Changeset 13310

Timestamp:

11/19/15 19:39:07 (8 years ago)

Author:

mkommend

Message:

#2175: Merged r13241, r13300, r13307, r13308 into stable.

Location:

stable

Files:

• . (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis.Symbolic (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4 (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression-3.4.csproj (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/PearsonRSquaredNestedTreeSizeEvaluator.cs (copied) (copied from trunk/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/PearsonRSquaredNestedTreeSizeEvaluator.cs) (3 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/PearsonRSquaredNumberOfVariablesEvaluator.cs (copied) (copied from trunk/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/PearsonRSquaredNumberOfVariablesEvaluator.cs) (3 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/PearsonRSquaredTreeComplexityEvaluator.cs (copied) (copied from trunk/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/PearsonRSquaredTreeComplexityEvaluator.cs) (2 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/SymbolicRegressionMultiObjectiveEvaluator.cs (modified) (2 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/SymbolicRegressionMultiObjectiveMeanSquaredErrorTreeSizeEvaluator.cs (modified) (3 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/SymbolicRegressionMultiObjectivePearsonRSquaredTreeSizeEvaluator.cs (modified) (3 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/SymbolicRegressionMultiObjectiveTrainingBestSolutionAnalyzer.cs (modified) (5 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SingleObjective/Evaluators/SymbolicRegressionConstantOptimizationEvaluator.cs (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SymbolicRegressionSolution.cs (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Analyzers/SymbolicDataAnalysisMultiObjectiveTrainingBestSolutionAnalyzer.cs (modified) (6 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/HeuristicLab.Problems.DataAnalysis.Symbolic-3.4.csproj (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/SymbolicDataAnalysisExpressionTreeSimplificationOperator.cs (copied) (copied from trunk/sources/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/SymbolicDataAnalysisExpressionTreeSimplificationOperator.cs) (1 diff)
• HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/SymbolicDataAnalysisModelComplexityCalculator.cs (copied) (copied from trunk/sources/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/SymbolicDataAnalysisModelComplexityCalculator.cs) (4 diffs)

stable/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression-3.4.csproj

@@ -123 +123 @@
   </ItemGroup>
   <ItemGroup>
+    <Compile Include="MultiObjective\PearsonRSquaredNestedTreeSizeEvaluator.cs" />
+    <Compile Include="MultiObjective\PearsonRSquaredNumberOfVariablesEvaluator.cs" />
+    <Compile Include="MultiObjective\PearsonRSquaredTreeComplexityEvaluator.cs" />
     <Compile Include="MultiObjective\SymbolicRegressionMultiObjectiveValidationBestSolutionAnalyzer.cs" />
     <Compile Include="Plugin.cs" />

stable/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/PearsonRSquaredNestedTreeSizeEvaluator.cs

@@ -44 +44 @@
     public PearsonRSquaredNestedTreeSizeEvaluator() : base() { }
 
-    public override IEnumerable<bool> Maximization { get { return new bool[2] { true, false }; } }
+    public override IEnumerable<bool> Maximization { get { return new bool[2] { true, false }; } } // maximize R² & minimize nested tree size
 
     public override IOperation InstrumentedApply() {
@@ -67 +67 @@
       if (decimalPlaces >= 0)
         r2 = Math.Round(r2, decimalPlaces);
-      return new double[2] { r2, solution.IterateNodesPostfix().Sum(n => n.GetLength()) };
+      return new double[2] { r2, solution.IterateNodesPostfix().Sum(n => n.GetLength()) }; // sum of the length of the whole sub-tree for each node 
     }
 
@@ -74 +74 @@
       EstimationLimitsParameter.ExecutionContext = context;
       ApplyLinearScalingParameter.ExecutionContext = context;
+      // DecimalPlaces parameter is a FixedValueParameter and doesn't need the context.
 
-      double[] quality = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, problemData, rows, ApplyLinearScalingParameter.ActualValue.Value, DecimalPlaces);
+      double[] quality = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, problemData, rows, ApplyLinearScalingParameter.ActualValue.Value, DecimalPlaces); 
 
       SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = null;

stable/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/PearsonRSquaredNumberOfVariablesEvaluator.cs

@@ -44 +44 @@
     public PearsonRSquaredNumberOfVariablesEvaluator() : base() { }
 
-    public override IEnumerable<bool> Maximization { get { return new bool[2] { true, false }; } }
+    public override IEnumerable<bool> Maximization { get { return new bool[2] { true, false }; } } // maximize R² and minimize the number of variables
 
     public override IOperation InstrumentedApply() {
@@ -66 +66 @@
       if (decimalPlaces >= 0)
         r2 = Math.Round(r2, decimalPlaces);
-      return new double[2] { r2, solution.IterateNodesPostfix().OfType<VariableTreeNode>().Count() };
+      return new double[2] { r2, solution.IterateNodesPostfix().OfType<VariableTreeNode>().Count() }; // count the number of variables
     }
 
