#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 System.Linq;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.DataAnalysis;
using HeuristicLab.Problems.DataAnalysis.Symbolic;
namespace HeuristicLab.Algorithms.DataAnalysis {
[StorableClass]
[Item("BayesianNonlinearRegressionModel", "")]
public sealed class BayesianNonlinearRegressionModel : RegressionModel, IConfidenceRegressionModel {
private const int SAMPLE_SIZE = 100;
[Storable]
public ISymbolicExpressionTree Tree {
get; private set;
}
private double[][] parameterEmpiricalDistribution;
public IEnumerable ParameterEmpiricalDistribution {
get { return parameterEmpiricalDistribution; }
}
public ISymbolicDataAnalysisExpressionTreeInterpreter Interpreter {
get; private set;
}
public override IEnumerable VariablesUsedForPrediction {
get { return allowedInputVariables; }
}
[Storable]
private string[] allowedInputVariables;
[StorableConstructor]
private BayesianNonlinearRegressionModel(bool deserializing)
: base(deserializing) {
}
private BayesianNonlinearRegressionModel(BayesianNonlinearRegressionModel original, Cloner cloner)
: base(original, cloner) {
allowedInputVariables = (string[])original.allowedInputVariables.Clone();
this.Tree = cloner.Clone(original.Tree);
this.parameterEmpiricalDistribution = original.parameterEmpiricalDistribution;
this.Interpreter = cloner.Clone(original.Interpreter);
}
public BayesianNonlinearRegressionModel(
ISymbolicExpressionTree tree,
double[][] parameterEmpiricalDistribution,
ISymbolicDataAnalysisExpressionTreeInterpreter interpreter,
string targetVariable,
IEnumerable allowedInputVariables
)
: base(targetVariable) {
this.name = ItemName;
this.description = ItemDescription;
this.Tree = tree;
this.parameterEmpiricalDistribution = (double[][])parameterEmpiricalDistribution.Clone();
this.Interpreter = interpreter;
this.allowedInputVariables = allowedInputVariables.ToArray();
}
[StorableHook(HookType.AfterDeserialization)]
private void AfterDeserialization() {
}
public override IDeepCloneable Clone(Cloner cloner) {
return new BayesianNonlinearRegressionModel(this, cloner);
}
public override IEnumerable GetEstimatedValues(IDataset dataset, IEnumerable rows) {
var y = Sample(dataset, rows);
return y.Select(yi => yi.Average());
}
public IEnumerable GetEstimatedVariances(IDataset dataset, IEnumerable rows) {
var y = Sample(dataset, rows);
return y.Select(yi => yi.VariancePop());
}
private IList[] Sample(IDataset dataset, IEnumerable rows) {
List[] y = rows.Select(_ => new List(SAMPLE_SIZE)).ToArray();
var rand = new System.Random(1234); // TODO;
for (int s = 0; s < SAMPLE_SIZE; s++) {
var paramIdx = rand.Next(parameterEmpiricalDistribution.Length);
UpdateConstants(Tree, parameterEmpiricalDistribution[paramIdx]);
int predRow = 0;
foreach (var pred in Interpreter.GetSymbolicExpressionTreeValues(Tree, dataset, rows)) {
y[predRow].Add(pred);
predRow++;
}
}
return y;
}
public override IRegressionSolution CreateRegressionSolution(IRegressionProblemData problemData) {
return new ConfidenceRegressionSolution(this, new RegressionProblemData(problemData));
}
#region taken from ConstantOptEval TODO
private static void UpdateConstants(ISymbolicExpressionTree tree, double[] constants) {
int i = 0;
foreach (var node in tree.Root.IterateNodesPrefix().OfType()) {
ConstantTreeNode constantTreeNode = node as ConstantTreeNode;
VariableTreeNodeBase variableTreeNodeBase = node as VariableTreeNodeBase;
FactorVariableTreeNode factorVarTreeNode = node as FactorVariableTreeNode;
if (constantTreeNode != null)
constantTreeNode.Value = constants[i++];
// else if (updateVariableWeights && variableTreeNodeBase != null)
// variableTreeNodeBase.Weight = constants[i++];
else if (factorVarTreeNode != null) {
for (int j = 0; j < factorVarTreeNode.Weights.Length; j++)
factorVarTreeNode.Weights[j] = constants[i++];
}
}
}
#endregion
}
}