Changeset 17495 for stable

Timestamp:

04/06/20 17:41:28 (5 years ago)

Author:

mkommend

Message:

#3032: Merged r17301, r17302, r17305, r17306, r17348, r17350, r17351 into stable.

Location:

stable

Files:

• . (modified) (1 prop)
• HeuristicLab.Common/3.3/DoubleExtensions.cs (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis.Symbolic (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Interpreter/SymbolicDataAnalysisExpressionCompiledTreeInterpreter.cs (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis/3.4 (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis/3.4/Implementation/Interval.cs (modified) (6 diffs)
• HeuristicLab.Tests (modified) (1 prop)
• HeuristicLab.Tests/HeuristicLab.Problems.DataAnalysis-3.4/IntervalTest.cs (modified) (12 diffs)

stable/HeuristicLab.Common/3.3/DoubleExtensions.cs

@@ -23 +23 @@
 namespace HeuristicLab.Common {
   public static class DoubleExtensions {
+    /// <summary>
+    /// Compares the similarity of value x and value y with a precision of 1.0E-12.
+    /// </summary>
+    /// <param name="x">First double value to be checked</param>
+    /// <param name="y">Second double value to compare with</param>
+    /// <returns>true if the difference is <= 1.0E-12</returns>
     public static bool IsAlmost(this double x, double y) {
+      var epsilon = 1.0E-12;
+      return IsAlmost(x, y, epsilon);
+    }
+
+    /// <summary> 
+    /// Compares the similarity of value x and value y with a given precision (epsilon).
+    /// </summary>
+    /// <param name="x">First double value to be checked</param>
+    /// <param name="y">Second double value to compare with</param>
+    /// <param name="epsilon">Error term to specify the precision</param>
+    /// <returns>true if the difference is <= epsilon</returns>
+    public static bool IsAlmost(this double x, double y, double epsilon) {
       if (double.IsInfinity(x)) {
         if (x > 0) return double.IsPositiveInfinity(y);
         else return double.IsNegativeInfinity(y);
       } else {
-        return Math.Abs(x - y) < 1.0E-12;
+        return Math.Abs(x - y) < epsilon;
       }
     }

stable/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Interpreter/SymbolicDataAnalysisExpressionCompiledTreeInterpreter.cs

@@ -52 +52 @@
     private static readonly MethodInfo Log = typeof(Math).GetMethod("Log", new[] { typeof(double) });
     private static readonly MethodInfo IsNaN = typeof(double).GetMethod("IsNaN");
-    private static readonly MethodInfo IsAlmost = typeof(DoubleExtensions).GetMethod("IsAlmost");
+    private static readonly MethodInfo IsAlmost = typeof(DoubleExtensions).GetMethod("IsAlmost", new Type[] { typeof(double), typeof(double)});
     private static readonly MethodInfo Gamma = typeof(alglib).GetMethod("gammafunction", new[] { typeof(double) });
     private static readonly MethodInfo Psi = typeof(alglib).GetMethod("psi", new[] { typeof(double) });

stable/HeuristicLab.Problems.DataAnalysis/3.4/Implementation/Interval.cs

@@ -37 +37 @@
     protected Interval(StorableConstructorFlag _) { }
 
+    /// <summary>
+    /// Creates an interval with given bounds, where lower bound must be smaller than
+    /// the upper bound. Floating point precision errors trough calculations are fixed by,
+    /// checking if the intervals are almost the same (E-12). If this is the case, the bounds 
+    /// will be set to the bound closer to zero.
+    /// </summary>
+    /// <param name="lowerBound">Lower bound of the interval</param>
+    /// <param name="upperBound">Upper bound of the interval</param>
     public Interval(double lowerBound, double upperBound) {
+      if (lowerBound.IsAlmost(upperBound)) {
+        //If the bounds go over zero
+        if (lowerBound <= 0 && upperBound >= 0) {
+          lowerBound = 0.0;
+          upperBound = 0.0;
+          //Interval is negative
+        } else if (upperBound < 0) {
+          lowerBound = upperBound;
+          //Interval is positive
+        } else {
+          upperBound = lowerBound;
+        }
+      }
+
       if (lowerBound > upperBound)
         throw new ArgumentException("LowerBound must be smaller than UpperBound.");
@@ -58 +80 @@
                 double.IsNaN(LowerBound) || double.IsNaN(UpperBound);
       }
+    }
+
+    /// <summary>
+    /// True if the interval is positive without zero
+    /// </summary>
+    public bool IsPositive {
+      get => LowerBound > 0.0; 
+    }
+
+    /// <summary>
+    /// True if the interval is negative without zero
+    /// </summary>
+    public bool IsNegative {
+      get => UpperBound < 0.0;
     }
 
