1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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4 | *
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5 | * This file is part of HeuristicLab.
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6 | *
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7 | * HeuristicLab is free software: you can redistribute it and/or modify
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8 | * it under the terms of the GNU General Public License as published by
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9 | * the Free Software Foundation, either version 3 of the License, or
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10 | * (at your option) any later version.
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11 | *
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12 | * HeuristicLab is distributed in the hope that it will be useful,
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13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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15 | * GNU General Public License for more details.
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16 | *
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17 | * You should have received a copy of the GNU General Public License
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18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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19 | */
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20 | #endregion
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21 |
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22 | using System;
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23 | using System.Collections.Generic;
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24 | using HeuristicLab.Common;
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25 | using HeuristicLab.Core;
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26 | using HeuristicLab.Data;
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27 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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28 | using HeuristicLab.Parameters;
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29 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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30 |
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31 | namespace HeuristicLab.Problems.DataAnalysis.Symbolic {
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32 | [StorableClass]
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33 | [Item("SymbolicDataAnalysisExpressionTreeInterpreter", "Interpreter for symbolic expression trees including automatically defined functions.")]
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34 | public sealed class SymbolicDataAnalysisExpressionTreeInterpreter : ParameterizedNamedItem, ISymbolicDataAnalysisExpressionTreeInterpreter {
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35 | private const string CheckExpressionsWithIntervalArithmeticParameterName = "CheckExpressionsWithIntervalArithmetic";
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36 | private const string EvaluatedSolutionsParameterName = "EvaluatedSolutions";
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37 | #region private classes
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38 | private class InterpreterState {
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39 | private double[] argumentStack;
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40 | private int argumentStackPointer;
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41 | private Instruction[] code;
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42 | private int pc;
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43 | public int ProgramCounter {
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44 | get { return pc; }
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45 | set { pc = value; }
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46 | }
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47 | internal InterpreterState(Instruction[] code, int argumentStackSize) {
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48 | this.code = code;
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49 | this.pc = 0;
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50 | if (argumentStackSize > 0) {
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51 | this.argumentStack = new double[argumentStackSize];
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52 | }
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53 | this.argumentStackPointer = 0;
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54 | }
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55 |
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56 | internal void Reset() {
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57 | this.pc = 0;
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58 | this.argumentStackPointer = 0;
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59 | }
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60 |
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61 | internal Instruction NextInstruction() {
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62 | return code[pc++];
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63 | }
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64 | private void Push(double val) {
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65 | argumentStack[argumentStackPointer++] = val;
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66 | }
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67 | private double Pop() {
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68 | return argumentStack[--argumentStackPointer];
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69 | }
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70 |
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71 | internal void CreateStackFrame(double[] argValues) {
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72 | // push in reverse order to make indexing easier
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73 | for (int i = argValues.Length - 1; i >= 0; i--) {
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74 | argumentStack[argumentStackPointer++] = argValues[i];
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75 | }
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76 | Push(argValues.Length);
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77 | }
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78 |
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79 | internal void RemoveStackFrame() {
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80 | int size = (int)Pop();
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81 | argumentStackPointer -= size;
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82 | }
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83 |
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84 | internal double GetStackFrameValue(ushort index) {
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85 | // layout of stack:
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86 | // [0] <- argumentStackPointer
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87 | // [StackFrameSize = N + 1]
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88 | // [Arg0] <- argumentStackPointer - 2 - 0
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89 | // [Arg1] <- argumentStackPointer - 2 - 1
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90 | // [...]
