#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 System.Reflection; using System.Reflection.Emit; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding; using HeuristicLab.Parameters; using HEAL.Attic; namespace HeuristicLab.Problems.DataAnalysis.Symbolic { [StorableType("426718E3-2A57-4CA4-98A1-65EDD0B0BDBF")] [Item("SymbolicDataAnalysisExpressionTreeILEmittingInterpreter", "Interpreter for symbolic expression trees.")] public sealed class SymbolicDataAnalysisExpressionTreeILEmittingInterpreter : ParameterizedNamedItem, ISymbolicDataAnalysisExpressionTreeInterpreter { private static readonly Type thisType = typeof(SymbolicDataAnalysisExpressionTreeILEmittingInterpreter); internal delegate double CompiledFunction(int sampleIndex, IList[] columns); #region method infos private static MethodInfo listGetValue = typeof(IList).GetProperty("Item", new Type[] { typeof(int) }).GetGetMethod(); private static MethodInfo cos = typeof(Math).GetMethod("Cos", new Type[] { typeof(double) }); private static MethodInfo sin = typeof(Math).GetMethod("Sin", new Type[] { typeof(double) }); private static MethodInfo tan = typeof(Math).GetMethod("Tan", new Type[] { typeof(double) }); private static MethodInfo tanh = typeof(Math).GetMethod("Tanh", new Type[] { typeof(double) }); private static MethodInfo exp = typeof(Math).GetMethod("Exp", new Type[] { typeof(double) }); private static MethodInfo log = typeof(Math).GetMethod("Log", new Type[] { typeof(double) }); private static MethodInfo power = typeof(Math).GetMethod("Pow", new Type[] { typeof(double), typeof(double) }); private static MethodInfo round = typeof(Math).GetMethod("Round", new Type[] { typeof(double) }); private static MethodInfo sqrt = typeof(Math).GetMethod("Sqrt", new Type[] { typeof(double) }); private static MethodInfo abs = typeof(Math).GetMethod("Abs", new Type[] { typeof(double) }); private static MethodInfo airyA = thisType.GetMethod("AiryA", new Type[] { typeof(double) }); private static MethodInfo airyB = thisType.GetMethod("AiryB", new Type[] { typeof(double) }); private static MethodInfo gamma = thisType.GetMethod("Gamma", new Type[] { typeof(double) }); private static MethodInfo psi = thisType.GetMethod("Psi", new Type[] { typeof(double) }); private static MethodInfo dawson = thisType.GetMethod("Dawson", new Type[] { typeof(double) }); private static MethodInfo expIntegralEi = thisType.GetMethod("ExpIntegralEi", new Type[] { typeof(double) }); private static MethodInfo sinIntegral = thisType.GetMethod("SinIntegral", new Type[] { typeof(double) }); private static MethodInfo cosIntegral = thisType.GetMethod("CosIntegral", new Type[] { typeof(double) }); private static MethodInfo hypSinIntegral = thisType.GetMethod("HypSinIntegral", new Type[] { typeof(double) }); private static MethodInfo hypCosIntegral = thisType.GetMethod("HypCosIntegral", new Type[] { typeof(double) }); private static MethodInfo fresnelCosIntegral = thisType.GetMethod("FresnelCosIntegral", new Type[] { typeof(double) }); private static MethodInfo fresnelSinIntegral = thisType.GetMethod("FresnelSinIntegral", new Type[] { typeof(double) }); private static MethodInfo norm = thisType.GetMethod("Norm", new Type[] { typeof(double) }); private static MethodInfo erf = thisType.GetMethod("Erf", new Type[] { typeof(double) }); private static MethodInfo bessel = thisType.GetMethod("Bessel", new Type[] { typeof(double) }); private static MethodInfo string_eq = typeof(string).GetMethod("Equals", new Type[] { typeof(string) }); #endregion private const string CheckExpressionsWithIntervalArithmeticParameterName = "CheckExpressionsWithIntervalArithmetic"; private const string CheckExpressionsWithIntervalArithmeticParameterDescription = "Switch that determines if the interpreter checks the validity of expressions with interval arithmetic before evaluating the expression."; private const string EvaluatedSolutionsParameterName = "EvaluatedSolutions"; public override bool CanChangeName { get { return false; } } public override bool CanChangeDescription { get { return false; } } #region parameter properties public IFixedValueParameter CheckExpressionsWithIntervalArithmeticParameter { get { return (IFixedValueParameter)Parameters[CheckExpressionsWithIntervalArithmeticParameterName]; } } public