[13648] | 1 | using System;
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[13651] | 2 | using System.Diagnostics.Contracts;
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[13648] | 3 | using System.Linq;
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| 4 | using System.Threading;
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| 5 | using HeuristicLab.Algorithms.DataAnalysis.MctsSymbolicRegression;
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[13661] | 6 | using HeuristicLab.Algorithms.DataAnalysis.MctsSymbolicRegression.Policies;
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[13648] | 7 | using HeuristicLab.Data;
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| 8 | using HeuristicLab.Optimization;
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| 9 | using HeuristicLab.Problems.DataAnalysis;
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| 10 | using HeuristicLab.Tests;
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| 11 | using Microsoft.VisualStudio.TestTools.UnitTesting;
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| 12 |
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| 13 | namespace HeuristicLab.Algorithms.DataAnalysis {
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| 14 | [TestClass()]
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| 15 | public class MctsSymbolicRegressionTest {
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| 16 | #region number of solutions
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| 17 | // the algorithm should visits each solution only once
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| 18 | [TestMethod]
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| 19 | [TestCategory("Algorithms.DataAnalysis")]
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| 20 | [TestProperty("Time", "short")]
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| 21 | public void MctsSymbRegNumberOfSolutionsOneVariable() {
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| 22 | // this problem has only one variable
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| 23 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
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| 24 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F1 ")));
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| 25 | {
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| 26 | // possible solutions with max one variable reference:
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| 27 | // x
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| 28 | // log(x)
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| 29 | // exp(x)
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| 30 | // 1/x
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| 31 | TestMctsNumberOfSolutions(regProblem, 1, 4);
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| 32 | }
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| 33 | {
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| 34 | // possible solutions with max two variable references:
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[13651] | 35 | // TODO: equal terms should not be allowed (see ConstraintHandler)
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[13648] | 36 | // x
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| 37 | // log(x)
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| 38 | // exp(x)
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| 39 | // 1/x
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| 40 | // -- 4
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| 41 | // x * x
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| 42 | // x * log(x)
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| 43 | // x * exp(x)
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| 44 | // x * 1/x
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[13651] | 45 | // x + x ?
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[13648] | 46 | // x + log(x)
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| 47 | // x + exp(x)
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| 48 | // x + 1/x
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| 49 | // -- 8
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| 50 | // log(x) * log(x)
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| 51 | // log(x) * exp(x)
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| 52 | // log(x) * 1/x
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[13651] | 53 | // log(x) + log(x) ?
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| 54 | // log(x) + exp(x) ?
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[13648] | 55 | // log(x) + 1/x
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| 56 | // -- 6
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| 57 | // exp(x) * exp(x)
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| 58 | // exp(x) * 1/x
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[13651] | 59 | // exp(x) + exp(x) ?
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[13648] | 60 | // exp(x) + 1/x
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| 61 | // -- 4
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| 62 | // 1/x * 1/x
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[13651] | 63 | // 1/x + 1/x ?
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[13648] | 64 | // -- 2
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[13651] | 65 | // log(x+x) ?
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[13648] | 66 | // log(x*x)
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| 67 | // exp(x*x)
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[13651] | 68 | // 1/(x+x) ?
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[13648] | 69 | // 1/(x*x)
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| 70 | // -- 5
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[13651] | 71 |
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| 72 |
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[13648] | 73 | TestMctsNumberOfSolutions(regProblem, 2, 29);
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| 74 | }
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| 75 | {
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| 76 | // possible solutions with max three variable references:
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| 77 | // without log and inv
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| 78 | // x
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| 79 | // exp(x)
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| 80 | // -- 2
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| 81 | // x * x
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[13651] | 82 | // x + x ?
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[13648] | 83 | // x * exp(x)
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| 84 | // x + exp(x)
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| 85 | // exp(x) * exp(x)
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[13651] | 86 | // exp(x) + exp(x) ?
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[13648] | 87 | // exp(x*x)
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| 88 | // -- 7
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| 89 | // x * x * x
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[13651] | 90 | // x + x * x
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| 91 | // x + x + x ?
