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source: trunk/sources/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Interpreter/SymbolicDataAnalysisExpressionTreeLinearInterpreter.cs @ 13251

Last change on this file since 13251 was 13251, checked in by mkommend, 8 years ago

#2442: Adapted locking in the symbolic expression trees interpreters when incrementing the evaluated solutions.
File size: 19.8 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System;
23using System.Collections.Generic;
24using System.Linq;
25using HeuristicLab.Common;
26using HeuristicLab.Core;
27using HeuristicLab.Data;
28using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
29using HeuristicLab.Parameters;
30using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
31
32namespace HeuristicLab.Problems.DataAnalysis.Symbolic {
33  [StorableClass]
34  [Item("SymbolicDataAnalysisExpressionTreeLinearInterpreter", "Fast linear (non-recursive) interpreter for symbolic expression trees. Does not support ADFs.")]
35  public sealed class SymbolicDataAnalysisExpressionTreeLinearInterpreter : ParameterizedNamedItem, ISymbolicDataAnalysisExpressionTreeInterpreter {
36    private const string CheckExpressionsWithIntervalArithmeticParameterName = "CheckExpressionsWithIntervalArithmetic";
37    private const string CheckExpressionsWithIntervalArithmeticParameterDescription = "Switch that determines if the interpreter checks the validity of expressions with interval arithmetic before evaluating the expression.";
38    private const string EvaluatedSolutionsParameterName = "EvaluatedSolutions";
39
40    private SymbolicDataAnalysisExpressionTreeInterpreter interpreter;
41
42    public override bool CanChangeName {
43      get { return false; }
44    }
45
46    public override bool CanChangeDescription {
47      get { return false; }
48    }
49
50    #region parameter properties
51    public IFixedValueParameter<BoolValue> CheckExpressionsWithIntervalArithmeticParameter {
52      get { return (IFixedValueParameter<BoolValue>)Parameters[CheckExpressionsWithIntervalArithmeticParameterName]; }
53    }
54
55    public IFixedValueParameter<IntValue> EvaluatedSolutionsParameter {
56      get { return (IFixedValueParameter<IntValue>)Parameters[EvaluatedSolutionsParameterName]; }
57    }
58    #endregion
59
60    #region properties
61    public bool CheckExpressionsWithIntervalArithmetic {
62      get { return CheckExpressionsWithIntervalArithmeticParameter.Value.Value; }
63      set { CheckExpressionsWithIntervalArithmeticParameter.Value.Value = value; }
64    }
65    public int EvaluatedSolutions {
66      get { return EvaluatedSolutionsParameter.Value.Value; }
67      set { EvaluatedSolutionsParameter.Value.Value = value; }
68    }
69    #endregion
70
71    [StorableConstructor]
72    private SymbolicDataAnalysisExpressionTreeLinearInterpreter(bool deserializing)
73      : base(deserializing) {
74    }
75
76    private SymbolicDataAnalysisExpressionTreeLinearInterpreter(SymbolicDataAnalysisExpressionTreeLinearInterpreter original, Cloner cloner)
77      : base(original, cloner) {
78      interpreter = cloner.Clone(original.interpreter);
79    }
80
81    public override IDeepCloneable Clone(Cloner cloner) {
82      return new SymbolicDataAnalysisExpressionTreeLinearInterpreter(this, cloner);
83    }
84
85    public SymbolicDataAnalysisExpressionTreeLinearInterpreter()
86      : base("SymbolicDataAnalysisExpressionTreeLinearInterpreter", "Linear (non-recursive) interpreter for symbolic expression trees (does not support ADFs).") {
87      Parameters.Add(new FixedValueParameter<BoolValue>(CheckExpressionsWithIntervalArithmeticParameterName, CheckExpressionsWithIntervalArithmeticParameterDescription, new BoolValue(false)));
88      Parameters.Add(new FixedValueParameter<IntValue>(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", new IntValue(0)));
89      interpreter = new SymbolicDataAnalysisExpressionTreeInterpreter();
90    }
91
92    public SymbolicDataAnalysisExpressionTreeLinearInterpreter(string name, string description)
93      : base(name, description) {
