[5574] | 1 | #region License Information
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| 2 | /* HeuristicLab
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[16565] | 3 | * Copyright (C) 2002-2019 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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[5574] | 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 System.Globalization;
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| 25 | using System.Linq;
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| 26 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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| 27 | using HeuristicLab.Random;
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| 28 | using Microsoft.VisualStudio.TestTools.UnitTesting;
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[9764] | 29 | namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Tests {
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[5574] | 30 |
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| 31 |
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[9828] | 32 | [TestClass]
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[5574] | 33 | public class SymbolicDataAnalysisExpressionTreeInterpreterTest {
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| 34 | private const int N = 1000;
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[14354] | 35 | private const int Rows = 1000;
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[5574] | 36 | private const int Columns = 50;
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| 37 |
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[9828] | 38 | private static Dataset ds = new Dataset(new string[] { "Y", "A", "B" }, new double[,] {
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| 39 | { 1.0, 1.0, 1.0 },
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| 40 | { 2.0, 2.0, 2.0 },
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| 41 | { 3.0, 1.0, 2.0 },
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| 42 | { 4.0, 1.0, 1.0 },
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| 43 | { 5.0, 2.0, 2.0 },
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| 44 | { 6.0, 1.0, 2.0 },
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| 45 | { 7.0, 1.0, 1.0 },
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| 46 | { 8.0, 2.0, 2.0 },
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| 47 | { 9.0, 1.0, 2.0 },
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| 48 | { 10.0, 1.0, 1.0 },
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| 49 | { 11.0, 2.0, 2.0 },
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| 50 | { 12.0, 1.0, 2.0 }
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| 51 | });
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[5574] | 52 |
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| 53 | [TestMethod]
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[9828] | 54 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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[9785] | 55 | [TestProperty("Time", "long")]
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[9828] | 56 | public void StandardInterpreterTestTypeCoherentGrammarPerformance() {
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| 57 | TestTypeCoherentGrammarPerformance(new SymbolicDataAnalysisExpressionTreeInterpreter(), 12.5e6);
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[7926] | 58 | }
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| 59 | [TestMethod]
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[9828] | 60 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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[9785] | 61 | [TestProperty("Time", "long")]
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[9828] | 62 | public void StandardInterpreterTestFullGrammarPerformance() {
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| 63 | TestFullGrammarPerformance(new SymbolicDataAnalysisExpressionTreeInterpreter(), 12.5e6);
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[6732] | 64 | }
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| 65 | [TestMethod]
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[9828] | 66 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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[9785] | 67 | [TestProperty("Time", "long")]
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[9828] | 68 | public void StandardInterpreterTestArithmeticGrammarPerformance() {
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| 69 | TestArithmeticGrammarPerformance(new SymbolicDataAnalysisExpressionTreeInterpreter(), 12.5e6);
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[6732] | 70 | }
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| 71 |
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[13256] | 72 | [TestMethod]
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| 73 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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| 74 | [TestProperty("Time", "long")]
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[14354] | 75 | public void CompiledInterpreterTestTypeCoherentGrammarPerformance() {
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| 76 | TestTypeCoherentGrammarPerformance(new SymbolicDataAnalysisExpressionCompiledTreeInterpreter(), 12.5e6);
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| 77 | }
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| 78 | [TestMethod]
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| 79 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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| 80 | [TestProperty("Time", "long")]
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| 81 | public void CompiledInterpreterTestFullGrammarPerformance() {
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| 82 | TestFullGrammarPerformance(new SymbolicDataAnalysisExpressionCompiledTreeInterpreter(), 12.5e6);
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| 83 | }
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| 84 | [TestMethod]
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| 85 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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| 86 | [TestProperty("Time", "long")]
