Opened 5 years ago

Last modified 3 years ago

#1837 accepted feature request

Sliding Window GP

Reported by: mkommend Owned by: mkommend
Priority: high Milestone: HeuristicLab 3.3.x Backlog
Component: Problems.DataAnalysis.Symbolic Version: branch
Keywords: Cc:

Description

For various data analysis tasks it would be beneficial to have a sliding window modeling approach similar to the implementation in HL 2.0. Instead of implementing this as an algorithm, it can be implemented as analyzers that shift the window over the training partition and thus all other features of HL 3.3 can be used.

Change History (52)

comment:1 Changed 5 years ago by mkommend

  • Status changed from new to accepted

comment:2 Changed 5 years ago by mkommend

r7818: Created folder for sliding window GP in branches directory.

comment:3 Changed 5 years ago by mkommend

r7819: Corrected location of accidentally create folder sliding window GP.

comment:4 Changed 5 years ago by mkommend

r7820: Added HL.Problems.DataAnalysis.Symbolic to sliding window GP branch.

comment:5 Changed 5 years ago by mkommend

r7837: Branched HL.Problems.DataAnalysis.Symbolic.Views for sliding window GP.

comment:6 Changed 5 years ago by mkommend

r7845: Added prototype for sliding window GP.

comment:7 Changed 5 years ago by mkommend

r7850: Added view for sliding window GP and updated analyzer.

comment:8 Changed 5 years ago by mkommend

  • Milestone changed from HeuristicLab 3.3.x Backlog to HeuristicLab 3.3.8

comment:9 Changed 5 years ago by mkommend

  • Milestone changed from HeuristicLab 3.3.8 to HeuristicLab 3.3.x Backlog

comment:10 Changed 4 years ago by mkommend

r9047: Committed local changes in sliding window GP branch.

comment:11 Changed 4 years ago by mkommend

r9126: Updated sliding window GP branch with trunk changes.

comment:12 Changed 4 years ago by mkommend

r9145: Improved Sliding Window Analyzers to work with user defined algorithms.

comment:13 Changed 4 years ago by mkommend

r9162: Refactored sliding window analyzers and updated the provided algorithm.

comment:14 Changed 4 years ago by mkommend

r9163: Merged trunk changes into branch.

comment:15 Changed 4 years ago by mkommend

r9164: Added validation to sliding window algorithms.

comment:16 Changed 4 years ago by mkommend

r9165: Corrected selection pressure base sliding window analyzer and added new sample algorithms.

comment:17 Changed 4 years ago by mkommend

  • Milestone changed from HeuristicLab 3.3.x Backlog to HeuristicLab 3.3.8
  • Owner changed from mkommend to gkronber
  • Status changed from accepted to reviewing

The only modified classes which must be reviewed are in an extra folder SlidingWindow in HL.Problems.DataAnalysis.Symbolic and the SlidingWindowDataView. To ease the testing and to have some kind of template for further algorithms, three samples are provided in the folder of the solution.

comment:18 Changed 4 years ago by gkronber

Observations:

  • for a users it is surprising the the GA stops before the max. number of generations is reached (this happens because the algorithm seemingly stops when the sliding window is empty?).
  • large number of parameters makes it unnecessarily complicated to configure the sliding window behavior (e.g. are "generation interval start" and "initial sliding window" really useful?)
  • icon of "sliding window data" result does not indicate that there is a line chart view available
  • I think it is sufficient to only have the "sliding window data" result in the results collection. The "Sliding Window" result should be removed.
  • "Sliding Window Visualizer" is an unconventional name for an analyzer (should be discussed)
  • Why is there an algorithm parameter that allows to set parameters for the "sliding window" (only "generational sliding window analyzer" is allowed) and an additional analyzer where I can set the same parameters? What happens if I use the "offspring selection sliding window analyzer" instead?