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[13648] | 92 | // x * x * exp(x)
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[13651] | 93 | // x + x * exp(x)
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| 94 | // x + x + exp(x) ?
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| 95 | // exp(x) + x*x
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| 96 | // exp(x) + x*exp(x)
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| 97 | // x + exp(x) * exp(x)
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| 98 | // x + exp(x) + exp(x) ?
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[13648] | 99 | // x * exp(x) * exp(x)
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| 100 | // x * exp(x*x)
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| 101 | // x + exp(x*x)
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[13651] | 102 | // -- 13
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[13648] | 103 |
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| 104 | // exp(x) * exp(x) * exp(x)
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[13651] | 105 | // exp(x) + exp(x) * exp(x)
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| 106 | // exp(x) + exp(x) + exp(x) ?
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| 107 | // -- 3
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[13648] | 108 |
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| 109 | // exp(x) * exp(x*x)
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| 110 | // exp(x) + exp(x*x)
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[13651] | 111 | // -- 2
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[13648] | 112 | // exp(x*x*x)
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| 113 | // -- 1
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[13651] | 114 | TestMctsNumberOfSolutions(regProblem, 3, 2 + 7 + 13 + 3 + 2 + 1, allowLog: false, allowInv: false);
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| 115 | }
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| 116 | {
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| 117 | // possible solutions with max 4 variable references:
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| 118 | // without exp, log and inv
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| 119 | // x
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| 120 | // x*x
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| 121 | // x+x ?
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| 122 | // x*x*x
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| 123 | // x+x*x
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| 124 | // x+x+x ?
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| 125 | // x*x*x*x
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| 126 | // x+x*x*x
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| 127 | // x*x+x*x ?
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| 128 | // x+x+x*x ?
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| 129 | // x+x+x+x ?
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[13648] | 130 |
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[13651] | 131 | TestMctsNumberOfSolutions(regProblem, 4, 11, allowLog: false, allowInv: false, allowExp: false);
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[13648] | 132 | }
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[13651] | 133 | {
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| 134 | // possible solutions with max 5 variable references:
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| 135 | // without exp, log and inv
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| 136 | // x
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| 137 | // xx
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| 138 | // x+x ?
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| 139 | // xxx
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| 140 | // x+xx
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| 141 | // x+x+x ?
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| 142 | // xxxx
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| 143 | // x+xxx
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| 144 | // xx+xx ?
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| 145 | // x+x+xx ?
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| 146 | // x+x+x+x ?
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| 147 | // xxxxx
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| 148 | // x+xxxx
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| 149 | // xx+xxx
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| 150 | // x+x+xxx ?
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| 151 | // x+xx+xx ?
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| 152 | // x+x+x+xx ?
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| 153 | // x+x+x+x+x ?
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| 154 | TestMctsNumberOfSolutions(regProblem, 5, 18, allowLog: false, allowInv: false, allowExp: false);
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| 155 | }
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[13648] | 156 | }
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| 157 |
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| 158 | [TestMethod]
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| 159 | [TestCategory("Algorithms.DataAnalysis")]
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| 160 | [TestProperty("Time", "short")]
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| 161 | public void MctsSymbRegNumberOfSolutionsTwoVariables() {
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| 162 | // this problem has only two input variables
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| 163 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
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| 164 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F9 ")));
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| 165 | {
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| 166 | // possible solutions with max one variable reference:
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| 167 | // x
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| 168 | // log(x)
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| 169 | // exp(x)
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| 170 | // 1/x
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| 171 | // y
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| 172 | // log(y)
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| 173 | // exp(y)
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| 174 | // 1/y
