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source: branches/symbreg-factors-2650/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SingleObjective/Evaluators/SymbolicRegressionConstantOptimizationEvaluator.cs @ 14237

Last change on this file since 14237 was 14237, checked in by gkronber, 8 years ago

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[6256]1#region License Information
2/* HeuristicLab
[14185]3 * Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
[6256]4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
[8704]22using System;
[6256]23using System.Collections.Generic;
24using System.Linq;
[8704]25using AutoDiff;
[6256]26using HeuristicLab.Common;
27using HeuristicLab.Core;
28using HeuristicLab.Data;
29using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
30using HeuristicLab.Parameters;
31using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
32
33namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Regression {
[6555]34  [Item("Constant Optimization Evaluator", "Calculates Pearson R² of a symbolic regression solution and optimizes the constant used.")]
[6256]35  [StorableClass]
36  public class SymbolicRegressionConstantOptimizationEvaluator : SymbolicRegressionSingleObjectiveEvaluator {
37    private const string ConstantOptimizationIterationsParameterName = "ConstantOptimizationIterations";
38    private const string ConstantOptimizationImprovementParameterName = "ConstantOptimizationImprovement";
39    private const string ConstantOptimizationProbabilityParameterName = "ConstantOptimizationProbability";
40    private const string ConstantOptimizationRowsPercentageParameterName = "ConstantOptimizationRowsPercentage";
[8823]41    private const string UpdateConstantsInTreeParameterName = "UpdateConstantsInSymbolicExpressionTree";
[13670]42    private const string UpdateVariableWeightsParameterName = "Update Variable Weights";
[6256]43
44    public IFixedValueParameter<IntValue> ConstantOptimizationIterationsParameter {
45      get { return (IFixedValueParameter<IntValue>)Parameters[ConstantOptimizationIterationsParameterName]; }
46    }
47    public IFixedValueParameter<DoubleValue> ConstantOptimizationImprovementParameter {
48      get { return (IFixedValueParameter<DoubleValue>)Parameters[ConstantOptimizationImprovementParameterName]; }
49    }
50    public IFixedValueParameter<PercentValue> ConstantOptimizationProbabilityParameter {
51      get { return (IFixedValueParameter<PercentValue>)Parameters[ConstantOptimizationProbabilityParameterName]; }
52    }
53    public IFixedValueParameter<PercentValue> ConstantOptimizationRowsPercentageParameter {
54      get { return (IFixedValueParameter<PercentValue>)Parameters[ConstantOptimizationRowsPercentageParameterName]; }
55    }
[8823]56    public IFixedValueParameter<BoolValue> UpdateConstantsInTreeParameter {
57      get { return (IFixedValueParameter<BoolValue>)Parameters[UpdateConstantsInTreeParameterName]; }
58    }
[13670]59    public IFixedValueParameter<BoolValue> UpdateVariableWeightsParameter {
60      get { return (IFixedValueParameter<BoolValue>)Parameters[UpdateVariableWeightsParameterName]; }
61    }
[6256]62
[13670]63
[6256]64    public IntValue ConstantOptimizationIterations {
65      get { return ConstantOptimizationIterationsParameter.Value; }
66    }
67    public DoubleValue ConstantOptimizationImprovement {
68      get { return ConstantOptimizationImprovementParameter.Value; }
69    }
70    public PercentValue ConstantOptimizationProbability {
71      get { return ConstantOptimizationProbabilityParameter.Value; }
72    }
73    public PercentValue ConstantOptimizationRowsPercentage {
74      get { return ConstantOptimizationRowsPercentageParameter.Value; }
75    }
[8823]76    public bool UpdateConstantsInTree {
77      get { return UpdateConstantsInTreeParameter.Value.Value; }