94      Parameters.Add(new FixedValueParameter<BoolValue>(CheckExpressionsWithIntervalArithmeticParameterName, CheckExpressionsWithIntervalArithmeticParameterDescription, new BoolValue(false)));
95      Parameters.Add(new FixedValueParameter<IntValue>(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", new IntValue(0)));
96      interpreter = new SymbolicDataAnalysisExpressionTreeInterpreter();
97    }
98
99    [StorableHook(HookType.AfterDeserialization)]
100    private void AfterDeserialization() {
101      var evaluatedSolutions = new IntValue(0);
102      var checkExpressionsWithIntervalArithmetic = new BoolValue(false);
103      if (Parameters.ContainsKey(EvaluatedSolutionsParameterName)) {
104        var evaluatedSolutionsParameter = (IValueParameter<IntValue>)Parameters[EvaluatedSolutionsParameterName];
105        evaluatedSolutions = evaluatedSolutionsParameter.Value;
106        Parameters.Remove(EvaluatedSolutionsParameterName);
107      }
108      Parameters.Add(new FixedValueParameter<IntValue>(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", evaluatedSolutions));
109      if (Parameters.ContainsKey(CheckExpressionsWithIntervalArithmeticParameterName)) {
110        var checkExpressionsWithIntervalArithmeticParameter = (IValueParameter<BoolValue>)Parameters[CheckExpressionsWithIntervalArithmeticParameterName];
111        Parameters.Remove(CheckExpressionsWithIntervalArithmeticParameterName);
112        checkExpressionsWithIntervalArithmetic = checkExpressionsWithIntervalArithmeticParameter.Value;
113      }
114      Parameters.Add(new FixedValueParameter<BoolValue>(CheckExpressionsWithIntervalArithmeticParameterName, CheckExpressionsWithIntervalArithmeticParameterDescription, checkExpressionsWithIntervalArithmetic));
115    }
116
117    #region IStatefulItem
118    public void InitializeState() {
119      EvaluatedSolutions = 0;
120    }
121
122    public void ClearState() { }
123    #endregion
124
125    private readonly object syncRoot = new object();
126    public IEnumerable<double> GetSymbolicExpressionTreeValues(ISymbolicExpressionTree tree, IDataset dataset, IEnumerable<int> rows) {
127      if (CheckExpressionsWithIntervalArithmetic)
128        throw new NotSupportedException("Interval arithmetic is not yet supported in the symbolic data analysis interpreter.");
129
130      lock (syncRoot) {
131        EvaluatedSolutions++; // increment the evaluated solutions counter
132      }
133
134      var code = SymbolicExpressionTreeLinearCompiler.Compile(tree, OpCodes.MapSymbolToOpCode);
135      PrepareInstructions(code, dataset);
136      return rows.Select(row => Evaluate(dataset, row, code));
137    }
138
139    private double Evaluate(IDataset dataset, int row, LinearInstruction[] code) {
140      for (int i = code.Length - 1; i >= 0; --i) {
141        if (code[i].skip) continue;
142        #region opcode if
143        var instr = code[i];
144        if (instr.opCode == OpCodes.Variable) {
145          if (row < 0 || row >= dataset.Rows) instr.value = double.NaN;
146          var variableTreeNode = (VariableTreeNode)instr.dynamicNode;
147          instr.value = ((IList<double>)instr.data)[row] * variableTreeNode.Weight;
148        } else if (instr.opCode == OpCodes.LagVariable) {
149          var laggedVariableTreeNode = (LaggedVariableTreeNode)instr.dynamicNode;
150          int actualRow = row + laggedVariableTreeNode.Lag;
151          if (actualRow < 0 || actualRow >= dataset.Rows)
152            instr.value = double.NaN;
153          else
154            instr.value = ((IList<double>)instr.data)[actualRow] * laggedVariableTreeNode.Weight;
155        } else if (instr.opCode == OpCodes.VariableCondition) {
156          if (row < 0 || row >= dataset.Rows) instr.value = double.NaN;
157          var variableConditionTreeNode = (VariableConditionTreeNode)instr.dynamicNode;
158          double variableValue = ((IList<double>)instr.data)[row];
159          double x = variableValue - variableConditionTreeNode.Threshold;
160          double p = 1 / (1 + Math.Exp(-variableConditionTreeNode.Slope * x));
