[15638] | 1 | #region License Information
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| 2 |
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| 3 | /* HeuristicLab
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| 4 | * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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| 5 | *
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| 6 | * This file is part of HeuristicLab.
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| 7 | *
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| 8 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 9 | * it under the terms of the GNU General Public License as published by
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| 10 | * the Free Software Foundation, either version 3 of the License, or
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| 11 | * (at your option) any later version.
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| 12 | *
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| 13 | * HeuristicLab is distributed in the hope that it will be useful,
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| 14 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 15 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 16 | * GNU General Public License for more details.
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| 17 | *
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| 18 | * You should have received a copy of the GNU General Public License
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| 19 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 20 | */
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| 21 |
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| 22 | #endregion
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| 23 |
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| 24 | using System;
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[16036] | 25 | using System.Collections;
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[15638] | 26 | using System.Collections.Generic;
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| 27 | using System.Linq;
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| 28 | using HeuristicLab.Common;
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| 29 | using HeuristicLab.Core;
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| 30 | using HeuristicLab.Data;
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| 31 | using HeuristicLab.Parameters;
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| 32 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 33 | using HeuristicLab.Random;
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| 34 |
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| 35 | namespace HeuristicLab.Problems.DataAnalysis {
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| 36 | [StorableClass]
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| 37 | [Item("ClassificationSolution Impacts Calculator", "Calculation of the impacts of input variables for any classification solution")]
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| 38 | public sealed class ClassificationSolutionVariableImpactsCalculator : ParameterizedNamedItem {
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[16036] | 39 | #region Parameters/Properties
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[15638] | 40 | public enum ReplacementMethodEnum {
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| 41 | Median,
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| 42 | Average,
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| 43 | Shuffle,
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| 44 | Noise
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| 45 | }
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| 46 | public enum FactorReplacementMethodEnum {
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| 47 | Best,
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| 48 | Mode,
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| 49 | Shuffle
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| 50 | }
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| 51 | public enum DataPartitionEnum {
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| 52 | Training,
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| 53 | Test,
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| 54 | All
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| 55 | }
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| 56 |
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| 57 | private const string ReplacementParameterName = "Replacement Method";
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[16036] | 58 | private const string FactorReplacementParameterName = "Factor Replacement Method";
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[15638] | 59 | private const string DataPartitionParameterName = "DataPartition";
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| 60 |
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| 61 | public IFixedValueParameter<EnumValue<ReplacementMethodEnum>> ReplacementParameter {
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| 62 | get { return (IFixedValueParameter<EnumValue<ReplacementMethodEnum>>)Parameters[ReplacementParameterName]; }
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| 63 | }
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[16036] | 64 | public IFixedValueParameter<EnumValue<FactorReplacementMethodEnum>> FactorReplacementParameter {
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| 65 | get { return (IFixedValueParameter<EnumValue<FactorReplacementMethodEnum>>)Parameters[FactorReplacementParameterName]; }
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| 66 | }
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[15638] | 67 | public IFixedValueParameter<EnumValue<DataPartitionEnum>> DataPartitionParameter {
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| 68 | get { return (IFixedValueParameter<EnumValue<DataPartitionEnum>>)Parameters[DataPartitionParameterName]; }
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| 69 | }
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| 70 |
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| 71 | public ReplacementMethodEnum ReplacementMethod {
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| 72 | get { return ReplacementParameter.Value.Value; }
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| 73 | set { ReplacementParameter.Value.Value = value; }
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| 74 | }
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[16036] | 75 | public FactorReplacementMethodEnum FactorReplacementMethod {
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| 76 | get { return FactorReplacementParameter.Value.Value; }
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| 77 | set { FactorReplacementParameter.Value.Value = value; }
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| 78 | }
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[15638] | 79 | public DataPartitionEnum DataPartition {
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| 80 | get { return DataPartitionParameter.Value.Value; }
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| 81 | set { DataPartitionParameter.Value.Value = value; }
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| 82 | }
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[16036] | 83 | #endregion
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[15638] | 84 |
