public static LinearInstruction[] Compile(ISymbolicExpressionTree tree, Func <ISymbolicExpressionTreeNode, byte> opCodeMapper)
{
var root = tree.Root.GetSubtree(0).GetSubtree(0);
var code = new LinearInstruction[root.GetLength()];
code[0] = new LinearInstruction {
dynamicNode = root, nArguments = (byte)root.SubtreeCount, opCode = opCodeMapper(root)
};
int c = 1, i = 0;
foreach (var node in root.IterateNodesBreadth())
{
for (int j = 0; j < node.SubtreeCount; ++j)
{
var s = node.GetSubtree(j);
code[c + j] = new LinearInstruction {
dynamicNode = s, nArguments = (byte)s.SubtreeCount, opCode = opCodeMapper(s)
};
}
code[i].childIndex = c;
c += node.SubtreeCount;
++i;
}
return(code);
}
public static LinearInstruction[] Compile(ISymbolicExpressionTree tree, Func <ISymbolicExpressionTreeNode, byte> opCodeMapper)
{
var root = tree.Root.GetSubtree(0).GetSubtree(0);
var code = new LinearInstruction[root.GetLength()];
if (root.SubtreeCount > ushort.MaxValue)
{
throw new ArgumentException("Number of subtrees is too big (>65.535)");
}
code[0] = new LinearInstruction {
dynamicNode = root, nArguments = (ushort)root.SubtreeCount, opCode = opCodeMapper(root)
};
int c = 1, i = 0;
foreach (var node in root.IterateNodesBreadth())
{
for (int j = 0; j < node.SubtreeCount; ++j)
{
var s = node.GetSubtree(j);
if (s.SubtreeCount > ushort.MaxValue)
{
throw new ArgumentException("Number of subtrees is too big (>65.535)");
}
code[c + j] = new LinearInstruction {
dynamicNode = s, nArguments = (ushort)s.SubtreeCount, opCode = opCodeMapper(s)
};
}
code[i].childIndex = c;
c += node.SubtreeCount;
++i;
}
return(code);
}
public static LinearInstruction[] Compile(ISymbolicExpressionTree tree, Func<ISymbolicExpressionTreeNode, byte> opCodeMapper) {
var root = tree.Root.GetSubtree(0).GetSubtree(0);
var code = new LinearInstruction[root.GetLength()];
code[0] = new LinearInstruction { dynamicNode = root, nArguments = (byte)root.SubtreeCount, opCode = opCodeMapper(root) };
int c = 1, i = 0;
foreach (var node in root.IterateNodesBreadth()) {
for (int j = 0; j < node.SubtreeCount; ++j) {
var s = node.GetSubtree(j);
code[c + j] = new LinearInstruction { dynamicNode = s, nArguments = (byte)s.SubtreeCount, opCode = opCodeMapper(s) };
}
code[i].childIndex = c;
c += node.SubtreeCount;
++i;
}
return code;
}
public static void PrepareInstructions(LinearInstruction[] code, IDataset dataset) {
for (int i = 0; i != code.Length; ++i) {
var instr = code[i];
#region opcode switch
switch (instr.opCode) {
case OpCodes.Constant: {
var constTreeNode = (ConstantTreeNode)instr.dynamicNode;
instr.value = constTreeNode.Value;
instr.skip = true; // the value is already set so this instruction should be skipped in the evaluation phase
}
break;
case OpCodes.Variable: {
var variableTreeNode = (VariableTreeNode)instr.dynamicNode;
instr.data = dataset.GetReadOnlyDoubleValues(variableTreeNode.VariableName);
}
break;
case OpCodes.LagVariable: {
var laggedVariableTreeNode = (LaggedVariableTreeNode)instr.dynamicNode;
instr.data = dataset.GetReadOnlyDoubleValues(laggedVariableTreeNode.VariableName);
}
break;
case OpCodes.VariableCondition: {
var variableConditionTreeNode = (VariableConditionTreeNode)instr.dynamicNode;
instr.data = dataset.GetReadOnlyDoubleValues(variableConditionTreeNode.VariableName);
}
break;
case OpCodes.TimeLag:
case OpCodes.Integral:
case OpCodes.Derivative: {
var seq = GetPrefixSequence(code, i);
var interpreterState = new InterpreterState(seq, 0);
instr.data = interpreterState;
for (int j = 1; j != seq.Length; ++j)
seq[j].skip = true;
}
break;
}
#endregion
}
}
private static LinearInstruction[] GetPrefixSequence(LinearInstruction[] code, int startIndex) {
var s = new Stack<int>();
var list = new List<LinearInstruction>();
s.Push(startIndex);
while (s.Any()) {
int i = s.Pop();
var instr = code[i];
// push instructions in reverse execution order
for (int j = instr.nArguments - 1; j >= 0; j--) s.Push(instr.childIndex + j);
list.Add(instr);
}
return list.ToArray();
}