IFixedValueParameter EvaluatedSolutionsParameter { get { return (IFixedValueParameter)Parameters[EvaluatedSolutionsParameterName]; } } #endregion #region properties public bool CheckExpressionsWithIntervalArithmetic { get { return CheckExpressionsWithIntervalArithmeticParameter.Value.Value; } set { CheckExpressionsWithIntervalArithmeticParameter.Value.Value = value; } } public int EvaluatedSolutions { get { return EvaluatedSolutionsParameter.Value.Value; } set { EvaluatedSolutionsParameter.Value.Value = value; } } #endregion [StorableConstructor] private SymbolicDataAnalysisExpressionTreeILEmittingInterpreter(StorableConstructorFlag _) : base(_) { } private SymbolicDataAnalysisExpressionTreeILEmittingInterpreter(SymbolicDataAnalysisExpressionTreeILEmittingInterpreter original, Cloner cloner) : base(original, cloner) { } public override IDeepCloneable Clone(Cloner cloner) { return new SymbolicDataAnalysisExpressionTreeILEmittingInterpreter(this, cloner); } public SymbolicDataAnalysisExpressionTreeILEmittingInterpreter() : base("SymbolicDataAnalysisExpressionTreeILEmittingInterpreter", "Interpreter for symbolic expression trees.") { Parameters.Add(new FixedValueParameter(CheckExpressionsWithIntervalArithmeticParameterName, "Switch that determines if the interpreter checks the validity of expressions with interval arithmetic before evaluating the expression.", new BoolValue(false))); Parameters.Add(new FixedValueParameter(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", new IntValue(0))); } public SymbolicDataAnalysisExpressionTreeILEmittingInterpreter(string name, string description) : base(name, description) { Parameters.Add(new FixedValueParameter(CheckExpressionsWithIntervalArithmeticParameterName, "Switch that determines if the interpreter checks the validity of expressions with interval arithmetic before evaluating the expression.", new BoolValue(false))); Parameters.Add(new FixedValueParameter(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", new IntValue(0))); } [StorableHook(HookType.AfterDeserialization)] private void AfterDeserialization() { var evaluatedSolutions = new IntValue(0); var checkExpressionsWithIntervalArithmetic = new BoolValue(false); if (Parameters.ContainsKey(EvaluatedSolutionsParameterName)) { var evaluatedSolutionsParameter = (IValueParameter)Parameters[EvaluatedSolutionsParameterName]; evaluatedSolutions = evaluatedSolutionsParameter.Value; Parameters.Remove(EvaluatedSolutionsParameterName); } Parameters.Add(new FixedValueParameter(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", evaluatedSolutions)); if (Parameters.ContainsKey(CheckExpressionsWithIntervalArithmeticParameterName)) { var checkExpressionsWithIntervalArithmeticParameter = (IValueParameter)Parameters[CheckExpressionsWithIntervalArithmeticParameterName]; Parameters.Remove(CheckExpressionsWithIntervalArithmeticParameterName); checkExpressionsWithIntervalArithmetic = checkExpressionsWithIntervalArithmeticParameter.Value; } Parameters.Add(new FixedValueParameter(CheckExpressionsWithIntervalArithmeticParameterName, CheckExpressionsWithIntervalArithmeticParameterDescription, checkExpressionsWithIntervalArithmetic)); } #region IStatefulItem public void InitializeState() { EvaluatedSolutions = 0; } public void ClearState() { } #endregion private readonly object syncRoot = new object(); public IEnumerable GetSymbolicExpressionTreeValues(ISymbolicExpressionTree tree, IDataset dataset, IEnumerable rows) { if (CheckExpressionsWithIntervalArithmetic) throw new NotSupportedException("Interval arithmetic is not yet supported in the symbolic data analysis interpreter."); lock (syncRoot) { EvaluatedSolutions++; // increment the evaluated solutions counter } var state = PrepareInterpreterState(tree, dataset); Type[] methodArgs = { typeof(int), typeof(IList[]) }; DynamicMethod testFun = new DynamicMethod("TestFun", typeof(double), methodArgs, typeof(SymbolicDataAnalysisExpressionTreeILEmittingInterpreter).Module); ILGenerator il = testFun.GetILGenerator(); CompileInstructions(il, state, dataset); il.Emit(System.Reflection.Emit.OpCodes.Conv_R8); il.Emit(System.Reflection.Emit.OpCodes.Ret); var function = (CompiledFunction)testFun.CreateDelegate(typeof(CompiledFunction)); IList[] columns = dataset.DoubleVariables.Select(v => dataset.GetReadOnlyDoubleValues(v)).ToArray(); foreach (var row in rows) { yield return function(row, columns); } } private InterpreterState PrepareInterpreterState(ISymbolicExpressionTree tree, IDataset dataset) { Instruction[] code = SymbolicExpressionTreeCompiler.Compile(tree, OpCodes.MapSymbolToOpCode); Dictionary doubleVariableNames = dataset.DoubleVariables.Select((x, i) => new { x, i }).ToDictionary(e => e.x, e => e.i); int necessaryArgStackSize = 0; foreach (Instruction instr in code) { if (instr.opCode == OpCodes.Variable) { var variableTreeNode = (VariableTreeNode)instr.dynamicNode; instr.data = doubleVariableNames[variableTreeNode.VariableName]; } else if (instr.opCode == OpCodes.LagVariable) { var laggedVariableTreeNode = (LaggedVariableTreeNode)instr.dynamicNode; instr.data = doubleVariableNames[laggedVariableTreeNode.VariableName]; } else if (instr.opCode == OpCodes.VariableCondition) { var variableConditionTreeNode = (VariableConditionTreeNode)instr.dynamicNode; instr.data = doubleVariableNames[variableConditionTreeNode.VariableName]; } else if (instr.opCode == OpCodes.Call) { necessaryArgStackSize += instr.nArguments + 1; } } return new InterpreterState(code, necessaryArgStackSize); } private void CompileInstructions(ILGenerator il, InterpreterState state, IDataset ds) { Instruction currentInstr = state.NextInstruction(); int nArgs = currentInstr.nArguments; switch (currentInstr.opCode) { case OpCodes.Add: { if (nArgs > 0) { CompileInstructions(il, state, ds); } for (int i = 1; i < nArgs; i++) { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Add); } return; } case OpCodes.Sub: { if (nArgs == 1) { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Neg); return; } if (nArgs > 0) { CompileInstructions(il, state, ds); } for (int i = 1; i < nArgs; i++) { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Sub); } return; } case OpCodes.Mul: { if (nArgs > 0) { CompileInstructions(il, state, ds); } for (int i = 1; i < nArgs; i++) { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Mul); } return; } case OpCodes.Div: { if (nArgs == 1) { il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Div); return; } if (nArgs > 0) { CompileInstructions(il, state, ds); } for (int i = 1; i < nArgs; i++) { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Div); } return; } case OpCodes.Average: { CompileInstructions(il, state, ds); for (int i = 1; i < nArgs; i++) { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Add); } il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, (double)nArgs); il.Emit(System.Reflection.Emit.OpCodes.Div); return; } case OpCodes.Absolute: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, abs); return; } case OpCodes.Cos: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, cos); return; } case OpCodes.Sin: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, sin); return; } case OpCodes.Tan: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, tan); return; } case OpCodes.Tanh: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, tanh); return; } case OpCodes.Power: { CompileInstructions(il, state, ds); CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, round); il.Emit(System.Reflection.Emit.OpCodes.Call, power); return; } case OpCodes.Root: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // 1 / round(...) CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, round); il.Emit(System.Reflection.Emit.OpCodes.Div); il.Emit(System.Reflection.Emit.OpCodes.Call, power); return; } case OpCodes.Exp: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, exp); return; } case OpCodes.Log: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, log); return; } case OpCodes.Square: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); il.Emit(System.Reflection.Emit.OpCodes.Call, power); return; } case OpCodes.Cube: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 3.0); il.Emit(System.Reflection.Emit.OpCodes.Call, power); return; } case OpCodes.SquareRoot: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, sqrt); return; } case OpCodes.CubeRoot: { CompileInstructions(il, state, ds); var c1 = il.DefineLabel(); var end = il.DefineLabel(); il.Emit(System.Reflection.Emit.OpCodes.Dup); // x