Changeset 18006 for branches/3087_Ceres_Integration/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression

Timestamp:

07/13/21 10:55:09 (3 years ago)

Author:

gkronber

Message:

#3087: merged r17784:18004 from trunk to branch to prepare for trunk reintegration (fixed a conflict in CrossValidation.cs)

Location:

branches/3087_Ceres_Integration

Files:

• . (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4 (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression-3.4.csproj (modified) (2 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/Interfaces/IMultiObjectiveConstraintsEvaluator.cs (copied) (copied from trunk/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/Interfaces/IMultiObjectiveConstraintsEvaluator.cs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/NMSEMultiObjectiveConstraintsEvaluator.cs (copied) (copied from trunk/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/NMSEMultiObjectiveConstraintsEvaluator.cs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/ShapeConstrainedRegressionMultiObjectiveProblem.cs (copied) (copied from trunk/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/ShapeConstrainedRegressionMultiObjectiveProblem.cs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/SymbolicRegressionMultiObjectiveProblem.cs (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/Plugin.cs.frame (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/ShapeConstraintsAnalyzer.cs (copied) (copied from trunk/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/ShapeConstraintsAnalyzer.cs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SingleObjective/Evaluators/NMSESingleObjectiveConstraintsEvaluator.cs (copied) (copied from trunk/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SingleObjective/Evaluators/NMSESingleObjectiveConstraintsEvaluator.cs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SingleObjective/Evaluators/SymbolicRegressionConstantOptimizationEvaluator.cs (modified) (5 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SingleObjective/ShapeConstrainedRegressionSingleObjectiveProblem.cs (copied) (copied from trunk/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SingleObjective/ShapeConstrainedRegressionSingleObjectiveProblem.cs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SingleObjective/SymbolicRegressionSingleObjectiveProblem.cs (modified) (3 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SymbolicRegressionSolution.cs (modified) (1 diff)

branches/3087_Ceres_Integration/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression-3.4.csproj

@@ -99 +99 @@
   </PropertyGroup>
   <ItemGroup>
-    <Reference Include="ALGLIB-3.7.0, Version=3.7.0.0, Culture=neutral, PublicKeyToken=ba48961d6f65dcec, processorArchitecture=MSIL">
+    <Reference Include="ALGLIB-3.17.0, Version=3.17.0.0, Culture=neutral, PublicKeyToken=ba48961d6f65dcec, processorArchitecture=MSIL">
       <SpecificVersion>False</SpecificVersion>
-      <HintPath>..\..\bin\ALGLIB-3.7.0.dll</HintPath>
+      <HintPath>..\..\bin\ALGLIB-3.17.0.dll</HintPath>
       <Private>False</Private>
     </Reference>
@@ -119 +119 @@
   </ItemGroup>
   <ItemGroup>
+    <Compile Include="Interfaces\IMultiObjectiveConstraintsEvaluator.cs" />
+    <Compile Include="MultiObjective\NMSEMultiObjectiveConstraintsEvaluator.cs" />
     <Compile Include="MultiObjective\PearsonRSquaredNestedTreeSizeEvaluator.cs" />
     <Compile Include="MultiObjective\PearsonRSquaredNumberOfVariablesEvaluator.cs" />
     <Compile Include="MultiObjective\PearsonRSquaredAverageSimilarityEvaluator.cs" />
     <Compile Include="MultiObjective\PearsonRSquaredTreeComplexityEvaluator.cs" />
+    <Compile Include="MultiObjective\ShapeConstrainedRegressionMultiObjectiveProblem.cs" />
     <Compile Include="MultiObjective\SymbolicRegressionMultiObjectiveValidationBestSolutionAnalyzer.cs" />
     <Compile Include="Plugin.cs" />
+    <Compile Include="ShapeConstraintsAnalyzer.cs" />
     <Compile Include="SingleObjective\ConstantOptimizationAnalyzer.cs" />
+    <Compile Include="SingleObjective\Evaluators\NMSESingleObjectiveConstraintsEvaluator.cs" />
     <Compile Include="SingleObjective\Evaluators\SymbolicRegressionMeanRelativeErrorEvaluator.cs" />
+    <Compile Include="SingleObjective\ShapeConstrainedRegressionSingleObjectiveProblem.cs" />
     <Compile Include="SingleObjective\SymbolicRegressionSolutionsAnalyzer.cs" />
     <Compile Include="SymbolicRegressionPhenotypicDiversityAnalyzer.cs" />

branches/3087_Ceres_Integration/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/SymbolicRegressionMultiObjectiveProblem.cs

