntervalParameter.Value.Value; }
      set { UpdateIntervalParameter.Value.Value = value; }
    }
    #endregion

    public SymbolicRegressionVariableImpactsAnalyzer() {
      #region add parameters
      Parameters.Add(new ValueParameter<IntValue>(UpdateCounterParameterName, new IntValue(0)));
      Parameters.Add(new ValueParameter<IntValue>(UpdateIntervalParameterName, new IntValue(1)));
      Parameters.Add(new LookupParameter<IRegressionProblemData>(ProblemDataParameterName));
      Parameters.Add(new LookupParameter<ISymbolicDataAnalysisExpressionTreeInterpreter>(SymbolicDataAnalysisTreeInterpreterParameterName));
      Parameters.Add(new ScopeTreeLookupParameter<DoubleValue>(QualityParameterName, "The individual qualities."));
      Parameters.Add(new LookupParameter<BoolValue>(ApplyLinearScalingParameterName));
      Parameters.Add(new LookupParameter<DoubleLimit>(EstimationLimitsParameterName));
      Parameters.Add(new FixedValueParameter<IntValue>(MaxCOIterationsParameterName, new IntValue(3)));
      Parameters.Add(new FixedValueParameter<PercentValue>(PercentageBestParameterName, new PercentValue(1)));
      Parameters.Add(new FixedValueParameter<IntValue>(LastGenerationsParameterName, new IntValue(10)));
      Parameters.Add(new FixedValueParameter<BoolValue>(OptimizeConstantsParameterName, new BoolValue(false)));
      Parameters.Add(new FixedValueParameter<BoolValue>(PruneTreesParameterName, new BoolValue(false)));
      Parameters.Add(new LookupParameter<IntValue>(MaximumGenerationsParameterName, "The maximum number of generations which should be processed."));
      Parameters.Add(new LookupParameter<ISymbolicRegressionSingleObjectiveEvaluator>(EvaluatorParameterName));
      #endregion

      impactsCalculator = new SymbolicRegressionSolutionImpactValuesCalculator();
      simplifier = new SymbolicDataAnalysisExpressionTreeSimplifier();
    }

    [StorableConstructor]
    protected SymbolicRegressionVariableImpactsAnalyzer(bool deserializing) : base(deserializing) { }

    [StorableHook(HookType.AfterDeserialization)]
    private void AfterDeserialization() {
      impactsCalculator = new SymbolicRegressionSolutionImpactValuesCalculator();
      simplifier = new SymbolicDataAnalysisExpressionTreeSimplifier();

      if (!Parameters.ContainsKey(EvaluatorParameterName))
        Parameters.Add(new LookupParameter<ISymbolicRegressionSingleObjectiveEvaluator>(EvaluatorParameterName));
    }

    protected SymbolicRegressionVariableImpactsAnalyzer(SymbolicRegressionVariableImpactsAnalyzer original, Cloner cloner)
        : base(original, cloner) {
      impactsCalculator = new SymbolicRegressionSolutionImpactValuesCalculator();
      simplifier = new SymbolicDataAnalysisExpressionTreeSimplifier();
    }

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

    public override IOperation Apply() {
      #region Update counter & update interval
      UpdateCounter++;
      if (UpdateCounter != UpdateInterval) {
        return base.Apply();
      }
      UpdateCounter = 0;
      #endregion
      var results = ResultCollectionParameter.ActualValue;
      int maxGen = MaximumGenerationsParameter.ActualValue.Value;
      int gen = results.ContainsKey("Generations") ? ((IntValue)results["Generations"].Value).Value : 0;
      int lastGen = LastGenerationsParameter.Value.Value;

      if (lastGen > 0 && gen < maxGen - lastGen)
        return base.Apply();

      var trees = SymbolicExpressionTree.ToArray();
      var qualities = QualityParameter.ActualValue.ToArray();

      Array.Sort(qualities, trees);
      Array.Reverse(qualities);
      Array.Reverse(trees);

      var interpreter = SymbolicDataAnalysisTreeInterpreterParameter.ActualValue;
      var problemData = ProblemDataParameter.ActualValue;
      var applyLinearScaling = ApplyLinearScalingParameter.ActualValue.Value;
      var constantOptimizationIterations = MaxCOIterationsParameter.Value.Value; // fixed value parameter => Value
      var estimationLimits = EstimationLimitsParameter.ActualValue; // lookup parameter => ActualValue
      var percentageBest = PercentageBestParameter.Value.Value;
      var optimizeConstants = OptimizeConstantsParameter.Value.Value;
      var pruneTrees = PruneTreesParameter.Value.Value;

