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(ns propeller.problems.stocks.stock-regression
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(:require
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[clojure.core :refer [read-string]]
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[propeller.tools.math :as math]
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[propeller.genome :as genome]
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[propeller.gp :as gp]
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[propeller.push.interpreter :as interpreter]
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[propeller.push.state :as state]
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[propeller.tools.math :as math]))
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(defn- target-function
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"Target function: f(x) = x^3 + 2*x^2 + x + 3"
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[x]
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(+ (* x x x) (* 2 x x) x 3))
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[propeller.tools.loading :as loading]))
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(def train-and-test-data
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"Training data: Inputs and outputs with -10 <= x < 11
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Test data: Inputs and outputs of -20 <= x < -10 and 11 <= x < 21"
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(let [train-inputs (range -10 11)
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test-inputs (concat (range -20 -10) (range 11 21))]
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{:train (map (fn [x] {:input1 (vector x) :output1 (vector (target-function x))}) train-inputs)
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:test (map (fn [x] {:input1 (vector x) :output1 (vector (target-function x))}) test-inputs)}))
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(let [data (loading/basic-load-data-csv "src/propeller/problems/stocks/data/GLD.csv")
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train-len (math/round (* (count data) 0.8))
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test-len (- (count data) train-len)
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]
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{:train (map (fn [x] {:input1 (first (map read-string x)) :output1 (fnext (map read-string x))}) (doall (take train-len data)))
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:test (map (fn [x] {:input1 (first (map read-string x)) :output1 (fnext (map read-string x))}) (doall (take-last test-len data)))}))
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(def instructions
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"stack-specific instructions, input instructions, close, and constants"
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:hold
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))
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(comment
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(defn error-function
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"Finds the behaviors and errors of an individual. The error is the absolute
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deviation between the target output value and the program's selected behavior,
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:errors errors
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:total-error #?(:clj (apply +' errors)
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:cljs (apply + errors))))))
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)
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(def integer-argmap
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{:instructions instructions
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:error-function error-function
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;:error-function error-function
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:training-data (:train train-and-test-data)
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:testing-data (:test train-and-test-data)
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:max-generations 300
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[clojure.java.io :as io]
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[clojure.data.csv :as csv]))
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(defn load-data-csv
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(defn basic-load-data-csv
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[path]
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(with-open [reader (io/reader path)]
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(->> (csv/read-csv reader)
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