78      set { UpdateConstantsInTreeParameter.Value.Value = value; }
79    }
[6256]80
[13670]81    public bool UpdateVariableWeights {
82      get { return UpdateVariableWeightsParameter.Value.Value; }
83      set { UpdateVariableWeightsParameter.Value.Value = value; }
84    }
85
[6256]86    public override bool Maximization {
87      get { return true; }
88    }
89
90    [StorableConstructor]
91    protected SymbolicRegressionConstantOptimizationEvaluator(bool deserializing) : base(deserializing) { }
92    protected SymbolicRegressionConstantOptimizationEvaluator(SymbolicRegressionConstantOptimizationEvaluator original, Cloner cloner)
93      : base(original, cloner) {
94    }
95    public SymbolicRegressionConstantOptimizationEvaluator()
96      : base() {
[8938]97      Parameters.Add(new FixedValueParameter<IntValue>(ConstantOptimizationIterationsParameterName, "Determines how many iterations should be calculated while optimizing the constant of a symbolic expression tree (0 indicates other or default stopping criterion).", new IntValue(10), true));
[13916]98      Parameters.Add(new FixedValueParameter<DoubleValue>(ConstantOptimizationImprovementParameterName, "Determines the relative improvement which must be achieved in the constant optimization to continue with it (0 indicates other or default stopping criterion).", new DoubleValue(0), true) { Hidden = true });
[6256]99      Parameters.Add(new FixedValueParameter<PercentValue>(ConstantOptimizationProbabilityParameterName, "Determines the probability that the constants are optimized", new PercentValue(1), true));
100      Parameters.Add(new FixedValueParameter<PercentValue>(ConstantOptimizationRowsPercentageParameterName, "Determines the percentage of the rows which should be used for constant optimization", new PercentValue(1), true));
[13916]101      Parameters.Add(new FixedValueParameter<BoolValue>(UpdateConstantsInTreeParameterName, "Determines if the constants in the tree should be overwritten by the optimized constants.", new BoolValue(true)) { Hidden = true });
102      Parameters.Add(new FixedValueParameter<BoolValue>(UpdateVariableWeightsParameterName, "Determines if the variable weights in the tree should be  optimized.", new BoolValue(true)) { Hidden = true });
[6256]103    }
104
105    public override IDeepCloneable Clone(Cloner cloner) {
106      return new SymbolicRegressionConstantOptimizationEvaluator(this, cloner);
107    }
108
[8823]109    [StorableHook(HookType.AfterDeserialization)]
110    private void AfterDeserialization() {
111      if (!Parameters.ContainsKey(UpdateConstantsInTreeParameterName))
112        Parameters.Add(new FixedValueParameter<BoolValue>(UpdateConstantsInTreeParameterName, "Determines if the constants in the tree should be overwritten by the optimized constants.", new BoolValue(true)));
[13670]113      if (!Parameters.ContainsKey(UpdateVariableWeightsParameterName))
114        Parameters.Add(new FixedValueParameter<BoolValue>(UpdateVariableWeightsParameterName, "Determines if the variable weights in the tree should be  optimized.", new BoolValue(true)));
[8823]115    }
116
[10291]117    public override IOperation InstrumentedApply() {
[6256]118      var solution = SymbolicExpressionTreeParameter.ActualValue;
119      double quality;
120      if (RandomParameter.ActualValue.NextDouble() < ConstantOptimizationProbability.Value) {
121        IEnumerable<int> constantOptimizationRows = GenerateRowsToEvaluate(ConstantOptimizationRowsPercentage.Value);
122        quality = OptimizeConstants(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, solution, ProblemDataParameter.ActualValue,
[13670]123           constantOptimizationRows, ApplyLinearScalingParameter.ActualValue.Value, ConstantOptimizationIterations.Value, updateVariableWeights: UpdateVariableWeights, lowerEstimationLimit: EstimationLimitsParameter.ActualValue.Lower, upperEstimationLimit: EstimationLimitsParameter.ActualValue.Upper, updateConstantsInTree: UpdateConstantsInTree);
