#region License Information
/* HeuristicLab
* Copyright (C) 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 .
*/
#endregion
using System;
using System.Collections.Generic;
using System.Linq;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
namespace HeuristicLab.Problems.DataAnalysis.Symbolic {
public static class DerivativeCalculator {
public static ISymbolicExpressionTree Derive(ISymbolicExpressionTree tree, string variableName) {
if (tree.Root.SubtreeCount != 1)
throw new NotImplementedException("Derive is not implemented for symbolic expressions with automatically defined functions (ADF)");
if (tree.Root.GetSubtree(0).SubtreeCount != 1)
throw new NotImplementedException("Derive is not implemented for multi-variate symbolic expressions");
var mainBranch = tree.Root.GetSubtree(0).GetSubtree(0);
var root = new ProgramRootSymbol().CreateTreeNode();
root.AddSubtree(new StartSymbol().CreateTreeNode());
var dTree = TreeSimplifier.GetSimplifiedTree(Derive(mainBranch, variableName));
//var dTree = Derive(mainBranch, variableName);
root.GetSubtree(0).AddSubtree(dTree);
return new SymbolicExpressionTree(root);
}
private static readonly Constant constantSy = new Constant();
private static readonly Addition addSy = new Addition();
private static readonly Subtraction subSy = new Subtraction();
private static readonly Multiplication mulSy = new Multiplication();
private static readonly Division divSy = new Division();
private static readonly Cosine cosSy = new Cosine();
private static readonly Square sqrSy = new Square();
private static readonly Absolute absSy = new Absolute();
private static readonly SquareRoot sqrtSy = new SquareRoot();
public static ISymbolicExpressionTreeNode Derive(ISymbolicExpressionTreeNode branch, string variableName) {
if (branch.Symbol is Constant) {
return CreateConstant(0.0);
}
if (branch.Symbol is Variable) {
var varNode = branch as VariableTreeNode;
if (varNode.VariableName == variableName) {
return CreateConstant(varNode.Weight);
} else {
return CreateConstant(0.0);
}
}
if (branch.Symbol is Addition) {
var sum = addSy.CreateTreeNode();
foreach (var subTree in branch.Subtrees) {
sum.AddSubtree(Derive(subTree, variableName));
}
return sum;
}
if (branch.Symbol is Subtraction) {
var sum = subSy.CreateTreeNode();
foreach (var subTree in branch.Subtrees) {
sum.AddSubtree(Derive(subTree, variableName));
}
return sum;
}
if (branch.Symbol is Multiplication) {
// (f * g)' = f'*g + f*g'
// for multiple factors: (f * g * h)' = ((f*g) * h)' = (f*g)' * h + (f*g) * h'
if (branch.SubtreeCount >= 2) {
var f = (ISymbolicExpressionTreeNode)branch.GetSubtree(0).Clone();
var fprime = Derive(f, variableName);
for (int i = 1; i < branch.SubtreeCount; i++) {
var g = (ISymbolicExpressionTreeNode)branch.GetSubtree(i).Clone();
var fg = Product((ISymbolicExpressionTreeNode)f.Clone(), (ISymbolicExpressionTreeNode)g.Clone());
var gPrime = Derive(g, variableName);
var fgPrime = Sum(Product(fprime, g), Product(gPrime, f));
// prepare for next iteration
f = fg;
fprime = fgPrime;
}
return fprime;
} else
// multiplication with only one argument has no effect -> derive the argument
return Derive(branch.GetSubtree(0), variableName);
}
if (branch.Symbol is Division) {
// (f/g)' = (f'g - g'f) / g²
if (branch.SubtreeCount == 1) {
var g = (ISymbolicExpressionTreeNode)branch.GetSubtree(0).Clone();
var gPrime = Product(CreateConstant(-1.0), Derive(g, variableName));
