#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.Functions;
using HeuristicLab.DataAnalysis;
namespace HeuristicLab.StructureIdentification {
public class ClassificationMeanSquaredErrorEvaluator : MeanSquaredErrorEvaluator {
private const double EPSILON = 1.0E-6;
private double[] classesArr;
public override string Description {
get {
return @"Evaluates 'FunctionTree' for all samples of 'DataSet' and calculates the mean-squared-error
for the estimated values vs. the real values of 'TargetVariable'.";
}
}
public ClassificationMeanSquaredErrorEvaluator()
: base() {
AddVariableInfo(new VariableInfo("TargetClassValues", "The original class values of target variable (for instance negative=0 and positive=1).", typeof(ItemList), VariableKind.In));
}
public override IOperation Apply(IScope scope) {
ItemList classes = GetVariableValue>("TargetClassValues", scope, true);
classesArr = new double[classes.Count];
for(int i = 0; i < classesArr.Length; i++) classesArr[i] = classes[i].Data;
Array.Sort(classesArr);
return base.Apply(scope);
}
public override void Evaluate(int start, int end) {
double errorsSquaredSum = 0;
for(int sample = start; sample < end; sample++) {
double estimated = GetEstimatedValue(sample);
double original = GetOriginalValue(sample);
SetOriginalValue(sample, estimated);
if(!double.IsNaN(original) && !double.IsInfinity(original)) {
double error = estimated - original;
// between classes use squared error
// on the lower end and upper end only add linear error if the absolute error is larger than 1
// the error>1.0 constraint is needed for balance because in the interval ]-1, 1[ the squared error is smaller than the absolute error
if((IsEqual(original, classesArr[0]) && error < -1.0) ||
(IsEqual(original, classesArr[classesArr.Length - 1]) && error > 1.0)) {
errorsSquaredSum += Math.Abs(error); // only add linear error below the smallest class or above the largest class
} else {
errorsSquaredSum += error * error;
}
}
}
errorsSquaredSum /= (end - start);
if(double.IsNaN(errorsSquaredSum) || double.IsInfinity(errorsSquaredSum)) {
errorsSquaredSum = double.MaxValue;
}
mse.Data = errorsSquaredSum;
}
private bool IsEqual(double x, double y) {
return Math.Abs(x - y) < EPSILON;
}
}
}