Changeset 17212 for branches/2994-AutoDiffForIntervals/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Interpreter/Interpreter.cs

Timestamp:

08/13/19 13:41:21 (5 years ago)

Author:

gkronber

Message:

#2994: fixed division, multiplication and cos for intervals based on failing tests

File:

• branches/2994-AutoDiffForIntervals/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Interpreter/Interpreter.cs (modified) (7 diffs)

branches/2994-AutoDiffForIntervals/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Interpreter/Interpreter.cs

@@ -484 +484 @@
     [DebuggerBrowsable(DebuggerBrowsableState.Never)]
     public AlgebraicDouble One => new AlgebraicDouble(1.0);
+
+    public bool IsInfinity => IsNegativeInfinity || IsPositiveInfinity;
+    public bool IsNegativeInfinity => double.IsNegativeInfinity(Value);
+    public bool IsPositiveInfinity => double.IsPositiveInfinity(Value);
     public AlgebraicDouble() { }
     public AlgebraicDouble(double value) { this.Value = value; }
@@ -497 +501 @@
     public AlgebraicDouble AssignCos(AlgebraicDouble a) { Value = Math.Cos(a.Value); return this; }
     public AlgebraicDouble AssignTanh(AlgebraicDouble a) { Value = Math.Tanh(a.Value); return this; }
-    public AlgebraicDouble AssignLog(AlgebraicDouble a) { Value = a.Value <= 0 ? double.NegativeInfinity : Math.Log(a.Value); return this; } // alternative definiton of log to prevent NaN
+    public AlgebraicDouble AssignLog(AlgebraicDouble a) { Value = Math.Log(a.Value); return this; } 
     public AlgebraicDouble AssignExp(AlgebraicDouble a) { Value = Math.Exp(a.Value); return this; }
     public AlgebraicDouble AssignIntPower(AlgebraicDouble a, int p) { Value = Math.Pow(a.Value, p); return this; }
@@ -803 +807 @@
       var v4 = high.Clone().Mul(a.high);
 
-      low = Algebraic.Min(Algebraic.Min(v1, v2), Algebraic.Min(v3, v4));
-      high = Algebraic.Max(Algebraic.Max(v1, v2), Algebraic.Max(v3, v4));
-      return this;
+      low = Min(Min(v1, v2), Min(v3, v4));
+      high = Max(Max(v1, v2), Max(v3, v4));
+
+      return this;
+    }
+
+    // algebraic min() / max() do not work for infinities 
+    // detect and handle infinite values explicitly
+    private static MultivariateDual<AlgebraicDouble> Min(MultivariateDual<AlgebraicDouble> a, MultivariateDual<AlgebraicDouble> b) {
+      if (a.Value.IsInfinity || b.Value.IsInfinity) return a.Value < b.Value ? a : b; // NOTE: this is not differentiable but for infinite values we do not care
+      else return Algebraic.Min(a, b); // differentiable statement
+    }
+    private static MultivariateDual<AlgebraicDouble> Max(MultivariateDual<AlgebraicDouble> a, MultivariateDual<AlgebraicDouble> b) {
+      if (a.Value.IsInfinity || b.Value.IsInfinity) return a.Value >= b.Value ? a : b; // NOTE: this is not differentiable but for infinite values we do not care
+      else return Algebraic.Max(a, b); // differentiable statement
     }
 
@@ -815 +831 @@
 
     public AlgebraicInterval AssignCos(AlgebraicInterval a) {
-      return AssignSin(a.Clone().Sub(new AlgebraicInterval(Math.PI / 2, Math.PI / 2)));
+      return AssignSin(a.Clone().Add(new AlgebraicInterval(Math.PI / 2, Math.PI / 2)));
     }
 
@@ -821 +837 @@
       if (a.Contains(0.0)) {
         if (a.low.Value.Value == 0 && a.high.Value.Value == 0) {
+          if (this.low.Value >= 0) {
+            // pos / 0
+          } else if (this.high.Value <= 0) {
+            // neg / 0
+          } else {
+            low = new MultivariateDual<AlgebraicDouble>(double.NegativeInfinity);
+            high = new MultivariateDual<AlgebraicDouble>(double.PositiveInfinity);
+          }
+        } else if (a.low.Value.Value >= 0) {
+          // a is positive 
+          Mul(new AlgebraicInterval(a.Clone().high.Inv(), new MultivariateDual<AlgebraicDouble>(double.PositiveInfinity)));
+        } else if (a.high.Value <= 0) {
+          // a is negative
+          Mul(new AlgebraicInterval(new MultivariateDual<AlgebraicDouble>(double.NegativeInfinity), a.low.Clone().Inv()));
+        } else {
+          // a is interval over zero
           low = new MultivariateDual<AlgebraicDouble>(double.NegativeInfinity);
           high = new MultivariateDual<AlgebraicDouble>(double.PositiveInfinity);
-        } else if (a.low.Value.Value == 0)
-          Mul(new AlgebraicInterval(a.Clone().high.Inv(), new MultivariateDual<AlgebraicDouble>(double.PositiveInfinity)));
-        else
-          Mul(new AlgebraicInterval(new MultivariateDual<AlgebraicDouble>(double.NegativeInfinity), a.low.Clone().Inv()));
+        }
       } else {
         Mul(new AlgebraicInterval(a.high.Clone().Inv(), a.low.Clone().Inv())); // inverting leads to inverse roles of high and low
@@ -947 +976 @@
         low = new MultivariateDual<AlgebraicDouble>(-1.0); // zero gradient
         high = new MultivariateDual<AlgebraicDouble>(1.0);
+        return this;
       }
 
@@ -1145 +1175 @@
     public MultivariateDual<V> AssignAbs(MultivariateDual<V> a) { v.AssignAbs(a.v); dv.Assign(a.dv).Scale(a.v.Clone().Sgn()); return this; }      // abs(f(x))' = f(x)*f'(x) / |f(x)|  doesn't work for intervals      
     public MultivariateDual<V> AssignSgn(MultivariateDual<V> a) { v.AssignSgn(a.v); dv = a.dv.Zero; return this; } // sign(f(x))' = 0;     
+
   }
 }