Changeset 4128 for trunk/sources/HeuristicLab.Problems.DataAnalysis.Regression/3.3/Symbolic/SymbolicRegressionProblem.cs

Timestamp:

08/02/10 15:21:07 (14 years ago)

Author:

gkronber

Message:

Implemented multi-objective version of symbolic regression problem. #1118

File:

• trunk/sources/HeuristicLab.Problems.DataAnalysis.Regression/3.3/Symbolic/SymbolicRegressionProblem.cs (modified) (12 diffs)

trunk/sources/HeuristicLab.Problems.DataAnalysis.Regression/3.3/Symbolic/SymbolicRegressionProblem.cs

@@ -38 +38 @@
 
 namespace HeuristicLab.Problems.DataAnalysis.Regression.Symbolic {
-  [Item("Symbolic Regression Problem", "Represents a symbolic regression problem.")]
+  [Item("Symbolic Regression Problem (single objective)", "Represents a single objective symbolic regression problem.")]
   [Creatable("Problems")]
   [StorableClass]
-  public class SymbolicRegressionProblem : DataAnalysisProblem, ISingleObjectiveProblem {
+  public class SymbolicRegressionProblem : SymbolicRegressionProblemBase, ISingleObjectiveProblem {
 
     #region Parameter Properties
@@ -50 +50 @@
       get { return MaximizationParameter; }
     }
-    public new ValueParameter<SymbolicExpressionTreeCreator> SolutionCreatorParameter {
-      get { return (ValueParameter<SymbolicExpressionTreeCreator>)Parameters["SolutionCreator"]; }
-    }
-    IParameter IProblem.SolutionCreatorParameter {
-      get { return SolutionCreatorParameter; }
-    }
-    public ValueParameter<DoubleValue> LowerEstimationLimitParameter {
-      get { return (ValueParameter<DoubleValue>)Parameters["LowerEstimationLimit"]; }
-    }
-    public ValueParameter<DoubleValue> UpperEstimationLimitParameter {
-      get { return (ValueParameter<DoubleValue>)Parameters["UpperEstimationLimit"]; }
-    }
-    public ValueParameter<ISymbolicExpressionTreeInterpreter> SymbolicExpressionTreeInterpreterParameter {
-      get { return (ValueParameter<ISymbolicExpressionTreeInterpreter>)Parameters["SymbolicExpressionTreeInterpreter"]; }
-    }
     public new ValueParameter<ISymbolicRegressionEvaluator> EvaluatorParameter {
       get { return (ValueParameter<ISymbolicRegressionEvaluator>)Parameters["Evaluator"]; }
@@ -70 +55 @@
     IParameter IProblem.EvaluatorParameter {
       get { return EvaluatorParameter; }
-    }
-    public ValueParameter<ISymbolicExpressionGrammar> FunctionTreeGrammarParameter {
-      get { return (ValueParameter<ISymbolicExpressionGrammar>)Parameters["FunctionTreeGrammar"]; }
-    }
-    public ValueParameter<IntValue> MaxExpressionLengthParameter {
-      get { return (ValueParameter<IntValue>)Parameters["MaxExpressionLength"]; }
-    }
-    public ValueParameter<IntValue> MaxExpressionDepthParameter {
-      get { return (ValueParameter<IntValue>)Parameters["MaxExpressionDepth"]; }
-    }
-    public ValueParameter<IntValue> MaxFunctionDefiningBranchesParameter {
-      get { return (ValueParameter<IntValue>)Parameters["MaxFunctionDefiningBranches"]; }
-    }
-    public ValueParameter<IntValue> MaxFunctionArgumentsParameter {
-      get { return (ValueParameter<IntValue>)Parameters["MaxFunctionArguments"]; }
     }
     public OptionalValueParameter<DoubleValue> BestKnownQualityParameter {
@@ -95 +65 @@
 
