1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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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.Linq;
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25 | using AutoDiff;
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26 | using HeuristicLab.Common;
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27 | using HeuristicLab.Core;
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28 | using HeuristicLab.Data;
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29 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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30 | using HeuristicLab.Parameters;
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31 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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32 |
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33 | namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Regression {
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34 | [Item("Constant Optimization Evaluator", "Calculates Pearson R² of a symbolic regression solution and optimizes the constant used.")]
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35 | [StorableClass]
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36 | public class SymbolicRegressionConstantOptimizationEvaluator : SymbolicRegressionSingleObjectiveEvaluator {
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37 | private const string ConstantOptimizationIterationsParameterName = "ConstantOptimizationIterations";
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38 | private const string ConstantOptimizationImprovementParameterName = "ConstantOptimizationImprovement";
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39 | private const string ConstantOptimizationProbabilityParameterName = "ConstantOptimizationProbability";
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40 | private const string ConstantOptimizationRowsPercentageParameterName = "ConstantOptimizationRowsPercentage";
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41 | private const string UpdateConstantsInTreeParameterName = "UpdateConstantsInSymbolicExpressionTree";
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42 | private const string UpdateVariableWeightsParameterName = "Update Variable Weights";
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43 |
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44 | public IFixedValueParameter<IntValue> ConstantOptimizationIterationsParameter {
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45 | get { return (IFixedValueParameter<IntValue>)Parameters[ConstantOptimizationIterationsParameterName]; }
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46 | }
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47 | public IFixedValueParameter<DoubleValue> ConstantOptimizationImprovementParameter {
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48 | get { return (IFixedValueParameter<DoubleValue>)Parameters[ConstantOptimizationImprovementParameterName]; }
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49 | }
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50 | public IFixedValueParameter<PercentValue> ConstantOptimizationProbabilityParameter {
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51 | get { return (IFixedValueParameter<PercentValue>)Parameters[ConstantOptimizationProbabilityParameterName]; }
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52 | }
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53 | public IFixedValueParameter<PercentValue> ConstantOptimizationRowsPercentageParameter {
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54 | get { return (IFixedValueParameter<PercentValue>)Parameters[ConstantOptimizationRowsPercentageParameterName]; }
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55 | }
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56 | public IFixedValueParameter<BoolValue> UpdateConstantsInTreeParameter {
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57 | get { return (IFixedValueParameter<BoolValue>)Parameters[UpdateConstantsInTreeParameterName]; }
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58 | }
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59 | public IFixedValueParameter<BoolValue> UpdateVariableWeightsParameter {
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60 | get { return (IFixedValueParameter<BoolValue>)Parameters[UpdateVariableWeightsParameterName]; }
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61 | }
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62 |
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63 |
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64 | public IntValue ConstantOptimizationIterations {
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65 | get { return ConstantOptimizationIterationsParameter.Value; }
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66 | }
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67 | public DoubleValue ConstantOptimizationImprovement {
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68 | get { return ConstantOptimizationImprovementParameter.Value; }
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69 | }
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70 | public PercentValue ConstantOptimizationProbability {
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71 | get { return ConstantOptimizationProbabilityParameter.Value; }
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72 | }
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73 | public PercentValue ConstantOptimizationRowsPercentage {
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74 | get { return ConstantOptimizationRowsPercentageParameter.Value; }
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75 | }
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76 | public bool UpdateConstantsInTree {
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77 | get { return UpdateConstantsInTreeParameter.Value.Value; }