@@ -60 +60 @@
     public override IDeepCloneable Clone(Cloner cloner) { return new SymbolicRegressionMultiObjectiveProblem(this, cloner); }
 
-    public SymbolicRegressionMultiObjectiveProblem()
-      : base(new RegressionProblemData(), new SymbolicRegressionMultiObjectivePearsonRSquaredTreeSizeEvaluator(), new SymbolicDataAnalysisExpressionTreeCreator()) {
+    public SymbolicRegressionMultiObjectiveProblem() : this(new RegressionProblemData(), new SymbolicRegressionMultiObjectivePearsonRSquaredTreeSizeEvaluator(), new SymbolicDataAnalysisExpressionTreeCreator()) { }
+    public SymbolicRegressionMultiObjectiveProblem(IRegressionProblemData problemData, ISymbolicRegressionMultiObjectiveEvaluator evaluator, ISymbolicDataAnalysisSolutionCreator solutionCreator)
+      : base(problemData, evaluator, solutionCreator) {
       Parameters.Add(new FixedValueParameter<DoubleLimit>(EstimationLimitsParameterName, EstimationLimitsParameterDescription));
 

branches/3087_Ceres_Integration/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/Plugin.cs.frame

@@ -28 +28 @@
   [Plugin("HeuristicLab.Problems.DataAnalysis.Symbolic.Regression","Provides classes to perform symbolic regression (single- or multiobjective).", "3.4.12.$WCREV$")]
   [PluginFile("HeuristicLab.Problems.DataAnalysis.Symbolic.Regression-3.4.dll", PluginFileType.Assembly)]
-  [PluginDependency("HeuristicLab.ALGLIB", "3.7.0")]
+  [PluginDependency("HeuristicLab.ALGLIB", "3.17.0")]
   [PluginDependency("HeuristicLab.Analysis", "3.3")]
   [PluginDependency("HeuristicLab.Common", "3.3")]

branches/3087_Ceres_Integration/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SingleObjective/Evaluators/SymbolicRegressionConstantOptimizationEvaluator.cs

@@ -209 +209 @@
       bool updateConstantsInTree = true, Action<double[], double, object> iterationCallback = null, EvaluationsCounter counter = null) {
 
-      // numeric constants in the tree become variables for constant opt
-      // variables in the tree become parameters (fixed values) for constant opt
-      // for each parameter (variable in the original tree) we store the 
+      // Numeric constants in the tree become variables for parameter optimization.
+      // Variables in the tree become parameters (fixed values) for parameter optimization.
+      // For each parameter (variable in the original tree) we store the 
       // variable name, variable value (for factor vars) and lag as a DataForVariable object.
       // A dictionary is used to find parameters
@@ -221 +221 @@
       if (!TreeToAutoDiffTermConverter.TryConvertToAutoDiff(tree, updateVariableWeights, applyLinearScaling, out parameters, out initialConstants, out func, out func_grad))
         throw new NotSupportedException("Could not optimize constants of symbolic expression tree due to not supported symbols used in the tree.");
-      if (parameters.Count == 0) return 0.0; // gkronber: constant expressions always have a R² of 0.0 
+      if (parameters.Count == 0) return 0.0; // constant expressions always have a R² of 0.0 
       var parameterEntries = parameters.ToArray(); // order of entries must be the same for x
 
