[6732] | 1 | #region License Information
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| 2 | /* HeuristicLab
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[9456] | 3 | * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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[6732] | 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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[7615] | 23 | using System.Collections.Generic;
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[6741] | 24 | using System.Linq;
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[6732] | 25 | using System.Reflection;
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| 26 | using System.Reflection.Emit;
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| 27 | using HeuristicLab.Common;
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| 28 | using HeuristicLab.Core;
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[6740] | 29 | using HeuristicLab.Data;
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[6732] | 30 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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[6740] | 31 | using HeuristicLab.Parameters;
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[6732] | 32 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 33 |
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| 34 | namespace HeuristicLab.Problems.DataAnalysis.Symbolic {
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| 35 | [StorableClass]
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| 36 | [Item("SymbolicDataAnalysisExpressionTreeILEmittingInterpreter", "Interpreter for symbolic expression trees.")]
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[8436] | 37 | public sealed class SymbolicDataAnalysisExpressionTreeILEmittingInterpreter : ParameterizedNamedItem, ISymbolicDataAnalysisExpressionTreeInterpreter {
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| 38 | private static readonly Type thisType = typeof(SymbolicDataAnalysisExpressionTreeILEmittingInterpreter);
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| 39 | internal delegate double CompiledFunction(int sampleIndex, IList<double>[] columns);
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[7842] | 40 |
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[8436] | 41 | #region method infos
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| 42 | private static MethodInfo listGetValue = typeof(IList<double>).GetProperty("Item", new Type[] { typeof(int) }).GetGetMethod();
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| 43 |
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[6732] | 44 | private static MethodInfo cos = typeof(Math).GetMethod("Cos", new Type[] { typeof(double) });
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| 45 | private static MethodInfo sin = typeof(Math).GetMethod("Sin", new Type[] { typeof(double) });
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| 46 | private static MethodInfo tan = typeof(Math).GetMethod("Tan", new Type[] { typeof(double) });
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| 47 | private static MethodInfo exp = typeof(Math).GetMethod("Exp", new Type[] { typeof(double) });
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| 48 | private static MethodInfo log = typeof(Math).GetMethod("Log", new Type[] { typeof(double) });
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| 49 | private static MethodInfo power = typeof(Math).GetMethod("Pow", new Type[] { typeof(double), typeof(double) });
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[6755] | 50 | private static MethodInfo round = typeof(Math).GetMethod("Round", new Type[] { typeof(double) });
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[7842] | 51 | private static MethodInfo sqrt = typeof(Math).GetMethod("Sqrt", new Type[] { typeof(double) });
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[6732] | 52 |
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[7842] | 53 | private static MethodInfo airyA = thisType.GetMethod("AiryA", new Type[] { typeof(double) });
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| 54 | private static MethodInfo airyB = thisType.GetMethod("AiryB", new Type[] { typeof(double) });
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| 55 | private static MethodInfo gamma = thisType.GetMethod("Gamma", new Type[] { typeof(double) });
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| 56 | private static MethodInfo psi = thisType.GetMethod("Psi", new Type[] { typeof(double) });
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| 57 | private static MethodInfo dawson = thisType.GetMethod("Dawson", new Type[] { typeof(double) });
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| 58 | private static MethodInfo expIntegralEi = thisType.GetMethod("ExpIntegralEi", new Type[] { typeof(double) });
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| 59 | private static MethodInfo sinIntegral = thisType.GetMethod("SinIntegral", new Type[] { typeof(double) });
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| 60 | private static MethodInfo cosIntegral = thisType.GetMethod("CosIntegral", new Type[] { typeof(double) });
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| 61 | private static MethodInfo hypSinIntegral = thisType.GetMethod("HypSinIntegral", new Type[] { typeof(double) });
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| 62 | private static MethodInfo hypCosIntegral = thisType.GetMethod("HypCosIntegral", new Type[] { typeof(double) });
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| 63 | private static MethodInfo fresnelCosIntegral = thisType.GetMethod("FresnelCosIntegral", new Type[] { typeof(double) });
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| 64 | private static MethodInfo fresnelSinIntegral = thisType.GetMethod("FresnelSinIntegral", new Type[] { typeof(double) });
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| 65 | private static MethodInfo norm = thisType.GetMethod("Norm", new Type[] { typeof(double) });
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| 66 | private static MethodInfo erf = thisType.GetMethod("Erf", new Type[] { typeof(double) });
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| 67 | private static MethodInfo bessel = thisType.GetMethod("Bessel", new Type[] { typeof(double) });
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[8436] | 68 | #endregion
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[7842] | 69 |
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[6732] | 70 | private const string CheckExpressionsWithIntervalArithmeticParameterName = "CheckExpressionsWithIntervalArithmetic";
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[7615] | 71 | private const string EvaluatedSolutionsParameterName = "EvaluatedSolutions";
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[7842] | 72 |
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[6732] | 73 | public override bool CanChangeName {
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| 74 | get { return false; }
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| 75 | }
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[7842] | 76 |
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[6732] | 77 | public override bool CanChangeDescription {
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| 78 | get { return false; }
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| 79 | }
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| 80 |
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| 81 | #region parameter properties
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[7842] | 82 |
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[6732] | 83 | public IValueParameter<BoolValue> CheckExpressionsWithIntervalArithmeticParameter {
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| 84 | get { return (IValueParameter<BoolValue>)Parameters[CheckExpressionsWithIntervalArithmeticParameterName]; }
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| 85 | }
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[7615] | 86 |
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| 87 | public IValueParameter<IntValue> EvaluatedSolutionsParameter {
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| 88 | get { return (IValueParameter<IntValue>)Parameters[EvaluatedSolutionsParameterName]; }
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| 89 | }
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[7842] | 90 |
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[6732] | 91 | #endregion
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| 92 |
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| 93 | #region properties
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[7842] | 94 |
