#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;
}
}
}