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78 | set { UpdateConstantsInTreeParameter.Value.Value = value; }
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79 | }
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80 |
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81 | public bool UpdateVariableWeights {
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82 | get { return UpdateVariableWeightsParameter.Value.Value; }
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83 | set { UpdateVariableWeightsParameter.Value.Value = value; }
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84 | }
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85 |
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86 | public override bool Maximization {
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87 | get { return true; }
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88 | }
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89 |
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90 | [StorableConstructor]
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91 | protected SymbolicRegressionConstantOptimizationEvaluator(bool deserializing) : base(deserializing) { }
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92 | protected SymbolicRegressionConstantOptimizationEvaluator(SymbolicRegressionConstantOptimizationEvaluator original, Cloner cloner)
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93 | : base(original, cloner) {
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94 | }
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95 | public SymbolicRegressionConstantOptimizationEvaluator()
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96 | : base() {
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97 | Parameters.Add(new FixedValueParameter<IntValue>(ConstantOptimizationIterationsParameterName, "Determines how many iterations should be calculated while optimizing the constant of a symbolic expression tree (0 indicates other or default stopping criterion).", new IntValue(10), true));
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98 | Parameters.Add(new FixedValueParameter<DoubleValue>(ConstantOptimizationImprovementParameterName, "Determines the relative improvement which must be achieved in the constant optimization to continue with it (0 indicates other or default stopping criterion).", new DoubleValue(0), true) { Hidden = true });
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99 | Parameters.Add(new FixedValueParameter<PercentValue>(ConstantOptimizationProbabilityParameterName, "Determines the probability that the constants are optimized", new PercentValue(1), true));
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100 | Parameters.Add(new FixedValueParameter<PercentValue>(ConstantOptimizationRowsPercentageParameterName, "Determines the percentage of the rows which should be used for constant optimization", new PercentValue(1), true));
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101 | Parameters.Add(new FixedValueParameter<BoolValue>(UpdateConstantsInTreeParameterName, "Determines if the constants in the tree should be overwritten by the optimized constants.", new BoolValue(true)) { Hidden = true });
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102 | Parameters.Add(new FixedValueParameter<BoolValue>(UpdateVariableWeightsParameterName, "Determines if the variable weights in the tree should be optimized.", new BoolValue(true)) { Hidden = true });
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103 | }
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104 |
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105 | public override IDeepCloneable Clone(Cloner cloner) {
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106 | return new SymbolicRegressionConstantOptimizationEvaluator(this, cloner);
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107 | }
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108 |
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109 | [StorableHook(HookType.AfterDeserialization)]
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110 | private void AfterDeserialization() {
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111 | if (!Parameters.ContainsKey(UpdateConstantsInTreeParameterName))
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112 | Parameters.Add(new FixedValueParameter<BoolValue>(UpdateConstantsInTreeParameterName, "Determines if the constants in the tree should be overwritten by the optimized constants.", new BoolValue(true)));
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113 | if (!Parameters.ContainsKey(UpdateVariableWeightsParameterName))
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114 | Parameters.Add(new FixedValueParameter<BoolValue>(UpdateVariableWeightsParameterName, "Determines if the variable weights in the tree should be optimized.", new BoolValue(true)));
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115 | }
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116 |
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117 | public override IOperation InstrumentedApply() {
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118 | var solution = SymbolicExpressionTreeParameter.ActualValue;
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119 | double quality;
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120 | if (RandomParameter.ActualValue.NextDouble() < ConstantOptimizationProbability.Value) {
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121 | IEnumerable<int> constantOptimizationRows = GenerateRowsToEvaluate(ConstantOptimizationRowsPercentage.Value);
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122 | quality = OptimizeConstants(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, solution, ProblemDataParameter.ActualValue,