161
162          double trueBranch = code[instr.childIndex].value;
163          double falseBranch = code[instr.childIndex + 1].value;
164
165          instr.value = trueBranch * p + falseBranch * (1 - p);
166        } else if (instr.opCode == OpCodes.Add) {
167          double s = code[instr.childIndex].value;
168          for (int j = 1; j != instr.nArguments; ++j) {
169            s += code[instr.childIndex + j].value;
170          }
171          instr.value = s;
172        } else if (instr.opCode == OpCodes.Sub) {
173          double s = code[instr.childIndex].value;
174          for (int j = 1; j != instr.nArguments; ++j) {
175            s -= code[instr.childIndex + j].value;
176          }
177          if (instr.nArguments == 1) s = -s;
178          instr.value = s;
179        } else if (instr.opCode == OpCodes.Mul) {
180          double p = code[instr.childIndex].value;
181          for (int j = 1; j != instr.nArguments; ++j) {
182            p *= code[instr.childIndex + j].value;
183          }
184          instr.value = p;
185        } else if (instr.opCode == OpCodes.Div) {
186          double p = code[instr.childIndex].value;
187          for (int j = 1; j != instr.nArguments; ++j) {
188            p /= code[instr.childIndex + j].value;
189          }
190          if (instr.nArguments == 1) p = 1.0 / p;
191          instr.value = p;
192        } else if (instr.opCode == OpCodes.Average) {
193          double s = code[instr.childIndex].value;
194          for (int j = 1; j != instr.nArguments; ++j) {
195            s += code[instr.childIndex + j].value;
196          }
197          instr.value = s / instr.nArguments;
198        } else if (instr.opCode == OpCodes.Cos) {
199          instr.value = Math.Cos(code[instr.childIndex].value);
200        } else if (instr.opCode == OpCodes.Sin) {
201          instr.value = Math.Sin(code[instr.childIndex].value);
202        } else if (instr.opCode == OpCodes.Tan) {
203          instr.value = Math.Tan(code[instr.childIndex].value);
204        } else if (instr.opCode == OpCodes.Square) {
205          instr.value = Math.Pow(code[instr.childIndex].value, 2);
206        } else if (instr.opCode == OpCodes.Power) {
207          double x = code[instr.childIndex].value;
208          double y = Math.Round(code[instr.childIndex + 1].value);
209          instr.value = Math.Pow(x, y);
210        } else if (instr.opCode == OpCodes.SquareRoot) {
211          instr.value = Math.Sqrt(code[instr.childIndex].value);
212        } else if (instr.opCode == OpCodes.Root) {
213          double x = code[instr.childIndex].value;
214          double y = code[instr.childIndex + 1].value;
215          instr.value = Math.Pow(x, 1 / y);
216        } else if (instr.opCode == OpCodes.Exp) {
217          instr.value = Math.Exp(code[instr.childIndex].value);
218        } else if (instr.opCode == OpCodes.Log) {
219          instr.value = Math.Log(code[instr.childIndex].value);
220        } else if (instr.opCode == OpCodes.Gamma) {
221          var x = code[instr.childIndex].value;
222          instr.value = double.IsNaN(x) ? double.NaN : alglib.gammafunction(x);
223        } else if (instr.opCode == OpCodes.Psi) {
224          var x = code[instr.childIndex].value;
225          if (double.IsNaN(x)) instr.value = double.NaN;
226          else if (x <= 0 && (Math.Floor(x) - x).IsAlmost(0)) instr.value = double.NaN;
227          else instr.value = alglib.psi(x);
228        } else if (instr.opCode == OpCodes.Dawson) {
229          var x = code[instr.childIndex].value;
230          instr.value = double.IsNaN(x) ? double.NaN : alglib.dawsonintegral(x);
231        } else if (instr.opCode == OpCodes.ExponentialIntegralEi) {
232          var x = code[instr.childIndex].value;
233          instr.value = double.IsNaN(x) ? double.NaN : alglib.exponentialintegralei(x);
234        } else if (instr.opCode == OpCodes.SineIntegral) {
235          double si, ci;
236          var x = code[instr.childIndex].value;
237          if (double.IsNaN(x)) instr.value = double.NaN;
238          else {
