source: branches/Sliding Window GP/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/SlidingWindow/SlidingWindowAnalyzer.cs @ 15318

#region License Information
/* HeuristicLab
 * Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
 *
 * This file is part of HeuristicLab.
 *
 * HeuristicLab is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * HeuristicLab is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
 */
#endregion

using System;
using System.Linq;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
using HeuristicLab.Operators;
using HeuristicLab.Optimization;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;


namespace HeuristicLab.Problems.DataAnalysis.Symbolic {
  [StorableClass]
  [Item("Sliding Window GP Analyzer", "Base class for concrete sliding window GP analyzers.")]
  public abstract class SlidingWindowAnalyzer : SymbolicDataAnalysisSingleObjectiveAnalyzer {
    private const string ProblemDataParameterName = "ProblemData";
    private const string EvaluatorParameterName = "Evaluator";
    private const string FitnessCalculationPartitionParameterName = "FitnessCalculationPartition";
    private const string ValidationPartitionParameterName = "ValidationPartition";
    private const string SlidingWindowSizeParameterName = "Sliding Window Size";
    private const string ValidationSlidingWindowSizeParameterName = "Validation Sliding Window Size";
    private const string SlidingWindowStepWidthParameterName = "Sliding Window Step Width";
    private const string InitialSlidingWindowParameterName = "Initial Sliding Window";
    private const string TerminateSlidingWindowParameterName = "TerminateSlidingWindow";
    private const string InterpreterParameterName = "SymbolicExpressionTreeInterpreter";
    protected const string BestSlidingWindowSolutionsResultName = "Best Sliding Window Solutions";

    #region parameter properties
    private ILookupParameter<ISymbolicDataAnalysisExpressionTreeInterpreter> InterpreterParameter {
      get { return (ILookupParameter<ISymbolicDataAnalysisExpressionTreeInterpreter>)Parameters[InterpreterParameterName]; }
    }
    public IValueLookupParameter<IDataAnalysisProblemData> ProblemDataParameter {
      get { return (IValueLookupParameter<IDataAnalysisProblemData>)Parameters[ProblemDataParameterName]; }
    }
    public ILookupParameter<IntRange> FitnessCalculationPartitionParameter {
      get { return (ILookupParameter<IntRange>)Parameters[FitnessCalculationPartitionParameterName]; }
    }
    public ILookupParameter<IntRange> ValidationPartitionParameter {
      get { return (ILookupParameter<IntRange>)Parameters[ValidationPartitionParameterName]; }
    }
    public IFixedValueParameter<IntValue> SlidingWindowSizeParameter {
      get { return (IFixedValueParameter<IntValue>)Parameters[SlidingWindowSizeParameterName]; }
    }
    public IFixedValueParameter<IntValue> ValidationSlidingWindowSizeParameter {
      get { return (IFixedValueParameter<IntValue>)Parameters[ValidationSlidingWindowSizeParameterName]; }
    }
    public IFixedValueParameter<IntValue> SlidingWindowStepWidthParameter {
      get { return (IFixedValueParameter<IntValue>)Parameters[SlidingWindowStepWidthParameterName]; }
    }
    public IFixedValueParameter<IntRange> InitialSlidingWindowParameter {
      get { return (IFixedValueParameter<IntRange>)Parameters[InitialSlidingWindowParameterName]; }
    }
    public ILookupParameter<BoolValue> TerminateSlidingWindowParameter {
      get { return (ILookupParameter<BoolValue>)Parameters[TerminateSlidingWindowParameterName]; }
    }
    public ILookupParameter<IEvaluator> EvaluatorParameter {
      get { return (ILookupParameter<IEvaluator>)Parameters[EvaluatorParameterName]; }
    }
    #endregion

    #region properties
    public override bool EnabledByDefault { get { return false; } }
    public IntValue SlidingWindowSize { get { return SlidingWindowSizeParameter.Value; } }
    public IntValue ValidationSlidingWindowSize { get { return ValidationSlidingWindowSizeParameter.Value; } }
    public IntValue SlidingWindowStepWidth { get { return SlidingWindowStepWidthParameter.Value; } }
    public IntRange InitialSlidingWindow { get { return InitialSlidingWindowParameter.Value; } }
    public ISymbolicDataAnalysisExpressionTreeInterpreter Interpreter { get { return InterpreterParameter.ActualValue; } }
    public IDataAnalysisProblemData ProblemData { get { return ProblemDataParameter.ActualValue; } }
    #endregion

    [StorableConstructor]
    protected SlidingWindowAnalyzer(bool deserializing) : base(deserializing) { }
    protected SlidingWindowAnalyzer(SlidingWindowAnalyzer original, Cloner cloner)
      : base(original, cloner) { }