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| 87 | public void CompiledInterpreterTestArithmeticGrammarPerformance() {
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| 88 | TestArithmeticGrammarPerformance(new SymbolicDataAnalysisExpressionCompiledTreeInterpreter(), 12.5e6);
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| 89 | }
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| 90 |
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| 91 | [TestMethod]
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| 92 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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| 93 | [TestProperty("Time", "long")]
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[9828] | 94 | public void ILEmittingInterpreterTestTypeCoherentGrammarPerformance() {
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| 95 | TestTypeCoherentGrammarPerformance(new SymbolicDataAnalysisExpressionTreeILEmittingInterpreter(), 7.5e6);
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[7926] | 96 | }
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| 97 | [TestMethod]
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[9828] | 98 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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[9785] | 99 | [TestProperty("Time", "long")]
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[9828] | 100 | public void ILEmittingInterpreterTestArithmeticGrammarPerformance() {
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| 101 | TestArithmeticGrammarPerformance(new SymbolicDataAnalysisExpressionTreeILEmittingInterpreter(), 7.5e6);
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| 102 | }
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[9785] | 103 |
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[9828] | 104 | [TestMethod]
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| 105 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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[9785] | 106 | [TestProperty("Time", "long")]
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[9828] | 107 | public void LinearInterpreterTestTypeCoherentGrammarPerformance() {
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| 108 | TestTypeCoherentGrammarPerformance(new SymbolicDataAnalysisExpressionTreeLinearInterpreter(), 12.5e6);
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| 109 | }
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[6732] | 110 | [TestMethod]
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[9828] | 111 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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| 112 | [TestProperty("Time", "long")]
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| 113 | public void LinearInterpreterTestFullGrammarPerformance() {
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| 114 | TestFullGrammarPerformance(new SymbolicDataAnalysisExpressionTreeLinearInterpreter(), 12.5e6);
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[6732] | 115 | }
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[9828] | 116 | [TestMethod]
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| 117 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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| 118 | [TestProperty("Time", "long")]
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| 119 | public void LinearInterpreterTestArithmeticGrammarPerformance() {
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| 120 | TestArithmeticGrammarPerformance(new SymbolicDataAnalysisExpressionTreeLinearInterpreter(), 12.5e6);
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| 121 | }
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[6732] | 122 |
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[16298] | 123 | [TestMethod]
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| 124 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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| 125 | [TestProperty("Time", "long")]
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| 126 | public void BatchInterpreterTestTypeCoherentGrammarPerformance() {
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| 127 | TestTypeCoherentGrammarPerformance(new SymbolicDataAnalysisExpressionTreeBatchInterpreter(), 12.5e6);
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| 128 | }
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| 129 | [TestMethod]
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| 130 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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| 131 | [TestProperty("Time", "long")]
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| 132 | public void BatchInterpreterTestArithmeticGrammarPerformance() {
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| 133 | TestArithmeticGrammarPerformance(new SymbolicDataAnalysisExpressionTreeBatchInterpreter(), 12.5e6);
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| 134 | }
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| 135 |
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[9828] | 136 | private void TestTypeCoherentGrammarPerformance(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, double nodesPerSecThreshold) {
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[7926] | 137 | var twister = new MersenneTwister(31415);
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| 138 | var dataset = Util.CreateRandomDataset(twister, Rows, Columns);
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[13256] | 139 |
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[7926] | 140 | var grammar = new TypeCoherentExpressionGrammar();
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| 141 | grammar.ConfigureAsDefaultRegressionGrammar();
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[13256] | 142 |
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[7926] | 143 | var randomTrees = Util.CreateRandomTrees(twister, dataset, grammar, N, 1, 100, 0, 0);
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| 144 | foreach (ISymbolicExpressionTree tree in randomTrees) {
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| 145 | Util.InitTree(tree, twister, new List<string>(dataset.VariableNames));
