private void Initialize() {
var add = new Addition();
var sub = new Subtraction();
var mul = new Multiplication();
var div = new Division();
var constant = new Constant();
constant.MinValue = -20;
constant.MaxValue = 20;
var variableSymbol = new HeuristicLab.Problems.DataAnalysis.Symbolic.Variable();
var allSymbols = new List<Symbol>() { add, sub, mul, div, constant, variableSymbol };
var functionSymbols = new List<Symbol>() { add, sub, mul, div };
foreach (var symb in allSymbols)
AddSymbol(symb);
foreach (var funSymb in functionSymbols) {
SetSubtreeCount(funSymb, 1, 3);
}
SetSubtreeCount(constant, 0, 0);
SetSubtreeCount(variableSymbol, 0, 0);
// allow each symbol as child of the start symbol
foreach (var symb in allSymbols) {
AddAllowedChildSymbol(StartSymbol, symb);
AddAllowedChildSymbol(DefunSymbol, symb);
}
// allow each symbol as child of every other symbol (except for terminals that have maxSubtreeCount == 0)
foreach (var parent in functionSymbols) {
foreach (var child in allSymbols)
AddAllowedChildSymbol(parent, child);
}
}
private void Initialize() {
var add = new Addition();
var sub = new Subtraction();
var mul = new Multiplication();
var div = new Division();
var mean = new Average();
var sin = new Sine();
var cos = new Cosine();
var tan = new Tangent();
var log = new Logarithm();
var exp = new Exponential();
var @if = new IfThenElse();
var gt = new GreaterThan();
var lt = new LessThan();
var and = new And();
var or = new Or();
var not = new Not();
var constant = new Constant();
constant.MinValue = -20;
constant.MaxValue = 20;
variableSymbol = new HeuristicLab.Problems.DataAnalysis.Symbolic.Variable();
var allSymbols = new List<Symbol>() { add, sub, mul, div, mean, sin, cos, tan, log, exp, @if, gt, lt, and, or, not, constant, variableSymbol };
var unaryFunctionSymbols = new List<Symbol>() { sin, cos, tan, log, exp, not };
var binaryFunctionSymbols = new List<Symbol>() { gt, lt };
var functionSymbols = new List<Symbol>() { add, sub, mul, div, mean, and, or };
foreach (var symb in allSymbols)
AddSymbol(symb);
foreach (var funSymb in functionSymbols) {
SetSubtreeCount(funSymb, 1, 3);
}
foreach (var funSymb in unaryFunctionSymbols) {
SetSubtreeCount(funSymb, 1, 1);
}
foreach (var funSymb in binaryFunctionSymbols) {
SetSubtreeCount(funSymb, 2, 2);
}
SetSubtreeCount(@if, 3, 3);
SetSubtreeCount(constant, 0, 0);
SetSubtreeCount(variableSymbol, 0, 0);
// allow each symbol as child of the start symbol
foreach (var symb in allSymbols) {
AddAllowedChildSymbol(StartSymbol, symb, 0);
}
// allow each symbol as child of every other symbol (except for terminals that have maxSubtreeCount == 0)
foreach (var parent in allSymbols) {
for (int i = 0; i < GetMaximumSubtreeCount(parent); i++)
foreach (var child in allSymbols) {
AddAllowedChildSymbol(parent, child, i);
}
}
}
private void Initialize()
{
var add = new Addition();
var sub = new Subtraction();
var mul = new Multiplication();
var div = new Division();
var constant = new Constant();
constant.MinValue = -20;
constant.MaxValue = 20;
var variableSymbol = new HeuristicLab.Problems.DataAnalysis.Symbolic.Variable();
var allSymbols = new List <Symbol>()
{
add, sub, mul, div, constant, variableSymbol
};
var functionSymbols = new List <Symbol>()
{
add, sub, mul, div
};
foreach (var symb in allSymbols)
{
AddSymbol(symb);
}
foreach (var funSymb in functionSymbols)
{
SetSubtreeCount(funSymb, 1, 3);
}
SetSubtreeCount(constant, 0, 0);
SetSubtreeCount(variableSymbol, 0, 0);
// allow each symbol as child of the start symbol
foreach (var symb in allSymbols)
{
AddAllowedChildSymbol(StartSymbol, symb);
AddAllowedChildSymbol(DefunSymbol, symb);
}
// allow each symbol as child of every other symbol (except for terminals that have maxSubtreeCount == 0)
foreach (var parent in functionSymbols)
{
foreach (var child in allSymbols)
{
AddAllowedChildSymbol(parent, child);
}
}
}
private static ISymbolicExpressionTreeNode MakeProduct(ISymbolicExpressionTreeNode treeNode, double beta)
{
if (beta.IsAlmost(1.0))
{
return(treeNode);
}
else
{
var multipliciation = new Multiplication();