[8938]124
[6256]125        if (ConstantOptimizationRowsPercentage.Value != RelativeNumberOfEvaluatedSamplesParameter.ActualValue.Value) {
126          var evaluationRows = GenerateRowsToEvaluate();
[8664]127          quality = SymbolicRegressionSingleObjectivePearsonRSquaredEvaluator.Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, solution, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, ProblemDataParameter.ActualValue, evaluationRows, ApplyLinearScalingParameter.ActualValue.Value);
[6256]128        }
129      } else {
130        var evaluationRows = GenerateRowsToEvaluate();
[8664]131        quality = SymbolicRegressionSingleObjectivePearsonRSquaredEvaluator.Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, solution, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, ProblemDataParameter.ActualValue, evaluationRows, ApplyLinearScalingParameter.ActualValue.Value);
[6256]132      }
133      QualityParameter.ActualValue = new DoubleValue(quality);
134
[10291]135      return base.InstrumentedApply();
[6256]136    }
137
138    public override double Evaluate(IExecutionContext context, ISymbolicExpressionTree tree, IRegressionProblemData problemData, IEnumerable<int> rows) {
139      SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = context;
140      EstimationLimitsParameter.ExecutionContext = context;
[8664]141      ApplyLinearScalingParameter.ExecutionContext = context;
[6256]142
[9209]143      // Pearson R² evaluator is used on purpose instead of the const-opt evaluator,
144      // because Evaluate() is used to get the quality of evolved models on
145      // different partitions of the dataset (e.g., best validation model)
[8664]146      double r2 = SymbolicRegressionSingleObjectivePearsonRSquaredEvaluator.Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, problemData, rows, ApplyLinearScalingParameter.ActualValue.Value);
[6256]147
148      SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = null;
149      EstimationLimitsParameter.ExecutionContext = null;
[9209]150      ApplyLinearScalingParameter.ExecutionContext = null;
[6256]151
152      return r2;
153    }
154
[8823]155    #region derivations of functions
[8730]156    // create function factory for arctangent
157    private readonly Func<Term, UnaryFunc> arctan = UnaryFunc.Factory(
[8823]158      eval: Math.Atan,
159      diff: x => 1 / (1 + x * x));
[8730]160    private static readonly Func<Term, UnaryFunc> sin = UnaryFunc.Factory(
[8823]161      eval: Math.Sin,
162      diff: Math.Cos);
[8730]163    private static readonly Func<Term, UnaryFunc> cos = UnaryFunc.Factory(
[8823]164       eval: Math.Cos,
165       diff: x => -Math.Sin(x));
[8730]166    private static readonly Func<Term, UnaryFunc> tan = UnaryFunc.Factory(
[8823]167      eval: Math.Tan,
168      diff: x => 1 + Math.Tan(x) * Math.Tan(x));
[8730]169    private static readonly Func<Term, UnaryFunc> erf = UnaryFunc.Factory(
[8823]170      eval: alglib.errorfunction,
171      diff: x => 2.0 * Math.Exp(-(x * x)) / Math.Sqrt(Math.PI));
[8730]172    private static readonly Func<Term, UnaryFunc> norm = UnaryFunc.Factory(
[8823]173      eval: alglib.normaldistribution,
174      diff: x => -(Math.Exp(-(x * x)) * Math.Sqrt(Math.Exp(x * x)) * x) / Math.Sqrt(2 * Math.PI));
175    #endregion
[8730]176
177
[13670]178    public static double OptimizeConstants(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree tree, IRegressionProblemData problemData, IEnumerable<int> rows, bool applyLinearScaling, int maxIterations, bool updateVariableWeights = true, double lowerEstimationLimit = double.MinValue, double upperEstimationLimit = double.MaxValue, bool updateConstantsInTree = true) {
[8704]179
180      List<AutoDiff.Variable> variables = new List<AutoDiff.Variable>();
