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