#region License Information /* HeuristicLab * Copyright (C) 2002-2010 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.Drawing; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Optimization; using HeuristicLab.Parameters; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; using HeuristicLab.PluginInfrastructure; using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding; using HeuristicLab.Problems.DataAnalysis.Regression; using HeuristicLab.Problems.DataAnalysis.Symbolic; using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding.ArchitectureAlteringOperators; using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding.Manipulators; using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding.Crossovers; using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding.Creators; namespace HeuristicLab.Problems.DataAnalysis.Regression.Symbolic { [Item("SymbolicRegressionProblem", "Represents a symbolic regression problem.")] [Creatable("Problems")] [StorableClass] public sealed class SymbolicRegressionProblem : DataAnalysisProblem, ISingleObjectiveProblem { #region Parameter Properties public ValueParameter MaximizationParameter { get { return (ValueParameter)Parameters["Maximization"]; } } IParameter ISingleObjectiveProblem.MaximizationParameter { get { return MaximizationParameter; } } public ValueParameter SolutionCreatorParameter { get { return (ValueParameter)Parameters["SolutionCreator"]; } } IParameter IProblem.SolutionCreatorParameter { get { return SolutionCreatorParameter; } } public ValueParameter EvaluatorParameter { get { return (ValueParameter)Parameters["Evaluator"]; } } IParameter IProblem.EvaluatorParameter { get { return EvaluatorParameter; } } public ValueParameter FunctionTreeGrammarParameter { get { return (ValueParameter)Parameters["FunctionTreeGrammar"]; } } public ValueParameter MaxExpressionLengthParameter { get { return (ValueParameter)Parameters["MaxExpressionLength"]; } } public ValueParameter MaxExpressionDepthParameter { get { return (ValueParameter)Parameters["MaxExpressionDepth"]; } } public ValueParameter NumberOfEvaluatedNodesParameter { get { return (ValueParameter)Parameters["NumberOfEvaluatedNodes"]; } } public ValueParameter MaxFunctionDefiningBranchesParameter { get { return (ValueParameter)Parameters["MaxFunctionDefiningBranches"]; } } public ValueParameter MaxFunctionArgumentsParameter { get { return (ValueParameter)Parameters["MaxFunctionArguments"]; } } public OptionalValueParameter VisualizerParameter { get { return (OptionalValueParameter)Parameters["Visualizer"]; } } IParameter IProblem.VisualizerParameter { get { return VisualizerParameter; } } public OptionalValueParameter BestKnownQualityParameter { get { return (OptionalValueParameter)Parameters["BestKnownQuality"]; } } IParameter ISingleObjectiveProblem.BestKnownQualityParameter { get { return BestKnownQualityParameter; } } #endregion #region Properties public IntValue MaxExpressionLength { get { return MaxExpressionLengthParameter.Value; } set { MaxExpressionLengthParameter.Value = value; } } public IntValue MaxExpressionDepth { get { return MaxExpressionDepthParameter.Value; } set { MaxExpressionDepthParameter.Value = value; } } public SymbolicExpressionTreeCreator SolutionCreator { get { return SolutionCreatorParameter.Value; } set { SolutionCreatorParameter.Value = value; } } ISolutionCreator IProblem.SolutionCreator { get { return SolutionCreatorParameter.Value; } } public ISymbolicRegressionEvaluator Evaluator { get { return EvaluatorParameter.Value; } set { EvaluatorParameter.Value = value; } } ISingleObjectiveEvaluator ISingleObjectiveProblem.Evaluator { get { return EvaluatorParameter.Value; } } IEvaluator IProblem.Evaluator { get { return EvaluatorParameter.Value; } } public ISymbolicExpressionGrammar FunctionTreeGrammar { get { return (ISymbolicExpressionGrammar)FunctionTreeGrammarParameter.Value; } } public ISingleObjectiveSolutionsVisualizer Visualizer { get { return VisualizerParameter.Value; } set { VisualizerParameter.Value = value; } } ISolutionsVisualizer IProblem.Visualizer { get { return VisualizerParameter.Value; } } public DoubleValue BestKnownQuality { get { return BestKnownQualityParameter.Value; } } private List operators; public IEnumerable Operators { get { return operators.Cast(); } } #endregion public SymbolicRegressionProblem() : base() { SymbolicExpressionTreeCreator creator = new ProbabilisticTreeCreator(); var evaluator = new SymbolicRegressionMeanSquaredErrorEvaluator(); var grammar = new ArithmeticExpressionGrammar(); var globalGrammar = new GlobalSymbolicExpressionGrammar(grammar); var visualizer = new BestValidationSymbolicRegressionSolutionVisualizer(); var interpreter = new SimpleArithmeticExpressionInterpreter(); Parameters.Add(new ValueParameter("Maximization", "Set to false as the error of the regression model should be minimized.", new BoolValue(false))); Parameters.Add(new ValueParameter("SolutionCreator", "The operator which should be used to create new symbolic regression solutions.", creator)); Parameters.Add(new ValueParameter("SymbolicExpressionTreeInterpreter", "The interpreter that should be used to evaluate the symbolic expression tree.", interpreter)); Parameters.Add(new ValueParameter("Evaluator", "The operator which should be used to evaluate symbolic regression solutions.", evaluator)); Parameters.Add(new OptionalValueParameter("BestKnownQuality", "The minimal error value that reached by symbolic regression solutions for the problem.")); Parameters.Add(new ValueParameter("FunctionTreeGrammar", "The grammar that should be used for symbolic regression models.", globalGrammar)); Parameters.Add(new ValueParameter("MaxExpressionLength", "Maximal length of the symbolic expression.", new IntValue(100))); Parameters.Add(new ValueParameter("MaxExpressionDepth", "Maximal depth of the symbolic expression.", new IntValue(10))); Parameters.Add(new ValueParameter("MaxFunctionDefiningBranches", "Maximal number of automatically defined functions.", new IntValue(3))); Parameters.Add(new ValueParameter("MaxFunctionArguments", "Maximal number of arguments of automatically defined functions.", new IntValue(3))); Parameters.Add(new ValueParameter("NumberOfEvaluatedNodes", "The total number of evaluated function tree nodes (for performance measurements.)", new DoubleValue())); Parameters.Add(new ValueParameter("Visualizer", "The operator which should be used to visualize symbolic regression solutions.", visualizer)); creator.SymbolicExpressionTreeParameter.ActualName = "SymbolicRegressionModel"; creator.MaxFunctionArgumentsParameter.ActualName = "MaxFunctionArguments"; creator.MaxFunctionDefinitionsParameter.ActualName = "MaxFunctionDefiningBranches"; DataAnalysisProblemDataParameter.ValueChanged += new EventHandler(DataAnalysisProblemDataParameter_ValueChanged); DataAnalysisProblemData.ProblemDataChanged += new EventHandler(DataAnalysisProblemData_Changed); ParameterizeSolutionCreator(); ParameterizeEvaluator(); ParameterizeVisualizer(); Initialize(); } [StorableConstructor] private SymbolicRegressionProblem(bool deserializing) : base() { } public override IDeepCloneable Clone(Cloner cloner) { SymbolicRegressionProblem clone = (SymbolicRegressionProblem)base.Clone(cloner); clone.Initialize(); return clone; } #region Events void DataAnalysisProblemDataParameter_ValueChanged(object sender, EventArgs e) { DataAnalysisProblemData.ProblemDataChanged += new EventHandler(DataAnalysisProblemData_Changed); } void DataAnalysisProblemData_Changed(object sender, EventArgs e) { foreach (var varSymbol in FunctionTreeGrammar.Symbols.OfType()) { varSymbol.VariableNames = DataAnalysisProblemData.InputVariables.Select(x => x.Value); } UpdatePartitioningParameters(); } private void UpdatePartitioningParameters() { int trainingStart = DataAnalysisProblemData.TrainingSamplesStart.Value; int validationEnd = DataAnalysisProblemData.TrainingSamplesEnd.Value; int trainingEnd = trainingStart + (validationEnd - trainingStart) / 2; int validationStart = trainingEnd; var solutionVisualizer = Visualizer as BestValidationSymbolicRegressionSolutionVisualizer; if (solutionVisualizer != null) { solutionVisualizer.ValidationSamplesStartParameter.Value = new IntValue(validationStart); solutionVisualizer.ValidationSamplesEndParameter.Value = new IntValue(validationEnd); } Evaluator.SamplesStartParameter.Value = new IntValue(trainingStart); Evaluator.SamplesEndParameter.Value = new IntValue(trainingEnd); } public event EventHandler SolutionCreatorChanged; private void OnSolutionCreatorChanged() { var changed = SolutionCreatorChanged; if (changed != null) changed(this, EventArgs.Empty); } public event EventHandler EvaluatorChanged; private void OnEvaluatorChanged() { var changed = EvaluatorChanged; if (changed != null) changed(this, EventArgs.Empty); } public event EventHandler VisualizerChanged; private void OnVisualizerChanged() { var changed = VisualizerChanged; if (changed != null) changed(this, EventArgs.Empty); } public event EventHandler OperatorsChanged; private void OnOperatorsChanged() { var changed = OperatorsChanged; if (changed != null) changed(this, EventArgs.Empty); } private void SolutionCreatorParameter_ValueChanged(object sender, EventArgs