1 | using System;
|
---|
2 | using System.Collections.Generic;
|
---|
3 | using System.Linq;
|
---|
4 | using System.Threading;
|
---|
5 | using HeuristicLab.Algorithms.DataAnalysis.MCTSSymbReg;
|
---|
6 | using HeuristicLab.Data;
|
---|
7 | using HeuristicLab.Optimization;
|
---|
8 | using HeuristicLab.Problems.DataAnalysis;
|
---|
9 | using HeuristicLab.Problems.Instances.DataAnalysis;
|
---|
10 | using HeuristicLab.Random;
|
---|
11 | using Microsoft.VisualStudio.TestTools.UnitTesting;
|
---|
12 |
|
---|
13 | namespace HeuristicLab.Algorithms.DataAnalysis.MctsSymbolicRegression {
|
---|
14 | [TestClass()]
|
---|
15 | public class MctsSymbolicRegressionTest {
|
---|
16 | #region heuristics
|
---|
17 | [TestMethod]
|
---|
18 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
19 | [TestProperty("Time", "short")]
|
---|
20 | public void TestSimple2dInteractions() {
|
---|
21 | {
|
---|
22 | // a, b ~ U(0, 1) should be trivial
|
---|
23 | var nRand = new MersenneTwister(1234);
|
---|
24 |
|
---|
25 | int n = 10000; // large sample so that we can use the thresholds below
|
---|
26 | var a = Enumerable.Range(0, n).Select(_ => nRand.NextDouble()).ToArray();
|
---|
27 | var b = Enumerable.Range(0, n).Select(_ => nRand.NextDouble()).ToArray();
|
---|
28 | var x = Enumerable.Range(0, n).Select(_ => nRand.NextDouble()).ToArray();
|
---|
29 | var y = Enumerable.Range(0, n).Select(_ => nRand.NextDouble()).ToArray();
|
---|
30 |
|
---|
31 | var z = a.Zip(b, (ai, bi) => ai * bi).ToArray();
|
---|
32 |
|
---|
33 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, b, z) > 0.05); // should be detected as relevant
|
---|
34 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, x, z) > 0.05); // a and b > 0 so these should be detected as well
|
---|
35 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, y, z) > 0.05);
|
---|
36 | Assert.IsTrue(Heuristics.CorrelationForInteraction(b, x, z) > 0.05);
|
---|
37 | Assert.IsTrue(Heuristics.CorrelationForInteraction(b, y, z) > 0.05);
|
---|
38 | Assert.IsTrue(Heuristics.CorrelationForInteraction(x, y, z) < 0.05);
|
---|
39 | }
|
---|
40 | {
|
---|
41 | // a, b ~ U(1000, 2000) also trivial
|
---|
42 | var nRand = new UniformDistributedRandom(new MersenneTwister(1234), 1000, 2000);
|
---|
43 |
|
---|
44 | int n = 10000; // large sample so that we can use the thresholds below
|
---|
45 | var a = Enumerable.Range(0, n).Select(_ => nRand.NextDouble()).ToArray();
|
---|
46 | var b = Enumerable.Range(0, n).Select(_ => nRand.NextDouble()).ToArray();
|
---|
47 | var x = Enumerable.Range(0, n).Select(_ => nRand.NextDouble()).ToArray();
|
---|
48 | var y = Enumerable.Range(0, n).Select(_ => nRand.NextDouble()).ToArray();
|
---|
49 |
|
---|
50 | var z = a.Zip(b, (ai, bi) => ai * bi).ToArray();
|
---|
51 |
|
---|
52 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, b, z) > 0.05); // should be detected as relevant
|
---|
53 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, x, z) > 0.05);
|
---|
54 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, y, z) > 0.05);
|
---|
55 | Assert.IsTrue(Heuristics.CorrelationForInteraction(b, x, z) > 0.05);
|
---|
56 | Assert.IsTrue(Heuristics.CorrelationForInteraction(b, y, z) > 0.05);
|
---|
57 | Assert.IsTrue(Heuristics.CorrelationForInteraction(x, y, z) < 0.05);
|
---|
58 | }
|
---|
59 | {
|
---|
60 | // a, b ~ U(-1, 1)
|
---|
61 | var nRand = new UniformDistributedRandom(new MersenneTwister(1234), -1, 1);
|
---|
62 |
|
---|
63 | int n = 10000; // large sample so that we can use the thresholds below
|
---|
64 | var a = Enumerable.Range(0, n).Select(_ => nRand.NextDouble()).ToArray();
|
---|
65 | var b = Enumerable.Range(0, n).Select(_ => nRand.NextDouble()).ToArray();
|
---|
66 | var x = Enumerable.Range(0, n).Select(_ => nRand.NextDouble()).ToArray();
|
---|
67 | var y = Enumerable.Range(0, n).Select(_ => nRand.NextDouble()).ToArray();
|
---|
68 |
|
---|
69 | var z = a.Zip(b, (ai, bi) => ai * bi).ToArray();
|
---|
70 |
|
---|
71 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, b, z) > 0.05); // should be detected as relevant
|
---|
72 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, x, z) < 0.05);
|
---|
73 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, y, z) < 0.05);
|
---|
74 | Assert.IsTrue(Heuristics.CorrelationForInteraction(b, x, z) < 0.05);
|
---|
75 | Assert.IsTrue(Heuristics.CorrelationForInteraction(b, y, z) < 0.05);
|
---|
76 | Assert.IsTrue(Heuristics.CorrelationForInteraction(x, y, z) < 0.05);
|
---|
77 | }
|
---|
78 | {
|
---|
79 | // a, b ~ N(0, 1)
|
---|
80 | var nRand = new NormalDistributedRandom(new MersenneTwister(1234), 0, 1);
|
---|
81 |
|
---|
82 | int n = 10000; // large sample so that we can use the thresholds below
|
---|
83 | var a = Enumerable.Range(0, n).Select(_ => nRand.NextDouble()).ToArray();
|
---|
84 | var b = Enumerable.Range(0, n).Select(_ => nRand.NextDouble()).ToArray();
|
---|
85 | var x = Enumerable.Range(0, n).Select(_ => nRand.NextDouble()).ToArray();
|
---|
86 | var y = Enumerable.Range(0, n).Select(_ => nRand.NextDouble()).ToArray();
|
---|
87 |
|
---|
88 | var z = a.Zip(b, (ai, bi) => ai * bi).ToArray();
|
---|
89 |
|
---|
90 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, b, z) > 0.05); // should be detected as relevant
|
---|
91 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, x, z) < 0.05);
|
---|
92 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, y, z) < 0.05);
|
---|
93 | Assert.IsTrue(Heuristics.CorrelationForInteraction(b, x, z) < 0.05);
|
---|
94 | Assert.IsTrue(Heuristics.CorrelationForInteraction(b, y, z) < 0.05);
|
---|
95 | Assert.IsTrue(Heuristics.CorrelationForInteraction(x, y, z) < 0.05);
|
---|
96 | }
|
---|
97 | {
|
---|
98 | var rand = new MersenneTwister(1234);
|
---|
99 | // a ~ N(100, 1), b ~ N(-100, 1)
|
---|
100 | var nRand = new NormalDistributedRandom(rand, 0, 1);
|
---|
101 | var aRand = new NormalDistributedRandom(rand, 100, 1);
|
---|
102 | var bRand = new NormalDistributedRandom(rand, -100, 1);
|
---|
103 |
|
---|
104 | int n = 10000; // large sample so that we can use the thresholds below
|
---|
105 | var a = Enumerable.Range(0, n).Select(_ => aRand.NextDouble()).ToArray();
|
---|
106 | var b = Enumerable.Range(0, n).Select(_ => bRand.NextDouble()).ToArray();
|
---|
107 | var x = Enumerable.Range(0, n).Select(_ => nRand.NextDouble()).ToArray();
|
---|
108 | var y = Enumerable.Range(0, n).Select(_ => nRand.NextDouble()).ToArray();
|
---|
109 |
|
---|
110 | var z = a.Zip(b, (ai, bi) => ai * bi).ToArray();
|
---|
111 |
|
---|
112 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, b, z) > 0.05); // should be detected as relevant
|
---|
113 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, x, z) > 0.05); // a > 0
|
---|
114 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, y, z) > 0.05);
|
---|
115 | Assert.IsTrue(Heuristics.CorrelationForInteraction(b, x, z) > 0.05); // b < 0
|
---|
116 | Assert.IsTrue(Heuristics.CorrelationForInteraction(b, y, z) > 0.05);
|
---|
117 | Assert.IsTrue(Heuristics.CorrelationForInteraction(x, y, z) < 0.05); // random variables are not correlated
|
---|
118 | }
|
---|
119 | }
|
---|
120 |
|
---|
121 | [TestMethod]
|
---|
122 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
123 | [TestProperty("Time", "short")]
|
---|
124 | public void TestGeneral2dInteractions() {
|
---|
125 | {
|
---|
126 | // we should be able to reliably detect when a product of two variables is correlated with the target variable
|
---|
127 |
|
---|
128 | // the test samples x from a two dimensional normal distribution
|
---|
129 | // the covariance matrix for the normal distribution is randomly sampled
|
---|
130 | // this means x_1 and x_2 might be highly correlated
|
---|
131 | // the mean of the normal distribution is randomly sampled (most critical are probably zero-mean distributions)
|
---|
132 | // y is calculated as x_1*x_2
|
---|
133 |
|
---|
134 | var conditionNumber = 10000;
|
---|
135 | for (int iter = 0; iter < 100; iter++) {
|
---|
136 | double m0 = 0.0; double m1 = 0.0;
|
---|
137 | alglib.hqrndstate randState;
|
---|
138 | alglib.hqrndseed(1234, 31415, out randState);
|
---|
139 |
|
---|
140 | // uncomment if non-zero mean distributions should be tested
|
---|
141 | //alglib.hqrndnormal2(randState, out m0, out m1);
|
---|
142 |
|
---|
143 | double[,] cov_ab = new double[2, 2];
|
---|
144 | double[,] cov_xy = new double[2, 2];
|
---|
145 | alglib.matgen.spdmatrixrndcond(2, conditionNumber, ref cov_ab);
|
---|
146 | alglib.spdmatrixcholesky(ref cov_ab, 2, true);
|
---|
147 |
|
---|
148 | alglib.matgen.spdmatrixrndcond(2, conditionNumber, ref cov_xy);
|
---|
149 | alglib.spdmatrixcholesky(ref cov_xy, 2, true);
|
---|
150 |
|
---|
151 | // generate a, b by sampling from a 2dim multivariate normal distribution
|
---|
152 | // generate x, y by sampling from another 2dim multivariate normal distribution
|
---|
153 | // a,b and x,y might be correlated but x,y are not correlated to a,b
|
---|
154 | int N = 1000; // large sample size to make sure the test thresholds hold
|
---|
155 | double[] a = new double[N];
|
---|
156 | double[] b = new double[N];
|
---|
157 | double[] x = new double[N];
|
---|
158 | double[] y = new double[N];
|
---|
159 | double[] z = new double[N];
|
---|
160 |
|
---|
161 | for (int i = 0; i < N; i++) {
|
---|
162 | double r1, r2, r3, r4;
|
---|
163 | alglib.hqrndnormal2(randState, out r1, out r2);
|
---|
164 | alglib.hqrndnormal2(randState, out r3, out r4);
|
---|
165 |
|
---|
166 | var r_ab = new double[] { r1, r2 };
|
---|
167 | var r_xy = new double[] { r3, r4 };
|
---|
168 | double[] s_ab = new double[2];
|
---|
169 | double[] s_xy = new double[2];
|
---|
170 | alglib.ablas.rmatrixmv(2, 2, cov_ab, 0, 0, 0, r_ab, 0, ref s_ab, 0);
|
---|
171 | alglib.ablas.rmatrixmv(2, 2, cov_xy, 0, 0, 0, r_xy, 0, ref s_xy, 0);
|
---|
172 |
|
---|
173 | a[i] = s_ab[0] + m0;
|
---|
174 | b[i] = s_ab[1] + m1;
|
---|
175 | x[i] = s_xy[0] + m0; // use same mean (just for the sake of it)
|
---|
176 | y[i] = s_xy[1] + m1;
|
---|
177 |
|
---|
178 | z[i] = a[i] * b[i];
|
---|
179 | }
|
---|
180 |
|
---|
181 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, b, z) > 0.05);
|
---|
182 | Assert.IsTrue(Heuristics.CorrelationForInteraction(x, y, z) < 0.05);
|
---|
183 |
|
---|
184 | /* we might see correlations when only using one of the two relevant factors.
