Support for categorical variables (R factors) for symbolic regression with GP

[gkronber]

We frequently encounter regression / classification problems where the dataset contains categorical variables. It would be great if such variables can be used directly within symbolic regression models.

[gkronber]

r14232:14233 : created a feature branch for #2650 (support for categorical variables in symb reg) with a first set of changes work in progress...

TODO:

• handle correctly in all formatters (Smalltalk formatter and external evaluation formatter have not been adjusted)
• view for factor variables (configuration of actually allowed factors)
• create a set of unit tests for the simplifier (handle correctly in simplifier)
• extend simplifier to handle BinaryFactorVariable
• extend simplifier to combine FactorVariables with BinaryFactorVariable
• handle correctly in variable impacts view
• handle correctly in Non-linear regression (infix parser and infix formatter)
• support in all analyzers which handle variable symbols specifically
• support for pruning
• symbol for WeightedFactorVariable (instead of only 0/1)
• add an interface for variable symbols (with VariableName property)
• handle correctly in gradient views
• handle correctly in mathematical expression view
• handle correctly in ERC view (create linear regression model)
• handle correctly in symbolic classification - solution comparison
• handle correctly in OneR

Open issues which are not strictly necessary for a first merge of the functionality:

• support string variables in data preprocessing view
• allow factor variables in decision trees (and therefore GBT)?
• allow string variables as target variables in classification algorithms
• Switch/Case symbol with one subtree for each possible factor value
• handle correctly in SymbolicDataAnalysisExpressionTreeILEmittingInterpreter and SymbolicDataAnalysisExpressionCompiledTreeInterpreter (done: tree and linear interpreter)
• support in more algs?

[gkronber]

r14237:14238 :

• added weight for FactorVariable (necessary for LR)
• introduced VariableBase and VariableTreeNodeBase and IVariableSymbol
• support for factors in LR
• extended variable impacts in solution view
• fixed ERC view for regression
• support for FactorVariable in simplifier
• improved support for FactorVariable in constants optimizer
• multiple related changes and small fixes

[gkronber]

r14239: #2650: merged r14234:14236 from trunk to branch

[gkronber]

Shouldn't the variable impacts view be added as a solution view instead of an extra button?

[gkronber]

r14240: added support for categorical variables to LDA and MNL

[gkronber]

r14241: added support for factor variables in specific solution comparison view for symbolic classification solutions

[gkronber]

r14242: added support for factor variables to OneR algorithm

[gkronber]

r14243: renamed FactorVariable -> BinaryFactorVariable

[gkronber]

r14248: added support for factor variables to target variation view together with Philipp

[gkronber]

r14249: added new symbol FactorVariable (renamed previous symbol to BinaryFactorVariable) Work in progress.

[gkronber]

r14251:

• extended non-linear regression to work with factors
• fixed bugs in constants optimizer and tree interpreter
• improved simplification of factor variables
• added support for factors to ERC view
• added support for factors to solution comparison view
• activated view for all factors

[gkronber]

r14259: added support for factor variables to Excel formatter and Excel exporter as well as to the Latex formatter and consequently the mathematical representation view.

[gkronber]

r14266: improved handling of factors in ConstantOptimizationEvaluator (create binary indicators only once)

[gkronber]

• r14276: merged r14244 from trunk to branch
• r14277: merged r14245:14273 from trunk to branch (fixing conflicts in RegressionSolutionTargetResponseGradientView)

[gkronber]

Bugs:

• Exception when showing the simplifier view after simplification of the tree (it seems some nodes are not cloned). (r14339)
• Exception when trying to open data preprocessing view for a ProblemData object stored in a solution (#2683)

[gkronber]

r14330: merged r14282:14322 from trunk to branch (fixing conflicts)

[gkronber]

r14331: fixed compilation errors after merge

[gkronber]

r14339: fixed bug in simplification of factor symbols

[gkronber]

r14351: merged r14332:14350 from trunk to branch

[gkronber]

r14399: merged r14352:14376 from trunk to branch (resolving conflicts in SymbolicDataAnalysisExpressionLatexFormatter

[gkronber]

r14401: merged r14378:14400 from trunk to branch

[gkronber]

r14402: fixed a bug in constant optimizer in relation to lagged variables

[gkronber]

r14403: added support for factor variables to C# formatter

[gkronber]

r14421 merged r14405:14418 from trunk to branch

[gkronber]

Should be finished before #2697

[gkronber]

r14449: merged r14422:14443 from trunk to branches resolving conflicts

[gkronber]

r14497: updated mergeinfo to record the merged changesets r14422:14443 (happened in r14449)

[gkronber]

r14498: merged r14457:14494 from trunk to branch (resolving conflicts)