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123 | constantOptimizationRows, ApplyLinearScalingParameter.ActualValue.Value, ConstantOptimizationIterations.Value, updateVariableWeights: UpdateVariableWeights, lowerEstimationLimit: EstimationLimitsParameter.ActualValue.Lower, upperEstimationLimit: EstimationLimitsParameter.ActualValue.Upper, updateConstantsInTree: UpdateConstantsInTree);
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124 |
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125 | if (ConstantOptimizationRowsPercentage.Value != RelativeNumberOfEvaluatedSamplesParameter.ActualValue.Value) {
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126 | var evaluationRows = GenerateRowsToEvaluate();
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127 | quality = SymbolicRegressionSingleObjectivePearsonRSquaredEvaluator.Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, solution, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, ProblemDataParameter.ActualValue, evaluationRows, ApplyLinearScalingParameter.ActualValue.Value);
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128 | }
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129 | } else {
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130 | var evaluationRows = GenerateRowsToEvaluate();
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131 | quality = SymbolicRegressionSingleObjectivePearsonRSquaredEvaluator.Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, solution, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, ProblemDataParameter.ActualValue, evaluationRows, ApplyLinearScalingParameter.ActualValue.Value);
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132 | }
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133 | QualityParameter.ActualValue = new DoubleValue(quality);
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134 |
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135 | return base.InstrumentedApply();
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136 | }
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137 |
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138 | public override double Evaluate(IExecutionContext context, ISymbolicExpressionTree tree, IRegressionProblemData problemData, IEnumerable<int> rows) {
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139 | SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = context;
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140 | EstimationLimitsParameter.ExecutionContext = context;
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141 | ApplyLinearScalingParameter.ExecutionContext = context;
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142 |
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143 | // Pearson R² evaluator is used on purpose instead of the const-opt evaluator,
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144 | // because Evaluate() is used to get the quality of evolved models on
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145 | // different partitions of the dataset (e.g., best validation model)
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146 | double r2 = SymbolicRegressionSingleObjectivePearsonRSquaredEvaluator.Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, problemData, rows, ApplyLinearScalingParameter.ActualValue.Value);
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147 |
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148 | SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = null;
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149 | EstimationLimitsParameter.ExecutionContext = null;
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150 | ApplyLinearScalingParameter.ExecutionContext = null;
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151 |
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152 | return r2;
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153 | }
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154 |
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155 | #region derivations of functions
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156 | // create function factory for arctangent
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157 | private readonly Func<Term, UnaryFunc> arctan = UnaryFunc.Factory(
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158 | eval: Math.Atan,
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159 | diff: x => 1 / (1 + x * x));
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160 | private static readonly Func<Term, UnaryFunc> sin = UnaryFunc.Factory(
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161 | eval: Math.Sin,
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162 | diff: Math.Cos);
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163 | private static readonly Func<Term, UnaryFunc> cos = UnaryFunc.Factory(
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164 | eval: Math.Cos,
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165 | diff: x => -Math.Sin(x));
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166 | private static readonly Func<Term, UnaryFunc> tan = UnaryFunc.Factory(
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167 | eval: Math.Tan,
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168 | diff: x => 1 + Math.Tan(x) * Math.Tan(x));
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169 | private static readonly Func<Term, UnaryFunc> erf = UnaryFunc.Factory(
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170 | eval: alglib.errorfunction,
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171 | diff: x => 2.0 * Math.Exp(-(x * x)) / Math.Sqrt(Math.PI));
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172 | private static readonly Func<Term, UnaryFunc> norm = UnaryFunc.Factory(
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173 | eval: alglib.normaldistribution,
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174 | diff: x => -(Math.Exp(-(x * x)) * Math.Sqrt(Math.Exp(x * x)) * x) / Math.Sqrt(2 * Math.PI));
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175 | #endregion
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176 |