|
---|
185 | * this depends on the distribution / location of a and b
|
---|
186 | // for zero-mean distributions the following should all be quasi-zero
|
---|
187 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, x, z) < 0.05);
|
---|
188 | Assert.IsTrue(Heuristics.CorrelationForInteraction(b, x, z) < 0.05);
|
---|
189 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, y, z) < 0.05);
|
---|
190 | Assert.IsTrue(Heuristics.CorrelationForInteraction(b, y, z) < 0.05);
|
---|
191 | */
|
---|
192 | Console.WriteLine("a,b: {0:N3}\tx,y: {1:N3}\ta,x: {2:N3}\tb,x: {3:N3}\ta,y: {4:N3}\tb,y: {5:N3}\tcov(a,b): {6:N3}",
|
---|
193 | Heuristics.CorrelationForInteraction(a, b, z),
|
---|
194 | Heuristics.CorrelationForInteraction(x, y, z),
|
---|
195 | Heuristics.CorrelationForInteraction(a, x, z),
|
---|
196 | Heuristics.CorrelationForInteraction(b, x, z),
|
---|
197 | Heuristics.CorrelationForInteraction(a, y, z),
|
---|
198 | Heuristics.CorrelationForInteraction(b, y, z),
|
---|
199 | alglib.cov2(a, b)
|
---|
200 | );
|
---|
201 | }
|
---|
202 | }
|
---|
203 | }
|
---|
204 | [TestMethod]
|
---|
205 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
206 | [TestProperty("Time", "short")]
|
---|
207 | public void TestGeneral3dInteractions() {
|
---|
208 | {
|
---|
209 | // same as TestGeneral2dInteractions but for terms with three variables
|
---|
210 |
|
---|
211 | var conditionNumber = 100;
|
---|
212 | for (int iter = 0; iter < 100; iter++) {
|
---|
213 | double m0 = 0.0; double m1 = 0.0; double m2 = 0.0;
|
---|
214 | alglib.hqrndstate randState;
|
---|
215 | alglib.hqrndseed(1234, 31415, out randState);
|
---|
216 |
|
---|
217 | // uncomment if non-zero mean distributions should be tested
|
---|
218 | //alglib.hqrndnormal2(randState, out m0, out m1);
|
---|
219 | //alglib.hqrndnormal2(randState, out m1, out m2);
|
---|
220 |
|
---|
221 | double[,] cov_abc = new double[3, 3];
|
---|
222 | double[,] cov_xyz = new double[3, 3];
|
---|
223 | alglib.matgen.spdmatrixrndcond(3, conditionNumber, ref cov_abc);
|
---|
224 | alglib.spdmatrixcholesky(ref cov_abc, 3, true);
|
---|
225 |
|
---|
226 | alglib.matgen.spdmatrixrndcond(3, conditionNumber, ref cov_xyz);
|
---|
227 | alglib.spdmatrixcholesky(ref cov_xyz, 3, true);
|
---|
228 |
|
---|
229 | int N = 1000; // large sample size to make sure the test thresholds hold
|
---|
230 | double[] a = new double[N];
|
---|
231 | double[] b = new double[N];
|
---|
232 | double[] c = new double[N];
|
---|
233 | double[] x = new double[N];
|
---|
234 | double[] y = new double[N];
|
---|
235 | double[] z = new double[N];
|
---|
236 | double[] t = new double[N];
|
---|
237 |
|
---|
238 | for (int i = 0; i < N; i++) {
|
---|
239 | double r1, r2, r3, r4, r5, r6;
|
---|
240 | alglib.hqrndnormal2(randState, out r1, out r2);
|
---|
241 | alglib.hqrndnormal2(randState, out r3, out r4);
|
---|
242 | alglib.hqrndnormal2(randState, out r5, out r6);
|
---|
243 |
|
---|
244 | var r_abc = new double[] { r1, r2, r3 };
|
---|
245 | var r_xyz = new double[] { r4, r5, r6 };
|
---|
246 | double[] s_abc = new double[3];
|
---|
247 | double[] s_xyz = new double[3];
|
---|
248 | alglib.ablas.rmatrixmv(3, 3, cov_abc, 0, 0, 0, r_abc, 0, ref s_abc, 0);
|
---|
249 | alglib.ablas.rmatrixmv(3, 3, cov_xyz, 0, 0, 0, r_xyz, 0, ref s_xyz, 0);
|
---|
250 |
|
---|
251 | a[i] = s_abc[0] + m0;
|
---|
252 | b[i] = s_abc[1] + m1;
|
---|
253 | c[i] = s_abc[2] + m2;
|
---|
254 | x[i] = s_xyz[0] + m0; // use same mean (just for the sake of it)
|
---|
255 | y[i] = s_xyz[1] + m1;
|
---|
256 | z[i] = s_xyz[2] + m2;
|
---|
257 |
|
---|
258 | t[i] = a[i] * b[i] * c[i];
|
---|
259 | }
|
---|
260 |
|
---|
261 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, b, c, t) > 0.05);
|
---|
262 | Assert.IsTrue(Heuristics.CorrelationForInteraction(x, y, z, t) < 0.05);
|
---|
263 |
|
---|
264 | /* we might see correlations when only using one of the two relevant factors.
|
---|
265 | * this depends on the distribution / location of a and b
|
---|
266 | // for zero-mean distributions the following should all be quasi-zero
|
---|
267 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, x, z) < 0.05);
|
---|
268 | Assert.IsTrue(Heuristics.CorrelationForInteraction(b, x, z) < 0.05);
|
---|
269 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, y, z) < 0.05);
|
---|
270 | Assert.IsTrue(Heuristics.CorrelationForInteraction(b, y, z) < 0.05);
|
---|
271 | */
|
---|
272 | Console.WriteLine("a,b,c: {0:N3}\tx,y,z: {1:N3}\ta,b,x: {2:N3}\tb,c,x: {3:N3}",
|
---|
273 | Heuristics.CorrelationForInteraction(a, b, c, t),
|
---|
274 | Heuristics.CorrelationForInteraction(x, y, z, t),
|
---|
275 | Heuristics.CorrelationForInteraction(a, b, x, t),
|
---|
276 | Heuristics.CorrelationForInteraction(b, c, x, t)
|
---|
277 | );
|
---|
278 | }
|
---|
279 | }
|
---|
280 | }
|
---|
281 |
|
---|
282 | [TestMethod]
|
---|
283 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
284 | [TestProperty("Time", "short")]
|
---|
285 | public void TestPoly10Interactions() {
|
---|
286 | {
|
---|
287 | alglib.hqrndstate randState;
|
---|
288 | alglib.hqrndseed(1234, 31415, out randState);
|
---|
289 |
|
---|
290 | int N = 25000; // large sample size to make sure the test thresholds hold
|
---|
291 | double[] a = new double[N];
|
---|
292 | double[] b = new double[N];
|
---|
293 | double[] c = new double[N];
|
---|
294 | double[] d = new double[N];
|
---|
295 | double[] e = new double[N];
|
---|
296 | double[] f = new double[N];
|
---|
297 | double[] g = new double[N];
|
---|
298 | double[] h = new double[N];
|
---|
299 | double[] i = new double[N];
|
---|
300 | double[] j = new double[N];
|
---|
301 | double[] y = new double[N];
|
---|
302 |
|
---|
303 | for(int k=0;k<N;k++) {
|
---|
304 | a[k] = alglib.hqrnduniformr(randState) * 2 - 1;
|
---|
305 | b[k] = alglib.hqrnduniformr(randState) * 2 - 1;
|
---|
306 | c[k] = alglib.hqrnduniformr(randState) * 2 - 1;
|
---|
307 | d[k] = alglib.hqrnduniformr(randState) * 2 - 1;
|
---|
308 | e[k] = alglib.hqrnduniformr(randState) * 2 - 1;
|
---|
309 | f[k] = alglib.hqrnduniformr(randState) * 2 - 1;
|
---|
310 | g[k] = alglib.hqrnduniformr(randState) * 2 - 1;
|
---|
311 | h[k] = alglib.hqrnduniformr(randState) * 2 - 1;
|
---|
312 | i[k] = alglib.hqrnduniformr(randState) * 2 - 1;
|
---|
313 | j[k] = alglib.hqrnduniformr(randState) * 2 - 1;
|
---|
314 | y[k] = a[k] * b[k] + c[k] * d[k] + e[k] * f[k] + a[k] * g[k] * i[k] + c[k] * f[k] * j[k];
|
---|
315 | }
|
---|
316 |
|
---|
317 | var x = new[] { a, b, c, d, e, f, g, h, i, j };
|
---|
318 | var all2Combinations = HeuristicLab.Common.EnumerableExtensions.Combinations(new[] {1,2,3,4,5,6,7,8,9,10}, 2);
|
---|
319 |
|
---|
320 | var resultList = new List<Tuple<string, double>>();
|
---|
321 | foreach(var entry in all2Combinations) {
|
---|
322 | var aIdx = entry.First();
|
---|
323 | var bIdx = entry.Skip(1).First();
|
---|
324 | resultList.Add(Tuple.Create(aIdx + " " + bIdx, Heuristics.CorrelationForInteraction(x[aIdx - 1], x[bIdx - 1], y)));
|
---|
325 | }
|
---|
326 |
|
---|
327 | foreach(var entry in resultList.OrderByDescending(t => t.Item2)) {
|
---|
328 | Console.WriteLine("{0} {1:N3}", entry.Item1, entry.Item2);
|
---|
329 | }
|
---|
330 |
|
---|
331 | var all3Combinations = HeuristicLab.Common.EnumerableExtensions.Combinations(new[] { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 }, 3);
|
---|
332 |
|
---|
333 | resultList = new List<Tuple<string, double>>();
|
---|
334 | foreach (var entry in all3Combinations) {
|
---|
335 | var aIdx = entry.First();
|
---|
336 | var bIdx = entry.Skip(1).First();
|
---|
337 | var cIdx = entry.Skip(2).First();
|
---|
338 | resultList.Add(Tuple.Create(aIdx + " " + bIdx + " " + cIdx, Heuristics.CorrelationForInteraction(x[aIdx - 1], x[bIdx - 1], x[cIdx - 1], y)));
|
---|
339 | }
|
---|
340 |
|
---|
341 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
|
