#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.Collections.Generic;
using System.Linq;
using HeuristicLab.Analysis;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
using HeuristicLab.Optimization;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Regression {
///
/// An operator that analyzes the training best symbolic regression solution for multi objective symbolic regression problems.
///
[Item("SymbolicRegressionMultiObjectiveTrainingBestSolutionAnalyzer", "An operator that analyzes the training best symbolic regression solution for multi objective symbolic regression problems.")]
[StorableClass]
public sealed class SymbolicRegressionMultiObjectiveTrainingBestSolutionAnalyzer : SymbolicDataAnalysisMultiObjectiveTrainingBestSolutionAnalyzer,
ISymbolicDataAnalysisInterpreterOperator, ISymbolicDataAnalysisBoundedOperator {
private const string ProblemDataParameterName = "ProblemData";
private const string SymbolicDataAnalysisTreeInterpreterParameterName = "SymbolicDataAnalysisTreeInterpreter";
private const string EstimationLimitsParameterName = "EstimationLimits";
private const string MaximumSymbolicExpressionTreeLengthParameterName = "MaximumSymbolicExpressionTreeLength";
private const string ValidationPartitionParameterName = "ValidationPartition";
private const string AnalyzeTestErrorParameterName = "Analyze Test Error";
#region parameter properties
public ILookupParameter ProblemDataParameter {
get { return (ILookupParameter)Parameters[ProblemDataParameterName]; }
}
public ILookupParameter SymbolicDataAnalysisTreeInterpreterParameter {
get { return (ILookupParameter)Parameters[SymbolicDataAnalysisTreeInterpreterParameterName]; }
}
public IValueLookupParameter EstimationLimitsParameter {
get { return (IValueLookupParameter)Parameters[EstimationLimitsParameterName]; }
}
public ILookupParameter MaximumSymbolicExpressionTreeLengthParameter {
get { return (ILookupParameter)Parameters[MaximumSymbolicExpressionTreeLengthParameterName]; }
}
public IValueLookupParameter ValidationPartitionParameter {
get { return (IValueLookupParameter)Parameters[ValidationPartitionParameterName]; }
}
public IFixedValueParameter AnalyzeTestErrorParameter {
get { return (IFixedValueParameter)Parameters[AnalyzeTestErrorParameterName]; }
}
#endregion
public bool AnalyzeTestError {
get { return AnalyzeTestErrorParameter.Value.Value; }
set { AnalyzeTestErrorParameter.Value.Value = value; }
}
[StorableConstructor]
private SymbolicRegressionMultiObjectiveTrainingBestSolutionAnalyzer(bool deserializing) : base(deserializing) { }
private SymbolicRegressionMultiObjectiveTrainingBestSolutionAnalyzer(SymbolicRegressionMultiObjectiveTrainingBestSolutionAnalyzer original, Cloner cloner) : base(original, cloner) { }
public SymbolicRegressionMultiObjectiveTrainingBestSolutionAnalyzer()
: base() {
Parameters.Add(new LookupParameter(ProblemDataParameterName, "The problem data for the symbolic regression solution.") { Hidden = true });
Parameters.Add(new LookupParameter(SymbolicDataAnalysisTreeInterpreterParameterName, "The symbolic data analysis tree interpreter for the symbolic expression tree.") { Hidden = true });
Parameters.Add(new ValueLookupParameter(EstimationLimitsParameterName, "The lower and upper limit for the estimated values produced by the symbolic regression model.") { Hidden = true });
Parameters.Add(new LookupParameter(MaximumSymbolicExpressionTreeLengthParameterName, "Maximal length of the symbolic expression.") { Hidden = true });
Parameters.Add(new ValueLookupParameter(ValidationPartitionParameterName, "The validation partition."));
Parameters.Add(new FixedValueParameter(AnalyzeTestErrorParameterName, "Flag whether the test error should be displayed in the Pareto-Front", new BoolValue(false)));
}
[StorableHook(HookType.AfterDeserialization)]
private void AfterDeserialization() {
if (!Parameters.ContainsKey(MaximumSymbolicExpressionTreeLengthParameterName))
Parameters.Add(new LookupParameter(MaximumSymbolicExpressionTreeLengthParameterName, "Maximal length of the symbolic expression.") { Hidden = true });