     #region Properties
-    public IntValue MaxExpressionLength {
-      get { return MaxExpressionLengthParameter.Value; }
-      set { MaxExpressionLengthParameter.Value = value; }
-    }
-    public IntValue MaxExpressionDepth {
-      get { return MaxExpressionDepthParameter.Value; }
-      set { MaxExpressionDepthParameter.Value = value; }
-    }
-    public IntValue MaxFunctionDefiningBranches {
-      get { return MaxFunctionDefiningBranchesParameter.Value; }
-      set { MaxFunctionDefiningBranchesParameter.Value = value; }
-    }
-    public IntValue MaxFunctionArguments {
-      get { return MaxFunctionArgumentsParameter.Value; }
-      set { MaxFunctionArgumentsParameter.Value = value; }
-    }
-    public new SymbolicExpressionTreeCreator SolutionCreator {
-      get { return SolutionCreatorParameter.Value; }
-      set { SolutionCreatorParameter.Value = value; }
-    }
-    ISolutionCreator IProblem.SolutionCreator {
-      get { return SolutionCreatorParameter.Value; }
-    }
-    public ISymbolicExpressionTreeInterpreter SymbolicExpressionTreeInterpreter {
-      get { return SymbolicExpressionTreeInterpreterParameter.Value; }
-      set { SymbolicExpressionTreeInterpreterParameter.Value = value; }
-    }
-    public DoubleValue LowerEstimationLimit {
-      get { return LowerEstimationLimitParameter.Value; }
-      set { LowerEstimationLimitParameter.Value = value; }
-    }
-    public DoubleValue UpperEstimationLimit {
-      get { return UpperEstimationLimitParameter.Value; }
-      set { UpperEstimationLimitParameter.Value = value; }
-    }
-
     public new ISymbolicRegressionEvaluator Evaluator {
       get { return EvaluatorParameter.Value; }
@@ -141 +75 @@
       get { return EvaluatorParameter.Value; }
     }
-    public ISymbolicExpressionGrammar FunctionTreeGrammar {
-      get { return (ISymbolicExpressionGrammar)FunctionTreeGrammarParameter.Value; }
-    }
     public DoubleValue BestKnownQuality {
       get { return BestKnownQualityParameter.Value; }
     }
-    public override IEnumerable<IOperator> Operators {
-      get { return operators; }
-    }
-    public IEnumerable<ISymbolicRegressionAnalyzer> Analyzers {
-      get { return operators.OfType<ISymbolicRegressionAnalyzer>(); }
-    }
-    public DoubleValue PunishmentFactor {
-      get { return new DoubleValue(10.0); }
-    }
-    public IntValue TrainingSamplesStart {
-      get { return new IntValue(DataAnalysisProblemData.TrainingSamplesStart.Value); }
-    }
-    public IntValue TrainingSamplesEnd {
-      get {
-        return new IntValue((DataAnalysisProblemData.TrainingSamplesStart.Value +
-          DataAnalysisProblemData.TrainingSamplesEnd.Value) / 2);
-      }
-    }
-    public IntValue ValidationSamplesStart {
-      get { return TrainingSamplesEnd; }
-    }
-    public IntValue ValidationSamplesEnd {
-      get { return new IntValue(DataAnalysisProblemData.TrainingSamplesEnd.Value); }
-    }
-    public IntValue TestSamplesStart {
-      get { return DataAnalysisProblemData.TestSamplesStart; }
-    }
-    public IntValue TestSamplesEnd {
-      get { return DataAnalysisProblemData.TestSamplesEnd; }
-    }
     #endregion
-
-    [Storable]
-    private List<IOperator> operators;
 