---|
342 |
|
---|
343 | foreach (var entry in resultList.OrderByDescending(t => t.Item2)) {
|
---|
344 | Console.WriteLine("{0} {1:N3}", entry.Item1, entry.Item2);
|
---|
345 | }
|
---|
346 |
|
---|
347 |
|
---|
348 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, b, y) > 0.01);
|
---|
349 | Assert.IsTrue(Heuristics.CorrelationForInteraction(b, a, y) > 0.01);
|
---|
350 | Assert.IsTrue(Heuristics.CorrelationForInteraction(c, d, y) > 0.01);
|
---|
351 | Assert.IsTrue(Heuristics.CorrelationForInteraction(d, c, y) > 0.01);
|
---|
352 | Assert.IsTrue(Heuristics.CorrelationForInteraction(e, f, y) > 0.01);
|
---|
353 | Assert.IsTrue(Heuristics.CorrelationForInteraction(f, e, y) > 0.01);
|
---|
354 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, g, i, y) > 0.01);
|
---|
355 | Assert.IsTrue(Heuristics.CorrelationForInteraction(a, i, g, y) > 0.01);
|
---|
356 | Assert.IsTrue(Heuristics.CorrelationForInteraction(g, a, i, y) > 0.01);
|
---|
357 | Assert.IsTrue(Heuristics.CorrelationForInteraction(g, i, a, y) > 0.01);
|
---|
358 | Assert.IsTrue(Heuristics.CorrelationForInteraction(i, g, a, y) > 0.01);
|
---|
359 | Assert.IsTrue(Heuristics.CorrelationForInteraction(i, a, g, y) > 0.01);
|
---|
360 |
|
---|
361 | Assert.IsTrue(Heuristics.CorrelationForInteraction(c, f, j, y) > 0.01);
|
---|
362 | Assert.IsTrue(Heuristics.CorrelationForInteraction(c, j, f, y) > 0.01);
|
---|
363 | Assert.IsTrue(Heuristics.CorrelationForInteraction(f, c, j, y) > 0.01);
|
---|
364 | Assert.IsTrue(Heuristics.CorrelationForInteraction(f, j, c, y) > 0.01);
|
---|
365 | Assert.IsTrue(Heuristics.CorrelationForInteraction(j, c, f, y) > 0.01);
|
---|
366 | Assert.IsTrue(Heuristics.CorrelationForInteraction(j, f, c, y) > 0.01);
|
---|
367 | }
|
---|
368 | }
|
---|
369 | #endregion
|
---|
370 |
|
---|
371 |
|
---|
372 | #region expression hashing
|
---|
373 | [TestMethod]
|
---|
374 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
375 | [TestProperty("Time", "short")]
|
---|
376 | public void ExprHashTest() {
|
---|
377 | int nParams;
|
---|
378 | byte[] code;
|
---|
379 |
|
---|
380 | {
|
---|
381 | // addition of variables
|
---|
382 | var codeGen = new CodeGenerator();
|
---|
383 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 1);
|
---|
384 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 2);
|
---|
385 | codeGen.Emit1(OpCodes.Add);
|
---|
386 | codeGen.Emit1(OpCodes.Exit);
|
---|
387 | codeGen.GetCode(out code, out nParams);
|
---|
388 | var h1 = ExprHash.GetHash(code, nParams);
|
---|
389 |
|
---|
390 | codeGen = new CodeGenerator();
|
---|
391 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 2);
|
---|
392 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 1);
|
---|
393 | codeGen.Emit1(OpCodes.Add);
|
---|
394 | codeGen.Emit1(OpCodes.Exit);
|
---|
395 | codeGen.GetCode(out code, out nParams);
|
---|
396 | var h2 = ExprHash.GetHash(code, nParams);
|
---|
397 |
|
---|
398 | Assert.AreEqual(h1, h2);
|
---|
399 | }
|
---|
400 |
|
---|
401 | {
|
---|
402 | // multiplication of variables
|
---|
403 | var codeGen = new CodeGenerator();
|
---|
404 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 1);
|
---|
405 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 2);
|
---|
406 | codeGen.Emit1(OpCodes.Mul);
|
---|
407 | codeGen.Emit1(OpCodes.Exit);
|
---|
408 | codeGen.GetCode(out code, out nParams);
|
---|
409 | var h1 = ExprHash.GetHash(code, nParams);
|
---|
410 |
|
---|
411 | codeGen = new CodeGenerator();
|
---|
412 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 2);
|
---|
413 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 1);
|
---|
414 | codeGen.Emit1(OpCodes.Mul);
|
---|
415 | codeGen.Emit1(OpCodes.Exit);
|
---|
416 | codeGen.GetCode(out code, out nParams);
|
---|
417 | var h2 = ExprHash.GetHash(code, nParams);
|
---|
418 |
|
---|
419 | Assert.AreEqual(h1, h2);
|
---|
420 | }
|
---|
421 |
|
---|
422 | {
|
---|
423 | // distributivity
|
---|
424 | var codeGen = new CodeGenerator();
|
---|
425 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 1);
|
---|
426 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 2);
|
---|
427 | codeGen.Emit1(OpCodes.Add);
|
---|
428 | codeGen.Emit2(OpCodes.LoadVar, 3);
|
---|
429 | codeGen.Emit1(OpCodes.Mul);
|
---|
430 | codeGen.Emit1(OpCodes.Exit);
|
---|
431 | codeGen.GetCode(out code, out nParams);
|
---|
432 | var h1 = ExprHash.GetHash(code, nParams);
|
---|
433 |
|
---|
434 | codeGen = new CodeGenerator();
|
---|
435 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 2);
|
---|
436 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 3);
|
---|
437 | codeGen.Emit1(OpCodes.Mul);
|
---|
438 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 1);
|
---|
439 | codeGen.Emit2(OpCodes.LoadVar, 3);
|
---|
440 | codeGen.Emit1(OpCodes.Mul);
|
---|
441 | codeGen.Emit1(OpCodes.Add);
|
---|
442 | codeGen.Emit1(OpCodes.Exit);
|
---|
443 | codeGen.GetCode(out code, out nParams);
|
---|
444 | var h2 = ExprHash.GetHash(code, nParams);
|
---|
445 |
|
---|
446 | Assert.AreEqual(h1, h2);
|
---|
447 | }
|
---|
448 |
|
---|
449 |
|
---|
450 | {
|
---|
451 | // div
|
---|
452 | var codeGen = new CodeGenerator();
|
---|
453 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 1);
|
---|
454 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 2);
|
---|
455 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.Mul);
|
---|
456 | codeGen.Emit1(OpCodes.Inv);
|
---|
457 | codeGen.Emit1(OpCodes.Exit);
|
---|
458 | codeGen.GetCode(out code, out nParams);
|
---|
459 | var h1 = ExprHash.GetHash(code, nParams);
|
---|
460 |
|
---|
461 | codeGen = new CodeGenerator();
|
---|
462 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 1);
|
---|
463 | codeGen.Emit1(OpCodes.Inv);
|
---|
464 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 2);
|
---|
465 | codeGen.Emit1(OpCodes.Inv);
|
---|
466 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.Mul);
|
---|
467 | codeGen.Emit1(OpCodes.Exit);
|
---|
468 | codeGen.GetCode(out code, out nParams);
|
---|
469 | var h2 = ExprHash.GetHash(code, nParams);
|
---|
470 |
|
---|
471 | Assert.AreEqual(h1, h2);
|
---|
472 | }
|
---|
473 | {
|
---|
474 | // exp
|
---|
475 | var codeGen = new CodeGenerator();
|
---|
476 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 1);
|
---|
477 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 2);
|
---|
478 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.Add);
|
---|
479 | codeGen.Emit1(OpCodes.Exp);
|
---|
480 | codeGen.Emit1(OpCodes.Exit);
|
---|
481 | codeGen.GetCode(out code, out nParams);
|
---|
482 | var h1 = ExprHash.GetHash(code, nParams);
|
---|
483 |
|
---|
484 | codeGen = new CodeGenerator();
|
---|
485 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 1);
|
---|
486 | codeGen.Emit1(OpCodes.Exp);
|
---|
487 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 2);
|
---|
488 | codeGen.Emit1(OpCodes.Exp);
|
---|
489 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.Mul);
|
---|
490 | codeGen.GetCode(out code, out nParams);
|
---|
491 | codeGen.Emit1(OpCodes.Exit);
|
---|
492 | var h2 = ExprHash.GetHash(code, nParams);
|
---|
493 |
|
---|
494 | Assert.AreEqual(h1, h2);
|
---|
495 | }
|
---|
496 | {
|
---|
497 | // log
|
---|
498 | var codeGen = new CodeGenerator();
|
---|
499 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 1);
|
---|
500 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 2);
|
---|
501 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.Mul);
|
---|
502 | codeGen.Emit1(OpCodes.Log);
|
---|
503 | codeGen.Emit1(OpCodes.Exit);
|
---|
504 | codeGen.GetCode(out code, out nParams);
|
---|
505 | var h1 = ExprHash.GetHash(code, nParams);
|
---|
506 |
|
---|
507 | codeGen = new CodeGenerator();
|
---|
508 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 1);
|
---|
509 | codeGen.Emit1(OpCodes.Log);
|
---|
510 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 2);