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| 175 | TestMctsNumberOfSolutions(regProblem, 1, 8);
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| 176 | }
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| 177 | {
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| 178 | // possible solutions with max one variable reference:
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| 179 | // without log and inv
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| 180 |
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| 181 | // x
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| 182 | // exp(x)
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| 183 | // y
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| 184 | // exp(y)
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| 185 | TestMctsNumberOfSolutions(regProblem, 1, 4, allowLog: false, allowInv: false);
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| 186 | }
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| 187 | {
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| 188 | // possible solutions with max two variable references:
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| 189 | // without log and inv
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| 190 |
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| 191 | // x
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| 192 | // y
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| 193 | // exp(x)
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| 194 | // exp(y)
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| 195 | // -- 4
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| 196 | // x (*|+) x
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| 197 | // x (*|+) exp(x)
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| 198 | // x (*|+) y
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| 199 | // x (*|+) exp(y)
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| 200 | // -- 8
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| 201 | // exp(x) (*|+) exp(x)
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| 202 | // exp(x) (*|+) exp(y)
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| 203 | // -- 4
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| 204 | // y (*|+) y
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| 205 | // y (*|+) exp(x)
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| 206 | // y (*|+) exp(y)
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| 207 | // -- 6
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| 208 | // exp(y) (*|+) exp(y)
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| 209 | // -- 2
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| 210 | //
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| 211 | // exp(x*x)
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| 212 | // exp(x*y)
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| 213 | // exp(y*y)
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| 214 | // -- 3
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| 215 |
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| 216 | TestMctsNumberOfSolutions(regProblem, 2, 4 + 8 + 4 + 6 + 2 + 3, allowLog: false, allowInv: false);
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| 217 | }
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| 218 |
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| 219 | {
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| 220 | // possible solutions with max two variable references:
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| 221 | // without exp and sum
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| 222 | // x
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| 223 | // y
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| 224 | // log(x)
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| 225 | // log(y)
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| 226 | // inv(x)
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| 227 | // inv(y)
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| 228 | // -- 6
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| 229 | // x * x
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| 230 | // x * y
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| 231 | // x * log(x)
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| 232 | // x * log(y)
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| 233 | // x * inv(x)
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| 234 | // x * inv(y)
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| 235 | // -- 6
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| 236 | // log(x) * log(x)
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| 237 | // log(x) * log(y)
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| 238 | // log(x) * inv(x)
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| 239 | // log(x) * inv(y)
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| 240 | // -- 4
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| 241 | // inv(x) * inv(x)
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| 242 | // inv(x) * inv(y)
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| 243 | // -- 2
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| 244 | // y * y
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| 245 | // y * log(x)
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| 246 | // y * log(y)
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| 247 | // y * inv(x)
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| 248 | // y * inv(y)
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| 249 | // -- 5
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| 250 | // log(y) * log(y)
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| 251 | // log(y) * inv(x)
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| 252 | // log(y) * inv(y)
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| 253 | // -- 3
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| 254 | // inv(y) * inv(y)
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| 255 | // -- 1
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| 256 | // log(x*x)
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| 257 | // log(x*y)
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| 258 | // log(y*y)
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| 259 |
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| 260 | // inv(x*x)
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| 261 | // inv(x*y)
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| 262 | // inv(y*y)