      var allowedInputVariables = problemData.AllowedInputVariables.ToList();
      DataTable dataTable;
      if (!results.ContainsKey(AverageVariableImpactsHistoryResultName)) {
        dataTable = new DataTable("Variable impacts", "Average impact of variables over the population");
        dataTable.VisualProperties.XAxisTitle = "Generation";
        dataTable.VisualProperties.YAxisTitle = "Average variable impact";
        results.Add(new Result(AverageVariableImpactsHistoryResultName, dataTable));

        foreach (var v in allowedInputVariables) {
          dataTable.Rows.Add(new DataRow(v) { VisualProperties = { StartIndexZero = true } });
        }
      }
      dataTable = (DataTable)results[AverageVariableImpactsHistoryResultName].Value;

      int nTrees = (int)Math.Round(trees.Length * percentageBest);
      var bestTrees = trees.Take(nTrees).Select(x => (ISymbolicExpressionTree)x.Clone()).ToList();
      // simplify trees before doing anything else
      var simplifiedTrees = bestTrees.Select(x => simplifier.Simplify(x)).ToList();

      if (optimizeConstants) {
        for (int i = 0; i < simplifiedTrees.Count; ++i) {
          qualities[i].Value = SymbolicRegressionConstantOptimizationEvaluator.OptimizeConstants(interpreter, simplifiedTrees[i], problemData, problemData.TrainingIndices, applyLinearScaling, constantOptimizationIterations, true, estimationLimits.Upper, estimationLimits.Lower);
        }
      }

      if (pruneTrees) {
        for (int i = 0; i < simplifiedTrees.Count; ++i) {
          simplifiedTrees[i] = SymbolicRegressionPruningOperator.Prune(simplifiedTrees[i], impactsCalculator, interpreter, problemData, estimationLimits, problemData.TrainingIndices);
        }
      }
      // map each variable to a list of indices of the trees that contain it
      var variablesToTreeIndices = allowedInputVariables.ToDictionary(x => x, x => Enumerable.Range(0, simplifiedTrees.Count).Where(i => ContainsVariable(simplifiedTrees[i], x)).ToList());

      foreach (var mapping in variablesToTreeIndices) {
        var variableName = mapping.Key;
        var median = problemData.Dataset.GetDoubleValues(variableName, problemData.TrainingIndices).Median();
        var ds = new ModifiableDataset(problemData.Dataset.DoubleVariables, problemData.Dataset.DoubleVariables.Select(x => problemData.Dataset.GetReadOnlyDoubleValues(x).ToList()));
        foreach (var i in problemData.TrainingIndices) {
          ds.SetVariableValue(median, variableName, i);
        }
        var pd = new RegressionProblemData(ds, allowedInputVariables, problemData.TargetVariable);
        pd.TrainingPartition.Start = problemData.TrainingPartition.Start;
        pd.TrainingPartition.End = problemData.TrainingPartition.End;
        pd.TestPartition.Start = problemData.TestPartition.Start;
        pd.TestPartition.End = problemData.TestPartition.End;

        var indices = mapping.Value;
        var averageImpact = 0d;
        for (int i = 0; i < indices.Count; ++i) {
          var tree = simplifiedTrees[i];
          var originalQuality = qualities[i].Value;
          double newQuality;
          if (optimizeConstants) {
            newQuality = SymbolicRegressionConstantOptimizationEvaluator.OptimizeConstants(interpreter, tree, pd, problemData.TrainingIndices, applyLinearScaling, constantOptimizationIterations, true, estimationLimits.Upper, estimationLimits.Lower);
          } else {
            var evaluator = EvaluatorParameter.ActualValue;
            newQuality = evaluator.Evaluate(this.ExecutionContext, tree, pd, pd.TrainingIndices);
          }
          averageImpact += originalQuality - newQuality; // impact calculated this way may be negative
        }
        averageImpact /= indices.Count;
        dataTable.Rows[variableName].Values.Add(averageImpact);
      }

      var averageVariableImpacts = new DoubleMatrix(dataTable.Rows.Count, 1);
      var rowNames = dataTable.Rows.Select(x => x.Name).ToList();
      averageVariableImpacts.RowNames = rowNames;
      for (int i = 0; i < rowNames.Count; ++i) {
        averageVariableImpacts[i, 0] = dataTable.Rows[rowNames[i]].Values.Last();
      }
      if (!results.ContainsKey(AverageVariableImpactsResultName)) {
        results.Add(new Result(AverageVariableImpactsResultName, averageVariableImpacts));
      } else {
        results[AverageVariableImpactsResultName].Value = averageVariableImpacts;
      }
      return base.Apply();
    }

    private static bool ContainsVariable(ISymbolicExpressionTree tree, string variableName) {
      return tree.IterateNodesPrefix().OfType<VariableTreeNode>().Any(x => x.VariableName == variableName);
    }
  }
}