181      List<AutoDiff.Variable> parameters = new List<AutoDiff.Variable>();
182      List<string> variableNames = new List<string>();
[14232]183      List<string> categoricalVariableValues = new List<string>();
[8704]184
185      AutoDiff.Term func;
[14232]186      if (!TryTransformToAutoDiff(tree.Root.GetSubtree(0), variables, parameters, variableNames, categoricalVariableValues, updateVariableWeights, out func))
[8828]187        throw new NotSupportedException("Could not optimize constants of symbolic expression tree due to not supported symbols used in the tree.");
[14232]188      if (variableNames.Count == 0) return 0.0; // gkronber: constant expressions always have a R² of 0.0
[8704]189
[13670]190      AutoDiff.IParametricCompiledTerm compiledFunc = func.Compile(variables.ToArray(), parameters.ToArray());
[8704]191
[14232]192      List<SymbolicExpressionTreeTerminalNode> terminalNodes = null; // gkronber only used for extraction of initial constants
[13670]193      if (updateVariableWeights)
194        terminalNodes = tree.Root.IterateNodesPrefix().OfType<SymbolicExpressionTreeTerminalNode>().ToList();
195      else
196        terminalNodes = new List<SymbolicExpressionTreeTerminalNode>(tree.Root.IterateNodesPrefix().OfType<ConstantTreeNode>());
197
198      //extract inital constants
[8704]199      double[] c = new double[variables.Count];
200      {
201        c[0] = 0.0;
202        c[1] = 1.0;
203        int i = 2;
204        foreach (var node in terminalNodes) {
205          ConstantTreeNode constantTreeNode = node as ConstantTreeNode;
206          VariableTreeNode variableTreeNode = node as VariableTreeNode;
[14237]207          FactorVariableTreeNode factorVariableTreeNode = node as FactorVariableTreeNode;
[8704]208          if (constantTreeNode != null)
209            c[i++] = constantTreeNode.Value;
[13670]210          else if (updateVariableWeights && variableTreeNode != null)
[8704]211            c[i++] = variableTreeNode.Weight;
[14237]212          else if (updateVariableWeights && factorVariableTreeNode != null)
213            c[i++] = factorVariableTreeNode.Weight;
[8704]214        }
[6256]215      }
[8938]216      double[] originalConstants = (double[])c.Clone();
217      double originalQuality = SymbolicRegressionSingleObjectivePearsonRSquaredEvaluator.Calculate(interpreter, tree, lowerEstimationLimit, upperEstimationLimit, problemData, rows, applyLinearScaling);
[6256]218
[8704]219      alglib.lsfitstate state;
220      alglib.lsfitreport rep;
221      int info;
[6256]222
[12509]223      IDataset ds = problemData.Dataset;
[8704]224      double[,] x = new double[rows.Count(), variableNames.Count];
225      int row = 0;
226      foreach (var r in rows) {
227        for (int col = 0; col < variableNames.Count; col++) {
[14232]228          if (ds.VariableHasType<double>(variableNames[col])) {
229            x[row, col] = ds.GetDoubleValue(variableNames[col], r);
230          } else if (ds.VariableHasType<string>(variableNames[col])) {
231            x[row, col] = ds.GetStringValue(variableNames[col], r) == categoricalVariableValues[col] ? 1 : 0;
232          } else throw new InvalidProgramException("found a variable of unknown type");
[8704]233        }
234        row++;
235      }
236      double[] y = ds.GetDoubleValues(problemData.TargetVariable, rows).ToArray();
237      int n = x.GetLength(0);
238      int m = x.GetLength(1);
239      int k = c.Length;
[6256]240
[8704]241      alglib.ndimensional_pfunc function_cx_1_func = CreatePFunc(compiledFunc);
242      alglib.ndimensional_pgrad function_cx_1_grad = CreatePGrad(compiledFunc);
[6256]243
[8704]244      try {
245        alglib.lsfitcreatefg(x, y, c, n, m, k, false, out state);
[8938]246        alglib.lsfitsetcond(state, 0.0, 0.0, maxIterations);
247        //alglib.lsfitsetgradientcheck(state, 0.001);
[8704]248        alglib.lsfitfit(state, function_cx_1_func, function_cx_1_grad, null, null);
