1  #region License Information


2  /* HeuristicLab


3  * Copyright (C) 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 


22  using System;


23  using System.Collections.Generic;


24  using System.Linq;


25  using HeuristicLab.Common;


26 


27  namespace HeuristicLab.Algorithms.DataAnalysis {


28  /// <summary>


29  /// Helper class for incremental split calculation.


30  /// Used while moving a potential splitter along the ordered training instances


31  /// </summary>


32  internal class UnivariateOnlineLR {


33  #region state


34  private readonly NeumaierSum targetMean;


35  private readonly NeumaierSum attributeMean;


36  private readonly NeumaierSum targetVarSum;


37  private readonly NeumaierSum attributeVarSum;


38  private readonly NeumaierSum comoment;


39  private readonly NeumaierSum ssr;


40  private int size;


41  #endregion


42 


43  public double Ssr {


44  get { return ssr.Get(); }


45  }


46  public int Size {


47  get { return size; }


48  }


49 


50  private double Beta {


51  get { return comoment.Get() / attributeVarSum.Get(); }


52  }


53  private double Alpha {


54  get { return targetMean.Get()  Beta * attributeMean.Get(); }


55  }


56 


57  public UnivariateOnlineLR(ICollection<double> attributeValues, ICollection<double> targetValues) {


58  if (attributeValues.Count != targetValues.Count) throw new ArgumentException("Targets and Attributes need to have the same length");


59  size = attributeValues.Count;


60 


61  var yMean = targetValues.Average();


62  var xMean = attributeValues.Average();


63  targetMean = new NeumaierSum(yMean);


64  attributeMean = new NeumaierSum(xMean);


65  targetVarSum = new NeumaierSum(targetValues.VariancePop() * size);


66  attributeVarSum = new NeumaierSum(attributeValues.VariancePop() * size);


67  comoment = new NeumaierSum(attributeValues.Zip(targetValues, (x, y) => (x  xMean) * (y  yMean)).Sum());


68 


69  var beta = comoment.Get() / attributeVarSum.Get();


70  var alpha = yMean  beta * xMean;


71  ssr = new NeumaierSum(attributeValues.Zip(targetValues, (x, y) => y  alpha  beta * x).Sum(x => x * x));


72  }


73 


74  public void Add(double attributeValue, double targetValue) {


75  var predictOld = Predict(attributeValue, targetValue);


76 


77  size++;


78  var dx = attributeValue  attributeMean.Get();


79  var dy = targetValue  targetMean.Get();


80  attributeMean.Add(dx / size);


81  targetMean.Add(dy / size);


82  var dx2 = attributeValue  attributeMean.Get();


83  var dy2 = targetValue  targetMean.Get();


84  attributeVarSum.Add(dx * dx2);


85  targetVarSum.Add(dy * dy2);


86  comoment.Add(dx * dy2);


87 


88  ssr.Add(predictOld * Predict(attributeValue, targetValue));


89  }


90 


91  public void Remove(double attributeValue, double targetValue) {


92  var predictOld = Predict(attributeValue, targetValue);


93 


94  var dx2 = attributeValue  attributeMean.Get();


95  var dy2 = targetValue  targetMean.Get();


96  attributeMean.Mul(size / (size  1.0));


97  targetMean.Mul(size / (size  1.0));


98  attributeMean.Add(attributeValue / (size  1.0));


99  targetMean.Add(targetValue / (size  1.0));


100  var dx = attributeValue  attributeMean.Get();


101  var dy = targetValue  targetMean.Get();


102  attributeVarSum.Add(dx * dx2);


103  targetVarSum.Add(dy * dy2);


104  comoment.Add(dx * dy2);


105  size;


106 


107  ssr.Add(predictOld * Predict(attributeValue, targetValue));


108  }


109 


110  private double Predict(double attributeValue, double targetValue) {


111  return targetValue  Alpha  Beta * attributeValue;


112  }


113  }


114  } 