|
---|
511 | codeGen.Emit1(OpCodes.Log);
|
---|
512 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.Add);
|
---|
513 | codeGen.Emit1(OpCodes.Exit);
|
---|
514 | codeGen.GetCode(out code, out nParams);
|
---|
515 | var h2 = ExprHash.GetHash(code, nParams);
|
---|
516 |
|
---|
517 | Assert.AreEqual(h1, h2);
|
---|
518 | }
|
---|
519 |
|
---|
520 | {
|
---|
521 | // x1 + x1 is equivalent to x1
|
---|
522 | var codeGen = new CodeGenerator();
|
---|
523 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 1);
|
---|
524 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 1);
|
---|
525 | codeGen.Emit1(OpCodes.Add);
|
---|
526 | codeGen.Emit1(OpCodes.Exit);
|
---|
527 | codeGen.GetCode(out code, out nParams);
|
---|
528 | var h1 = ExprHash.GetHash(code, nParams);
|
---|
529 |
|
---|
530 | codeGen = new CodeGenerator();
|
---|
531 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 1);
|
---|
532 | codeGen.Emit1(OpCodes.Exit);
|
---|
533 | codeGen.GetCode(out code, out nParams);
|
---|
534 | var h2 = ExprHash.GetHash(code, nParams);
|
---|
535 |
|
---|
536 | Assert.AreEqual(h1, h2);
|
---|
537 | }
|
---|
538 | {
|
---|
539 | // c1*x1 + c2*x1 is equivalent to c3*x1
|
---|
540 | var codeGen = new CodeGenerator();
|
---|
541 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.LoadParamN);
|
---|
542 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 1);
|
---|
543 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.Mul);
|
---|
544 |
|
---|
545 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.LoadParamN);
|
---|
546 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 1);
|
---|
547 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.Mul);
|
---|
548 |
|
---|
549 | codeGen.Emit1(OpCodes.Add);
|
---|
550 | codeGen.Emit1(OpCodes.Exit);
|
---|
551 | codeGen.GetCode(out code, out nParams);
|
---|
552 | var h1 = ExprHash.GetHash(code, nParams);
|
---|
553 |
|
---|
554 | codeGen = new CodeGenerator();
|
---|
555 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.LoadParamN);
|
---|
556 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 1);
|
---|
557 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.Mul);
|
---|
558 | codeGen.Emit1(OpCodes.Exit);
|
---|
559 | codeGen.GetCode(out code, out nParams);
|
---|
560 | var h2 = ExprHash.GetHash(code, nParams);
|
---|
561 |
|
---|
562 | Assert.AreEqual(h1, h2);
|
---|
563 | }
|
---|
564 |
|
---|
565 | {
|
---|
566 | var codeGen = new CodeGenerator();
|
---|
567 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.LoadConst0);
|
---|
568 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.LoadConst1);
|
---|
569 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.LoadParamN);
|
---|
570 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 1);
|
---|
571 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.Mul);
|
---|
572 |
|
---|
573 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.LoadParamN);
|
---|
574 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 1);
|
---|
575 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.Mul);
|
---|
576 |
|
---|
577 | codeGen.Emit1(OpCodes.Add);
|
---|
578 |
|
---|
579 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.Mul);
|
---|
580 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.Add);
|
---|
581 |
|
---|
582 | codeGen.Emit1(OpCodes.Exit);
|
---|
583 | codeGen.GetCode(out code, out nParams);
|
---|
584 | var h1 = ExprHash.GetHash(code, nParams);
|
---|
585 |
|
---|
586 | codeGen = new CodeGenerator();
|
---|
587 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.LoadConst0);
|
---|
588 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.LoadConst1);
|
---|
589 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.LoadParamN);
|
---|
590 | codeGen.Emit2(MctsSymbolicRegression.OpCodes.LoadVar, 1);
|
---|
591 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.Mul);
|
---|
592 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.Mul);
|
---|
593 | codeGen.Emit1(MctsSymbolicRegression.OpCodes.Add);
|
---|
594 | codeGen.Emit1(OpCodes.Exit);
|
---|
595 | codeGen.GetCode(out code, out nParams);
|
---|
596 | var h2 = ExprHash.GetHash(code, nParams);
|
---|
597 |
|
---|
598 | Assert.AreEqual(h1, h2);
|
---|
599 | }
|
---|
600 | }
|
---|
601 | #endregion
|
---|
602 |
|
---|
603 | #region number of solutions
|
---|
604 | // the algorithm should visits each solution only once
|
---|
605 | [TestMethod]
|
---|
606 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
607 | [TestProperty("Time", "short")]
|
---|
608 | public void MctsSymbRegNumberOfSolutionsOneVariable() {
|
---|
609 | // this problem has only one variable
|
---|
610 | var provider = new NguyenInstanceProvider();
|
---|
611 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F1 ")));
|
---|
612 | {
|
---|
613 | // possible solutions with max one variable reference:
|
---|
614 | // x
|
---|
615 | // log(x)
|
---|
616 | // exp(x)
|
---|
617 | // 1/x
|
---|
618 | TestMctsNumberOfSolutions(regProblem, 1, 4);
|
---|
619 | }
|
---|
620 | {
|
---|
621 | // possible solutions with max 4 variable references:
|
---|
622 | // without exp, log and inv
|
---|
623 | // x
|
---|
624 | // x*x
|
---|
625 | // x*x*x
|
---|
626 | // x+x*x
|
---|
627 | // x+x*x*x
|
---|
628 | // x*x*x*x
|
---|
629 |
|
---|
630 | TestMctsNumberOfSolutions(regProblem, 4, 6, allowLog: false, allowInv: false, allowExp: false);
|
---|
631 | }
|
---|
632 | {
|
---|
633 | // possible solutions with max 5 variable references:
|
---|
634 | // without exp, log and inv
|
---|
635 | // x
|
---|
636 | // xx
|
---|
637 | // xxx
|
---|
638 | // x+xx
|
---|
639 | // xxxx
|
---|
640 | // x+xxx
|
---|
641 | // xxxxx
|
---|
642 | // x+xxxx
|
---|
643 | // xx+xxx
|
---|
644 | TestMctsNumberOfSolutions(regProblem, 5, 9, allowLog: false, allowInv: false, allowExp: false);
|
---|
645 | }
|
---|
646 | {
|
---|
647 | // possible solutions with max two variable references:
|
---|
648 | // x
|
---|
649 | // log(x+c)
|
---|
650 | // exp(x)
|
---|
651 | // 1/(x+c)
|
---|
652 | // -- 4
|
---|
653 | // x * x
|
---|
654 | // x * log(x+c)
|
---|
655 | // x * exp(x)
|
---|
656 | // x * 1/(x + c)
|
---|
657 | // x + log(x+c)
|
---|
658 | // x + exp(x)
|
---|
659 | // x + 1/(x+c)
|
---|
660 | // -- 7
|
---|
661 | // log(x + c) * log(x + c)
|
---|
662 | // log(x + c) * exp(x)
|
---|
663 | // log(x + c) * 1/(x + c)
|
---|
664 | // log(x + c) + log(x + c) // TODO
|
---|
665 | // log(x + c) + exp(x)
|
---|
666 | // log(x + c) + 1/(x+c)
|
---|
667 | // -- 6
|
---|
668 | // exp(x) * 1/(x+c)
|
---|
669 | // exp(cx) + exp(cx) // TODO
|
---|
670 | // exp(cx) + 1/(x+c)
|
---|
671 | // -- 3
|
---|
672 | // 1/(x+c) * 1/(x+c) // TODO
|
---|
673 | // 1/(x+c) + 1/(x+c) // TODO
|
---|
674 | // -- 2
|
---|
675 | // log(x*x)
|
---|
676 | // exp(x*x)
|
---|
677 | // inv(x*x+c)
|
---|
678 | // -- 3
|
---|
679 |
|
---|
680 |
|
---|
681 | TestMctsNumberOfSolutions(regProblem, 2, 27);
|
---|
682 | }
|
---|
683 | {
|
---|
684 | // possible solutions with max three variable references:
|
---|
685 | // without log and inv
|
---|
686 | // x
|
---|
687 | // exp(x)
|
---|
688 | // -- 2
|
---|
689 | // x * x
|
---|
690 | // x + x ?
|
---|
691 | // x * exp(x)
|
---|
692 | // x + exp(x)
|
---|
693 | // exp(x) * exp(x)
|
---|
694 | // exp(x) + exp(x) ?
|
---|
695 | // exp(x*x)
|
---|
696 | // -- 7
|
---|
697 | // x * x * x
|
---|
698 | // x + x * x
|
---|
699 | // x + x + x ?
|
---|
700 | // x * x * exp(x)
|
---|
701 | // x + x * exp(x)
|
---|
702 | // x + x + exp(x) ?
|
---|
703 | // exp(x) + x*x
|
---|
704 | // exp(x) + x*exp(x)
|
---|
705 | // x + exp(x) * exp(x)
|
---|
706 | // x + exp(x) + exp(x) ?
|
---|
707 | // x * exp(x) * exp(x)
|
---|
708 | // x * exp(x*x)
|
---|
709 | // x + exp(x*x)
|
---|
710 | // -- 13
|
---|
711 |
|
---|
712 | // exp(x) * exp(x) * exp(x)
|
---|
713 | // exp(x) + exp(x) * exp(x)
|
---|
714 | // exp(x) + exp(x) + exp(x) ?