[gkronber]

r14499: updated mergeinfo to record the merged changesets r14244:14273 (happened in r14276 and r14277)

[gkronber]

r14501: better handling of variable names (as identifiers) and fixed some bugs

[gkronber]

r14502: another small fix in the C# formatter

[gkronber]

r14534: added simplifier unit tests for factor symbols

[gkronber]

r14535: worked on simplifier

[gkronber]

r14539: extended simplifier to pass all new unit tests for factors and binary factors

[gkronber]

r14540: fixed bugs in simplifier (causing multiple references to the same tree nodes within a tree)

[gkronber]

Features to review / test:

• Symbolic Regression:
  • String variables are visible in the input variables list in the problem data view
  • Grammar for symbolic regression contains two new symbols (Factor and BinaryFactor). The symbols are activated if string inputs are selected in the problem data view.
  • For string variables the variable frequency analyzer can also analyze references to specific variable values
  • Simplification of factor and binary factors nodes
  • Constant opt of factor and binary factor nodes
  • LaTeX formatter and view for mathematical representation shows all constant values for factor variables.
  • Excel exporter and formatter use nested if to produce the correct constants for string variables
  • Infix formatter produces an expression referencing string variables that can be used directly for NLR
  • C# formatter uses helper methods to produce the correct constants for string variables, C# formatter uses encoded identifier names for all variables.

• NLR:
  • The function can also reference string variables in the same way as double variables.
  • Factor symbols are used for string variables. Factor weights are tuned with constant opt.

• LR:
  • If string variables are selected as input variables the algorithm includes binary variables for each string variable value (using the BinaryFactor symbol)
  • If the string variable only contains two distinct values, only one binary variable is generated (variables are 100% correlated)

• General:
  • Variable impact calculation also includes string variables (replace by most common value)
  • For string variables the error characteristics curve also produces the LR base line model where binary variables are generated for each string variable value
  • Partial dependency plots show bar charts for models which reference string variables
  • Partial dependency plots show bar charts with confidence intervals for models which produce an estimated variance and which reference string variables
    1. generate a symb. reg. model
    2. show the visualization for a symbolic regression model with factors
    3. generate a Gaussian process model (without factors)
    4. drag the Gaussian process solution onto the visualization for the symbolic regression model

• Classification:
  • LDA: if string variables are allowed as inputs binary factors are generated for each variable value (similar to LR)
  • OneR: allows splitting by string variable values
  • Multi-nomial Logit supports string variables
  • Solution comparison view for classification supports string variables because OneR, LDA, and Multi-nomial Logit support string variables

[gkronber]

r14541: better wording in exception string

[gkronber]

r14542: merged r14504:14533 from trunk to branch

[gkronber]

r14554: removed warnings

[gkronber]

r14560: added a method for exporting models as Excel expressions with given variable mapping (for convenience)

[mkommend]

Notes:

• Merge conflicts with current trunk (r14587).
• Will elastic net be adapted to work with factors (similar as LR).
• Why are categorial (string) variables displayed last in the problem data (input variables)?
• Alglib util: use any to check for empty enumerables instead of .Count() == 0.

LR works as expected. TBC.

[gkronber]

r14589: merged r14548:14582 from trunk to to branch

[gkronber]

r14590: created a branch for the reintegration into trunk

[gkronber]

r14591: record merge info for (changeset 14353 and reverse merge 14354)

r14592: updated merged info to record the changesets r14378,r14390,r14391,r14393,r14394,r14396, and the reverse merge r14400

[gkronber]

Replying to mkommend:

Notes:

• Merge conflicts with current trunk (r14587).

After r14591 and r14592, reintegration into the trunk works.

[gkronber]

r14593: deleted branch again

[mkommend]

r14615: Minor changes in factors branch (sealed one factor classes).

[mkommend]

r14693: Fixed ordering of variables in problem data.

[mkommend]

r14701: Switched definition of vertical and horizontal concatenation of matrixes. (cf. ​https://de.mathworks.com/help/matlab/ref/vertcat.html#examples)

[mkommend]

