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source: branches/2904_CalculateImpacts/3.4/OnlineCalculators/OnlineBoundedMeanSquaredErrorCalculator.cs @ 15831

Last change on this file since 15831 was 15831, checked in by fholzing, 6 years ago

#2904: Refactored RegressionSolutionVariableImpactsCalculator. We don't dependent on the solution anymore. The impact can be calculated for a single variable. The calculator can be chosen.

File size: 4.7 KB
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1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System;
23using System.Collections.Generic;
24using HeuristicLab.Common;
25
26namespace HeuristicLab.Problems.DataAnalysis {
27  public class OnlineBoundedMeanSquaredErrorCalculator : DeepCloneable, IOnlineCalculator {
28
29    private double errorSum;
30    private int n;
31    public double BoundedMeanSquaredError
32    {
33      get
34      {
35        return n > 0 ? errorSum / n : 0.0;
36      }
37    }
38
39    public double LowerBound { get; private set; }
40    public double UpperBound { get; private set; }
41
42
43    public OnlineBoundedMeanSquaredErrorCalculator(double lowerBound, double upperBound) {
44      LowerBound = lowerBound;
45      UpperBound = upperBound;
46      Reset();
47    }
48
49    protected OnlineBoundedMeanSquaredErrorCalculator(OnlineBoundedMeanSquaredErrorCalculator original, Cloner cloner)
50      : base(original, cloner) {
51      LowerBound = original.LowerBound;
52      UpperBound = original.UpperBound;
53      n = original.n;
54      errorSum = original.errorSum;
55      errorState = original.ErrorState;
56    }
57    public override IDeepCloneable Clone(Cloner cloner) {
58      return new OnlineBoundedMeanSquaredErrorCalculator(this, cloner);
59    }
60
61    #region IOnlineCalculator Members
62    private OnlineCalculatorError errorState;
63    public OnlineCalculatorError ErrorState
64    {
65      get { return errorState; }
66    }
67    public double Value
68    {
69      get { return BoundedMeanSquaredError; }
70    }
71    public void Reset() {
72      n = 0;
73      errorSum = 0.0;
74      errorState = OnlineCalculatorError.InsufficientElementsAdded;
75    }
76
77    public void Add(double original, double estimated) {
78      if (double.IsNaN(estimated) || double.IsInfinity(estimated) ||
79          double.IsNaN(original) || double.IsInfinity(original) || (errorState & OnlineCalculatorError.InvalidValueAdded) > 0) {
80        errorState = errorState | OnlineCalculatorError.InvalidValueAdded;
81      } else {
82        double error = estimated - original;
83        if (estimated < LowerBound || estimated > UpperBound)
84          errorSum += Math.Abs(error);
85        else
86          errorSum += error * error;
87        n++;
88        errorState = errorState & (~OnlineCalculatorError.InsufficientElementsAdded);        // n >= 1
89      }
90    }
91    #endregion
92
93    public static double Calculate(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, double lowerBound, double upperBound, out OnlineCalculatorError errorState) {
94      IEnumerator<double> originalEnumerator = originalValues.GetEnumerator();
95      IEnumerator<double> estimatedEnumerator = estimatedValues.GetEnumerator();
96      OnlineBoundedMeanSquaredErrorCalculator boundedMseCalculator = new OnlineBoundedMeanSquaredErrorCalculator(lowerBound, upperBound);
97
98      // always move forward both enumerators (do not use short-circuit evaluation!)
99      while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
100        double original = originalEnumerator.Current;
101        double estimated = estimatedEnumerator.Current;
102        boundedMseCalculator.Add(original, estimated);
103        if (boundedMseCalculator.ErrorState != OnlineCalculatorError.None) break;
104      }
105
106      // check if both enumerators are at the end to make sure both enumerations have the same length
107      if (boundedMseCalculator.ErrorState == OnlineCalculatorError.None &&
108         (estimatedEnumerator.MoveNext() || originalEnumerator.MoveNext())) {
109        throw new ArgumentException("Number of elements in originalValues and estimatedValues enumerations doesn't match.");
110      } else {
111        errorState = boundedMseCalculator.ErrorState;
112        return boundedMseCalculator.BoundedMeanSquaredError;
113      }
114    }
115
116    public double CalculateValue(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, out OnlineCalculatorError errorState) {
117      throw new NotImplementedException();
118    }
119  }
120}
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