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[6732] | 95 | public BoolValue CheckExpressionsWithIntervalArithmetic {
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| 96 | get { return CheckExpressionsWithIntervalArithmeticParameter.Value; }
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| 97 | set { CheckExpressionsWithIntervalArithmeticParameter.Value = value; }
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| 98 | }
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[7615] | 99 |
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| 100 | public IntValue EvaluatedSolutions {
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| 101 | get { return EvaluatedSolutionsParameter.Value; }
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| 102 | set { EvaluatedSolutionsParameter.Value = value; }
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| 103 | }
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[7842] | 104 |
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[6732] | 105 | #endregion
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| 106 |
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| 107 |
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| 108 | [StorableConstructor]
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[8436] | 109 | private SymbolicDataAnalysisExpressionTreeILEmittingInterpreter(bool deserializing) : base(deserializing) { }
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[7842] | 110 |
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[8436] | 111 | private SymbolicDataAnalysisExpressionTreeILEmittingInterpreter(SymbolicDataAnalysisExpressionTreeILEmittingInterpreter original, Cloner cloner) : base(original, cloner) { }
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[6732] | 112 | public override IDeepCloneable Clone(Cloner cloner) {
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| 113 | return new SymbolicDataAnalysisExpressionTreeILEmittingInterpreter(this, cloner);
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| 114 | }
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| 115 |
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| 116 | public SymbolicDataAnalysisExpressionTreeILEmittingInterpreter()
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| 117 | : base("SymbolicDataAnalysisExpressionTreeILEmittingInterpreter", "Interpreter for symbolic expression trees.") {
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[8436] | 118 | Parameters.Add(new ValueParameter<BoolValue>(CheckExpressionsWithIntervalArithmeticParameterName, "Switch that determines if the interpreter checks the validity of expressions with interval arithmetic before evaluating the expression.", new BoolValue(false)));
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| 119 | Parameters.Add(new ValueParameter<IntValue>(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", new IntValue(0)));
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[6732] | 120 | }
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| 121 |
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[7615] | 122 | [StorableHook(HookType.AfterDeserialization)]
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| 123 | private void AfterDeserialization() {
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| 124 | if (!Parameters.ContainsKey(EvaluatedSolutionsParameterName))
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[8436] | 125 | Parameters.Add(new ValueParameter<IntValue>(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", new IntValue(0)));
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[7615] | 126 | }
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| 127 |
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| 128 | #region IStatefulItem
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[7842] | 129 |
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[7615] | 130 | public void InitializeState() {
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| 131 | EvaluatedSolutions.Value = 0;
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| 132 | }
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| 133 |
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| 134 | public void ClearState() {
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| 135 | EvaluatedSolutions.Value = 0;
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| 136 | }
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[7842] | 137 |
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[7615] | 138 | #endregion
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| 139 |
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[8436] | 140 | public IEnumerable<double> GetSymbolicExpressionTreeValues(ISymbolicExpressionTree tree, Dataset dataset, IEnumerable<int> rows) {
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[6732] | 141 | if (CheckExpressionsWithIntervalArithmetic.Value)
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[8436] | 142 | throw new NotSupportedException("Interval arithmetic is not yet supported in the symbolic data analysis interpreter.");
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| 143 |
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[7615] | 144 | EvaluatedSolutions.Value++; // increment the evaluated solutions counter
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[8436] | 145 | var state = PrepareInterpreterState(tree, dataset);
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[6741] | 146 |
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[8436] | 147 | Type[] methodArgs = { typeof(int), typeof(IList<double>[]) };
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| 148 | DynamicMethod testFun = new DynamicMethod("TestFun", typeof(double), methodArgs, typeof(SymbolicDataAnalysisExpressionTreeILEmittingInterpreter).Module);
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[6741] | 149 |
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[8436] | 150 | ILGenerator il = testFun.GetILGenerator();
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| 151 | CompileInstructions(il, state, dataset);
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| 152 | il.Emit(System.Reflection.Emit.OpCodes.Conv_R8);
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| 153 | il.Emit(System.Reflection.Emit.OpCodes.Ret);
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| 154 | var function = (CompiledFunction)testFun.CreateDelegate(typeof(CompiledFunction));
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| 155 |
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| 156 | IList<double>[] columns = dataset.DoubleVariables.Select(v => dataset.GetReadOnlyDoubleValues(v)).ToArray();
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| 157 |
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| 158 | foreach (var row in rows) {
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| 159 | yield return function(row, columns);
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| 160 | }
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| 161 | }
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| 162 |
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| 163 | private InterpreterState PrepareInterpreterState(ISymbolicExpressionTree tree, Dataset dataset) {
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| 164 | Instruction[] code = SymbolicExpressionTreeCompiler.Compile(tree, OpCodes.MapSymbolToOpCode);
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| 165 | Dictionary<string, int> doubleVariableNames = dataset.DoubleVariables.Select((x, i) => new { x, i }).ToDictionary(e => e.x, e => e.i);
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| 166 | int necessaryArgStackSize = 0;
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| 167 | foreach (Instruction instr in code) {
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[6732] | 168 | if (instr.opCode == OpCodes.Variable) {
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[8436] | 169 | var variableTreeNode = (VariableTreeNode)instr.dynamicNode;
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[6741] | 170 | instr.iArg0 = doubleVariableNames[variableTreeNode.VariableName];
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[6732] | 171 | } else if (instr.opCode == OpCodes.LagVariable) {
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[8436] | 172 | var laggedVariableTreeNode = (LaggedVariableTreeNode)instr.dynamicNode;
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| 173 | instr.iArg0 = doubleVariableNames[laggedVariableTreeNode.VariableName];
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[6732] | 174 | } else if (instr.opCode == OpCodes.VariableCondition) {
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[8436] | 175 | var variableConditionTreeNode = (VariableConditionTreeNode)instr.dynamicNode;