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| 146 | }
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| 147 | double nodesPerSec = Util.CalculateEvaluatedNodesPerSec(randomTrees, interpreter, dataset, 3);
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[9322] | 148 | //mkommend: commented due to performance issues on the builder
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| 149 | // Assert.IsTrue(nodesPerSec > nodesPerSecThreshold); // evaluated nodes per seconds must be larger than 15mNodes/sec
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[7926] | 150 | }
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| 151 |
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[9828] | 152 | private void TestFullGrammarPerformance(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, double nodesPerSecThreshold) {
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[5574] | 153 | var twister = new MersenneTwister(31415);
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| 154 | var dataset = Util.CreateRandomDataset(twister, Rows, Columns);
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[13256] | 155 |
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[5686] | 156 | var grammar = new FullFunctionalExpressionGrammar();
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[5574] | 157 | var randomTrees = Util.CreateRandomTrees(twister, dataset, grammar, N, 1, 100, 0, 0);
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| 158 | foreach (ISymbolicExpressionTree tree in randomTrees) {
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| 159 | Util.InitTree(tree, twister, new List<string>(dataset.VariableNames));
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| 160 | }
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| 161 | double nodesPerSec = Util.CalculateEvaluatedNodesPerSec(randomTrees, interpreter, dataset, 3);
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[9322] | 162 | //mkommend: commented due to performance issues on the builder
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| 163 | //Assert.IsTrue(nodesPerSec > nodesPerSecThreshold); // evaluated nodes per seconds must be larger than 15mNodes/sec
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[5574] | 164 | }
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| 165 |
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[9828] | 166 | private void TestArithmeticGrammarPerformance(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, double nodesPerSecThreshold) {
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[5574] | 167 | var twister = new MersenneTwister(31415);
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| 168 | var dataset = Util.CreateRandomDataset(twister, Rows, Columns);
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[13256] | 169 |
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[5686] | 170 | var grammar = new ArithmeticExpressionGrammar();
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[5574] | 171 | var randomTrees = Util.CreateRandomTrees(twister, dataset, grammar, N, 1, 100, 0, 0);
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| 172 | foreach (SymbolicExpressionTree tree in randomTrees) {
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| 173 | Util.InitTree(tree, twister, new List<string>(dataset.VariableNames));
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| 174 | }
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[6732] | 175 |
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[5574] | 176 | double nodesPerSec = Util.CalculateEvaluatedNodesPerSec(randomTrees, interpreter, dataset, 3);
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[9322] | 177 | //mkommend: commented due to performance issues on the builder
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| 178 | //Assert.IsTrue(nodesPerSec > nodesPerSecThreshold); // evaluated nodes per seconds must be larger than 15mNodes/sec
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[5574] | 179 | }
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| 180 |
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| 181 |
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| 182 | /// <summary>
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| 183 | ///A test for Evaluate
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| 184 | ///</summary>
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| 185 | [TestMethod]
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[9828] | 186 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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[9785] | 187 | [TestProperty("Time", "short")]
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[9828] | 188 | public void StandardInterpreterTestEvaluation() {
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[6732] | 189 | var interpreter = new SymbolicDataAnalysisExpressionTreeInterpreter();
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| 190 | EvaluateTerminals(interpreter, ds);
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| 191 | EvaluateOperations(interpreter, ds);
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[13315] | 192 | EvaluateLaggedOperations(interpreter, ds);
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| 193 | EvaluateSpecialFunctions(interpreter, ds);
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[6732] | 194 | EvaluateAdf(interpreter, ds);
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| 195 | }
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| 196 |
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[14810] | 197 | /// <summary>
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| 198 | ///A test for Evaluate
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| 199 | ///</summary>
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[6732] | 200 | [TestMethod]
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[9828] | 201 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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[9785] | 202 | [TestProperty("Time", "short")]
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[14810] | 203 | public void ILEmittingInterpreterTestEvaluation() {
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| 204 | var interpreter = new SymbolicDataAnalysisExpressionTreeILEmittingInterpreter();