@@ -73 +73 @@
       EstimationLimitsParameter.ExecutionContext = context;
       ApplyLinearScalingParameter.ExecutionContext = context;
+      // DecimalPlaces parameter is a FixedValueParameter and doesn't need the context.
 
       double[] quality = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, problemData, rows, ApplyLinearScalingParameter.ActualValue.Value, DecimalPlaces);

stable/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/PearsonRSquaredTreeComplexityEvaluator.cs

@@ -43 +43 @@
     public PearsonRSquaredTreeComplexityEvaluator() : base() { }
 
-    public override IEnumerable<bool> Maximization { get { return new bool[2] { true, false }; } }
+    public override IEnumerable<bool> Maximization { get { return new bool[2] { true, false }; } } // maximize R² and minimize model complexity 
 
     public override IOperation InstrumentedApply() {
@@ -72 +72 @@
       EstimationLimitsParameter.ExecutionContext = context;
       ApplyLinearScalingParameter.ExecutionContext = context;
+      // DecimalPlaces parameter is a FixedValueParameter and doesn't need the context.
 
       double[] quality = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, problemData, rows, ApplyLinearScalingParameter.ActualValue.Value, DecimalPlaces);

stable/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/SymbolicRegressionMultiObjectiveEvaluator.cs

@@ -22 +22 @@
 
 using HeuristicLab.Common;
+using HeuristicLab.Core;
+using HeuristicLab.Data;
+using HeuristicLab.Parameters;
 using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
+
 namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Regression {
+  [StorableClass]
   public abstract class SymbolicRegressionMultiObjectiveEvaluator : SymbolicDataAnalysisMultiObjectiveEvaluator<IRegressionProblemData>, ISymbolicRegressionMultiObjectiveEvaluator {
+    private const string DecimalPlacesParameterName = "Decimal Places";
+    private const string UseConstantOptimizationParameterName = "Use constant optimization";
+    private const string ConstantOptimizationIterationsParameterName = "Constant optimization iterations";
+
+    public IFixedValueParameter<IntValue> DecimalPlacesParameter {
+      get { return (IFixedValueParameter<IntValue>)Parameters[DecimalPlacesParameterName]; }
+    }
+    public IFixedValueParameter<BoolValue> UseConstantOptimizationParameter {
+      get { return (IFixedValueParameter<BoolValue>)Parameters[UseConstantOptimizationParameterName]; }
+    }
+
+    public IFixedValueParameter<IntValue> ConstantOptimizationIterationsParameter {
+      get { return (IFixedValueParameter<IntValue>)Parameters[ConstantOptimizationIterationsParameterName]; }
+    }
+
+
+    public int DecimalPlaces {
+      get { return DecimalPlacesParameter.Value.Value; }
+      set { DecimalPlacesParameter.Value.Value = value; }
+    }
+    public bool UseConstantOptimization {
+      get { return UseConstantOptimizationParameter.Value.Value; }
+      set { UseConstantOptimizationParameter.Value.Value = value; }
+    }
+    public int ConstantOptimizationIterations {
+      get { return ConstantOptimizationIterationsParameter.Value.Value; }
+      set { ConstantOptimizationIterationsParameter.Value.Value = value; }
+    }
+
     [StorableConstructor]
     protected SymbolicRegressionMultiObjectiveEvaluator(bool deserializing) : base(deserializing) { }
@@ -31 +65 @@
     }
 
-    protected SymbolicRegressionMultiObjectiveEvaluator() : base() { }
+    protected SymbolicRegressionMultiObjectiveEvaluator()
+      : base() {
+      Parameters.Add(new FixedValueParameter<IntValue>(DecimalPlacesParameterName, "The number of decimal places used for rounding the quality values.", new IntValue(5)) { Hidden = true });
+      Parameters.Add(new FixedValueParameter<BoolValue>(UseConstantOptimizationParameterName, "", new BoolValue(false)));
+      Parameters.Add(new FixedValueParameter<IntValue>(ConstantOptimizationIterationsParameterName, "The number of iterations constant optimization should be applied.", new IntValue(5)));
+    }
+
+    [StorableHook(HookType.AfterDeserialization)]
+    private void AfterDeserialization() {
+      if (!Parameters.ContainsKey(UseConstantOptimizationParameterName)) {
+        Parameters.Add(new FixedValueParameter<BoolValue>(UseConstantOptimizationParameterName, "", new BoolValue(false)));
+      }
+      if (!Parameters.ContainsKey(DecimalPlacesParameterName)) {
+        Parameters.Add(new FixedValueParameter<IntValue>(DecimalPlacesParameterName, "The number of decimal places used for rounding the quality values.", new IntValue(-1)) { Hidden = true });
+      }
+      if (!Parameters.ContainsKey(ConstantOptimizationIterationsParameterName)) {
+        Parameters.Add(new FixedValueParameter<IntValue>(ConstantOptimizationIterationsParameterName, "The number of iterations constant optimization should be applied.", new IntValue(5)));
+      }
+    }
   }
 }

stable/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/SymbolicRegressionMultiObjectiveMeanSquaredErrorTreeSizeEvaluator.cs