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[6741] | 176 | instr.iArg0 = doubleVariableNames[variableConditionTreeNode.VariableName];
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[6732] | 177 | } else if (instr.opCode == OpCodes.Call) {
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| 178 | necessaryArgStackSize += instr.nArguments + 1;
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| 179 | }
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| 180 | }
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[8436] | 181 | return new InterpreterState(code, necessaryArgStackSize);
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[6732] | 182 | }
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| 183 |
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[6809] | 184 | private void CompileInstructions(ILGenerator il, InterpreterState state, Dataset ds) {
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[6732] | 185 | Instruction currentInstr = state.NextInstruction();
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| 186 | int nArgs = currentInstr.nArguments;
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| 187 |
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| 188 | switch (currentInstr.opCode) {
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| 189 | case OpCodes.Add: {
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| 190 | if (nArgs > 0) {
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[6809] | 191 | CompileInstructions(il, state, ds);
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[6732] | 192 | }
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| 193 | for (int i = 1; i < nArgs; i++) {
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[6809] | 194 | CompileInstructions(il, state, ds);
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[6732] | 195 | il.Emit(System.Reflection.Emit.OpCodes.Add);
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| 196 | }
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| 197 | return;
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| 198 | }
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| 199 | case OpCodes.Sub: {
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| 200 | if (nArgs == 1) {
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[6809] | 201 | CompileInstructions(il, state, ds);
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[6732] | 202 | il.Emit(System.Reflection.Emit.OpCodes.Neg);
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| 203 | return;
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| 204 | }
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| 205 | if (nArgs > 0) {
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[6809] | 206 | CompileInstructions(il, state, ds);
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[6732] | 207 | }
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| 208 | for (int i = 1; i < nArgs; i++) {
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[6809] | 209 | CompileInstructions(il, state, ds);
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[6732] | 210 | il.Emit(System.Reflection.Emit.OpCodes.Sub);
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| 211 | }
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| 212 | return;
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| 213 | }
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| 214 | case OpCodes.Mul: {
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| 215 | if (nArgs > 0) {
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[6809] | 216 | CompileInstructions(il, state, ds);
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[6732] | 217 | }
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| 218 | for (int i = 1; i < nArgs; i++) {
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[6809] | 219 | CompileInstructions(il, state, ds);
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[6732] | 220 | il.Emit(System.Reflection.Emit.OpCodes.Mul);
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| 221 | }
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| 222 | return;
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| 223 | }
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| 224 | case OpCodes.Div: {
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| 225 | if (nArgs == 1) {
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| 226 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0);
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[6809] | 227 | CompileInstructions(il, state, ds);
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[6732] | 228 | il.Emit(System.Reflection.Emit.OpCodes.Div);
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| 229 | return;
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| 230 | }
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| 231 | if (nArgs > 0) {
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[6809] | 232 | CompileInstructions(il, state, ds);
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[6732] | 233 | }
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| 234 | for (int i = 1; i < nArgs; i++) {
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[6809] | 235 | CompileInstructions(il, state, ds);
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[6732] | 236 | il.Emit(System.Reflection.Emit.OpCodes.Div);
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| 237 | }
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| 238 | return;
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| 239 | }
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| 240 | case OpCodes.Average: {
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[6809] | 241 | CompileInstructions(il, state, ds);
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[6732] | 242 | for (int i = 1; i < nArgs; i++) {
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[6809] | 243 | CompileInstructions(il, state, ds);
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[6732] | 244 | il.Emit(System.Reflection.Emit.OpCodes.Add);
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| 245 | }
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| 246 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, nArgs);
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| 247 | il.Emit(System.Reflection.Emit.OpCodes.Div);
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| 248 | return;
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| 249 | }
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| 250 | case OpCodes.Cos: {
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[6809] | 251 | CompileInstructions(il, state, ds);
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[6732] | 252 | il.Emit(System.Reflection.Emit.OpCodes.Call, cos);
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| 253 | return;
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| 254 | }
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| 255 | case OpCodes.Sin: {
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[6809] | 256 | CompileInstructions(il, state, ds);
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[6732] | 257 | il.Emit(System.Reflection.Emit.OpCodes.Call, sin);
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| 258 | return;
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| 259 | }
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| 260 | case OpCodes.Tan: {
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[6809] | 261 | CompileInstructions(il, state, ds);
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[6732] | 262 | il.Emit(System.Reflection.Emit.OpCodes.Call, tan);
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| 263 | return;
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| 264 | }
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| 265 | case OpCodes.Power: {
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[6809] | 266 | CompileInstructions(il, state, ds);
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| 267 | CompileInstructions(il, state, ds);
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[6755] | 268 | il.Emit(System.Reflection.Emit.OpCodes.Call, round);
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[6732] | 269 | il.Emit(System.Reflection.Emit.OpCodes.Call, power);
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| 270 | return;
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| 271 | }
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| 272 | case OpCodes.Root: {
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[6809] | 273 | CompileInstructions(il, state, ds);
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[6755] | 274 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // 1 / round(...)