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| 205 | EvaluateTerminals(interpreter, ds);
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| 206 | EvaluateOperations(interpreter, ds);
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| 207 | EvaluateLaggedOperations(interpreter, ds);
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| 208 | EvaluateSpecialFunctions(interpreter, ds);
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| 209 | }
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| 210 |
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| 211 | [TestMethod]
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| 212 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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| 213 | [TestProperty("Time", "short")]
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[14354] | 214 | public void CompiledInterpreterTestEvaluation() {
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| 215 | var interpreter = new SymbolicDataAnalysisExpressionCompiledTreeInterpreter();
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| 216 | EvaluateTerminals(interpreter, ds);
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| 217 | EvaluateOperations(interpreter, ds);
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| 218 | EvaluateSpecialFunctions(interpreter, ds);
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| 219 | }
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| 220 |
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| 221 | [TestMethod]
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| 222 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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| 223 | [TestProperty("Time", "short")]
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[9828] | 224 | public void LinearInterpreterTestEvaluation() {
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| 225 | var interpreter = new SymbolicDataAnalysisExpressionTreeLinearInterpreter();
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| 226 | //ADFs are not supported by the linear interpreter
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| 227 | EvaluateTerminals(interpreter, ds);
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| 228 | EvaluateOperations(interpreter, ds);
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[13315] | 229 | EvaluateLaggedOperations(interpreter, ds);
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| 230 | EvaluateSpecialFunctions(interpreter, ds);
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[9828] | 231 | }
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| 232 |
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[13256] | 233 | [TestMethod]
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| 234 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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| 235 | [TestProperty("Time", "long")]
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[13315] | 236 | public void TestInterpretersEstimatedValuesConsistency() {
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[13256] | 237 | var twister = new MersenneTwister();
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| 238 | int seed = twister.Next(0, int.MaxValue);
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| 239 | twister.Seed((uint)seed);
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| 240 | const int numRows = 100;
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| 241 | var dataset = Util.CreateRandomDataset(twister, numRows, Columns);
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| 242 |
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| 243 | var grammar = new TypeCoherentExpressionGrammar();
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| 244 |
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| 245 | var interpreters = new ISymbolicDataAnalysisExpressionTreeInterpreter[] {
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| 246 | new SymbolicDataAnalysisExpressionTreeLinearInterpreter(),
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| 247 | new SymbolicDataAnalysisExpressionTreeInterpreter(),
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| 248 | };
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| 249 |
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| 250 | var rows = Enumerable.Range(0, numRows).ToList();
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[13313] | 251 | var randomTrees = Util.CreateRandomTrees(twister, dataset, grammar, N, 1, 10, 0, 0);
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| 252 | foreach (ISymbolicExpressionTree tree in randomTrees) {
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| 253 | Util.InitTree(tree, twister, new List<string>(dataset.VariableNames));
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| 254 | }
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| 255 |
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[13256] | 256 | for (int i = 0; i < randomTrees.Length; ++i) {
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| 257 | var tree = randomTrees[i];
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| 258 | var valuesMatrix = interpreters.Select(x => x.GetSymbolicExpressionTreeValues(tree, dataset, rows)).ToList();
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| 259 | for (int m = 0; m < interpreters.Length - 1; ++m) {
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| 260 | var sum = valuesMatrix[m].Sum();
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| 261 | for (int n = m + 1; n < interpreters.Length; ++n) {
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| 262 | var s = valuesMatrix[n].Sum();
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| 263 | if (double.IsNaN(sum) && double.IsNaN(s)) continue;
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| 264 |
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[13313] | 265 | string errorMessage = string.Format("Interpreters {0} and {1} do not agree on tree {2} (seed = {3}).", interpreters[m].Name, interpreters[n].Name, i, seed);
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| 266 | Assert.AreEqual(sum, s, 1e-12, errorMessage);
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[13256] | 267 | }
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| 268 | }
