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source: trunk/sources/HeuristicLab.Problems.Instances.DataAnalysis/3.3/Regression/ValueGenerator.cs @ 11348

Last change on this file since 11348 was 11348, checked in by bburlacu, 8 years ago

#2236: GenerateSteps: added the ability to generate sequences on negative or decreasing intervals.

File size: 6.4 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2014 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.Random;
27
28namespace HeuristicLab.Problems.Instances.DataAnalysis {
29  public static class ValueGenerator {
30    private static FastRandom rand = new FastRandom();
31
32    /// <summary>
33    /// Generates a sequence of evenly spaced points between start and end (inclusive!).
34    /// </summary>
35    /// <param name="start">The smallest and first value of the sequence.</param>
36    /// <param name="end">The largest and last value of the sequence.</param>
37    /// <param name="stepWidth">The step size between subsequent values.</param>
38    /// <returns>An sequence of values from start to end (inclusive)</returns>
39    public static IEnumerable<double> GenerateSteps(double start, double end, double stepWidth) {
40      if (stepWidth.IsAlmost(0))
41        throw new ArgumentException("The step width cannot be zero.");
42      if (start < end && stepWidth < 0)
43        throw new ArgumentException("The step width must be larger than zero for increasing sequences (start < end).");
44      if (start > end && stepWidth > 0)
45        throw new ArgumentException("The step width must be smaller than zero for decreasing sequences (start > end).");
46      double x = start;
47      // x<=end could skip the last value because of numerical problems
48      while (x < end || x.IsAlmost(end)) {
49        yield return x;
50        x += stepWidth;
51      }
52    }
53
54    /// <summary>
55    /// Generate a logarithmic sequence between start and end by applying a power-of-10 function to an underlying evenly spaced sequence
56    /// </summary>
57    /// <param name="start">The start of the sequence</param>
58    /// <param name="end">The end of the sequence</param>
59    /// <param name="stepWidth">The stepwidth for the original sequence before the points are transformed</param>
60    /// <returns>A logarithmic sequence from start to end (inclusive)</returns>
61    public static IEnumerable<double> GenerateLogarithmicSteps(double start, double end, double stepWidth) {
62      return GenerateSteps(start, end, stepWidth, x => Math.Pow(10, x));
63    }
64
65    /// <summary>
66    /// Generates a sequence of points between start and end according to given transformation
67    /// </summary>
68    /// <param name="start">The smallest and first value of the sequence.</param>
69    /// <param name="end">The largest and last value of the sequence.</param>
70    /// <param name="stepWidth">The step size between subsequent values (before transform)</param>
71    /// <param name="transform">The transform function</param>
72    /// <returns></returns>
73    public static IEnumerable<double> GenerateSteps(double start, double end, double stepWidth, Func<double, double> transform) {
74      return GenerateSteps(start, end, stepWidth).Select(transform);
75    }
76
77    /// <summary>
78    /// Generates uniformly distributed values between start and end (inclusive!)
79    /// </summary>
80    /// <param name="n">Number of values to generate.</param>
81    /// <param name="start">The lower value (inclusive)</param>
82    /// <param name="end">The upper value (inclusive)</param>
83    /// <returns>An enumerable including n values in [start, end]</returns>
84    public static IEnumerable<double> GenerateUniformDistributedValues(int n, double start, double end) {
85      for (int i = 0; i < n; i++) {
86        // we need to return a random value including end.
87        // so we cannot use rand.NextDouble() as it returns a value strictly smaller than 1.
88        double r = rand.NextUInt() / (double)uint.MaxValue;    // r \in [0,1]
89        yield return r * (end - start) + start;
90      }
91    }
92
93    /// <summary>
94    /// Generates normally distributed values sampling from N(mu, sigma)
95    /// </summary>
96    /// <param name="n">Number of values to generate.</param>
97    /// <param name="mu">The mu parameter of the normal distribution</param>
98    /// <param name="sigma">The sigma parameter of the normal distribution</param>
99    /// <returns>An enumerable including n values ~ N(mu, sigma)</returns>
100    public static IEnumerable<double> GenerateNormalDistributedValues(int n, double mu, double sigma) {
101      for (int i = 0; i < n; i++)
102        yield return NormalDistributedRandom.NextDouble(rand, mu, sigma);
103    }
104
105    // iterative approach
106    public static IEnumerable<IEnumerable<double>> GenerateAllCombinationsOfValuesInLists(List<List<double>> lists) {
107      List<List<double>> allCombinations = new List<List<double>>();
108      if (lists.Count < 1) {
109        return allCombinations;
110      }
111
112      List<IEnumerator<double>> enumerators = new List<IEnumerator<double>>();
113      foreach (var list in lists) {
114        allCombinations.Add(new List<double>());
115        enumerators.Add(list.GetEnumerator());
116      }
117
118      bool finished = !enumerators.All(x => x.MoveNext());
119
120      while (!finished) {
121        GetCurrentCombination(enumerators, allCombinations);
122        finished = MoveNext(enumerators, lists);
123      }
124      return allCombinations;
125    }
126
127    private static bool MoveNext(List<IEnumerator<double>> enumerators, List<List<double>> lists) {
128      int cur = enumerators.Count - 1;
129      while (cur >= 0 && !enumerators[cur].MoveNext()) {
130        enumerators[cur] = lists[cur].GetEnumerator();
131        enumerators[cur].MoveNext();
132        cur--;
133      }
134      return cur < 0;
135    }
136
137    private static void GetCurrentCombination(List<IEnumerator<double>> enumerators, List<List<double>> allCombinations) {
138      for (int i = 0; i < enumerators.Count(); i++) {
139        allCombinations[i].Add(enumerators[i].Current);
140      }
141    }
142  }
143}
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