var node = multipliciation.CreateTreeNode();
var betaConst = MakeConstant(beta);
node.AddSubtree(treeNode);
node.AddSubtree(betaConst);
return(node);
}
}
// helper
private ISymbolicExpressionTreeNode GenerateModelForLinearTransformation()
{
var linearTransformation = (LinearTransformation)transformation;
var kValue = linearTransformation.Multiplier;
var dValue = linearTransformation.Addend;
// k * x
var multiplicationNode = new Multiplication().CreateTreeNode();
var kNode = CreateConstantTreeNode("k", kValue);
var xNode = CreateVariableTreeNode(column, "x");
multiplicationNode.AddSubtree(kNode);
multiplicationNode.AddSubtree(xNode);
// ( k * x ) + d
var additionNode = new Addition().CreateTreeNode();
var dNode = CreateConstantTreeNode("d", dValue);
additionNode.AddSubtree(multiplicationNode);
additionNode.AddSubtree(dNode);
return(additionNode);
}
private Multiplication(Multiplication original, Cloner cloner) : base(original, cloner)
{
}
private static ISymbolicExpressionTreeNode MakeProduct(ISymbolicExpressionTreeNode treeNode, double beta) {
if (beta.IsAlmost(1.0)) {
return treeNode;
} else {
var multipliciation = new Multiplication();
var node = multipliciation.CreateTreeNode();
var betaConst = MakeConstant(beta);
node.AddSubtree(treeNode);
node.AddSubtree(betaConst);
return node;
}
}
private static ISymbolicRegressionSolution CreateSymbolicSolution(List<IRegressionModel> models, double nu, IRegressionProblemData problemData) {
var symbModels = models.OfType<ISymbolicRegressionModel>();
var lowerLimit = symbModels.Min(m => m.LowerEstimationLimit);
var upperLimit = symbModels.Max(m => m.UpperEstimationLimit);
var interpreter = new SymbolicDataAnalysisExpressionTreeLinearInterpreter();
var progRootNode = new ProgramRootSymbol().CreateTreeNode();
var startNode = new StartSymbol().CreateTreeNode();
var addNode = new Addition().CreateTreeNode();
var mulNode = new Multiplication().CreateTreeNode();
var scaleNode = (ConstantTreeNode)new Constant().CreateTreeNode(); // all models are scaled using the same nu
scaleNode.Value = nu;
foreach (var m in symbModels) {
var relevantPart = m.SymbolicExpressionTree.Root.GetSubtree(0).GetSubtree(0); // skip root and start
addNode.AddSubtree((ISymbolicExpressionTreeNode)relevantPart.Clone());
}
mulNode.AddSubtree(addNode);
mulNode.AddSubtree(scaleNode);
startNode.AddSubtree(mulNode);
progRootNode.AddSubtree(startNode);
var t = new SymbolicExpressionTree(progRootNode);
var combinedModel = new SymbolicRegressionModel(problemData.TargetVariable, t, interpreter, lowerLimit, upperLimit);
var sol = new SymbolicRegressionSolution(combinedModel, problemData);
return sol;
}
private void Initialize() {
#region symbol declaration
var add = new Addition();
var sub = new Subtraction();
var mul = new Multiplication();
var div = new Division();
var mean = new Average();
var sin = new Sine();
var cos = new Cosine();
var tan = new Tangent();
var log = new Logarithm();
var pow = new Power();
var square = new Square();
var root = new Root();
var sqrt = new SquareRoot();
var exp = new Exponential();
var airyA = new AiryA();
var airyB = new AiryB();
var bessel = new Bessel();
var cosineIntegral = new CosineIntegral();
var dawson = new Dawson();
var erf = new Erf();
var expIntegralEi = new ExponentialIntegralEi();
var fresnelCosineIntegral = new FresnelCosineIntegral();
var fresnelSineIntegral = new FresnelSineIntegral();
var gamma = new Gamma();
var hypCosineIntegral = new HyperbolicCosineIntegral();
var hypSineIntegral = new HyperbolicSineIntegral();
var norm = new Norm();
var psi = new Psi();
var sineIntegral = new SineIntegral();
var @if = new IfThenElse();
var gt = new GreaterThan();
var lt = new LessThan();
var and = new And();
var or = new Or();
var not = new Not();
var xor = new Xor();
var variableCondition = new VariableCondition();
var timeLag = new TimeLag();
var integral = new Integral();
var derivative = new Derivative();
var constant = new Constant();
constant.MinValue = -20;
constant.MaxValue = 20;
var variableSymbol = new Variable();