if (!Parameters.ContainsKey(ValidationPartitionParameterName))
Parameters.Add(new ValueLookupParameter(ValidationPartitionParameterName, "The validation partition."));
if (!Parameters.ContainsKey(AnalyzeTestErrorParameterName))
Parameters.Add(new FixedValueParameter(AnalyzeTestErrorParameterName, "Flag whether the test error should be displayed in the Pareto-Front", new BoolValue(false)));
}
public override IDeepCloneable Clone(Cloner cloner) {
return new SymbolicRegressionMultiObjectiveTrainingBestSolutionAnalyzer(this, cloner);
}
protected override ISymbolicRegressionSolution CreateSolution(ISymbolicExpressionTree bestTree, double[] bestQuality) {
var model = new SymbolicRegressionModel(ProblemDataParameter.ActualValue.TargetVariable, (ISymbolicExpressionTree)bestTree.Clone(), SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper);
if (ApplyLinearScalingParameter.ActualValue.Value) model.Scale(ProblemDataParameter.ActualValue);
return new SymbolicRegressionSolution(model, (IRegressionProblemData)ProblemDataParameter.ActualValue.Clone());
}
public override IOperation Apply() {
var operation = base.Apply();
var paretoFront = TrainingBestSolutionsParameter.ActualValue;
IResult result;
ScatterPlot qualityToTreeSize;
if (!ResultCollection.TryGetValue("Pareto Front Analysis", out result)) {
qualityToTreeSize = new ScatterPlot("Quality vs Tree Size", "");
qualityToTreeSize.VisualProperties.XAxisMinimumAuto = false;
qualityToTreeSize.VisualProperties.XAxisMaximumAuto = false;
qualityToTreeSize.VisualProperties.YAxisMinimumAuto = false;
qualityToTreeSize.VisualProperties.YAxisMaximumAuto = false;
qualityToTreeSize.VisualProperties.XAxisMinimumFixedValue = 0;
qualityToTreeSize.VisualProperties.XAxisMaximumFixedValue = MaximumSymbolicExpressionTreeLengthParameter.ActualValue.Value;
qualityToTreeSize.VisualProperties.YAxisMinimumFixedValue = 0;
qualityToTreeSize.VisualProperties.YAxisMaximumFixedValue = 2;
ResultCollection.Add(new Result("Pareto Front Analysis", qualityToTreeSize));
} else {
qualityToTreeSize = (ScatterPlot)result.Value;
}
int previousTreeLength = -1;
var sizeParetoFront = new LinkedList();
foreach (var solution in paretoFront.OrderBy(s => s.Model.SymbolicExpressionTree.Length)) {
int treeLength = solution.Model.SymbolicExpressionTree.Length;
if (!sizeParetoFront.Any()) sizeParetoFront.AddLast(solution);
if (solution.TrainingNormalizedMeanSquaredError < sizeParetoFront.Last.Value.TrainingNormalizedMeanSquaredError) {
if (treeLength == previousTreeLength)
sizeParetoFront.RemoveLast();
sizeParetoFront.AddLast(solution);
}
previousTreeLength = treeLength;
}
qualityToTreeSize.Rows.Clear();
var trainingRow = new ScatterPlotDataRow("Training NMSE", "", sizeParetoFront.Select(x => new Point2D(x.Model.SymbolicExpressionTree.Length, x.TrainingNormalizedMeanSquaredError, x)));
trainingRow.VisualProperties.PointSize = 8;
qualityToTreeSize.Rows.Add(trainingRow);
if (AnalyzeTestError) {
var testRow = new ScatterPlotDataRow("Test NMSE", "",
sizeParetoFront.Select(x => new Point2D(x.Model.SymbolicExpressionTree.Length, x.TestNormalizedMeanSquaredError, x)));
testRow.VisualProperties.PointSize = 8;
qualityToTreeSize.Rows.Add(testRow);
}
var validationPartition = ValidationPartitionParameter.ActualValue;
if (validationPartition.Size != 0) {
var problemData = ProblemDataParameter.ActualValue;
var validationIndizes = Enumerable.Range(validationPartition.Start, validationPartition.Size).ToList();
var targetValues = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, validationIndizes).ToList();
OnlineCalculatorError error;
var validationRow = new ScatterPlotDataRow("Validation NMSE", "",
sizeParetoFront.Select(x => new Point2D(x.Model.SymbolicExpressionTree.Length,
OnlineNormalizedMeanSquaredErrorCalculator.Calculate(targetValues, x.GetEstimatedValues(validationIndizes), out error))));
validationRow.VisualProperties.PointSize = 7;
qualityToTreeSize.Rows.Add(validationRow);
}
return operation;
}
}
}