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| 263 | // -- 6
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| 264 | // log(x+x)
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| 265 | // log(x+y)
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| 266 | // log(y+y)
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| 267 |
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| 268 | // inv(x+x)
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| 269 | // inv(x+y)
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| 270 | // inv(y+y)
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| 271 | // -- 6
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| 272 | TestMctsNumberOfSolutions(regProblem, 2, 6 + 6 + 4 + 2 + 5 + 3 + 1 + 6 + 6, allowExp: false, allowSum: false);
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| 273 | }
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| 274 | }
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| 275 | #endregion
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| 276 |
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[13661] | 277 |
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[13648] | 278 | #region Nguyen
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[13708] | 279 | // [TestMethod]
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[13648] | 280 | [TestCategory("Algorithms.DataAnalysis")]
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| 281 | [TestProperty("Time", "short")]
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| 282 | public void MctsSymbRegBenchmarkNguyen1() {
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| 283 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
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| 284 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F1 ")));
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| 285 | TestMcts(regProblem);
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| 286 | }
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[13708] | 287 | // [TestMethod]
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[13648] | 288 | [TestCategory("Algorithms.DataAnalysis")]
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| 289 | [TestProperty("Time", "short")]
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| 290 | public void MctsSymbRegBenchmarkNguyen2() {
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| 291 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
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| 292 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F2 ")));
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| 293 | TestMcts(regProblem);
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| 294 | }
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[13708] | 295 | // [TestMethod]
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[13648] | 296 | [TestCategory("Algorithms.DataAnalysis")]
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| 297 | [TestProperty("Time", "short")]
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| 298 | public void MctsSymbRegBenchmarkNguyen3() {
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| 299 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
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| 300 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F3 ")));
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| 301 | TestMcts(regProblem, successThreshold: 0.99);
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| 302 | }
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[13708] | 303 | // [TestMethod]
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[13648] | 304 | [TestCategory("Algorithms.DataAnalysis")]
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| 305 | [TestProperty("Time", "short")]
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| 306 | public void MctsSymbRegBenchmarkNguyen4() {
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| 307 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
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| 308 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F4 ")));
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| 309 | TestMcts(regProblem);
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| 310 | }
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[13708] | 311 | // [TestMethod]
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[13648] | 312 | [TestCategory("Algorithms.DataAnalysis")]
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| 313 | [TestProperty("Time", "short")]
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| 314 | public void MctsSymbRegBenchmarkNguyen5() {
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| 315 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
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| 316 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F5 ")));
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| 317 | TestMcts(regProblem);
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| 318 | }
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[13708] | 319 | // [TestMethod]
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[13648] | 320 | [TestCategory("Algorithms.DataAnalysis")]
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| 321 | [TestProperty("Time", "short")]
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| 322 | public void MctsSymbRegBenchmarkNguyen6() {
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| 323 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
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| 324 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F6 ")));
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| 325 | TestMcts(regProblem);
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| 326 | }
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[13708] | 327 | // [TestMethod]
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[13648] | 328 | [TestCategory("Algorithms.DataAnalysis")]
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| 329 | [TestProperty("Time", "short")]
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| 330 | public void MctsSymbRegBenchmarkNguyen7() {
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| 331 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
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| 332 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F7 ")));
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| 333 | TestMcts(regProblem);
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| 334 | }
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[13708] | 335 | // [TestMethod]