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177 |
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178 | public static double OptimizeConstants(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree tree, IRegressionProblemData problemData, IEnumerable<int> rows, bool applyLinearScaling, int maxIterations, bool updateVariableWeights = true, double lowerEstimationLimit = double.MinValue, double upperEstimationLimit = double.MaxValue, bool updateConstantsInTree = true) {
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179 |
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180 | List<AutoDiff.Variable> variables = new List<AutoDiff.Variable>();
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181 | List<AutoDiff.Variable> parameters = new List<AutoDiff.Variable>();
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182 | List<string> variableNames = new List<string>();
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183 | List<int> lags = new List<int>();
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184 |
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185 | AutoDiff.Term func;
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186 | if (!TryTransformToAutoDiff(tree.Root.GetSubtree(0), variables, parameters, variableNames, lags, updateVariableWeights, out func))
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187 | throw new NotSupportedException("Could not optimize constants of symbolic expression tree due to not supported symbols used in the tree.");
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188 | if (variableNames.Count == 0) return 0.0;
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189 |
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190 | AutoDiff.IParametricCompiledTerm compiledFunc = func.Compile(variables.ToArray(), parameters.ToArray());
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191 |
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192 | List<SymbolicExpressionTreeTerminalNode> terminalNodes = null;
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193 | if (updateVariableWeights)
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194 | terminalNodes = tree.Root.IterateNodesPrefix().OfType<SymbolicExpressionTreeTerminalNode>().ToList();
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195 | else
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196 | terminalNodes = new List<SymbolicExpressionTreeTerminalNode>(tree.Root.IterateNodesPrefix().OfType<ConstantTreeNode>());
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197 |
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198 | //extract inital constants
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199 | double[] c = new double[variables.Count];
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200 | {
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201 | c[0] = 0.0;
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202 | c[1] = 1.0;
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203 | int i = 2;
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204 | foreach (var node in terminalNodes) {
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205 | ConstantTreeNode constantTreeNode = node as ConstantTreeNode;
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206 | VariableTreeNode variableTreeNode = node as VariableTreeNode;
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207 | if (constantTreeNode != null)
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208 | c[i++] = constantTreeNode.Value;
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209 | else if (updateVariableWeights && variableTreeNode != null)
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210 | c[i++] = variableTreeNode.Weight;
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211 | }
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212 | }
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213 | double[] originalConstants = (double[])c.Clone();
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214 | double originalQuality = SymbolicRegressionSingleObjectivePearsonRSquaredEvaluator.Calculate(interpreter, tree, lowerEstimationLimit, upperEstimationLimit, problemData, rows, applyLinearScaling);
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215 |
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216 | alglib.lsfitstate state;
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217 | alglib.lsfitreport rep;
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218 | int info;
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219 |
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220 | IDataset ds = problemData.Dataset;
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221 | double[,] x = new double[rows.Count(), variableNames.Count];
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222 | int row = 0;
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223 | foreach (var r in rows) {
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224 | for (int col = 0; col < variableNames.Count; col++) {
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225 | int lag = lags[col];
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226 | x[row, col] = ds.GetDoubleValue(variableNames[col], r + lag);
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227 | }
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228 | row++;
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229 | }
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230 | double[] y = ds.GetDoubleValues(problemData.TargetVariable, rows).ToArray();
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231 | int n = x.GetLength(0);
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232 | int m = x.GetLength(1);
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233 | int k = c.Length;
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234 |
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235 | alglib.ndimensional_pfunc function_cx_1_func = CreatePFunc(compiledFunc);