I have not yet looked at the source in detail.

comment:19 Changed 4 years ago by gkronber

  • Owner changed from gkronber to mkommend
  • Status changed from reviewing to assigned

Let's discuss an easier way of setting sliding window parameters.

comment:20 Changed 4 years ago by mkommend

  • Milestone changed from HeuristicLab 3.3.8 to HeuristicLab 3.3.x Backlog

comment:21 Changed 4 years ago by mkommend

r9707: Adapted sliding window analyzer to reevaluate all individuals if the sliding window gets moved.

comment:22 Changed 4 years ago by mkommend

r9708: Merged trunk changes into sliding window gp branch.

comment:23 Changed 4 years ago by gkronber

Please accept this ticket.

comment:24 Changed 4 years ago by mkommend

  • Status changed from assigned to accepted

comment:25 Changed 4 years ago by bburlacu

r9870: Merged trunk changes and fixed sliding window visualization.

comment:26 Changed 3 years ago by mkommend

r10364: Merged trunk changes.

comment:27 Changed 3 years ago by bburlacu

r10373: Merged trunk changes.

comment:28 Changed 3 years ago by bburlacu

r10396: Introduced the SlidingWindowBestSolutionsCollectionView which shows how well each individual sliding window solution performs on the other portions of the training data.

comment:29 Changed 3 years ago by bburlacu

r10397: Fixed PreBuildEvent.cmd.

comment:30 Changed 3 years ago by bburlacu

r10398: Added private members with the [Storable] attribute for the SlidingWindowBestSolutionsCollection ProblemData and Interpreter properties. Added item attributes to SlidingWindowBestSolutionsCollection.

comment:31 Changed 3 years ago by bburlacu

r10402: Added missing license information headers. Added storable constructors and changed properties in SlidingWindowBestSolutionsCollection to return IEnumerables instead of Lists.

comment:32 Changed 3 years ago by bburlacu

r10403: Added SlidingWindowQualitiesAnalyzer.

comment:33 Changed 3 years ago by bburlacu

r10413: Modified the SlidingWindowBestSolutionsCollection to use a dictionary for sliding window positions mapped to best solutions, because the last sliding window position before the algorithm reached its stop was not registered correctly.

comment:34 Changed 3 years ago by bburlacu

r10419: Removed resource file from the HeuristicLab.Problems.DataAnalysis.Symbolic.Views project.

comment:35 Changed 3 years ago by bburlacu

r10420: Removed auto-generated files from repository.

comment:36 Changed 3 years ago by mkommend

r10678: Removed copy of plugins, which were added anew, in sliding window branch.

comment:37 Changed 3 years ago by mkommend

r10679: Added DataAnalysis.Symbolic.Classification to the sliding window branch.

comment:38 Changed 3 years ago by mkommend

r10680: Added DataAnalysis.Symbolic.Regression to the sliding window branch.

comment:39 Changed 3 years ago by mkommend

r10681: Corrected project files and merged trunk changes to the sliding window branch.

comment:40 Changed 3 years ago by mkommend

r10682: Corrected output directories in sliding window branch.

comment:41 Changed 3 years ago by mkommend

r10683: updated template files for sliding window GP.

comment:42 Changed 3 years ago by mkommend

r10684: Added quality analyzer in template files for sliding window GP.

comment:43 Changed 3 years ago by bburlacu

r10686: Added SlidingWindowBestSolutionsCollectionHeatMapView.

comment:44 Changed 3 years ago by bburlacu

r10687: Added missing designer file.

comment:45 Changed 3 years ago by mkommend

r10688: Added missing license headers to designer files for sliding window visualization.

comment:46 Changed 3 years ago by bburlacu

r10720: Moved quality calculation inside the SlidingWindowBestSolutionsCollection so that data can be cached across views. Added background worker for calculating qualities for each solution on all intervals. Added method for updating the qualities on the fly during the run (without recalculating). Added progress indicator for views.

comment:47 Changed 3 years ago by bburlacu

r10721: Performance and usability improvements.

comment:48 Changed 3 years ago by bburlacu

r10722: SVN-renamed SlidingWindowBestSolutionsCollectionHeatMapView to SlidingWindowBestSolutionsCollectionHeatMapControl, and added SlidingWindowBestSolutionsCollectionHeatMapView which extends HeatMapView and provides a reversed Y-axis.

comment:49 Changed 3 years ago by bburlacu

r10723: Added missing SlidingWindowBestSolutionsCollectionHeatMapView files, fixed heatmap orientation.

comment:50 Changed 3 years ago by bburlacu

r10724: Moved sliding window views into separate folder, re-added title to heat map view.

Last edited 3 years ago by bburlacu (previous) (diff)

comment:51 Changed 3 years ago by bburlacu

r10828: Added storable attributes to the SlidingWindowRange. Fixed small typo in SlidingWindow/SlidingWindowBestSolutionsCollectionHeatMapView.cs and added license information header.

comment:52 Changed 3 years ago by bburlacu

r10829: Sealed SlidingWindowRange class.

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