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[13648] | 336 | [TestCategory("Algorithms.DataAnalysis")]
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| 337 | [TestProperty("Time", "short")]
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| 338 | public void MctsSymbRegBenchmarkNguyen8() {
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| 339 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
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| 340 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F8 ")));
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| 341 | TestMcts(regProblem, successThreshold: 0.99);
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| 342 | }
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[13708] | 343 | // [TestMethod]
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[13648] | 344 | [TestCategory("Algorithms.DataAnalysis")]
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| 345 | [TestProperty("Time", "short")]
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| 346 | public void MctsSymbRegBenchmarkNguyen9() {
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| 347 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
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| 348 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F9 ")));
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| 349 | TestMcts(regProblem, iterations: 10000);
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| 350 | }
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[13708] | 351 | // [TestMethod]
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[13648] | 352 | [TestCategory("Algorithms.DataAnalysis")]
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| 353 | [TestProperty("Time", "short")]
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| 354 | public void MctsSymbRegBenchmarkNguyen10() {
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| 355 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
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| 356 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F10 ")));
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| 357 | TestMcts(regProblem);
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| 358 | }
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[13708] | 359 | // [TestMethod]
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[13648] | 360 | [TestCategory("Algorithms.DataAnalysis")]
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| 361 | [TestProperty("Time", "short")]
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| 362 | public void MctsSymbRegBenchmarkNguyen11() {
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| 363 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
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| 364 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F11 ")));
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| 365 | TestMcts(regProblem, 10000, 0.95); // cannot solve exactly in 10000 iterations
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| 366 | }
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[13708] | 367 | // [TestMethod]
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[13648] | 368 | [TestCategory("Algorithms.DataAnalysis")]
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| 369 | [TestProperty("Time", "short")]
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| 370 | public void MctsSymbRegBenchmarkNguyen12() {
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| 371 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.NguyenInstanceProvider();
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| 372 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("F12 ")));
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| 373 | TestMcts(regProblem, iterations: 10000, successThreshold: 0.99, allowLog: false, allowExp: false, allowInv: false);
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| 374 | }
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| 375 |
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| 376 | #endregion
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| 377 |
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| 378 | #region keijzer
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[13708] | 379 | // [TestMethod]
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[13648] | 380 | [TestCategory("Algorithms.DataAnalysis")]
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| 381 | [TestProperty("Time", "long")]
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| 382 | public void MctsSymbRegBenchmarkKeijzer5() {
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| 383 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider();
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| 384 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 5 f(")));
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| 385 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
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| 386 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
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| 387 | TestMcts(regProblem, iterations: 10000, allowExp: false, allowLog: false, allowSum: false, successThreshold: 0.99);
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| 388 | }
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| 389 |
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[13708] | 390 | // [TestMethod]
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[13648] | 391 | [TestCategory("Algorithms.DataAnalysis")]
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| 392 | [TestProperty("Time", "short")]
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| 393 | public void MctsSymbRegBenchmarkKeijzer6() {
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| 394 | // Keijzer 6 f(x) = Sum(1 / i) From 1 to X
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| 395 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider();
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| 396 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 6 f(")));
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| 397 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
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| 398 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
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| 399 | TestMcts(regProblem, allowLog: false, allowExp: false, successThreshold: 0.995); // cannot solve
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| 400 | }
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| 401 |