@@ -20 +20 @@
 #endregion
 
+using System;
 using System.Collections.Generic;
 using HeuristicLab.Common;
@@ -47 +48 @@
       IEnumerable<int> rows = GenerateRowsToEvaluate();
       var solution = SymbolicExpressionTreeParameter.ActualValue;
-      double[] qualities = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, solution, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, ProblemDataParameter.ActualValue, rows, ApplyLinearScalingParameter.ActualValue.Value);
+      var problemData = ProblemDataParameter.ActualValue;
+      var interpreter = SymbolicDataAnalysisTreeInterpreterParameter.ActualValue;
+      var estimationLimits = EstimationLimitsParameter.ActualValue;
+      var applyLinearScaling = ApplyLinearScalingParameter.ActualValue.Value;
+
+      if (UseConstantOptimization) {
+        SymbolicRegressionConstantOptimizationEvaluator.OptimizeConstants(interpreter, solution, problemData, rows, applyLinearScaling, ConstantOptimizationIterations, estimationLimits.Upper, estimationLimits.Lower);
+      }
+
+      double[] qualities = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, solution, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, ProblemDataParameter.ActualValue, rows, ApplyLinearScalingParameter.ActualValue.Value, DecimalPlaces);
       QualitiesParameter.ActualValue = new DoubleArray(qualities);
       return base.InstrumentedApply();
     }
 
-    public static double[] Calculate(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree solution, double lowerEstimationLimit, double upperEstimationLimit, IRegressionProblemData problemData, IEnumerable<int> rows, bool applyLinearScaling) {
-      IEnumerable<double> estimatedValues = interpreter.GetSymbolicExpressionTreeValues(solution, problemData.Dataset, rows);
-      IEnumerable<double> targetValues = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, rows);
-      OnlineCalculatorError errorState;
+    public static double[] Calculate(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree solution, double lowerEstimationLimit, double upperEstimationLimit, IRegressionProblemData problemData, IEnumerable<int> rows, bool applyLinearScaling, int decimalPlaces) {
+      var mse = SymbolicRegressionSingleObjectiveMeanSquaredErrorEvaluator.Calculate(interpreter, solution, lowerEstimationLimit,
+        upperEstimationLimit, problemData, rows, applyLinearScaling);
 
-      double mse;
-      if (applyLinearScaling) {
-        var mseCalculator = new OnlineMeanSquaredErrorCalculator();
-        CalculateWithScaling(targetValues, estimatedValues, lowerEstimationLimit, upperEstimationLimit, mseCalculator, problemData.Dataset.Rows);
-        errorState = mseCalculator.ErrorState;
-        mse = mseCalculator.MeanSquaredError;
-      } else {
-        IEnumerable<double> boundedEstimatedValues = estimatedValues.LimitToRange(lowerEstimationLimit, upperEstimationLimit);
-        mse = OnlineMeanSquaredErrorCalculator.Calculate(targetValues, boundedEstimatedValues, out errorState);
-      }
-      if (errorState != OnlineCalculatorError.None) mse = double.NaN;
+      if (decimalPlaces >= 0)
+        mse = Math.Round(mse, decimalPlaces);
+
       return new double[2] { mse, solution.Length };
     }
@@ -76 +77 @@
       ApplyLinearScalingParameter.ExecutionContext = context;
 
-      double[] quality = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, problemData, rows, ApplyLinearScalingParameter.ActualValue.Value);
+      double[] quality = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, problemData, rows, ApplyLinearScalingParameter.ActualValue.Value, DecimalPlaces);
 
       SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = null;

stable/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/SymbolicRegressionMultiObjectivePearsonRSquaredTreeSizeEvaluator.cs

@@ -20 +20 @@
 #endregion
 
+using System;
 using System.Collections.Generic;
 using HeuristicLab.Common;
@@ -47 +48 @@
       IEnumerable<int> rows = GenerateRowsToEvaluate();
       var solution = SymbolicExpressionTreeParameter.ActualValue;
-      double[] qualities = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, solution, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, ProblemDataParameter.ActualValue, rows, ApplyLinearScalingParameter.ActualValue.Value);
+      var problemData = ProblemDataParameter.ActualValue;
+      var interpreter = SymbolicDataAnalysisTreeInterpreterParameter.ActualValue;
+      var estimationLimits = EstimationLimitsParameter.ActualValue;
+      var applyLinearScaling = ApplyLinearScalingParameter.ActualValue.Value;
+
+      if (UseConstantOptimization) {
+        SymbolicRegressionConstantOptimizationEvaluator.OptimizeConstants(interpreter, solution, problemData, rows, applyLinearScaling, ConstantOptimizationIterations, estimationLimits.Upper, estimationLimits.Lower);
+      }
+      double[] qualities = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, solution, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, ProblemDataParameter.ActualValue, rows, ApplyLinearScalingParameter.ActualValue.Value, DecimalPlaces);
       QualitiesParameter.ActualValue = new DoubleArray(qualities);
       return base.InstrumentedApply();
     }
 
