source: branches/PerformanceComparison/HeuristicLab.Analysis.FitnessLandscape/3.3/Analysis/InformationAnalysis.cs @ 14614

#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.Collections.Generic;
using System.Linq;

namespace HeuristicLab.Analysis.FitnessLandscape {

  public class InformationAnalysis {

    public class Peak {
      public double QualityDelta { get; private set; }
      public double Value { get; private set; }
      public Peak(double qualityDelta, double value) {
        QualityDelta = qualityDelta;
        Value = value;
      }
    }

    public List<double> InformationContent { get; private set; }
    public List<double> PartialInformationContent { get; private set; }
    public List<double> DensityBasinInformation { get; private set; }
    public List<double> TotalEntropy { get; private set; }
    public List<double> QualityDelta { get; private set; }
    public double InformationStability { get; private set; }
    public int Regularity { get; private set; }
    public int Diversity { get; private set; }
    public Peak PeakInformationContent { get; private set; }
    public Peak PeakPartialInformationContent { get; private set; }
    public Peak PeakDensityBasinInformation { get; private set; }
    public Peak PeakTotalEntropy { get; private set; }

    public InformationAnalysis(IList<double> qualities, int nQuantiles, int shapeSize) {
      InformationContent = new List<double>();
      PartialInformationContent = new List<double>();
      DensityBasinInformation = new List<double>();
      TotalEntropy = new List<double>();
      QualityDelta = new List<double>();
      if (shapeSize < 1)
        throw new ArgumentException("Shape size must be at least 1 (better 2)");
      if (qualities.Count > 1)
        PerformAnalysis(qualities, nQuantiles, shapeSize);
    }

    private void PerformAnalysis(IList<double> qualities, int nQuantiles, int shapeSize) {
      var differences = Differences(qualities).ToList();
      InformationStability = differences.Select(Math.Abs).Max();
      Regularity = new HashSet<double>(differences).Count;
      Diversity = new HashSet<double>(qualities).Count;
      var absDifferences = differences.Select(Math.Abs).OrderBy(d => d).ToList();
      nQuantiles = Math.Min(nQuantiles, absDifferences.Count);
      var thresholds = (nQuantiles == 0
                         ? absDifferences
                         : UniqueThresholdCalculator.DetermineThresholds(differences, nQuantiles)).ToList();
      foreach (var eps in thresholds) {
        if (QualityDelta.Count > 0 && QualityDelta.Last() == eps) {
          QualityDelta.DuplicateLast();
          InformationContent.DuplicateLast();
          DensityBasinInformation.DuplicateLast();
          TotalEntropy.DuplicateLast();
          PartialInformationContent.DuplicateLast();
        } else {
          var slopes = Slopes(eps, differences).ToList();
          var shapes = Shapes(shapeSize, slopes).ToList();
          var shapeCounts = CountShapes(shapes);
          QualityDelta.Add(eps);
          InformationContent.Add(CalculateEntropy(Shape.GetAll(shapeSize, Shape.Form.NonUni), shapeCounts, shapes.Count));
          DensityBasinInformation.Add(CalculateEntropy(Shape.GetAll(shapeSize, Shape.Form.Uni), shapeCounts, shapes.Count));
          TotalEntropy.Add(CalculateEntropy(Shape.GetAll(shapeSize, Shape.Form.Any), shapeCounts, shapes.Count));
          PartialInformationContent.Add(CalculatePartialInformationContent(eps, differences));
        }
      }
      PeakInformationContent = GetPeak(QualityDelta, InformationContent);
      PeakDensityBasinInformation = GetPeak(QualityDelta, DensityBasinInformation);
      PeakPartialInformationContent = GetPeak(QualityDelta, PartialInformationContent);
      PeakTotalEntropy = GetPeak(QualityDelta, TotalEntropy);
    }

    public static Peak GetPeak(IEnumerable<double> indexes, IEnumerable<double> values) {
      var max = indexes.Zip(values, (i, v) => new { i, v }).OrderByDescending(p => p.v).First();
      return new Peak(max.i, max.v);
    }

    public enum Slope {
      Up = 1,
      Flat = 0,
      Down = -1
    }

    public class Shape : IEnumerable<Slope>, IComparable<Shape> {

      #region types, fields and properties
      public enum Form { Uni, NonUni, Any }

      private readonly Slope[] slopes;

      private static readonly Dictionary<Tuple<Form, int>, IList<Shape>> SHAPES =
        new Dictionary<Tuple<Form, int>, IList<Shape>>();
      #endregion

      public Shape(IEnumerable<Slope> slopes) {
        this.slopes = slopes.ToArray();
      }