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[16036] | 85 | #region Ctor/Cloner
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[15638] | 86 | [StorableConstructor]
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| 87 | private ClassificationSolutionVariableImpactsCalculator(bool deserializing) : base(deserializing) { }
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| 88 | private ClassificationSolutionVariableImpactsCalculator(ClassificationSolutionVariableImpactsCalculator original, Cloner cloner)
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| 89 | : base(original, cloner) { }
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| 90 | public ClassificationSolutionVariableImpactsCalculator()
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| 91 | : base() {
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[16036] | 92 | Parameters.Add(new FixedValueParameter<EnumValue<ReplacementMethodEnum>>(ReplacementParameterName, "The replacement method for variables during impact calculation.", new EnumValue<ReplacementMethodEnum>(ReplacementMethodEnum.Shuffle)));
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[15638] | 93 | Parameters.Add(new FixedValueParameter<EnumValue<DataPartitionEnum>>(DataPartitionParameterName, "The data partition on which the impacts are calculated.", new EnumValue<DataPartitionEnum>(DataPartitionEnum.Training)));
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| 94 | }
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| 95 |
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[16036] | 96 | public override IDeepCloneable Clone(Cloner cloner) {
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| 97 | return new ClassificationSolutionVariableImpactsCalculator(this, cloner);
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| 98 | }
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| 99 | #endregion
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| 100 |
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[15638] | 101 | //mkommend: annoying name clash with static method, open to better naming suggestions
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| 102 | public IEnumerable<Tuple<string, double>> Calculate(IClassificationSolution solution) {
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[16036] | 103 | return CalculateImpacts(solution, ReplacementMethod, FactorReplacementMethod, DataPartition);
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[15638] | 104 | }
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| 105 |
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| 106 | public static IEnumerable<Tuple<string, double>> CalculateImpacts(
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| 107 | IClassificationSolution solution,
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[16036] | 108 | ReplacementMethodEnum replacementMethod = ReplacementMethodEnum.Shuffle,
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| 109 | FactorReplacementMethodEnum factorReplacementMethod = FactorReplacementMethodEnum.Best,
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| 110 | DataPartitionEnum dataPartition = DataPartitionEnum.Training) {
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| 111 | return CalculateImpacts(solution.Model, solution.ProblemData, solution.EstimatedClassValues, replacementMethod, factorReplacementMethod, dataPartition);
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| 112 | }
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[15638] | 113 |
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[16036] | 114 | public static IEnumerable<Tuple<string, double>> CalculateImpacts(
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| 115 | IClassificationModel model,
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| 116 | IClassificationProblemData problemData,
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| 117 | IEnumerable<double> estimatedValues,
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| 118 | ReplacementMethodEnum replacementMethod = ReplacementMethodEnum.Shuffle,
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| 119 | FactorReplacementMethodEnum factorReplacementMethod = FactorReplacementMethodEnum.Best,
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| 120 | DataPartitionEnum dataPartition = DataPartitionEnum.Training) {
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| 121 | IEnumerable<int> rows = GetPartitionRows(dataPartition, problemData);
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| 122 | return CalculateImpacts(model, problemData, estimatedValues, rows, replacementMethod, factorReplacementMethod);
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| 123 | }
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[15638] | 124 |
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| 125 |
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[16036] | 126 | public static IEnumerable<Tuple<string, double>> CalculateImpacts(
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| 127 | IClassificationModel model,
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| 128 | IClassificationProblemData problemData,
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| 129 | IEnumerable<double> estimatedClassValues,
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| 130 | IEnumerable<int> rows,
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| 131 | ReplacementMethodEnum replacementMethod = ReplacementMethodEnum.Shuffle,
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| 132 | FactorReplacementMethodEnum factorReplacementMethod = FactorReplacementMethodEnum.Best) {
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| 133 | //Calculate original quality-values (via calculator, default is Accuracy)
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[15638] | 134 | OnlineCalculatorError error;
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[16036] | 135 | IEnumerable<double> targetValuesPartition = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, rows);
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| 136 | IEnumerable<double> estimatedValuesPartition = rows.Select(v => estimatedClassValues.ElementAt(v));
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| 137 | var originalCalculatorValue = CalculateVariableImpact(targetValuesPartition, estimatedValuesPartition, out error);
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| 138 | if (error != OnlineCalculatorError.None) throw new InvalidOperationException("Error during calculation.");
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[15638] | 139 |
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| 140 | var impacts = new Dictionary<string, double>();
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[16036] | 141 | var inputvariables = new HashSet<string>(problemData.AllowedInputVariables.Union(model.VariablesUsedForPrediction));
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| 142 | var allowedInputVariables = problemData.Dataset.VariableNames.Where(v => inputvariables.Contains(v)).ToList();
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| 143 | var modifiableDataset = ((Dataset)(problemData.Dataset).Clone()).ToModifiable();
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[15638] | 144 |
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[16036] | 145 | foreach (var inputVariable in allowedInputVariables) {