il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 0.0); il.Emit(System.Reflection.Emit.OpCodes.Clt); // x < 0? il.Emit(System.Reflection.Emit.OpCodes.Brfalse, c1); il.Emit(System.Reflection.Emit.OpCodes.Neg); // x = -x il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0 / 3.0); il.Emit(System.Reflection.Emit.OpCodes.Call, power); il.Emit(System.Reflection.Emit.OpCodes.Neg); // -Math.Pow(-x, 1/3) il.Emit(System.Reflection.Emit.OpCodes.Br, end); il.MarkLabel(c1); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0 / 3.0); il.Emit(System.Reflection.Emit.OpCodes.Call, power); il.MarkLabel(end); return; } case OpCodes.AiryA: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, airyA); return; } case OpCodes.AiryB: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, airyB); return; } case OpCodes.Bessel: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, bessel); return; } case OpCodes.CosineIntegral: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, cosIntegral); return; } case OpCodes.Dawson: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, dawson); return; } case OpCodes.Erf: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, erf); return; } case OpCodes.ExponentialIntegralEi: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, expIntegralEi); return; } case OpCodes.FresnelCosineIntegral: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, fresnelCosIntegral); return; } case OpCodes.FresnelSineIntegral: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, fresnelSinIntegral); return; } case OpCodes.Gamma: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, gamma); return; } case OpCodes.HyperbolicCosineIntegral: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, hypCosIntegral); return; } case OpCodes.HyperbolicSineIntegral: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, hypSinIntegral); return; } case OpCodes.Norm: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, norm); return; } case OpCodes.Psi: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, psi); return; } case OpCodes.SineIntegral: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Call, sinIntegral); return; } case OpCodes.AnalyticQuotient: { CompileInstructions(il, state, ds); // x1 CompileInstructions(il, state, ds); // x2 il.Emit(System.Reflection.Emit.OpCodes.Dup); il.Emit(System.Reflection.Emit.OpCodes.Mul); // x2*x2 il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); il.Emit(System.Reflection.Emit.OpCodes.Add); // 1+x2*x2 il.Emit(System.Reflection.Emit.OpCodes.Call, sqrt); il.Emit(System.Reflection.Emit.OpCodes.Div); return; } case OpCodes.IfThenElse: { Label end = il.DefineLabel(); Label c1 = il.DefineLabel(); CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 0.0); // > 0 il.Emit(System.Reflection.Emit.OpCodes.Cgt); il.Emit(System.Reflection.Emit.OpCodes.Brfalse, c1); CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Br, end); il.MarkLabel(c1); CompileInstructions(il, state, ds); il.MarkLabel(end); return; } case OpCodes.AND: { Label falseBranch = il.DefineLabel(); Label end = il.DefineLabel(); CompileInstructions(il, state, ds); for (int i = 1; i < nArgs; i++) { il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 0.0); // > 0 il.Emit(System.Reflection.Emit.OpCodes.Cgt); il.Emit(System.Reflection.Emit.OpCodes.Brfalse, falseBranch); CompileInstructions(il, state, ds); } il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 0.0); // > 0 il.Emit(System.Reflection.Emit.OpCodes.Cgt); il.Emit(System.Reflection.Emit.OpCodes.Brfalse, falseBranch); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // 1 il.Emit(System.Reflection.Emit.OpCodes.Br, end); il.MarkLabel(falseBranch); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // -1 il.Emit(System.Reflection.Emit.OpCodes.Neg); il.MarkLabel(end); return; } case OpCodes.OR: { Label trueBranch = il.DefineLabel(); Label end = il.DefineLabel(); Label resultBranch = il.DefineLabel(); CompileInstructions(il, state, ds); for (int i = 1; i < nArgs; i++) { Label nextArgBranch = il.DefineLabel(); // complex definition because of special properties of NaN il.Emit(System.Reflection.Emit.OpCodes.Dup); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 0.0); // <= 0 