-    public static double[] Calculate(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree solution, double lowerEstimationLimit, double upperEstimationLimit, IRegressionProblemData problemData, IEnumerable<int> rows, bool applyLinearScaling) {
-      IEnumerable<double> estimatedValues = interpreter.GetSymbolicExpressionTreeValues(solution, problemData.Dataset, rows);
-      IEnumerable<double> targetValues = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, rows);
-      OnlineCalculatorError errorState;
-
-      double r;
-      if (applyLinearScaling) {
-        var rCalculator = new OnlinePearsonsRCalculator();
-        CalculateWithScaling(targetValues, estimatedValues, lowerEstimationLimit, upperEstimationLimit, rCalculator, problemData.Dataset.Rows);
-        errorState = rCalculator.ErrorState;
-        r = rCalculator.R;
-      } else {
-        IEnumerable<double> boundedEstimatedValues = estimatedValues.LimitToRange(lowerEstimationLimit, upperEstimationLimit);
-        r = OnlinePearsonsRCalculator.Calculate(targetValues, boundedEstimatedValues, out errorState);
-      }
-
-      if (errorState != OnlineCalculatorError.None) r = double.NaN;
-      return new double[2] { r*r, solution.Length };
+    public static double[] Calculate(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree solution, double lowerEstimationLimit, double upperEstimationLimit, IRegressionProblemData problemData, IEnumerable<int> rows, bool applyLinearScaling, int decimalPlaces) {
+      double r2 = SymbolicRegressionSingleObjectivePearsonRSquaredEvaluator.Calculate(interpreter, solution, lowerEstimationLimit, upperEstimationLimit, problemData, rows, applyLinearScaling);
+      if (decimalPlaces >= 0)
+        r2 = Math.Round(r2, decimalPlaces);
+      return new double[2] { r2, solution.Length };
     }
 
@@ -77 +73 @@
       ApplyLinearScalingParameter.ExecutionContext = context;
 
-      double[] quality = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, problemData, rows, ApplyLinearScalingParameter.ActualValue.Value);
+      double[] quality = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, problemData, rows, ApplyLinearScalingParameter.ActualValue.Value, DecimalPlaces);
 
       SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = null;

stable/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/SymbolicRegressionMultiObjectiveTrainingBestSolutionAnalyzer.cs

@@ -20 +20 @@
 #endregion
 
+using System.Collections.Generic;
+using System.Linq;
+using HeuristicLab.Analysis;
 using HeuristicLab.Common;
 using HeuristicLab.Core;
+using HeuristicLab.Data;
 using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
+using HeuristicLab.Optimization;
 using HeuristicLab.Parameters;
 using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
@@ -37 +42 @@
     private const string SymbolicDataAnalysisTreeInterpreterParameterName = "SymbolicDataAnalysisTreeInterpreter";
     private const string EstimationLimitsParameterName = "EstimationLimits";
+    private const string MaximumSymbolicExpressionTreeLengthParameterName = "MaximumSymbolicExpressionTreeLength";
+    private const string ValidationPartitionParameterName = "ValidationPartition";
+
     #region parameter properties
     public ILookupParameter<IRegressionProblemData> ProblemDataParameter {
@@ -47 +55 @@
       get { return (IValueLookupParameter<DoubleLimit>)Parameters[EstimationLimitsParameterName]; }
     }
+    public ILookupParameter<IntValue> MaximumSymbolicExpressionTreeLengthParameter {
+      get { return (ILookupParameter<IntValue>)Parameters[MaximumSymbolicExpressionTreeLengthParameterName]; }
+    }
+
+    public IValueLookupParameter<IntRange> ValidationPartitionParameter {
+      get { return (IValueLookupParameter<IntRange>)Parameters[ValidationPartitionParameterName]; }
+    }
     #endregion
 