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| 146 | impacts[inputVariable] = CalculateImpact(inputVariable, model, modifiableDataset, rows, targetValuesPartition, originalCalculatorValue, replacementMethod, factorReplacementMethod);
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| 147 | }
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[15638] | 148 |
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[16036] | 149 | return impacts.OrderByDescending(i => i.Value).Select(i => Tuple.Create(i.Key, i.Value));
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| 150 | }
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[15638] | 151 |
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| 152 |
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[16036] | 153 | public static double CalculateImpact(string variableName,
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| 154 | IClassificationModel model,
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| 155 | ModifiableDataset modifiableDataset,
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| 156 | IEnumerable<int> rows,
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| 157 | IEnumerable<double> targetValues,
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| 158 | double originalValue,
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| 159 | ReplacementMethodEnum replacementMethod = ReplacementMethodEnum.Shuffle,
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| 160 | FactorReplacementMethodEnum factorReplacementMethod = FactorReplacementMethodEnum.Best) {
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| 161 | double impact = 0;
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| 162 | OnlineCalculatorError error;
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| 163 | IRandom random;
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| 164 | double replacementValue;
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| 165 | IEnumerable<double> newEstimates = null;
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| 166 | double newValue = 0;
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[15638] | 167 |
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[16036] | 168 | if (modifiableDataset.VariableHasType<double>(variableName)) {
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| 169 | #region NumericalVariable
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| 170 | var originalValues = modifiableDataset.GetReadOnlyDoubleValues(variableName).ToList();
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| 171 | List<double> replacementValues;
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| 172 | IRandom rand;
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[15638] | 173 |
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[16036] | 174 | switch (replacementMethod) {
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| 175 | case ReplacementMethodEnum.Median:
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| 176 | replacementValue = rows.Select(r => originalValues[r]).Median();
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| 177 | replacementValues = Enumerable.Repeat(replacementValue, modifiableDataset.Rows).ToList();
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| 178 | break;
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| 179 | case ReplacementMethodEnum.Average:
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| 180 | replacementValue = rows.Select(r => originalValues[r]).Average();
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| 181 | replacementValues = Enumerable.Repeat(replacementValue, modifiableDataset.Rows).ToList();
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| 182 | break;
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| 183 | case ReplacementMethodEnum.Shuffle:
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| 184 | // new var has same empirical distribution but the relation to y is broken
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| 185 | rand = new FastRandom(31415);
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| 186 | // prepare a complete column for the dataset
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| 187 | replacementValues = Enumerable.Repeat(double.NaN, modifiableDataset.Rows).ToList();
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| 188 | // shuffle only the selected rows
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| 189 | var shuffledValues = rows.Select(r => originalValues[r]).Shuffle(rand).ToList();
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| 190 | int i = 0;
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| 191 | // update column values
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| 192 | foreach (var r in rows) {
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| 193 | replacementValues[r] = shuffledValues[i++];
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| 194 | }
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| 195 | break;
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| 196 | case ReplacementMethodEnum.Noise:
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| 197 | var avg = rows.Select(r => originalValues[r]).Average();
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| 198 | var stdDev = rows.Select(r => originalValues[r]).StandardDeviation();
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| 199 | rand = new FastRandom(31415);
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| 200 | // prepare a complete column for the dataset
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| 201 | replacementValues = Enumerable.Repeat(double.NaN, modifiableDataset.Rows).ToList();
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| 202 | // update column values
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| 203 | foreach (var r in rows) {
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| 204 | replacementValues[r] = NormalDistributedRandom.NextDouble(rand, avg, stdDev);
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| 205 | }
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| 206 | break;
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[15638] | 207 |
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[16036] | 208 | default:
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| 209 | throw new ArgumentException(string.Format("ReplacementMethod {0} cannot be handled.", replacementMethod));
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[15638] | 210 | }
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| 211 |
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[16036] | 212 | newEstimates = GetReplacedEstimates(originalValues, model, variableName, modifiableDataset, rows, replacementValues);
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| 213 | newValue = CalculateVariableImpact(targetValues, newEstimates, out error);
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| 214 | if (error != OnlineCalculatorError.None) { throw new InvalidOperationException("Error during calculation with replaced inputs."); }
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[15638] | 215 |
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[16036] | 216 | impact = originalValue - newValue;
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| 217 | #endregion
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| 218 | } else if (modifiableDataset.VariableHasType<string>(variableName)) {
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| 219 | #region FactorVariable
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| 220 | var originalValues = modifiableDataset.GetReadOnlyStringValues(variableName).ToList();
