Changeset 17303 for branches/2994-AutoDiffForIntervals/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Interpreter/AlgebraicInterval.cs

Timestamp:

10/03/19 12:30:19 (5 years ago)

Author:

gkronber

Message:

#2994 continued refactoring and extended unit tests. Interval calculation still fails for some edge cases (mainly for undefined behaviour). VectorEvaluator and VectorAutoDiffEvaluator produce the same results as the LinearInterpreter. TODO: check gradient calculation

File:

• branches/2994-AutoDiffForIntervals/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Interpreter/AlgebraicInterval.cs (modified) (6 diffs)

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

@@ -47 +47 @@
       var v4 = high.Clone().Mul(a.high);
 
-      low = Min(Min(v1, v2), Min(v3, v4));
-      high = Max(Max(v1, v2), Max(v3, v4));
-
-      return this;
-    }
-
-
-    private static MultivariateDual<AlgebraicDouble> Min(MultivariateDual<AlgebraicDouble> a, MultivariateDual<AlgebraicDouble> b) {
-      return a.Value < b.Value ? a : b;
-    }
-    private static MultivariateDual<AlgebraicDouble> Max(MultivariateDual<AlgebraicDouble> a, MultivariateDual<AlgebraicDouble> b) {
-      return a.Value > b.Value ? a : b;
+      AssignLowAndHigh(v1, v2, v3, v4);
+
+      return this;
     }
 
@@ -133 +124 @@
         if (a.Contains(0.0)) {
           low = new MultivariateDual<AlgebraicDouble>(0.0);
-          high = a.low.IntPower(p).AssignMax(a.high.IntPower(p));
-        } else {
-          var lowPower = a.low.IntPower(p);
-          var highPower = a.high.IntPower(p);
-          low = lowPower.AssignMin(highPower);
-          high = lowPower.AssignMax(highPower);
+          AssignMax(high, a.low.IntPower(p), a.high.IntPower(p));
+        } else {
+          AssignLowAndHigh(a.low.IntPower(p), a.high.IntPower(p));
         }
       } else {
@@ -148 +136 @@
           var lowPower = a.low.IntPower(p);
           var highPower = a.high.IntPower(p);
-          low = lowPower.AssignMin(highPower);
-          high = lowPower.AssignMax(highPower);
+          AssignMin(low, lowPower, highPower);
+          AssignMax(high, lowPower, highPower);
         }
       }
@@ -217 +205 @@
 
       // assume low and high are in the same quadrant
-      low = Algebraic.Min(a.LowerBound.Clone().Sin(), a.UpperBound.Clone().Sin());
-      high = Algebraic.Max(a.LowerBound.Clone().Sin(), a.UpperBound.Clone().Sin());
+      AssignLowAndHigh(a.LowerBound.Clone().Sin(), a.UpperBound.Clone().Sin()); // AssignLowAndHigh determines the lower and higher value 
 
       // override min and max if necessary
@@ -260 +247 @@
     public AlgebraicInterval AssignAbs(AlgebraicInterval a) {
       if (a.Contains(0.0)) {
+        low.Assign(new MultivariateDual<AlgebraicDouble>(0.0)); // lost gradient for lower bound
+        AssignMax(high, a.low.Clone().Abs(), a.high.Clone().Abs());
+      } else {
         var abslow = a.low.Clone().Abs();
         var abshigh = a.high.Clone().Abs();
-        a.high.Assign(Algebraic.Max(abslow, abshigh));
-        a.low.Assign(new MultivariateDual<AlgebraicDouble>(0.0)); // lost gradient for lower bound
-      } else {
-        var abslow = a.low.Clone().Abs();
-        var abshigh = a.high.Clone().Abs();
-        a.low.Assign(Algebraic.Min(abslow, abshigh));
-        a.high.Assign(Algebraic.Max(abslow, abshigh));
+        AssignLowAndHigh(abslow, abshigh);
       }
       return this;
@@ -279 +263 @@
     }
 
-    public AlgebraicInterval AssignMin(AlgebraicInterval other) {
-      low.AssignMin(other.low);
-      high.AssignMin(other.high);
-      return this;
-    }
-
-    public AlgebraicInterval AssignMax(AlgebraicInterval other) {
-      low.AssignMax(other.low);
-      high.AssignMax(other.high);
-      return this;
-    }
+
+    #region helper
+    private void AssignMin(MultivariateDual<AlgebraicDouble> dest, MultivariateDual<AlgebraicDouble> a, MultivariateDual<AlgebraicDouble> b) {
+      if (a.Value.CompareTo(b.Value) <= 0) {
+        dest.Assign(a);
+      } else {
+        dest.Assign(b);
+      }
+    }
+    private void AssignMax(MultivariateDual<AlgebraicDouble> dest, MultivariateDual<AlgebraicDouble> a, MultivariateDual<AlgebraicDouble> b) {
+      if (a.Value.CompareTo(b.Value) <= 0) {
+        dest.Assign(b);
+      } else {
+        dest.Assign(a);
+      }
+    }
+
+    // determines the smaller and larger value and sets low and high accordingly
+    private void AssignLowAndHigh(MultivariateDual<AlgebraicDouble> a, MultivariateDual<AlgebraicDouble> b) {
+      // we must make sure that low and high are different objects when a == b
+      if (a.Value.CompareTo(b.Value) == 0) {
+        low.Assign(a);
+        high.Assign(b);
+      } else {
+        AssignMin(low, a, b);
+        AssignMax(high, a, b);
+      }
+    }
+    private void AssignLowAndHigh(params MultivariateDual<AlgebraicDouble>[] xs) {
+      if (xs.Length <= 2) throw new ArgumentException("need at least 3 arguments");
+      AssignLowAndHigh(xs[0], xs[1]);
+      for(int i=2;i<xs.Length;i++) {
+        // we must make sure that low and high are different objects when a == b
+        if (low.Value.CompareTo(xs[i].Value) > 0) low.Assign(xs[i]);
+        if (high.Value.CompareTo(xs[i].Value) < 0) high.Assign(xs[i]);
+      }
+    }
+    #endregion
+
   }
 }