private static bool TryTransformToAutoDiff(ISymbolicExpressionTreeNode node, List<AutoDiff.Variable> variables, List<AutoDiff.Variable> parameters, List<string> variableNames, bool updateVariableWeights, out AutoDiff.Term term) {
if (node.Symbol is Constant) {
var var = new AutoDiff.Variable();
variables.Add(var);
term = var;
return true;
}
if (node.Symbol is Variable) {
var varNode = node as VariableTreeNode;
var par = new AutoDiff.Variable();
parameters.Add(par);
variableNames.Add(varNode.VariableName);
if (updateVariableWeights) {
var w = new AutoDiff.Variable();
variables.Add(w);
term = AutoDiff.TermBuilder.Product(w, par);
} else {
term = par;
}
return true;
}
if (node.Symbol is Addition) {
List<AutoDiff.Term> terms = new List<Term>();
foreach (var subTree in node.Subtrees) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(subTree, variables, parameters, variableNames, updateVariableWeights, out t)) {
term = null;
return false;
}
terms.Add(t);
}
term = AutoDiff.TermBuilder.Sum(terms);
return true;
}
if (node.Symbol is Subtraction) {
List<AutoDiff.Term> terms = new List<Term>();
for (int i = 0; i < node.SubtreeCount; i++) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(node.GetSubtree(i), variables, parameters, variableNames, updateVariableWeights, out t)) {
term = null;
return false;
}
if (i > 0) t = -t;
terms.Add(t);
}
if (terms.Count == 1) term = -terms[0];
else term = AutoDiff.TermBuilder.Sum(terms);
return true;
}
if (node.Symbol is Multiplication) {
List<AutoDiff.Term> terms = new List<Term>();
foreach (var subTree in node.Subtrees) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(subTree, variables, parameters, variableNames, updateVariableWeights, out t)) {
term = null;
return false;
}
terms.Add(t);
}
if (terms.Count == 1) term = terms[0];
else term = terms.Aggregate((a, b) => new AutoDiff.Product(a, b));
return true;
}
if (node.Symbol is Division) {
List<AutoDiff.Term> terms = new List<Term>();
foreach (var subTree in node.Subtrees) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(subTree, variables, parameters, variableNames, updateVariableWeights, out t)) {
term = null;
return false;
}
terms.Add(t);
}
if (terms.Count == 1) term = 1.0 / terms[0];
else term = terms.Aggregate((a, b) => new AutoDiff.Product(a, 1.0 / b));
return true;
}
if (node.Symbol is Logarithm) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, updateVariableWeights, out t)) {
term = null;
return false;
} else {
term = AutoDiff.TermBuilder.Log(t);
return true;
}
}
if (node.Symbol is Exponential) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, updateVariableWeights, out t)) {
term = null;
return false;
} else {
term = AutoDiff.TermBuilder.Exp(t);
return true;
}
}
if (node.Symbol is Square) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, updateVariableWeights, out t)) {
term = null;
return false;
} else {
term = AutoDiff.TermBuilder.Power(t, 2.0);
return true;
}
}
if (node.Symbol is SquareRoot) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, updateVariableWeights, out t)) {
term = null;
return false;
} else {
term = AutoDiff.TermBuilder.Power(t, 0.5);
return true;
}
}
if (node.Symbol is Sine) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, updateVariableWeights, out t)) {
term = null;
return false;
} else {
term = sin(t);
return true;
}
}
if (node.Symbol is Cosine) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, updateVariableWeights, out t)) {
term = null;
return false;
} else {
term = cos(t);
return true;
}
}
if (node.Symbol is Tangent) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, updateVariableWeights, out t)) {
term = null;
return false;
} else {
term = tan(t);
return true;
}
}
if (node.Symbol is Erf) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, updateVariableWeights, out t)) {
term = null;
return false;
} else {
term = erf(t);
return true;
}
}
if (node.Symbol is Norm) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, updateVariableWeights, out t)) {
term = null;
return false;
} else {
term = norm(t);
return true;
}
}
if (node.Symbol is StartSymbol) {
var alpha = new AutoDiff.Variable();
var beta = new AutoDiff.Variable();
variables.Add(beta);
variables.Add(alpha);
AutoDiff.Term branchTerm;
if (TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, updateVariableWeights, out branchTerm)) {
term = branchTerm * alpha + beta;
return true;
} else {
term = null;
return false;
}
}
term = null;
return false;
}
private static alglib.ndimensional_pfunc CreatePFunc(AutoDiff.IParametricCompiledTerm compiledFunc) {
return (double[] c, double[] x, ref double func, object o) => {
func = compiledFunc.Evaluate(c, x);
};
}