@@ -54 +69 @@
     public SymbolicRegressionMultiObjectiveTrainingBestSolutionAnalyzer()
       : base() {
-      Parameters.Add(new LookupParameter<IRegressionProblemData>(ProblemDataParameterName, "The problem data for the symbolic regression solution."));
-      Parameters.Add(new LookupParameter<ISymbolicDataAnalysisExpressionTreeInterpreter>(SymbolicDataAnalysisTreeInterpreterParameterName, "The symbolic data analysis tree interpreter for the symbolic expression tree."));
-      Parameters.Add(new ValueLookupParameter<DoubleLimit>(EstimationLimitsParameterName, "The lower and upper limit for the estimated values produced by the symbolic regression model."));
+      Parameters.Add(new LookupParameter<IRegressionProblemData>(ProblemDataParameterName, "The problem data for the symbolic regression solution.") { Hidden = true });
+      Parameters.Add(new LookupParameter<ISymbolicDataAnalysisExpressionTreeInterpreter>(SymbolicDataAnalysisTreeInterpreterParameterName, "The symbolic data analysis tree interpreter for the symbolic expression tree.") { Hidden = true });
+      Parameters.Add(new ValueLookupParameter<DoubleLimit>(EstimationLimitsParameterName, "The lower and upper limit for the estimated values produced by the symbolic regression model.") { Hidden = true });
+      Parameters.Add(new LookupParameter<IntValue>(MaximumSymbolicExpressionTreeLengthParameterName, "Maximal length of the symbolic expression.") { Hidden = true });
+      Parameters.Add(new ValueLookupParameter<IntRange>(ValidationPartitionParameterName, "The validation partition."));
+    }
+
+    [StorableHook(HookType.AfterDeserialization)]
+    private void AfterDeserialization() {
+      if (!Parameters.ContainsKey(MaximumSymbolicExpressionTreeLengthParameterName))
+        Parameters.Add(new LookupParameter<IntValue>(MaximumSymbolicExpressionTreeLengthParameterName, "Maximal length of the symbolic expression.") { Hidden = true });
+      if (!Parameters.ContainsKey(ValidationPartitionParameterName))
+        Parameters.Add(new ValueLookupParameter<IntRange>(ValidationPartitionParameterName, "The validation partition."));
     }
 
@@ -68 +93 @@
       return new SymbolicRegressionSolution(model, (IRegressionProblemData)ProblemDataParameter.ActualValue.Clone());
     }
+
+    public override IOperation Apply() {
+      var operation = base.Apply();
+      var paretoFront = TrainingBestSolutionsParameter.ActualValue;
+
+      IResult result;
+      ScatterPlot qualityToTreeSize;
+      if (!ResultCollection.TryGetValue("Pareto Front Analysis", out result)) {
+        qualityToTreeSize = new ScatterPlot("Quality vs Tree Size", "");
+        qualityToTreeSize.VisualProperties.XAxisMinimumAuto = false;
+        qualityToTreeSize.VisualProperties.XAxisMaximumAuto = false;
+        qualityToTreeSize.VisualProperties.YAxisMinimumAuto = false;
+        qualityToTreeSize.VisualProperties.YAxisMaximumAuto = false;
+
+        qualityToTreeSize.VisualProperties.XAxisMinimumFixedValue = 0;
+        qualityToTreeSize.VisualProperties.XAxisMaximumFixedValue = MaximumSymbolicExpressionTreeLengthParameter.ActualValue.Value;
+        qualityToTreeSize.VisualProperties.YAxisMinimumFixedValue = 0;
+        qualityToTreeSize.VisualProperties.YAxisMaximumFixedValue = 2;
+        ResultCollection.Add(new Result("Pareto Front Analysis", qualityToTreeSize));
+      } else {
+        qualityToTreeSize = (ScatterPlot)result.Value;
+      }
+
+
+      int previousTreeLength = -1;
+      var sizeParetoFront = new LinkedList<ISymbolicRegressionSolution>();
+      foreach (var solution in paretoFront.OrderBy(s => s.Model.SymbolicExpressionTree.Length)) {
+        int treeLength = solution.Model.SymbolicExpressionTree.Length;
+        if (!sizeParetoFront.Any()) sizeParetoFront.AddLast(solution);
+        if (solution.TrainingNormalizedMeanSquaredError < sizeParetoFront.Last.Value.TrainingNormalizedMeanSquaredError) {
+          if (treeLength == previousTreeLength)
+            sizeParetoFront.RemoveLast();
+          sizeParetoFront.AddLast(solution);
+        }
+        previousTreeLength = treeLength;
+      }
+
+      qualityToTreeSize.Rows.Clear();
+      var trainingRow = new ScatterPlotDataRow("Training NMSE", "", sizeParetoFront.Select(x => new Point2D<double>(x.Model.SymbolicExpressionTree.Length, x.TrainingNormalizedMeanSquaredError)));
+      trainingRow.VisualProperties.PointSize = 8;
+      qualityToTreeSize.Rows.Add(trainingRow);
+
+      var validationPartition = ValidationPartitionParameter.ActualValue;
+      if (validationPartition.Size != 0) {
+        var problemData = ProblemDataParameter.ActualValue;
+        var validationIndizes = Enumerable.Range(validationPartition.Start, validationPartition.Size).ToList();
+        var targetValues = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, validationIndizes).ToList();
+        OnlineCalculatorError error;
+        var validationRow = new ScatterPlotDataRow("Validation NMSE", "",
+          sizeParetoFront.Select(x => new Point2D<double>(x.Model.SymbolicExpressionTree.Length,
+          OnlineNormalizedMeanSquaredErrorCalculator.Calculate(targetValues, x.GetEstimatedValues(validationIndizes), out error))));
+        validationRow.VisualProperties.PointSize = 7;
+        qualityToTreeSize.Rows.Add(validationRow);
+      }
+
+      return operation;
+    }
+
   }
 }

stable/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SingleObjective/Evaluators/SymbolicRegressionConstantOptimizationEvaluator.cs