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[6809] | 275 | CompileInstructions(il, state, ds);
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[6755] | 276 | il.Emit(System.Reflection.Emit.OpCodes.Call, round);
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| 277 | il.Emit(System.Reflection.Emit.OpCodes.Div);
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| 278 | il.Emit(System.Reflection.Emit.OpCodes.Call, power);
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| 279 | return;
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[6732] | 280 | }
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| 281 | case OpCodes.Exp: {
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[6809] | 282 | CompileInstructions(il, state, ds);
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[6732] | 283 | il.Emit(System.Reflection.Emit.OpCodes.Call, exp);
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| 284 | return;
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| 285 | }
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| 286 | case OpCodes.Log: {
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[6809] | 287 | CompileInstructions(il, state, ds);
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[6732] | 288 | il.Emit(System.Reflection.Emit.OpCodes.Call, log);
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| 289 | return;
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| 290 | }
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[7842] | 291 | case OpCodes.Square: {
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| 292 | CompileInstructions(il, state, ds);
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| 293 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0);
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| 294 | il.Emit(System.Reflection.Emit.OpCodes.Call, power);
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| 295 | return;
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| 296 | }
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| 297 | case OpCodes.SquareRoot: {
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| 298 | CompileInstructions(il, state, ds);
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| 299 | il.Emit(System.Reflection.Emit.OpCodes.Call, sqrt);
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| 300 | return;
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| 301 | }
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| 302 | case OpCodes.AiryA: {
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| 303 | CompileInstructions(il, state, ds);
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| 304 | il.Emit(System.Reflection.Emit.OpCodes.Call, airyA);
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| 305 | return;
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| 306 | }
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| 307 | case OpCodes.AiryB: {
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| 308 | CompileInstructions(il, state, ds);
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| 309 | il.Emit(System.Reflection.Emit.OpCodes.Call, airyB);
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| 310 | return;
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| 311 | }
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| 312 | case OpCodes.Bessel: {
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| 313 | CompileInstructions(il, state, ds);
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| 314 | il.Emit(System.Reflection.Emit.OpCodes.Call, bessel);
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| 315 | return;
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| 316 | }
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| 317 | case OpCodes.CosineIntegral: {
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| 318 | CompileInstructions(il, state, ds);
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| 319 | il.Emit(System.Reflection.Emit.OpCodes.Call, cosIntegral);
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| 320 | return;
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| 321 | }
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| 322 | case OpCodes.Dawson: {
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| 323 | CompileInstructions(il, state, ds);
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| 324 | il.Emit(System.Reflection.Emit.OpCodes.Call, dawson);
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| 325 | return;
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| 326 | }
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| 327 | case OpCodes.Erf: {
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| 328 | CompileInstructions(il, state, ds);
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| 329 | il.Emit(System.Reflection.Emit.OpCodes.Call, erf);
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| 330 | return;
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| 331 | }
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| 332 | case OpCodes.ExponentialIntegralEi: {
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| 333 | CompileInstructions(il, state, ds);
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| 334 | il.Emit(System.Reflection.Emit.OpCodes.Call, expIntegralEi);
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| 335 | return;
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| 336 | }
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| 337 | case OpCodes.FresnelCosineIntegral: {