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91 | // [ArgN] <- argumentStackPointer - 2 - N
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92 | // <Begin of stack frame>
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93 | return argumentStack[argumentStackPointer - index - 2];
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94 | }
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95 | }
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96 | private class OpCodes {
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97 | public const byte Add = 1;
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98 | public const byte Sub = 2;
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99 | public const byte Mul = 3;
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100 | public const byte Div = 4;
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101 |
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102 | public const byte Sin = 5;
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103 | public const byte Cos = 6;
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104 | public const byte Tan = 7;
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105 |
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106 | public const byte Log = 8;
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107 | public const byte Exp = 9;
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108 |
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109 | public const byte IfThenElse = 10;
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110 |
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111 | public const byte GT = 11;
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112 | public const byte LT = 12;
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113 |
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114 | public const byte AND = 13;
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115 | public const byte OR = 14;
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116 | public const byte NOT = 15;
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117 |
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118 |
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119 | public const byte Average = 16;
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120 |
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121 | public const byte Call = 17;
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122 |
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123 | public const byte Variable = 18;
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124 | public const byte LagVariable = 19;
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125 | public const byte Constant = 20;
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126 | public const byte Arg = 21;
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127 |
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128 | public const byte Power = 22;
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129 | public const byte Root = 23;
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130 | public const byte TimeLag = 24;
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131 | public const byte Integral = 25;
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132 | public const byte Derivative = 26;
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133 |
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134 | public const byte VariableCondition = 27;
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135 | }
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136 | #endregion
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137 |
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138 | private Dictionary<Type, byte> symbolToOpcode = new Dictionary<Type, byte>() {
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139 | { typeof(Addition), OpCodes.Add },
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140 | { typeof(Subtraction), OpCodes.Sub },
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141 | { typeof(Multiplication), OpCodes.Mul },
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142 | { typeof(Division), OpCodes.Div },
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143 | { typeof(Sine), OpCodes.Sin },
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144 | { typeof(Cosine), OpCodes.Cos },
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145 | { typeof(Tangent), OpCodes.Tan },
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146 | { typeof(Logarithm), OpCodes.Log },
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147 | { typeof(Exponential), OpCodes.Exp },
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148 | { typeof(IfThenElse), OpCodes.IfThenElse },
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149 | { typeof(GreaterThan), OpCodes.GT },
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150 | { typeof(LessThan), OpCodes.LT },
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151 | { typeof(And), OpCodes.AND },
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152 | { typeof(Or), OpCodes.OR },
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153 | { typeof(Not), OpCodes.NOT},
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154 | { typeof(Average), OpCodes.Average},
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155 | { typeof(InvokeFunction), OpCodes.Call },
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156 | { typeof(HeuristicLab.Problems.DataAnalysis.Symbolic.Variable), OpCodes.Variable },
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157 | { typeof(LaggedVariable), OpCodes.LagVariable },
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158 | { typeof(Constant), OpCodes.Constant },
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159 | { typeof(Argument), OpCodes.Arg },
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160 | { typeof(Power),OpCodes.Power},
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161 | { typeof(Root),OpCodes.Root},
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162 | { typeof(TimeLag), OpCodes.TimeLag},
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163 | { typeof(Integral), OpCodes.Integral},
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164 | { typeof(Derivative), OpCodes.Derivative},
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165 | { typeof(VariableCondition),OpCodes.VariableCondition}
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166 | };
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167 |
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168 | public override bool CanChangeName {
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169 | get { return false; }
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170 | }
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171 | public override bool CanChangeDescription {
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172 | get { return false; }
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173 | }
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174 |
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175 | #region parameter properties
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176 | public IValueParameter<BoolValue> CheckExpressionsWithIntervalArithmeticParameter {
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177 | get { return (IValueParameter<BoolValue>)Parameters[CheckExpressionsWithIntervalArithmeticParameterName]; }
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178 | }
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179 |
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180 | public IValueParameter<IntValue> EvaluatedSolutionsParameter {
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181 | get { return (IValueParameter<IntValue>)Parameters[EvaluatedSolutionsParameterName]; }
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182 | }
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183 | #endregion
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184 |
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185 | #region properties
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186 | public BoolValue CheckExpressionsWithIntervalArithmetic {
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187 | get { return CheckExpressionsWithIntervalArithmeticParameter.Value; }