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| 269 | }
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| 270 | }
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| 271 |
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[13313] | 272 | [TestMethod]
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| 273 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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| 274 | [TestProperty("Time", "long")]
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[13315] | 275 | public void TestCompiledInterpreterEstimatedValuesConsistency() {
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| 276 | const double delta = 1e-12;
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[13313] | 277 |
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| 278 | var twister = new MersenneTwister();
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| 279 | int seed = twister.Next(0, int.MaxValue);
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| 280 | twister.Seed((uint)seed);
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| 281 |
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| 282 | Console.WriteLine(seed);
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| 283 |
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| 284 | const int numRows = 100;
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| 285 | var dataset = Util.CreateRandomDataset(twister, numRows, Columns);
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| 286 |
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| 287 | var grammar = new TypeCoherentExpressionGrammar();
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[13315] | 288 | grammar.ConfigureAsDefaultRegressionGrammar();
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[13318] | 289 | grammar.Symbols.First(x => x.Name == "Power Functions").Enabled = true;
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| 290 |
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[13313] | 291 | var randomTrees = Util.CreateRandomTrees(twister, dataset, grammar, N, 1, 10, 0, 0);
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| 292 | foreach (ISymbolicExpressionTree tree in randomTrees) {
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| 293 | Util.InitTree(tree, twister, new List<string>(dataset.VariableNames));
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| 294 | }
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| 295 |
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| 296 | var interpreters = new ISymbolicDataAnalysisExpressionTreeInterpreter[] {
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[14354] | 297 | new SymbolicDataAnalysisExpressionCompiledTreeInterpreter(),
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[13313] | 298 | new SymbolicDataAnalysisExpressionTreeInterpreter(),
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[13315] | 299 | new SymbolicDataAnalysisExpressionTreeLinearInterpreter(),
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[13313] | 300 | };
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| 301 | var rows = Enumerable.Range(0, numRows).ToList();
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| 302 | var formatter = new SymbolicExpressionTreeHierarchicalFormatter();
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| 303 |
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| 304 | for (int i = 0; i < randomTrees.Length; ++i) {
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| 305 | var tree = randomTrees[i];
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[13315] | 306 | var valuesMatrix = interpreters.Select(x => x.GetSymbolicExpressionTreeValues(tree, dataset, rows).ToList()).ToList();
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[13313] | 307 | for (int m = 0; m < interpreters.Length - 1; ++m) {
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| 308 | for (int n = m + 1; n < interpreters.Length; ++n) {
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| 309 | for (int row = 0; row < numRows; ++row) {
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| 310 | var v1 = valuesMatrix[m][row];
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| 311 | var v2 = valuesMatrix[n][row];
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| 312 | if (double.IsNaN(v1) && double.IsNaN(v2)) continue;
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| 313 | if (Math.Abs(v1 - v2) > delta) {
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| 314 | Console.WriteLine(formatter.Format(tree));
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| 315 | foreach (var node in tree.Root.GetSubtree(0).GetSubtree(0).IterateNodesPrefix().ToList()) {
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| 316 | var rootNode = (SymbolicExpressionTreeTopLevelNode)grammar.ProgramRootSymbol.CreateTreeNode();
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| 317 | if (rootNode.HasLocalParameters) rootNode.ResetLocalParameters(twister);
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| 318 | rootNode.SetGrammar(grammar.CreateExpressionTreeGrammar());
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| 319 |
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| 320 | var startNode = (SymbolicExpressionTreeTopLevelNode)grammar.StartSymbol.CreateTreeNode();
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| 321 | if (startNode.HasLocalParameters) startNode.ResetLocalParameters(twister);
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| 322 | startNode.SetGrammar(grammar.CreateExpressionTreeGrammar());
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| 323 |
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| 324 | rootNode.AddSubtree(startNode);
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| 325 | var t = new SymbolicExpressionTree(rootNode);
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| 326 | var start = t.Root.GetSubtree(0);
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| 327 | var p = node.Parent;
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| 328 | start.AddSubtree(node);
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| 329 | Console.WriteLine(node);
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| 330 |