var sqrNode = new Square().CreateTreeNode();
sqrNode.AddSubtree(g);
return Div(gPrime, sqrNode);
} else {
// for two subtrees:
// (f/g)' = (f'g - fg')/g²
// if there are more than 2 subtrees
// div(x,y,z) is interpretered as (x/y)/z
// which is the same as x / (y*z)
// --> make a product of all but the first subtree and differentiate as for the 2-argument case above
var f = (ISymbolicExpressionTreeNode)branch.GetSubtree(0).Clone();
var g = Product(branch.Subtrees.Skip(1).Select(n => (ISymbolicExpressionTreeNode)n.Clone()));
var fprime = Derive(f, variableName);
var gprime = Derive(g, variableName);
var gSqr = Square(g);
return Div(Subtract(Product(fprime, g), Product(f, gprime)), gSqr);
}
}
if (branch.Symbol is Logarithm) {
var f = (ISymbolicExpressionTreeNode)branch.GetSubtree(0).Clone();
return Product(Div(CreateConstant(1.0), f), Derive(f, variableName));
}
if (branch.Symbol is Exponential) {
var f = (ISymbolicExpressionTreeNode)branch.Clone();
return Product(f, Derive(branch.GetSubtree(0), variableName));
}
if (branch.Symbol is Square) {
var f = (ISymbolicExpressionTreeNode)branch.GetSubtree(0).Clone();
return Product(Product(CreateConstant(2.0), f), Derive(f, variableName));
}
if (branch.Symbol is SquareRoot) {
var f = (ISymbolicExpressionTreeNode)branch.Clone();
var u = (ISymbolicExpressionTreeNode)branch.GetSubtree(0).Clone();
return Product(Div(CreateConstant(1.0), Product(CreateConstant(2.0), f)), Derive(u, variableName));
}
if (branch.Symbol is CubeRoot) {
var f = (ISymbolicExpressionTreeNode)branch.Clone();
var u = (ISymbolicExpressionTreeNode)branch.GetSubtree(0).Clone();
return Product(Div(CreateConstant(1.0), Product(CreateConstant(3.0), Square(f))), Derive(u, variableName)); // 1/3 1/cbrt(f(x))^2 d/dx f(x)
}
if (branch.Symbol is Cube) {
var f = (ISymbolicExpressionTreeNode)branch.GetSubtree(0).Clone();
return Product(Product(CreateConstant(3.0), Square(f)), Derive(f, variableName));
}
if (branch.Symbol is Power) {
// HL evaluators handle power strangely (exponent is rounded to an integer)
// here we only support the case when the exponent is a constant integer
var exponent = branch.GetSubtree(1) as ConstantTreeNode;
if (exponent != null && Math.Truncate(exponent.Value) == exponent.Value) {
var newPower = (ISymbolicExpressionTreeNode)branch.Clone();
var f = (ISymbolicExpressionTreeNode)newPower.GetSubtree(0).Clone();
var newExponent = (ConstantTreeNode)newPower.GetSubtree(1);
newExponent.Value -= 1;
return Product(Product(CreateConstant(exponent.Value), newPower), Derive(f, variableName));
} else throw new NotSupportedException("Cannot derive non-integer powers");
}
if (branch.Symbol is Absolute) {
var f = (ISymbolicExpressionTreeNode)branch.GetSubtree(0).Clone();
var absf = Abs((ISymbolicExpressionTreeNode)f.Clone());
return Product(Div(f, absf), Derive(f, variableName));
}
if (branch.Symbol is AnalyticQuotient) {
// aq(a(x), b(x)) = a(x) / sqrt(b(x)²+1)
var a = (ISymbolicExpressionTreeNode)branch.GetSubtree(0).Clone();
var b = (ISymbolicExpressionTreeNode)branch.GetSubtree(1).Clone();
var definition = Div(a, SquareRoot(Sum(Square(b), CreateConstant(1.0))));
return Derive(definition, variableName);
}
if (branch.Symbol is Sine) {
var u = (ISymbolicExpressionTreeNode)branch.GetSubtree(0).Clone();
var cos = (new Cosine()).CreateTreeNode();
cos.AddSubtree(u);
