#region License Information /* HeuristicLab * Copyright (C) 2002-2018 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.Data; using HeuristicLab.Optimization; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; namespace HeuristicLab.Problems.DataAnalysis { [StorableClass] public abstract class RegressionSolutionBase : DataAnalysisSolution, IRegressionSolution { protected const string TrainingMeanSquaredErrorResultName = "Mean squared error (training)"; protected const string TestMeanSquaredErrorResultName = "Mean squared error (test)"; protected const string TrainingMeanAbsoluteErrorResultName = "Mean absolute error (training)"; protected const string TestMeanAbsoluteErrorResultName = "Mean absolute error (test)"; protected const string TrainingSquaredCorrelationResultName = "Pearson's R² (training)"; protected const string TestSquaredCorrelationResultName = "Pearson's R² (test)"; protected const string TrainingRelativeErrorResultName = "Average relative error (training)"; protected const string TestRelativeErrorResultName = "Average relative error (test)"; protected const string TrainingNormalizedMeanSquaredErrorResultName = "Normalized mean squared error (training)"; protected const string TestNormalizedMeanSquaredErrorResultName = "Normalized mean squared error (test)"; protected const string TrainingRootMeanSquaredErrorResultName = "Root mean squared error (training)"; protected const string TestRootMeanSquaredErrorResultName = "Root mean squared error (test)"; // BackwardsCompatibility3.3 #region Backwards compatible code, remove with 3.5 private const string TrainingMeanErrorResultName = "Mean error (training)"; private const string TestMeanErrorResultName = "Mean error (test)"; #endregion protected const string TrainingMeanSquaredErrorResultDescription = "Mean of squared errors of the model on the training partition"; protected const string TestMeanSquaredErrorResultDescription = "Mean of squared errors of the model on the test partition"; protected const string TrainingMeanAbsoluteErrorResultDescription = "Mean of absolute errors of the model on the training partition"; protected const string TestMeanAbsoluteErrorResultDescription = "Mean of absolute errors of the model on the test partition"; protected const string TrainingSquaredCorrelationResultDescription = "Squared Pearson's correlation coefficient of the model output and the actual values on the training partition"; protected const string TestSquaredCorrelationResultDescription = "Squared Pearson's correlation coefficient of the model output and the actual values on the test partition"; protected const string TrainingRelativeErrorResultDescription = "Average of the relative errors of the model output and the actual values on the training partition"; protected const string TestRelativeErrorResultDescription = "Average of the relative errors of the model output and the actual values on the test partition"; protected const string TrainingNormalizedMeanSquaredErrorResultDescription = "Normalized mean of squared errors of the model on the training partition"; protected const string TestNormalizedMeanSquaredErrorResultDescription = "Normalized mean of squared errors of the model on the test partition"; protected const string TrainingRootMeanSquaredErrorResultDescription = "Root mean of squared errors of the model on the training partition"; protected const string TestRootMeanSquaredErrorResultDescription = "Root mean of squared errors of the model on the test partition"; public new IRegressionModel Model { get { return (IRegressionModel)base.Model; } protected set { base.Model = value; } } public new IRegressionProblemData ProblemData { get { return (IRegressionProblemData)base.ProblemData; } set { base.ProblemData = value; } } public abstract IEnumerable EstimatedValues { get; } public abstract IEnumerable EstimatedTrainingValues { get; } public abstract IEnumerable EstimatedTestValues { get; } public abstract IEnumerable GetEstimatedValues(IEnumerable rows); #region Results public double TrainingMeanSquaredError { get { return ((DoubleValue)this[TrainingMeanSquaredErrorResultName].Value).Value; } private set { ((DoubleValue)this[TrainingMeanSquaredErrorResultName].Value).Value = value; } } public double TestMeanSquaredError { get { return ((DoubleValue)this[TestMeanSquaredErrorResultName].Value).Value; } private set { ((DoubleValue)this[TestMeanSquaredErrorResultName].Value).Value = value; } } public double TrainingMeanAbsoluteError { get { return ((DoubleValue)this[TrainingMeanAbsoluteErrorResultName].Value).Value; } private set { ((DoubleValue)this[TrainingMeanAbsoluteErrorResultName].Value).Value = value; } } public double TestMeanAbsoluteError { get { return ((DoubleValue)this[TestMeanAbsoluteErrorResultName].Value).Value; } private set { ((DoubleValue)this[TestMeanAbsoluteErrorResultName].Value).Value = value; } } public double TrainingRSquared { get { return ((DoubleValue)this[TrainingSquaredCorrelationResultName].Value).Value; } private set { ((DoubleValue)this[TrainingSquaredCorrelationResultName].Value).Value = value; } } public double TestRSquared { get { return ((DoubleValue)this[TestSquaredCorrelationResultName].Value).Value; } private set { ((DoubleValue)this[TestSquaredCorrelationResultName].Value).Value = value; } } public double TrainingRelativeError { get { return ((DoubleValue)this[TrainingRelativeErrorResultName].Value).Value; } private set { ((DoubleValue)this[TrainingRelativeErrorResultName].Value).Value = value; } } public double TestRelativeError { get { return ((DoubleValue)this[TestRelativeErrorResultName].Value).Value; } private set { ((DoubleValue)this[TestRelativeErrorResultName].Value).Value = value; } } public double TrainingNormalizedMeanSquaredError { get { return ((DoubleValue)this[TrainingNormalizedMeanSquaredErrorResultName].Value).Value; } private set { ((DoubleValue)this[TrainingNormalizedMeanSquaredErrorResultName].Value).Value = value; } } public double TestNormalizedMeanSquaredError { get { return ((DoubleValue)this[TestNormalizedMeanSquaredErrorResultName].Value).Value; } private set { ((DoubleValue)this[TestNormalizedMeanSquaredErrorResultName].Value).Value = value; } } public double TrainingRootMeanSquaredError { get { return ((DoubleValue)this[TrainingRootMeanSquaredErrorResultName].Value).Value; } private set { ((DoubleValue)this[TrainingRootMeanSquaredErrorResultName].Value).Value = value; } } public double TestRootMeanSquaredError { get { return ((DoubleValue)this[TestRootMeanSquaredErrorResultName].Value).Value; } private set { ((DoubleValue)this[TestRootMeanSquaredErrorResultName].Value).Value = value; } } // BackwardsCompatibility3.3 #region Backwards compatible code, remove with 3.5 private double TrainingMeanError { get { if (!ContainsKey(TrainingMeanErrorResultName)) return double.NaN; return ((DoubleValue)this[TrainingMeanErrorResultName].Value).Value; } set { if (ContainsKey(TrainingMeanErrorResultName)) ((DoubleValue)this[TrainingMeanErrorResultName].Value).Value = value; } } private double TestMeanError { get { if (!ContainsKey(TestMeanErrorResultName)) return double.NaN; return ((DoubleValue)this[TestMeanErrorResultName].Value).Value; } set { if (ContainsKey(TestMeanErrorResultName)) ((DoubleValue)this[TestMeanErrorResultName].Value).Value = value; } } #endregion #endregion [StorableConstructor] protected RegressionSolutionBase(bool deserializing) : base(deserializing) { } protected