#region License Information
/* HeuristicLab
* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
*
* This file is part of HeuristicLab.
*
* HeuristicLab is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* HeuristicLab is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with HeuristicLab. If not, see .
*/
#endregion
using System;
using System.Collections.Generic;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Regression {
[StorableClass]
[Item("SymbolicRegressionSolutionImpactValuesCalculator", "Calculate symbolic expression tree node impact values for regression problems.")]
public class SymbolicRegressionSolutionImpactValuesCalculator : SymbolicDataAnalysisSolutionImpactValuesCalculator {
public SymbolicRegressionSolutionImpactValuesCalculator() { }
protected SymbolicRegressionSolutionImpactValuesCalculator(SymbolicRegressionSolutionImpactValuesCalculator original, Cloner cloner)
: base(original, cloner) { }
public override IDeepCloneable Clone(Cloner cloner) {
return new SymbolicRegressionSolutionImpactValuesCalculator(this, cloner);
}
[StorableConstructor]
protected SymbolicRegressionSolutionImpactValuesCalculator(bool deserializing) : base(deserializing) { }
public override void CalculateImpactAndReplacementValues(ISymbolicDataAnalysisModel model, ISymbolicExpressionTreeNode node,
IDataAnalysisProblemData problemData, IEnumerable rows, out double impactValue, out double replacementValue, out double newQualityForImpactsCalculation,
double qualityForImpactsCalculation = double.NaN) {
var regressionModel = (ISymbolicRegressionModel)model;
var regressionProblemData = (IRegressionProblemData)problemData;
var dataset = regressionProblemData.Dataset;
var targetValues = dataset.GetDoubleValues(regressionProblemData.TargetVariable, rows);
if (double.IsNaN(qualityForImpactsCalculation))
qualityForImpactsCalculation = CalculateQualityForImpacts(regressionModel, regressionProblemData, rows);
var cloner = new Cloner();
var tempModel = cloner.Clone(regressionModel);
var tempModelNode = (ISymbolicExpressionTreeNode)cloner.GetClone(node);
var tempModelParentNode = tempModelNode.Parent;
int i = tempModelParentNode.IndexOfSubtree(tempModelNode);
double bestReplacementValue = 0.0;
double bestImpactValue = double.PositiveInfinity;
newQualityForImpactsCalculation = qualityForImpactsCalculation; // initialize
// try the potentially reasonable replacement values and use the best one
foreach (var repValue in CalculateReplacementValues(node, regressionModel.SymbolicExpressionTree, regressionModel.Interpreter, regressionProblemData.Dataset, regressionProblemData.TrainingIndices)) {
tempModelParentNode.RemoveSubtree(i);
var constantNode = new ConstantTreeNode(new Constant()) { Value = repValue };
tempModelParentNode.InsertSubtree(i, constantNode);
var estimatedValues = tempModel.GetEstimatedValues(dataset, rows);
OnlineCalculatorError errorState;
double r = OnlinePearsonsRCalculator.Calculate(targetValues, estimatedValues, out errorState);
if (errorState != OnlineCalculatorError.None) r = 0.0;
newQualityForImpactsCalculation = r * r;
impactValue = qualityForImpactsCalculation - newQualityForImpactsCalculation;
if (impactValue < bestImpactValue) {
bestImpactValue = impactValue;
bestReplacementValue = repValue;
}
}
replacementValue = bestReplacementValue;
impactValue = bestImpactValue;
}
public static double CalculateQualityForImpacts(ISymbolicRegressionModel model, IRegressionProblemData problemData, IEnumerable rows) {
var estimatedValues = model.GetEstimatedValues(problemData.Dataset, rows); // also bounds the values
var targetValues = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, rows);
OnlineCalculatorError errorState;
var r = OnlinePearsonsRCalculator.Calculate(targetValues, estimatedValues, out errorState);
var quality = r * r;
if (errorState != OnlineCalculatorError.None) return double.NaN;
return quality;
}
}
}