     [StorableConstructor]
@@ -186 +84 @@
     public SymbolicRegressionProblem()
       : base() {
-      SymbolicExpressionTreeCreator creator = new ProbabilisticTreeCreator();
       var evaluator = new SymbolicRegressionScaledMeanSquaredErrorEvaluator();
-      var grammar = new FullFunctionalExpressionGrammar();
-      var globalGrammar = new GlobalSymbolicExpressionGrammar(grammar);
-      var interpreter = new SimpleArithmeticExpressionInterpreter();
       Parameters.Add(new ValueParameter<BoolValue>("Maximization", "Set to false as the error of the regression model should be minimized.", (BoolValue)new BoolValue(false).AsReadOnly()));
-      Parameters.Add(new ValueParameter<SymbolicExpressionTreeCreator>("SolutionCreator", "The operator which should be used to create new symbolic regression solutions.", creator));
-      Parameters.Add(new ValueParameter<ISymbolicExpressionTreeInterpreter>("SymbolicExpressionTreeInterpreter", "The interpreter that should be used to evaluate the symbolic expression tree.", interpreter));
       Parameters.Add(new ValueParameter<ISymbolicRegressionEvaluator>("Evaluator", "The operator which should be used to evaluate symbolic regression solutions.", evaluator));
-      Parameters.Add(new ValueParameter<DoubleValue>("LowerEstimationLimit", "The lower limit for the estimated value that can be returned by the symbolic regression model.", new DoubleValue(double.NegativeInfinity)));
-      Parameters.Add(new ValueParameter<DoubleValue>("UpperEstimationLimit", "The upper limit for the estimated value that can be returned by the symbolic regression model.", new DoubleValue(double.PositiveInfinity)));
       Parameters.Add(new OptionalValueParameter<DoubleValue>("BestKnownQuality", "The minimal error value that reached by symbolic regression solutions for the problem."));
-      Parameters.Add(new ValueParameter<ISymbolicExpressionGrammar>("FunctionTreeGrammar", "The grammar that should be used for symbolic regression models.", globalGrammar));
-      Parameters.Add(new ValueParameter<IntValue>("MaxExpressionLength", "Maximal length of the symbolic expression.", new IntValue(100)));
-      Parameters.Add(new ValueParameter<IntValue>("MaxExpressionDepth", "Maximal depth of the symbolic expression.", new IntValue(10)));
-      Parameters.Add(new ValueParameter<IntValue>("MaxFunctionDefiningBranches", "Maximal number of automatically defined functions.", (IntValue)new IntValue(0).AsReadOnly()));
-      Parameters.Add(new ValueParameter<IntValue>("MaxFunctionArguments", "Maximal number of arguments of automatically defined functions.", (IntValue)new IntValue(0).AsReadOnly()));
 
-      creator.SymbolicExpressionTreeParameter.ActualName = "SymbolicRegressionModel";
       evaluator.QualityParameter.ActualName = "TrainingMeanSquaredError";
 
-      ParameterizeSolutionCreator();
+      InitializeOperators();
       ParameterizeEvaluator();
 
-      UpdateGrammar();
-      UpdateEstimationLimits();
-      InitializeOperators();
       RegisterParameterEvents();
       RegisterParameterValueEvents();
@@ -219 +100 @@
     public override IDeepCloneable Clone(Cloner cloner) {
       SymbolicRegressionProblem clone = (SymbolicRegressionProblem)base.Clone(cloner);
-      clone.operators = operators.Select(x => (IOperator)cloner.Clone(x)).ToList();
       clone.RegisterParameterEvents();
       clone.RegisterParameterValueEvents();
@@ -226 +106 @@
 
     private void RegisterParameterValueEvents() {
-      MaxFunctionArgumentsParameter.ValueChanged += new EventHandler(ArchitectureParameter_ValueChanged);
-      MaxFunctionDefiningBranchesParameter.ValueChanged += new EventHandler(ArchitectureParameter_ValueChanged);
-      SolutionCreatorParameter.ValueChanged += new EventHandler(SolutionCreatorParameter_ValueChanged);
       EvaluatorParameter.ValueChanged += new EventHandler(EvaluatorParameter_ValueChanged);
     }
 