private double Evaluate(IDataset dataset, int row, LinearInstruction[] code) {
for (int i = code.Length - 1; i >= 0; --i) {
if (code[i].skip) continue;
#region opcode if
var instr = code[i];
if (instr.opCode == OpCodes.Variable) {
if (row < 0 || row >= dataset.Rows) instr.value = double.NaN;
var variableTreeNode = (VariableTreeNode)instr.dynamicNode;
instr.value = ((IList<double>)instr.data)[row] * variableTreeNode.Weight;
} else if (instr.opCode == OpCodes.LagVariable) {
var laggedVariableTreeNode = (LaggedVariableTreeNode)instr.dynamicNode;
int actualRow = row + laggedVariableTreeNode.Lag;
if (actualRow < 0 || actualRow >= dataset.Rows)
instr.value = double.NaN;
else
instr.value = ((IList<double>)instr.data)[actualRow] * laggedVariableTreeNode.Weight;
} else if (instr.opCode == OpCodes.VariableCondition) {
if (row < 0 || row >= dataset.Rows) instr.value = double.NaN;
var variableConditionTreeNode = (VariableConditionTreeNode)instr.dynamicNode;
double variableValue = ((IList<double>)instr.data)[row];
double x = variableValue - variableConditionTreeNode.Threshold;
double p = 1 / (1 + Math.Exp(-variableConditionTreeNode.Slope * x));
double trueBranch = code[instr.childIndex].value;
double falseBranch = code[instr.childIndex + 1].value;
instr.value = trueBranch * p + falseBranch * (1 - p);
} else if (instr.opCode == OpCodes.Add) {
double s = code[instr.childIndex].value;
for (int j = 1; j != instr.nArguments; ++j) {
s += code[instr.childIndex + j].value;
}
instr.value = s;
} else if (instr.opCode == OpCodes.Sub) {
double s = code[instr.childIndex].value;
for (int j = 1; j != instr.nArguments; ++j) {
s -= code[instr.childIndex + j].value;
}
if (instr.nArguments == 1) s = -s;
instr.value = s;
} else if (instr.opCode == OpCodes.Mul) {
double p = code[instr.childIndex].value;
for (int j = 1; j != instr.nArguments; ++j) {
p *= code[instr.childIndex + j].value;
}
instr.value = p;
} else if (instr.opCode == OpCodes.Div) {
double p = code[instr.childIndex].value;
for (int j = 1; j != instr.nArguments; ++j) {
p /= code[instr.childIndex + j].value;
}
if (instr.nArguments == 1) p = 1.0 / p;
instr.value = p;
} else if (instr.opCode == OpCodes.Average) {
double s = code[instr.childIndex].value;
for (int j = 1; j != instr.nArguments; ++j) {
s += code[instr.childIndex + j].value;
}
instr.value = s / instr.nArguments;
} else if (instr.opCode == OpCodes.Cos) {
instr.value = Math.Cos(code[instr.childIndex].value);
} else if (instr.opCode == OpCodes.Sin) {
instr.value = Math.Sin(code[instr.childIndex].value);
} else if (instr.opCode == OpCodes.Tan) {
instr.value = Math.Tan(code[instr.childIndex].value);
} else if (instr.opCode == OpCodes.Square) {
instr.value = Math.Pow(code[instr.childIndex].value, 2);
} else if (instr.opCode == OpCodes.Power) {
double x = code[instr.childIndex].value;
double y = Math.Round(code[instr.childIndex + 1].value);
instr.value = Math.Pow(x, y);
} else if (instr.opCode == OpCodes.SquareRoot) {
instr.value = Math.Sqrt(code[instr.childIndex].value);
} else if (instr.opCode == OpCodes.Root) {
double x = code[instr.childIndex].value;
double y = code[instr.childIndex + 1].value;
instr.value = Math.Pow(x, 1 / y);
} else if (instr.opCode == OpCodes.Exp) {
instr.value = Math.Exp(code[instr.childIndex].value);
} else if (instr.opCode == OpCodes.Log) {
instr.value = Math.Log(code[instr.childIndex].value);
} else if (instr.opCode == OpCodes.Gamma) {
var x = code[instr.childIndex].value;
instr.value = double.IsNaN(x) ? double.NaN : alglib.gammafunction(x);
} else if (instr.opCode == OpCodes.Psi) {
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else if (x <= 0 && (Math.Floor(x) - x).IsAlmost(0)) instr.value = double.NaN;
else instr.value = alglib.psi(x);
} else if (instr.opCode == OpCodes.Dawson) {
var x = code[instr.childIndex].value;
instr.value = double.IsNaN(x) ? double.NaN : alglib.dawsonintegral(x);
} else if (instr.opCode == OpCodes.ExponentialIntegralEi) {
var x = code[instr.childIndex].value;
instr.value = double.IsNaN(x) ? double.NaN : alglib.exponentialintegralei(x);
