1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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4 | *
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5 | * This file is part of HeuristicLab.
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6 | *
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7 | * HeuristicLab is free software: you can redistribute it and/or modify
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8 | * it under the terms of the GNU General Public License as published by
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9 | * the Free Software Foundation, either version 3 of the License, or
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10 | * (at your option) any later version.
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11 | *
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12 | * HeuristicLab is distributed in the hope that it will be useful,
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13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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15 | * GNU General Public License for more details.
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16 | *
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17 | * You should have received a copy of the GNU General Public License
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18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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19 | */
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20 | #endregion
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21 |
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22 | using System;
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23 | using System.Collections.Generic;
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24 | using System.Linq;
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25 | using HeuristicLab.Common;
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26 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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27 | using HeuristicLab.Problems.DataAnalysis.Symbolic.Views;
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28 |
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29 | namespace HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis.Views {
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30 | public partial class InteractiveSymbolicTimeSeriesPrognosisSolutionSimplifierView : InteractiveSymbolicDataAnalysisSolutionSimplifierView {
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31 | private readonly ConstantTreeNode constantNode;
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32 | private readonly SymbolicExpressionTree tempTree;
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33 |
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34 | public new SymbolicTimeSeriesPrognosisSolution Content {
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35 | get { return (SymbolicTimeSeriesPrognosisSolution)base.Content; }
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36 | set { base.Content = value; }
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37 | }
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38 |
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39 | public InteractiveSymbolicTimeSeriesPrognosisSolutionSimplifierView()
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40 | : base() {
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41 | InitializeComponent();
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42 | this.Caption = "Interactive Time-Series Prognosis Solution Simplifier";
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43 |
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44 | constantNode = ((ConstantTreeNode)new Constant().CreateTreeNode());
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45 | ISymbolicExpressionTreeNode root = new ProgramRootSymbol().CreateTreeNode();
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46 | ISymbolicExpressionTreeNode start = new StartSymbol().CreateTreeNode();
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47 | root.AddSubtree(start);
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48 | tempTree = new SymbolicExpressionTree(root);
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49 | }
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50 |
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51 | protected override void UpdateModel(ISymbolicExpressionTree tree) {
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52 | var model = new SymbolicTimeSeriesPrognosisModel(tree, Content.Model.Interpreter);
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53 | model.Scale(Content.ProblemData);
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54 | Content.Model = model;
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55 | }
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56 |
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57 | protected override Dictionary<ISymbolicExpressionTreeNode, double> CalculateReplacementValues(ISymbolicExpressionTree tree) {
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58 | Dictionary<ISymbolicExpressionTreeNode, double> replacementValues = new Dictionary<ISymbolicExpressionTreeNode, double>();
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59 | foreach (var componentBranch in tree.Root.GetSubtree(0).Subtrees)
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60 | foreach (ISymbolicExpressionTreeNode node in componentBranch.IterateNodesPrefix()) {
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61 | replacementValues[node] = CalculateReplacementValue(node, tree);
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62 | }
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63 | return replacementValues;
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64 | }
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65 |
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66 | protected override Dictionary<ISymbolicExpressionTreeNode, double> CalculateImpactValues(ISymbolicExpressionTree tree) {
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67 | var interpreter = Content.Model.Interpreter;
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68 | var rows = Content.ProblemData.TrainingIndices;
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69 | var dataset = Content.ProblemData.Dataset;
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70 | var targetVariable = Content.ProblemData.TargetVariable;
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71 | var targetValues = dataset.GetDoubleValues(targetVariable, rows);
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72 | var originalOutput = interpreter.GetSymbolicExpressionTreeValues(tree, dataset, rows).ToArray();
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73 |
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74 | Dictionary<ISymbolicExpressionTreeNode, double> impactValues = new Dictionary<ISymbolicExpressionTreeNode, double>();
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75 | List<ISymbolicExpressionTreeNode> nodes = tree.Root.GetSubtree(0).GetSubtree(0).IterateNodesPostfix().ToList();
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76 | OnlineCalculatorError errorState;
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77 | double originalR2 = OnlinePearsonsRSquaredCalculator.Calculate(targetValues, originalOutput, out errorState);
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78 | if (errorState != OnlineCalculatorError.None) originalR2 = 0.0;
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79 |
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80 | foreach (ISymbolicExpressionTreeNode node in nodes) {
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81 | var parent = node.Parent;
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82 | constantNode.Value = CalculateReplacementValue(node, tree);
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83 | ISymbolicExpressionTreeNode replacementNode = constantNode;
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84 | SwitchNode(parent, node, replacementNode);
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85 | var newOutput = interpreter.GetSymbolicExpressionTreeValues(tree, dataset, rows);
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86 | double newR2 = OnlinePearsonsRSquaredCalculator.Calculate(targetValues, newOutput, out errorState);
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87 | if (errorState != OnlineCalculatorError.None) newR2 = 0.0;
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88 |
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89 | // impact = 0 if no change
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90 | // impact < 0 if new solution is better
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91 | // impact > 0 if new solution is worse
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92 | impactValues[node] = originalR2 - newR2;
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93 | SwitchNode(parent, replacementNode, node);
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94 | }
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95 | return impactValues;
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96 | }
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97 |
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98 | private double CalculateReplacementValue(ISymbolicExpressionTreeNode node, ISymbolicExpressionTree sourceTree) {
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99 | // remove old ADFs
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100 | while (tempTree.Root.SubtreeCount > 1) tempTree.Root.RemoveSubtree(1);
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101 | // clone ADFs of source tree
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102 | for (int i = 1; i < sourceTree.Root.SubtreeCount; i++) {
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103 | tempTree.Root.AddSubtree((ISymbolicExpressionTreeNode)sourceTree.Root.GetSubtree(i).Clone());
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104 | }
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105 | var start = tempTree.Root.GetSubtree(0);
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106 | while (start.SubtreeCount > 0) start.RemoveSubtree(0);
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107 | start.AddSubtree((ISymbolicExpressionTreeNode)node.Clone());
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108 | var interpreter = Content.Model.Interpreter;
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109 | var rows = Content.ProblemData.TrainingIndices;
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110 | var allPrognosedValues = interpreter.GetSymbolicExpressionTreeValues(tempTree, Content.ProblemData.Dataset, rows);
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111 |
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112 | return allPrognosedValues.Median();
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113 | }
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114 |
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115 |
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116 | private void SwitchNode(ISymbolicExpressionTreeNode root, ISymbolicExpressionTreeNode oldBranch, ISymbolicExpressionTreeNode newBranch) {
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117 | for (int i = 0; i < root.SubtreeCount; i++) {
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118 | if (root.GetSubtree(i) == oldBranch) {
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119 | root.RemoveSubtree(i);
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120 | root.InsertSubtree(i, newBranch);
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121 | return;
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122 | }
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123 | }
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124 | }
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125 |
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126 | protected override void btnOptimizeConstants_Click(object sender, EventArgs e) {
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127 | throw new NotImplementedException();
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128 | }
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129 | }
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130 | }
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