-    private void RegisterParameterEvents() {
-      MaxFunctionArgumentsParameter.Value.ValueChanged += new EventHandler(ArchitectureParameterValue_ValueChanged);
-      MaxFunctionDefiningBranchesParameter.Value.ValueChanged += new EventHandler(ArchitectureParameterValue_ValueChanged);
-      SolutionCreator.SymbolicExpressionTreeParameter.ActualNameChanged += new EventHandler(SolutionCreator_SymbolicExpressionTreeParameter_ActualNameChanged);
-      Evaluator.QualityParameter.ActualNameChanged += new EventHandler(Evaluator_QualityParameter_ActualNameChanged);
-    }
+    private void RegisterParameterEvents() { }
 
     #region event handling
@@ -246 +118 @@
       ParameterizeEvaluator();
       ParameterizeAnalyzers();
-      // input variables could have been changed
-      UpdateGrammar();
-      // estimation limits have to be recalculated
-      UpdateEstimationLimits();
-    }
-    protected virtual void OnArchitectureParameterChanged(EventArgs e) {
-      UpdateGrammar();
-    }
-    protected virtual void OnGrammarChanged(EventArgs e) { }
-    protected virtual void OnOperatorsChanged(EventArgs e) { RaiseOperatorsChanged(e); }
-    protected virtual void OnSolutionCreatorChanged(EventArgs e) {
-      SolutionCreator.SymbolicExpressionTreeParameter.ActualNameChanged += new EventHandler(SolutionCreator_SymbolicExpressionTreeParameter_ActualNameChanged);
-      ParameterizeSolutionCreator();
-      OnSolutionParameterNameChanged(e);
-      RaiseSolutionCreatorChanged(e);
     }
 
-    protected virtual void OnSolutionParameterNameChanged(EventArgs e) {
+    protected override void OnSolutionParameterNameChanged(EventArgs e) {
+      base.OnSolutionParameterNameChanged(e);
       ParameterizeEvaluator();
       ParameterizeAnalyzers();
-      ParameterizeOperators();
     }
 
-    protected virtual void OnEvaluatorChanged(EventArgs e) {
-      Evaluator.QualityParameter.ActualNameChanged += new EventHandler(Evaluator_QualityParameter_ActualNameChanged);
+    protected override void OnEvaluatorChanged(EventArgs e) {
+      base.OnEvaluatorChanged(e);
       ParameterizeEvaluator();
       ParameterizeAnalyzers();
       RaiseEvaluatorChanged(e);
     }
-    protected virtual void OnQualityParameterNameChanged(EventArgs e) {
-      ParameterizeAnalyzers();
-    }
     #endregion
 
     #region event handlers
-    private void SolutionCreatorParameter_ValueChanged(object sender, EventArgs e) {
-      OnSolutionCreatorChanged(e);
-    }
-    private void SolutionCreator_SymbolicExpressionTreeParameter_ActualNameChanged(object sender, EventArgs e) {
-      OnSolutionParameterNameChanged(e);
-    }
     private void EvaluatorParameter_ValueChanged(object sender, EventArgs e) {
       OnEvaluatorChanged(e);
-    }
-    private void ArchitectureParameter_ValueChanged(object sender, EventArgs e) {
-      MaxFunctionArgumentsParameter.Value.ValueChanged += new EventHandler(ArchitectureParameterValue_ValueChanged);
-      MaxFunctionDefiningBranchesParameter.Value.ValueChanged += new EventHandler(ArchitectureParameterValue_ValueChanged);
-      OnArchitectureParameterChanged(e);
-    }
-    private void ArchitectureParameterValue_ValueChanged(object sender, EventArgs e) {
-      OnArchitectureParameterChanged(e);
-    }
-    private void Evaluator_QualityParameter_ActualNameChanged(object sender, EventArgs e) {
-      OnQualityParameterNameChanged(e);
     }
     #endregion
@@ -308 +145 @@
       // BackwardsCompatibility3.3
       #region Backwards compatible code (remove with 3.4)
-      if (operators == null) InitializeOperators();
+      if (Operators == null || Operators.Count() == 0) InitializeOperators();
       #endregion
       RegisterParameterEvents();
@@ -314 +151 @@
     }
 