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| 331 | var y1 = interpreters[m].GetSymbolicExpressionTreeValues(t, dataset, new[] { row }).First();
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| 332 | var y2 = interpreters[n].GetSymbolicExpressionTreeValues(t, dataset, new[] { row }).First();
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| 333 |
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| 334 | if (double.IsNaN(y1) && double.IsNaN(y2)) continue;
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| 335 | string prefix = Math.Abs(y1 - y2) > delta ? "++" : "==";
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[13314] | 336 | Console.WriteLine("\t{0} Row {1}: {2} {3}, Deviation = {4}", prefix, row, y1, y2, Math.Abs(y1 - y2));
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[13313] | 337 | node.Parent = p;
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| 338 | }
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| 339 | }
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| 340 | string errorMessage = string.Format("Interpreters {0} and {1} do not agree on tree {2} and row {3} (seed = {4}).", interpreters[m].Name, interpreters[n].Name, i, row, seed);
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| 341 | Assert.AreEqual(v1, v2, delta, errorMessage);
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| 342 | }
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| 343 | }
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| 344 | }
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| 345 | }
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| 346 | }
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| 347 |
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[13315] | 348 | private void EvaluateTerminals(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, IDataset ds) {
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[5574] | 349 | // constants
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| 350 | Evaluate(interpreter, ds, "(+ 1.5 3.5)", 0, 5.0);
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| 351 |
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| 352 | // variables
|
---|
| 353 | Evaluate(interpreter, ds, "(variable 2.0 a)", 0, 2.0);
|
---|
| 354 | Evaluate(interpreter, ds, "(variable 2.0 a)", 1, 4.0);
|
---|
[6732] | 355 | }
|
---|
[5574] | 356 |
|
---|
[13315] | 357 | private void EvaluateAdf(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, IDataset ds) {
|
---|
[5574] | 358 |
|
---|
[6732] | 359 | // ADF
|
---|
| 360 | Evaluate(interpreter, ds, @"(PROG
|
---|
| 361 | (MAIN
|
---|
| 362 | (CALL ADF0))
|
---|
| 363 | (defun ADF0 1.0))", 1, 1.0);
|
---|
| 364 | Evaluate(interpreter, ds, @"(PROG
|
---|
| 365 | (MAIN
|
---|
| 366 | (* (CALL ADF0) (CALL ADF0)))
|
---|
| 367 | (defun ADF0 2.0))", 1, 4.0);
|
---|
| 368 | Evaluate(interpreter, ds, @"(PROG
|
---|
| 369 | (MAIN
|
---|
| 370 | (CALL ADF0 2.0 3.0))
|
---|
| 371 | (defun ADF0
|
---|
| 372 | (+ (ARG 0) (ARG 1))))", 1, 5.0);
|
---|
| 373 | Evaluate(interpreter, ds, @"(PROG
|
---|
| 374 | (MAIN (CALL ADF1 2.0 3.0))
|
---|
| 375 | (defun ADF0
|
---|
| 376 | (- (ARG 1) (ARG 0)))
|
---|
| 377 | (defun ADF1
|
---|
| 378 | (+ (CALL ADF0 (ARG 1) (ARG 0))
|
---|
| 379 | (CALL ADF0 (ARG 0) (ARG 1)))))", 1, 0.0);
|
---|
| 380 | Evaluate(interpreter, ds, @"(PROG
|
---|
| 381 | (MAIN (CALL ADF1 (variable 2.0 a) 3.0))
|
---|
| 382 | (defun ADF0
|
---|
| 383 | (- (ARG 1) (ARG 0)))
|
---|
| 384 | (defun ADF1
|
---|
| 385 | (CALL ADF0 (ARG 1) (ARG 0))))", 1, 1.0);
|
---|
| 386 | Evaluate(interpreter, ds,
|
---|
| 387 | @"(PROG
|
---|
| 388 | (MAIN (CALL ADF1 (variable 2.0 a) 3.0))
|
---|
| 389 | (defun ADF0
|
---|
| 390 | (- (ARG 1) (ARG 0)))
|
---|
| 391 | (defun ADF1
|
---|
| 392 | (+ (CALL ADF0 (ARG 1) (ARG 0))
|
---|
| 393 | (CALL ADF0 (ARG 0) (ARG 1)))))", 1, 0.0);
|
---|
| 394 | }
|
---|
| 395 |
|
---|
[13315] | 396 | private void EvaluateSpecialFunctions(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, IDataset ds) {
|
---|
| 397 | // special functions
|
---|
| 398 | Action<double> checkAiry = (x) => {
|
---|
| 399 | double ai, aip, bi, bip;
|
---|
| 400 | alglib.airy(x, out ai, out aip, out bi, out bip);
|
---|
| 401 | Evaluate(interpreter, ds, "(airya " + x + ")", 0, ai);
|
---|
| 402 | Evaluate(interpreter, ds, "(airyb " + x + ")", 0, bi);
|
---|
| 403 | };
|
---|
| 404 |
|
---|
| 405 | Action<double> checkBessel = (x) => {
|
---|
| 406 | Evaluate(interpreter, ds, "(bessel " + x + ")", 0, alglib.besseli0(x));
|
---|
| 407 | };
|
---|
| 408 |
|
---|
| 409 | Action<double> checkSinCosIntegrals = (x) => {
|
---|
| 410 | double si, ci;
|
---|
| 411 | alglib.sinecosineintegrals(x, out si, out ci);
|
---|
| 412 | Evaluate(interpreter, ds, "(cosint " + x + ")", 0, ci);
|
---|
| 413 | Evaluate(interpreter, ds, "(sinint " + x + ")", 0, si);
|
---|
| 414 | };
|
---|
| 415 | Action<double> checkHypSinCosIntegrals = (x) => {
|
---|
| 416 | double shi, chi;
|
---|
| 417 | alglib.hyperbolicsinecosineintegrals(x, out shi, out chi);
|
---|
| 418 | Evaluate(interpreter, ds, "(hypcosint " + x + ")", 0, chi);
|
---|
| 419 | Evaluate(interpreter, ds, "(hypsinint " + x + ")", 0, shi);
|
---|
| 420 | };
|
---|
| 421 | Action<double> checkFresnelSinCosIntegrals = (x) => {
|
---|
| 422 | double c = 0, s = 0;
|
---|
| 423 | alglib.fresnelintegral(x, ref c, ref s);
|
---|
| 424 | Evaluate(interpreter, ds, "(fresnelcosint " + x + ")", 0, c);
|
---|
| 425 | Evaluate(interpreter, ds, "(fresnelsinint " + x + ")", 0, s);
|
---|
| 426 | };
|
---|
| 427 | Action<double> checkNormErf = (x) => {
|
---|
| 428 | Evaluate(interpreter, ds, "(norm " + x + ")", 0, alglib.normaldistribution(x));
|
---|
| 429 | Evaluate(interpreter, ds, "(erf " + x + ")", 0, alglib.errorfunction(x));
|
---|
| 430 | };
|
---|
| 431 |
|
---|
| 432 | Action<double> checkGamma = (x) => {
|
---|
| 433 | Evaluate(interpreter, ds, "(gamma " + x + ")", 0, alglib.gammafunction(x));
|
---|
| 434 | };
|
---|
| 435 | Action<double> checkPsi = (x) => {
|
---|
| 436 | try {
|
---|
| 437 | Evaluate(interpreter, ds, "(psi " + x + ")", 0, alglib.psi(x));
|
---|
[14810] | 438 | } catch (alglib.alglibexception) { // ignore cases where alglib throws an exception
|
---|
[13315] | 439 | }
|
---|
| 440 | };
|
---|
| 441 | Action<double> checkDawson = (x) => {
|
---|