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188 | set { CheckExpressionsWithIntervalArithmeticParameter.Value = value; }
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189 | }
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190 |
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191 | public IntValue EvaluatedSolutions {
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192 | get { return EvaluatedSolutionsParameter.Value; }
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193 | set { EvaluatedSolutionsParameter.Value = value; }
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194 | }
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195 | #endregion
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196 |
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197 | [StorableConstructor]
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198 | private SymbolicDataAnalysisExpressionTreeInterpreter(bool deserializing) : base(deserializing) { }
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199 | private SymbolicDataAnalysisExpressionTreeInterpreter(SymbolicDataAnalysisExpressionTreeInterpreter original, Cloner cloner) : base(original, cloner) { }
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200 | public override IDeepCloneable Clone(Cloner cloner) {
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201 | return new SymbolicDataAnalysisExpressionTreeInterpreter(this, cloner);
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202 | }
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203 |
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204 | public SymbolicDataAnalysisExpressionTreeInterpreter()
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205 | : base("SymbolicDataAnalysisExpressionTreeInterpreter", "Interpreter for symbolic expression trees including automatically defined functions.") {
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206 | Parameters.Add(new ValueParameter<BoolValue>(CheckExpressionsWithIntervalArithmeticParameterName, "Switch that determines if the interpreter checks the validity of expressions with interval arithmetic before evaluating the expression.", new BoolValue(false)));
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207 | Parameters.Add(new ValueParameter<IntValue>(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", new IntValue(0)));
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208 | }
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209 |
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210 | #region state
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211 | public void InitializeState() {
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212 | EvaluatedSolutions.Value = 0;
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213 | }
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214 |
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215 | public void ClearState() {
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216 | }
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217 | #endregion
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218 |
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219 | public IEnumerable<double> GetSymbolicExpressionTreeValues(ISymbolicExpressionTree tree, Dataset dataset, IEnumerable<int> rows) {
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220 | EvaluatedSolutions.Value++; // increment the evaluated solutions counter
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221 | if (CheckExpressionsWithIntervalArithmetic.Value)
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222 | throw new NotSupportedException("Interval arithmetic is not yet supported in the symbolic data analysis interpreter.");
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223 | var compiler = new SymbolicExpressionTreeCompiler();
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224 | Instruction[] code = compiler.Compile(tree, MapSymbolToOpCode);
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225 | int necessaryArgStackSize = 0;
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226 | for (int i = 0; i < code.Length; i++) {
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227 | Instruction instr = code[i];
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228 | if (instr.opCode == OpCodes.Variable) {
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229 | var variableTreeNode = instr.dynamicNode as VariableTreeNode;
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230 | instr.iArg0 = dataset.GetReadOnlyDoubleValues(variableTreeNode.VariableName);
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231 | code[i] = instr;
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232 | } else if (instr.opCode == OpCodes.LagVariable) {
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233 | var laggedVariableTreeNode = instr.dynamicNode as LaggedVariableTreeNode;
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234 | instr.iArg0 = dataset.GetReadOnlyDoubleValues(laggedVariableTreeNode.VariableName);
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235 | code[i] = instr;
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236 | } else if (instr.opCode == OpCodes.VariableCondition) {
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237 | var variableConditionTreeNode = instr.dynamicNode as VariableConditionTreeNode;
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238 | instr.iArg0 = dataset.GetReadOnlyDoubleValues(variableConditionTreeNode.VariableName);
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239 | } else if (instr.opCode == OpCodes.Call) {
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240 | necessaryArgStackSize += instr.nArguments + 1;
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241 | }
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242 | }
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243 | var state = new InterpreterState(code, necessaryArgStackSize);
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244 |
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245 | foreach (var rowEnum in rows) {
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246 | int row = rowEnum;
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247 | state.Reset();
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248 | yield return Evaluate(dataset, ref row, state);
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249 | }
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250 | }
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251 |
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252 | private double Evaluate(Dataset dataset, ref int row, InterpreterState state) {
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253 | Instruction currentInstr = state.NextInstruction();
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254 | switch (currentInstr.opCode) {
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255 | case OpCodes.Add: {
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256 | double s = Evaluate(dataset, ref row, state);
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257 | for (int i = 1; i < currentInstr.nArguments; i++) {
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258 | s += Evaluate(dataset, ref row, state);
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259 | }
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260 | return s;
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261 | }
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262 | case OpCodes.Sub: {
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263 | double s = Evaluate(dataset, ref row, state);
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264 | for (int i = 1; i < currentInstr.nArguments; i++) {
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265 | s -= Evaluate(dataset, ref row, state);
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266 | }
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267 | if (currentInstr.nArguments == 1) s = -s;
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268 | return s;
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269 | }
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270 | case OpCodes.Mul: {
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271 | double p = Evaluate(dataset, ref row, state);
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272 | for (int i = 1; i < currentInstr.nArguments; i++) {