var laggedVariable = new LaggedVariable();
var autoregressiveVariable = new AutoregressiveTargetVariable();
#endregion
#region group symbol declaration
var arithmeticSymbols = new GroupSymbol(ArithmeticFunctionsName, new List<ISymbol>() { add, sub, mul, div, mean });
var trigonometricSymbols = new GroupSymbol(TrigonometricFunctionsName, new List<ISymbol>() { sin, cos, tan });
var exponentialAndLogarithmicSymbols = new GroupSymbol(ExponentialFunctionsName, new List<ISymbol> { exp, log });
var specialFunctions = new GroupSymbol(SpecialFunctionsName, new List<ISymbol> { airyA, airyB, bessel, cosineIntegral, dawson, erf, expIntegralEi,
fresnelCosineIntegral,fresnelSineIntegral,gamma,hypCosineIntegral,hypSineIntegral,norm, psi, sineIntegral});
var terminalSymbols = new GroupSymbol(TerminalsName, new List<ISymbol> { constant, variableSymbol });
var realValuedSymbols = new GroupSymbol(RealValuedSymbolsName, new List<ISymbol>() { arithmeticSymbols, trigonometricSymbols, exponentialAndLogarithmicSymbols, specialFunctions, terminalSymbols });
var powerSymbols = new GroupSymbol(PowerFunctionsName, new List<ISymbol> { square, pow, sqrt, root });
var conditionSymbols = new GroupSymbol(ConditionsName, new List<ISymbol> { @if, variableCondition });
var comparisonSymbols = new GroupSymbol(ComparisonsName, new List<ISymbol> { gt, lt });
var booleanOperationSymbols = new GroupSymbol(BooleanOperatorsName, new List<ISymbol> { and, or, not, xor });
var conditionalSymbols = new GroupSymbol(ConditionalSymbolsName, new List<ISymbol> { conditionSymbols, comparisonSymbols, booleanOperationSymbols });
var timeSeriesSymbols = new GroupSymbol(TimeSeriesSymbolsName, new List<ISymbol> { timeLag, integral, derivative, laggedVariable, autoregressiveVariable });
#endregion
AddSymbol(realValuedSymbols);
AddSymbol(powerSymbols);
AddSymbol(conditionalSymbols);
AddSymbol(timeSeriesSymbols);
#region subtree count configuration
SetSubtreeCount(arithmeticSymbols, 2, 2);
SetSubtreeCount(trigonometricSymbols, 1, 1);
SetSubtreeCount(pow, 2, 2);
SetSubtreeCount(root, 2, 2);
SetSubtreeCount(square, 1, 1);
SetSubtreeCount(sqrt, 1, 1);
SetSubtreeCount(exponentialAndLogarithmicSymbols, 1, 1);
SetSubtreeCount(specialFunctions, 1, 1);
SetSubtreeCount(terminalSymbols, 0, 0);
SetSubtreeCount(@if, 3, 3);
SetSubtreeCount(variableCondition, 2, 2);
SetSubtreeCount(comparisonSymbols, 2, 2);
SetSubtreeCount(and, 2, 2);
SetSubtreeCount(or, 2, 2);
SetSubtreeCount(not, 1, 1);
SetSubtreeCount(xor, 2, 2);
SetSubtreeCount(timeLag, 1, 1);
SetSubtreeCount(integral, 1, 1);
SetSubtreeCount(derivative, 1, 1);
SetSubtreeCount(laggedVariable, 0, 0);
SetSubtreeCount(autoregressiveVariable, 0, 0);
#endregion
#region allowed child symbols configuration
AddAllowedChildSymbol(StartSymbol, realValuedSymbols);
AddAllowedChildSymbol(StartSymbol, powerSymbols);
AddAllowedChildSymbol(StartSymbol, conditionSymbols);
AddAllowedChildSymbol(StartSymbol, timeSeriesSymbols);
AddAllowedChildSymbol(StartSymbol, specialFunctions);
AddAllowedChildSymbol(DefunSymbol, realValuedSymbols);
AddAllowedChildSymbol(DefunSymbol, powerSymbols);
AddAllowedChildSymbol(DefunSymbol, conditionSymbols);
AddAllowedChildSymbol(DefunSymbol, timeSeriesSymbols);
AddAllowedChildSymbol(DefunSymbol, specialFunctions);
AddAllowedChildSymbol(realValuedSymbols, realValuedSymbols);
AddAllowedChildSymbol(realValuedSymbols, powerSymbols);
AddAllowedChildSymbol(realValuedSymbols, conditionSymbols);
AddAllowedChildSymbol(realValuedSymbols, timeSeriesSymbols);
AddAllowedChildSymbol(realValuedSymbols, specialFunctions);
AddAllowedChildSymbol(powerSymbols, variableSymbol, 0);
AddAllowedChildSymbol(powerSymbols, laggedVariable, 0);
AddAllowedChildSymbol(powerSymbols, autoregressiveVariable, 0);
AddAllowedChildSymbol(powerSymbols, constant, 1);
AddAllowedChildSymbol(square, realValuedSymbols, 0);
AddAllowedChildSymbol(square, conditionSymbols, 0);
AddAllowedChildSymbol(square, timeSeriesSymbols, 0);
AddAllowedChildSymbol(sqrt, realValuedSymbols, 0);
AddAllowedChildSymbol(sqrt, conditionSymbols, 0);
AddAllowedChildSymbol(sqrt, timeSeriesSymbols, 0);