249        alglib.lsfitresults(state, out info, out c, out rep);
[6256]250      }
[8730]251      catch (ArithmeticException) {
[8984]252        return originalQuality;
[8730]253      }
[8704]254      catch (alglib.alglibexception) {
[8984]255        return originalQuality;
[8704]256      }
[8823]257
[8938]258      //info == -7  => constant optimization failed due to wrong gradient
[13670]259      if (info != -7) UpdateConstants(tree, c.Skip(2).ToArray(), updateVariableWeights);
[8938]260      var quality = SymbolicRegressionSingleObjectivePearsonRSquaredEvaluator.Calculate(interpreter, tree, lowerEstimationLimit, upperEstimationLimit, problemData, rows, applyLinearScaling);
261
[13670]262      if (!updateConstantsInTree) UpdateConstants(tree, originalConstants.Skip(2).ToArray(), updateVariableWeights);
[8938]263      if (originalQuality - quality > 0.001 || double.IsNaN(quality)) {
[13670]264        UpdateConstants(tree, originalConstants.Skip(2).ToArray(), updateVariableWeights);
[8938]265        return originalQuality;
[8704]266      }
[8938]267      return quality;
[6256]268    }
269
[13670]270    private static void UpdateConstants(ISymbolicExpressionTree tree, double[] constants, bool updateVariableWeights) {
[8938]271      int i = 0;
272      foreach (var node in tree.Root.IterateNodesPrefix().OfType<SymbolicExpressionTreeTerminalNode>()) {
273        ConstantTreeNode constantTreeNode = node as ConstantTreeNode;
274        VariableTreeNode variableTreeNode = node as VariableTreeNode;
[14237]275        FactorVariableTreeNode factorVarTreeNode = node as FactorVariableTreeNode;
[8938]276        if (constantTreeNode != null)
277          constantTreeNode.Value = constants[i++];
[13670]278        else if (updateVariableWeights && variableTreeNode != null)
[8938]279          variableTreeNode.Weight = constants[i++];
[14237]280        else if (updateVariableWeights && factorVarTreeNode != null)
281          factorVarTreeNode.Weight = constants[i++];
[8938]282      }
283    }
284
[8704]285    private static alglib.ndimensional_pfunc CreatePFunc(AutoDiff.IParametricCompiledTerm compiledFunc) {
286      return (double[] c, double[] x, ref double func, object o) => {
287        func = compiledFunc.Evaluate(c, x);
288      };
289    }
[6256]290
[8704]291    private static alglib.ndimensional_pgrad CreatePGrad(AutoDiff.IParametricCompiledTerm compiledFunc) {
292      return (double[] c, double[] x, ref double func, double[] grad, object o) => {
293        var tupel = compiledFunc.Differentiate(c, x);
294        func = tupel.Item2;
295        Array.Copy(tupel.Item1, grad, grad.Length);
[6256]296      };
297    }
298
[14232]299    private static bool TryTransformToAutoDiff(ISymbolicExpressionTreeNode node, List<AutoDiff.Variable> variables, List<AutoDiff.Variable> parameters,
300      List<string> variableNames, List<string> categoricalVariableValues, bool updateVariableWeights, out AutoDiff.Term term) {
[8704]301      if (node.Symbol is Constant) {
302        var var = new AutoDiff.Variable();
303        variables.Add(var);
304        term = var;
305        return true;
306      }
[14237]307      if (node.Symbol is Variable || node.Symbol is FactorVariable) {
308        var varNode = node as VariableTreeNodeBase;
309        var factorVarNode = node as FactorVariableTreeNode;
310        // factor variable values are only 0 or 1 and set in x accordingly
[8704]311        var par = new AutoDiff.Variable();
312        parameters.Add(par);
313        variableNames.Add(varNode.VariableName);
[14237]314        categoricalVariableValues.Add(factorVarNode != null ? factorVarNode.VariableValue : string.Empty);
[13670]315
316        if (updateVariableWeights) {
317          var w = new AutoDiff.Variable();
318          variables.Add(w);
319          term = AutoDiff.TermBuilder.Product(w, par);
320        } else {
