#region License Information
/* HeuristicLab
* Copyright (C) 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 HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
using HeuristicLab.Parameters;
using HEAL.Attic;
using System;
using HeuristicLab.Data;
namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Regression.Extensions {
[Item("TrainingBestSolutionAnalyzer (with constraints)", "An operator that analyzes the training best symbolic regression solution for single objective symbolic regression problems.")]
[StorableType("93A9331C-9E50-45DE-804B-21785A07EFB4")]
public sealed class TrainingBestSolutionAnalyzer : SymbolicDataAnalysisSingleObjectiveTrainingBestSolutionAnalyzer,
ISymbolicDataAnalysisInterpreterOperator, ISymbolicDataAnalysisBoundedOperator {
private const string ProblemDataParameterName = "ProblemData";
private const string SymbolicDataAnalysisTreeInterpreterParameterName = "SymbolicDataAnalysisTreeInterpreter";
private const string EstimationLimitsParameterName = "EstimationLimits";
#region parameter properties
public ILookupParameter ProblemDataParameter {
get { return (ILookupParameter)Parameters[ProblemDataParameterName]; }
}
public ILookupParameter SymbolicDataAnalysisTreeInterpreterParameter {
get { return (ILookupParameter)Parameters[SymbolicDataAnalysisTreeInterpreterParameterName]; }
}
public IValueLookupParameter EstimationLimitsParameter {
get { return (IValueLookupParameter)Parameters[EstimationLimitsParameterName]; }
}
#endregion
[StorableConstructor]
private TrainingBestSolutionAnalyzer(StorableConstructorFlag _) : base(_) { }
private TrainingBestSolutionAnalyzer(TrainingBestSolutionAnalyzer original, Cloner cloner) : base(original, cloner) { }
public TrainingBestSolutionAnalyzer()
: base() {
Parameters.Add(new LookupParameter(ProblemDataParameterName, "The problem data for the symbolic regression solution."));
Parameters.Add(new LookupParameter(SymbolicDataAnalysisTreeInterpreterParameterName, "The symbolic data analysis tree interpreter for the symbolic expression tree."));
Parameters.Add(new ValueLookupParameter(EstimationLimitsParameterName, "The lower and upper limit for the estimated values produced by the symbolic regression model."));
}
public override IDeepCloneable Clone(Cloner cloner) {
return new TrainingBestSolutionAnalyzer(this, cloner);
}
protected override ISymbolicRegressionSolution CreateSolution(ISymbolicExpressionTree bestTree, double bestQuality) {
if (!ApplyLinearScalingParameter.ActualValue.Value) throw new NotSupportedException("This analyzer only works if linear scaling of models is activated.");
var problemData = ProblemDataParameter.ActualValue;
var solTree = (ISymbolicExpressionTree)bestTree.Clone();
using (var nls = new ConstrainedNLSInternal("MMA", solTree, 100, ProblemDataParameter.ActualValue)) {
var originalConstraintValues = (double[])nls.BestConstraintValues.Clone(); // for debugging
nls.Optimize(ConstrainedNLSInternal.OptimizationMode.UpdateParametersAndKeepLinearScaling);
var model = new SymbolicRegressionModel(problemData.TargetVariable, solTree,
SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper);
var sol = new SymbolicRegressionSolution(model, (IRegressionProblemData)problemData.Clone());
// debugging
sol.AddOrUpdateResult("Constraint values (after optimization)", new DoubleArray(nls.BestConstraintValues));
sol.AddOrUpdateResult("Constraint values (before optimization)", new DoubleArray(originalConstraintValues));
sol.AddOrUpdateResult("Quality before optimization in analyzer", new DoubleValue(bestQuality));
sol.AddOrUpdateResult("Quality after optimization in analyzer", new DoubleValue(nls.BestError));
sol.AddOrUpdateResult("NLOpt result", new StringValue(nls.OptResult.ToString()));
return sol;
}
}
}
}