AddAllowedChildSymbol(@if, comparisonSymbols, 0);
AddAllowedChildSymbol(@if, booleanOperationSymbols, 0);
AddAllowedChildSymbol(@if, conditionSymbols, 1);
AddAllowedChildSymbol(@if, realValuedSymbols, 1);
AddAllowedChildSymbol(@if, powerSymbols, 1);
AddAllowedChildSymbol(@if, timeSeriesSymbols, 1);
AddAllowedChildSymbol(@if, conditionSymbols, 2);
AddAllowedChildSymbol(@if, realValuedSymbols, 2);
AddAllowedChildSymbol(@if, powerSymbols, 2);
AddAllowedChildSymbol(@if, timeSeriesSymbols, 2);
AddAllowedChildSymbol(booleanOperationSymbols, comparisonSymbols);
AddAllowedChildSymbol(comparisonSymbols, realValuedSymbols);
AddAllowedChildSymbol(comparisonSymbols, powerSymbols);
AddAllowedChildSymbol(comparisonSymbols, conditionSymbols);
AddAllowedChildSymbol(comparisonSymbols, timeSeriesSymbols);
AddAllowedChildSymbol(variableCondition, realValuedSymbols);
AddAllowedChildSymbol(variableCondition, powerSymbols);
AddAllowedChildSymbol(variableCondition, conditionSymbols);
AddAllowedChildSymbol(variableCondition, timeSeriesSymbols);
AddAllowedChildSymbol(timeLag, realValuedSymbols);
AddAllowedChildSymbol(timeLag, powerSymbols);
AddAllowedChildSymbol(timeLag, conditionSymbols);
AddAllowedChildSymbol(integral, realValuedSymbols);
AddAllowedChildSymbol(integral, powerSymbols);
AddAllowedChildSymbol(integral, conditionSymbols);
AddAllowedChildSymbol(derivative, realValuedSymbols);
AddAllowedChildSymbol(derivative, powerSymbols);
AddAllowedChildSymbol(derivative, conditionSymbols);
#endregion
}
private Multiplication(Multiplication original, Cloner cloner) : base(original, cloner) { }
private void Initialize()
{
var add = new Addition();
var sub = new Subtraction();
var mul = new Multiplication();
var div = new Division();
var mean = new Average();
var sin = new Sine();
var cos = new Cosine();
var tan = new Tangent();
var log = new Logarithm();
var pow = new Power();
pow.InitialFrequency = 0.0;
var square = new Square();
square.InitialFrequency = 0.0;
var root = new Root();
root.InitialFrequency = 0.0;
var sqrt = new SquareRoot();
sqrt.InitialFrequency = 0.0;
var airyA = new AiryA();
airyA.InitialFrequency = 0.0;
var airyB = new AiryB();
airyB.InitialFrequency = 0.0;
var bessel = new Bessel();
bessel.InitialFrequency = 0.0;
var cosineIntegral = new CosineIntegral();
cosineIntegral.InitialFrequency = 0.0;
var dawson = new Dawson();
dawson.InitialFrequency = 0.0;
var erf = new Erf();
erf.InitialFrequency = 0.0;
var expIntegralEi = new ExponentialIntegralEi();
expIntegralEi.InitialFrequency = 0.0;
var fresnelCosineIntegral = new FresnelCosineIntegral();
fresnelCosineIntegral.InitialFrequency = 0.0;
var fresnelSineIntegral = new FresnelSineIntegral();
fresnelSineIntegral.InitialFrequency = 0.0;
var gamma = new Gamma();
gamma.InitialFrequency = 0.0;
var hypCosineIntegral = new HyperbolicCosineIntegral();
hypCosineIntegral.InitialFrequency = 0.0;
var hypSineIntegral = new HyperbolicSineIntegral();
hypSineIntegral.InitialFrequency = 0.0;
var norm = new Norm();
norm.InitialFrequency = 0.0;
var psi = new Psi();
psi.InitialFrequency = 0.0;
var sineIntegral = new SineIntegral();
sineIntegral.InitialFrequency = 0.0;
var exp = new Exponential();
var @if = new IfThenElse();
var gt = new GreaterThan();
var lt = new LessThan();
var and = new And();
var or = new Or();
var not = new Not();
var xor = new Xor();
var timeLag = new TimeLag();
timeLag.InitialFrequency = 0.0;
var integral = new Integral();
integral.InitialFrequency = 0.0;
var derivative = new Derivative();
derivative.InitialFrequency = 0.0;
var variableCondition = new VariableCondition();
variableCondition.InitialFrequency = 0.0;
var constant = new Constant();
constant.MinValue = -20;
constant.MaxValue = 20;
var variableSymbol = new HeuristicLab.Problems.DataAnalysis.Symbolic.Variable();
var laggedVariable = new LaggedVariable();
laggedVariable.InitialFrequency = 0.0;
var autoregressiveVariable = new AutoregressiveTargetVariable();
autoregressiveVariable.InitialFrequency = 0.0;
autoregressiveVariable.Enabled = false;
var allSymbols = new List <Symbol>()