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236 | alglib.ndimensional_pgrad function_cx_1_grad = CreatePGrad(compiledFunc);
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237 |
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238 | try {
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239 | alglib.lsfitcreatefg(x, y, c, n, m, k, false, out state);
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240 | alglib.lsfitsetcond(state, 0.0, 0.0, maxIterations);
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241 | //alglib.lsfitsetgradientcheck(state, 0.001);
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242 | alglib.lsfitfit(state, function_cx_1_func, function_cx_1_grad, null, null);
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243 | alglib.lsfitresults(state, out info, out c, out rep);
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244 | } catch (ArithmeticException) {
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245 | return originalQuality;
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246 | } catch (alglib.alglibexception) {
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247 | return originalQuality;
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248 | }
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249 |
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250 | //info == -7 => constant optimization failed due to wrong gradient
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251 | if (info != -7) UpdateConstants(tree, c.Skip(2).ToArray(), updateVariableWeights);
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252 | var quality = SymbolicRegressionSingleObjectivePearsonRSquaredEvaluator.Calculate(interpreter, tree, lowerEstimationLimit, upperEstimationLimit, problemData, rows, applyLinearScaling);
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253 |
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254 | if (!updateConstantsInTree) UpdateConstants(tree, originalConstants.Skip(2).ToArray(), updateVariableWeights);
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255 | if (originalQuality - quality > 0.001 || double.IsNaN(quality)) {
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256 | UpdateConstants(tree, originalConstants.Skip(2).ToArray(), updateVariableWeights);
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257 | return originalQuality;
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258 | }
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259 | return quality;
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260 | }
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261 |
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262 | private static void UpdateConstants(ISymbolicExpressionTree tree, double[] constants, bool updateVariableWeights) {
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263 | int i = 0;
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264 | foreach (var node in tree.Root.IterateNodesPrefix().OfType<SymbolicExpressionTreeTerminalNode>()) {
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265 | ConstantTreeNode constantTreeNode = node as ConstantTreeNode;
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266 | VariableTreeNode variableTreeNode = node as VariableTreeNode;
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267 | if (constantTreeNode != null)
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268 | constantTreeNode.Value = constants[i++];
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269 | else if (updateVariableWeights && variableTreeNode != null)
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270 | variableTreeNode.Weight = constants[i++];
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271 | }
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272 | }
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273 |
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274 | private static alglib.ndimensional_pfunc CreatePFunc(AutoDiff.IParametricCompiledTerm compiledFunc) {
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275 | return (double[] c, double[] x, ref double func, object o) => {
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276 | func = compiledFunc.Evaluate(c, x);
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277 | };
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278 | }
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279 |
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280 | private static alglib.ndimensional_pgrad CreatePGrad(AutoDiff.IParametricCompiledTerm compiledFunc) {
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281 | return (double[] c, double[] x, ref double func, double[] grad, object o) => {
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282 | var tupel = compiledFunc.Differentiate(c, x);
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283 | func = tupel.Item2;
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284 | Array.Copy(tupel.Item1, grad, grad.Length);
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285 | };
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286 | }
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287 |
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288 | private static bool TryTransformToAutoDiff(ISymbolicExpressionTreeNode node, List<AutoDiff.Variable> variables, List<AutoDiff.Variable> parameters, List<string> variableNames, List<int> lags, bool updateVariableWeights, out AutoDiff.Term term) {
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289 | if (node.Symbol is Constant) {
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290 | var var = new AutoDiff.Variable();
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291 | variables.Add(var);
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292 | term = var;
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293 | return true;
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294 | }
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295 | if (node.Symbol is Variable) {