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| 221 | List<string> replacementValues;
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[15638] | 222 |
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[16036] | 223 | switch (factorReplacementMethod) {
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| 224 | case FactorReplacementMethodEnum.Best:
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| 225 | // try replacing with all possible values and find the best replacement value
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| 226 | var smallestImpact = double.PositiveInfinity;
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| 227 | foreach (var repl in modifiableDataset.GetStringValues(variableName, rows).Distinct()) {
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| 228 | newEstimates = GetReplacedEstimates(originalValues, model, variableName, modifiableDataset, rows, Enumerable.Repeat(repl, modifiableDataset.Rows).ToList());
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| 229 | newValue = CalculateVariableImpact(targetValues, newEstimates, out error);
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| 230 | if (error != OnlineCalculatorError.None) throw new InvalidOperationException("Error during calculation with replaced inputs.");
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| 231 |
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| 232 | var curImpact = originalValue - newValue;
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| 233 | if (curImpact < smallestImpact) smallestImpact = curImpact;
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| 234 | }
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| 235 | impact = smallestImpact;
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| 236 | break;
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| 237 | case FactorReplacementMethodEnum.Mode:
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| 238 | var mostCommonValue = rows.Select(r => originalValues[r])
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| 239 | .GroupBy(v => v)
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| 240 | .OrderByDescending(g => g.Count())
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| 241 | .First().Key;
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| 242 | replacementValues = Enumerable.Repeat(mostCommonValue, modifiableDataset.Rows).ToList();
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| 243 |
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| 244 | newEstimates = GetReplacedEstimates(originalValues, model, variableName, modifiableDataset, rows, replacementValues);
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| 245 | newValue = CalculateVariableImpact(targetValues, newEstimates, out error);
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| 246 | if (error != OnlineCalculatorError.None) throw new InvalidOperationException("Error during calculation with replaced inputs.");
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| 247 |
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| 248 | impact = originalValue - newValue;
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| 249 | break;
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| 250 | case FactorReplacementMethodEnum.Shuffle:
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| 251 | // new var has same empirical distribution but the relation to y is broken
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| 252 | random = new FastRandom(31415);
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| 253 | // prepare a complete column for the dataset
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| 254 | replacementValues = Enumerable.Repeat(string.Empty, modifiableDataset.Rows).ToList();
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| 255 | // shuffle only the selected rows
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| 256 | var shuffledValues = rows.Select(r => originalValues[r]).Shuffle(random).ToList();
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| 257 | int i = 0;
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| 258 | // update column values
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| 259 | foreach (var r in rows) {
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| 260 | replacementValues[r] = shuffledValues[i++];
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| 261 | }
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| 262 |
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| 263 | newEstimates = GetReplacedEstimates(originalValues, model, variableName, modifiableDataset, rows, replacementValues);
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| 264 | newValue = CalculateVariableImpact(targetValues, newEstimates, out error);
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| 265 | if (error != OnlineCalculatorError.None) throw new InvalidOperationException("Error during calculation with replaced inputs.");
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| 266 |
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| 267 | impact = originalValue - newValue;
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| 268 | break;
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| 269 | default:
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| 270 | throw new ArgumentException(string.Format("FactorReplacementMethod {0} cannot be handled.", factorReplacementMethod));
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| 271 | }
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| 272 | #endregion
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| 273 | } else {
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| 274 | throw new NotSupportedException("Variable not supported");
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[15638] | 275 | }
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| 276 |
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[16036] | 277 | return impact;
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[15638] | 278 | }
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| 279 |
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[16036] | 280 | /// <summary>
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| 281 | /// Calculates and returns the VariableImpact (calculated via Accuracy).
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| 282 | /// </summary>
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| 283 | /// <param name="targetValues">The actual values</param>
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| 284 | /// <param name="estimatedValues">The calculated/replaced values</param>
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| 285 | /// <param name="errorState"></param>
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| 286 | /// <returns></returns>
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| 287 | public static double CalculateVariableImpact(IEnumerable<double> targetValues, IEnumerable<double> estimatedValues, out OnlineCalculatorError errorState) {
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| 288 | //Theoretically, all calculators implement a static Calculate-Method which provides the same functionality
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| 289 | //as the code below does. But this way we can easily swap the calculator later on, so the user
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| 290 | //could choose a Calculator during runtime in future versions.