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273 | p *= Evaluate(dataset, ref row, state);
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274 | }
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275 | return p;
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276 | }
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277 | case OpCodes.Div: {
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278 | double p = Evaluate(dataset, ref row, state);
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279 | for (int i = 1; i < currentInstr.nArguments; i++) {
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280 | p /= Evaluate(dataset, ref row, state);
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281 | }
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282 | if (currentInstr.nArguments == 1) p = 1.0 / p;
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283 | return p;
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284 | }
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285 | case OpCodes.Average: {
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286 | double sum = Evaluate(dataset, ref row, state);
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287 | for (int i = 1; i < currentInstr.nArguments; i++) {
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288 | sum += Evaluate(dataset, ref row, state);
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289 | }
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290 | return sum / currentInstr.nArguments;
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291 | }
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292 | case OpCodes.Cos: {
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293 | return Math.Cos(Evaluate(dataset, ref row, state));
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294 | }
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295 | case OpCodes.Sin: {
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296 | return Math.Sin(Evaluate(dataset, ref row, state));
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297 | }
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298 | case OpCodes.Tan: {
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299 | return Math.Tan(Evaluate(dataset, ref row, state));
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300 | }
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301 | case OpCodes.Power: {
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302 | double x = Evaluate(dataset, ref row, state);
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303 | double y = Math.Round(Evaluate(dataset, ref row, state));
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304 | return Math.Pow(x, y);
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305 | }
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306 | case OpCodes.Root: {
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307 | double x = Evaluate(dataset, ref row, state);
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308 | double y = Math.Round(Evaluate(dataset, ref row, state));
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309 | return Math.Pow(x, 1 / y);
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310 | }
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311 | case OpCodes.Exp: {
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312 | return Math.Exp(Evaluate(dataset, ref row, state));
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313 | }
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314 | case OpCodes.Log: {
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315 | return Math.Log(Evaluate(dataset, ref row, state));
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316 | }
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317 | case OpCodes.IfThenElse: {
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318 | double condition = Evaluate(dataset, ref row, state);
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319 | double result;
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320 | if (condition > 0.0) {
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321 | result = Evaluate(dataset, ref row, state); SkipInstructions(state);
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322 | } else {
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323 | SkipInstructions(state); result = Evaluate(dataset, ref row, state);
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324 | }
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325 | return result;
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326 | }
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327 | case OpCodes.AND: {
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328 | double result = Evaluate(dataset, ref row, state);
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329 | for (int i = 1; i < currentInstr.nArguments; i++) {
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330 | if (result > 0.0) result = Evaluate(dataset, ref row, state);
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331 | else {
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332 | SkipInstructions(state);
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333 | }
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334 | }
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335 | return result > 0.0 ? 1.0 : -1.0;
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336 | }
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337 | case OpCodes.OR: {
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338 | double result = Evaluate(dataset, ref row, state);
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339 | for (int i = 1; i < currentInstr.nArguments; i++) {
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340 | if (result <= 0.0) result = Evaluate(dataset, ref row, state);
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341 | else {
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342 | SkipInstructions(state);
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343 | }
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344 | }
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345 | return result > 0.0 ? 1.0 : -1.0;
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346 | }
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347 | case OpCodes.NOT: {
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348 | return Evaluate(dataset, ref row, state) > 0.0 ? -1.0 : 1.0;
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349 | }
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350 | case OpCodes.GT: {
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351 | double x = Evaluate(dataset, ref row, state);
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352 | double y = Evaluate(dataset, ref row, state);
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353 | if (x > y) return 1.0;
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354 | else return -1.0;
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355 | }
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356 | case OpCodes.LT: {
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357 | double x = Evaluate(dataset, ref row, state);
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358 | double y = Evaluate(dataset, ref row, state);
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359 | if (x < y) return 1.0;
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360 | else return -1.0;
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361 | }
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362 | case OpCodes.TimeLag: {
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363 | var timeLagTreeNode = (LaggedTreeNode)currentInstr.dynamicNode;
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364 | row += timeLagTreeNode.Lag;
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365 | double result = Evaluate(dataset, ref row, state);
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366 | row -= timeLagTreeNode.Lag;
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367 | return result;
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368 | }
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369 | case OpCodes.Integral: {
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370 | int savedPc = state.ProgramCounter;
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371 | var timeLagTreeNode = (LaggedTreeNode)currentInstr.dynamicNode;