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| 338 | CompileInstructions(il, state, ds);
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| 339 | il.Emit(System.Reflection.Emit.OpCodes.Call, fresnelCosIntegral);
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| 340 | return;
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| 341 | }
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| 342 | case OpCodes.FresnelSineIntegral: {
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| 343 | CompileInstructions(il, state, ds);
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| 344 | il.Emit(System.Reflection.Emit.OpCodes.Call, fresnelSinIntegral);
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| 345 | return;
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| 346 | }
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| 347 | case OpCodes.Gamma: {
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| 348 | CompileInstructions(il, state, ds);
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| 349 | il.Emit(System.Reflection.Emit.OpCodes.Call, gamma);
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| 350 | return;
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| 351 | }
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| 352 | case OpCodes.HyperbolicCosineIntegral: {
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| 353 | CompileInstructions(il, state, ds);
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| 354 | il.Emit(System.Reflection.Emit.OpCodes.Call, hypCosIntegral);
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| 355 | return;
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| 356 | }
|
---|
| 357 | case OpCodes.HyperbolicSineIntegral: {
|
---|
| 358 | CompileInstructions(il, state, ds);
|
---|
| 359 | il.Emit(System.Reflection.Emit.OpCodes.Call, hypSinIntegral);
|
---|
| 360 | return;
|
---|
| 361 | }
|
---|
| 362 | case OpCodes.Norm: {
|
---|
| 363 | CompileInstructions(il, state, ds);
|
---|
| 364 | il.Emit(System.Reflection.Emit.OpCodes.Call, norm);
|
---|
| 365 | return;
|
---|
| 366 | }
|
---|
| 367 | case OpCodes.Psi: {
|
---|
| 368 | CompileInstructions(il, state, ds);
|
---|
| 369 | il.Emit(System.Reflection.Emit.OpCodes.Call, psi);
|
---|
| 370 | return;
|
---|
| 371 | }
|
---|
| 372 | case OpCodes.SineIntegral: {
|
---|
| 373 | CompileInstructions(il, state, ds);
|
---|
| 374 | il.Emit(System.Reflection.Emit.OpCodes.Call, sinIntegral);
|
---|
| 375 | return;
|
---|
| 376 | }
|
---|
[6732] | 377 | case OpCodes.IfThenElse: {
|
---|
| 378 | Label end = il.DefineLabel();
|
---|
| 379 | Label c1 = il.DefineLabel();
|
---|
[6809] | 380 | CompileInstructions(il, state, ds);
|
---|
[6732] | 381 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // > 0
|
---|
| 382 | il.Emit(System.Reflection.Emit.OpCodes.Cgt);
|
---|
| 383 | il.Emit(System.Reflection.Emit.OpCodes.Brfalse, c1);
|
---|
[6809] | 384 | CompileInstructions(il, state, ds);
|
---|
[6732] | 385 | il.Emit(System.Reflection.Emit.OpCodes.Br, end);
|
---|
| 386 | il.MarkLabel(c1);
|
---|
[6809] | 387 | CompileInstructions(il, state, ds);
|
---|
[6732] | 388 | il.MarkLabel(end);
|
---|
| 389 | return;
|
---|
| 390 | }
|
---|
| 391 | case OpCodes.AND: {
|
---|
| 392 | Label falseBranch = il.DefineLabel();
|
---|
| 393 | Label end = il.DefineLabel();
|
---|
[6809] | 394 | CompileInstructions(il, state, ds);
|
---|
[6732] | 395 | for (int i = 1; i < nArgs; i++) {
|
---|
| 396 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // > 0
|
---|
| 397 | il.Emit(System.Reflection.Emit.OpCodes.Cgt);
|
---|
| 398 | il.Emit(System.Reflection.Emit.OpCodes.Brfalse, falseBranch);
|
---|
[6809] | 399 | CompileInstructions(il, state, ds);
|
---|
[6732] | 400 | }
|
---|
| 401 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // > 0
|
---|
| 402 | il.Emit(System.Reflection.Emit.OpCodes.Cgt);
|
---|
| 403 | il.Emit(System.Reflection.Emit.OpCodes.Brfalse, falseBranch);
|
---|
| 404 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // 1
|
---|
| 405 | il.Emit(System.Reflection.Emit.OpCodes.Br, end);
|
---|
| 406 | il.MarkLabel(falseBranch);
|
---|
| 407 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // -1
|
---|
| 408 | il.Emit(System.Reflection.Emit.OpCodes.Neg);
|
---|
| 409 | il.MarkLabel(end);
|
---|
| 410 | return;
|
---|
| 411 | }
|
---|
| 412 | case OpCodes.OR: {
|
---|
| 413 | Label trueBranch = il.DefineLabel();
|
---|
| 414 | Label end = il.DefineLabel();
|
---|
| 415 | Label resultBranch = il.DefineLabel();
|
---|
[6809] | 416 | CompileInstructions(il, state, ds);
|
---|
[6732] | 417 | for (int i = 1; i < nArgs; i++) {
|
---|
| 418 | Label nextArgBranch = il.DefineLabel();
|
---|
| 419 | // complex definition because of special properties of NaN
|
---|
| 420 | il.Emit(System.Reflection.Emit.OpCodes.Dup);
|
---|
| 421 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // <= 0
|
---|
| 422 | il.Emit(System.Reflection.Emit.OpCodes.Ble, nextArgBranch);
|
---|
| 423 | il.Emit(System.Reflection.Emit.OpCodes.Br, resultBranch);
|
---|
| 424 | il.MarkLabel(nextArgBranch);
|
---|
| 425 | il.Emit(System.Reflection.Emit.OpCodes.Pop);
|
---|
[6809] | 426 | CompileInstructions(il, state, ds);
|
---|
[6732] | 427 | }
|
---|
| 428 | il.MarkLabel(resultBranch);
|
---|
| 429 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // > 0
|
---|
| 430 | il.Emit(System.Reflection.Emit.OpCodes.Cgt);
|
---|
| 431 | il.Emit(System.Reflection.Emit.OpCodes.Brtrue, trueBranch);
|
---|
| 432 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // -1
