#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.Linq;
using HEAL.Attic;
using HeuristicLab.Analysis;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Operators;
using HeuristicLab.Optimization;
using HeuristicLab.Parameters;
using HeuristicLab.Problems.DataAnalysis;
namespace HeuristicLab.Algorithms.EGO {
[Item("VariableVariabilityAnalyzer", "Analyzes the correlation between perdictions and actual fitness values")]
[StorableType("3bc82bbb-e9dd-4a50-8241-cfcf230be8c9")]
public class VariableVariabilityAnalyzer : SingleSuccessorOperator, IAnalyzer, IResultsOperator {
public override bool CanChangeName => true;
public bool EnabledByDefault => false;
public ILookupParameter DatasetParameter => (ILookupParameter)Parameters["Dataset"];
public ILookupParameter ResultsParameter => (ILookupParameter)Parameters["Results"];
public ILookupParameter InitialEvaluationsParameter => (ILookupParameter)Parameters["Initial Evaluations"];
public IFixedValueParameter LookBackSizeParameter => (IFixedValueParameter)Parameters["LookBackSize"];
private const string NormalizedPlotName = "Normalized Variable Variance";
private const string PlotName = "Variable Variance";
[StorableConstructor]
protected VariableVariabilityAnalyzer(StorableConstructorFlag deserializing) : base(deserializing) { }
protected VariableVariabilityAnalyzer(VariableVariabilityAnalyzer original, Cloner cloner) : base(original, cloner) { }
public VariableVariabilityAnalyzer() {
Parameters.Add(new FixedValueParameter("LookBackSize", new IntValue(10)));
Parameters.Add(new LookupParameter("Initial Evaluations"));
Parameters.Add(new LookupParameter("Dataset"));
Parameters.Add(new LookupParameter("Results", "The collection to store the results in."));
}
public override IDeepCloneable Clone(Cloner cloner) {
return new VariableVariabilityAnalyzer(this, cloner);
}
public sealed override IOperation Apply() {
var dataset = DatasetParameter.ActualValue;
var results = ResultsParameter.ActualValue;
var initialEvals = InitialEvaluationsParameter.ActualValue.Value;
var lbsize = LookBackSizeParameter.Value.Value;
var normPlot = CreateScatterPlotResult(results, NormalizedPlotName);
var plot = CreateScatterPlotResult(results, PlotName);
foreach (var s in dataset.VariableNames) {
if (!normPlot.Rows.ContainsKey(s)) normPlot.Rows.Add(new DataRow(s));
if (!plot.Rows.ContainsKey(s)) plot.Rows.Add(new DataRow(s));
if (dataset.Rows < lbsize) continue;
var wd = dataset.GetDoubleValues(s, Enumerable.Range(dataset.Rows - lbsize, lbsize)).StandardDeviation();
plot.Rows[s].Values.Add(wd);
if (dataset.Rows < Math.Max(initialEvals, lbsize)) continue;
var sd = dataset.GetDoubleValues(s, Enumerable.Range(0, initialEvals)).StandardDeviation();
normPlot.Rows[s].Values.Add(wd / sd);
}
return base.Apply();
}
private static DataTable CreateScatterPlotResult(ResultCollection results, string plotname) {
DataTable plot;
if (!results.ContainsKey(plotname)) {
plot = new DataTable(plotname) {
VisualProperties = {
XAxisTitle = "Iteration",
YAxisTitle = plotname.Equals(NormalizedPlotName)? "Normalized Variance (Variance of last Samples)/(Variance of Initial Samples)" : "Standard deviation of last samples"
}
};
results.Add(new Result(plotname, plot));
}
plot = (DataTable)results[plotname].Value;
return plot;
}
}
}