-    private void UpdateGrammar() {
-      foreach (var varSymbol in FunctionTreeGrammar.Symbols.OfType<HeuristicLab.Problems.DataAnalysis.Symbolic.Symbols.Variable>()) {
-        varSymbol.VariableNames = DataAnalysisProblemData.InputVariables.CheckedItems.Select(x => x.Value.Value);
-      }
-      var globalGrammar = FunctionTreeGrammar as GlobalSymbolicExpressionGrammar;
-      if (globalGrammar != null) {
-        globalGrammar.MaxFunctionArguments = MaxFunctionArguments.Value;
-        globalGrammar.MaxFunctionDefinitions = MaxFunctionDefiningBranches.Value;
-      }
-    }
-
-    private void UpdateEstimationLimits() {
-      if (TrainingSamplesStart.Value < TrainingSamplesEnd.Value &&
-        DataAnalysisProblemData.Dataset.VariableNames.Contains(DataAnalysisProblemData.TargetVariable.Value)) {
-        var targetValues = DataAnalysisProblemData.Dataset.GetVariableValues(DataAnalysisProblemData.TargetVariable.Value, TrainingSamplesStart.Value, TrainingSamplesEnd.Value);
-        var mean = targetValues.Average();
-        var range = targetValues.Max() - targetValues.Min();
-        UpperEstimationLimit = new DoubleValue(mean + PunishmentFactor.Value * range);
-        LowerEstimationLimit = new DoubleValue(mean - PunishmentFactor.Value * range);
-      }
-    }
-
     private void InitializeOperators() {
-      operators = new List<IOperator>();
-      operators.AddRange(ApplicationManager.Manager.GetInstances<ISymbolicExpressionTreeOperator>().OfType<IOperator>());
-      operators.Add(new SymbolicRegressionTournamentPruning());
-      operators.Add(new SymbolicRegressionVariableFrequencyAnalyzer());
-      operators.Add(new FixedValidationBestScaledSymbolicRegressionSolutionAnalyzer());
-      operators.Add(new MinAverageMaxSymbolicExpressionTreeSizeAnalyzer());
-      operators.Add(new SymbolicRegressionModelQualityAnalyzer());
-      ParameterizeOperators();
+      AddOperator(new FixedValidationBestScaledSymbolicRegressionSolutionAnalyzer());
       ParameterizeAnalyzers();
-    }
-
-    private void ParameterizeSolutionCreator() {
-      SolutionCreator.SymbolicExpressionGrammarParameter.ActualName = FunctionTreeGrammarParameter.Name;
-      SolutionCreator.MaxTreeHeightParameter.ActualName = MaxExpressionDepthParameter.Name;
-      SolutionCreator.MaxTreeSizeParameter.ActualName = MaxExpressionLengthParameter.Name;
-      SolutionCreator.MaxFunctionArgumentsParameter.ActualName = MaxFunctionArgumentsParameter.Name;
-      SolutionCreator.MaxFunctionDefinitionsParameter.ActualName = MaxFunctionDefiningBranchesParameter.Name;
     }
 