    protected SlidingWindowAnalyzer()
      : base() {
      Parameters.Add(new ValueLookupParameter<IDataAnalysisProblemData>(ProblemDataParameterName, "The problem data on which the symbolic data analysis solution should be evaluated."));
      Parameters.Add(new LookupParameter<IEvaluator>(EvaluatorParameterName, ""));
      Parameters.Add(new LookupParameter<IntRange>(FitnessCalculationPartitionParameterName, ""));
      Parameters.Add(new LookupParameter<IntRange>(ValidationPartitionParameterName, ""));
      Parameters.Add(new FixedValueParameter<IntValue>(SlidingWindowSizeParameterName, "", new IntValue(1)));
      Parameters.Add(new FixedValueParameter<IntValue>(ValidationSlidingWindowSizeParameterName, "", new IntValue(0)));
      Parameters.Add(new FixedValueParameter<IntValue>(SlidingWindowStepWidthParameterName, "", new IntValue(1)));
      Parameters.Add(new FixedValueParameter<IntRange>(InitialSlidingWindowParameterName, "", new IntRange(0, 1)));
      Parameters.Add(new LookupParameter<BoolValue>(TerminateSlidingWindowParameterName, ""));
      if (!Parameters.ContainsKey(InterpreterParameterName))
        Parameters.Add(new LookupParameter<ISymbolicDataAnalysisExpressionTreeInterpreter>(InterpreterParameterName, ""));
      if (!Parameters.ContainsKey("Quality"))
        Parameters.Add(new ScopeTreeLookupParameter<DoubleValue>("Quality", ""));
      if (!Parameters.ContainsKey("Maximization"))
        Parameters.Add(new LookupParameter<BoolValue>("Maximization", "The direction of optimization."));
      ProblemDataParameter.Hidden = true;

    }

    [StorableHook(HookType.AfterDeserialization)]
    private void AfterDeserialization() {
      if (!Parameters.ContainsKey(EvaluatorParameterName))
        Parameters.Add(new LookupParameter<IEvaluator>(EvaluatorParameterName, ""));
      if (!Parameters.ContainsKey(InterpreterParameterName))
        Parameters.Add(new LookupParameter<ISymbolicDataAnalysisExpressionTreeInterpreter>(InterpreterParameterName, ""));
      if (!Parameters.ContainsKey("Quality"))
        Parameters.Add(new ScopeTreeLookupParameter<DoubleValue>("Quality", ""));
      if (!Parameters.ContainsKey("Maximization"))
        Parameters.Add(new LookupParameter<BoolValue>("Maximization", "The direction of optimization."));
      if (!Parameters.ContainsKey(ProblemDataParameterName))
        Parameters.Add(new LookupParameter<IDataAnalysisProblemData>(ProblemDataParameterName));
    }

    public override IOperation Apply() {
      //intialize sliding window
      if (FitnessCalculationPartitionParameter.ActualValue == null) {
        TerminateSlidingWindowParameter.ActualValue = new BoolValue(false);
        FitnessCalculationPartitionParameter.ActualValue = (IntRange)InitialSlidingWindow.Clone();
        ValidationPartitionParameter.ActualValue = new IntRange(InitialSlidingWindow.End, InitialSlidingWindow.End + ValidationSlidingWindowSize.Value);
        return base.Apply();
      }

      SaveBestSolution();

      if (!CheckForUpdate()) return base.Apply();

      //update necessary - move sliding window
      var fitnessPartition = (IntRange)FitnessCalculationPartitionParameter.ActualValue.Clone();
      if (fitnessPartition.End - fitnessPartition.Start == SlidingWindowSize.Value)
        fitnessPartition.Start += SlidingWindowStepWidth.Value;

      fitnessPartition.End += SlidingWindowStepWidth.Value;
      if (fitnessPartition.End - fitnessPartition.Start > SlidingWindowSize.Value)
        fitnessPartition.End = fitnessPartition.Start + SlidingWindowSize.Value;

      //check if update should be performed or if the algorithm should stop
      if (fitnessPartition.End > ProblemDataParameter.ActualValue.TrainingPartition.End) {
        TerminateSlidingWindowParameter.ActualValue.Value = true;
        return base.Apply();
      }

      FitnessCalculationPartitionParameter.ActualValue.Start = fitnessPartition.Start;
      FitnessCalculationPartitionParameter.ActualValue.End = fitnessPartition.End;
      ValidationPartitionParameter.ActualValue.Start = fitnessPartition.End;
      ValidationPartitionParameter.ActualValue.End = ValidationPartitionParameter.ActualValue.Start + ValidationSlidingWindowSize.Value;

      //reevaluate all individuals with new sliding window
      UniformSubScopesProcessor subScopesProcessor = new UniformSubScopesProcessor();
      subScopesProcessor.Operator = EvaluatorParameter.ActualValue;
      subScopesProcessor.Depth.Value = 1;
      var operation = ExecutionContext.CreateChildOperation(subScopesProcessor);
      var successor = base.Apply();
      return new OperationCollection() { operation, successor };
    }

    private ISymbolicExpressionTree FindBestIndividual() {
      var pop = SymbolicExpressionTree.Zip(Quality, (t, q) => new { Tree = t, Quality = q.Value }).ToList();
      Func<double, double, int> comparer = (a, b) => Maximization.Value ? a.CompareTo(b) : b.CompareTo(a);
      pop.Sort((a, b) => comparer(a.Quality, b.Quality));
      return pop.Last().Tree;
    }

    private void SaveBestSolution() {
      var bestSolutionsCollection = (SlidingWindowBestSolutionsCollection)ResultCollection[BestSlidingWindowSolutionsResultName].Value;

      bestSolutionsCollection.ProblemData = ProblemData;
      bestSolutionsCollection.Interpreter = Interpreter;
      bestSolutionsCollection.ApplyLinearScaling = ApplyLinearScalingParameter.ActualValue.Value;

      var fitnessPartition = FitnessCalculationPartitionParameter.ActualValue;
      var best = FindBestIndividual();
      var range = new SlidingWindowRange(fitnessPartition.Start, fitnessPartition.End);

      bestSolutionsCollection[range] = best;
    }

    protected abstract bool CheckForUpdate();
  }
}