return Product(cos, Derive(u, variableName));
}
if (branch.Symbol is Cosine) {
var u = (ISymbolicExpressionTreeNode)branch.GetSubtree(0).Clone();
var sin = (new Sine()).CreateTreeNode();
sin.AddSubtree(u);
return Product(CreateConstant(-1.0), Product(sin, Derive(u, variableName)));
}
if (branch.Symbol is Tangent) {
// tan(x)' = 1 / cos²(x)
var fxp = Derive(branch.GetSubtree(0), variableName);
var u = (ISymbolicExpressionTreeNode)branch.GetSubtree(0).Clone();
return Div(fxp, Square(Cosine(u)));
}
if (branch.Symbol is HyperbolicTangent) {
// tanh(f(x))' = f(x)'sech²(f(x)) = f(x)'(1 - tanh²(f(x)))
var fxp = Derive(branch.GetSubtree(0), variableName);
var tanh = (ISymbolicExpressionTreeNode)branch.Clone();
return Product(fxp, Subtract(CreateConstant(1.0), Square(tanh)));
}
throw new NotSupportedException(string.Format("Symbol {0} is not supported.", branch.Symbol));
}
private static ISymbolicExpressionTreeNode Product(ISymbolicExpressionTreeNode f, ISymbolicExpressionTreeNode g) {
var product = mulSy.CreateTreeNode();
product.AddSubtree(f);
product.AddSubtree(g);
return product;
}
private static ISymbolicExpressionTreeNode Product(IEnumerable fs) {
var product = mulSy.CreateTreeNode();
foreach (var f in fs) product.AddSubtree(f);
return product;
}
private static ISymbolicExpressionTreeNode Div(ISymbolicExpressionTreeNode f, ISymbolicExpressionTreeNode g) {
var div = divSy.CreateTreeNode();
div.AddSubtree(f);
div.AddSubtree(g);
return div;
}
private static ISymbolicExpressionTreeNode Sum(ISymbolicExpressionTreeNode f, ISymbolicExpressionTreeNode g) {
var sum = addSy.CreateTreeNode();
sum.AddSubtree(f);
sum.AddSubtree(g);
return sum;
}
private static ISymbolicExpressionTreeNode Subtract(ISymbolicExpressionTreeNode f, ISymbolicExpressionTreeNode g) {
var sum = subSy.CreateTreeNode();
sum.AddSubtree(f);
sum.AddSubtree(g);
return sum;
}
private static ISymbolicExpressionTreeNode Cosine(ISymbolicExpressionTreeNode f) {
var cos = cosSy.CreateTreeNode();
cos.AddSubtree(f);
return cos;
}
private static ISymbolicExpressionTreeNode Abs(ISymbolicExpressionTreeNode f) {
var abs = absSy.CreateTreeNode();
abs.AddSubtree(f);
return abs;
}
private static ISymbolicExpressionTreeNode Square(ISymbolicExpressionTreeNode f) {
var sqr = sqrSy.CreateTreeNode();
sqr.AddSubtree(f);
return sqr;
}
private static ISymbolicExpressionTreeNode SquareRoot(ISymbolicExpressionTreeNode f) {
var sqrt = sqrtSy.CreateTreeNode();
sqrt.AddSubtree(f);
return sqrt;
}
private static ISymbolicExpressionTreeNode CreateConstant(double v) {
var constNode = (ConstantTreeNode)constantSy.CreateTreeNode();
constNode.Value = v;
return constNode;
}
public static bool IsCompatible(ISymbolicExpressionTree tree) {
var containsUnknownSymbol = (
from n in tree.Root.GetSubtree(0).IterateNodesPrefix()
where
!(n.Symbol is Variable) &&
!(n.Symbol is Constant) &&
!(n.Symbol is Addition) &&
!(n.Symbol is Subtraction) &&
!(n.Symbol is Multiplication) &&
!(n.Symbol is Division) &&
!(n.Symbol is Logarithm) &&
!(n.Symbol is Exponential) &&
!(n.Symbol is Square) &&
!(n.Symbol is SquareRoot) &&
!(n.Symbol is Cube) &&
!(n.Symbol is CubeRoot) &&
!(n.Symbol is Power) &&
!(n.Symbol is Absolute) &&
!(n.Symbol is AnalyticQuotient) &&
!(n.Symbol is HyperbolicTangent) &&
!(n.Symbol is Sine) &&
!(n.Symbol is Cosine) &&
!(n.Symbol is Tangent) &&
!(n.Symbol is StartSymbol)
select n).Any();
return !containsUnknownSymbol;
}
}
}