@@ -389 +189 @@
           bestValidationSolutionAnalyzer.QualityParameter.ActualName = Evaluator.QualityParameter.ActualName;
         }
-        var symbolicRegressionModelQualityAnalyzer = analyzer as SymbolicRegressionModelQualityAnalyzer;
-        if (symbolicRegressionModelQualityAnalyzer != null) {
-          symbolicRegressionModelQualityAnalyzer.ProblemDataParameter.ActualName = DataAnalysisProblemDataParameter.Name;
-          symbolicRegressionModelQualityAnalyzer.UpperEstimationLimitParameter.ActualName = UpperEstimationLimitParameter.Name;
-          symbolicRegressionModelQualityAnalyzer.LowerEstimationLimitParameter.ActualName = LowerEstimationLimitParameter.Name;
-          symbolicRegressionModelQualityAnalyzer.SymbolicExpressionTreeInterpreterParameter.ActualName = SymbolicExpressionTreeInterpreterParameter.Name;
-          symbolicRegressionModelQualityAnalyzer.SymbolicExpressionTreeParameter.ActualName = SolutionCreator.SymbolicExpressionTreeParameter.ActualName;
-        }
-        var varFreqAnalyzer = analyzer as SymbolicRegressionVariableFrequencyAnalyzer;
-        if (varFreqAnalyzer != null) {
-          varFreqAnalyzer.ProblemDataParameter.ActualName = DataAnalysisProblemDataParameter.Name;
-        }
-        var pruningOperator = analyzer as SymbolicRegressionTournamentPruning;
-        if (pruningOperator != null) {
-          pruningOperator.SamplesStartParameter.Value = TrainingSamplesStart;
-          pruningOperator.SamplesEndParameter.Value = TrainingSamplesEnd;
-          pruningOperator.DataAnalysisProblemDataParameter.ActualName = DataAnalysisProblemDataParameter.Name;
-          pruningOperator.SymbolicExpressionTreeParameter.ActualName = SolutionCreator.SymbolicExpressionTreeParameter.ActualName;
-          pruningOperator.SymbolicExpressionTreeInterpreterParameter.ActualName = SymbolicExpressionTreeInterpreterParameter.Name;
-          pruningOperator.LowerEstimationLimitParameter.ActualName = LowerEstimationLimitParameter.Name;
-          pruningOperator.UpperEstimationLimitParameter.ActualName = UpperEstimationLimitParameter.Name;
-        }
-      }
-      foreach (ISymbolicExpressionTreeAnalyzer analyzer in Operators.OfType<ISymbolicExpressionTreeAnalyzer>()) {
-        analyzer.SymbolicExpressionTreeParameter.ActualName = SolutionCreator.SymbolicExpressionTreeParameter.ActualName;
-      }
-    }
-
-    private void ParameterizeOperators() {
-      foreach (ISymbolicExpressionTreeOperator op in Operators.OfType<ISymbolicExpressionTreeOperator>()) {
-        op.MaxTreeHeightParameter.ActualName = MaxExpressionDepthParameter.Name;
-        op.MaxTreeSizeParameter.ActualName = MaxExpressionLengthParameter.Name;
-        op.SymbolicExpressionGrammarParameter.ActualName = FunctionTreeGrammarParameter.Name;
-      }
-      foreach (ISymbolicExpressionTreeCrossover op in Operators.OfType<ISymbolicExpressionTreeCrossover>()) {
-        op.ParentsParameter.ActualName = SolutionCreator.SymbolicExpressionTreeParameter.ActualName;
-        op.ChildParameter.ActualName = SolutionCreator.SymbolicExpressionTreeParameter.ActualName;
-      }
-      foreach (ISymbolicExpressionTreeManipulator op in Operators.OfType<ISymbolicExpressionTreeManipulator>()) {
-        op.SymbolicExpressionTreeParameter.ActualName = SolutionCreator.SymbolicExpressionTreeParameter.ActualName;
-      }
-      foreach (ISymbolicExpressionTreeArchitectureManipulator op in Operators.OfType<ISymbolicExpressionTreeArchitectureManipulator>()) {
-        op.MaxFunctionArgumentsParameter.ActualName = MaxFunctionArgumentsParameter.Name;
-        op.MaxFunctionDefinitionsParameter.ActualName = MaxFunctionDefiningBranchesParameter.Name;
       }
     }