@@ -164 +164 @@
 
 
+    // TODO: swap positions of lowerEstimationLimit and upperEstimationLimit parameters
     public static double OptimizeConstants(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree tree, IRegressionProblemData problemData,
       IEnumerable<int> rows, bool applyLinearScaling, int maxIterations, double upperEstimationLimit = double.MaxValue, double lowerEstimationLimit = double.MinValue, bool updateConstantsInTree = true) {

stable/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SymbolicRegressionSolution.cs

@@ -118 +118 @@
       estimationLimitResults.Add(new Result(TestNaNEvaluationsResultName, "", new IntValue()));
       Add(new Result(EstimationLimitsResultsResultName, "Results concerning the estimation limits of symbolic regression solution", estimationLimitResults));
-
       RecalculateResults();
     }

stable/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Analyzers/SymbolicDataAnalysisMultiObjectiveTrainingBestSolutionAnalyzer.cs

@@ -20 +20 @@
 #endregion
 
-using System;
 using System.Collections.Generic;
 using System.Linq;
@@ -42 +41 @@
     private const string TrainingBestSolutionQualitiesParameterName = "Best training solution qualities";
     private const string UpdateAlwaysParameterName = "Always update best solutions";
+    private const string TrainingBestSolutionParameterName = "Best training solution";
 
     #region parameter properties
@@ -55 +55 @@
     #endregion
     #region properties
-    public ItemList<T> TrainingBestSolutions {
+    private ItemList<T> TrainingBestSolutions {
       get { return TrainingBestSolutionsParameter.ActualValue; }
       set { TrainingBestSolutionsParameter.ActualValue = value; }
     }
-    public ItemList<DoubleArray> TrainingBestSolutionQualities {
+    private ItemList<DoubleArray> TrainingBestSolutionQualities {
       get { return TrainingBestSolutionQualitiesParameter.ActualValue; }
       set { TrainingBestSolutionQualitiesParameter.ActualValue = value; }
     }
-    public BoolValue UpdateAlways {
-      get { return UpdateAlwaysParameter.Value; }
+    public bool UpdateAlways {
+      get { return UpdateAlwaysParameter.Value.Value; }
+      set { UpdateAlwaysParameter.Value.Value = value; }
     }
     #endregion
@@ -97 +98 @@
       }
 
+      if (!results.ContainsKey(TrainingBestSolutionParameterName)) {
+        results.Add(new Result(TrainingBestSolutionParameterName, "", typeof(ISymbolicDataAnalysisSolution)));
+      }
+
       //if the pareto front of best solutions shall be updated regardless of the quality, the list initialized empty to discard old solutions
-      IList<double[]> trainingBestQualities;
-      if (UpdateAlways.Value) {
+      List<double[]> trainingBestQualities;
+      if (UpdateAlways) {
         trainingBestQualities = new List<double[]>();
       } else {
@@ -105 +110 @@
       }
 
-      #region find best trees
-      IList<int> nonDominatedIndexes = new List<int>();
-      ISymbolicExpressionTree[] tree = SymbolicExpressionTree.ToArray();
+      ISymbolicExpressionTree[] trees = SymbolicExpressionTree.ToArray();
       List<double[]> qualities = Qualities.Select(x => x.ToArray()).ToList();
       bool[] maximization = Maximization.ToArray();
-      List<double[]> newNonDominatedQualities = new List<double[]>();
-      for (int i = 0; i < tree.Length; i++) {
-        if (IsNonDominated(qualities[i], trainingBestQualities, maximization) &&
-          IsNonDominated(qualities[i], qualities, maximization)) {
-          if (!newNonDominatedQualities.Contains(qualities[i], new DoubleArrayComparer())) {
-            newNonDominatedQualities.Add(qualities[i]);
-            nonDominatedIndexes.Add(i);
+
+      var nonDominatedIndividuals = new[] { new { Tree = default(ISymbolicExpressionTree), Qualities = default(double[]) } }.ToList();
+      nonDominatedIndividuals.Clear();
+
+      // build list of new non-dominated solutions
+      for (int i = 0; i < trees.Length; i++) {
+        if (IsNonDominated(qualities[i], nonDominatedIndividuals.Select(ind => ind.Qualities), maximization) &&
+            IsNonDominated(qualities[i], trainingBestQualities, maximization)) {
+          for (int j = nonDominatedIndividuals.Count - 1; j >= 0; j--) {
+            if (IsBetterOrEqual(qualities[i], nonDominatedIndividuals[j].Qualities, maximization)) {
+              nonDominatedIndividuals.RemoveAt(j);
+            }
           }
+          nonDominatedIndividuals.Add(new { Tree = trees[i], Qualities = qualities[i] });
         }
       }
-      #endregion
+
+      var nonDominatedSolutions = nonDominatedIndividuals.Select(x => new { Solution = CreateSolution(x.Tree, x.Qualities), Qualities = x.Qualities }).ToList();
+      nonDominatedSolutions.ForEach(s => s.Solution.Name = string.Join(",", s.Qualities.Select(q => q.ToString())));
+
       #region update Pareto-optimal solution archive
-      if (nonDominatedIndexes.Count > 0) {
-        ItemList<DoubleArray> nonDominatedQualities = new ItemList<DoubleArray>();
-        ItemList<T> nonDominatedSolutions = new ItemList<T>();
-        // add all new non-dominated solutions to the archive
-        foreach (var index in nonDominatedIndexes) {
-          T solution = CreateSolution(tree[index], qualities[index]);
-          nonDominatedSolutions.Add(solution);
-          nonDominatedQualities.Add(new DoubleArray(qualities[index]));
-        }
-        // add old non-dominated solutions only if they are not dominated by one of the new solutions
+      if (nonDominatedSolutions.Count > 0) {
+        //add old non-dominated solutions only if they are not dominated by one of the new solutions
         for (int i = 0; i < trainingBestQualities.Count; i++) {
-          if (IsNonDominated(trainingBestQualities[i], newNonDominatedQualities, maximization)) {
-            if (!newNonDominatedQualities.Contains(trainingBestQualities[i], new DoubleArrayComparer())) {
-              nonDominatedSolutions.Add(TrainingBestSolutions[i]);
-              nonDominatedQualities.Add(TrainingBestSolutionQualities[i]);
-            }
+          if (IsNonDominated(trainingBestQualities[i], nonDominatedSolutions.Select(x => x.Qualities), maximization)) {
+            nonDominatedSolutions.Add(new { Solution = TrainingBestSolutions[i], Qualities = TrainingBestSolutionQualities[i].ToArray() });
           }
         }
 