|
---|
715 | // -- 3
|
---|
716 |
|
---|
717 | // exp(x) * exp(x*x)
|
---|
718 | // exp(x) + exp(x*x)
|
---|
719 | // -- 2
|
---|
720 | // exp(x*x*x)
|
---|
721 | // -- 1
|
---|
722 | TestMctsNumberOfSolutions(regProblem, 3, 2 + 7 + 13 + 3 + 2 + 1, allowLog: false, allowInv: false);
|
---|
723 | }
|
---|
724 | }
|
---|
725 |
|
---|
726 | [TestMethod]
|
---|
727 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
728 | [TestProperty("Time", "short")]
|
---|
729 | public void MctsSymbRegNumberOfSolutionsTwoVariables() {
|
---|
730 | // this problem has only two input variables
|
---|
731 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
732 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F9 ")));
|
---|
733 | {
|
---|
734 | // possible solutions with max one variable reference:
|
---|
735 | // x
|
---|
736 | // log(x)
|
---|
737 | // exp(x)
|
---|
738 | // 1/x
|
---|
739 | // y
|
---|
740 | // log(y)
|
---|
741 | // exp(y)
|
---|
742 | // 1/y
|
---|
743 | TestMctsNumberOfSolutions(regProblem, 1, 8);
|
---|
744 | }
|
---|
745 | {
|
---|
746 | // possible solutions with max one variable reference:
|
---|
747 | // without log and inv
|
---|
748 |
|
---|
749 | // x
|
---|
750 | // exp(x)
|
---|
751 | // y
|
---|
752 | // exp(y)
|
---|
753 | TestMctsNumberOfSolutions(regProblem, 1, 4, allowLog: false, allowInv: false);
|
---|
754 | }
|
---|
755 | {
|
---|
756 | // possible solutions with max two variable references:
|
---|
757 | // without log and inv
|
---|
758 |
|
---|
759 | // x
|
---|
760 | // y
|
---|
761 | // exp(x)
|
---|
762 | // exp(y)
|
---|
763 | // -- 4
|
---|
764 | // x (*|+) x
|
---|
765 | // x (*|+) exp(x)
|
---|
766 | // x (*|+) y
|
---|
767 | // x (*|+) exp(y)
|
---|
768 | // -- 8
|
---|
769 | // exp(x) (*|+) exp(x)
|
---|
770 | // exp(x) (*|+) exp(y)
|
---|
771 | // -- 4
|
---|
772 | // y (*|+) y
|
---|
773 | // y (*|+) exp(x)
|
---|
774 | // y (*|+) exp(y)
|
---|
775 | // -- 6
|
---|
776 | // exp(y) (*|+) exp(y)
|
---|
777 | // -- 2
|
---|
778 | //
|
---|
779 | // exp(x*x)
|
---|
780 | // exp(x*y)
|
---|
781 | // exp(y*y)
|
---|
782 | // -- 3
|
---|
783 |
|
---|
784 | TestMctsNumberOfSolutions(regProblem, 2, 4 + 8 + 4 + 6 + 2 + 3, allowLog: false, allowInv: false);
|
---|
785 | }
|
---|
786 |
|
---|
787 | {
|
---|
788 | // possible solutions with max two variable references:
|
---|
789 | // without exp and sum
|
---|
790 | // x
|
---|
791 | // y
|
---|
792 | // log(x)
|
---|
793 | // log(y)
|
---|
794 | // inv(x)
|
---|
795 | // inv(y)
|
---|
796 | // -- 6
|
---|
797 | // x * x
|
---|
798 | // x * y
|
---|
799 | // x * log(x)
|
---|
800 | // x * log(y)
|
---|
801 | // x * inv(x)
|
---|
802 | // x * inv(y)
|
---|
803 | // -- 6
|
---|
804 | // log(x) * log(x)
|
---|
805 | // log(x) * log(y)
|
---|
806 | // log(x) * inv(x)
|
---|
807 | // log(x) * inv(y)
|
---|
808 | // -- 4
|
---|
809 | // inv(x) * inv(x)
|
---|
810 | // inv(x) * inv(y)
|
---|
811 | // -- 2
|
---|
812 | // y * y
|
---|
813 | // y * log(x)
|
---|
814 | // y * log(y)
|
---|
815 | // y * inv(x)
|
---|
816 | // y * inv(y)
|
---|
817 | // -- 5
|
---|
818 | // log(y) * log(y)
|
---|
819 | // log(y) * inv(x)
|
---|
820 | // log(y) * inv(y)
|
---|
821 | // -- 3
|
---|
822 | // inv(y) * inv(y)
|
---|
823 | // -- 1
|
---|
824 | // log(x*x)
|
---|
825 | // log(x*y)
|
---|
826 | // log(y*y)
|
---|
827 |
|
---|
828 | // inv(x*x)
|
---|
829 | // inv(x*y)
|
---|
830 | // inv(y*y)
|
---|
831 | // -- 6
|
---|
832 | // log(x+x)
|
---|
833 | // log(x+y)
|
---|
834 | // log(y+y)
|
---|
835 |
|
---|
836 | // inv(x+x)
|
---|
837 | // inv(x+y)
|
---|
838 | // inv(y+y)
|
---|
839 | // -- 6
|
---|
840 | TestMctsNumberOfSolutions(regProblem, 2, 6 + 6 + 4 + 2 + 5 + 3 + 1 + 6 + 6, allowExp: false, allowSum: false);
|
---|
841 | }
|
---|
842 | }
|
---|
843 | #endregion
|
---|
844 |
|
---|
845 |
|
---|
846 | #region test structure search (no constants)
|
---|
847 | [TestMethod]
|
---|
848 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
849 | [TestProperty("Time", "short")]
|
---|
850 | public void MctsSymbReg_NoConstants_Nguyen1() {
|
---|
851 | // x³ + x² + x
|
---|
852 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(seed: 1234);
|
---|
853 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F1 ")));
|
---|
854 | TestMctsWithoutConstants(regProblem, nVarRefs: 10, allowExp: false, allowLog: false, allowInv: false);
|
---|
855 | }
|
---|
856 | [TestMethod]
|
---|
857 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
858 | [TestProperty("Time", "short")]
|
---|
859 | public void MctsSymbReg_NoConstants_Nguyen2() {
|
---|
860 | // x^4 + x³ + x² + x
|
---|
861 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(seed: 1234);
|
---|
862 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F2 ")));
|
---|
863 | TestMctsWithoutConstants(regProblem, allowExp: false, allowLog: false, allowInv: false);
|
---|
864 | }
|
---|
865 | [TestMethod]
|
---|
866 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
867 | [TestProperty("Time", "short")]
|
---|
868 | public void MctsSymbReg_NoConstants_Nguyen3() {
|
---|
869 | // x^5 + x^4 + x³ + x² + x
|
---|
870 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(seed: 1234);
|
---|
871 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F3 ")));
|
---|
872 | TestMctsWithoutConstants(regProblem, nVarRefs: 15, iterations: 1000000, allowExp: false, allowLog: false, allowInv: false);
|
---|
873 | }
|
---|
874 | [TestMethod]
|
---|
875 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
876 | [TestProperty("Time", "short")]
|
---|
877 | public void MctsSymbReg_NoConstants_Nguyen4() {
|
---|
878 | // x^6 + x^5 + x^4 + x³ + x² + x
|
---|
879 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(seed: 1234);
|
---|
880 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F4 ")));
|
---|
881 | TestMctsWithoutConstants(regProblem, nVarRefs: 25, iterations: 1000000, allowExp: false, allowLog: false, allowInv: false);
|
---|
882 | }
|
---|
883 |
|
---|
884 | [TestMethod]
|
---|
885 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
886 | [TestProperty("Time", "short")]
|
---|
887 | public void MctsSymbReg_NoConstants_Nguyen7() {
|
---|
888 | // log(x + 1) + log(x² + 1)
|
---|
889 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(seed: 1234);
|
---|
890 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F7 ")));
|
---|
891 | TestMctsWithoutConstants(regProblem, nVarRefs: 10, iterations: 100000, allowExp: false, allowLog: true, allowInv: false);
|
---|
892 | }
|
---|
893 |
|
---|
894 | [TestMethod]
|
---|
895 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
896 | [TestProperty("Time", "short")]
|
---|
897 | public void MctsSymbReg_NoConstants_Poly10_Part1() {
|
---|
898 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(seed: 1234);
|
---|
899 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
|
---|
900 |
|
---|
901 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
|
---|
902 | // Y' = X1*X2 + X3*X4 + X5*X6
|
---|
903 | // simplify problem by changing target
|
---|
904 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
|
---|
905 | var ys = ds.GetDoubleValues("Y").ToArray();
|
---|
906 | var x1 = ds.GetDoubleValues("X1").ToArray();
|
---|
907 | var x2 = ds.GetDoubleValues("X2").ToArray();
|
---|
908 | var x3 = ds.GetDoubleValues("X3").ToArray();
|
---|
909 | var x4 = ds.GetDoubleValues("X4").ToArray();
|
---|
910 | var x5 = ds.GetDoubleValues("X5").ToArray();
|
---|
911 | var x6 = ds.GetDoubleValues("X6").ToArray();
|
---|
912 | var x7 = ds.GetDoubleValues("X7").ToArray();
|
---|
913 | var x8 = ds.GetDoubleValues("X8").ToArray();
|
---|
914 | var x9 = ds.GetDoubleValues("X9").ToArray();
|
---|
915 | var x10 = ds.GetDoubleValues("X10").ToArray();
|
---|
916 | for (int i = 0; i < ys.Length; i++) {
|
---|
917 | ys[i] -= x1[i] * x7[i] * x9[i];
|
---|
918 | ys[i] -= x3[i] * x6[i] * x10[i];
|
---|
919 | }
|
---|
920 | ds.ReplaceVariable("Y", ys.ToList());
|
---|
921 |
|
---|
922 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
|
---|
923 |
|
---|
924 |
|
---|
925 | TestMctsWithoutConstants(modifiedProblemData, nVarRefs: 15, iterations: 100000, allowExp: false, allowLog: false, allowInv: false);
|
---|
926 | }
|
---|
927 |
|
---|
928 | [TestMethod]
|
---|
929 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
930 | [TestProperty("Time", "short")]
|
---|
931 | public void MctsSymbReg_NoConstants_Poly10_Part2() {
|
---|
932 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(seed: 1234);
|
---|
933 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
|
---|
934 |
|
---|
935 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
|
---|
936 | // Y' = X1*X7*X9 + X3*X6*X10
|
---|
937 | // simplify problem by changing target
|
---|
938 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
|
---|
939 | var ys = ds.GetDoubleValues("Y").ToArray();
|
---|
940 | var x1 = ds.GetDoubleValues("X1").ToArray();
|
---|
941 | var x2 = ds.GetDoubleValues("X2").ToArray();
|
---|
942 | var x3 = ds.GetDoubleValues("X3").ToArray();
|
---|
943 | var x4 = ds.GetDoubleValues("X4").ToArray();
|
---|
944 | var x5 = ds.GetDoubleValues("X5").ToArray();
|
---|
945 | var x6 = ds.GetDoubleValues("X6").ToArray();
|
---|
946 | var x7 = ds.GetDoubleValues("X7").ToArray();
|
---|
947 | var x8 = ds.GetDoubleValues("X8").ToArray();
|
---|
948 | var x9 = ds.GetDoubleValues("X9").ToArray();
|
---|
949 | var x10 = ds.GetDoubleValues("X10").ToArray();
|
---|
950 | for (int i = 0; i < ys.Length; i++) {
|
---|
951 | ys[i] -= x1[i] * x2[i];
|
---|
952 | ys[i] -= x3[i] * x4[i];
|
---|
953 | ys[i] -= x5[i] * x6[i];
|
---|
954 | }
|
---|
955 | ds.ReplaceVariable("Y", ys.ToList());
|
---|
956 |
|
---|
957 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
|
---|
958 |
|
---|
959 |
|
---|
960 | TestMctsWithoutConstants(modifiedProblemData, nVarRefs: 15, iterations: 100000, allowExp: false, allowLog: false, allowInv: false);
|
---|
961 | }
|
---|
962 |
|
---|
963 | [TestMethod]
|
---|
964 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
965 | [TestProperty("Time", "short")]
|
---|
966 | public void MctsSymbReg_NoConstants_Poly10_Part3() {
|
---|
967 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(seed: 1234);
|
---|
968 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
|
---|
969 |
|
---|
970 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
|
---|
971 | // Y' = X1*X2 + X1*X7*X9
|
---|
972 | // simplify problem by changing target
|
---|
973 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
|
---|
974 | var ys = ds.GetDoubleValues("Y").ToArray();