|
---|
| 433 | il.Emit(System.Reflection.Emit.OpCodes.Neg);
|
---|
| 434 | il.Emit(System.Reflection.Emit.OpCodes.Br, end);
|
---|
| 435 | il.MarkLabel(trueBranch);
|
---|
| 436 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // 1
|
---|
| 437 | il.MarkLabel(end);
|
---|
| 438 | return;
|
---|
| 439 | }
|
---|
| 440 | case OpCodes.NOT: {
|
---|
[6809] | 441 | CompileInstructions(il, state, ds);
|
---|
[6732] | 442 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // > 0
|
---|
| 443 | il.Emit(System.Reflection.Emit.OpCodes.Cgt);
|
---|
| 444 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // * 2
|
---|
| 445 | il.Emit(System.Reflection.Emit.OpCodes.Mul);
|
---|
| 446 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // - 1
|
---|
| 447 | il.Emit(System.Reflection.Emit.OpCodes.Sub);
|
---|
| 448 | il.Emit(System.Reflection.Emit.OpCodes.Neg); // * -1
|
---|
| 449 | return;
|
---|
| 450 | }
|
---|
| 451 | case OpCodes.GT: {
|
---|
[6809] | 452 | CompileInstructions(il, state, ds);
|
---|
| 453 | CompileInstructions(il, state, ds);
|
---|
| 454 |
|
---|
[6732] | 455 | il.Emit(System.Reflection.Emit.OpCodes.Cgt); // 1 (>) / 0 (otherwise)
|
---|
| 456 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // * 2
|
---|
| 457 | il.Emit(System.Reflection.Emit.OpCodes.Mul);
|
---|
| 458 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // - 1
|
---|
| 459 | il.Emit(System.Reflection.Emit.OpCodes.Sub);
|
---|
| 460 | return;
|
---|
| 461 | }
|
---|
| 462 | case OpCodes.LT: {
|
---|
[6809] | 463 | CompileInstructions(il, state, ds);
|
---|
| 464 | CompileInstructions(il, state, ds);
|
---|
[6732] | 465 | il.Emit(System.Reflection.Emit.OpCodes.Clt);
|
---|
| 466 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // * 2
|
---|
| 467 | il.Emit(System.Reflection.Emit.OpCodes.Mul);
|
---|
| 468 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // - 1
|
---|
| 469 | il.Emit(System.Reflection.Emit.OpCodes.Sub);
|
---|
| 470 | return;
|
---|
| 471 | }
|
---|
| 472 | case OpCodes.TimeLag: {
|
---|
[6809] | 473 | LaggedTreeNode laggedTreeNode = (LaggedTreeNode)currentInstr.dynamicNode;
|
---|
| 474 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row -= lag
|
---|
| 475 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, laggedTreeNode.Lag);
|
---|
| 476 | il.Emit(System.Reflection.Emit.OpCodes.Add);
|
---|
| 477 | il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
|
---|
[6849] | 478 | var prevLaggedContext = state.InLaggedContext;
|
---|
| 479 | state.InLaggedContext = true;
|
---|
[6809] | 480 | CompileInstructions(il, state, ds);
|
---|
| 481 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row += lag
|
---|
| 482 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, laggedTreeNode.Lag);
|
---|
| 483 | il.Emit(System.Reflection.Emit.OpCodes.Sub);
|
---|
| 484 | il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
|
---|
[6849] | 485 | state.InLaggedContext = prevLaggedContext;
|
---|
[6809] | 486 | return;
|
---|
[6732] | 487 | }
|
---|
| 488 | case OpCodes.Integral: {
|
---|
[6809] | 489 | int savedPc = state.ProgramCounter;
|
---|
| 490 | LaggedTreeNode laggedTreeNode = (LaggedTreeNode)currentInstr.dynamicNode;
|
---|
| 491 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row -= lag
|
---|
| 492 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, laggedTreeNode.Lag);
|
---|
| 493 | il.Emit(System.Reflection.Emit.OpCodes.Add);
|
---|
| 494 | il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
|
---|
[6849] | 495 | var prevLaggedContext = state.InLaggedContext;
|
---|
| 496 | state.InLaggedContext = true;
|
---|
[6809] | 497 | CompileInstructions(il, state, ds);
|
---|
| 498 | for (int l = laggedTreeNode.Lag; l < 0; l++) {
|
---|
| 499 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row += lag
|
---|
| 500 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_1);
|
---|
| 501 | il.Emit(System.Reflection.Emit.OpCodes.Add);
|
---|
| 502 | il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
|
---|
| 503 | state.ProgramCounter = savedPc;
|
---|
| 504 | CompileInstructions(il, state, ds);
|
---|
| 505 | il.Emit(System.Reflection.Emit.OpCodes.Add);
|
---|
| 506 | }
|
---|
[6849] | 507 | state.InLaggedContext = prevLaggedContext;
|
---|
[6809] | 508 | return;
|
---|
[6732] | 509 | }
|
---|
| 510 |
|
---|
| 511 | //mkommend: derivate calculation taken from:
|
---|
| 512 | //http://www.holoborodko.com/pavel/numerical-methods/numerical-derivative/smooth-low-noise-differentiators/
|
---|
| 513 | //one sided smooth differentiatior, N = 4
|
---|
| 514 | // y' = 1/8h (f_i + 2f_i-1, -2 f_i-3 - f_i-4)
|
---|
| 515 | case OpCodes.Derivative: {
|
---|
[6809] | 516 | int savedPc = state.ProgramCounter;
|
---|
| 517 | CompileInstructions(il, state, ds);
|
---|
| 518 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row --
|
---|
| 519 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_M1);
|
---|
| 520 | il.Emit(System.Reflection.Emit.OpCodes.Add);
|
---|
| 521 | il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
|
---|
| 522 | state.ProgramCounter = savedPc;
|
---|
[6849] | 523 | var prevLaggedContext = state.InLaggedContext;
|
---|
| 524 | state.InLaggedContext = true;
|
---|
[6809] | 525 | CompileInstructions(il, state, ds);
|
---|
| 526 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // f_0 + 2 * f_1
|
---|
| 527 | il.Emit(System.Reflection.Emit.OpCodes.Mul);
|
---|
| 528 | il.Emit(System.Reflection.Emit.OpCodes.Add);
|
---|
| 529 |
|
---|
| 530 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row -=2