-        results[TrainingBestSolutionsParameter.Name].Value = nonDominatedSolutions;
-        results[TrainingBestSolutionQualitiesParameter.Name].Value = nonDominatedQualities;
+        //assumes the the first objective is always the accuracy
+        var sortedNonDominatedSolutions = maximization[0]
+          ? nonDominatedSolutions.OrderByDescending(x => x.Qualities[0])
+          : nonDominatedSolutions.OrderBy(x => x.Qualities[0]);
+        var trainingBestSolution = sortedNonDominatedSolutions.Select(s => s.Solution).First();
+        results[TrainingBestSolutionParameterName].Value = trainingBestSolution;
+        TrainingBestSolutions = new ItemList<T>(sortedNonDominatedSolutions.Select(x => x.Solution));
+        results[TrainingBestSolutionsParameter.Name].Value = TrainingBestSolutions;
+        TrainingBestSolutionQualities = new ItemList<DoubleArray>(sortedNonDominatedSolutions.Select(x => new DoubleArray(x.Qualities)));
+        results[TrainingBestSolutionQualitiesParameter.Name].Value = TrainingBestSolutionQualities;
       }
       #endregion
@@ -148 +157 @@
     }
 
-    private class DoubleArrayComparer : IEqualityComparer<double[]> {
-      public bool Equals(double[] x, double[] y) {
-        if (y.Length != x.Length) throw new ArgumentException();
-        for (int i = 0; i < x.Length; i++) {
-          if (!x[i].IsAlmost(y[i])) return false;
-        }
-        return true;
-      }
-
-      public int GetHashCode(double[] obj) {
-        int c = obj.Length;
-        for (int i = 0; i < obj.Length; i++)
-          c ^= obj[i].GetHashCode();
-        return c;
-      }
-    }
-
     protected abstract T CreateSolution(ISymbolicExpressionTree bestTree, double[] bestQuality);
 
-    private bool IsNonDominated(double[] point, IList<double[]> points, bool[] maximization) {
+    private bool IsNonDominated(double[] point, IEnumerable<double[]> points, bool[] maximization) {
       foreach (var refPoint in points) {
-        bool refPointDominatesPoint = true;
-        for (int i = 0; i < point.Length; i++) {
-          refPointDominatesPoint &= IsBetterOrEqual(refPoint[i], point[i], maximization[i]);
-        }
+        bool refPointDominatesPoint = IsBetterOrEqual(refPoint, point, maximization);
         if (refPointDominatesPoint) return false;
       }
       return true;
     }
+
+    private bool IsBetterOrEqual(double[] lhs, double[] rhs, bool[] maximization) {
+      for (int i = 0; i < lhs.Length; i++) {
+        var result = IsBetterOrEqual(lhs[i], rhs[i], maximization[i]);
+        if (!result) return false;
+      }
+      return true;
+    }
+
     private bool IsBetterOrEqual(double lhs, double rhs, bool maximization) {
-      if (maximization) return lhs > rhs;
-      else return lhs < rhs;
+      if (maximization) return lhs >= rhs;
+      else return lhs <= rhs;
     }
   }

stable/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/HeuristicLab.Problems.DataAnalysis.Symbolic-3.4.csproj

