Changeset 16461 for branches/2974_Constants_Optimization/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Converters

Timestamp:

12/28/18 15:44:31 (6 years ago)

Author:

mkommend

Message:

#2974: Added unit tests and refactoring.

File:

• branches/2974_Constants_Optimization/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Converters/TreeToAutoDiffTermConverter.cs (modified) (2 diffs)

branches/2974_Constants_Optimization/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Converters/TreeToAutoDiffTermConverter.cs

@@ -131 +131 @@
     }
 
+    public static bool TryConvertToAutoDiff(ISymbolicExpressionTree tree, bool makeVariableWeightsVariable, bool addLinearScalingTerms, Dictionary<DataForVariable, AutoDiff.Variable> parameters,
+      out ParametricFunction func,
+      out ParametricFunctionGradient func_grad
+  ) {
+
+      // use a transformator object which holds the state (variable list, parameter list, ...) for recursive transformation of the tree
+      var transformator = new TreeToAutoDiffTermConverter(makeVariableWeightsVariable, parameters);
+      AutoDiff.Term term;
+      try {
+        term = transformator.ConvertToAutoDiff(tree.Root.GetSubtree(0));
+
+        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();
+          transformator.variables.Insert(0, alpha);
+          transformator.variables.Insert(0, beta);
+
+          term = term * alpha + beta;
+        }
+        
+        var compiledTerm = term.Compile(transformator.variables.ToArray(), parameters.Select(kvp => kvp.Value).ToArray());
+
+
+        func = (vars, @params) => compiledTerm.Evaluate(vars, @params);
+        func_grad = (vars, @params) => compiledTerm.Differentiate(vars, @params);
+        return true;
+      } catch (ConversionException) {
+        func = null;
+        func_grad = null;
+      }
+      return false;
+    }
+
     // state for recursive transformation of trees 
     private readonly List<double> initialConstants;
@@ -137 +171 @@
     private readonly bool makeVariableWeightsVariable;
 
-    private TreeToAutoDiffTermConverter(bool makeVariableWeightsVariable) {
+    private TreeToAutoDiffTermConverter(bool makeVariableWeightsVariable, Dictionary<DataForVariable, AutoDiff.Variable> parameters = null) {
       this.makeVariableWeightsVariable = makeVariableWeightsVariable;
       this.initialConstants = new List<double>();
-      this.parameters = new Dictionary<DataForVariable, AutoDiff.Variable>();
+      if (parameters == null)
+        this.parameters = new Dictionary<DataForVariable, AutoDiff.Variable>();
+      else
+        this.parameters = parameters;
       this.variables = new List<AutoDiff.Variable>();
     }