1 | using System;
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2 | using System.Diagnostics.Contracts;
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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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6 | using HeuristicLab.Algorithms.DataAnalysis.MctsSymbolicRegression.Policies;
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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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35 | // TODO: equal terms should not be allowed (see ConstraintHandler)
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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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45 | // x + x ?
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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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53 | // log(x) + log(x) ?
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54 | // log(x) + exp(x) ?
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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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59 | // exp(x) + exp(x) ?
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60 | // exp(x) + 1/x
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61 | // -- 4
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62 | // 1/x * 1/x
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63 | // 1/x + 1/x ?
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64 | // -- 2
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65 | // log(x+x) ?
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66 | // log(x*x)
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67 | // exp(x*x)
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68 | // 1/(x+x) ?
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69 | // 1/(x*x)
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70 | // -- 5
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71 |
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72 |
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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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82 | // x + x ?
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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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86 | // exp(x) + exp(x) ?
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87 | // exp(x*x)
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88 | // -- 7
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89 | // x * x * x
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90 | // x + x * x
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91 | // x + x + x ?
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92 | // x * x * exp(x)
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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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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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102 | // -- 13
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103 |
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104 | // exp(x) * exp(x) * exp(x)
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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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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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111 | // -- 2
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112 | // exp(x*x*x)
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113 | // -- 1
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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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130 |
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131 | TestMctsNumberOfSolutions(regProblem, 4, 11, allowLog: false, allowInv: false, allowExp: false);
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132 | }
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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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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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277 |
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278 | #region Nguyen
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279 | // [TestMethod]
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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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287 | // [TestMethod]
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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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295 | // [TestMethod]
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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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303 | // [TestMethod]
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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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311 | // [TestMethod]
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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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319 | // [TestMethod]
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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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327 | // [TestMethod]
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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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335 | // [TestMethod]
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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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343 | // [TestMethod]
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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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351 | // [TestMethod]
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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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359 | // [TestMethod]
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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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367 | // [TestMethod]
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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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379 | // [TestMethod]
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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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390 | // [TestMethod]
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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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402 | // [TestMethod]
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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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414 | // [TestCategory("Algorithms.DataAnalysis")]
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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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425 | // [TestCategory("Algorithms.DataAnalysis")]
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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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462 | // [TestMethod]
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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)
|
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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
|
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472 | }
|
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473 | // [TestMethod]
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474 | [TestCategory("Algorithms.DataAnalysis")]
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475 | [TestProperty("Time", "short")]
|
---|
476 | public void MctsSymbRegBenchmarkKeijzer14() {
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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)
|
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480 | if (regProblem.TestPartition.End - regProblem.TestPartition.Start > 1000) regProblem.TestPartition.End = regProblem.TestPartition.Start + 1000;
|
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481 | TestMcts(regProblem);
|
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482 | }
|
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483 | // [TestMethod]
|
---|
484 | [TestCategory("Algorithms.DataAnalysis")]
|
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485 | [TestProperty("Time", "short")]
|
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486 | public void MctsSymbRegBenchmarkKeijzer15() {
|
---|
487 | var provider = new HeuristicLab.Problems.Instances.DataAnalysis.KeijzerInstanceProvider();
|
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488 | var regProblem = provider.LoadData(provider.GetDataDescriptors().Single(x => x.Name.Contains("Keijzer 15 f(")));
|
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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;
|
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491 | TestMcts(regProblem, iterations: 10000, allowLog: false, allowExp: false, allowInv: false);
|
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492 | }
|
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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 | }
|
---|