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296 | var varNode = node as VariableTreeNode;
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297 | var par = new AutoDiff.Variable();
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298 | parameters.Add(par);
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299 | variableNames.Add(varNode.VariableName);
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300 | lags.Add(0);
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301 |
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302 | if (updateVariableWeights) {
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303 | var w = new AutoDiff.Variable();
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304 | variables.Add(w);
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305 | term = AutoDiff.TermBuilder.Product(w, par);
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306 | } else {
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307 | term = varNode.Weight * par;
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308 | }
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309 | return true;
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310 | }
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311 | if (node.Symbol is LaggedVariable) {
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312 | var varNode = node as LaggedVariableTreeNode;
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313 | var par = new AutoDiff.Variable();
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314 | parameters.Add(par);
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315 | variableNames.Add(varNode.VariableName);
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316 | lags.Add(varNode.Lag);
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317 |
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318 | if (updateVariableWeights) {
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319 | var w = new AutoDiff.Variable();
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320 | variables.Add(w);
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321 | term = AutoDiff.TermBuilder.Product(w, par);
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322 | } else {
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323 | term = varNode.Weight * par;
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324 | }
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325 | return true;
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326 | }
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327 | if (node.Symbol is Addition) {
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328 | List<AutoDiff.Term> terms = new List<Term>();
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329 | foreach (var subTree in node.Subtrees) {
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330 | AutoDiff.Term t;
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331 | if (!TryTransformToAutoDiff(subTree, variables, parameters, variableNames, lags, updateVariableWeights, out t)) {
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332 | term = null;
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333 | return false;
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334 | }
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335 | terms.Add(t);
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336 | }
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337 | term = AutoDiff.TermBuilder.Sum(terms);
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338 | return true;
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339 | }
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340 | if (node.Symbol is Subtraction) {
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341 | List<AutoDiff.Term> terms = new List<Term>();
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342 | for (int i = 0; i < node.SubtreeCount; i++) {
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343 | AutoDiff.Term t;
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344 | if (!TryTransformToAutoDiff(node.GetSubtree(i), variables, parameters, variableNames, lags, updateVariableWeights, out t)) {
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345 | term = null;
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346 | return false;
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347 | }
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348 | if (i > 0) t = -t;
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349 | terms.Add(t);
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350 | }
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351 | if (terms.Count == 1) term = -terms[0];
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352 | else term = AutoDiff.TermBuilder.Sum(terms);
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353 | return true;
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354 | }
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355 | if (node.Symbol is Multiplication) {
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356 | List<AutoDiff.Term> terms = new List<Term>();
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357 | foreach (var subTree in node.Subtrees) {
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358 | AutoDiff.Term t;
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359 | if (!TryTransformToAutoDiff(subTree, variables, parameters, variableNames, lags, updateVariableWeights, out t)) {
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360 | term = null;
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361 | return false;
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362 | }
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363 | terms.Add(t);
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364 | }
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365 | if (terms.Count == 1) term = terms[0];
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366 | else term = terms.Aggregate((a, b) => new AutoDiff.Product(a, b));