| 442 | Evaluate(interpreter, ds, "(dawson " + x + ")", 0, alglib.dawsonintegral(x));
|
---|
| 443 | };
|
---|
| 444 | Action<double> checkExpInt = (x) => {
|
---|
| 445 | Evaluate(interpreter, ds, "(expint " + x + ")", 0, alglib.exponentialintegralei(x));
|
---|
| 446 | };
|
---|
| 447 |
|
---|
| 448 | foreach (var e in new[] { -2.0, -1.0, 0.0, 1.0, 2.0 }) {
|
---|
| 449 | checkAiry(e);
|
---|
| 450 | checkBessel(e);
|
---|
| 451 | checkSinCosIntegrals(e);
|
---|
| 452 | checkGamma(e);
|
---|
| 453 | checkExpInt(e);
|
---|
| 454 | checkDawson(e);
|
---|
| 455 | checkPsi(e);
|
---|
| 456 | checkNormErf(e);
|
---|
| 457 | checkFresnelSinCosIntegrals(e);
|
---|
| 458 | checkHypSinCosIntegrals(e);
|
---|
| 459 | }
|
---|
| 460 | }
|
---|
| 461 |
|
---|
| 462 | private void EvaluateLaggedOperations(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, IDataset ds) {
|
---|
| 463 | // lag
|
---|
| 464 | Evaluate(interpreter, ds, "(lagVariable 1.0 a -1) ", 1, ds.GetDoubleValue("A", 0));
|
---|
| 465 | Evaluate(interpreter, ds, "(lagVariable 1.0 a -1) ", 2, ds.GetDoubleValue("A", 1));
|
---|
| 466 | Evaluate(interpreter, ds, "(lagVariable 1.0 a 0) ", 2, ds.GetDoubleValue("A", 2));
|
---|
| 467 | Evaluate(interpreter, ds, "(lagVariable 1.0 a 1) ", 0, ds.GetDoubleValue("A", 1));
|
---|
| 468 |
|
---|
| 469 | // integral
|
---|
| 470 | Evaluate(interpreter, ds, "(integral -1.0 (variable 1.0 a)) ", 1, ds.GetDoubleValue("A", 0) + ds.GetDoubleValue("A", 1));
|
---|
| 471 | Evaluate(interpreter, ds, "(integral -1.0 (lagVariable 1.0 a 1)) ", 1, ds.GetDoubleValue("A", 1) + ds.GetDoubleValue("A", 2));
|
---|
| 472 | Evaluate(interpreter, ds, "(integral -2.0 (variable 1.0 a)) ", 2, ds.GetDoubleValue("A", 0) + ds.GetDoubleValue("A", 1) + ds.GetDoubleValue("A", 2));
|
---|
| 473 | Evaluate(interpreter, ds, "(integral -1.0 (* (variable 1.0 a) (variable 1.0 b)))", 1, ds.GetDoubleValue("A", 0) * ds.GetDoubleValue("B", 0) + ds.GetDoubleValue("A", 1) * ds.GetDoubleValue("B", 1));
|
---|
| 474 | Evaluate(interpreter, ds, "(integral -2.0 3.0)", 1, 9.0);
|
---|
| 475 |
|
---|
| 476 | // derivative
|
---|
| 477 | // (f_0 + 2 * f_1 - 2 * f_3 - f_4) / 8; // h = 1
|
---|
| 478 | Evaluate(interpreter, ds, "(diff (variable 1.0 a)) ", 5, (ds.GetDoubleValue("A", 5) + 2 * ds.GetDoubleValue("A", 4) - 2 * ds.GetDoubleValue("A", 2) - ds.GetDoubleValue("A", 1)) / 8.0);
|
---|
| 479 | Evaluate(interpreter, ds, "(diff (variable 1.0 b)) ", 5, (ds.GetDoubleValue("B", 5) + 2 * ds.GetDoubleValue("B", 4) - 2 * ds.GetDoubleValue("B", 2) - ds.GetDoubleValue("B", 1)) / 8.0);
|
---|
| 480 | Evaluate(interpreter, ds, "(diff (* (variable 1.0 a) (variable 1.0 b)))", 5, +
|
---|
| 481 | (ds.GetDoubleValue("A", 5) * ds.GetDoubleValue("B", 5) +
|
---|
| 482 | 2 * ds.GetDoubleValue("A", 4) * ds.GetDoubleValue("B", 4) -
|
---|
| 483 | 2 * ds.GetDoubleValue("A", 2) * ds.GetDoubleValue("B", 2) -
|
---|
| 484 | ds.GetDoubleValue("A", 1) * ds.GetDoubleValue("B", 1)) / 8.0);
|
---|
| 485 | Evaluate(interpreter, ds, "(diff -2.0 3.0)", 5, 0.0);
|
---|
| 486 |
|
---|
| 487 | // timelag
|
---|
| 488 | Evaluate(interpreter, ds, "(lag -1.0 (lagVariable 1.0 a 2)) ", 1, ds.GetDoubleValue("A", 2));
|
---|
| 489 | Evaluate(interpreter, ds, "(lag -2.0 (lagVariable 1.0 a 2)) ", 2, ds.GetDoubleValue("A", 2));
|
---|
| 490 | Evaluate(interpreter, ds, "(lag -1.0 (* (lagVariable 1.0 a 1) (lagVariable 1.0 b 2)))", 1, ds.GetDoubleValue("A", 1) * ds.GetDoubleValue("B", 2));
|
---|
| 491 | Evaluate(interpreter, ds, "(lag -2.0 3.0)", 1, 3.0);
|
---|
| 492 | }
|
---|
| 493 |
|
---|
| 494 | private void EvaluateOperations(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, IDataset ds) {
|
---|
[5574] | 495 | // addition
|
---|
| 496 | Evaluate(interpreter, ds, "(+ (variable 2.0 a ))", 1, 4.0);
|
---|
| 497 | Evaluate(interpreter, ds, "(+ (variable 2.0 a ) (variable 3.0 b ))", 0, 5.0);
|
---|
| 498 | Evaluate(interpreter, ds, "(+ (variable 2.0 a ) (variable 3.0 b ))", 1, 10.0);
|
---|
| 499 | Evaluate(interpreter, ds, "(+ (variable 2.0 a) (variable 3.0 b ))", 2, 8.0);
|
---|
| 500 | Evaluate(interpreter, ds, "(+ 8.0 2.0 2.0)", 0, 12.0);
|
---|
| 501 |
|
---|
| 502 | // subtraction
|
---|
| 503 | Evaluate(interpreter, ds, "(- (variable 2.0 a ))", 1, -4.0);
|
---|
| 504 | Evaluate(interpreter, ds, "(- (variable 2.0 a ) (variable 3.0 b))", 0, -1.0);
|
---|
| 505 | Evaluate(interpreter, ds, "(- (variable 2.0 a ) (variable 3.0 b ))", 1, -2.0);
|
---|
| 506 | Evaluate(interpreter, ds, "(- (variable 2.0 a ) (variable 3.0 b ))", 2, -4.0);
|
---|
| 507 | Evaluate(interpreter, ds, "(- 8.0 2.0 2.0)", 0, 4.0);
|
---|
| 508 |
|
---|
| 509 | // multiplication
|
---|
| 510 | Evaluate(interpreter, ds, "(* (variable 2.0 a ))", 0, 2.0);
|
---|
| 511 | Evaluate(interpreter, ds, "(* (variable 2.0 a ) (variable 3.0 b ))", 0, 6.0);
|
---|
| 512 | Evaluate(interpreter, ds, "(* (variable 2.0 a ) (variable 3.0 b ))", 1, 24.0);
|
---|
| 513 | Evaluate(interpreter, ds, "(* (variable 2.0 a ) (variable 3.0 b ))", 2, 12.0);
|
---|
| 514 | Evaluate(interpreter, ds, "(* 8.0 2.0 2.0)", 0, 32.0);
|
---|
| 515 |
|
---|
| 516 | // division
|
---|
| 517 | Evaluate(interpreter, ds, "(/ (variable 2.0 a ))", 1, 1.0 / 4.0);
|
---|
| 518 | Evaluate(interpreter, ds, "(/ (variable 2.0 a ) 2.0)", 0, 1.0);
|
---|
| 519 | Evaluate(interpreter, ds, "(/ (variable 2.0 a ) 2.0)", 1, 2.0);
|
---|
| 520 | Evaluate(interpreter, ds, "(/ (variable 3.0 b ) 2.0)", 2, 3.0);
|
---|
| 521 | Evaluate(interpreter, ds, "(/ 8.0 2.0 2.0)", 0, 2.0);
|
---|
| 522 |
|
---|
| 523 | // gt
|
---|
| 524 | Evaluate(interpreter, ds, "(> (variable 2.0 a) 2.0)", 0, -1.0);
|
---|
| 525 | Evaluate(interpreter, ds, "(> 2.0 (variable 2.0 a))", 0, -1.0);
|
---|
| 526 | Evaluate(interpreter, ds, "(> (variable 2.0 a) 1.9)", 0, 1.0);
|
---|
| 527 | Evaluate(interpreter, ds, "(> 1.9 (variable 2.0 a))", 0, -1.0);
|
---|
[6732] | 528 | Evaluate(interpreter, ds, "(> (log -1.0) (log -1.0))", 0, -1.0); // (> nan nan) should be false
|
---|
[5574] | 529 |
|
---|
| 530 | // lt
|
---|
| 531 | Evaluate(interpreter, ds, "(< (variable 2.0 a) 2.0)", 0, -1.0);
|
---|
| 532 | Evaluate(interpreter, ds, "(< 2.0 (variable 2.0 a))", 0, -1.0);
|
---|
| 533 | Evaluate(interpreter, ds, "(< (variable 2.0 a) 1.9)", 0, -1.0);
|
---|
| 534 | Evaluate(interpreter, ds, "(< 1.9 (variable 2.0 a))", 0, 1.0);
|
---|