239            alglib.sinecosineintegrals(x, out si, out ci);
240            instr.value = si;
241          }
242        } else if (instr.opCode == OpCodes.CosineIntegral) {
243          double si, ci;
244          var x = code[instr.childIndex].value;
245          if (double.IsNaN(x)) instr.value = double.NaN;
246          else {
247            alglib.sinecosineintegrals(x, out si, out ci);
248            instr.value = ci;
249          }
250        } else if (instr.opCode == OpCodes.HyperbolicSineIntegral) {
251          double shi, chi;
252          var x = code[instr.childIndex].value;
253          if (double.IsNaN(x)) instr.value = double.NaN;
254          else {
255            alglib.hyperbolicsinecosineintegrals(x, out shi, out chi);
256            instr.value = shi;
257          }
258        } else if (instr.opCode == OpCodes.HyperbolicCosineIntegral) {
259          double shi, chi;
260          var x = code[instr.childIndex].value;
261          if (double.IsNaN(x)) instr.value = double.NaN;
262          else {
263            alglib.hyperbolicsinecosineintegrals(x, out shi, out chi);
264            instr.value = chi;
265          }
266        } else if (instr.opCode == OpCodes.FresnelCosineIntegral) {
267          double c = 0, s = 0;
268          var x = code[instr.childIndex].value;
269          if (double.IsNaN(x)) instr.value = double.NaN;
270          else {
271            alglib.fresnelintegral(x, ref c, ref s);
272            instr.value = c;
273          }
274        } else if (instr.opCode == OpCodes.FresnelSineIntegral) {
275          double c = 0, s = 0;
276          var x = code[instr.childIndex].value;
277          if (double.IsNaN(x)) instr.value = double.NaN;
278          else {
279            alglib.fresnelintegral(x, ref c, ref s);
280            instr.value = s;
281          }
282        } else if (instr.opCode == OpCodes.AiryA) {
283          double ai, aip, bi, bip;
284          var x = code[instr.childIndex].value;
285          if (double.IsNaN(x)) instr.value = double.NaN;
286          else {
287            alglib.airy(x, out ai, out aip, out bi, out bip);
288            instr.value = ai;
289          }
290        } else if (instr.opCode == OpCodes.AiryB) {
291          double ai, aip, bi, bip;
292          var x = code[instr.childIndex].value;
293          if (double.IsNaN(x)) instr.value = double.NaN;
294          else {
295            alglib.airy(x, out ai, out aip, out bi, out bip);
296            instr.value = bi;
297          }
298        } else if (instr.opCode == OpCodes.Norm) {
299          var x = code[instr.childIndex].value;
300          if (double.IsNaN(x)) instr.value = double.NaN;
301          else instr.value = alglib.normaldistribution(x);
302        } else if (instr.opCode == OpCodes.Erf) {
303          var x = code[instr.childIndex].value;
304          if (double.IsNaN(x)) instr.value = double.NaN;
305          else instr.value = alglib.errorfunction(x);
306        } else if (instr.opCode == OpCodes.Bessel) {
307          var x = code[instr.childIndex].value;
308          if (double.IsNaN(x)) instr.value = double.NaN;
309          else instr.value = alglib.besseli0(x);
310        } else if (instr.opCode == OpCodes.IfThenElse) {
311          double condition = code[instr.childIndex].value;
312          double result;
313          if (condition > 0.0) {
314            result = code[instr.childIndex + 1].value;
315          } else {
316            result = code[instr.childIndex + 2].value;
317          }
318          instr.value = result;
319        } else if (instr.opCode == OpCodes.AND) {
320          double result = code[instr.childIndex].value;
321          for (int j = 1; j < instr.nArguments; j++) {
322            if (result > 0.0) result = code[instr.childIndex + j].value;
323            else break;
324          }
325          instr.value = result > 0.0 ? 1.0 : -1.0;
326        } else if (instr.opCode == OpCodes.OR) {
327          double result = code[instr.childIndex].value;
328          for (int j = 1; j < instr.nArguments; j++) {
329            if (result <= 0.0) result = code[instr.childIndex + j].value;
