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source: trunk/sources/HeuristicLab.Tests/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis-3.4/Util.cs @ 9416

Last change on this file since 9416 was 8798, checked in by mkommend, 12 years ago

#1081: Reintegrated time series modeling branch into trunk.

File size: 4.6 KB
RevLine 
[8798]1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System;
23using System.Collections.Generic;
24using System.Diagnostics;
25using System.Linq;
26using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
27using HeuristicLab.Random;
28namespace HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis_34.Tests {
29  internal class Util {
30    public static void InitTree(ISymbolicExpressionTree tree, MersenneTwister twister, List<string> varNames) {
31      foreach (var node in tree.IterateNodesPostfix()) {
32        if (node is VariableTreeNode) {
33          var varNode = node as VariableTreeNode;
34          varNode.Weight = twister.NextDouble() * 20.0 - 10.0;
35          varNode.VariableName = varNames[twister.Next(varNames.Count)];
36        } else if (node is ConstantTreeNode) {
37          var constantNode = node as ConstantTreeNode;
38          constantNode.Value = twister.NextDouble() * 20.0 - 10.0;
39        }
40      }
41    }
42
43
44    public static ISymbolicExpressionTree[] CreateRandomTrees(MersenneTwister twister, Dataset dataset, ISymbolicExpressionGrammar grammar, int popSize) {
45      return CreateRandomTrees(twister, dataset, grammar, popSize, 1, 200, 3, 3);
46    }
47
48    public static ISymbolicExpressionTree[] CreateRandomTrees(MersenneTwister twister, Dataset dataset, ISymbolicExpressionGrammar grammar,
49      int popSize, int minSize, int maxSize,
50      int maxFunctionDefinitions, int maxFunctionArguments) {
51      foreach (Variable variableSymbol in grammar.Symbols.OfType<Variable>()) {
52        variableSymbol.VariableNames = dataset.VariableNames.Skip(1);
53      }
54      ISymbolicExpressionTree[] randomTrees = new ISymbolicExpressionTree[popSize];
55      for (int i = 0; i < randomTrees.Length; i++) {
56        randomTrees[i] = ProbabilisticTreeCreator.Create(twister, grammar, maxSize, 10);
57      }
58      return randomTrees;
59    }
60
61    public static Dataset CreateRandomDataset(MersenneTwister twister, int rows, int columns) {
62      double[,] data = new double[rows, columns];
63      for (int i = 0; i < rows; i++) {
64        for (int j = 0; j < columns; j++) {
65          data[i, j] = twister.NextDouble() * 2.0 - 1.0;
66        }
67      }
68      IEnumerable<string> variableNames = new string[] { "y" }.Concat(Enumerable.Range(0, columns - 1).Select(x => "x" + x.ToString()));
69      Dataset ds = new Dataset(variableNames, data);
70      return ds;
71    }
72
73    public static double NodesPerSecond(long nNodes, Stopwatch watch) {
74      return nNodes / (watch.ElapsedMilliseconds / 1000.0);
75    }
76
77    private const int horizon = 10;
78    public static double CalculateEvaluatedNodesPerSec(ISymbolicExpressionTree[] trees, ISymbolicTimeSeriesPrognosisExpressionTreeInterpreter interpreter, Dataset dataset, int repetitions) {
79      interpreter.TargetVariable = dataset.VariableNames.First();
80      // warm up
81      IEnumerable<int> rows = Enumerable.Range(0, dataset.Rows - horizon);
82      long nNodes = 0;
83      for (int i = 0; i < trees.Length; i++) {
84        nNodes += trees[i].Length * (dataset.Rows - horizon) * horizon;
85        interpreter.GetSymbolicExpressionTreeValues(trees[i], dataset, rows, horizon).Count(); // count needs to evaluate all rows
86      }
87
88      Stopwatch watch = new Stopwatch();
89      for (int rep = 0; rep < repetitions; rep++) {
90        watch.Start();
91        for (int i = 0; i < trees.Length; i++) {
92          interpreter.GetSymbolicExpressionTreeValues(trees[i], dataset, rows, horizon).Count(); // count needs to evaluate all rows
93        }
94        watch.Stop();
95      }
96      Console.WriteLine("Random tree evaluation performance of " + interpreter.GetType() + ": " +
97        watch.ElapsedMilliseconds + "ms " +
98        Util.NodesPerSecond(nNodes * repetitions, watch) + " nodes/sec");
99      return Util.NodesPerSecond(nNodes * repetitions, watch);
100    }
101  }
102}
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