|
---|
975 | var x1 = ds.GetDoubleValues("X1").ToArray();
|
---|
976 | var x2 = ds.GetDoubleValues("X2").ToArray();
|
---|
977 | var x3 = ds.GetDoubleValues("X3").ToArray();
|
---|
978 | var x4 = ds.GetDoubleValues("X4").ToArray();
|
---|
979 | var x5 = ds.GetDoubleValues("X5").ToArray();
|
---|
980 | var x6 = ds.GetDoubleValues("X6").ToArray();
|
---|
981 | var x7 = ds.GetDoubleValues("X7").ToArray();
|
---|
982 | var x8 = ds.GetDoubleValues("X8").ToArray();
|
---|
983 | var x9 = ds.GetDoubleValues("X9").ToArray();
|
---|
984 | var x10 = ds.GetDoubleValues("X10").ToArray();
|
---|
985 | for (int i = 0; i < ys.Length; i++) {
|
---|
986 | ys[i] -= x3[i] * x4[i];
|
---|
987 | ys[i] -= x5[i] * x6[i];
|
---|
988 | ys[i] -= x3[i] * x6[i] * x10[i];
|
---|
989 | }
|
---|
990 | ds.ReplaceVariable("Y", ys.ToList());
|
---|
991 |
|
---|
992 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
|
---|
993 |
|
---|
994 |
|
---|
995 | TestMctsWithoutConstants(modifiedProblemData, nVarRefs: 15, iterations: 100000, allowExp: false, allowLog: false, allowInv: false);
|
---|
996 | }
|
---|
997 |
|
---|
998 | [TestMethod]
|
---|
999 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1000 | [TestProperty("Time", "short")]
|
---|
1001 | public void MctsSymbReg_NoConstants_Poly10_Part4() {
|
---|
1002 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(seed: 1234);
|
---|
1003 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
|
---|
1004 |
|
---|
1005 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
|
---|
1006 | // Y' = X3*X4 + X5*X6 + X3*X6*X10
|
---|
1007 | // simplify problem by changing target
|
---|
1008 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
|
---|
1009 | var ys = ds.GetDoubleValues("Y").ToArray();
|
---|
1010 | var x1 = ds.GetDoubleValues("X1").ToArray();
|
---|
1011 | var x2 = ds.GetDoubleValues("X2").ToArray();
|
---|
1012 | var x3 = ds.GetDoubleValues("X3").ToArray();
|
---|
1013 | var x4 = ds.GetDoubleValues("X4").ToArray();
|
---|
1014 | var x5 = ds.GetDoubleValues("X5").ToArray();
|
---|
1015 | var x6 = ds.GetDoubleValues("X6").ToArray();
|
---|
1016 | var x7 = ds.GetDoubleValues("X7").ToArray();
|
---|
1017 | var x8 = ds.GetDoubleValues("X8").ToArray();
|
---|
1018 | var x9 = ds.GetDoubleValues("X9").ToArray();
|
---|
1019 | var x10 = ds.GetDoubleValues("X10").ToArray();
|
---|
1020 | for (int i = 0; i < ys.Length; i++) {
|
---|
1021 | ys[i] -= x1[i] * x2[i];
|
---|
1022 | ys[i] -= x1[i] * x7[i] * x9[i];
|
---|
1023 | }
|
---|
1024 | ds.ReplaceVariable("Y", ys.ToList());
|
---|
1025 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
|
---|
1026 |
|
---|
1027 |
|
---|
1028 | TestMctsWithoutConstants(modifiedProblemData, nVarRefs: 15, iterations: 100000, allowExp: false, allowLog: false, allowInv: false);
|
---|
1029 | }
|
---|
1030 |
|
---|
1031 | [TestMethod]
|
---|
1032 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1033 | [TestProperty("Time", "short")]
|
---|
1034 | public void MctsSymbReg_NoConstants_Poly10_Part5() {
|
---|
1035 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(seed: 1234);
|
---|
1036 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
|
---|
1037 |
|
---|
1038 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
|
---|
1039 | // Y' = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9
|
---|
1040 | // simplify problem by changing target
|
---|
1041 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
|
---|
1042 | var ys = ds.GetDoubleValues("Y").ToArray();
|
---|
1043 | var x1 = ds.GetDoubleValues("X1").ToArray();
|
---|
1044 | var x2 = ds.GetDoubleValues("X2").ToArray();
|
---|
1045 | var x3 = ds.GetDoubleValues("X3").ToArray();
|
---|
1046 | var x4 = ds.GetDoubleValues("X4").ToArray();
|
---|
1047 | var x5 = ds.GetDoubleValues("X5").ToArray();
|
---|
1048 | var x6 = ds.GetDoubleValues("X6").ToArray();
|
---|
1049 | var x7 = ds.GetDoubleValues("X7").ToArray();
|
---|
1050 | var x8 = ds.GetDoubleValues("X8").ToArray();
|
---|
1051 | var x9 = ds.GetDoubleValues("X9").ToArray();
|
---|
1052 | var x10 = ds.GetDoubleValues("X10").ToArray();
|
---|
1053 | for (int i = 0; i < ys.Length; i++) {
|
---|
1054 | ys[i] -= x3[i] * x6[i] * x10[i];
|
---|
1055 | }
|
---|
1056 | ds.ReplaceVariable("Y", ys.ToList());
|
---|
1057 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
|
---|
1058 |
|
---|
1059 |
|
---|
1060 | TestMctsWithoutConstants(modifiedProblemData, nVarRefs: 15, iterations: 100000, allowExp: false, allowLog: false, allowInv: false);
|
---|
1061 | }
|
---|
1062 |
|
---|
1063 | [TestMethod]
|
---|
1064 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1065 | [TestProperty("Time", "short")]
|
---|
1066 | public void MctsSymbReg_NoConstants_Poly10_Part6() {
|
---|
1067 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(seed: 1234);
|
---|
1068 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
|
---|
1069 |
|
---|
1070 | // Y = X1*X2 + X3*X4 + X5*X6 + X1*X7*X9 + X3*X6*X10
|
---|
1071 | // Y' = X1*X2 + X3*X4 + X5*X6 + X3*X6*X10
|
---|
1072 | // simplify problem by changing target
|
---|
1073 | var ds = ((Dataset)regProblem.Dataset).ToModifiable();
|
---|
1074 | var ys = ds.GetDoubleValues("Y").ToArray();
|
---|
1075 | var x1 = ds.GetDoubleValues("X1").ToArray();
|
---|
1076 | var x2 = ds.GetDoubleValues("X2").ToArray();
|
---|
1077 | var x3 = ds.GetDoubleValues("X3").ToArray();
|
---|
1078 | var x4 = ds.GetDoubleValues("X4").ToArray();
|
---|
1079 | var x5 = ds.GetDoubleValues("X5").ToArray();
|
---|
1080 | var x6 = ds.GetDoubleValues("X6").ToArray();
|
---|
1081 | var x7 = ds.GetDoubleValues("X7").ToArray();
|
---|
1082 | var x8 = ds.GetDoubleValues("X8").ToArray();
|
---|
1083 | var x9 = ds.GetDoubleValues("X9").ToArray();
|
---|
1084 | var x10 = ds.GetDoubleValues("X10").ToArray();
|
---|
1085 | for (int i = 0; i < ys.Length; i++) {
|
---|
1086 | ys[i] -= x1[i] * x7[i] * x9[i];
|
---|
1087 | }
|
---|
1088 | ds.ReplaceVariable("Y", ys.ToList());
|
---|
1089 | var modifiedProblemData = new RegressionProblemData(ds, regProblem.AllowedInputVariables, regProblem.TargetVariable);
|
---|
1090 |
|
---|
1091 |
|
---|
1092 | TestMctsWithoutConstants(modifiedProblemData, nVarRefs: 9, iterations: 100000, allowExp: false, allowLog: false, allowInv: false);
|
---|
1093 | }
|
---|
1094 |
|
---|
1095 |
|
---|
1096 | [TestMethod]
|
---|
1097 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1098 | [TestProperty("Time", "long")]
|
---|
1099 | public void MctsSymbReg_NoConstants_Poly10_250rows() {
|
---|
1100 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.VariousInstanceProvider(seed: 1234);
|
---|
1101 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Poly-10")));
|
---|
1102 | regProblem.TrainingPartition.Start = 0;
|
---|
1103 | regProblem.TrainingPartition.End = regProblem.Dataset.Rows;
|
---|
1104 | regProblem.TestPartition.Start = 0;
|
---|
1105 | regProblem.TestPartition.End = 2;
|
---|
1106 | TestMctsWithoutConstants(regProblem, nVarRefs: 15, iterations: 200000, allowExp: false, allowLog: false, allowInv: false);
|
---|
1107 | }
|
---|
1108 | [TestMethod]
|
---|
1109 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1110 | [TestProperty("Time", "long")]
|
---|
1111 | public void MctsSymbReg_NoConstants_Poly10_10000rows() {
|
---|
1112 | // as poly-10 but more rows
|
---|
1113 | var rand = new FastRandom(1234);
|
---|
1114 | var x1 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
1115 | var x2 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
1116 | var x3 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
1117 | var x4 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
1118 | var x5 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
1119 | var x6 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
1120 | var x7 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
1121 | var x8 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
1122 | var x9 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
1123 | var x10 = Enumerable.Range(0, 10000).Select(_ => rand.NextDouble()).ToList();
|
---|
1124 | var ys = new List<double>();
|
---|
1125 | for (int i = 0; i < x1.Count; i++) {
|
---|
1126 | ys.Add(x1[i] * x2[i] + x3[i] * x4[i] + x5[i] * x6[i] + x1[i] * x7[i] * x9[i] + x3[i] * x6[i] * x10[i]);
|
---|
1127 | }
|
---|
1128 |
|
---|
1129 | var ds = new Dataset(new string[] { "a", "b", "c", "d", "e", "f", "g", "h", "i", "j", "y" },
|
---|
1130 | new[] { x1, x2, x3, x4, x5, x6, x7, x8, x9, x10, ys });
|
---|
1131 |
|
---|
1132 |
|
---|
1133 | var problemData = new RegressionProblemData(ds, new string[] { "a", "b", "c", "d", "e", "f", "g", "h", "i", "j" }, "y");
|
---|
1134 |
|
---|
1135 | problemData.TrainingPartition.Start = 0;
|
---|
1136 | problemData.TrainingPartition.End = problemData.Dataset.Rows;
|
---|
1137 | problemData.TestPartition.Start = 0;
|
---|
1138 | problemData.TestPartition.End = 2; // must not be empty
|
---|
1139 |
|
---|
1140 |
|
---|
1141 | TestMctsWithoutConstants(problemData, nVarRefs: 15, iterations: 100000, allowExp: false, allowLog: false, allowInv: false);
|
---|
1142 | }
|
---|
1143 |
|
---|
1144 | [TestMethod]
|
---|
1145 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1146 | [TestProperty("Time", "short")]
|
---|
1147 | public void MctsSymbReg_NoConstants_TwoVars() {
|
---|
1148 |
|
---|
1149 | // y = x1 + x2 + x1*x2 + x1*x2*x2 + x1*x1*x2
|
---|
1150 | var rand = new FastRandom(1234);
|
---|
1151 | var x1 = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
1152 | var x2 = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
1153 | var ys = x1.Zip(x2, (x1i, x2i) => x1i + x2i + x1i * x2i + x1i * x2i * x2i + x1i * x1i * x2i).ToList();
|
---|
1154 |
|
---|
1155 | var ds = new Dataset(new string[] { "a", "b", "y" }, new[] { x1, x2, ys });
|
---|
1156 |
|
---|
1157 | var problemData = new RegressionProblemData(ds, new string[] { "a", "b" }, "y");
|
---|
1158 |
|
---|
1159 |
|
---|
1160 | TestMctsWithoutConstants(problemData, nVarRefs: 10, iterations: 10000, allowExp: false, allowLog: false, allowInv: false);
|
---|
1161 | }
|
---|
1162 |
|
---|
1163 | [TestMethod]
|
---|
1164 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1165 | [TestProperty("Time", "short")]
|
---|
1166 | public void MctsSymbReg_NoConstants_Misleading() {
|
---|
1167 |
|
---|
1168 | // y = a + baaaaa (the effect of the second term should be very small)
|
---|
1169 | // the alg will quickly find that a has big effect and will search below a
|
---|
1170 | // since we prevent a + a... the algorithm must find the correct expression via a + b...
