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