Changeset 17307

Timestamp:

10/03/19 14:56:46 (5 years ago)

Author:

gkronber

Message:

#2994 added unit test for comparison of autodiff results with numeric differences and fixed a few bugs in AutoDiff code

Location:

branches/2994-AutoDiffForIntervals

Files:

• HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Interpreter/Dual.cs (modified) (3 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Interpreter/MultivariateDual.cs (modified) (2 diffs)
• HeuristicLab.Tests/HeuristicLab.Problems.DataAnalysis-3.4/AutoDiffInterpreterTest.cs (added)
• HeuristicLab.Tests/HeuristicLab.Tests.csproj (modified) (1 diff)

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

@@ -25 +25 @@
     public Dual<V> Sub(Dual<V> a) { v.Sub(a.v); dv.Sub(a.dv); return this; }
     public Dual<V> AssignNeg(Dual<V> a) { v.AssignNeg(a.v); dv.AssignNeg(a.dv); return this; }
-    public Dual<V> AssignInv(Dual<V> a) { v.AssignInv(a.v); dv.AssignNeg(a.dv).Mul(v).Mul(v); return this; } // (1/f(x))' = - f(x)' / f(x)^2
+    public Dual<V> AssignInv(Dual<V> a) { v.AssignInv(a.v); dv.AssignNeg(a.dv).Mul(v.IntPower(2).Inv()); return this; } // (1/f(x))' = - f(x)' / f(x)^2
 
     // (a(x) * b(x))' = b(x)*a(x)' + b(x)'*a(x);
@@ -36 +36 @@
       return this;
     }
-    public Dual<V> Div(Dual<V> a) { Mul(a.Inv()); return this; }
+    public Dual<V> Div(Dual<V> a) { Mul(a.Inv()); return this; } // f(x) / g(x) = f(x) * 1/g(x)
 
     public Dual<V> AssignExp(Dual<V> a) { v.AssignExp(a.v); dv.Assign(a.dv).Mul(v); return this; } // exp(f(x)) = exp(f(x))*f(x)'
@@ -42 +42 @@
 
     public Dual<V> AssignIntPower(Dual<V> a, int p) { v.AssignIntPower(a.v, p); dv.Assign(a.dv).Scale(p).Mul(a.v.Clone().IntPower(p - 1)); return this; }
-    public Dual<V> AssignIntRoot(Dual<V> a, int r) { v.AssignIntRoot(a.v, r); dv.Assign(a.dv).Scale(1.0 / r).Mul(a.v.IntRoot(r - 1)); return this; }
+    public Dual<V> AssignIntRoot(Dual<V> a, int r) { v.AssignIntRoot(a.v, r); dv.Assign(a.dv).Scale(1.0 / r).Div(a.v.IntRoot(r).IntPower(r-1)); return this; }
 
     public Dual<V> AssignSin(Dual<V> a) { v.AssignSin(a.v); dv.Assign(a.dv).Mul(a.v.Clone().Cos()); return this; }

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

@@ -76 +76 @@
       return this;
     }
-    public MultivariateDual<V> Div(MultivariateDual<V> a) { v.Div(a.v); dv.Mul(a.dv.Inv()); return this; }
+    public MultivariateDual<V> Div(MultivariateDual<V> a) { Mul(a.Inv()); return this; }  // f(x) / g(x)
     public MultivariateDual<V> AssignNeg(MultivariateDual<V> a) { v.AssignNeg(a.v); dv.AssignNeg(a.dv); return this; }
-    public MultivariateDual<V> AssignInv(MultivariateDual<V> a) { v.AssignInv(a.v); dv.AssignNeg(a.dv).Scale(v).Scale(v); return this; }   // (1/f(x))' = - f(x)' / f(x)^2
+    public MultivariateDual<V> AssignInv(MultivariateDual<V> a) { v.AssignInv(a.v); dv.AssignNeg(a.dv).Scale(a.v.IntPower(2).Inv()); return this; }   // (1/f(x))' = - f(x)' / f(x)^2
 
     public MultivariateDual<V> AssignSin(MultivariateDual<V> a) { v.AssignSin(a.v); dv.Assign(a.dv).Scale(a.v.Clone().Cos()); return this; }
@@ -85 +85 @@
 
     public MultivariateDual<V> AssignIntPower(MultivariateDual<V> a, int p) { v.AssignIntPower(a.v, p); dv.Assign(a.dv).Scale(p).Scale(a.v.Clone().IntPower(p - 1)); return this; }
-    public MultivariateDual<V> AssignIntRoot(MultivariateDual<V> a, int r) { v.AssignIntRoot(a.v, r); dv.Assign(a.dv).Scale(1.0 / r).Scale(a.v.IntRoot(r - 1)); return this; }
+    public MultivariateDual<V> AssignIntRoot(MultivariateDual<V> a, int r) { v.AssignIntRoot(a.v, r); dv.Assign(a.dv).Scale(1.0 / r).Scale(a.v.IntRoot(r).IntPower(r - 1).Inv()); return this; }
 
     public MultivariateDual<V> AssignExp(MultivariateDual<V> a) { v.AssignExp(a.v); dv.Assign(a.dv).Scale(v); return this; } // exp(f(x)) = exp(f(x))*f(x)'     

branches/2994-AutoDiffForIntervals/HeuristicLab.Tests/HeuristicLab.Tests.csproj

@@ -599 +599 @@
     <Compile Include="HeuristicLab.Persistence.Attic\UseCases.cs" />
     <Compile Include="HeuristicLab.PluginInfraStructure-3.3\TypeExtensionsTest.cs" />
+    <Compile Include="HeuristicLab.Problems.DataAnalysis-3.4\AutoDiffInterpreterTest.cs" />
     <Compile Include="HeuristicLab.Problems.DataAnalysis-3.4\ClassificationVariableImpactCalculationTest.cs" />
     <Compile Include="HeuristicLab.Problems.DataAnalysis-3.4\DatasetTest.cs" />