RegressionSolutionBase(RegressionSolutionBase original, Cloner cloner) : base(original, cloner) { } protected RegressionSolutionBase(IRegressionModel model, IRegressionProblemData problemData) : base(model, problemData) { Add(new Result(TrainingMeanSquaredErrorResultName, TrainingMeanSquaredErrorResultDescription, new DoubleValue())); Add(new Result(TestMeanSquaredErrorResultName, TestMeanSquaredErrorResultDescription, new DoubleValue())); Add(new Result(TrainingMeanAbsoluteErrorResultName, TrainingMeanAbsoluteErrorResultDescription, new DoubleValue())); Add(new Result(TestMeanAbsoluteErrorResultName, TestMeanAbsoluteErrorResultDescription, new DoubleValue())); Add(new Result(TrainingSquaredCorrelationResultName, TrainingSquaredCorrelationResultDescription, new DoubleValue())); Add(new Result(TestSquaredCorrelationResultName, TestSquaredCorrelationResultDescription, new DoubleValue())); Add(new Result(TrainingRelativeErrorResultName, TrainingRelativeErrorResultDescription, new PercentValue())); Add(new Result(TestRelativeErrorResultName, TestRelativeErrorResultDescription, new PercentValue())); Add(new Result(TrainingNormalizedMeanSquaredErrorResultName, TrainingNormalizedMeanSquaredErrorResultDescription, new DoubleValue())); Add(new Result(TestNormalizedMeanSquaredErrorResultName, TestNormalizedMeanSquaredErrorResultDescription, new DoubleValue())); Add(new Result(TrainingRootMeanSquaredErrorResultName, TrainingRootMeanSquaredErrorResultDescription, new DoubleValue())); Add(new Result(TestRootMeanSquaredErrorResultName, TestRootMeanSquaredErrorResultDescription, new DoubleValue())); } [StorableHook(HookType.AfterDeserialization)] private void AfterDeserialization() { if (string.IsNullOrEmpty(Model.TargetVariable)) Model.TargetVariable = this.ProblemData.TargetVariable; // BackwardsCompatibility3.4 #region Backwards compatible code, remove with 3.5 if (!ContainsKey(TrainingMeanAbsoluteErrorResultName)) { OnlineCalculatorError errorState; Add(new Result(TrainingMeanAbsoluteErrorResultName, "Mean of absolute errors of the model on the training partition", new DoubleValue())); double trainingMAE = OnlineMeanAbsoluteErrorCalculator.Calculate(EstimatedTrainingValues, ProblemData.Dataset.GetDoubleValues(ProblemData.TargetVariable, ProblemData.TrainingIndices), out errorState); TrainingMeanAbsoluteError = errorState == OnlineCalculatorError.None ? trainingMAE : double.NaN; } if (!ContainsKey(TestMeanAbsoluteErrorResultName)) { OnlineCalculatorError errorState; Add(new Result(TestMeanAbsoluteErrorResultName, "Mean of absolute errors of the model on the test partition", new DoubleValue())); double testMAE = OnlineMeanAbsoluteErrorCalculator.Calculate(EstimatedTestValues, ProblemData.Dataset.GetDoubleValues(ProblemData.TargetVariable, ProblemData.TestIndices), out errorState); TestMeanAbsoluteError = errorState == OnlineCalculatorError.None ? testMAE : double.NaN; } if (!ContainsKey(TrainingRootMeanSquaredErrorResultName)) { OnlineCalculatorError errorState; Add(new Result(TrainingRootMeanSquaredErrorResultName, TrainingRootMeanSquaredErrorResultDescription, new DoubleValue())); double trainingMSE = OnlineMeanSquaredErrorCalculator.Calculate(EstimatedTrainingValues, ProblemData.Dataset.GetDoubleValues(ProblemData.TargetVariable, ProblemData.TrainingIndices), out errorState); TrainingRootMeanSquaredError = errorState == OnlineCalculatorError.None ? Math.Sqrt(trainingMSE) : double.NaN; } if (!ContainsKey(TestRootMeanSquaredErrorResultName)) { OnlineCalculatorError errorState; Add(new Result(TestRootMeanSquaredErrorResultName, TestRootMeanSquaredErrorResultDescription, new DoubleValue())); double testMSE = OnlineMeanSquaredErrorCalculator.Calculate(EstimatedTestValues, ProblemData.Dataset.GetDoubleValues(ProblemData.TargetVariable, ProblemData.TestIndices), out errorState); TestRootMeanSquaredError = errorState == OnlineCalculatorError.None ? Math.Sqrt(testMSE) : double.NaN; } #endregion } protected override void RecalculateResults() { CalculateRegressionResults(); } protected void CalculateRegressionResults() { IEnumerable estimatedTrainingValues = EstimatedTrainingValues; // cache values IEnumerable originalTrainingValues = ProblemData.Dataset.GetDoubleValues(ProblemData.TargetVariable, ProblemData.TrainingIndices); IEnumerable estimatedTestValues = EstimatedTestValues; // cache values IEnumerable originalTestValues = ProblemData.Dataset.GetDoubleValues(ProblemData.TargetVariable, ProblemData.TestIndices); OnlineCalculatorError errorState; double trainingMSE = OnlineMeanSquaredErrorCalculator.Calculate(originalTrainingValues, estimatedTrainingValues, out errorState); TrainingMeanSquaredError = errorState == OnlineCalculatorError.None ? trainingMSE : double.NaN; double testMSE = OnlineMeanSquaredErrorCalculator.Calculate(originalTestValues, estimatedTestValues, out errorState); TestMeanSquaredError = errorState == OnlineCalculatorError.None ? testMSE : double.NaN; double trainingMAE = OnlineMeanAbsoluteErrorCalculator.Calculate(originalTrainingValues, estimatedTrainingValues, out errorState); TrainingMeanAbsoluteError = errorState == OnlineCalculatorError.None ? trainingMAE : double.NaN; double testMAE = OnlineMeanAbsoluteErrorCalculator.Calculate(originalTestValues, estimatedTestValues, out errorState); TestMeanAbsoluteError = errorState == OnlineCalculatorError.None ? testMAE : double.NaN; double trainingR = OnlinePearsonsRCalculator.Calculate(originalTrainingValues, estimatedTrainingValues, out errorState); TrainingRSquared = errorState == OnlineCalculatorError.None ? trainingR * trainingR : double.NaN; double testR = OnlinePearsonsRCalculator.Calculate(originalTestValues, estimatedTestValues, out errorState); TestRSquared = errorState == OnlineCalculatorError.None ? testR * testR : double.NaN; double trainingRelError = OnlineMeanAbsolutePercentageErrorCalculator.Calculate(originalTrainingValues, estimatedTrainingValues, out errorState); TrainingRelativeError = errorState == OnlineCalculatorError.None ? trainingRelError : double.NaN; double testRelError = OnlineMeanAbsolutePercentageErrorCalculator.Calculate(originalTestValues, estimatedTestValues, out errorState); TestRelativeError = errorState == OnlineCalculatorError.None ? testRelError : double.NaN; double trainingNMSE = OnlineNormalizedMeanSquaredErrorCalculator.Calculate(originalTrainingValues, estimatedTrainingValues, out errorState); TrainingNormalizedMeanSquaredError = errorState == OnlineCalculatorError.None ? trainingNMSE : double.NaN; double testNMSE = OnlineNormalizedMeanSquaredErrorCalculator.Calculate(originalTestValues, estimatedTestValues, out errorState); TestNormalizedMeanSquaredError = errorState == OnlineCalculatorError.None ? testNMSE : double.NaN; TrainingRootMeanSquaredError = Math.Sqrt(TrainingMeanSquaredError); TestRootMeanSquaredError = Math.Sqrt(TestMeanSquaredError); // BackwardsCompatibility3.3 #region Backwards compatible code, remove with 3.5 if (ContainsKey(TrainingMeanErrorResultName)) { double trainingME = OnlineMeanErrorCalculator.Calculate(originalTrainingValues, estimatedTrainingValues, out errorState); TrainingMeanError = errorState == OnlineCalculatorError.None ? trainingME : double.NaN; } if (ContainsKey(TestMeanErrorResultName)) { double testME = OnlineMeanErrorCalculator.Calculate(originalTestValues, estimatedTestValues, out errorState); TestMeanError = errorState == OnlineCalculatorError.None ? testME : double.NaN; } #endregion } } }