private static alglib.ndimensional_pgrad CreatePGrad(AutoDiff.IParametricCompiledTerm compiledFunc) {
return (double[] c, double[] x, ref double func, double[] grad, object o) => {
var tupel = compiledFunc.Differentiate(c, x);
func = tupel.Item2;
Array.Copy(tupel.Item1, grad, grad.Length);
};
}
private static bool TryTransformToAutoDiff(ISymbolicExpressionTreeNode node, List<AutoDiff.Variable> variables, List<AutoDiff.Variable> parameters, List<string> variableNames, out AutoDiff.Term term) {
if (node.Symbol is Constant) {
var var = new AutoDiff.Variable();
variables.Add(var);
term = var;
return true;
}
if (node.Symbol is Variable) {
var varNode = node as VariableTreeNode;
var par = new AutoDiff.Variable();
parameters.Add(par);
variableNames.Add(varNode.VariableName);
var w = new AutoDiff.Variable();
variables.Add(w);
term = AutoDiff.TermBuilder.Product(w, par);
return true;
}
if (node.Symbol is Addition) {
List<AutoDiff.Term> terms = new List<Term>();
foreach (var subTree in node.Subtrees) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(subTree, variables, parameters, variableNames, out t)) {
term = null;
return false;
}
terms.Add(t);
}
term = AutoDiff.TermBuilder.Sum(terms);
return true;
}
if (node.Symbol is Subtraction) {
List<AutoDiff.Term> terms = new List<Term>();
for (int i = 0; i < node.SubtreeCount; i++) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(node.GetSubtree(i), variables, parameters, variableNames, out t)) {
term = null;
return false;
}
if (i > 0) t = -t;
terms.Add(t);
}
term = AutoDiff.TermBuilder.Sum(terms);
return true;
}
if (node.Symbol is Multiplication) {
AutoDiff.Term a, b;
if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, out a) ||
!TryTransformToAutoDiff(node.GetSubtree(1), variables, parameters, variableNames, out b)) {
term = null;
return false;
} else {
List<AutoDiff.Term> factors = new List<Term>();
foreach (var subTree in node.Subtrees.Skip(2)) {
AutoDiff.Term f;
if (!TryTransformToAutoDiff(subTree, variables, parameters, variableNames, out f)) {
term = null;
return false;
}
factors.Add(f);
}
term = AutoDiff.TermBuilder.Product(a, b, factors.ToArray());
return true;
}
}
if (node.Symbol is Division) {
// only works for at least two subtrees
AutoDiff.Term a, b;
if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, out a) ||
!TryTransformToAutoDiff(node.GetSubtree(1), variables, parameters, variableNames, out b)) {
term = null;
return false;
} else {
List<AutoDiff.Term> factors = new List<Term>();
foreach (var subTree in node.Subtrees.Skip(2)) {
AutoDiff.Term f;
if (!TryTransformToAutoDiff(subTree, variables, parameters, variableNames, out f)) {
term = null;
return false;
}
factors.Add(1.0 / f);
}
term = AutoDiff.TermBuilder.Product(a, 1.0 / b, factors.ToArray());
return true;
}
}
if (node.Symbol is Logarithm) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, out t)) {
term = null;
return false;
} else {
term = AutoDiff.TermBuilder.Log(t);
return true;
}
}
if (node.Symbol is Exponential) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, out t)) {
term = null;
return false;
} else {
term = AutoDiff.TermBuilder.Exp(t);
return true;
}
}
if (node.Symbol is Square) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, out t)) {
term = null;
return false;
} else {
term = AutoDiff.TermBuilder.Power(t, 2.0);
return true;
}
} if (node.Symbol is SquareRoot) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, out t)) {
term = null;
return false;
} else {
term = AutoDiff.TermBuilder.Power(t, 0.5);
return true;
}
} if (node.Symbol is Sine) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, out t)) {
term = null;
return false;
} else {
term = sin(t);
return true;
}
} if (node.Symbol is Cosine) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, out t)) {
term = null;
return false;
} else {
term = cos(t);
return true;
}
} if (node.Symbol is Tangent) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, out t)) {
term = null;
return false;
} else {
term = tan(t);
return true;
}
} if (node.Symbol is Erf) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, out t)) {
term = null;
return false;
} else {
term = erf(t);
return true;
}
} if (node.Symbol is Norm) {
AutoDiff.Term t;
if (!TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, out t)) {
term = null;
return false;
} else {
term = norm(t);
return true;
}
}
if (node.Symbol is StartSymbol) {
var alpha = new AutoDiff.Variable();
var beta = new AutoDiff.Variable();
variables.Add(beta);
variables.Add(alpha);
AutoDiff.Term branchTerm;
if (TryTransformToAutoDiff(node.GetSubtree(0), variables, parameters, variableNames, out branchTerm)) {
term = branchTerm * alpha + beta;
return true;
} else {
term = null;
return false;
}
}
term = null;
return false;
}