#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 HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding; using HeuristicLab.Parameters; using HEAL.Attic; namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Regression { [Item("New Constant Optimization Evaluator", "Calculates Pearson R² of a symbolic regression solution and optimizes the constant used.")] [StorableType("B4255C8A-9FFA-42A4-988C-B81911302A04")] public class ConstantsOptimizationEvaluator : SymbolicRegressionSingleObjectiveEvaluator { private const string ConstantOptimizationIterationsParameterName = "ConstantOptimizationIterations"; private const string ConstantOptimizationRowsPercentageParameterName = "ConstantOptimizationRowsPercentage"; public IFixedValueParameter ConstantOptimizationIterationsParameter { get { return (IFixedValueParameter)Parameters[ConstantOptimizationIterationsParameterName]; } } public IFixedValueParameter ConstantOptimizationRowsPercentageParameter { get { return (IFixedValueParameter)Parameters[ConstantOptimizationRowsPercentageParameterName]; } } public IntValue ConstantOptimizationIterations { get { return ConstantOptimizationIterationsParameter.Value; } } public PercentValue ConstantOptimizationRowsPercentage { get { return ConstantOptimizationRowsPercentageParameter.Value; } } public override bool Maximization { get { return true; } } [StorableConstructor] protected ConstantsOptimizationEvaluator(StorableConstructorFlag _) : base(_) { } protected ConstantsOptimizationEvaluator(ConstantsOptimizationEvaluator original, Cloner cloner) : base(original, cloner) { } public ConstantsOptimizationEvaluator() : base() { Parameters.Add(new FixedValueParameter(ConstantOptimizationIterationsParameterName, "Determines how many iterations should be calculated while optimizing the constant of a symbolic expression tree (0 indicates other or default stopping criterion).", new IntValue(10))); Parameters.Add(new FixedValueParameter(ConstantOptimizationRowsPercentageParameterName, "Determines the percentage of the rows which should be used for constant optimization", new PercentValue(1))); } public override IDeepCloneable Clone(Cloner cloner) { return new ConstantsOptimizationEvaluator(this, cloner); } public override IOperation InstrumentedApply() { var solution = SymbolicExpressionTreeParameter.ActualValue; var interpreter = SymbolicDataAnalysisTreeInterpreterParameter.ActualValue; var problemData = ProblemDataParameter.ActualValue; var applyLinearScaling = ApplyLinearScalingParameter.ActualValue.Value; var estimationLimits = EstimationLimitsParameter.ActualValue; double quality; var rowsPercentage = ConstantOptimizationRowsPercentage.Value; var constantOptimizationRows = GenerateRowsToEvaluate(rowsPercentage); quality = ConstantsOptimization.LMConstantsOptimizer.OptimizeConstants(solution, problemData.Dataset, problemData.TargetVariable, constantOptimizationRows, applyLinearScaling, ConstantOptimizationIterations.Value); if (quality < 0|| double.IsNaN(quality) || ConstantOptimizationRowsPercentage.Value != RelativeNumberOfEvaluatedSamplesParameter.ActualValue.Value) { var evaluationRows = GenerateRowsToEvaluate(); quality = SymbolicRegressionSingleObjectivePearsonRSquaredEvaluator.Calculate(interpreter, solution, estimationLimits.Lower, estimationLimits.Upper, problemData, evaluationRows, applyLinearScaling); } QualityParameter.ActualValue = new DoubleValue(quality); return base.InstrumentedApply(); } public override double Evaluate(IExecutionContext context, ISymbolicExpressionTree tree, IRegressionProblemData problemData, IEnumerable rows) { SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = context; EstimationLimitsParameter.ExecutionContext = context; ApplyLinearScalingParameter.ExecutionContext = context; // Pearson R² evaluator is used on purpose instead of the const-opt evaluator, // because Evaluate() is used to get the quality of evolved models on // different partitions of the dataset (e.g., best validation model) double r2 = SymbolicRegressionSingleObjectivePearsonRSquaredEvaluator.Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, problemData, rows, ApplyLinearScalingParameter.ActualValue.Value); SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = null; EstimationLimitsParameter.ExecutionContext = null; ApplyLinearScalingParameter.ExecutionContext = null; return r2; } } }