[6732] | 535 | Evaluate(interpreter, ds, "(< (log -1.0) (log -1.0))", 0, -1.0); // (< nan nan) should be false
|
---|
[5574] | 536 |
|
---|
| 537 | // If
|
---|
| 538 | Evaluate(interpreter, ds, "(if -10.0 2.0 3.0)", 0, 3.0);
|
---|
| 539 | Evaluate(interpreter, ds, "(if -1.0 2.0 3.0)", 0, 3.0);
|
---|
| 540 | Evaluate(interpreter, ds, "(if 0.0 2.0 3.0)", 0, 3.0);
|
---|
| 541 | Evaluate(interpreter, ds, "(if 1.0 2.0 3.0)", 0, 2.0);
|
---|
| 542 | Evaluate(interpreter, ds, "(if 10.0 2.0 3.0)", 0, 2.0);
|
---|
[6732] | 543 | Evaluate(interpreter, ds, "(if (log -1.0) 2.0 3.0)", 0, 3.0); // if(nan) should return the else branch
|
---|
[5574] | 544 |
|
---|
| 545 | // NOT
|
---|
| 546 | Evaluate(interpreter, ds, "(not -1.0)", 0, 1.0);
|
---|
| 547 | Evaluate(interpreter, ds, "(not -2.0)", 0, 1.0);
|
---|
| 548 | Evaluate(interpreter, ds, "(not 1.0)", 0, -1.0);
|
---|
| 549 | Evaluate(interpreter, ds, "(not 2.0)", 0, -1.0);
|
---|
| 550 | Evaluate(interpreter, ds, "(not 0.0)", 0, 1.0);
|
---|
[6732] | 551 | Evaluate(interpreter, ds, "(not (log -1.0))", 0, 1.0);
|
---|
[5574] | 552 |
|
---|
| 553 | // AND
|
---|
| 554 | Evaluate(interpreter, ds, "(and -1.0 -2.0)", 0, -1.0);
|
---|
| 555 | Evaluate(interpreter, ds, "(and -1.0 2.0)", 0, -1.0);
|
---|
| 556 | Evaluate(interpreter, ds, "(and 1.0 -2.0)", 0, -1.0);
|
---|
| 557 | Evaluate(interpreter, ds, "(and 1.0 0.0)", 0, -1.0);
|
---|
| 558 | Evaluate(interpreter, ds, "(and 0.0 0.0)", 0, -1.0);
|
---|
| 559 | Evaluate(interpreter, ds, "(and 1.0 2.0)", 0, 1.0);
|
---|
| 560 | Evaluate(interpreter, ds, "(and 1.0 2.0 3.0)", 0, 1.0);
|
---|
| 561 | Evaluate(interpreter, ds, "(and 1.0 -2.0 3.0)", 0, -1.0);
|
---|
[6732] | 562 | Evaluate(interpreter, ds, "(and (log -1.0))", 0, -1.0); // (and NaN)
|
---|
| 563 | Evaluate(interpreter, ds, "(and (log -1.0) 1.0)", 0, -1.0); // (and NaN 1.0)
|
---|
[5574] | 564 |
|
---|
| 565 | // OR
|
---|
| 566 | Evaluate(interpreter, ds, "(or -1.0 -2.0)", 0, -1.0);
|
---|
| 567 | Evaluate(interpreter, ds, "(or -1.0 2.0)", 0, 1.0);
|
---|
| 568 | Evaluate(interpreter, ds, "(or 1.0 -2.0)", 0, 1.0);
|
---|
| 569 | Evaluate(interpreter, ds, "(or 1.0 2.0)", 0, 1.0);
|
---|
| 570 | Evaluate(interpreter, ds, "(or 0.0 0.0)", 0, -1.0);
|
---|
| 571 | Evaluate(interpreter, ds, "(or -1.0 -2.0 -3.0)", 0, -1.0);
|
---|
| 572 | Evaluate(interpreter, ds, "(or -1.0 -2.0 3.0)", 0, 1.0);
|
---|
[6732] | 573 | Evaluate(interpreter, ds, "(or (log -1.0))", 0, -1.0); // (or NaN)
|
---|
| 574 | Evaluate(interpreter, ds, "(or (log -1.0) 1.0)", 0, -1.0); // (or NaN 1.0)
|
---|
[5574] | 575 |
|
---|
[10790] | 576 | // XOR
|
---|
| 577 | Evaluate(interpreter, ds, "(xor -1.0 -2.0)", 0, -1.0);
|
---|
| 578 | Evaluate(interpreter, ds, "(xor -1.0 2.0)", 0, 1.0);
|
---|
| 579 | Evaluate(interpreter, ds, "(xor 1.0 -2.0)", 0, 1.0);
|
---|
| 580 | Evaluate(interpreter, ds, "(xor 1.0 2.0)", 0, -1.0);
|
---|
| 581 | Evaluate(interpreter, ds, "(xor 0.0 0.0)", 0, -1.0);
|
---|
| 582 | Evaluate(interpreter, ds, "(xor -1.0 -2.0 -3.0)", 0, -1.0);
|
---|
| 583 | Evaluate(interpreter, ds, "(xor -1.0 -2.0 3.0)", 0, 1.0);
|
---|
| 584 | Evaluate(interpreter, ds, "(xor -1.0 2.0 3.0)", 0, -1.0);
|
---|
| 585 | Evaluate(interpreter, ds, "(xor 1.0 2.0 3.0)", 0, 1.0);
|
---|
| 586 | Evaluate(interpreter, ds, "(xor (log -1.0))", 0, -1.0);
|
---|
[11430] | 587 | Evaluate(interpreter, ds, "(xor (log -1.0) 1.0)", 0, 1.0);
|
---|
[10790] | 588 |
|
---|
[5574] | 589 | // sin, cos, tan
|
---|
| 590 | Evaluate(interpreter, ds, "(sin " + Math.PI.ToString(NumberFormatInfo.InvariantInfo) + ")", 0, 0.0);
|
---|
| 591 | Evaluate(interpreter, ds, "(sin 0.0)", 0, 0.0);
|
---|
| 592 | Evaluate(interpreter, ds, "(cos " + Math.PI.ToString(NumberFormatInfo.InvariantInfo) + ")", 0, -1.0);
|
---|
| 593 | Evaluate(interpreter, ds, "(cos 0.0)", 0, 1.0);
|
---|
| 594 | Evaluate(interpreter, ds, "(tan " + Math.PI.ToString(NumberFormatInfo.InvariantInfo) + ")", 0, Math.Tan(Math.PI));
|
---|
| 595 | Evaluate(interpreter, ds, "(tan 0.0)", 0, Math.Tan(Math.PI));
|
---|
| 596 |
|
---|
| 597 | // exp, log
|
---|
| 598 | Evaluate(interpreter, ds, "(log (exp 7.0))", 0, Math.Log(Math.Exp(7)));
|
---|
| 599 | Evaluate(interpreter, ds, "(exp (log 7.0))", 0, Math.Exp(Math.Log(7)));
|
---|
| 600 | Evaluate(interpreter, ds, "(log -3.0)", 0, Math.Log(-3));
|
---|
| 601 |
|
---|
[6755] | 602 | // power
|
---|
| 603 | Evaluate(interpreter, ds, "(pow 2.0 3.0)", 0, 8.0);
|
---|
| 604 | Evaluate(interpreter, ds, "(pow 4.0 0.5)", 0, 1.0); // interpreter should round to the nearest integer value value (.5 is rounded to the even number)
|
---|
| 605 | Evaluate(interpreter, ds, "(pow 4.0 2.5)", 0, 16.0); // interpreter should round to the nearest integer value value (.5 is rounded to the even number)
|
---|
| 606 | Evaluate(interpreter, ds, "(pow -2.0 3.0)", 0, -8.0);
|
---|
| 607 | Evaluate(interpreter, ds, "(pow 2.0 -3.0)", 0, 1.0 / 8.0);
|
---|
| 608 | Evaluate(interpreter, ds, "(pow -2.0 -3.0)", 0, -1.0 / 8.0);
|
---|
| 609 |
|
---|
| 610 | // root
|
---|
| 611 | Evaluate(interpreter, ds, "(root 9.0 2.0)", 0, 3.0);
|
---|
| 612 | Evaluate(interpreter, ds, "(root 27.0 3.0)", 0, 3.0);
|
---|
| 613 | Evaluate(interpreter, ds, "(root 2.0 -3.0)", 0, Math.Pow(2.0, -1.0 / 3.0));
|
---|
| 614 |
|
---|
[5574] | 615 | // mean
|
---|
| 616 | Evaluate(interpreter, ds, "(mean -1.0 1.0 -1.0)", 0, -1.0 / 3.0);
|
---|
| 617 | }
|
---|
| 618 |
|
---|
[13315] | 619 | private void Evaluate(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, IDataset ds, string expr, int index, double expected) {
|
---|
[5574] | 620 | var importer = new SymbolicExpressionImporter();
|
---|
| 621 | ISymbolicExpressionTree tree = importer.Import(expr);
|
---|
| 622 |
|
---|
| 623 | double actual = interpreter.GetSymbolicExpressionTreeValues(tree, ds, Enumerable.Range(index, 1)).First();
|
---|
| 624 |
|
---|
[6809] | 625 | Assert.IsFalse(double.IsNaN(actual) && !double.IsNaN(expected));
|
---|
| 626 | Assert.IsFalse(!double.IsNaN(actual) && double.IsNaN(expected));
|
---|
[11430] | 627 | if (!double.IsNaN(actual) && !double.IsNaN(expected))
|
---|
| 628 | Assert.AreEqual(expected, actual, 1.0E-12, expr);
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[5574] | 629 | }
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| 630 | }
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| 631 | }
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