public EntropyFunction(int dimension)
{
Dimension = dimension;
MonitoredFunction = new MonitoredFunction(ComputeEntropy, UpperBound, LowerBound, GlobalVectorType.Average, 1);
MinEntropy = 0.0;
MaxEntropy = Math.Log(Dimension);
}
public static NodeServer <NodeType> Create(
Vector[] initVectors,
int numOfNodes,
int vectorLength,
GlobalVectorType globalVectorType,
ApproximationType approximation,
MonitoredFunction monitoredFunction,
ResolveNodesFunction <NodeType> resolveNodes,
Func <Vector, ConvexBound, int, int, NodeType> createNode)
{
initVectors = initVectors.Map(v => v.Clone());
var globalVector = globalVectorType.GetValue(initVectors);
var(lowerBound, upperBound) = approximation.Calc(monitoredFunction.Function(globalVector));
var upperConvexBound = monitoredFunction.UpperBound(globalVector, upperBound);
var lowerConvexBound = monitoredFunction.LowerBound(globalVector, lowerBound);
var upperNodes = ArrayUtils.Init(numOfNodes, i => createNode(globalVector.Clone(), upperConvexBound, i, vectorLength));
var lowerNodes = ArrayUtils.Init(numOfNodes, i => createNode(globalVector.Clone(), lowerConvexBound, i, vectorLength));
NodeServer <NodeType> ReCreate(Vector[] newInitVectors)
=> Create(newInitVectors, numOfNodes, vectorLength, globalVectorType, approximation, monitoredFunction, resolveNodes, createNode);
return(new NodeServer <NodeType>(initVectors, numOfNodes, vectorLength, globalVectorType, upperBound, lowerBound, monitoredFunction.Function,
approximation, upperNodes, lowerNodes, resolveNodes, ReCreate));
}
public static OracleServer Create(
Vector[] initVectors,
int numOfNodes,
int vectorLength,
GlobalVectorType globalVectorType,
ApproximationType approximation,
MonitoredFunction monitoredFunction)
{
initVectors = initVectors.Map(v => v.Clone());
var globalVector = globalVectorType.GetValue(initVectors);
var(lowerBound, upperBound) = approximation.Calc(monitoredFunction.Function(globalVector));
return(new OracleServer(initVectors, numOfNodes, vectorLength, globalVectorType, upperBound, lowerBound, monitoredFunction.Function, approximation));
}
public static void RunStocks(Random rnd, MonitoredFunction function, string cbName, int iterations, Tree <long> closestValueQuery, int numOfNodes, int window, DateTime startingDateTime,
int minAmountAtDay, ApproximationType approximation,
string stocksDirPath, string resultDir)
{
var vectorLength = closestValueQuery.Data.Length;
var resultPath =
PathBuilder.Create(resultDir, "Entropy_" + cbName)
.AddProperty("Dataset", "Stocks")
.AddProperty("VectorLength", vectorLength.ToString())
.AddProperty("Nodes", numOfNodes.ToString())
.AddProperty("Window", window.ToString())
.AddProperty("StartingTime", startingDateTime.ToShortDateString().Replace('/', '-'))
.AddProperty("MinAmountAtDay", minAmountAtDay.ToString())
.AddProperty("Approximation", approximation.AsString())
.ToPath("csv");
using (var resultCsvFile = AutoFlushedTextFile.Create(resultPath, AccumaltedResult.Header(numOfNodes)))
using (var stocksProbabilityWindow = StocksProbabilityWindow.Init(stocksDirPath, startingDateTime, minAmountAtDay, numOfNodes, window, closestValueQuery))
{
var initProbabilityVectors = stocksProbabilityWindow.CurrentProbabilityVector();
if (!initProbabilityVectors.All(v => v.Sum().AlmostEqual(1.0, 0.000001)))
{
throw new Exception();
}
var multiRunner = MultiRunner.InitAll(initProbabilityVectors, numOfNodes, vectorLength,
approximation, function);
int i = 0;
while (stocksProbabilityWindow.MoveNext() && (i++ < iterations))
{
var changeProbabilityVectors = stocksProbabilityWindow.CurrentChangeProbabilityVector();
if (!changeProbabilityVectors.All(v => v.Sum().AlmostEqual(0.0, 0.000001)))
{
throw new Exception();
}
multiRunner.Run(changeProbabilityVectors, rnd, false)
.Select(r => r.AsCsvString())
.ForEach(resultCsvFile.WriteLine);
}
}
}
public SphereFunction(int dimension)
{
Dimension = dimension;
MonitoredFunction = new MonitoredFunction(Compute, UpperBound, LowerBound, GlobalVectorType.Average, 2);
}
public EntropySketchFunction(int dimension)
{
Dimension = dimension;
MonitoredFunction = new MonitoredFunction(ComputeEntropySketch, UpperBound, LowerBound, GlobalVectorType.Average, 1);
}
public SecondMoment(int width, int height)
{
Width = width;
Height = height;
MonitoredFunction = new MonitoredFunction(Compute, UpperBound, LowerBound, GlobalVectorType.Sum, 2, 0);
}
public InnerProductFunction(int dimension)
{
Dimension = dimension;
MonitoredFunction = new MonitoredFunction(Compute, UpperBound, LowerBound, GlobalVectorType.Sum, 2);
}