330            else break;
331          }
332          instr.value = result > 0.0 ? 1.0 : -1.0;
333        } else if (instr.opCode == OpCodes.NOT) {
334          instr.value = code[instr.childIndex].value > 0.0 ? -1.0 : 1.0;
335        } else if (instr.opCode == OpCodes.XOR) {
336          int positiveSignals = 0;
337          for (int j = 0; j < instr.nArguments; j++) {
338            if (code[instr.childIndex + j].value > 0.0) positiveSignals++;
339          }
340          instr.value = positiveSignals % 2 != 0 ? 1.0 : -1.0;
341        } else if (instr.opCode == OpCodes.GT) {
342          double x = code[instr.childIndex].value;
343          double y = code[instr.childIndex + 1].value;
344          instr.value = x > y ? 1.0 : -1.0;
345        } else if (instr.opCode == OpCodes.LT) {
346          double x = code[instr.childIndex].value;
347          double y = code[instr.childIndex + 1].value;
348          instr.value = x < y ? 1.0 : -1.0;
349        } else if (instr.opCode == OpCodes.TimeLag || instr.opCode == OpCodes.Derivative || instr.opCode == OpCodes.Integral) {
350          var state = (InterpreterState)instr.data;
351          state.Reset();
352          instr.value = interpreter.Evaluate(dataset, ref row, state);
353        } else {
354          var errorText = string.Format("The {0} symbol is not supported by the linear interpreter. To support this symbol, please use the SymbolicDataAnalysisExpressionTreeInterpreter.", instr.dynamicNode.Symbol.Name);
355          throw new NotSupportedException(errorText);
356        }
357        #endregion
358      }
359      return code[0].value;
360    }
361
362    private static LinearInstruction[] GetPrefixSequence(LinearInstruction[] code, int startIndex) {
363      var s = new Stack<int>();
364      var list = new List<LinearInstruction>();
365      s.Push(startIndex);
366      while (s.Any()) {
367        int i = s.Pop();
368        var instr = code[i];
369        // push instructions in reverse execution order
370        for (int j = instr.nArguments - 1; j >= 0; j--) s.Push(instr.childIndex + j);
371        list.Add(instr);
372      }
373      return list.ToArray();
374    }
375
376    public static void PrepareInstructions(LinearInstruction[] code, IDataset dataset) {
377      for (int i = 0; i != code.Length; ++i) {
378        var instr = code[i];
379        #region opcode switch
380        switch (instr.opCode) {
381          case OpCodes.Constant: {
382              var constTreeNode = (ConstantTreeNode)instr.dynamicNode;
383              instr.value = constTreeNode.Value;
384              instr.skip = true; // the value is already set so this instruction should be skipped in the evaluation phase
385            }
386            break;
387          case OpCodes.Variable: {
388              var variableTreeNode = (VariableTreeNode)instr.dynamicNode;
389              instr.data = dataset.GetReadOnlyDoubleValues(variableTreeNode.VariableName);
390            }
391            break;
392          case OpCodes.LagVariable: {
393              var laggedVariableTreeNode = (LaggedVariableTreeNode)instr.dynamicNode;
394              instr.data = dataset.GetReadOnlyDoubleValues(laggedVariableTreeNode.VariableName);
395            }
396            break;
397          case OpCodes.VariableCondition: {
398              var variableConditionTreeNode = (VariableConditionTreeNode)instr.dynamicNode;
399              instr.data = dataset.GetReadOnlyDoubleValues(variableConditionTreeNode.VariableName);
400            }
401            break;
402          case OpCodes.TimeLag:
403          case OpCodes.Integral:
404          case OpCodes.Derivative: {
405              var seq = GetPrefixSequence(code, i);
406              var interpreterState = new InterpreterState(seq, 0);
407              instr.data = interpreterState;
408              for (int j = 1; j != seq.Length; ++j)
409                seq[j].skip = true;
410            }
411            break;
412        }
413        #endregion
414      }
415    }
416  }
417}
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