Changeset 17292

Timestamp:

10/02/19 14:49:31 (11 months ago)

Author:

gkronber

Message:

#2994: fixed a bug in the interval calculation for variables

File:

• branches/2994-AutoDiffForIntervals/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Interpreter/Interpreter.cs (modified) (3 diffs)

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

@@ -381 +381 @@
       var code = Compile(tree);
       Evaluate(code);
+      if (code[0].value.LowerBound.Value.Value > code[0].value.UpperBound.Value.Value) throw new InvalidProgramException($"lower: {code[0].value.LowerBound.Value.Value} > upper: {code[0].value.UpperBound.Value.Value}");
       return new Interval(code[0].value.LowerBound.Value.Value, code[0].value.UpperBound.Value.Value);
     }
@@ -408 +409 @@
       instruction.dblVal = constant.Value;
       instruction.value = new AlgebraicInterval(
-        new MultivariateDual<AlgebraicDouble>(constant.Value, constant, 1.0),
-        new MultivariateDual<AlgebraicDouble>(constant.Value, constant, 1.0) // use node as key
+        new MultivariateDual<AlgebraicDouble>(instruction.dblVal, constant, 1.0),
+        new MultivariateDual<AlgebraicDouble>(instruction.dblVal, constant, 1.0) // use node as key
         );
     }
@@ -415 +416 @@
     protected override void InitializeTerminalInstruction(ref Instruction instruction, VariableTreeNode variable) {
       instruction.dblVal = variable.Weight;
+      var v1 = instruction.dblVal * intervals[variable.VariableName].LowerBound;
+      var v2 = instruction.dblVal * intervals[variable.VariableName].UpperBound;
+      var lower = Math.Min(v1, v2);
+      var upper = Math.Max(v1, v2);
+      // we assume that the for variable nodes ( v(x,w) = w * x ) the gradient is returned for parameter w
       instruction.value = new AlgebraicInterval(
-        low: new MultivariateDual<AlgebraicDouble>(intervals[variable.VariableName].LowerBound, variable, intervals[variable.VariableName].LowerBound),  // bounds change by variable value d/dc (c I(var)) = I(var)
-        high: new MultivariateDual<AlgebraicDouble>(intervals[variable.VariableName].UpperBound, variable, intervals[variable.VariableName].UpperBound)
+        low: new MultivariateDual<AlgebraicDouble>(v: lower, key: variable, dv: intervals[variable.VariableName].LowerBound),  
+        high: new MultivariateDual<AlgebraicDouble>(v: upper, key: variable, dv: intervals[variable.VariableName].UpperBound)
         );
     }