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367 | return true;
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368 |
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369 | }
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370 | if (node.Symbol is Division) {
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371 | List<AutoDiff.Term> terms = new List<Term>();
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372 | foreach (var subTree in node.Subtrees) {
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373 | AutoDiff.Term t;
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374 | if (!TryTransformToAutoDiff(subTree, variables, parameters, variableNames, lags, updateVariableWeights, out t)) {
|
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375 | term = null;
|
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376 | return false;
|
---|
377 | }
|
---|
378 | terms.Add(t);
|
---|
379 | }
|
---|
380 | if (terms.Count == 1) term = 1.0 / terms[0];
|
---|
381 | else term = terms.Aggregate((a, b) => new AutoDiff.Product(a, 1.0 / b));
|
---|
382 | return true;
|
---|
383 | }
|
---|
384 | if (node.Symbol is Logarithm) {
|
---|
385 | AutoDiff.Term t;
|
---|
386 | if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, lags, updateVariableWeights, out t)) {
|
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387 | term = null;
|
---|
388 | return false;
|
---|
389 | } else {
|
---|
390 | term = AutoDiff.TermBuilder.Log(t);
|
---|
391 | return true;
|
---|
392 | }
|
---|
393 | }
|
---|
394 | if (node.Symbol is Exponential) {
|
---|
395 | AutoDiff.Term t;
|
---|
396 | if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, lags, updateVariableWeights, out t)) {
|
---|
397 | term = null;
|
---|
398 | return false;
|
---|
399 | } else {
|
---|
400 | term = AutoDiff.TermBuilder.Exp(t);
|
---|
401 | return true;
|
---|
402 | }
|
---|
403 | }
|
---|
404 | if (node.Symbol is Square) {
|
---|
405 | AutoDiff.Term t;
|
---|
406 | if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, lags, updateVariableWeights, out t)) {
|
---|
407 | term = null;
|
---|
408 | return false;
|
---|
409 | } else {
|
---|
410 | term = AutoDiff.TermBuilder.Power(t, 2.0);
|
---|
411 | return true;
|
---|
412 | }
|
---|
413 | }
|
---|
414 | if (node.Symbol is SquareRoot) {
|
---|
415 | AutoDiff.Term t;
|
---|
416 | if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, lags, updateVariableWeights, out t)) {
|
---|
417 | term = null;
|
---|
418 | return false;
|
---|
419 | } else {
|
---|
420 | term = AutoDiff.TermBuilder.Power(t, 0.5);
|
---|
421 | return true;
|
---|
422 | }
|
---|
423 | }
|
---|
424 | if (node.Symbol is Sine) {
|
---|
425 | AutoDiff.Term t;
|
---|
426 | if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, lags, updateVariableWeights, out t)) {
|
---|
427 | term = null;
|
---|
428 | return false;
|
---|
429 | } else {
|
---|
430 | term = sin(t);
|
---|
431 | return true;
|
---|
432 | }
|
---|
433 | }
|
---|
434 | if (node.Symbol is Cosine) {
|
---|
435 | AutoDiff.Term t;
|
---|
436 | if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, lags, updateVariableWeights, out t)) {
|
---|
437 | term = null;
|
---|
438 | return false;
|
---|
439 | } else {
|
---|
440 | term = cos(t);
|
---|
441 | return true;
|
---|
442 | }
|
---|
443 | }
|
---|
444 | if (node.Symbol is Tangent) {
|
---|
445 | AutoDiff.Term t;
|
---|
446 | if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, lags, updateVariableWeights, out t)) {
|
---|
447 | term = null;
|
---|
448 | return false;
|
---|
449 | } else {
|
---|
450 | term = tan(t);
|
---|
451 | return true;
|
---|
452 | }
|
---|
453 | }
|
---|
454 | if (node.Symbol is Erf) {
|
---|
455 | AutoDiff.Term t;
|
---|
456 | if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, lags, updateVariableWeights, out t)) {
|
---|
457 | term = null;
|
---|
458 | return false;
|
---|
459 | } else {
|
---|
460 | term = erf(t);
|
---|
461 | return true;
|
---|
462 | }
|
---|
463 | }
|
---|
464 | if (node.Symbol is Norm) {
|
---|
465 | AutoDiff.Term t;
|
---|
466 | if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, lags, updateVariableWeights, out t)) {
|
---|
467 | term = null;
|
---|
468 | return false;
|
---|
469 | } else {
|
---|
470 | term = norm(t);
|
---|
471 | return true;
|
---|
472 | }
|
---|
473 | }
|
---|
474 | if (node.Symbol is StartSymbol) {
|
---|
475 | var alpha = new AutoDiff.Variable();
|
---|
476 | var beta = new AutoDiff.Variable();
|
---|
477 | variables.Add(beta);
|
---|
478 | variables.Add(alpha);
|
---|
479 | AutoDiff.Term branchTerm;
|
---|
480 | if (TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, lags, updateVariableWeights, out branchTerm)) {
|
---|
481 | term = branchTerm * alpha + beta;
|
---|
482 | return true;
|
---|
483 | } else {
|
---|
484 | term = null;
|
---|
485 | return false;
|
---|
486 | }
|
---|
487 | }
|
---|
488 | term = null;
|
---|
489 | return false;
|
---|
490 | }
|
---|
491 |
|
---|
492 | public static bool CanOptimizeConstants(ISymbolicExpressionTree tree) {
|
---|
493 | var containsUnknownSymbol = (
|
---|
494 | from n in tree.Root.GetSubtree(0).IterateNodesPrefix()
|
---|
495 | where
|
---|
496 | !(n.Symbol is Variable) &&
|
---|
497 | !(n.Symbol is LaggedVariable) &&
|
---|
498 | !(n.Symbol is Constant) &&
|
---|
499 | !(n.Symbol is Addition) &&
|
---|
500 | !(n.Symbol is Subtraction) &&
|
---|
501 | !(n.Symbol is Multiplication) &&
|
---|
502 | !(n.Symbol is Division) &&
|
---|
503 | !(n.Symbol is Logarithm) &&
|
---|
504 | !(n.Symbol is Exponential) &&
|
---|
505 | !(n.Symbol is SquareRoot) &&
|
---|
506 | !(n.Symbol is Square) &&
|
---|
507 | !(n.Symbol is Sine) &&
|
---|
508 | !(n.Symbol is Cosine) &&
|
---|
509 | !(n.Symbol is Tangent) &&
|
---|
510 | !(n.Symbol is Erf) &&
|
---|
511 | !(n.Symbol is Norm) &&
|
---|
512 | !(n.Symbol is StartSymbol)
|
---|
513 | select n).
|
---|
514 | Any();
|
---|
515 | return !containsUnknownSymbol;
|
---|
516 | }
|
---|
517 | }
|
---|
518 | }
|
---|