321          term = par;
322        }
[8704]323        return true;
324      }
325      if (node.Symbol is Addition) {
326        List<AutoDiff.Term> terms = new List<Term>();
327        foreach (var subTree in node.Subtrees) {
328          AutoDiff.Term t;
[14232]329          if (!TryTransformToAutoDiff(subTree, variables, parameters, variableNames, categoricalVariableValues, updateVariableWeights, out t)) {
[8704]330            term = null;
331            return false;
332          }
333          terms.Add(t);
334        }
335        term = AutoDiff.TermBuilder.Sum(terms);
336        return true;
337      }
[8823]338      if (node.Symbol is Subtraction) {
339        List<AutoDiff.Term> terms = new List<Term>();
340        for (int i = 0; i < node.SubtreeCount; i++) {
341          AutoDiff.Term t;
[14232]342          if (!TryTransformToAutoDiff(node.GetSubtree(i), variables, parameters, variableNames, categoricalVariableValues, updateVariableWeights, out t)) {
[8823]343            term = null;
344            return false;
345          }
346          if (i > 0) t = -t;
347          terms.Add(t);
348        }
[14036]349        if (terms.Count == 1) term = -terms[0];
350        else term = AutoDiff.TermBuilder.Sum(terms);
[8823]351        return true;
352      }
[8704]353      if (node.Symbol is Multiplication) {
[13900]354        List<AutoDiff.Term> terms = new List<Term>();
355        foreach (var subTree in node.Subtrees) {
356          AutoDiff.Term t;
[14232]357          if (!TryTransformToAutoDiff(subTree, variables, parameters, variableNames, categoricalVariableValues, updateVariableWeights, out t)) {
[13869]358            term = null;
359            return false;
360          }
[13900]361          terms.Add(t);
[8704]362        }
[13900]363        if (terms.Count == 1) term = terms[0];
364        else term = terms.Aggregate((a, b) => new AutoDiff.Product(a, b));
[13869]365        return true;
[13900]366
[8704]367      }
368      if (node.Symbol is Division) {
[13900]369        List<AutoDiff.Term> terms = new List<Term>();
370        foreach (var subTree in node.Subtrees) {
371          AutoDiff.Term t;
[14232]372          if (!TryTransformToAutoDiff(subTree, variables, parameters, variableNames, categoricalVariableValues, updateVariableWeights, out t)) {
[13869]373            term = null;
374            return false;
375          }
[13900]376          terms.Add(t);
[8704]377        }
[13900]378        if (terms.Count == 1) term = 1.0 / terms[0];
379        else term = terms.Aggregate((a, b) => new AutoDiff.Product(a, 1.0 / b));
[13869]380        return true;
[8704]381      }
382      if (node.Symbol is Logarithm) {
383        AutoDiff.Term t;
[14232]384        if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, categoricalVariableValues, updateVariableWeights, out t)) {
[8704]385          term = null;
386          return false;
387        } else {
388          term = AutoDiff.TermBuilder.Log(t);
389          return true;
390        }
391      }
392      if (node.Symbol is Exponential) {
393        AutoDiff.Term t;
[14232]394        if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, categoricalVariableValues, updateVariableWeights, out t)) {
[8704]395          term = null;
396          return false;
397        } else {
398          term = AutoDiff.TermBuilder.Exp(t);
399          return true;
400        }
[11680]401      }
402      if (node.Symbol is Square) {
[8730]403        AutoDiff.Term t;
[14232]404        if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, categoricalVariableValues, updateVariableWeights, out t)) {
[8730]405          term = null;
406          return false;
407        } else {
[11680]408          term = AutoDiff.TermBuilder.Power(t, 2.0);
[8730]409          return true;
410        }
[13869]411      }
412      if (node.Symbol is SquareRoot) {
[8730]413        AutoDiff.Term t;