@@ -128 +164 @@
     }
 
-    //mkommend: Division by intervals containing 0 is implemented as defined in
+    //Division by intervals containing 0 is implemented as defined in
     //http://en.wikipedia.org/wiki/Interval_arithmetic
     public static Interval Divide(Interval a, Interval b) {
@@ -171 +207 @@
     public static Interval Tangens(Interval a) {
       return Interval.Divide(Interval.Sine(a), Interval.Cosine(a));
-    }  
+    }
     public static Interval HyperbolicTangent(Interval a) {
       return new Interval(Math.Tanh(a.LowerBound), Math.Tanh(a.UpperBound));
@@ -206 +242 @@
       if (a.UpperBound <= 0) return new Interval(a.UpperBound * a.UpperBound, a.LowerBound * a.LowerBound);     // interval is negative
       else if (a.LowerBound >= 0) return new Interval(a.LowerBound * a.LowerBound, a.UpperBound * a.UpperBound); // interval is positive
-      else return new Interval(0, Math.Max(a.LowerBound*a.LowerBound, a.UpperBound*a.UpperBound)); // interval goes over zero
+      else return new Interval(0, Math.Max(a.LowerBound * a.LowerBound, a.UpperBound * a.UpperBound)); // interval goes over zero
     }
 
@@ -226 +262 @@
 
     public static Interval CubicRoot(Interval a) {
-      if (a.LowerBound < 0) return new Interval(double.NaN, double.NaN);
-      return new Interval(Math.Pow(a.LowerBound, 1.0/3), Math.Pow(a.UpperBound, 1.0/3));
+      var lower = (a.LowerBound < 0) ? -Math.Pow(-a.LowerBound, 1d / 3d) : Math.Pow(a.LowerBound, 1d / 3d);
+      var upper = (a.UpperBound < 0) ? -Math.Pow(-a.UpperBound, 1d / 3d) : Math.Pow(a.UpperBound, 1d / 3d);
+
+      return new Interval(lower, upper);
+    }
+
+    public static Interval Absolute(Interval a) {
+      var absLower = Math.Abs(a.LowerBound);
+      var absUpper = Math.Abs(a.UpperBound);
+      var min = Math.Min(absLower, absUpper);
+      var max = Math.Max(absLower, absUpper);
+
+      if (a.Contains(0.0)) {
+        min = 0.0;
+      }
+
+      return new Interval(min, max);
+    }
+
+    public static Interval AnalyticalQuotient(Interval a, Interval b) {
+      var dividend = a;
+      var divisor = Add(Square(b), new Interval(1.0, 1.0));
+      divisor = SquareRoot(divisor);
+
+      var quotient = Divide(dividend, divisor);
+      return quotient;
     }
     #endregion

stable/HeuristicLab.Tests/HeuristicLab.Problems.DataAnalysis-3.4/IntervalTest.cs

@@ -14 +14 @@
     [TestCategory("Problems.DataAnalysis")]
     [TestProperty("Time", "short")]
-    public void TestIntervalAddOperation() {
+    public void AddIntervalTest() {
       //add        [x1,x2] + [y1,y2] = [x1 + y1,x2 + y2]
 
@@ -28 +28 @@
     [TestCategory("Problems.DataAnalysis")]
     [TestProperty("Time", "short")]
-    public void TestIntervalSubOperation() {
+    public void SubtractIntervalTest() {
       //subtract   [x1,x2] − [y1,y2] = [x1 − y2,x2 − y1]
 
@@ -42 +42 @@
     [TestCategory("Problems.DataAnalysis")]
     [TestProperty("Time", "short")]
-    public void TestIntervalMutlipyOperation() {
+    public void MultiplyIntervalTest() {
       //multiply   [x1,x2] * [y1,y2] = [min(x1*y1,x1*y2,x2*y1,x2*y2),max(x1*y1,x1*y2,x2*y1,x2*y2)]
 
@@ -59 +59 @@
     [TestCategory("Problems.DataAnalysis")]
     [TestProperty("Time", "short")]
-    public void TestIntervalDivideOperation() {
+    public void DivideIntervalTest() {
       //divide  [x1, x2] / [y1, y2] = [x1, x2] * (1/[y1, y2]), where 1 / [y1,y2] = [1 / y2,1 / y1] if 0 not in [y_1, y_2].
 