|
---|
1171 | // however b has a small effect so the branch might not be identified as relevant
|
---|
1172 |
|
---|
1173 | var rand = new FastRandom(1234);
|
---|
1174 | var @as = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
1175 | var bs = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
1176 | var cs = Enumerable.Range(0, 100).Select(_ => rand.NextDouble() * 1.0e-3).ToList();
|
---|
1177 | var ds = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
1178 | var es = Enumerable.Range(0, 100).Select(_ => rand.NextDouble()).ToList();
|
---|
1179 | var ys = new double[@as.Count];
|
---|
1180 | for (int i = 0; i < ys.Length; i++)
|
---|
1181 | ys[i] = @as[i] + bs[i] + @as[i] * bs[i] * cs[i];
|
---|
1182 |
|
---|
1183 | var dataset = new Dataset(new string[] { "a", "b", "c", "d", "e", "y" }, new[] { @as, bs, cs, ds, es, ys.ToList() });
|
---|
1184 |
|
---|
1185 | var problemData = new RegressionProblemData(dataset, new string[] { "a", "b", "c", "d", "e" }, "y");
|
---|
1186 |
|
---|
1187 |
|
---|
1188 | TestMctsWithoutConstants(problemData, nVarRefs: 10, iterations: 10000, allowExp: false, allowLog: false, allowInv: false);
|
---|
1189 | }
|
---|
1190 | #endregion
|
---|
1191 |
|
---|
1192 | #region restricted structure but including numeric constants
|
---|
1193 |
|
---|
1194 | [TestMethod]
|
---|
1195 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1196 | [TestProperty("Time", "short")]
|
---|
1197 | public void MctsSymbRegKeijzer7() {
|
---|
1198 | // ln(x)
|
---|
1199 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(seed: 1234);
|
---|
1200 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 7 f(")));
|
---|
1201 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
1202 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
1203 | TestMcts(regProblem, allowExp: false, allowLog: true, allowInv: false);
|
---|
1204 | }
|
---|
1205 |
|
---|
1206 | /*
|
---|
1207 | // [TestMethod]
|
---|
1208 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1209 | [TestProperty("Time", "short")]
|
---|
1210 | public void MctsSymbRegBenchmarkNguyen5() {
|
---|
1211 | // sin(x²)cos(x) - 1
|
---|
1212 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
1213 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F5 ")));
|
---|
1214 | TestMcts(regProblem);
|
---|
1215 | }
|
---|
1216 | // [TestMethod]
|
---|
1217 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1218 | [TestProperty("Time", "short")]
|
---|
1219 | public void MctsSymbRegBenchmarkNguyen6() {
|
---|
1220 | // sin(x) + sin(x + x²)
|
---|
1221 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
1222 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F6 ")));
|
---|
1223 | TestMcts(regProblem);
|
---|
1224 | }
|
---|
1225 | */
|
---|
1226 | [TestMethod]
|
---|
1227 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1228 | [TestProperty("Time", "short")]
|
---|
1229 | public void MctsSymbRegBenchmarkNguyen7() {
|
---|
1230 | // log(x + 1) + log(x² + 1)
|
---|
1231 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(seed: 1234);
|
---|
1232 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F7 ")));
|
---|
1233 | TestMcts(regProblem, maxVariableReferences: 5, allowExp: false, allowLog: true, allowInv: false);
|
---|
1234 | }
|
---|
1235 | [TestMethod]
|
---|
1236 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1237 | [TestProperty("Time", "short")]
|
---|
1238 | public void MctsSymbRegBenchmarkNguyen8() {
|
---|
1239 | // Sqrt(x)
|
---|
1240 | // = x ^ 0.5
|
---|
1241 | // = exp(0.5 * log(x))
|
---|
1242 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(seed: 1234);
|
---|
1243 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F8 ")));
|
---|
1244 | TestMcts(regProblem, maxVariableReferences: 5, allowExp: true, allowLog: true, allowInv: false);
|
---|
1245 | }
|
---|
1246 | /*
|
---|
1247 | // [TestMethod]
|
---|
1248 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1249 | [TestProperty("Time", "short")]
|
---|
1250 | public void MctsSymbRegBenchmarkNguyen9() {
|
---|
1251 | // sin(x) + sin(y²)
|
---|
1252 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
1253 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F9 ")));
|
---|
1254 | TestMcts(regProblem);
|
---|
1255 | }
|
---|
1256 | // [TestMethod]
|
---|
1257 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1258 | [TestProperty("Time", "short")]
|
---|
1259 | public void MctsSymbRegBenchmarkNguyen10() {
|
---|
1260 | // 2sin(x)cos(y)
|
---|
1261 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
|
---|
1262 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F10 ")));
|
---|
1263 | TestMcts(regProblem);
|
---|
1264 | }
|
---|
1265 | */
|
---|
1266 | [TestMethod]
|
---|
1267 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1268 | [TestProperty("Time", "short")]
|
---|
1269 | public void MctsSymbRegBenchmarkNguyen11() {
|
---|
1270 | // x ^ y , x > 0, y > 0
|
---|
1271 | // = exp(y * log(x))
|
---|
1272 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(seed: 1234);
|
---|
1273 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F11 ")));
|
---|
1274 | TestMcts(regProblem, maxVariableReferences: 5, allowExp: true, allowLog: true, allowInv: false);
|
---|
1275 | }
|
---|
1276 | [TestMethod]
|
---|
1277 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1278 | [TestProperty("Time", "short")]
|
---|
1279 | public void MctsSymbRegBenchmarkNguyen12() {
|
---|
1280 | // x^4 - x³ + y²/2 - y
|
---|
1281 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider(seed: 1234);
|
---|
1282 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F12 ")));
|
---|
1283 | TestMcts(regProblem, maxVariableReferences: 20, allowExp: false, allowLog: false, allowInv: false);
|
---|
1284 | }
|
---|
1285 |
|
---|
1286 | #endregion
|
---|
1287 |
|
---|
1288 | #region keijzer
|
---|
1289 | [TestMethod]
|
---|
1290 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1291 | [TestProperty("Time", "long")]
|
---|
1292 | public void MctsSymbRegBenchmarkKeijzer5() {
|
---|
1293 | // (30 * x * z) / ((x - 10) * y²)
|
---|
1294 | // = 30 x z / (xy² - y²)
|
---|
1295 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(seed: 1234);
|
---|
1296 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 5 f(")));
|
---|
1297 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
1298 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
1299 | TestMcts(regProblem, maxVariableReferences: 20, allowExp: false, allowLog: false, allowInv: true);
|
---|
1300 | }
|
---|
1301 |
|
---|
1302 | [TestMethod]
|
---|
1303 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1304 | [TestProperty("Time", "short")]
|
---|
1305 | public void MctsSymbRegBenchmarkKeijzer6() {
|
---|
1306 | // Keijzer 6 f(x) = Sum(1 / i) From 1 to X , x \in [0..120]
|
---|
1307 | // we can only approximate this
|
---|
1308 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(seed: 1234);
|
---|
1309 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 6 f(")));
|
---|
1310 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
1311 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
1312 | TestMcts(regProblem, maxVariableReferences: 20, allowExp: false, allowLog: false, allowInv: true);
|
---|
1313 | }
|
---|
1314 |
|
---|
1315 |
|
---|
1316 | [TestMethod]
|
---|
1317 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1318 | [TestProperty("Time", "short")]
|
---|
1319 | public void MctsSymbRegBenchmarkKeijzer8() {
|
---|
1320 | // sqrt(x)
|
---|
1321 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(seed: 1234);
|
---|
1322 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 8 f(")));
|
---|
1323 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
1324 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
1325 | TestMcts(regProblem, maxVariableReferences: 5, allowExp: true, allowLog: true, allowInv: false);
|
---|
1326 | }
|
---|
1327 |
|
---|
1328 | [TestMethod]
|
---|
1329 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1330 | [TestProperty("Time", "short")]
|
---|
1331 | public void MctsSymbRegBenchmarkKeijzer9() {
|
---|
1332 | // arcsinh(x) i.e. ln(x + sqrt(x² + 1))
|
---|
1333 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(seed: 1234);
|
---|
1334 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 9 f(")));
|
---|
1335 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
1336 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
1337 | TestMcts(regProblem, maxVariableReferences: 5, allowExp: true, allowLog: true, allowInv: false);
|
---|
1338 | }
|
---|
1339 |
|
---|
1340 | /*
|
---|
1341 | [TestMethod]
|
---|
1342 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1343 | [TestProperty("Time", "short")]
|
---|
1344 | public void MctsSymbRegBenchmarkKeijzer11() {
|
---|
1345 | // xy + sin( (x-1) (y-1) )
|
---|
1346 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider();
|
---|
