C:\Users\Makise Kurisu\Downloads\gpols_v2\GpOls\gpols_evaluate.

Saturday, 14 March 2015 8:18 PM

function popu = gpn_evaluate(popuin,ixs,X,Y,Q,optv);

%Evaluates individulas and identificates their linear parameters
% popu = gpols_evaluate(popuin,ixs,X,Y,Q,optv)
%
popu <- result (population)
%
popuin -> input population
%
ixs -> vector of indexes of individulas to evaluate
%
X -> Regression matrix without bias (!)
%
Y -> Output vector
%
Q -> Weighting vector (set empty if not used)
%
optv -> evaluation parameters (set empty for default)
%
[optv(1) optv(2)]: a1, a2 tree-size penalty parameters (default: 0,0)
%
optv(3): OLS treshold value, range: 0-1 (default: 0)
%
optv(4): if == 1 then polynomial evaluation else normal (default: 0)
%
%Remark:
% The loss function is:
%
mse = (1/n)*E'*diag(Q)*E
%
where n is the number of data points, E is the error vector (Y-Ym),
%
diag(Q) is the weighting diagonal matrix (e.g. inverse of noise
%
covariance matrix or relative weights for relative mse)
% The Y is the given output vector and the Em is the estimated output:
%
Y = Ym + E, Ym = [X ones(size(X,1),1)]*Theta
%
where X is the regression matrix, Theta is the linear parameter vector
%
and Theta(end) = bias
%
% The ixs contains the indexes of individuals must be evaluated.
%
If you want evaluate every individudal then set ixs = [1:popu.size]
%
% The applied tree-size penalty function:
%
penalty = 1/(1+exp(a1*(L-a2)))
%
where a1 and a2 the penalty function parameters, and L is the size of
%
the tree (number of nodes). If a1=0 or a2=0 then penalty = 1
% Then the fitness is calucalted as
%
fitness = penalty * corrcoef(sqrt(diag(Q))*Y,sqrt(diag(Q))*Ym)
%
% The OLS treshold value determines the minimum allowed error reduction
% ratio (err). If a sub-tree has smaller err then it will be eliminated.
%
% The polynomial evaluation means that every non-polynomial tree will be
% transformed to polynomial before evaluation.
%
% (c) Janos Madar, University of Veszprem, 2005
%Output
popu = popuin;
%Options and parameters
if isempty(optv),
optv = zeros(1,4);
end
a1 = optv(1);
a2 = optv(2);
olslimit = optv(3);
polye = optv(4);
%WLS matrices
-1-

C:\Users\Makise Kurisu\Downloads\gpols_v2\GpOls\gpols_evaluate.m

Saturday, 14 March 2015 8:18 PM

if isempty(Q),
Q = ones(size(Y,1),1);
end
Q = diag(Q);
X = sqrt(Q)*X;
Y = sqrt(Q)*Y;
%Symbolum list
for i = 1:length(popu.symbols{1}),
s = popu.symbols{1}{i}(1);
if s=='*' | s=='/' | s=='^' | s=='\',
symbols{1}{i} = strcat('.',popu.symbols{1}{i});
else
symbols{1}{i} = popu.symbols{1}{i};
end
end
for i = 1:size(X,2),
symbols{2}{i} = sprintf('X(:,%i)',i);
end
%MAIN loop
for j = ixs,
%Get the tree
tree = popu.chrom{j}.tree;
%Exhange '+' -> '*' under non-'+' (polynom-operation)
if (polye == 1),
tree = polytree(tree);
end
%Collect the '+ parts'
[vv,fs,vvdel] = fsgen(tree,symbols);
%Prune redundant parts
tree = prunetree(vvdel,tree,symbols);
%Collect the '+ parts'
[vv,fs,vvdel] = fsgen(tree,symbols);
if ~isempty(vvdel),
error('Fatal error: redundant strings after deleting');
end
%OLSQ
[vfsdel,err] = gpols_olsq(fs,X,Y,olslimit);
tree.err = err;
vvdel = vv(vfsdel);
%Prune redundant parts
tree = prunetree(vvdel,tree,symbols);
%Collect the '+ parts'
[vv,fs,vvdel] = fsgen(tree,symbols);
if ~isempty(vvdel),
error('Fatal error: redundant strings after deleting');
end