-      //extract inital constants
+      // extract inital constants
       double[] c;
       if (applyLinearScaling) {
@@ -270 +270 @@
       try {
         alglib.lsfitcreatefg(x, y, c, n, m, k, false, out state);
-        alglib.lsfitsetcond(state, 0.0, 0.0, maxIterations);
+        alglib.lsfitsetcond(state, 0.0, maxIterations);
         alglib.lsfitsetxrep(state, iterationCallback != null);
-        //alglib.lsfitsetgradientcheck(state, 0.001);
         alglib.lsfitfit(state, function_cx_1_func, function_cx_1_grad, xrep, rowEvaluationsCounter);
         alglib.lsfitresults(state, out retVal, out c, out rep);
@@ -285 +284 @@
 
       //retVal == -7  => constant optimization failed due to wrong gradient
-      if (retVal != -7) {
+      //          -8  => optimizer detected  NAN / INF  in  the target
+      //                 function and/ or gradient
+      if (retVal != -7 && retVal != -8) {
         if (applyLinearScaling) {
           var tmp = new double[c.Length - 2];
@@ -309 +310 @@
         VariableTreeNodeBase variableTreeNodeBase = node as VariableTreeNodeBase;
         FactorVariableTreeNode factorVarTreeNode = node as FactorVariableTreeNode;
-        if (constantTreeNode != null)
+        if (constantTreeNode != null) {
+          if (constantTreeNode.Parent.Symbol is Power 
+              && constantTreeNode.Parent.GetSubtree(1) == constantTreeNode) continue; // exponents in powers are not optimizated (see TreeToAutoDiffTermConverter)
           constantTreeNode.Value = constants[i++];
-        else if (updateVariableWeights && variableTreeNodeBase != null)
+        } else if (updateVariableWeights && variableTreeNodeBase != null)
           variableTreeNodeBase.Weight = constants[i++];
         else if (factorVarTreeNode != null) {

branches/3087_Ceres_Integration/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SingleObjective/SymbolicRegressionSingleObjectiveProblem.cs

@@ -56 +56 @@
     public override IDeepCloneable Clone(Cloner cloner) { return new SymbolicRegressionSingleObjectiveProblem(this, cloner); }
 
-    public SymbolicRegressionSingleObjectiveProblem()
-      : base(new RegressionProblemData(), new SymbolicRegressionSingleObjectivePearsonRSquaredEvaluator(), new SymbolicDataAnalysisExpressionTreeCreator()) {
+    public SymbolicRegressionSingleObjectiveProblem() : this(new RegressionProblemData(), new SymbolicRegressionSingleObjectivePearsonRSquaredEvaluator(), new SymbolicDataAnalysisExpressionTreeCreator()) {
+    }
+    public SymbolicRegressionSingleObjectiveProblem(IRegressionProblemData problemData, ISymbolicRegressionSingleObjectiveEvaluator evaluator, ISymbolicDataAnalysisSolutionCreator solutionCreator) :
+      base(problemData, evaluator, solutionCreator) {
+
       Parameters.Add(new FixedValueParameter<DoubleLimit>(EstimationLimitsParameterName, EstimationLimitsParameterDescription));
 
@@ -91 +94 @@
         changed = true;
       }
+
+      if (!Operators.OfType<ShapeConstraintsAnalyzer>().Any()) {
+        Operators.Add(new ShapeConstraintsAnalyzer());
+        changed = true;
+      }
       if (changed) {
         ParameterizeOperators();
@@ -113 +121 @@
       Operators.Add(new SymbolicRegressionSolutionsAnalyzer());
       Operators.Add(new SymbolicExpressionTreePhenotypicSimilarityCalculator());
+      Operators.Add(new ShapeConstraintsAnalyzer());
       Operators.Add(new SymbolicRegressionPhenotypicDiversityAnalyzer(Operators.OfType<SymbolicExpressionTreePhenotypicSimilarityCalculator>()) { DiversityResultName = "Phenotypic Diversity" });
       ParameterizeOperators();

branches/3087_Ceres_Integration/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SymbolicRegressionSolution.cs

@@ -109 +109 @@
           Add(new Result(ModelBoundsResultName, "Results concerning the derivation of symbolic regression solution", value));
         }
-
       }
     }