Opened 7 months ago

Last modified 4 days ago

#2948 reviewing enhancement

Symbolic differentiation

Reported by: gkronber Owned by: mkommend
Priority: medium Milestone: HeuristicLab 3.3.16
Component: Problems.DataAnalysis.Symbolic Version: trunk
Keywords: Cc:

Description

Sometimes it can be helpful to look at derivatives of a model. It is rather straightforward to implement symbolic differentiation using our tree representation of expressions.

Change History (20)

comment:1 Changed 7 months ago by gkronber

  • Owner set to gkronber
  • Status changed from new to accepted
  • Version set to trunk

comment:2 Changed 7 months ago by gkronber

r16206: added first implementation of symbolic differentiation as well as a test case (to be checked manually)

comment:3 Changed 7 months ago by gkronber

r16207: added new unit test class to project (combine with previous commit)

comment:4 Changed 7 months ago by gkronber

r16213: changed unit test cases to assert results of derivative calculations. Fixed bug in deriving sqrt(x)

comment:5 Changed 7 months ago by gkronber

  • Owner changed from gkronber to mkommend
  • Status changed from accepted to reviewing

comment:6 Changed 7 months ago by gkronber

r16216: removed string interpolation

comment:7 follow-ups: Changed 6 months ago by mkommend

  • Owner changed from mkommend to gkronber
  • Status changed from reviewing to assigned

Review Comments

Derivative Calculator

  • Method Derive (line 29) - Although ADFs are virtually never used at least a check that they are not present should be included before accessing tree.Root.GetSubtree(0).GetSubtree(0).
  • Static symbol variables (line 38-42) - Should be static readonly to avoid reassignment.
  • Should a shortcut for deriving f(x1, ... x10) / dy be included ( f'(x1,...,x10)/dy = 0) or is this automatically handled by simplification of a constant expression regardless of its length?
  • Method Derive (line 74) - Is there a specific reason why unary multiplication is not handled?
  • Method Derive (line 90) - Is there a specific reason why divisions with more than 2 arguments are not handled?
  • Method Derive (line 136) - What about the tangent symbol that can be expressed as sin() / cos()?
  • Method IsCompatible (line 172) - This method is never used!

DeriveTest

  • Reviewed unit tests
    • Some of them look overly complicated (due to our simplifier) and I had to use wolfram alpha for verification.

comment:8 Changed 5 months ago by gkronber

r16294: worked on review comments.

comment:9 in reply to: ↑ 7 Changed 5 months ago by gkronber

implemented the following review comments with r16294:

Replying to mkommend:

  • Method Derive (line 29) - Although ADFs are virtually never used at least a check that they are not present should be included before accessing tree.Root.GetSubtree(0).GetSubtree(0).
  • Static symbol variables (line 38-42) - Should be static readonly to avoid reassignment.
  • Method Derive (line 74) - Is there a specific reason why unary multiplication is not handled?
  • Method Derive (line 90) - Is there a specific reason why divisions with more than 2 arguments are not handled?
  • Method Derive (line 136) - What about the tangent symbol that can be expressed as sin() / cos()?

Still open:

  • Should a shortcut for deriving f(x1, ... x10) / dy be included ( f'(x1,...,x10)/dy = 0) or is this automatically handled by simplification of a constant expression regardless of its length?
  • Method IsCompatible (line 172) - This method is never used!

It can be used by classes working with DerivativeCalculator. The pattern is the same for the AutoDiffConverter.

comment:10 Changed 4 months ago by gkronber

r16358: adapted expected results for derivative calculator unit tests because the TreeSimplifier has been changed within ticket #2915.

-> #2915 must be merged to stable together with this ticket

comment:11 in reply to: ↑ 7 Changed 4 months ago by gkronber

Replying to mkommend:

Review Comments

Derivative Calculator

  • Should a shortcut for deriving f(x1, ... x10) / dy be included ( f'(x1,...,x10)/dy = 0) or is this automatically handled by simplification of a constant expression regardless of its length?

Checking whether the variable is used in ISymbolicExpressionTree would necessitate an iteration over all tree nodes. If Derive(ISymbolicExpressionTree tree, string variableName) is called for a variableName which does not occur in the tree the result is automatically a constant zero tree. I added a unit test with r16494 to assert this.

comment:12 Changed 4 months ago by gkronber

  • Owner changed from gkronber to mkommend
  • Status changed from assigned to reviewing

Thanks for the review comments, I have considered all of them. Please review r16294, r16358, and r16494

comment:13 Changed 3 months ago by gkronber

Not supported:

  • Factor variables
  • Abs
  • AQ, Cube, CubeRoot
  • time series symbols
  • Boolean operators and conditionals
  • Power, root (with rounding)
  • all special functions
Last edited 3 months ago by gkronber (previous) (diff)

comment:14 Changed 3 months ago by gkronber

  • Owner changed from mkommend to gkronber
  • Status changed from reviewing to assigned

comment:15 Changed 3 months ago by gkronber

  • Status changed from assigned to accepted

comment:16 Changed 3 months ago by gkronber

r16543: added support for deriving cube, cuberoot, abs, analytic-quotient

comment:17 Changed 3 months ago by gkronber

  • Owner changed from gkronber to mkommend
  • Status changed from accepted to reviewing

comment:18 Changed 3 weeks ago by gkronber

  • Owner changed from mkommend to gkronber
  • Status changed from reviewing to assigned

comment:19 Changed 3 weeks ago by gkronber

r16737: fixed a bug for products with >2 factors

comment:20 Changed 4 days ago by gkronber

  • Owner changed from gkronber to mkommend
  • Status changed from assigned to reviewing
Note: See TracTickets for help on using tickets.