@@ -80 +80 @@
     [TestCategory("Problems.DataAnalysis")]
     [TestProperty("Time", "short")]
-    public void TestIntervalSineOperator() {
+    public void SineIntervalTest() {
       //sine depends on interval
       //sin([0, 2*pi]) = [-1, 1]
@@ -98 +98 @@
     [TestCategory("Problems.DataAnalysis")]
     [TestProperty("Time", "short")]
-    public void TestIntervalCosineOperator() {
+    public void CosineIntervalTest() {
       //Cosine uses sine Interval.Sine(Interval.Subtract(a, new Interval(Math.PI / 2, Math.PI / 2)));
       Assert.AreEqual<Interval>(Interval.Cosine(new Interval(0, 2 * Math.PI)), new Interval(-1, 1));
@@ -107 +107 @@
     [TestCategory("Problems.DataAnalysis")]
     [TestProperty("Time", "short")]
-    public void TestIntervalLogOperator() {
+    public void LogIntervalTest() {
       //Log([3, 5]) = [log(3), log(5)]
       Assert.AreEqual<Interval>(new Interval(Math.Log(3), Math.Log(5)), Interval.Logarithm(new Interval(3, 5)));
@@ -122 +122 @@
     [TestCategory("Problems.DataAnalysis")]
     [TestProperty("Time", "short")]
-    public void TestIntervalExpOperator() {
+    public void ExponentialIntervalTest() {
       //Exp([0, 1]) = [exp(0), exp(1)]
       Assert.AreEqual<Interval>(new Interval(1, Math.Exp(1)), Interval.Exponential(new Interval(0, 1)));
@@ -131 +131 @@
     [TestCategory("Problems.DataAnalysis")]
     [TestProperty("Time", "short")]
-    public void TestIntervalSqrOperator() {
+    public void SquareIntervalTest() {
       Assert.AreEqual<Interval>(new Interval(1, 4), Interval.Square(new Interval(1, 2)));
       Assert.AreEqual<Interval>(new Interval(1, 4), Interval.Square(new Interval(-2, -1)));
@@ -140 +140 @@
     [TestCategory("Problems.DataAnalysis")]
     [TestProperty("Time", "short")]
-    public void TestIntervalSqrtOperator() {
+    public void SquarerootIntervalTest() {
       Assert.AreEqual<Interval>(new Interval(1, 2), Interval.SquareRoot(new Interval(1, 4)));
       Assert.AreEqual<Interval>(new Interval(double.NaN, double.NaN), Interval.SquareRoot(new Interval(-4, -1)));
@@ -148 +148 @@
     [TestCategory("Problems.DataAnalysis")]
     [TestProperty("Time", "short")]
-    public void TestIntervalCubeOperator() {
+    public void CubeIntervalTest() {
       Assert.AreEqual<Interval>(new Interval(1, 8), Interval.Cube(new Interval(1, 2)));
       Assert.AreEqual<Interval>(new Interval(-8, -1), Interval.Cube(new Interval(-2, -1)));
@@ -157 +157 @@
     [TestCategory("Problems.DataAnalysis")]
     [TestProperty("Time", "short")]
-    public void TestIntervalCbrtOperator() {
+    public void CubeRootIntervalTest() {
       Assert.AreEqual<Interval>(new Interval(1, 2), Interval.CubicRoot(new Interval(1, 8)));
-      Assert.AreEqual<Interval>(new Interval(double.NaN, double.NaN), Interval.CubicRoot(new Interval(-8, -1)));
+      Assert.AreEqual<Interval>(new Interval(-2, -2), Interval.CubicRoot(new Interval(-8, -8)));
+      Assert.AreEqual<Interval>(new Interval(-2, 2), Interval.CubicRoot(new Interval(-8, 8)));
+      Assert.AreEqual(new Interval(2, 2), Interval.CubicRoot(new Interval(8, 8)));
+      Assert.AreEqual(new Interval(-Math.Pow(6, 1.0 / 3), 2), Interval.CubicRoot(new Interval(-6, 8)));
+      Assert.AreEqual(new Interval(2, 2), Interval.CubicRoot(new Interval(8, 8)));
+      Assert.AreEqual(new Interval(-2, 0), Interval.CubicRoot(new Interval(-8, 0)));
+    }
+
+    [TestMethod]
+    [TestCategory("Problems.DataAnalysis")]
+    [TestProperty("Time", "short")]
+    public void AbsoluteIntervalTest() {
+      Assert.AreEqual(new Interval(2, 5), Interval.Absolute(new Interval(-5, -2)));
+      Assert.AreEqual(new Interval(2, 5), Interval.Absolute(new Interval(2, 5)));
+      Assert.AreEqual(new Interval(0, 3), Interval.Absolute(new Interval(-3, 0)));