|
---|
| 531 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_2);
|
---|
| 532 | il.Emit(System.Reflection.Emit.OpCodes.Sub);
|
---|
| 533 | il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
|
---|
| 534 | state.ProgramCounter = savedPc;
|
---|
| 535 | CompileInstructions(il, state, ds);
|
---|
| 536 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // f_0 + 2 * f_1 - 2 * f_3
|
---|
| 537 | il.Emit(System.Reflection.Emit.OpCodes.Mul);
|
---|
| 538 | il.Emit(System.Reflection.Emit.OpCodes.Sub);
|
---|
| 539 |
|
---|
| 540 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row --
|
---|
| 541 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_M1);
|
---|
| 542 | il.Emit(System.Reflection.Emit.OpCodes.Add);
|
---|
| 543 | il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
|
---|
| 544 | state.ProgramCounter = savedPc;
|
---|
| 545 | CompileInstructions(il, state, ds);
|
---|
| 546 | il.Emit(System.Reflection.Emit.OpCodes.Sub); // f_0 + 2 * f_1 - 2 * f_3 - f_4
|
---|
| 547 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 8.0); // / 8
|
---|
| 548 | il.Emit(System.Reflection.Emit.OpCodes.Div);
|
---|
| 549 |
|
---|
| 550 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row +=4
|
---|
| 551 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_4);
|
---|
| 552 | il.Emit(System.Reflection.Emit.OpCodes.Add);
|
---|
| 553 | il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
|
---|
[6849] | 554 | state.InLaggedContext = prevLaggedContext;
|
---|
[6809] | 555 | return;
|
---|
[6732] | 556 | }
|
---|
| 557 | case OpCodes.Call: {
|
---|
[7842] | 558 | throw new NotSupportedException(
|
---|
| 559 | "Automatically defined functions are not supported by the SymbolicDataAnalysisTreeILEmittingInterpreter. Either turn of ADFs or change the interpeter.");
|
---|
[6732] | 560 | }
|
---|
| 561 | case OpCodes.Arg: {
|
---|
[7842] | 562 | throw new NotSupportedException(
|
---|
| 563 | "Automatically defined functions are not supported by the SymbolicDataAnalysisTreeILEmittingInterpreter. Either turn of ADFs or change the interpeter.");
|
---|
[6732] | 564 | }
|
---|
| 565 | case OpCodes.Variable: {
|
---|
[6741] | 566 | VariableTreeNode varNode = (VariableTreeNode)currentInstr.dynamicNode;
|
---|
[8798] | 567 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_1); // load columns array
|
---|
| 568 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, (int)currentInstr.iArg0);
|
---|
| 569 | // load correct column of the current variable
|
---|
| 570 | il.Emit(System.Reflection.Emit.OpCodes.Ldelem_Ref);
|
---|
| 571 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // rowIndex
|
---|
[6849] | 572 | if (!state.InLaggedContext) {
|
---|
| 573 | il.Emit(System.Reflection.Emit.OpCodes.Call, listGetValue);
|
---|
| 574 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, varNode.Weight); // load weight
|
---|
| 575 | il.Emit(System.Reflection.Emit.OpCodes.Mul);
|
---|
| 576 | } else {
|
---|
| 577 | var nanResult = il.DefineLabel();
|
---|
| 578 | var normalResult = il.DefineLabel();
|
---|
| 579 | il.Emit(System.Reflection.Emit.OpCodes.Dup);
|
---|
| 580 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0);
|
---|
| 581 | il.Emit(System.Reflection.Emit.OpCodes.Blt, nanResult);
|
---|
| 582 | il.Emit(System.Reflection.Emit.OpCodes.Dup);
|
---|
| 583 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, ds.Rows);
|
---|
| 584 | il.Emit(System.Reflection.Emit.OpCodes.Bge, nanResult);
|
---|
| 585 | il.Emit(System.Reflection.Emit.OpCodes.Call, listGetValue);
|
---|
| 586 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, varNode.Weight); // load weight
|
---|
| 587 | il.Emit(System.Reflection.Emit.OpCodes.Mul);
|
---|
| 588 | il.Emit(System.Reflection.Emit.OpCodes.Br, normalResult);
|
---|
| 589 | il.MarkLabel(nanResult);
|
---|
| 590 | il.Emit(System.Reflection.Emit.OpCodes.Pop); // rowIndex
|
---|
[8798] | 591 | il.Emit(System.Reflection.Emit.OpCodes.Pop); // column reference
|
---|
[6849] | 592 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, double.NaN);
|
---|
| 593 | il.MarkLabel(normalResult);
|
---|
| 594 | }
|
---|
[6732] | 595 | return;
|
---|
| 596 | }
|
---|
| 597 | case OpCodes.LagVariable: {
|
---|
[6809] | 598 | var nanResult = il.DefineLabel();
|
---|
| 599 | var normalResult = il.DefineLabel();
|
---|
[6770] | 600 | LaggedVariableTreeNode varNode = (LaggedVariableTreeNode)currentInstr.dynamicNode;
|
---|
[8798] | 601 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_1); // load columns array
|
---|
| 602 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, (int)currentInstr.iArg0);
|
---|
| 603 | // load correct column of the current variable
|
---|
| 604 | il.Emit(System.Reflection.Emit.OpCodes.Ldelem_Ref);
|
---|
[6770] | 605 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, varNode.Lag); // lag
|
---|
[6849] | 606 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // rowIndex
|
---|
| 607 | il.Emit(System.Reflection.Emit.OpCodes.Add); // actualRowIndex = rowIndex + sampleOffset
|
---|
[6809] | 608 | il.Emit(System.Reflection.Emit.OpCodes.Dup);
|
---|
| 609 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0);
|
---|
| 610 | il.Emit(System.Reflection.Emit.OpCodes.Blt, nanResult);
|
---|
| 611 | il.Emit(System.Reflection.Emit.OpCodes.Dup);
|
---|
| 612 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, ds.Rows);
|
---|
| 613 | il.Emit(System.Reflection.Emit.OpCodes.Bge, nanResult);
|
---|
[6770] | 614 | il.Emit(System.Reflection.Emit.OpCodes.Call, listGetValue);
|
---|