{
add, sub, mul, div, mean, sin, cos, tan, log, square, pow, sqrt, root, exp,
airyA, airyB, bessel, cosineIntegral, dawson, erf, expIntegralEi, fresnelCosineIntegral, fresnelSineIntegral, gamma, hypCosineIntegral, hypSineIntegral, norm, psi, sineIntegral,
@if, gt, lt, and, or, not, xor, timeLag, integral, derivative, constant, variableSymbol, laggedVariable, autoregressiveVariable, variableCondition
};
var unaryFunctionSymbols = new List <Symbol>()
{
square, sqrt, sin, cos, tan, log, exp, not, timeLag, integral, derivative,
airyA, airyB, bessel, cosineIntegral, dawson, erf, expIntegralEi, fresnelCosineIntegral, fresnelSineIntegral, gamma, hypCosineIntegral, hypSineIntegral, norm, psi, sineIntegral
};
var binaryFunctionSymbols = new List <Symbol>()
{
pow, root, gt, lt, variableCondition
};
var ternarySymbols = new List <Symbol>()
{
add, sub, mul, div, mean, and, or, xor
};
var terminalSymbols = new List <Symbol>()
{
variableSymbol, constant, laggedVariable, autoregressiveVariable
};
foreach (var symb in allSymbols)
{
AddSymbol(symb);
}
foreach (var funSymb in ternarySymbols)
{
SetSubtreeCount(funSymb, 1, 3);
}
foreach (var funSymb in unaryFunctionSymbols)
{
SetSubtreeCount(funSymb, 1, 1);
}
foreach (var funSymb in binaryFunctionSymbols)
{
SetSubtreeCount(funSymb, 2, 2);
}
foreach (var terminalSymbol in terminalSymbols)
{
SetSubtreeCount(terminalSymbol, 0, 0);
}
SetSubtreeCount(@if, 3, 3);
// allow each symbol as child of the start symbol
foreach (var symb in allSymbols)
{
AddAllowedChildSymbol(StartSymbol, symb);
AddAllowedChildSymbol(DefunSymbol, symb);
}
// allow each symbol as child of every other symbol (except for terminals that have maxSubtreeCount == 0)
foreach (var parent in allSymbols.Except(terminalSymbols))
{
foreach (var child in allSymbols)
{
AddAllowedChildSymbol(parent, child);
}
}
}
private void Initialize()
{
#region symbol declaration
var add = new Addition();
var sub = new Subtraction();
var mul = new Multiplication();
var div = new Division();
var mean = new Average();
var sin = new Sine();
var cos = new Cosine();
var tan = new Tangent();
var log = new Logarithm();
var pow = new Power();
var square = new Square();
var root = new Root();
var sqrt = new SquareRoot();
var exp = new Exponential();
var airyA = new AiryA();
var airyB = new AiryB();
var bessel = new Bessel();
var cosineIntegral = new CosineIntegral();
var dawson = new Dawson();
var erf = new Erf();
var expIntegralEi = new ExponentialIntegralEi();
var fresnelCosineIntegral = new FresnelCosineIntegral();
var fresnelSineIntegral = new FresnelSineIntegral();
var gamma = new Gamma();
var hypCosineIntegral = new HyperbolicCosineIntegral();
var hypSineIntegral = new HyperbolicSineIntegral();
var norm = new Norm();
var psi = new Psi();
var sineIntegral = new SineIntegral();
var @if = new IfThenElse();
var gt = new GreaterThan();
var lt = new LessThan();
var and = new And();
var or = new Or();
var not = new Not();
var xor = new Xor();
var variableCondition = new VariableCondition();
var timeLag = new TimeLag();
var integral = new Integral();
var derivative = new Derivative();
var constant = new Constant();
constant.MinValue = -20;
constant.MaxValue = 20;
var variableSymbol = new Variable();
var laggedVariable = new LaggedVariable();
var autoregressiveVariable = new AutoregressiveTargetVariable();
#endregion
#region group symbol declaration
var arithmeticSymbols = new GroupSymbol(ArithmeticFunctionsName, new List <ISymbol>()
{
add, sub, mul, div, mean
});
var trigonometricSymbols = new GroupSymbol(TrigonometricFunctionsName, new List <ISymbol>()
{
sin, cos, tan
});
var exponentialAndLogarithmicSymbols = new GroupSymbol(ExponentialFunctionsName, new List <ISymbol> {
exp, log
});
var specialFunctions = new GroupSymbol(SpecialFunctionsName, new List <ISymbol> {
airyA, airyB, bessel, cosineIntegral, dawson, erf, expIntegralEi,
fresnelCosineIntegral, fresnelSineIntegral, gamma, hypCosineIntegral, hypSineIntegral, norm, psi, sineIntegral
});
var terminalSymbols = new GroupSymbol(TerminalsName, new List <ISymbol> {