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[13708] | 402 | // [TestMethod]
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[13648] | 403 | [TestCategory("Algorithms.DataAnalysis")]
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| 404 | [TestProperty("Time", "short")]
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| 405 | public void MctsSymbRegBenchmarkKeijzer7() {
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| 406 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider();
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| 407 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 7 f(")));
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| 408 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
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| 409 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
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| 410 | TestMcts(regProblem);
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| 411 | }
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| 412 |
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| 413 | [TestMethod]
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[13708] | 414 | // [TestCategory("Algorithms.DataAnalysis")]
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[13648] | 415 | [TestProperty("Time", "short")]
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| 416 | public void MctsSymbRegBenchmarkKeijzer8() {
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| 417 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider();
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| 418 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 8 f(")));
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| 419 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
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| 420 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
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| 421 | TestMcts(regProblem);
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| 422 | }
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| 423 |
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| 424 | [TestMethod]
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[13708] | 425 | // [TestCategory("Algorithms.DataAnalysis")]
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[13648] | 426 | [TestProperty("Time", "short")]
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| 427 | public void MctsSymbRegBenchmarkKeijzer9() {
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| 428 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider();
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| 429 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 9 f(")));
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| 430 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
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| 431 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
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| 432 | TestMcts(regProblem);
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| 433 | }
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| 434 |
|
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| 435 | /*
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| 436 | * cannot solve this yet x^y
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| 437 | [TestMethod]
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| 438 | [TestCategory("Algorithms.DataAnalysis")]
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| 439 | [TestProperty("Time", "short")]
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| 440 | public void MctsSymbRegBenchmarkKeijzer10() {
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| 441 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider();
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| 442 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 10 f(")));
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| 443 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
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| 444 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
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| 445 | TestMcts(regProblem, iterations: 10000, successThreshold: 0.99);
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| 446 | }
|
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| 447 | */
|
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| 448 |
|
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| 449 | /* cannot solve this yet
|
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| 450 | * xy + sin( (x-1) (y-1) )
|
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| 451 | [TestMethod]
|
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| 452 | [TestCategory("Algorithms.DataAnalysis")]
|
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| 453 | [TestProperty("Time", "short")]
|
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| 454 | public void MctsSymbRegBenchmarkKeijzer11() {
|
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| 455 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider();
|
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| 456 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 11 f(")));
|
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| 457 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
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| 458 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
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| 459 | TestMcts(regProblem, successThreshold: 0.99); // cannot solve this yet
|
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| 460 | }
|
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| 461 | */
|
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[13708] | 462 | // [TestMethod]
|
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[13648] | 463 | [TestCategory("Algorithms.DataAnalysis")]
|
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| 464 | [TestProperty("Time", "short")]
|
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| 465 | public void MctsSymbRegBenchmarkKeijzer12() {
|
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| 466 | // sames a Nguyen 12
|
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| 467 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider();
|
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| 468 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 12 f(")));
|
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| 469 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 470 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