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372 | double sum = 0.0;
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373 | for (int i = 0; i < Math.Abs(timeLagTreeNode.Lag); i++) {
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374 | row += Math.Sign(timeLagTreeNode.Lag);
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375 | sum += Evaluate(dataset, ref row, state);
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376 | state.ProgramCounter = savedPc;
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377 | }
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378 | row -= timeLagTreeNode.Lag;
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379 | sum += Evaluate(dataset, ref row, state);
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380 | return sum;
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381 | }
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382 |
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383 | //mkommend: derivate calculation taken from:
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384 | //http://www.holoborodko.com/pavel/numerical-methods/numerical-derivative/smooth-low-noise-differentiators/
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385 | //one sided smooth differentiatior, N = 4
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386 | // y' = 1/8h (f_i + 2f_i-1, -2 f_i-3 - f_i-4)
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387 | case OpCodes.Derivative: {
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388 | int savedPc = state.ProgramCounter;
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389 | double f_0 = Evaluate(dataset, ref row, state); row--;
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390 | state.ProgramCounter = savedPc;
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391 | double f_1 = Evaluate(dataset, ref row, state); row -= 2;
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392 | state.ProgramCounter = savedPc;
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393 | double f_3 = Evaluate(dataset, ref row, state); row--;
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394 | state.ProgramCounter = savedPc;
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395 | double f_4 = Evaluate(dataset, ref row, state);
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396 | row += 4;
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397 |
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398 | return (f_0 + 2 * f_1 - 2 * f_3 - f_4) / 8; // h = 1
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399 | }
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400 | case OpCodes.Call: {
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401 | // evaluate sub-trees
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402 | double[] argValues = new double[currentInstr.nArguments];
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403 | for (int i = 0; i < currentInstr.nArguments; i++) {
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404 | argValues[i] = Evaluate(dataset, ref row, state);
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405 | }
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406 | // push on argument values on stack
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407 | state.CreateStackFrame(argValues);
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408 |
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409 | // save the pc
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410 | int savedPc = state.ProgramCounter;
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411 | // set pc to start of function
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412 | state.ProgramCounter = (ushort)currentInstr.iArg0;
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413 | // evaluate the function
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414 | double v = Evaluate(dataset, ref row, state);
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415 |
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416 | // delete the stack frame
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417 | state.RemoveStackFrame();
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418 |
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419 | // restore the pc => evaluation will continue at point after my subtrees
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420 | state.ProgramCounter = savedPc;
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421 | return v;
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422 | }
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423 | case OpCodes.Arg: {
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424 | return state.GetStackFrameValue((ushort)currentInstr.iArg0);
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425 | }
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426 | case OpCodes.Variable: {
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427 | if (row < 0 || row >= dataset.Rows)
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428 | return double.NaN;
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429 | var variableTreeNode = (VariableTreeNode)currentInstr.dynamicNode;
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430 | return ((IList<double>)currentInstr.iArg0)[row] * variableTreeNode.Weight;
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431 | }
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432 | case OpCodes.LagVariable: {
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433 | var laggedVariableTreeNode = (LaggedVariableTreeNode)currentInstr.dynamicNode;
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434 | int actualRow = row + laggedVariableTreeNode.Lag;
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435 | if (actualRow < 0 || actualRow >= dataset.Rows)
|
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436 | return double.NaN;
|
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437 | return ((IList<double>)currentInstr.iArg0)[actualRow] * laggedVariableTreeNode.Weight;
|
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438 | }
|
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439 | case OpCodes.Constant: {
|
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440 | var constTreeNode = currentInstr.dynamicNode as ConstantTreeNode;
|
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441 | return constTreeNode.Value;
|
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442 | }
|
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443 |
|
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444 | //mkommend: this symbol uses the logistic function f(x) = 1 / (1 + e^(-alpha * x) )
|
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445 | //to determine the relative amounts of the true and false branch see http://en.wikipedia.org/wiki/Logistic_function
|
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446 | case OpCodes.VariableCondition: {
|
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447 | if (row < 0 || row >= dataset.Rows)
|
---|
448 | return double.NaN;
|
---|
449 | var variableConditionTreeNode = (VariableConditionTreeNode)currentInstr.dynamicNode;
|
---|
450 | double variableValue = ((IList<double>)currentInstr.iArg0)[row];
|
---|
451 | double x = variableValue - variableConditionTreeNode.Threshold;
|
---|
452 | double p = 1 / (1 + Math.Exp(-variableConditionTreeNode.Slope * x));
|
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453 |
|
---|
454 | double trueBranch = Evaluate(dataset, ref row, state);
|
---|
455 | double falseBranch = Evaluate(dataset, ref row, state);
|
---|
456 |
|
---|
457 | return trueBranch * p + falseBranch * (1 - p);
|
---|
458 | }
|
---|
459 | default: throw new NotSupportedException();
|
---|
460 | }
|
---|
461 | }
|
---|
462 |
|
---|
463 | private byte MapSymbolToOpCode(ISymbolicExpressionTreeNode treeNode) {
|
---|
464 | if (symbolToOpcode.ContainsKey(treeNode.Symbol.GetType()))
|
---|
465 | return symbolToOpcode[treeNode.Symbol.GetType()];
|
---|
466 | else
|
---|
467 | throw new NotSupportedException("Symbol: " + treeNode.Symbol);
|
---|
468 | }
|
---|
469 |
|
---|
470 | // skips a whole branch
|
---|
471 | private void SkipInstructions(InterpreterState state) {
|
---|
472 | int i = 1;
|
---|
473 | while (i > 0) {
|
---|
474 | i += state.NextInstruction().nArguments;
|
---|
475 | i--;
|
---|
476 | }
|
---|
477 | }
|
---|
478 | }
|
---|
479 | }
|
---|