il.Emit(System.Reflection.Emit.OpCodes.Ble, nextArgBranch); il.Emit(System.Reflection.Emit.OpCodes.Br, resultBranch); il.MarkLabel(nextArgBranch); il.Emit(System.Reflection.Emit.OpCodes.Pop); CompileInstructions(il, state, ds); } il.MarkLabel(resultBranch); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 0.0); // > 0 il.Emit(System.Reflection.Emit.OpCodes.Cgt); il.Emit(System.Reflection.Emit.OpCodes.Brtrue, trueBranch); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // -1 il.Emit(System.Reflection.Emit.OpCodes.Neg); il.Emit(System.Reflection.Emit.OpCodes.Br, end); il.MarkLabel(trueBranch); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // 1 il.MarkLabel(end); return; } case OpCodes.NOT: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 0.0); // > 0 il.Emit(System.Reflection.Emit.OpCodes.Cgt); il.Emit(System.Reflection.Emit.OpCodes.Conv_R8); // convert to float64 il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // * 2 il.Emit(System.Reflection.Emit.OpCodes.Mul); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // - 1 il.Emit(System.Reflection.Emit.OpCodes.Sub); il.Emit(System.Reflection.Emit.OpCodes.Neg); // * -1 return; } case OpCodes.XOR: { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 0.0); il.Emit(System.Reflection.Emit.OpCodes.Cgt);// > 0 for (int i = 1; i < nArgs; i++) { CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 0.0); il.Emit(System.Reflection.Emit.OpCodes.Cgt);// > 0 il.Emit(System.Reflection.Emit.OpCodes.Xor); } il.Emit(System.Reflection.Emit.OpCodes.Conv_R8); // convert to float64 il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // * 2 il.Emit(System.Reflection.Emit.OpCodes.Mul); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // - 1 il.Emit(System.Reflection.Emit.OpCodes.Sub); return; } case OpCodes.GT: { CompileInstructions(il, state, ds); CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Cgt); // 1 (>) / 0 (otherwise) il.Emit(System.Reflection.Emit.OpCodes.Conv_R8); // convert to float64 il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // * 2 il.Emit(System.Reflection.Emit.OpCodes.Mul); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // - 1 il.Emit(System.Reflection.Emit.OpCodes.Sub); return; } case OpCodes.LT: { CompileInstructions(il, state, ds); CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Clt); il.Emit(System.Reflection.Emit.OpCodes.Conv_R8); // convert to float64 il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // * 2 il.Emit(System.Reflection.Emit.OpCodes.Mul); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // - 1 il.Emit(System.Reflection.Emit.OpCodes.Sub); return; } case OpCodes.TimeLag: { LaggedTreeNode laggedTreeNode = (LaggedTreeNode)currentInstr.dynamicNode; il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row -= lag il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, laggedTreeNode.Lag); il.Emit(System.Reflection.Emit.OpCodes.Add); il.Emit(System.Reflection.Emit.OpCodes.Starg, 0); var prevLaggedContext = state.InLaggedContext; state.InLaggedContext = true; CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row += lag il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, laggedTreeNode.Lag); il.Emit(System.Reflection.Emit.OpCodes.Sub); il.Emit(System.Reflection.Emit.OpCodes.Starg, 0); state.InLaggedContext = prevLaggedContext; return; } case OpCodes.Integral: { int savedPc = state.ProgramCounter; LaggedTreeNode laggedTreeNode = (LaggedTreeNode)currentInstr.dynamicNode; il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row -= lag il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, laggedTreeNode.Lag); il.Emit(System.Reflection.Emit.OpCodes.Add); il.Emit(System.Reflection.Emit.OpCodes.Starg, 0); var prevLaggedContext = state.InLaggedContext; state.InLaggedContext = true; CompileInstructions(il, state, ds); for (int l = laggedTreeNode.Lag; l < 0; l++) { il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row += lag il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_1); il.Emit(System.Reflection.Emit.OpCodes.Add); il.Emit(System.Reflection.Emit.OpCodes.Starg, 0); state.ProgramCounter = savedPc; CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Add); } state.InLaggedContext = prevLaggedContext; return; } //mkommend: derivate