      #region static methods

      public static Shape Get(params Slope[] slopes) {
        return new Shape(slopes);
      }

      public static IList<Shape> GetAll(int size, Form type) {
        var key = Tuple.Create(type, size);
        IList<Shape> allShapes;
        if (!SHAPES.TryGetValue(key, out allShapes)) {
          allShapes = CreateAll(size, type).ToList();
          SHAPES[key] = allShapes;
        }
        return allShapes;
      }

      private static IEnumerable<Shape> CreateAll(int size, Form type) {
        if (size == 0) {
          yield return Get();
        } else {
          foreach (var s in CreateAll(size - 1, type)) {
            foreach (var s2 in s.ExtendAll(type))
              yield return s2;
          }
        }
      }
      #endregion

      private Shape Extend(Slope s) {
        return new Shape(slopes.Concat(new[] { s }));
      }

      private IEnumerable<Shape> ExtendAll(Form t) {
        if (Length == 0 || t == Form.Any) {
          yield return Extend(Slope.Up);
          yield return Extend(Slope.Flat);
          yield return Extend(Slope.Down);
        } else if (t == Form.Uni) {
          yield return Extend(slopes[0]);
        } else if (t == Form.NonUni) {
          if (slopes.Last() != Slope.Up) yield return Extend(Slope.Up);
          if (slopes.Last() != Slope.Flat) yield return Extend(Slope.Flat);
          if (slopes.Last() != Slope.Down) yield return Extend(Slope.Down);
        }
      }

      public int Length {
        get { return slopes.Length; }
      }

      public Slope this[int i] {
        get { return slopes[i]; }
      }

      #region IEnumerable Members
      public IEnumerator<Slope> GetEnumerator() {
        return (IEnumerator<Slope>)slopes.GetEnumerator();
      }
      System.Collections.IEnumerator System.Collections.IEnumerable.GetEnumerator() {
        return GetEnumerator();
      }
      #endregion

      #region IComparable Members

      public int CompareTo(Shape other) {
        if (other.Length < Length)
          return -1;
        if (other.Length > Length)
          return 1;
        for (var i = 0; i < Length; i++) {
          var d = slopes[i].CompareTo(other.slopes[i]);
          if (d != 0)
            return d;
        }
        return 0;
      }
      public override bool Equals(object obj) {
        var s = obj as Shape;
        if (s == null) return false;
        return CompareTo(s) == 0;
      }
      public override int GetHashCode() {
        return slopes.Aggregate(0, (a, s) => a * 3 + ((int)s + 1)).GetHashCode();
      }

      #endregion

      private string asString;
      public override string ToString() {
        return asString ?? (asString = string.Join("", slopes.Select(s => (s == Slope.Down ? "v" : (s == Slope.Up ? "^" : "-")))));
      }
    }

    private static IEnumerable<Slope> Slopes(double eps, IEnumerable<double> differences) {
      return differences.Select(d => (d > eps ? Slope.Up : (d < -eps ? Slope.Down : 0)));
    }

    private static IEnumerable<Shape> Shapes(int size, IEnumerable<Slope> slopes) {
      var q = new Queue<Slope>();
      foreach (var s in slopes) {
        q.Enqueue(s);
        if (q.Count < size) continue;
        yield return new Shape(q);
        q.Dequeue();
      }
    }

    private static double CalculateEntropy(IList<Shape> shapes, Dictionary<Shape, int> shapeCounts, int totalNShapes) {
      return shapes.Aggregate(0.0, (current, s) => current - Entropy(shapeCounts.GetValueOrDefault(s, 0), totalNShapes, shapes.Count));
    }

    private static double CalculatePartialInformationContent(double eps, ICollection<double> differences) {
      int slope = 0;
      int nPeaks = 0;
      foreach (var d in differences) {
        if (d > eps) {
          if (slope < 0) nPeaks++;
          slope = +1;
        } else if (d < -eps) {
          if (slope > 0) nPeaks++;
          slope = -1;
        }
      }
      return 1.0 * nPeaks / differences.Count;
    }

    private static Dictionary<Shape, int> CountShapes(IEnumerable<Shape> shapes) {
      var shapeCounts = new Dictionary<Shape, int>();
      foreach (var group in shapes.GroupBy(s => s))
        shapeCounts[group.Key] = group.Count();
      return shapeCounts;
    }

    private static double Entropy(int count, int total, int nCases) {
      if (count == 0)
        return 0;
      double freq = 1.0 * count / total;
      return freq * Math.Log(freq, nCases);
    }

    private static IEnumerable<double> Differences(IEnumerable<double> values) {
      return values.Delta((x, y) => y - x);
    }

  }
}