1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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4 | *
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5 | * This file is part of HeuristicLab.
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6 | *
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7 | * HeuristicLab is free software: you can redistribute it and/or modify
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8 | * it under the terms of the GNU General Public License as published by
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9 | * the Free Software Foundation, either version 3 of the License, or
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10 | * (at your option) any later version.
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11 | *
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12 | * HeuristicLab is distributed in the hope that it will be useful,
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13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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15 | * GNU General Public License for more details.
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16 | *
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17 | * You should have received a copy of the GNU General Public License
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18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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19 | */
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20 | #endregion
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21 |
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22 | using System;
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23 | using System.Collections.Generic;
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24 | using System.Linq;
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25 | using HeuristicLab.Common;
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26 | using HeuristicLab.Core;
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27 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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28 |
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29 | namespace HeuristicLab.Problems.DataAnalysis {
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30 | [Item("Regression Transformation Model", "A regression model that was transformed back to match the original variables after the training was performed on transformed variables.")]
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31 | [StorableClass]
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32 | public class RegressionTransformationModel : DataAnalysisTransformationModel, IRegressionTransformationModel {
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33 |
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34 | public new IRegressionModel OriginalModel {
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35 | get { return (IRegressionModel)base.OriginalModel; }
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36 | }
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37 |
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38 | #region Constructor, Cloning & Persistence
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39 | public RegressionTransformationModel(IRegressionModel originalModel, IEnumerable<IDataAnalysisTransformation> transformations)
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40 | : base(originalModel, transformations) {
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41 | var transitiveTargets = CalculateTransitiveVariables(new[] { originalModel.TargetVariable }, transformations);
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42 | TargetTransformations = new ItemList<IDataAnalysisTransformation>(transformations.Where(t => transitiveTargets.Contains(t.OriginalVariable))).AsReadOnly();
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43 | TargetVariable = GetOriginalTragetVariable(originalModel.TargetVariable, TargetTransformations);
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44 | }
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45 |
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46 | protected RegressionTransformationModel(RegressionTransformationModel original, Cloner cloner)
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47 | : base(original, cloner) {
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48 |
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49 | }
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50 |
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51 | public override IDeepCloneable Clone(Cloner cloner) {
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52 | return new RegressionTransformationModel(this, cloner);
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53 | }
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54 |
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55 | [StorableConstructor]
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56 | protected RegressionTransformationModel(bool deserializing)
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57 | : base(deserializing) { }
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58 | #endregion
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59 |
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60 | public virtual IEnumerable<double> GetEstimatedValues(IDataset dataset, IEnumerable<int> rows) {
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61 | var estimates = OriginalModel.GetEstimatedValues(Transform(dataset, InputTransformations), rows);
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62 | return InverseTransform(estimates, TargetTransformations, OriginalModel.TargetVariable);
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63 | }
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64 |
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65 | public virtual IRegressionSolution CreateRegressionSolution(IRegressionProblemData problemData) {
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66 | return new RegressionSolution(this, new RegressionProblemData(problemData));
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67 | }
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68 |
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69 | public static IEnumerable<double> InverseTransform(IEnumerable<double> data, IEnumerable<IDataAnalysisTransformation> transformations, string targetVariable) {
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70 | var estimates = data.ToList();
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71 |
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72 | foreach (var transformation in transformations.Reverse()) {
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73 | if (transformation.TransformedVariable == targetVariable) {
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74 | var trans = (ITransformation<double>)transformation.Transformation;
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75 |
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76 | estimates = trans.InverseApply(estimates).ToList();
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77 |
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78 | // setup next iteration
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79 | targetVariable = transformation.OriginalVariable;
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80 | }
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81 | }
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82 |
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83 | return estimates;
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84 | }
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85 |
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86 | public static string GetTransformedTragetVariable(string originalTarget, IEnumerable<IDataAnalysisTransformation> transformations) {
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87 | var transformedTarget = originalTarget;
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88 | foreach (var transformation in transformations) {
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89 | if (transformation.OriginalVariable == transformedTarget)
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90 | transformedTarget = transformation.TransformedVariable;
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91 | }
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92 | return transformedTarget;
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93 | }
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94 |
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95 | public static string GetOriginalTragetVariable(string transformedTarget, IEnumerable<IDataAnalysisTransformation> transformations) {
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96 | var originalTarget = transformedTarget;
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97 | foreach (var transformation in transformations.Reverse()) {
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98 | if (transformation.TransformedVariable == originalTarget)
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99 | originalTarget = transformation.OriginalVariable;
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100 | }
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101 | return originalTarget;
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102 | }
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103 | }
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104 | } |
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