+      Assert.AreEqual(new Interval(0, 5), Interval.Absolute(new Interval(0, 5)));
+      Assert.AreEqual(new Interval(0, 5), Interval.Absolute(new Interval(-2, 5)));
+    }
+
+    [TestMethod]
+    [TestCategory("Problems.DataAnalysis")]
+    [TestProperty("Time", "short")]
+    public void AnalyticalQuotientIntervalTest() {
+      //Analytical Quotient ==> a / sqrt(b^2 + 1)
+      var aPos = new Interval(3, 5);
+      var aZero = new Interval(-3, 5);
+      var aNeg = new Interval(-5, -3);
+
+      var bPos = new Interval(2, 4);
+      var bZero = new Interval(-2, 4);
+      var bNeg = new Interval(-4, -2);
+
+      //Second interval goes over zero
+      Assert.AreEqual(new Interval(aPos.LowerBound/Math.Sqrt(17), aPos.UpperBound), Interval.AnalyticalQuotient(aPos, bZero));
+      Assert.AreEqual(new Interval(aZero.LowerBound, aZero.UpperBound), Interval.AnalyticalQuotient(aZero, bZero));
+      Assert.AreEqual(new Interval(aNeg.LowerBound, aNeg.UpperBound/Math.Sqrt(17)), Interval.AnalyticalQuotient(aNeg, bZero));
+      //Second interval is positive
+      Assert.AreEqual(new Interval(aPos.LowerBound/Math.Sqrt(17), aPos.UpperBound/Math.Sqrt(5)), Interval.AnalyticalQuotient(aPos, bPos));
+      Assert.AreEqual(new Interval(aZero.LowerBound/Math.Sqrt(5), aZero.UpperBound/Math.Sqrt(5)), Interval.AnalyticalQuotient(aZero, bPos));
+      Assert.AreEqual(new Interval(aNeg.LowerBound/Math.Sqrt(5), aNeg.UpperBound/Math.Sqrt(17)), Interval.AnalyticalQuotient(aNeg, bPos));
+      //Second interval is negative
+      Assert.AreEqual(new Interval(aPos.LowerBound/Math.Sqrt(17), aPos.UpperBound/Math.Sqrt(5)), Interval.AnalyticalQuotient(aPos, bNeg));
+      Assert.AreEqual(new Interval(aZero.LowerBound/Math.Sqrt(5), aZero.UpperBound/Math.Sqrt(5)), Interval.AnalyticalQuotient(aZero, bNeg));
+      Assert.AreEqual(new Interval(aNeg.LowerBound/Math.Sqrt(5), aNeg.UpperBound/Math.Sqrt(17)), Interval.AnalyticalQuotient(aNeg, bNeg));
+    }
+
+    [TestMethod]
+    [TestCategory("Problems.DataAnalysis")]
+    [TestProperty("Time", "short")]
+    public void IsNegativeIntervalTest() {
+      Assert.IsTrue(new Interval(-2, -1).IsNegative);
+      Assert.IsFalse(new Interval(-2, 0).IsNegative);
+      Assert.IsFalse(new Interval(-2, 2).IsNegative);
+      Assert.IsFalse(new Interval(2, 4).IsNegative);
+    }
+
+    [TestMethod]
+    [TestCategory("Problems.DataAnalysis")]
+    [TestProperty("Time", "short")]
+    public void IsPositiveIntervalTest() {
+      Assert.IsTrue(new Interval(3, 5).IsPositive);
+      Assert.IsFalse(new Interval(0, 5).IsPositive);
+      Assert.IsFalse(new Interval(-1, 5).IsPositive);
+      Assert.IsFalse(new Interval(-5, -2).IsPositive);
+    }
+
+    [TestMethod]
+    [TestCategory("Problems.DataAnalysis")]
+    [TestProperty("Time", "short")]
+    public void IsAlmostIntervalTest() {
+      var negativeLowerBound = -2E-13;
+      var negativeUpperBound = -1E-13;
+      var positiveLowerBound = 3E-13;
+      var positiveUpperBound = 5E-13;
+
+      var negativeInterval = new Interval(negativeLowerBound, negativeUpperBound);
+      var positiveInterval = new Interval(positiveLowerBound, positiveUpperBound);
+      var zeroInterval = new Interval(negativeUpperBound, positiveLowerBound);
+
+      //Check for right-shift of negative interval
+      Assert.AreEqual(negativeUpperBound, negativeInterval.LowerBound);
+      Assert.AreEqual(negativeUpperBound, negativeInterval.UpperBound);
+      //Check for left-shift of positive interval
+      Assert.AreEqual(positiveLowerBound, positiveInterval.LowerBound);
+      Assert.AreEqual(positiveLowerBound, positiveInterval.UpperBound);
+      //Check for setting interval to zero
+      Assert.AreEqual(0, zeroInterval.LowerBound);
+      Assert.AreEqual(0, zeroInterval.UpperBound);
+
     }
   }