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source: branches/2904_CalculateImpacts/3.4/OnlineCalculators/OnlineBoundedMeanSquaredErrorCalculator.cs @ 16001

Last change on this file since 16001 was 16001, checked in by fholzing, 6 years ago

#2904: Reverted the additional CalculateValue-Method in IOnlineCalculator and created a static property/method in RegressionSolutionVariableImpactsCalculator

File size: 4.5 KB
Line 
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      get {
33        return n > 0 ? errorSum / n : 0.0;
34      }
35    }
36
37    public double LowerBound { get; private set; }
38    public double UpperBound { get; private set; }
39
40
41    public OnlineBoundedMeanSquaredErrorCalculator(double lowerBound, double upperBound) {
42      LowerBound = lowerBound;
43      UpperBound = upperBound;
44      Reset();
45    }
46
47    protected OnlineBoundedMeanSquaredErrorCalculator(OnlineBoundedMeanSquaredErrorCalculator original, Cloner cloner)
48      : base(original, cloner) {
49      LowerBound = original.LowerBound;
50      UpperBound = original.UpperBound;
51      n = original.n;
52      errorSum = original.errorSum;
53      errorState = original.ErrorState;
54    }
55    public override IDeepCloneable Clone(Cloner cloner) {
56      return new OnlineBoundedMeanSquaredErrorCalculator(this, cloner);
57    }
58
59    #region IOnlineCalculator Members
60    private OnlineCalculatorError errorState;
61    public OnlineCalculatorError ErrorState {
62      get { return errorState; }
63    }
64    public double Value {
65      get { return BoundedMeanSquaredError; }
66    }
67    public void Reset() {
68      n = 0;
69      errorSum = 0.0;
70      errorState = OnlineCalculatorError.InsufficientElementsAdded;
71    }
72
73    public void Add(double original, double estimated) {
74      if (double.IsNaN(estimated) || double.IsInfinity(estimated) ||
75          double.IsNaN(original) || double.IsInfinity(original) || (errorState & OnlineCalculatorError.InvalidValueAdded) > 0) {
76        errorState = errorState | OnlineCalculatorError.InvalidValueAdded;
77      } else {
78        double error = estimated - original;
79        if (estimated < LowerBound || estimated > UpperBound)
80          errorSum += Math.Abs(error);
81        else
82          errorSum += error * error;
83        n++;
84        errorState = errorState & (~OnlineCalculatorError.InsufficientElementsAdded);        // n >= 1
85      }
86    }
87    #endregion
88
89    public static double Calculate(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, double lowerBound, double upperBound, out OnlineCalculatorError errorState) {
90      IEnumerator<double> originalEnumerator = originalValues.GetEnumerator();
91      IEnumerator<double> estimatedEnumerator = estimatedValues.GetEnumerator();
92      OnlineBoundedMeanSquaredErrorCalculator boundedMseCalculator = new OnlineBoundedMeanSquaredErrorCalculator(lowerBound, upperBound);
93
94      // always move forward both enumerators (do not use short-circuit evaluation!)
95      while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
96        double original = originalEnumerator.Current;
97        double estimated = estimatedEnumerator.Current;
98        boundedMseCalculator.Add(original, estimated);
99        if (boundedMseCalculator.ErrorState != OnlineCalculatorError.None) break;
100      }
101
102      // check if both enumerators are at the end to make sure both enumerations have the same length
103      if (boundedMseCalculator.ErrorState == OnlineCalculatorError.None &&
104         (estimatedEnumerator.MoveNext() || originalEnumerator.MoveNext())) {
105        throw new ArgumentException("Number of elements in originalValues and estimatedValues enumerations doesn't match.");
106      } else {
107        errorState = boundedMseCalculator.ErrorState;
108        return boundedMseCalculator.BoundedMeanSquaredError;
109      }
110    }
111  }
112}
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