} else if (instr.opCode == OpCodes.SineIntegral) {
double si, ci;
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else {
alglib.sinecosineintegrals(x, out si, out ci);
instr.value = si;
}
} else if (instr.opCode == OpCodes.CosineIntegral) {
double si, ci;
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else {
alglib.sinecosineintegrals(x, out si, out ci);
instr.value = ci;
}
} else if (instr.opCode == OpCodes.HyperbolicSineIntegral) {
double shi, chi;
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else {
alglib.hyperbolicsinecosineintegrals(x, out shi, out chi);
instr.value = shi;
}
} else if (instr.opCode == OpCodes.HyperbolicCosineIntegral) {
double shi, chi;
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else {
alglib.hyperbolicsinecosineintegrals(x, out shi, out chi);
instr.value = chi;
}
} else if (instr.opCode == OpCodes.FresnelCosineIntegral) {
double c = 0, s = 0;
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else {
alglib.fresnelintegral(x, ref c, ref s);
instr.value = c;
}
} else if (instr.opCode == OpCodes.FresnelSineIntegral) {
double c = 0, s = 0;
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else {
alglib.fresnelintegral(x, ref c, ref s);
instr.value = s;
}
} else if (instr.opCode == OpCodes.AiryA) {
double ai, aip, bi, bip;
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else {
alglib.airy(x, out ai, out aip, out bi, out bip);
instr.value = ai;
}
} else if (instr.opCode == OpCodes.AiryB) {
double ai, aip, bi, bip;
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else {
alglib.airy(x, out ai, out aip, out bi, out bip);
instr.value = bi;
}
} else if (instr.opCode == OpCodes.Norm) {
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else instr.value = alglib.normaldistribution(x);
} else if (instr.opCode == OpCodes.Erf) {
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else instr.value = alglib.errorfunction(x);
} else if (instr.opCode == OpCodes.Bessel) {
var x = code[instr.childIndex].value;
if (double.IsNaN(x)) instr.value = double.NaN;
else instr.value = alglib.besseli0(x);
} else if (instr.opCode == OpCodes.IfThenElse) {
double condition = code[instr.childIndex].value;
double result;
if (condition > 0.0) {
result = code[instr.childIndex + 1].value;
} else {
result = code[instr.childIndex + 2].value;
}
instr.value = result;
} else if (instr.opCode == OpCodes.AND) {
double result = code[instr.childIndex].value;
for (int j = 1; j < instr.nArguments; j++) {
if (result > 0.0) result = code[instr.childIndex + j].value;
else break;
}
instr.value = result > 0.0 ? 1.0 : -1.0;
} else if (instr.opCode == OpCodes.OR) {
double result = code[instr.childIndex].value;
for (int j = 1; j < instr.nArguments; j++) {
if (result <= 0.0) result = code[instr.childIndex + j].value;
else break;
}
instr.value = result > 0.0 ? 1.0 : -1.0;
} else if (instr.opCode == OpCodes.NOT) {
instr.value = code[instr.childIndex].value > 0.0 ? -1.0 : 1.0;
} else if (instr.opCode == OpCodes.XOR) {
int positiveSignals = 0;
for (int j = 0; j < instr.nArguments; j++) {
if (code[instr.childIndex + j].value > 0.0) positiveSignals++;
}
instr.value = positiveSignals % 2 != 0 ? 1.0 : -1.0;
} else if (instr.opCode == OpCodes.GT) {
double x = code[instr.childIndex].value;
double y = code[instr.childIndex + 1].value;
instr.value = x > y ? 1.0 : -1.0;
} else if (instr.opCode == OpCodes.LT) {
double x = code[instr.childIndex].value;
double y = code[instr.childIndex + 1].value;
instr.value = x < y ? 1.0 : -1.0;
} else if (instr.opCode == OpCodes.TimeLag || instr.opCode == OpCodes.Derivative || instr.opCode == OpCodes.Integral) {
var state = (InterpreterState)instr.data;
state.Reset();
instr.value = interpreter.Evaluate(dataset, ref row, state);
} else {
var errorText = string.Format("The {0} symbol is not supported by the linear interpreter. To support this symbol, please use the SymbolicDataAnalysisExpressionTreeInterpreter.", instr.dynamicNode.Symbol.Name);
throw new NotSupportedException(errorText);
}
#endregion
}
return code[0].value;
}