@@ -138 +138 @@
     <Compile Include="Importer\Token.cs" />
     <Compile Include="Interfaces\IModelBacktransformator.cs" />
+    <Compile Include="SymbolicDataAnalysisExpressionTreeSimplificationOperator.cs" />
+    <Compile Include="SymbolicDataAnalysisModelComplexityCalculator.cs" />
     <Compile Include="SymbolicExpressionTreeBacktransformator.cs" />
     <Compile Include="SymbolicDataAnalysisExpressionPruningOperator.cs" />

stable/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/SymbolicDataAnalysisExpressionTreeSimplificationOperator.cs

@@ -28 +28 @@
 
 namespace HeuristicLab.Problems.DataAnalysis.Symbolic {
-  [Item("SymbolicExpressionTreeSimplificationOperator", "Simplfies symbolic expression trees encoding a mathematical formula.")]
+  [Item("SymbolicExpressionTreeSimplificationOperator", "Simplifies symbolic expression trees encoding a mathematical formula.")]
   [StorableClass]
   public class SymbolicDataAnalysisExpressionTreeSimplificationOperator : SingleSuccessorOperator, ISymbolicExpressionTreeOperator {

stable/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/SymbolicDataAnalysisModelComplexityCalculator.cs

@@ -42 +42 @@
             return 2;
           }
-        case OpCodes.Add: {
-            double complexity = 0;
-            for (int i = 0; i < node.SubtreeCount; i++) {
-              complexity += CalculateComplexity(node.GetSubtree(i));
-            }
-            return complexity;
-          }
+        case OpCodes.Add: 
         case OpCodes.Sub: {
             double complexity = 0;
@@ -56 +50 @@
             return complexity;
           }
-        case OpCodes.Mul: {
-            double complexity = 1;
-            for (int i = 0; i < node.SubtreeCount; i++) {
-              var nodeComplexity = CalculateComplexity(node.GetSubtree(i));
-              complexity *= nodeComplexity + 1;
-            }
-            return complexity;
-          }
+        case OpCodes.Mul: 
         case OpCodes.Div: {
             double complexity = 1;
@@ -72 +59 @@
             return complexity;
           }
-        case OpCodes.Sin: {
-            double complexity = CalculateComplexity(node.GetSubtree(0));
-            return Math.Pow(2.0, complexity);
-          }
-        case OpCodes.Cos: {
-            double complexity = CalculateComplexity(node.GetSubtree(0));
-            return Math.Pow(2.0, complexity);
-          }
-        case OpCodes.Tan: {
-            double complexity = CalculateComplexity(node.GetSubtree(0));
-            return Math.Pow(2.0, complexity);
-          }
-        case OpCodes.Exp: {
-            double complexity = CalculateComplexity(node.GetSubtree(0));
-            return Math.Pow(2.0, complexity);
-          }
+        case OpCodes.Sin:
+        case OpCodes.Cos: 
+        case OpCodes.Tan:
+        case OpCodes.Exp: 
         case OpCodes.Log: {
             double complexity = CalculateComplexity(node.GetSubtree(0));
@@ -100 +75 @@
             return complexity * complexity * complexity;
           }
-        case OpCodes.Power: {
+        case OpCodes.Power:          
+        case OpCodes.Root: {
             double complexity = CalculateComplexity(node.GetSubtree(0));
-            var exponentNode = node.GetSubtree(1) as ConstantTreeNode;
-            if (exponentNode != null) {
-              double exponent = exponentNode.Value;
-              if (exponent < 0) exponent = Math.Abs(exponent);
-              if (exponent < 1) exponent = 1 / exponent;
-              return Math.Pow(complexity, Math.Round(exponent));
+            var exponent = node.GetSubtree(1) as ConstantTreeNode;
+            if (exponent != null) {
+              double expVal = exponent.Value;
+              if (expVal < 0) expVal = Math.Abs(expVal);
+              if (expVal < 1) expVal = 1 / expVal;
+              return Math.Pow(complexity, Math.Round(expVal));
             }
 
-            double exponentComplexity = CalculateComplexity(node.GetSubtree(1));
-            return Math.Pow(complexity, 2 * exponentComplexity);
-          }
-        case OpCodes.Root: {
-            double complexity = CalculateComplexity(node.GetSubtree(0));
-            var rootNode = node.GetSubtree(1) as ConstantTreeNode;
-            if (rootNode != null) {
-              double root = rootNode.Value;
-              if (root < 0) root = Math.Abs(root);
-              if (root < 1) root = 1 / root;
-              return Math.Pow(complexity, Math.Round(root));
-            }
-
-            double rootComplexity = CalculateComplexity(node.GetSubtree(1));
-            return Math.Pow(complexity, 2 * rootComplexity);
+            double expComplexity = CalculateComplexity(node.GetSubtree(1));
+            return Math.Pow(complexity, 2 * expComplexity);
           }