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source: branches/2904_CalculateImpacts/3.4/OnlineCalculators/OnlineMeanSquaredErrorCalculator.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: 4.1 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 OnlineMeanSquaredErrorCalculator : DeepCloneable, IOnlineCalculator {
28
29    private double sse;
30    private int n;
31    public double MeanSquaredError
32    {
33      get
34      {
35        return n > 0 ? sse / n : 0.0;
36      }
37    }
38
39    public OnlineMeanSquaredErrorCalculator() {
40      Reset();
41    }
42
43    protected OnlineMeanSquaredErrorCalculator(OnlineMeanSquaredErrorCalculator original, Cloner cloner)
44      : base(original, cloner) {
45      sse = original.sse;
46      n = original.n;
47      errorState = original.errorState;
48    }
49    public override IDeepCloneable Clone(Cloner cloner) {
50      return new OnlineMeanSquaredErrorCalculator(this, cloner);
51    }
52
53    #region IOnlineCalculator Members
54    private OnlineCalculatorError errorState;
55    public OnlineCalculatorError ErrorState
56    {
57      get { return errorState; }
58    }
59    public double Value
60    {
61      get { return MeanSquaredError; }
62    }
63    public void Reset() {
64      n = 0;
65      sse = 0.0;
66      errorState = OnlineCalculatorError.InsufficientElementsAdded;
67    }
68
69    public void Add(double original, double estimated) {
70      if (double.IsNaN(estimated) || double.IsInfinity(estimated) ||
71          double.IsNaN(original) || double.IsInfinity(original) || (errorState & OnlineCalculatorError.InvalidValueAdded) > 0) {
72        errorState = errorState | OnlineCalculatorError.InvalidValueAdded;
73      } else {
74        double error = estimated - original;
75        sse += error * error;
76        n++;
77        errorState = errorState & (~OnlineCalculatorError.InsufficientElementsAdded);        // n >= 1
78      }
79    }
80    #endregion
81
82    public static double Calculate(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, out OnlineCalculatorError errorState) {
83      IEnumerator<double> originalEnumerator = originalValues.GetEnumerator();
84      IEnumerator<double> estimatedEnumerator = estimatedValues.GetEnumerator();
85      OnlineMeanSquaredErrorCalculator mseCalculator = new OnlineMeanSquaredErrorCalculator();
86
87      // always move forward both enumerators (do not use short-circuit evaluation!)
88      while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
89        double original = originalEnumerator.Current;
90        double estimated = estimatedEnumerator.Current;
91        mseCalculator.Add(original, estimated);
92        if (mseCalculator.ErrorState != OnlineCalculatorError.None) break;
93      }
94
95      // check if both enumerators are at the end to make sure both enumerations have the same length
96      if (mseCalculator.ErrorState == OnlineCalculatorError.None &&
97         (estimatedEnumerator.MoveNext() || originalEnumerator.MoveNext())) {
98        throw new ArgumentException("Number of elements in originalValues and estimatedValues enumerations doesn't match.");
99      } else {
100        errorState = mseCalculator.ErrorState;
101        return mseCalculator.MeanSquaredError;
102      }
103    }
104
105    public double CalculateValue(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, out OnlineCalculatorError errorState) {
106      return Calculate(originalValues, estimatedValues, out errorState);
107    }
108  }
109}
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