#region License Information /* HeuristicLab * Copyright (C) 2002-2008 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; using System.Collections.Generic; using System.Linq; using System.Text; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Operators; using HeuristicLab.DataAnalysis; using HeuristicLab.Functions; namespace HeuristicLab.StructureIdentification { public class VarianceAccountedForEvaluator : GPEvaluatorBase { public override string Description { get { return @"Evaluates 'OperatorTree' for all samples of 'DataSet' and calculates the variance-accounted-for quality measure for the estimated values vs. the real values of 'TargetVariable'. The Variance Accounted For (VAF) function is computed as VAF(y,y') = ( 1 - var(y-y')/var(y) ) where y' denotes the predicted / modelled values for y and var(x) the variance of a signal x."; } } /// /// The Variance Accounted For (VAF) function calculates is computed as /// VAF(y,y') = ( 1 - var(y-y')/var(y) ) /// where y' denotes the predicted / modelled values for y and var(x) the variance of a signal x. /// public VarianceAccountedForEvaluator() : base() { } public override double Evaluate(IScope scope, IFunction function, int targetVariable, Dataset dataset) { double[] errors = new double[dataset.Rows]; double[] originalTargetVariableValues = new double[dataset.Rows]; double targetMean = dataset.GetMean(targetVariable); for(int sample = 0; sample < dataset.Rows; sample++) { double estimated = function.Evaluate(dataset, sample); double original = dataset.GetValue(sample, targetVariable); if(!double.IsNaN(original) && !double.IsInfinity(original)) { if(double.IsNaN(estimated) || double.IsInfinity(estimated)) estimated = targetMean + maximumPunishment; else if(estimated > (targetMean + maximumPunishment)) estimated = targetMean + maximumPunishment; else if(estimated < (targetMean - maximumPunishment)) estimated = targetMean - maximumPunishment; } errors[sample] = original - estimated; originalTargetVariableValues[sample] = original; } double errorsVariance = Statistics.Variance(errors); double originalsVariance = Statistics.Variance(originalTargetVariableValues); double quality = 1 - errorsVariance / originalsVariance; if(double.IsNaN(quality) || double.IsInfinity(quality)) { quality = double.MaxValue; } return quality; } } }