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| 291 | IOnlineCalculator calculator = new OnlineAccuracyCalculator();
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| 292 | IEnumerator<double> firstEnumerator = targetValues.GetEnumerator();
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| 293 | IEnumerator<double> secondEnumerator = estimatedValues.GetEnumerator();
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[15638] | 294 |
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[16036] | 295 | // always move forward both enumerators (do not use short-circuit evaluation!)
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| 296 | while (firstEnumerator.MoveNext() & secondEnumerator.MoveNext()) {
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| 297 | double original = firstEnumerator.Current;
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| 298 | double estimated = secondEnumerator.Current;
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| 299 | calculator.Add(original, estimated);
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| 300 | if (calculator.ErrorState != OnlineCalculatorError.None) break;
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[15638] | 301 | }
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| 302 |
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[16036] | 303 | // check if both enumerators are at the end to make sure both enumerations have the same length
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| 304 | if (calculator.ErrorState == OnlineCalculatorError.None &&
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| 305 | (secondEnumerator.MoveNext() || firstEnumerator.MoveNext())) {
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| 306 | throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
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| 307 | } else {
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| 308 | errorState = calculator.ErrorState;
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| 309 | return calculator.Value;
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| 310 | }
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[15638] | 311 | }
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| 312 |
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[16036] | 313 | /// <summary>
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| 314 | /// Replaces the values of the original model-variables with the replacement variables, calculates the new estimated values
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| 315 | /// and changes the value of the model-variables back to the original ones.
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| 316 | /// </summary>
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| 317 | /// <param name="originalValues"></param>
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| 318 | /// <param name="model"></param>
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| 319 | /// <param name="variableName"></param>
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| 320 | /// <param name="modifiableDataset"></param>
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| 321 | /// <param name="rows"></param>
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| 322 | /// <param name="replacementValues"></param>
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| 323 | /// <returns></returns>
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| 324 | private static IEnumerable<double> GetReplacedEstimates(
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| 325 | IList originalValues,
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| 326 | IClassificationModel model,
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| 327 | string variableName,
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| 328 | ModifiableDataset modifiableDataset,
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| 329 | IEnumerable<int> rows,
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| 330 | IList replacementValues) {
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| 331 | modifiableDataset.ReplaceVariable(variableName, replacementValues);
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| 332 |
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| 333 | var discModel = model as IDiscriminantFunctionClassificationModel;
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| 334 | if (discModel != null) {
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| 335 | var problemData = new ClassificationProblemData(modifiableDataset, modifiableDataset.VariableNames, model.TargetVariable);
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| 336 | discModel.RecalculateModelParameters(problemData, rows);
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| 337 | }
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| 338 |
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[15638] | 339 | //mkommend: ToList is used on purpose to avoid lazy evaluation that could result in wrong estimates due to variable replacements
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[16036] | 340 | var estimates = model.GetEstimatedClassValues(modifiableDataset, rows).ToList();
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| 341 | modifiableDataset.ReplaceVariable(variableName, originalValues);
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[15638] | 342 |
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| 343 | return estimates;
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| 344 | }
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| 345 |
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[16036] | 346 |
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| 347 | /// <summary>
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| 348 | /// Returns a collection of the row-indices for a given DataPartition (training or test)
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| 349 | /// </summary>
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| 350 | /// <param name="dataPartition"></param>
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| 351 | /// <param name="problemData"></param>
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| 352 | /// <returns></returns>
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| 353 | public static IEnumerable<int> GetPartitionRows(DataPartitionEnum dataPartition, IClassificationProblemData problemData) {
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| 354 | IEnumerable<int> rows;
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| 355 |
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| 356 | switch (dataPartition) {
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| 357 | case DataPartitionEnum.All:
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| 358 | rows = problemData.AllIndices;
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| 359 | break;
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| 360 | case DataPartitionEnum.Test:
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| 361 | rows = problemData.TestIndices;
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| 362 | break;
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| 363 | case DataPartitionEnum.Training:
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| 364 | rows = problemData.TrainingIndices;
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| 365 | break;
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| 366 | default:
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| 367 | throw new NotSupportedException("DataPartition not supported");
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| 368 | }
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| 369 |
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| 370 | return rows;
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[15638] | 371 | }
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[16036] | 372 |
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[15638] | 373 | }
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| 374 | }
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