Review comments

• IDataAnalysisProblemData still contains a TODO comment, where all usages should be checked. (gkronber: checked and removed with r14763.)
• RegressionSolutionVariableImpactsCalculator: Calculation for factors
  • The impact of a factor is calculated based on evaluating all combinations and ignores the configured replacement method!
  • median and average should use the mode
  • shuffle would work the same
  • noise should calculate a distribution and sample from it (similar to shuffle?)
  • noise is more or less uselses (only for normal distributed numbers)
  • (gkronber: r14762: added option to specify replacement method for factor variables. However, the solution is different from the solution proposed above. Please check.)
• ConstantOptimization should use Dictionaries instead of [] for variable names and values r14756 improved code for handling variables in the constant optimizer by using a dictionary
• C# Formatter VariableName2Identifier method using the bytes from the encoding produces unreadable code. Just use the variable name and maybe replace whitespaces with underscores. If it does not compile the user should handle the remaining issues manually. (gkronber: solved with r14720)
• Infix Expression Formatter does not handle factor variable symbols correctly (parser does not handle them as well) (gkronber: solved with r14761)
• ComplexityCalculator does not handle BinaryFactorVariables (gkronber: fixed with r14760)
• BinaryFactorVariable and FactorVariableSymbol are identical (gkronber: discussed with mko and we decided that this should be ok.)
• FactorVariableTreeNode uses linear search in GetValue (gkronber: solved with r14717,r14719)
• BinaryFactorVariableTreeNode ShakeLocalParameters, why is the variable name only changed with a 20% probability ? (gkronber: r14758 unified mutation behaviour for all variable tree nodes. Introduced parameter for probability of changing a variable. r14759 added a way to set the probability of variable changes via the GUI)
• Shaking in the different types of VariableTreeNodes should work at least similiarly (reuse of weights, variable name changes lead to completely new weights, ...) (gkronber see r14758 and r14759)

Optional remarks

• Will elastic net be adapted to work with factors (similar as LR).
• Alglib algs (LR,LDA, multinomial logit, ...) create two matrices for double and binary variables and merge these two afterwards. Wouldn't it be more efficient to create the whole matrix in one pass (without the two intermediate matrices)?
• ILEmittingInterpreter changes have no effect and actually lead to less descriptive error messages (revert?) (gkronber: reverted with r14715)
• Are the data densities in the gradientchart correct? just checked this; I believe they are.
• Simplifier can combine a constant with a FactorVariable if its beneath an additation or subtratction (w_x + c) (gkronber: This is already supported and a unit test exists. Added another unit test for subtraction with r14716.)
• There are remaining TODO items in comment:1:ticket:2650 (gkronber: checked and made some more changes: r14764, r14766)
• Be careful when reintegrating the branch due to SVN issues (replaced and copied files).

[gkronber]

r14751: merged r14597:14737 from trunk to branch

[gkronber]

r14752: merged r14738 from trunk to branch

[gkronber]

r14753: merged r14740 from trunk to branch

[gkronber]

r14754: merged r14748 from trunk to branch (change set contains file renames lower case to upper case)

[gkronber]

r14755 merged r14749:14750 from trunk to branch (commit message of r14755 is incorrect)

[gkronber]

r14764: adapted formatters to handle factor symbols

[gkronber]

r14765: added support for negative weights for parsing expressions with factors

[gkronber]

r14766: reviewed and tested all analyzers and made some smaller changes

[mkommend]

r14812: Adapted ArithmeticExpressionGrammar to set subtree count of factor variables explicitly.

[mkommend]

r14813: Removed commented code from constant optimization evaluator.

[mkommend]

r14814: Removed misleading comment from C# formatter.

[mkommend]

r14815: Corrected comment in VariableTreeNodeBase.

[mkommend]

Reviewed all changes in this ticket! *phew*

Last review comments:

• Infix parser cannot handle binary factor variables. The round trip model -> text -> model does not work.
• Show the bug in the manipulation of variable weights be fixed?

After the mentioned defect is fixed the branch is ready for reintegration in trunk. Please be careful so that all the white-space changes (e.g. "if (.." -> ""if(..", or ""foreach (..." -> ""foreach(...") will not be introduced in the trunk. You somehow use different formatting settings than everyone else.

[gkronber]

r14823: fixed round-trip for binary factor variables (and formatting changes)

[gkronber]

r14824: added a TODO comment for the mutation bug

[gkronber]

r14825: merged r14769:14820 from trunk to branch to prepare for branch reintegration

[gkronber]

r14826: merged the factors branch into trunk

[gkronber]

r14827: removed a plugin dependency and added a plugin dependency

[gkronber]

r14829: reformatting of VariableBase

[gkronber]

r14830: sealed variable symbol classes

[gkronber]

r14831: made backwards compatibe code for mutation of variables more obvious in VariableTreeNodeBase

[gkronber]

r14832: adapted GP unit test so that they produce the same outcomes as before reintegration of the factors branch

[mkommend]

Reviewed r14823, r14827, r14829, r14830, r14831, and r14832.

[gkronber]

r14866: deleted branch as it has been integrated into trunk

[gkronber]

Depends on other tickets which must be merged first:

• Constant Opt: #2686
• DataAnalysis.Views-3.4.csproj: #2529, #2718, #2759
• DataPreprocessing.Views-3.4.csproj: #2698 (factors branch does not really depend on this but a changeset from the factors branch includes a change from #2698)

[gkronber]

This is only blocked by #2698 now.