constant, variableSymbol
});
var realValuedSymbols = new GroupSymbol(RealValuedSymbolsName, new List <ISymbol>()
{
arithmeticSymbols, trigonometricSymbols, exponentialAndLogarithmicSymbols, specialFunctions, terminalSymbols
});
var powerSymbols = new GroupSymbol(PowerFunctionsName, new List <ISymbol> {
square, pow, sqrt, root
});
var conditionSymbols = new GroupSymbol(ConditionsName, new List <ISymbol> {
@if, variableCondition
});
var comparisonSymbols = new GroupSymbol(ComparisonsName, new List <ISymbol> {
gt, lt
});
var booleanOperationSymbols = new GroupSymbol(BooleanOperatorsName, new List <ISymbol> {
and, or, not, xor
});
var conditionalSymbols = new GroupSymbol(ConditionalSymbolsName, new List <ISymbol> {
conditionSymbols, comparisonSymbols, booleanOperationSymbols
});
var timeSeriesSymbols = new GroupSymbol(TimeSeriesSymbolsName, new List <ISymbol> {
timeLag, integral, derivative, laggedVariable, autoregressiveVariable
});
#endregion
AddSymbol(realValuedSymbols);
AddSymbol(powerSymbols);
AddSymbol(conditionalSymbols);
AddSymbol(timeSeriesSymbols);
#region subtree count configuration
SetSubtreeCount(arithmeticSymbols, 2, 2);
SetSubtreeCount(trigonometricSymbols, 1, 1);
SetSubtreeCount(pow, 2, 2);
SetSubtreeCount(root, 2, 2);
SetSubtreeCount(square, 1, 1);
SetSubtreeCount(sqrt, 1, 1);
SetSubtreeCount(exponentialAndLogarithmicSymbols, 1, 1);
SetSubtreeCount(specialFunctions, 1, 1);
SetSubtreeCount(terminalSymbols, 0, 0);
SetSubtreeCount(@if, 3, 3);
SetSubtreeCount(variableCondition, 2, 2);
SetSubtreeCount(comparisonSymbols, 2, 2);
SetSubtreeCount(and, 2, 2);
SetSubtreeCount(or, 2, 2);
SetSubtreeCount(not, 1, 1);
SetSubtreeCount(xor, 2, 2);
SetSubtreeCount(timeLag, 1, 1);
SetSubtreeCount(integral, 1, 1);
SetSubtreeCount(derivative, 1, 1);
SetSubtreeCount(laggedVariable, 0, 0);
SetSubtreeCount(autoregressiveVariable, 0, 0);
#endregion
#region allowed child symbols configuration
AddAllowedChildSymbol(StartSymbol, realValuedSymbols);
AddAllowedChildSymbol(StartSymbol, powerSymbols);
AddAllowedChildSymbol(StartSymbol, conditionSymbols);
AddAllowedChildSymbol(StartSymbol, timeSeriesSymbols);
AddAllowedChildSymbol(StartSymbol, specialFunctions);
AddAllowedChildSymbol(DefunSymbol, realValuedSymbols);
AddAllowedChildSymbol(DefunSymbol, powerSymbols);
AddAllowedChildSymbol(DefunSymbol, conditionSymbols);
AddAllowedChildSymbol(DefunSymbol, timeSeriesSymbols);
AddAllowedChildSymbol(DefunSymbol, specialFunctions);
AddAllowedChildSymbol(realValuedSymbols, realValuedSymbols);
AddAllowedChildSymbol(realValuedSymbols, powerSymbols);
AddAllowedChildSymbol(realValuedSymbols, conditionSymbols);
AddAllowedChildSymbol(realValuedSymbols, timeSeriesSymbols);
AddAllowedChildSymbol(realValuedSymbols, specialFunctions);
AddAllowedChildSymbol(powerSymbols, variableSymbol, 0);
AddAllowedChildSymbol(powerSymbols, laggedVariable, 0);
AddAllowedChildSymbol(powerSymbols, autoregressiveVariable, 0);
AddAllowedChildSymbol(powerSymbols, constant, 1);
AddAllowedChildSymbol(square, realValuedSymbols, 0);
AddAllowedChildSymbol(square, conditionSymbols, 0);
AddAllowedChildSymbol(square, timeSeriesSymbols, 0);
AddAllowedChildSymbol(sqrt, realValuedSymbols, 0);
AddAllowedChildSymbol(sqrt, conditionSymbols, 0);
AddAllowedChildSymbol(sqrt, timeSeriesSymbols, 0);
AddAllowedChildSymbol(@if, comparisonSymbols, 0);
AddAllowedChildSymbol(@if, booleanOperationSymbols, 0);
AddAllowedChildSymbol(@if, conditionSymbols, 1);
AddAllowedChildSymbol(@if, realValuedSymbols, 1);
AddAllowedChildSymbol(@if, powerSymbols, 1);
AddAllowedChildSymbol(@if, timeSeriesSymbols, 1);
AddAllowedChildSymbol(@if, conditionSymbols, 2);
AddAllowedChildSymbol(@if, realValuedSymbols, 2);
AddAllowedChildSymbol(@if, powerSymbols, 2);
AddAllowedChildSymbol(@if, timeSeriesSymbols, 2);
AddAllowedChildSymbol(booleanOperationSymbols, comparisonSymbols);
AddAllowedChildSymbol(comparisonSymbols, realValuedSymbols);
AddAllowedChildSymbol(comparisonSymbols, powerSymbols);
AddAllowedChildSymbol(comparisonSymbols, conditionSymbols);
AddAllowedChildSymbol(comparisonSymbols, timeSeriesSymbols);