1347 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 11 f(")));
|
---|
1348 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
1349 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
1350 | TestMcts(regProblem, successThreshold: 0.99); // cannot solve this yet
|
---|
1351 | }
|
---|
1352 | */
|
---|
1353 | [TestMethod]
|
---|
1354 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1355 | [TestProperty("Time", "short")]
|
---|
1356 | public void MctsSymbRegBenchmarkKeijzer12() {
|
---|
1357 | // x^4 - x³ + y² / 2 - y, same as Nguyen 12
|
---|
1358 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(seed: 1234);
|
---|
1359 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 12 f(")));
|
---|
1360 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
1361 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
1362 | TestMcts(regProblem, maxVariableReferences: 15, allowExp: false, allowLog: false, allowInv: false);
|
---|
1363 | }
|
---|
1364 | [TestMethod]
|
---|
1365 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1366 | [TestProperty("Time", "short")]
|
---|
1367 | public void MctsSymbRegBenchmarkKeijzer14() {
|
---|
1368 | // 8 / (2 + x² + y²)
|
---|
1369 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(seed: 1234);
|
---|
1370 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 14 f(")));
|
---|
1371 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
1372 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
1373 | TestMcts(regProblem, maxVariableReferences: 10, allowExp: false, allowLog: false, allowInv: true);
|
---|
1374 | }
|
---|
1375 | [TestMethod]
|
---|
1376 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
1377 | [TestProperty("Time", "short")]
|
---|
1378 | public void MctsSymbRegBenchmarkKeijzer15() {
|
---|
1379 | // x³ / 5 + y³ / 2 - y - x
|
---|
1380 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider(seed: 1234);
|
---|
1381 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 15 f(")));
|
---|
1382 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
1383 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
1384 | TestMcts(regProblem, maxVariableReferences: 10, allowExp: false, allowLog: false, allowInv: false);
|
---|
1385 | }
|
---|
1386 | #endregion
|
---|
1387 |
|
---|
1388 | private void TestMcts(IRegressionProblemData problemData,
|
---|
1389 | int iterations = 20000,
|
---|
1390 | double successThreshold = 0.99999,
|
---|
1391 | int maxVariableReferences = 5,
|
---|
1392 | bool allowExp = true,
|
---|
1393 | bool allowLog = true,
|
---|
1394 | bool allowInv = true,
|
---|
1395 | bool allowSum = true
|
---|
1396 | ) {
|
---|
1397 | var mctsSymbReg = new MctsSymbolicRegressionAlgorithm();
|
---|
1398 | var regProblem = new RegressionProblem();
|
---|
1399 | regProblem.ProblemDataParameter.Value = problemData;
|
---|
1400 | #region Algorithm Configuration
|
---|
1401 | mctsSymbReg.Problem = regProblem;
|
---|
1402 | mctsSymbReg.Iterations = iterations;
|
---|
1403 | mctsSymbReg.MaxVariableReferences = maxVariableReferences;
|
---|
1404 |
|
---|
1405 | mctsSymbReg.SetSeedRandomly = false;
|
---|
1406 | mctsSymbReg.Seed = 1234;
|
---|
1407 | mctsSymbReg.AllowedFactors.SetItemCheckedState(mctsSymbReg.AllowedFactors.Single(s => s.Value.Contains("exp")), allowExp);
|
---|
1408 | mctsSymbReg.AllowedFactors.SetItemCheckedState(mctsSymbReg.AllowedFactors.Single(s => s.Value.Contains("log")), allowLog);
|
---|
1409 | mctsSymbReg.AllowedFactors.SetItemCheckedState(mctsSymbReg.AllowedFactors.Single(s => s.Value.Contains("1 /")), allowInv);
|
---|
1410 | mctsSymbReg.AllowedFactors.SetItemCheckedState(mctsSymbReg.AllowedFactors.Single(s => s.Value.Contains("t1(x) + t2(x) + ... ")), allowSum);
|
---|
1411 |
|
---|
1412 | mctsSymbReg.ScaleVariables = true;
|
---|
1413 | mctsSymbReg.ConstantOptimizationIterations = 0;
|
---|
1414 |
|
---|
1415 | #endregion
|
---|
1416 | RunAlgorithm(mctsSymbReg);
|
---|
1417 |
|
---|
1418 | Console.WriteLine(mctsSymbReg.ExecutionTime);
|
---|
1419 | var eps = 1.0 - successThreshold;
|
---|
1420 | Assert.AreEqual(1.0, ((DoubleValue)mctsSymbReg.Results["Best solution quality (train)"].Value).Value, eps);
|
---|
1421 | Assert.AreEqual(1.0, ((DoubleValue)mctsSymbReg.Results["Best solution quality (test)"].Value).Value, eps);
|
---|
1422 | }
|
---|
1423 |
|
---|
1424 |
|
---|
1425 | private void TestMctsWithoutConstants(IRegressionProblemData problemData,
|
---|
1426 | int nVarRefs = 10,
|
---|
1427 | int iterations = 200000, double successThreshold = 0.99999,
|
---|
1428 | bool allowExp = true,
|
---|
1429 | bool allowLog = true,
|
---|
1430 | bool allowInv = true,
|
---|
1431 | bool allowSum = true
|
---|
1432 | ) {
|
---|
1433 | var mctsSymbReg = new MctsSymbolicRegressionAlgorithm();
|
---|
1434 | var regProblem = new RegressionProblem();
|
---|
1435 | regProblem.ProblemDataParameter.Value = problemData;
|
---|
1436 | #region Algorithm Configuration
|
---|
1437 | mctsSymbReg.Problem = regProblem;
|
---|
1438 | mctsSymbReg.Iterations = iterations;
|
---|
1439 | mctsSymbReg.MaxVariableReferences = nVarRefs;
|
---|
1440 | mctsSymbReg.SetSeedRandomly = false;
|
---|
1441 | mctsSymbReg.Seed = 1234;
|
---|
1442 | mctsSymbReg.AllowedFactors.SetItemCheckedState(mctsSymbReg.AllowedFactors.Single(s => s.Value.Contains("exp")), allowExp);
|
---|
1443 | mctsSymbReg.AllowedFactors.SetItemCheckedState(mctsSymbReg.AllowedFactors.Single(s => s.Value.Contains("log")), allowLog);
|
---|
1444 | mctsSymbReg.AllowedFactors.SetItemCheckedState(mctsSymbReg.AllowedFactors.Single(s => s.Value.Contains("1 /")), allowInv);
|
---|
1445 | mctsSymbReg.AllowedFactors.SetItemCheckedState(mctsSymbReg.AllowedFactors.Single(s => s.Value.Contains("t1(x) + t2(x) + ... ")), allowSum);
|
---|
1446 |
|
---|
1447 | // no constants
|
---|
1448 | mctsSymbReg.ScaleVariables = false;
|
---|
1449 | mctsSymbReg.ConstantOptimizationIterations = -1;
|
---|
1450 |
|
---|
1451 |
|
---|
1452 | #endregion
|
---|
1453 | RunAlgorithm(mctsSymbReg);
|
---|
1454 |
|
---|
1455 | Console.WriteLine(mctsSymbReg.ExecutionTime);
|
---|
1456 | var eps = 1.0 - successThreshold;
|
---|
1457 | Assert.AreEqual(1.0, ((DoubleValue)mctsSymbReg.Results["Best solution quality (train)"].Value).Value, eps);
|
---|
1458 | Assert.AreEqual(1.0, ((DoubleValue)mctsSymbReg.Results["Best solution quality (test)"].Value).Value, eps);
|
---|
1459 | }
|
---|
1460 |
|
---|
1461 | private void TestMctsNumberOfSolutions(IRegressionProblemData problemData, int maxNumberOfVariables, int expectedNumberOfSolutions,
|
---|
1462 | bool allowProd = true,
|
---|
1463 | bool allowExp = true,
|
---|
1464 | bool allowLog = true,
|
---|
1465 | bool allowInv = true,
|
---|
1466 | bool allowSum = true
|
---|
1467 | ) {
|
---|
1468 | var mctsSymbReg = new MctsSymbolicRegressionAlgorithm();
|
---|
1469 | var regProblem = new RegressionProblem();
|
---|
1470 | regProblem.ProblemDataParameter.Value = problemData;
|
---|
1471 | #region Algorithm Configuration
|
---|
1472 |
|
---|
1473 | mctsSymbReg.SetSeedRandomly = false;
|
---|
1474 | mctsSymbReg.Seed = 1234;
|
---|
1475 | mctsSymbReg.Problem = regProblem;
|
---|
1476 | mctsSymbReg.Iterations = int.MaxValue; // stopping when all solutions have been enumerated
|
---|
1477 | mctsSymbReg.MaxVariableReferences = maxNumberOfVariables;
|
---|
1478 | mctsSymbReg.AllowedFactors.SetItemCheckedState(mctsSymbReg.AllowedFactors.Single(s => s.Value.StartsWith("x * y * ...")), allowProd);
|
---|
1479 | mctsSymbReg.AllowedFactors.SetItemCheckedState(mctsSymbReg.AllowedFactors.Single(s => s.Value.Contains("exp(c * x * y ...)")), allowExp);
|
---|
1480 | mctsSymbReg.AllowedFactors.SetItemCheckedState(mctsSymbReg.AllowedFactors.Single(s => s.Value.Contains("log(c + c1 x + c2 x + ...)")), allowLog);
|
---|
1481 | mctsSymbReg.AllowedFactors.SetItemCheckedState(mctsSymbReg.AllowedFactors.Single(s => s.Value.Contains("1 / (1 + c1 x + c2 x + ...)")), allowInv);
|
---|
1482 | mctsSymbReg.AllowedFactors.SetItemCheckedState(mctsSymbReg.AllowedFactors.Single(s => s.Value.Contains("t1(x) + t2(x) + ... ")), allowSum);
|
---|
1483 | #endregion
|
---|
1484 | RunAlgorithm(mctsSymbReg);
|
---|
1485 |
|
---|
1486 | Console.WriteLine(mctsSymbReg.ExecutionTime);
|
---|
1487 | Assert.AreEqual(expectedNumberOfSolutions, ((IntValue)mctsSymbReg.Results["Iterations"].Value).Value);
|
---|
1488 | }
|
---|
1489 |
|
---|
1490 |
|
---|
1491 | // same as in SamplesUtil
|
---|
1492 | private void RunAlgorithm(IAlgorithm a) {
|
---|
1493 | var trigger = new EventWaitHandle(false, EventResetMode.ManualReset);
|
---|
1494 | Exception ex = null;
|
---|
1495 | a.Stopped += (src, e) => { trigger.Set(); };
|
---|
1496 | a.ExceptionOccurred += (src, e) => { ex = e.Value; trigger.Set(); };
|
---|
1497 | a.Prepare();
|
---|
1498 | a.Start();
|
---|
1499 | trigger.WaitOne();
|
---|
1500 |
|
---|
1501 | Assert.AreEqual(ex, null);
|
---|
1502 | }
|
---|
1503 |
|
---|
1504 | }
|
---|
1505 | }
|
---|