#2529 and #2718 have been merged. #2686 is almost ready for merging.

[gkronber]

Unfortunately, r14826 cannot be easily merged from trunk to stable.

Probably it is best to merge all changesets made to the trunk before r14826 to stable before.

A comparison of stable with trunk shows that changesets (before r14826) which are associated with the following tickets have not yet been merged from trunk to stable :

• #2255 (corrected and merged),
• #2432 (corrected)
• #2433 (corrected)
• #2435 (corrected, merge & reverse merge, applied to stable)
• #2442 (corrected)
• #2445 (corrected)
• #2446 (corrected)
• #2451 (corrected)
• #2457 (mainly branch development, but includes trunk change r13593 corrected: r13593 should be released with #2560)
• #2470 (corrected)
• #2477 (corrected)
• #2480 (corrected)
• #2524 (PausableAlg, merged to stable)
• #2526 (just record the merge info and ignore the conflicting change?)
• #2547 (merged to stable)
• #2560 (merged to stable)
• #2581 (MCTS for symb reg removed from trunk (changes so far have been merged to stable))
• #2588 (OKB solution download and upload, merged to stable)
• #2594 (corrected)
• #2651 (igraph, tree conflicts)
• #2660 (Variable network instances)
• #2690 (Views for random forests and gradient boosted trees)

Interestingly, this includes a number of already closed tickets (with the following unmerged changes):

• #2432: r12770 (has been merged but not recorded)
• #2433: r12772 (has been merged but not recorded)
• #2442:
  • r13249 (mergeinfo only) (done in #2442).
  • r13268 (has not been merged!) (done, see #2640)
• #2445: r12811 (merged but not recorded)
• #2446: r12836, r12812 (both merged but not recorded)
• #2451: r12837 (merged but not recorded)
• #2470: r12907 (merged but not recorded)
• #2477: r12971 (merged but not recorded)
• #2480: r12973, r12977 (merged and corresponding reverse merge but seemingly not marked as such) (done, see #2640)
• #2526 (Release):
  • r14208, (should be merged to stable, not only svn:ignore!) (not so easy because of a later changeset which conflicts)
  • r14187, (never merged to stable but same change to stable with r14188)
  • r14185, (never merged to stable but same change to stable with r14168)
  • r14171, (never merged to stable but same change to stable with r14183)
• #2594: r14160 (should be merged to stable!) (done, see #2640)

[abeham]

r12811 has already been merged to stable (r13192), but probably the merge was not recorded.

[abeham]

Do not merge this to stable again:

r14988: recorded merge of revisions 12770,12772,12811,12812,12836,12837,12907,12971 in stable

[mkommend]

The FactorPartialDependencePlot still throws an NotImplementedException in RemoveSolutionAsync that results in a compilation warning of the trunk!

A possible implementation would be something like this:

   public async Task RemoveSolutionAsync(IRegressionSolution solution) {
      if (!solutions.Remove(solution))
        return;

      seriesCache.Remove(solution);
      ciSeriesCache.Remove(solution);

      await RecalculateAsync();
      var args = new EventArgs<IRegressionSolution>(solution);
      OnSolutionRemoved(this, args);
    }

which is blatantly copied from the PartialDependencePlot and not tested.

[mkommend]

The simplifier does not always handle factor variables correctly. The first attachment is a minimal example showing an evaluation difference after automatic simplification. The second file is the whole solution from which the first is a subset of.

[gkronber]

Thanks for spotting this!

r15053: fixes the bug in the simplifier when simplifiying a sum of factors with a constant (+ f1 f1 f2 c) -> (+ 2f1 f2 c)

[gkronber]

r15054: added an implementation for RemoveSolutionAsync in PDP for factors. Untested because this cannot be triggered from the UI.

[mkommend]

Reviewed r15053 and r15054. Everything works well and the described issues are resolved.

[gkronber]

Merging r14826 from trunk to stable leads to the following tree conflicts:

• DataTableControl and ScatterPlotControl: These files have been renamed in r14982 (#2713). The change has already been merged to stable (out of order).
• HeuristicLab.ExtLibs/HeuristicLab.Igraph. This folder has been created with r14234 (#2651). Which has not yet been merged to stable.
• HeuristicLab.Tests/HeuristicLab.IGraph. This folder has been created with r14244 (#2651). Which has not yet been merged to stable.

[gkronber]

r15131: merged r14826 from trunk to stable. The only remaining conflict is DataTableControl and ScatterPlotControl which have been renamed within r14982 (-> tree conflict).

[gkronber]

r15132: merged r14827, r14829:14832 from trunk to stable

[gkronber]

r15148: merged r15053,r15054 from trunk to stable (all changesets merged)