calculation taken from: //http://www.holoborodko.com/pavel/numerical-methods/numerical-derivative/smooth-low-noise-differentiators/ //one sided smooth differentiatior, N = 4 // y' = 1/8h (f_i + 2f_i-1, -2 f_i-3 - f_i-4) case OpCodes.Derivative: { int savedPc = state.ProgramCounter; CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row -- il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_M1); il.Emit(System.Reflection.Emit.OpCodes.Add); il.Emit(System.Reflection.Emit.OpCodes.Starg, 0); state.ProgramCounter = savedPc; var prevLaggedContext = state.InLaggedContext; state.InLaggedContext = true; CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // f_0 + 2 * f_1 il.Emit(System.Reflection.Emit.OpCodes.Mul); il.Emit(System.Reflection.Emit.OpCodes.Add); il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row -=2 il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_2); il.Emit(System.Reflection.Emit.OpCodes.Sub); il.Emit(System.Reflection.Emit.OpCodes.Starg, 0); state.ProgramCounter = savedPc; CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // f_0 + 2 * f_1 - 2 * f_3 il.Emit(System.Reflection.Emit.OpCodes.Mul); il.Emit(System.Reflection.Emit.OpCodes.Sub); il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row -- il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_M1); il.Emit(System.Reflection.Emit.OpCodes.Add); il.Emit(System.Reflection.Emit.OpCodes.Starg, 0); state.ProgramCounter = savedPc; CompileInstructions(il, state, ds); il.Emit(System.Reflection.Emit.OpCodes.Sub); // f_0 + 2 * f_1 - 2 * f_3 - f_4 il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 8.0); // / 8 il.Emit(System.Reflection.Emit.OpCodes.Div); il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row +=4 il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_4); il.Emit(System.Reflection.Emit.OpCodes.Add); il.Emit(System.Reflection.Emit.OpCodes.Starg, 0); state.InLaggedContext = prevLaggedContext; return; } case OpCodes.Call: { throw new NotSupportedException( "Automatically defined functions are not supported by the SymbolicDataAnalysisTreeILEmittingInterpreter. Either turn of ADFs or change the interpeter."); } case OpCodes.Arg: { throw new NotSupportedException( "Automatically defined functions are not supported by the SymbolicDataAnalysisTreeILEmittingInterpreter. Either turn of ADFs or change the interpeter."); } case OpCodes.Variable: { VariableTreeNode varNode = (VariableTreeNode)currentInstr.dynamicNode; il.Emit(System.Reflection.Emit.OpCodes.Ldarg_1); // load columns array il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, (int)currentInstr.data); // load correct column of the current variable il.Emit(System.Reflection.Emit.OpCodes.Ldelem_Ref); il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // rowIndex if (!state.InLaggedContext) { il.Emit(System.Reflection.Emit.OpCodes.Call, listGetValue); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, varNode.Weight); // load weight il.Emit(System.Reflection.Emit.OpCodes.Mul); } else { var nanResult = il.DefineLabel(); var normalResult = il.DefineLabel(); il.Emit(System.Reflection.Emit.OpCodes.Dup); il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); il.Emit(System.Reflection.Emit.OpCodes.Blt, nanResult); il.Emit(System.Reflection.Emit.OpCodes.Dup); il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, ds.Rows); il.Emit(System.Reflection.Emit.OpCodes.Bge, nanResult); il.Emit(System.Reflection.Emit.OpCodes.Call, listGetValue); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, varNode.Weight); // load weight il.Emit(System.Reflection.Emit.OpCodes.Mul); il.Emit(System.Reflection.Emit.OpCodes.Br, normalResult); il.MarkLabel(nanResult); il.Emit(System.Reflection.Emit.OpCodes.Pop); // rowIndex il.Emit(System.Reflection.Emit.OpCodes.Pop); // column reference il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, double.NaN); il.MarkLabel(normalResult); } return; } case OpCodes.LagVariable: { var nanResult = il.DefineLabel(); var normalResult = il.DefineLabel(); LaggedVariableTreeNode varNode = (LaggedVariableTreeNode)currentInstr.dynamicNode; il.Emit(System.Reflection.Emit.OpCodes.Ldarg_1); // load columns array il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, (int)currentInstr.data); // load correct