-2-

C:\Users\Makise Kurisu\Downloads\gpols_v2\GpOls\gpols_evaluate.m

Saturday, 14 March 2015 8:18 PM

%LSQ
[mse,cfsq,theta] = gpols_lsq(fs,X,Y);
fit = cfsq;
%Tree-size penalty
if a1~=0 & a2~=0,
Sl = tree_size(tree);
fit = fit / (1+exp(a1*(Sl-a2)));
end
%Chrom
popu.chrom{j}.tree = tree; %write back the tree
popu.chrom{j}.mse = mse;
popu.chrom{j}.fitness = fit;
popu.chrom{j}.tree.param(1:length(theta)) = theta;
popu.chrom{j}.tree.paramn = length(theta);
end
%--------------------------------------------------------------function [tree] = polytree(treein);
tree = treein;
v = [1];
vv = [];
i = 1;
while i <= length(v),
ii = v(i);
if tree.nodetyp(ii)==1 & tree.node(ii)==1,
v = [v, ii*2, ii*2+1];
else
vv = [vv, ii];
end
i = i+1;
end
for ii = [vv],
v = [ii];
i = 1;
while i <= length(v),
if tree.nodetyp(v(i))==1,
if tree.node(v(i))==1,
tree.node(v(i)) = 2;
end
if v(i)*2+1 <= tree.maxsize,
v = [v, v(i)*2, v(i)*2+1];
end
end
i = i+1;
end
end
%--------------------------------------------------------------function [vv,fs,vvdel] = fsgen(tree,symbols);
%Search the '+ parts'
v = [1];
vv = [];
i = 1;
while i <= length(v),
-3-

C:\Users\Makise Kurisu\Downloads\gpols_v2\GpOls\gpols_evaluate.m

Saturday, 14 March 2015 8:18 PM

ii = v(i);
if tree.nodetyp(ii)==1 & tree.node(ii)==1,
v = [v, ii*2, ii*2+1];
else
vv = [vv, ii];
end
i = i+1;
end
fs = [];
i = 1;
for ii = [vv],
fs{i} = strcat('(',tree_stringrc(tree,ii,symbols),')');
i = i+1;
end
%Search the redundant '+ parts'
vvdel = [];
vvv = [];
i = 1;
while i <= length(fs),
ok = 0;
ii = 1;
while ii<i & ok==0,
ok = strcmp(fs{i},fs{ii});
ii = ii+1;
end
if ok==1,
vvdel = [vvdel, vv(i)];
else
vvv = [vvv, i];
end
i = i+1;
end
%--------------------------------------------------------------function tree = prunetree(vvdel,treein,symbols);
%Delete subtrees
nn = [length(symbols{1}), length(symbols{2})];
tree = treein;
n = floor(tree.maxsize/2);
tree.nodetyp(vvdel) = 0;
ok = 1;
while ok,
ok = 0;
i = 1;
while i<=n & ok==0,
if (tree.nodetyp(i)==1) & (tree.nodetyp(i*2)==0 | tree.nodetyp(i*2+1)==0),
ok = 1;
if tree.nodetyp(i*2)==0 & tree.nodetyp(i*2+1)==0,
tree.nodetyp(i*2) = treein.nodetyp(i*2);
tree.nodetyp(i*2+1) = treein.nodetyp(i*2+1);
tree.nodetyp(i) = 0;
elseif tree.nodetyp(i*2)==0,
tree.nodetyp(i*2) = treein.nodetyp(i*2);
subtree = tree_getsubtree(tree,i*2+1);
tree = tree_inserttree(subtree,tree,i,nn(2));
else
tree.nodetyp(i*2+1) = treein.nodetyp(i*2+1);
-4-

C:\Users\Makise Kurisu\Downloads\gpols_v2\GpOls\gpols_evaluate.m

Saturday, 14 March 2015 8:18 PM

subtree = tree_getsubtree(tree,i*2);
tree = tree_inserttree(subtree,tree,i,nn(2));
end
elseif (tree.nodetyp(i*2)==0 | tree.nodetyp(i*2+1)==0),
ok = 1;
if tree.nodetyp(i*2)==0,
tree.nodetyp(i*2) = treein.nodetyp(i*2);
end
if tree.nodetyp(i*2+1)==0,
tree.nodetyp(i*2+1) = treein.nodetyp(i*2+1);
end
end
i = i+1;
end
end

-5-