#region License Information /* HeuristicLab * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL) * * This file is part of HeuristicLab. * * HeuristicLab is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * HeuristicLab is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with HeuristicLab. If not, see . */ #endregion using System.Collections.Generic; using System.Linq; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Parameters; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; namespace HeuristicLab.Problems.DataAnalysis { [Item("Z-Score Normalization", "Z-Score normalization transformation to standardize (target_mu = 0, target_sigma = 1) the values")] [StorableClass] public class ZNormalizationTransformation : Transformation { #region Parameters private IFixedValueParameter TargetMeanParameter { get { return (IFixedValueParameter)Parameters["Target Mean"]; } } private IFixedValueParameter TargetStandardDeviationParameter { get { return (IFixedValueParameter)Parameters["Target Standard Deviation"]; } } private IFixedValueParameter OriginalMeanParameter { get { return (IFixedValueParameter)Parameters["Original Mean"]; } } private IFixedValueParameter OriginalStandardDeviationParameter { get { return (IFixedValueParameter)Parameters["Original Standard Deviation"]; } } #endregion #region Properties public double TargetMean { get { return TargetMeanParameter.Value.Value; } set { TargetMeanParameter.Value.Value = value; } } public double TargetStandardDeviation { get { return TargetStandardDeviationParameter.Value.Value; } set { TargetStandardDeviationParameter.Value.Value = value; } } public double OriginalMean { get { return OriginalMeanParameter.Value.Value; } set { OriginalMeanParameter.Value.Value = value; } } public double OriginalStandardDeviation { get { return OriginalStandardDeviationParameter.Value.Value; } set { OriginalStandardDeviationParameter.Value.Value = value; } } #endregion #region Constructor, Cloning & Persistence public ZNormalizationTransformation() : base() { Parameters.Add(new FixedValueParameter("Target Mean", new DoubleValue(0))); Parameters.Add(new FixedValueParameter("Target Standard Deviation", new DoubleValue(1))); Parameters.Add(new FixedValueParameter("Original Mean", new DoubleValue(double.NaN)) { Hidden = true }); Parameters.Add(new FixedValueParameter("Original Standard Deviation", new DoubleValue(double.NaN)) { Hidden = true }); } protected ZNormalizationTransformation(ZNormalizationTransformation original, Cloner cloner) : base(original, cloner) { } public override IDeepCloneable Clone(Cloner cloner) { return new ZNormalizationTransformation(this, cloner); } [StorableConstructor] protected ZNormalizationTransformation(bool deserializing) : base(deserializing) { } #endregion public override bool Check(IEnumerable data, out string errorMessage) { if (data.StandardDeviationPop().IsAlmost(0.0)) { errorMessage = "Z-Score Normalization cannot be applied for data with a standard deviation of zero."; return false; } return base.Check(data, out errorMessage); } public override void Configure(IEnumerable data) { OriginalMean = data.Average(); OriginalStandardDeviation = data.StandardDeviationPop(); base.Configure(data); } public override IEnumerable Apply(IEnumerable data) { if (double.IsNaN(OriginalMean) || double.IsNaN(OriginalStandardDeviation)) Configure(data); return Apply(data, TargetMean, TargetStandardDeviation, OriginalMean, OriginalStandardDeviation); } public override IEnumerable InverseApply(IEnumerable data) { return InverseApply(data, TargetMean, TargetStandardDeviation, OriginalMean, OriginalStandardDeviation); } public static IEnumerable Apply(IEnumerable data, double targetMean, double targetStandardDeviation, double originalMean = double.NaN, double originalStandardDeviation = double.NaN) { if (double.IsNaN(originalMean)) originalMean = data.Average(); if (double.IsNaN(originalStandardDeviation)) originalStandardDeviation = data.StandardDeviationPop(); return data .Select(x => (x - originalMean) / originalStandardDeviation) // standardize (0, 1) .Select(x => x * targetStandardDeviation + targetMean); } public static IEnumerable InverseApply(IEnumerable data, double targetMean, double targetStandardDeviation, double originalMean, double originalStandardDeviation) { return Apply(data, originalMean, originalStandardDeviation, targetMean, targetStandardDeviation); } } }