Ticket #1837 (assigned feature request)

Opened 13 months ago

Last modified 2 weeks ago

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

comment:1 Changed 12 months ago by mkommend

  • Status changed from new to accepted

comment:2 Changed 12 months ago by mkommend

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

comment:3 Changed 12 months ago by mkommend

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

comment:4 Changed 12 months ago by mkommend

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

comment:5 Changed 12 months ago by mkommend

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

comment:6 Changed 12 months ago by mkommend

r7845: Added prototype for sliding window GP.

comment:7 Changed 12 months ago by mkommend

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

comment:8 Changed 10 months ago by mkommend

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

comment:9 Changed 8 months ago by mkommend

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

comment:10 Changed 5 months ago by mkommend

r9047: Committed local changes in sliding window GP branch.

comment:11 Changed 4 months ago by mkommend

r9126: Updated sliding window GP branch with trunk changes.

comment:12 Changed 4 months ago by mkommend

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

comment:13 Changed 4 months ago by mkommend

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

comment:14 Changed 4 months ago by mkommend

r9163: Merged trunk changes into branch.

comment:15 Changed 4 months ago by mkommend

r9164: Added validation to sliding window algorithms.

comment:16 Changed 4 months ago by mkommend

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

comment:17 Changed 4 months ago by mkommend

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

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 7 weeks 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 7 weeks 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 2 weeks ago by mkommend

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