Changeset 17216 for branches/2994-AutoDiffForIntervals

Timestamp:

08/13/19 19:05:08 (5 years ago)

Author:

gkronber

Message:

#2994 bug fix for integer roots (in particular cbrt (same as in trunk)) added a unit test to compare outputs of new evaluators to LinearInterpreter

Location:

branches/2994-AutoDiffForIntervals

Files:

• HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Interpreter/Interpreter.cs (modified) (3 diffs)
• HeuristicLab.Tests/HeuristicLab.Problems.DataAnalysis.Symbolic-3.4/SymbolicDataAnalysisExpressionTreeInterpreterTest.cs (modified) (1 diff)

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

@@ -501 +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 = Math.Log(a.Value); return this; } 
+    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; }
-    public AlgebraicDouble AssignIntRoot(AlgebraicDouble a, int r) { Value = Math.Pow(a.Value, 1.0 / r); return this; }
+    public AlgebraicDouble AssignIntRoot(AlgebraicDouble a, int r) { Value = IntRoot(a.Value, r); return this; }
+
+    // helper
+    private static double IntRoot(double value, int r) {
+      if (r % 2 == 0) return Math.Pow(value, 1.0 / r);
+      else return value < 0 ? -Math.Pow(-value, 1.0 / r) : Math.Pow(value, 1.0 / r);
+    }
+
     public AlgebraicDouble AssignAbs(AlgebraicDouble a) { Value = Math.Abs(a.Value); return this; }
     public AlgebraicDouble AssignSgn(AlgebraicDouble a) { Value = double.IsNaN(a.Value) ? double.NaN : Math.Sign(a.Value); return this; }
@@ -549 +556 @@
     public AlgebraicDoubleVector AssignTanh(AlgebraicDoubleVector a) { for (int i = 0; i < arr.Length; ++i) { arr[i] = Math.Tanh(a.arr[i]); } return this; }
     public AlgebraicDoubleVector AssignIntPower(AlgebraicDoubleVector a, int p) { for (int i = 0; i < arr.Length; ++i) { arr[i] = Math.Pow(a.arr[i], p); } return this; }
-    public AlgebraicDoubleVector AssignIntRoot(AlgebraicDoubleVector a, int r) { for (int i = 0; i < arr.Length; ++i) { arr[i] = Math.Pow(a.arr[i], 1.0 / r); } return this; }
+    public AlgebraicDoubleVector AssignIntRoot(AlgebraicDoubleVector a, int r) { for (int i = 0; i < arr.Length; ++i) { arr[i] = IntRoot(a.arr[i], r); } return this; }
+
+    // helper
+    private double IntRoot(double v, int r) {
+      if (r % 2 == 0) return Math.Pow(v, 1.0 / r);
+      else return v < 0 ? -Math.Pow(-v, 1.0 / r) : Math.Pow(v, 1.0 / r);
+    }
+
     public AlgebraicDoubleVector AssignAbs(AlgebraicDoubleVector a) { for (int i = 0; i < arr.Length; ++i) { arr[i] = Math.Abs(a.arr[i]); } return this; }
     public AlgebraicDoubleVector AssignSgn(AlgebraicDoubleVector a) { for (int i = 0; i < arr.Length; ++i) { arr[i] = Math.Sign(a.arr[i]); } return this; }
@@ -926 +940 @@
         return AssignInv(this);
       } else {
-        // root only defined for positive arguments
-        if (a.LowerBound.Value.Value < 0) {
+        // root only defined for positive arguments for even roots
+        if (r % 2 == 0 && a.LowerBound.Value.Value < 0) {
           low = new MultivariateDual<AlgebraicDouble>(double.NaN);
           high = new MultivariateDual<AlgebraicDouble>(double.NaN);

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

@@ -266 +266 @@
             Assert.AreEqual(sum, s, 1e-12, errorMessage);
           }
+        }
+      }
+    }
+
+    [TestMethod]
+    [TestCategory("Problems.DataAnalysis.Symbolic")]
+    [TestProperty("Time", "long")]
+    public void TestVectorInterpretersEstimatedValuesConsistency() {
+      var twister = new MersenneTwister();
+      twister.Seed(31415);
+      const int numRows = 100;
+      var dataset = Util.CreateRandomDataset(twister, numRows, Columns);
+
+      var grammar = new TypeCoherentExpressionGrammar();
+      grammar.ConfigureAsDefaultRegressionGrammar();
+      grammar.Symbols.First(s => s is Square).Enabled = true;
+      grammar.Symbols.First(s => s is SquareRoot).Enabled = true;
+      grammar.Symbols.First(s => s is Cube).Enabled = true;
+      grammar.Symbols.First(s => s is CubeRoot).Enabled = true;
+
+      var refInterpreter = new SymbolicDataAnalysisExpressionTreeLinearInterpreter();
+      var newInterpreter = new VectorEvaluator();
+      var newAutoDiffInterpreter = new VectorAutoDiffEvaluator();
+
+      var rows = Enumerable.Range(0, numRows).ToList();
+      var randomTrees = Util.CreateRandomTrees(twister, dataset, grammar, N, 1, 10, 0, 0);
+      foreach (ISymbolicExpressionTree tree in randomTrees) {
+        Util.InitTree(tree, twister, new List<string>(dataset.VariableNames));
+      }
+
+      for (int i = 0; i < randomTrees.Length; ++i) {
+        var tree = randomTrees[i];
+        var refValues = refInterpreter.GetSymbolicExpressionTreeValues(tree, dataset, rows).ToArray();
+        var newValues = newInterpreter.Evaluate(tree, dataset, rows.ToArray()).ToArray();
+        var newAutoDiffValues = new double[numRows];
+        newAutoDiffInterpreter.Evaluate(tree, dataset, rows.ToArray(), new ISymbolicExpressionTreeNode[0], newAutoDiffValues, null);
+
+        for (int j = 0; j < rows.Count; j++) {
+          if (double.IsNaN(refValues[j]) && double.IsNaN(newValues[j]) && double.IsNaN(newAutoDiffValues[j])) continue;
+          string errorMessage = string.Format("Interpreters do not agree on tree {0} {1}.", i, (new InfixExpressionFormatter()).Format(tree));
+
+          var relDelta = Math.Abs(refValues[j]) * 1e-5;
+          Assert.AreEqual(refValues[j], newValues[j], relDelta, errorMessage);
+          Assert.AreEqual(newValues[j], newAutoDiffValues[j], relDelta, errorMessage);
         }
       }