#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 System.Drawing;
using System.Linq;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
namespace HeuristicLab.Problems.DataAnalysis.Symbolic {
///
/// Abstract base class for symbolic data analysis models
///
[StorableClass]
public abstract class SymbolicDataAnalysisModel : NamedItem, ISymbolicDataAnalysisModel {
public static new Image StaticItemImage {
get { return HeuristicLab.Common.Resources.VSImageLibrary.Function; }
}
#region properties
[Storable]
private double lowerEstimationLimit;
public double LowerEstimationLimit { get { return lowerEstimationLimit; } }
[Storable]
private double upperEstimationLimit;
public double UpperEstimationLimit { get { return upperEstimationLimit; } }
[Storable]
private ISymbolicExpressionTree symbolicExpressionTree;
public ISymbolicExpressionTree SymbolicExpressionTree {
get { return symbolicExpressionTree; }
}
[Storable]
private ISymbolicDataAnalysisExpressionTreeInterpreter interpreter;
public ISymbolicDataAnalysisExpressionTreeInterpreter Interpreter {
get { return interpreter; }
}
public IEnumerable VariablesUsedForPrediction {
get {
var variables =
SymbolicExpressionTree.IterateNodesPrefix()
.OfType()
.Select(x => x.VariableName)
.Distinct();
return variables.OrderBy(x => x);
}
}
#endregion
[StorableConstructor]
protected SymbolicDataAnalysisModel(bool deserializing) : base(deserializing) { }
protected SymbolicDataAnalysisModel(SymbolicDataAnalysisModel original, Cloner cloner)
: base(original, cloner) {
this.symbolicExpressionTree = cloner.Clone(original.symbolicExpressionTree);
this.interpreter = cloner.Clone(original.interpreter);
this.lowerEstimationLimit = original.lowerEstimationLimit;
this.upperEstimationLimit = original.upperEstimationLimit;
}
protected SymbolicDataAnalysisModel(ISymbolicExpressionTree tree, ISymbolicDataAnalysisExpressionTreeInterpreter interpreter,
double lowerEstimationLimit, double upperEstimationLimit)
: base() {
this.name = ItemName;
this.description = ItemDescription;
this.symbolicExpressionTree = tree;
this.interpreter = interpreter;
this.lowerEstimationLimit = lowerEstimationLimit;
this.upperEstimationLimit = upperEstimationLimit;
}
#region Scaling
protected void Scale(IDataAnalysisProblemData problemData, string targetVariable) {
var dataset = problemData.Dataset;
var rows = problemData.TrainingIndices;
var estimatedValues = Interpreter.GetSymbolicExpressionTreeValues(SymbolicExpressionTree, dataset, rows);
var targetValues = dataset.GetDoubleValues(targetVariable, rows);
var linearScalingCalculator = new OnlineLinearScalingParameterCalculator();
var targetValuesEnumerator = targetValues.GetEnumerator();
var estimatedValuesEnumerator = estimatedValues.GetEnumerator();
while (targetValuesEnumerator.MoveNext() & estimatedValuesEnumerator.MoveNext()) {
double target = targetValuesEnumerator.Current;
double estimated = estimatedValuesEnumerator.Current;
if (!double.IsNaN(estimated) && !double.IsInfinity(estimated))
linearScalingCalculator.Add(estimated, target);
}
if (linearScalingCalculator.ErrorState == OnlineCalculatorError.None && (targetValuesEnumerator.MoveNext() || estimatedValuesEnumerator.MoveNext()))
throw new ArgumentException("Number of elements in target and estimated values enumeration do not match.");
double alpha = linearScalingCalculator.Alpha;
double beta = linearScalingCalculator.Beta;
if (linearScalingCalculator.ErrorState != OnlineCalculatorError.None) return;
ConstantTreeNode alphaTreeNode = null;
ConstantTreeNode betaTreeNode = null;
// check if model has been scaled previously by analyzing the structure of the tree
var startNode = SymbolicExpressionTree.Root.GetSubtree(0);
if (startNode.GetSubtree(0).Symbol is Addition) {
var addNode = startNode.GetSubtree(0);
if (addNode.SubtreeCount == 2 && addNode.GetSubtree(0).Symbol is Multiplication && addNode.GetSubtree(1).Symbol is Constant) {
alphaTreeNode = addNode.GetSubtree(1) as ConstantTreeNode;
var mulNode = addNode.GetSubtree(0);
if (mulNode.SubtreeCount == 2 && mulNode.GetSubtree(1).Symbol is Constant) {
betaTreeNode = mulNode.GetSubtree(1) as ConstantTreeNode;
}
}
}
// if tree structure matches the structure necessary for linear scaling then reuse the existing tree nodes
if (alphaTreeNode != null && betaTreeNode != null) {
betaTreeNode.Value *= beta;
alphaTreeNode.Value *= beta;
alphaTreeNode.Value += alpha;
} else {
var mainBranch = startNode.GetSubtree(0);
startNode.RemoveSubtree(0);
var scaledMainBranch = MakeSum(MakeProduct(mainBranch, beta), alpha);
startNode.AddSubtree(scaledMainBranch);
}
}
private static ISymbolicExpressionTreeNode MakeSum(ISymbolicExpressionTreeNode treeNode, double alpha) {
if (alpha.IsAlmost(0.0)) {
return treeNode;
} else {
var addition = new Addition();
var node = addition.CreateTreeNode();
var alphaConst = MakeConstant(alpha);
node.AddSubtree(treeNode);
node.AddSubtree(alphaConst);
return node;
}
}
private static ISymbolicExpressionTreeNode MakeProduct(ISymbolicExpressionTreeNode treeNode, double beta) {
if (beta.IsAlmost(1.0)) {
return treeNode;
} else {
var multipliciation = new Multiplication();
var node = multipliciation.CreateTreeNode();
var betaConst = MakeConstant(beta);
node.AddSubtree(treeNode);
node.AddSubtree(betaConst);
return node;
}
}
private static ISymbolicExpressionTreeNode MakeConstant(double c) {
var node = (ConstantTreeNode)(new Constant()).CreateTreeNode();
node.Value = c;
return node;
}
#endregion
}
}