I'm trying to create a memoization interface for functions with arbitrary number of arguments, but I'm failing miserably I feel like my solution is not very flexible. I tried to define an interface for a function which gets memoized automatically upon execution and each function will have to implement this interface. Here is an example with a two parameter Exponential Moving Average function:
class EMAFunction:IFunction
{
Dictionary<List<object>, List<object>> map;
class EMAComparer : IEqualityComparer<List<object>>
{
private int _multiplier = 97;
public bool Equals(List<object> a, List<object> b)
{
List<object> aVals = (List<object>)a[0];
int aPeriod = (int)a[1];
List<object> bVals = (List<object>)b[0];
int bPeriod = (int)b[1];
return (aVals.Count == bVals.Count) && (aPeriod == bPeriod);
}
public int GetHashCode(List<object> obj)
{
// Don't compute hash code on null object.
if (obj == null)
{
return 0;
}
List<object> vals = (List<object>) obj[0];
int period = (int) obj[1];
return (_multiplier * period.GetHashCode()) + vals.Count;
}
}
public EMAFunction()
{
NumParams = 2;
Name = "EMA";
map = new Dictionary<List<object>, List<object>>(new EMAComparer());
}
#region IFunction Members
public int NumParams
{
get;
set;
}
public string Name
{
get;
set;
}
public object Execute(List<object> parameters)
{
if (parameters.Count != NumParams)
throw new ArgumentException("The num params doesn't match!");
if (!map.ContainsKey(parameters))
{
//map.Add(parameters,
List<double> values = new List<double>();
List<object> asObj = (List<object>)parameters[0];
foreach (object val in asObj)
{
values.Add((double)val);
}
int period = (int)parameters[1];
asObj.Clear();
List<double> ema = TechFunctions.ExponentialMovingAverage(values, period);
foreach (double val in ema)
{
asObj.Add(val);
}
map.Add(parameters, asObj);
}
return map[parameters];
}
public void ClearMap()
{
map.Clear();
}
#endregion
}
Here are my tests of the function:
private void MemoizeTest()
{
DataSet dataSet = DataLoader.LoadData(DataLoader.DataSource.FROM_WEB, 1024);
List<String> labels = dataSet.DataLabels;
Stopwatch sw = new Stopwatch();
IFunction emaFunc = new EMAFunction();
List<object> parameters = new List<object>();
int numRuns = 1000;
long sumTicks = 0;
parameters.Add(dataSet.GetValues("open"));
parameters.Add(12);
// First call
for(int i = 0; i < numRuns; ++i)
{
emaFunc.ClearMap();// remove any memoization mappings
sw.Start();
emaFunc.Execute(parameters);
sw.Stop();
sumTicks += sw.ElapsedTicks;
sw.Reset();
}
Console.WriteLine("Average ticks not-memoized " + (sumTicks/numRuns));
sumTicks = 0;
// Repeat call
for (int i = 0; i < numRuns; ++i)
{
sw.Start();
emaFunc.Execute(parameters);
sw.Stop();
sumTicks += sw.ElapsedTicks;
sw.Reset();
}
Console.WriteLine("Average ticks memoized " + (sumTicks/numRuns));
}
Update:
Thanks for pointing out my n00bish error... I always forget to call Reset on the stopwatch!
I've seen another approach to memoization as well... it doesn't offer n-argument memoization, but my approach with the Interface is not much more advantageous since I have to write a class for each function. Is there a reasonable way that I can merge these ideas into something more robust? I want to make it easier to memoize a function without making the user write a class for each function that they intend to use.
How about this? First write a one-argument memoizer:
static Func<A, R> Memoize<A, R>(this Func<A, R> f)
{
var d = new Dictionary<A, R>();
return a=>
{
R r;
if (!d.TryGetValue(a, out r))
{
r = f(a);
d.Add(a, r);
}
return r;
};
}
Straightforward. Now write a function tuplifier:
static Func<Tuple<A, B>, R> Tuplify<A, B, R>(this Func<A, B, R> f)
{
return t => f(t.Item1, t.Item2);
}
And a detuplifier:
static Func<A, B, R> Detuplify<A, B, R>(this Func<Tuple<A, B>, R> f)
{
return (a, b) => f(Tuple.Create(a, b));
}
and now a two-argument memoizer is easy:
static Func<A, B, R> Memoize<A, B, R>(this Func<A, B, R> f)
{
return f.Tuplify().Memoize().Detuplify();
}
To write a three-argument memoizer just keep following this pattern: make a 3-tuplifier, a 3-untuplifier, and a 3-memoizer.
Of course, if you don't need them, there's no need to make the tuplifiers nominal methods:
static Func<A, B, R> Memoize<A, B, R>(this Func<A, B, R> f)
{
Func<Tuple<A, B>, R> tuplified = t => f(t.Item1, t.Item2);
Func<Tuple<A, B>, R> memoized = tuplified.Memoize();
return (a, b) => memoized(Tuple.Create(a, b));
}
UPDATE: You ask what to do if there is no tuple type. You could write your own; it's not hard. Or you could use anonymous types:
static Func<T, R> CastByExample<T, R>(Func<T, R> f, T t) { return f; }
static Func<A, B, R> Memoize<A, B, R>(this Func<A, B, R> f)
{
var example = new { A=default(A), B=default(B) };
var tuplified = CastByExample(t => f(t.A, t.B), example);
var memoized = tuplified.Memoize();
return (a, b) => memoized(new {A=a, B=b});
}
Slick, eh?
UPDATE: C# 7 now has value tuples built in to the language; use them rather than rolling your own or using anonymous types.