AddAllowedChildSymbol(variableCondition, realValuedSymbols);
AddAllowedChildSymbol(variableCondition, powerSymbols);
AddAllowedChildSymbol(variableCondition, conditionSymbols);
AddAllowedChildSymbol(variableCondition, timeSeriesSymbols);
AddAllowedChildSymbol(timeLag, realValuedSymbols);
AddAllowedChildSymbol(timeLag, powerSymbols);
AddAllowedChildSymbol(timeLag, conditionSymbols);
AddAllowedChildSymbol(integral, realValuedSymbols);
AddAllowedChildSymbol(integral, powerSymbols);
AddAllowedChildSymbol(integral, conditionSymbols);
AddAllowedChildSymbol(derivative, realValuedSymbols);
AddAllowedChildSymbol(derivative, powerSymbols);
AddAllowedChildSymbol(derivative, conditionSymbols);
#endregion
}
private void Initialize(IEnumerable<string> variableNames, int nConstants) {
#region symbol declaration
var add = new Addition();
var sub = new Subtraction();
var mul = new Multiplication();
var div = new Division();
var mean = new Average();
var log = new Logarithm();
var pow = new Power();
var square = new Square();
var root = new Root();
var sqrt = new SquareRoot();
var exp = new Exponential();
// we use our own random number generator here because we assume
// that grammars are only initialized once when setting the grammar in the problem.
// This means everytime the grammar parameter in the problem is changed
// we initialize the constants to new values
var rand = new MersenneTwister();
// warm up
for (int i = 0; i < 1000; i++) rand.NextDouble();
var constants = new List<Constant>(nConstants);
for (int i = 0; i < nConstants; i++) {
var constant = new Constant();
do {
var constVal = rand.NextDouble() * 20.0 - 10.0;
constant.Name = string.Format("{0:0.000}", constVal);
constant.MinValue = constVal;
constant.MaxValue = constVal;
constant.ManipulatorSigma = 0.0;
constant.ManipulatorMu = 0.0;
constant.MultiplicativeManipulatorSigma = 0.0;
} while (constants.Any(c => c.Name == constant.Name)); // unlikely, but it could happen that the same constant value is sampled twice. so we resample if necessary.
constants.Add(constant);
}
var variables = new List<HeuristicLab.Problems.DataAnalysis.Symbolic.Variable>();
foreach (var variableName in variableNames) {
var variableSymbol = new HeuristicLab.Problems.DataAnalysis.Symbolic.Variable();
variableSymbol.Name = variableName;
variableSymbol.WeightManipulatorMu = 0.0;
variableSymbol.WeightManipulatorSigma = 0.0;
variableSymbol.WeightMu = 1.0;
variableSymbol.WeightSigma = 0.0;
variableSymbol.MultiplicativeWeightManipulatorSigma = 0.0;
variableSymbol.AllVariableNames = new[] { variableName };
variableSymbol.VariableNames = new[] { variableName };
variables.Add(variableSymbol);
}
#endregion
AddSymbol(add);
AddSymbol(sub);
AddSymbol(mul);
AddSymbol(div);
AddSymbol(mean);
AddSymbol(log);
AddSymbol(pow);
AddSymbol(square);
AddSymbol(root);
AddSymbol(sqrt);
AddSymbol(exp);
constants.ForEach(AddSymbol);
variables.ForEach(AddSymbol);
#region subtree count configuration
SetSubtreeCount(add, 2, 2);
SetSubtreeCount(sub, 2, 2);
SetSubtreeCount(mul, 2, 2);
SetSubtreeCount(div, 2, 2);
SetSubtreeCount(mean, 2, 2);
SetSubtreeCount(log, 1, 1);
SetSubtreeCount(pow, 2, 2);
SetSubtreeCount(square, 1, 1);
SetSubtreeCount(root, 2, 2);
SetSubtreeCount(sqrt, 1, 1);
SetSubtreeCount(exp, 1, 1);
constants.ForEach((c) => SetSubtreeCount(c, 0, 0));
variables.ForEach((v) => SetSubtreeCount(v, 0, 0));
#endregion
var functions = new ISymbol[] { add, sub, mul, div, mean, log, pow, root, square, sqrt };
var terminalSymbols = variables.Concat<ISymbol>(constants);
var allSymbols = functions.Concat(terminalSymbols);
#region allowed child symbols configuration
foreach (var s in allSymbols) {
AddAllowedChildSymbol(StartSymbol, s);
}
foreach (var parentSymb in functions)
foreach (var childSymb in allSymbols) {
AddAllowedChildSymbol(parentSymb, childSymb);
}
#endregion
}
private void Initialize() {
var add = new Addition();
var sub = new Subtraction();
var mul = new Multiplication();
var div = new Division();
var mean = new Average();
var sin = new Sine();
var cos = new Cosine();