e) { SolutionCreator.SymbolicExpressionTreeParameter.ActualNameChanged += new EventHandler(SolutionCreator_SymbolicExpressionTreeParameter_ActualNameChanged); ParameterizeSolutionCreator(); ParameterizeEvaluator(); ParameterizeVisualizer(); ParameterizeOperators(); OnSolutionCreatorChanged(); } private void SolutionCreator_SymbolicExpressionTreeParameter_ActualNameChanged(object sender, EventArgs e) { ParameterizeEvaluator(); ParameterizeVisualizer(); ParameterizeOperators(); } private void EvaluatorParameter_ValueChanged(object sender, EventArgs e) { Evaluator.QualityParameter.ActualNameChanged += new EventHandler(Evaluator_QualityParameter_ActualNameChanged); ParameterizeEvaluator(); ParameterizeVisualizer(); OnEvaluatorChanged(); } private void VisualizerParameter_ValueChanged(object sender, EventArgs e) { ParameterizeVisualizer(); OnVisualizerChanged(); } private void Evaluator_QualityParameter_ActualNameChanged(object sender, EventArgs e) { ParameterizeVisualizer(); } #endregion #region Helpers [StorableHook(HookType.AfterDeserialization)] private void Initialize() { InitializeOperators(); SolutionCreatorParameter.ValueChanged += new EventHandler(SolutionCreatorParameter_ValueChanged); SolutionCreator.SymbolicExpressionTreeParameter.ActualNameChanged += new EventHandler(SolutionCreator_SymbolicExpressionTreeParameter_ActualNameChanged); EvaluatorParameter.ValueChanged += new EventHandler(EvaluatorParameter_ValueChanged); Evaluator.QualityParameter.ActualNameChanged += new EventHandler(Evaluator_QualityParameter_ActualNameChanged); VisualizerParameter.ValueChanged += new EventHandler(VisualizerParameter_ValueChanged); } private void InitializeOperators() { operators = new List(); operators.AddRange(ApplicationManager.Manager.GetInstances()); ParameterizeOperators(); } private void ParameterizeSolutionCreator() { SolutionCreator.SymbolicExpressionGrammarParameter.ActualName = FunctionTreeGrammarParameter.Name; SolutionCreator.MaxTreeHeightParameter.ActualName = MaxExpressionDepthParameter.Name; SolutionCreator.MaxTreeSizeParameter.ActualName = MaxExpressionLengthParameter.Name; } private void ParameterizeEvaluator() { Evaluator.SymbolicExpressionTreeParameter.ActualName = SolutionCreator.SymbolicExpressionTreeParameter.ActualName; Evaluator.RegressionProblemDataParameter.ActualName = DataAnalysisProblemDataParameter.Name; Evaluator.QualityParameter.ActualName = "TrainingMeanSquaredError"; Evaluator.SamplesStartParameter.Value = new IntValue(DataAnalysisProblemData.TrainingSamplesStart.Value); Evaluator.SamplesEndParameter.Value = new IntValue((DataAnalysisProblemData.TrainingSamplesStart.Value + DataAnalysisProblemData.TrainingSamplesEnd.Value) / 2); } private void ParameterizeVisualizer() { if (Visualizer != null) { var solutionVisualizer = Visualizer as BestValidationSymbolicRegressionSolutionVisualizer; if (solutionVisualizer != null) { solutionVisualizer.SymbolicExpressionTreeParameter.ActualName = SolutionCreator.SymbolicExpressionTreeParameter.ActualName; solutionVisualizer.DataAnalysisProblemDataParameter.ActualName = DataAnalysisProblemDataParameter.Name; solutionVisualizer.ValidationSamplesStartParameter.Value = new IntValue((DataAnalysisProblemData.TrainingSamplesStart.Value + DataAnalysisProblemData.TrainingSamplesEnd.Value) / 2); solutionVisualizer.ValidationSamplesEndParameter.Value = new IntValue(DataAnalysisProblemData.TrainingSamplesEnd.Value); } } } private void ParameterizeOperators() { foreach (ISymbolicExpressionTreeOperator op in Operators.OfType()) { op.MaxTreeHeightParameter.ActualName = MaxExpressionDepthParameter.Name; op.MaxTreeSizeParameter.ActualName = MaxExpressionLengthParameter.Name; op.SymbolicExpressionGrammarParameter.ActualName = FunctionTreeGrammarParameter.Name; } foreach (ISymbolicRegressionEvaluator op in Operators.OfType()) { op.SymbolicExpressionTreeParameter.ActualName = SolutionCreator.SymbolicExpressionTreeParameter.ActualName; op.RegressionProblemDataParameter.ActualName = DataAnalysisProblemDataParameter.Name; op.NumberOfEvaluatedNodesParameter.ActualName = NumberOfEvaluatedNodesParameter.Name; } foreach (SymbolicExpressionTreeCrossover op in Operators.OfType()) { op.ParentsParameter.ActualName = SolutionCreator.SymbolicExpressionTreeParameter.ActualName; op.ChildParameter.ActualName = SolutionCreator.SymbolicExpressionTreeParameter.ActualName; } foreach (SymbolicExpressionTreeManipulator op in Operators.OfType()) { op.SymbolicExpressionTreeParameter.ActualName = SolutionCreator.SymbolicExpressionTreeParameter.ActualName; } foreach (SymbolicExpressionTreeArchitectureAlteringOperator op in Operators.OfType()) { } } #endregion } }