[14232]414        if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, categoricalVariableValues, updateVariableWeights, out t)) {
[8730]415          term = null;
416          return false;
417        } else {
[11680]418          term = AutoDiff.TermBuilder.Power(t, 0.5);
[8730]419          return true;
420        }
[13869]421      }
422      if (node.Symbol is Sine) {
[8730]423        AutoDiff.Term t;
[14232]424        if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, categoricalVariableValues, updateVariableWeights, out t)) {
[8730]425          term = null;
426          return false;
427        } else {
[11680]428          term = sin(t);
[8730]429          return true;
430        }
[13869]431      }
432      if (node.Symbol is Cosine) {
[8730]433        AutoDiff.Term t;
[14232]434        if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, categoricalVariableValues, updateVariableWeights, out t)) {
[8730]435          term = null;
436          return false;
437        } else {
[11680]438          term = cos(t);
[8730]439          return true;
440        }
[13869]441      }
442      if (node.Symbol is Tangent) {
[11680]443        AutoDiff.Term t;
[14232]444        if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, categoricalVariableValues, updateVariableWeights, out t)) {
[11680]445          term = null;
446          return false;
447        } else {
448          term = tan(t);
449          return true;
450        }
[13869]451      }
452      if (node.Symbol is Erf) {
[8730]453        AutoDiff.Term t;
[14232]454        if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, categoricalVariableValues, updateVariableWeights, out t)) {
[8730]455          term = null;
456          return false;
457        } else {
458          term = erf(t);
459          return true;
460        }
[13869]461      }
462      if (node.Symbol is Norm) {
[8730]463        AutoDiff.Term t;
[14232]464        if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, categoricalVariableValues, updateVariableWeights, out t)) {
[8730]465          term = null;
466          return false;
467        } else {
468          term = norm(t);
469          return true;
470        }
471      }
[8704]472      if (node.Symbol is StartSymbol) {
473        var alpha = new AutoDiff.Variable();
474        var beta = new AutoDiff.Variable();
475        variables.Add(beta);
476        variables.Add(alpha);
477        AutoDiff.Term branchTerm;
[14232]478        if (TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, categoricalVariableValues, updateVariableWeights, out branchTerm)) {
[8704]479          term = branchTerm * alpha + beta;
480          return true;
481        } else {
482          term = null;
483          return false;
484        }
485      }
486      term = null;
487      return false;
488    }
[8730]489
490    public static bool CanOptimizeConstants(ISymbolicExpressionTree tree) {
491      var containsUnknownSymbol = (
492        from n in tree.Root.GetSubtree(0).IterateNodesPrefix()
493        where
494         !(n.Symbol is Variable) &&
[14232]495         !(n.Symbol is FactorVariable) &&
[8730]496         !(n.Symbol is Constant) &&
497         !(n.Symbol is Addition) &&
498         !(n.Symbol is Subtraction) &&
499         !(n.Symbol is Multiplication) &&
500         !(n.Symbol is Division) &&
501         !(n.Symbol is Logarithm) &&
502         !(n.Symbol is Exponential) &&
[11680]503         !(n.Symbol is SquareRoot) &&
504         !(n.Symbol is Square) &&
[8730]505         !(n.Symbol is Sine) &&
506         !(n.Symbol is Cosine) &&
507         !(n.Symbol is Tangent) &&
508         !(n.Symbol is Erf) &&
509         !(n.Symbol is Norm) &&
510         !(n.Symbol is StartSymbol)
511        select n).
512      Any();
513      return !containsUnknownSymbol;
514    }
[6256]515  }
516}
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