column of the current variable il.Emit(System.Reflection.Emit.OpCodes.Ldelem_Ref); il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, varNode.Lag); // lag il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // rowIndex il.Emit(System.Reflection.Emit.OpCodes.Add); // actualRowIndex = rowIndex + sampleOffset il.Emit(System.Reflection.Emit.OpCodes.Dup); il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); il.Emit(System.Reflection.Emit.OpCodes.Blt, nanResult); il.Emit(System.Reflection.Emit.OpCodes.Dup); il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, ds.Rows); il.Emit(System.Reflection.Emit.OpCodes.Bge, nanResult); il.Emit(System.Reflection.Emit.OpCodes.Call, listGetValue); il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, varNode.Weight); // load weight il.Emit(System.Reflection.Emit.OpCodes.Mul); il.Emit(System.Reflection.Emit.OpCodes.Br, normalResult); il.MarkLabel(nanResult); il.Emit(System.Reflection.Emit.OpCodes.Pop); // sample index il.Emit(System.Reflection.Emit.OpCodes.Pop); // column reference il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, double.NaN); il.MarkLabel(normalResult); return; } case OpCodes.Number: // fall through case OpCodes.Constant: { var constNode = (INumericTreeNode) currentInstr.dynamicNode; il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, constNode.Value); return; } //mkommend: this symbol uses the logistic function f(x) = 1 / (1 + e^(-alpha * x) ) //to determine the relative amounts of the true and false branch see http://en.wikipedia.org/wiki/Logistic_function case OpCodes.VariableCondition: { throw new NotSupportedException("Interpretation of symbol " + currentInstr.dynamicNode.Symbol.Name + " is not supported by the SymbolicDataAnalysisTreeILEmittingInterpreter"); } case OpCodes.SubFunction: { CompileInstructions(il, state, ds); return; } default: throw new NotSupportedException("Interpretation of symbol " + currentInstr.dynamicNode.Symbol.Name + " is not supported by the SymbolicDataAnalysisTreeILEmittingInterpreter"); } } public static double AiryA(double x) { if (double.IsNaN(x)) return double.NaN; double ai, aip, bi, bip; alglib.airy(x, out ai, out aip, out bi, out bip); return ai; } public static double AiryB(double x) { if (double.IsNaN(x)) return double.NaN; double ai, aip, bi, bip; alglib.airy(x, out ai, out aip, out bi, out bip); return bi; } public static double Dawson(double x) { if (double.IsNaN(x)) return double.NaN; return alglib.dawsonintegral(x); } public static double Gamma(double x) { if (double.IsNaN(x)) return double.NaN; return alglib.gammafunction(x); } public static double Psi(double x) { if (double.IsNaN(x)) return double.NaN; else if (x <= 0 && (Math.Floor(x) - x).IsAlmost(0)) return double.NaN; return alglib.psi(x); } public static double ExpIntegralEi(double x) { if (double.IsNaN(x)) return double.NaN; return alglib.exponentialintegralei(x); } public static double SinIntegral(double x) { if (double.IsNaN(x)) return double.NaN; double si, ci; alglib.sinecosineintegrals(x, out si, out ci); return si; } public static double CosIntegral(double x) { if (double.IsNaN(x)) return double.NaN; double si, ci; alglib.sinecosineintegrals(x, out si, out ci); return ci; } public static double HypSinIntegral(double x) { if (double.IsNaN(x)) return double.NaN; double shi, chi; alglib.hyperbolicsinecosineintegrals(x, out shi, out chi); return shi; } public static double HypCosIntegral(double x) { if (double.IsNaN(x)) return double.NaN; double shi, chi; alglib.hyperbolicsinecosineintegrals(x, out shi, out chi); return chi; } public static double FresnelCosIntegral(double x) { if (double.IsNaN(x)) return double.NaN; double c = 0, s = 0; alglib.fresnelintegral(x, ref c, ref s); return c; } public static double FresnelSinIntegral(double x) { if (double.IsNaN(x)) return double.NaN; double c = 0, s = 0; alglib.fresnelintegral(x, ref c, ref s); return s; } public static double Norm(double x) { if (double.IsNaN(x)) return double.NaN; return alglib.normaldistribution(x); } public static double Erf(double x) { if (double.IsNaN(x)) return double.NaN; return alglib.errorfunction(x); } public static double Bessel(double x) { if (double.IsNaN(x)) return double.NaN; return alglib.besseli0(x); } } }