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| 471 | TestMcts(regProblem, iterations: 10000, allowLog: false, allowExp: false, allowInv: false, successThreshold: 0.99); // cannot solve exactly in 10000 iterations
|
---|
| 472 | }
|
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[13708] | 473 | // [TestMethod]
|
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[13648] | 474 | [TestCategory("Algorithms.DataAnalysis")]
|
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| 475 | [TestProperty("Time", "short")]
|
---|
| 476 | public void MctsSymbRegBenchmarkKeijzer14() {
|
---|
| 477 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider();
|
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| 478 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 14 f(")));
|
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| 479 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 480 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
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| 481 | TestMcts(regProblem);
|
---|
| 482 | }
|
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[13708] | 483 | // [TestMethod]
|
---|
[13648] | 484 | [TestCategory("Algorithms.DataAnalysis")]
|
---|
| 485 | [TestProperty("Time", "short")]
|
---|
| 486 | public void MctsSymbRegBenchmarkKeijzer15() {
|
---|
| 487 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider();
|
---|
| 488 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 15 f(")));
|
---|
| 489 | // some Keijzer problem instances have very large test partitions (here we are not concerened about test performance)
|
---|
| 490 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
---|
| 491 | TestMcts(regProblem, iterations: 10000, allowLog: false, allowExp: false, allowInv: false);
|
---|
| 492 | }
|
---|
| 493 | #endregion
|
---|
| 494 |
|
---|
| 495 | private void TestMcts(IRegressionProblemData problemData, int iterations = 2000, double successThreshold = 0.999,
|
---|
| 496 | bool allowExp = true,
|
---|
| 497 | bool allowLog = true,
|
---|
| 498 | bool allowInv = true,
|
---|
| 499 | bool allowSum = true
|
---|
| 500 | ) {
|
---|
| 501 | var mctsSymbReg = new MctsSymbolicRegressionAlgorithm();
|
---|
| 502 | var regProblem = new RegressionProblem();
|
---|
| 503 | regProblem.ProblemDataParameter.Value = problemData;
|
---|
| 504 | #region Algorithm Configuration
|
---|
| 505 | mctsSymbReg.Problem = regProblem;
|
---|
| 506 | mctsSymbReg.Iterations = iterations;
|
---|
[13654] | 507 | mctsSymbReg.MaxVariableReferences = 10;
|
---|
[13661] | 508 | var ucbPolicy = new Ucb();
|
---|
| 509 | ucbPolicy.C = 2;
|
---|
| 510 | mctsSymbReg.Policy = ucbPolicy;
|
---|
[13648] | 511 | mctsSymbReg.SetSeedRandomly = false;
|
---|
| 512 | mctsSymbReg.Seed = 1234;
|
---|
| 513 | mctsSymbReg.AllowedFactors.SetItemCheckedState(mctsSymbReg.AllowedFactors.Single(s => s.Value.Contains("exp")), allowExp);
|
---|
| 514 | mctsSymbReg.AllowedFactors.SetItemCheckedState(mctsSymbReg.AllowedFactors.Single(s => s.Value.Contains("log")), allowLog);
|
---|
| 515 | mctsSymbReg.AllowedFactors.SetItemCheckedState(mctsSymbReg.AllowedFactors.Single(s => s.Value.Contains("1 /")), allowInv);
|
---|
| 516 | mctsSymbReg.AllowedFactors.SetItemCheckedState(mctsSymbReg.AllowedFactors.Single(s => s.Value.Contains("sum of multiple")), allowSum);
|
---|
| 517 | #endregion
|
---|
| 518 | RunAlgorithm(mctsSymbReg);
|
---|
| 519 |
|
---|
| 520 | Console.WriteLine(mctsSymbReg.ExecutionTime);
|
---|
| 521 | // R² >= 0.999
|
---|
| 522 | // using arequal to get output of the actual value
|
---|
| 523 | var eps = 1.0 - successThreshold;
|
---|
| 524 | Assert.AreEqual(1.0, ((DoubleValue)mctsSymbReg.Results["Best solution quality (train)"].Value).Value, eps);
|
---|
| 525 | Assert.AreEqual(1.0, ((DoubleValue)mctsSymbReg.Results["Best solution quality (test)"].Value).Value, eps);
|
---|
| 526 | }
|
---|
| 527 |
|
---|
| 528 | private void TestMctsNumberOfSolutions(IRegressionProblemData problemData, int maxNumberOfVariables, int expectedNumberOfSolutions,
|
---|
[13651] | 529 | bool allowProd = true,
|
---|
[13648] | 530 | bool allowExp = true,
|
---|
| 531 | bool allowLog = true,
|
---|
| 532 | bool allowInv = true,
|
---|
| 533 | bool allowSum = true
|
---|
| 534 | ) {
|
---|
| 535 | var mctsSymbReg = new MctsSymbolicRegressionAlgorithm();
|
---|
| 536 | var regProblem = new RegressionProblem();
|
---|
| 537 | regProblem.ProblemDataParameter.Value = problemData;
|
---|
| 538 | #region Algorithm Configuration
|
---|
[13651] | 539 |
|
---|
| 540 | mctsSymbReg.SetSeedRandomly = false;
|
---|
| 541 | mctsSymbReg.Seed = 1234;
|
---|
[13648] | 542 | mctsSymbReg.Problem = regProblem;
|
---|
| 543 | mctsSymbReg.Iterations = int.MaxValue; // stopping when all solutions have been enumerated
|
---|
[13654] | 544 | mctsSymbReg.MaxVariableReferences = maxNumberOfVariables;
|
---|
[13661] | 545 | var ucbPolicy = new Ucb();
|
---|
| 546 | ucbPolicy.C = 1000; // essentially breadth first search
|
---|
| 547 | mctsSymbReg.Policy = ucbPolicy;
|
---|
[13651] | 548 | mctsSymbReg.AllowedFactors.SetItemCheckedState(mctsSymbReg.AllowedFactors.Single(s => s.Value.StartsWith("prod")), allowProd);
|
---|
[13648] | 549 | mctsSymbReg.AllowedFactors.SetItemCheckedState(mctsSymbReg.AllowedFactors.Single(s => s.Value.Contains("exp")), allowExp);
|
---|
| 550 | mctsSymbReg.AllowedFactors.SetItemCheckedState(mctsSymbReg.AllowedFactors.Single(s => s.Value.Contains("log")), allowLog);
|
---|
| 551 | mctsSymbReg.AllowedFactors.SetItemCheckedState(mctsSymbReg.AllowedFactors.Single(s => s.Value.Contains("1 /")), allowInv);
|
---|
| 552 | mctsSymbReg.AllowedFactors.SetItemCheckedState(mctsSymbReg.AllowedFactors.Single(s => s.Value.Contains("sum of multiple")), allowSum);
|
---|
| 553 | #endregion
|
---|
| 554 | RunAlgorithm(mctsSymbReg);
|
---|
| 555 |
|
---|
| 556 | Console.WriteLine(mctsSymbReg.ExecutionTime);
|
---|
| 557 | Assert.AreEqual(expectedNumberOfSolutions, ((IntValue)mctsSymbReg.Results["Iterations"].Value).Value);
|
---|
| 558 | }
|
---|
| 559 |
|
---|
| 560 |
|
---|
| 561 | // same as in SamplesUtil
|
---|
| 562 | private void RunAlgorithm(IAlgorithm a) {
|
---|
| 563 | var trigger = new EventWaitHandle(false, EventResetMode.ManualReset);
|
---|
| 564 | Exception ex = null;
|
---|
| 565 | a.Stopped += (src, e) => { trigger.Set(); };
|
---|
| 566 | a.ExceptionOccurred += (src, e) => { ex = e.Value; trigger.Set(); };
|
---|
| 567 | a.Prepare();
|
---|
| 568 | a.Start();
|
---|
| 569 | trigger.WaitOne();
|
---|
| 570 |
|
---|
| 571 | Assert.AreEqual(ex, null);
|
---|
| 572 | }
|
---|
| 573 |
|
---|
| 574 | }
|
---|
| 575 | }
|
---|