| 615 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, varNode.Weight); // load weight
|
---|
| 616 | il.Emit(System.Reflection.Emit.OpCodes.Mul);
|
---|
[6809] | 617 | il.Emit(System.Reflection.Emit.OpCodes.Br, normalResult);
|
---|
| 618 | il.MarkLabel(nanResult);
|
---|
[8798] | 619 | il.Emit(System.Reflection.Emit.OpCodes.Pop); // sample index
|
---|
| 620 | il.Emit(System.Reflection.Emit.OpCodes.Pop); // column reference
|
---|
[6809] | 621 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, double.NaN);
|
---|
| 622 | il.MarkLabel(normalResult);
|
---|
[6770] | 623 | return;
|
---|
[6732] | 624 | }
|
---|
| 625 | case OpCodes.Constant: {
|
---|
| 626 | ConstantTreeNode constNode = (ConstantTreeNode)currentInstr.dynamicNode;
|
---|
| 627 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, constNode.Value);
|
---|
| 628 | return;
|
---|
| 629 | }
|
---|
| 630 |
|
---|
| 631 | //mkommend: this symbol uses the logistic function f(x) = 1 / (1 + e^(-alpha * x) )
|
---|
| 632 | //to determine the relative amounts of the true and false branch see http://en.wikipedia.org/wiki/Logistic_function
|
---|
| 633 | case OpCodes.VariableCondition: {
|
---|
[7842] | 634 | throw new NotSupportedException("Interpretation of symbol " + currentInstr.dynamicNode.Symbol.Name +
|
---|
| 635 | " is not supported by the SymbolicDataAnalysisTreeILEmittingInterpreter");
|
---|
[6732] | 636 | }
|
---|
[7842] | 637 | default:
|
---|
| 638 | throw new NotSupportedException("Interpretation of symbol " + currentInstr.dynamicNode.Symbol.Name +
|
---|
| 639 | " is not supported by the SymbolicDataAnalysisTreeILEmittingInterpreter");
|
---|
[6732] | 640 | }
|
---|
| 641 | }
|
---|
| 642 |
|
---|
[7842] | 643 | public static double AiryA(double x) {
|
---|
| 644 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 645 | double ai, aip, bi, bip;
|
---|
| 646 | alglib.airy(x, out ai, out aip, out bi, out bip);
|
---|
| 647 | return ai;
|
---|
| 648 | }
|
---|
| 649 |
|
---|
| 650 | public static double AiryB(double x) {
|
---|
| 651 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 652 | double ai, aip, bi, bip;
|
---|
| 653 | alglib.airy(x, out ai, out aip, out bi, out bip);
|
---|
| 654 | return bi;
|
---|
| 655 | }
|
---|
| 656 | public static double Dawson(double x) {
|
---|
| 657 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 658 | return alglib.dawsonintegral(x);
|
---|
| 659 | }
|
---|
| 660 |
|
---|
| 661 | public static double Gamma(double x) {
|
---|
| 662 | if (double.IsNaN(x)) return double.NaN;
|
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| 663 | return alglib.gammafunction(x);
|
---|
| 664 | }
|
---|
| 665 |
|
---|
| 666 | public static double Psi(double x) {
|
---|
| 667 | if (double.IsNaN(x)) return double.NaN;
|
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[8430] | 668 | else if (x <= 0 && (Math.Floor(x) - x).IsAlmost(0)) return double.NaN;
|
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[7842] | 669 | return alglib.psi(x);
|
---|
| 670 | }
|
---|
| 671 |
|
---|
| 672 | public static double ExpIntegralEi(double x) {
|
---|
| 673 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 674 | return alglib.exponentialintegralei(x);
|
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| 675 | }
|
---|
| 676 |
|
---|
| 677 | public static double SinIntegral(double x) {
|
---|
| 678 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 679 | double si, ci;
|
---|
| 680 | alglib.sinecosineintegrals(x, out si, out ci);
|
---|
| 681 | return si;
|
---|
| 682 | }
|
---|
| 683 |
|
---|
| 684 | public static double CosIntegral(double x) {
|
---|
| 685 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 686 | double si, ci;
|
---|
| 687 | alglib.sinecosineintegrals(x, out si, out ci);
|
---|
| 688 | return ci;
|
---|
| 689 | }
|
---|
| 690 |
|
---|
| 691 | public static double HypSinIntegral(double x) {
|
---|
| 692 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 693 | double shi, chi;
|
---|
| 694 | alglib.hyperbolicsinecosineintegrals(x, out shi, out chi);
|
---|
[8430] | 695 | return shi;
|
---|
[7842] | 696 | }
|
---|
| 697 |
|
---|
| 698 | public static double HypCosIntegral(double x) {
|
---|
| 699 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 700 | double shi, chi;
|
---|
| 701 | alglib.hyperbolicsinecosineintegrals(x, out shi, out chi);
|
---|
| 702 | return chi;
|
---|
| 703 | }
|
---|
| 704 |
|
---|
| 705 | public static double FresnelCosIntegral(double x) {
|
---|
| 706 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 707 | double c = 0, s = 0;
|
---|
| 708 | alglib.fresnelintegral(x, ref c, ref s);
|
---|
| 709 | return c;
|
---|
| 710 | }
|
---|
| 711 |
|
---|
| 712 | public static double FresnelSinIntegral(double x) {
|
---|
| 713 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 714 | double c = 0, s = 0;
|
---|
| 715 | alglib.fresnelintegral(x, ref c, ref s);
|
---|
| 716 | return s;
|
---|
| 717 | }
|
---|
| 718 |
|
---|
| 719 | public static double Norm(double x) {
|
---|
| 720 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 721 | return alglib.normaldistribution(x);
|
---|
| 722 | }
|
---|
| 723 |
|
---|
| 724 | public static double Erf(double x) {
|
---|
| 725 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 726 | return alglib.errorfunction(x);
|
---|
| 727 | }
|
---|
| 728 |
|
---|
| 729 | public static double Bessel(double x) {
|
---|
| 730 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 731 | return alglib.besseli0(x);
|
---|
| 732 | }
|
---|
[6732] | 733 | }
|
---|
| 734 | }
|
---|