Changeset 15515 for stable/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Converters/TreeToAutoDiffTermConverter.cs

Timestamp:

12/12/17 16:16:12 (6 years ago)

Author:

mkommend

Message:

#2852: Merged r15447, r15448, r15480, r15481, r15483 into stable.

Location:

stable

Files:

• . (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis.Symbolic (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Converters/TreeToAutoDiffTermConverter.cs (modified) (4 diffs)

stable/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Converters/TreeToAutoDiffTermConverter.cs

@@ -87 +87 @@
     #endregion
 
-    public static bool TryConvertToAutoDiff(ISymbolicExpressionTree tree, bool makeVariableWeightsVariable,
+    public static bool TryConvertToAutoDiff(ISymbolicExpressionTree tree, bool makeVariableWeightsVariable, bool addLinearScalingTerms,
       out List<DataForVariable> parameters, out double[] initialConstants,
       out ParametricFunction func,
@@ -93 +93 @@
 
       // use a transformator object which holds the state (variable list, parameter list, ...) for recursive transformation of the tree
-      var transformator = new TreeToAutoDiffTermConverter(makeVariableWeightsVariable);
+      var transformator = new TreeToAutoDiffTermConverter(makeVariableWeightsVariable, addLinearScalingTerms);
       AutoDiff.Term term;
       try {
@@ -120 +120 @@
     private readonly List<AutoDiff.Variable> variables;
     private readonly bool makeVariableWeightsVariable;
-
-    private TreeToAutoDiffTermConverter(bool makeVariableWeightsVariable) {
+    private readonly bool addLinearScalingTerms;
+
+    private TreeToAutoDiffTermConverter(bool makeVariableWeightsVariable, bool addLinearScalingTerms) {
       this.makeVariableWeightsVariable = makeVariableWeightsVariable;
+      this.addLinearScalingTerms = addLinearScalingTerms;
       this.initialConstants = new List<double>();
       this.parameters = new Dictionary<DataForVariable, AutoDiff.Variable>();
@@ -248 +250 @@
       }
       if (node.Symbol is StartSymbol) {
-        var alpha = new AutoDiff.Variable();
-        var beta = new AutoDiff.Variable();
-        variables.Add(beta);
-        variables.Add(alpha);
-        return ConvertToAutoDiff(node.GetSubtree(0)) * alpha + beta;
+        if (addLinearScalingTerms) {
+          // scaling variables α, β are given at the beginning of the parameter vector
+          var alpha = new AutoDiff.Variable();
+          var beta = new AutoDiff.Variable();
+          variables.Add(beta);
+          variables.Add(alpha);
+          var t = ConvertToAutoDiff(node.GetSubtree(0));
+          return t * alpha + beta;
+        } else return ConvertToAutoDiff(node.GetSubtree(0));
       }
       throw new ConversionException();