var tan = new Tangent();
var log = new Logarithm();
var pow = new Power();
pow.InitialFrequency = 0.0;
var square = new Square();
square.InitialFrequency = 0.0;
var root = new Root();
root.InitialFrequency = 0.0;
var sqrt = new SquareRoot();
sqrt.InitialFrequency = 0.0;
var airyA = new AiryA();
airyA.InitialFrequency = 0.0;
var airyB = new AiryB();
airyB.InitialFrequency = 0.0;
var bessel = new Bessel();
bessel.InitialFrequency = 0.0;
var cosineIntegral = new CosineIntegral();
cosineIntegral.InitialFrequency = 0.0;
var dawson = new Dawson();
dawson.InitialFrequency = 0.0;
var erf = new Erf();
erf.InitialFrequency = 0.0;
var expIntegralEi = new ExponentialIntegralEi();
expIntegralEi.InitialFrequency = 0.0;
var fresnelCosineIntegral = new FresnelCosineIntegral();
fresnelCosineIntegral.InitialFrequency = 0.0;
var fresnelSineIntegral = new FresnelSineIntegral();
fresnelSineIntegral.InitialFrequency = 0.0;
var gamma = new Gamma();
gamma.InitialFrequency = 0.0;
var hypCosineIntegral = new HyperbolicCosineIntegral();
hypCosineIntegral.InitialFrequency = 0.0;
var hypSineIntegral = new HyperbolicSineIntegral();
hypSineIntegral.InitialFrequency = 0.0;
var norm = new Norm();
norm.InitialFrequency = 0.0;
var psi = new Psi();
psi.InitialFrequency = 0.0;
var sineIntegral = new SineIntegral();
sineIntegral.InitialFrequency = 0.0;
var exp = new Exponential();
var @if = new IfThenElse();
var gt = new GreaterThan();
var lt = new LessThan();
var and = new And();
var or = new Or();
var not = new Not();
var xor = new Xor();
var timeLag = new TimeLag();
timeLag.InitialFrequency = 0.0;
var integral = new Integral();
integral.InitialFrequency = 0.0;
var derivative = new Derivative();
derivative.InitialFrequency = 0.0;
var variableCondition = new VariableCondition();
variableCondition.InitialFrequency = 0.0;
var constant = new Constant();
constant.MinValue = -20;
constant.MaxValue = 20;
var variableSymbol = new HeuristicLab.Problems.DataAnalysis.Symbolic.Variable();
var laggedVariable = new LaggedVariable();
laggedVariable.InitialFrequency = 0.0;
var autoregressiveVariable = new AutoregressiveTargetVariable();
autoregressiveVariable.InitialFrequency = 0.0;
autoregressiveVariable.Enabled = false;
var allSymbols = new List<Symbol>() { add, sub, mul, div, mean, sin, cos, tan, log, square, pow, sqrt, root, exp,
airyA, airyB, bessel, cosineIntegral, dawson, erf, expIntegralEi, fresnelCosineIntegral, fresnelSineIntegral, gamma, hypCosineIntegral, hypSineIntegral, norm, psi, sineIntegral,
@if, gt, lt, and, or, not,xor, timeLag, integral, derivative, constant, variableSymbol, laggedVariable,autoregressiveVariable, variableCondition };
var unaryFunctionSymbols = new List<Symbol>() { square, sqrt, sin, cos, tan, log, exp, not, timeLag, integral, derivative,
airyA, airyB, bessel, cosineIntegral, dawson, erf, expIntegralEi, fresnelCosineIntegral, fresnelSineIntegral, gamma, hypCosineIntegral, hypSineIntegral, norm, psi, sineIntegral
};
var binaryFunctionSymbols = new List<Symbol>() { pow, root, gt, lt, variableCondition };
var ternarySymbols = new List<Symbol>() { add, sub, mul, div, mean, and, or, xor };
var terminalSymbols = new List<Symbol>() { variableSymbol, constant, laggedVariable, autoregressiveVariable };
foreach (var symb in allSymbols)
AddSymbol(symb);
foreach (var funSymb in ternarySymbols) {
SetSubtreeCount(funSymb, 1, 3);
}
foreach (var funSymb in unaryFunctionSymbols) {
SetSubtreeCount(funSymb, 1, 1);
}
foreach (var funSymb in binaryFunctionSymbols) {
SetSubtreeCount(funSymb, 2, 2);
}
foreach (var terminalSymbol in terminalSymbols) {
SetSubtreeCount(terminalSymbol, 0, 0);
}
SetSubtreeCount(@if, 3, 3);
// allow each symbol as child of the start symbol
foreach (var symb in allSymbols) {
AddAllowedChildSymbol(StartSymbol, symb);
AddAllowedChildSymbol(DefunSymbol, symb);
}
// allow each symbol as child of every other symbol (except for terminals that have maxSubtreeCount == 0)
foreach (var parent in allSymbols.Except(terminalSymbols)) {
foreach (var child in allSymbols)
AddAllowedChildSymbol(parent, child);
}
}