1 | using System.Collections.Generic;
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2 | using HEAL.Attic;
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3 | using HeuristicLab.Common;
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4 | using HeuristicLab.Core;
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5 | using HeuristicLab.Data;
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6 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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7 |
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8 | namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Regression.SingleObjective.Evaluators {
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9 | [Item("Constraint Scaling NMSE Evaluator", "")]
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10 | [StorableType("5B69083F-74EE-446C-A7D1-9DEAAA128AC6")]
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11 | public class SymbolicRegressionSingleObjectiveConstraintScalingNmseEvaluator
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12 | : SymbolicRegressionSingleObjectiveEvaluator {
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13 | [StorableConstructor]
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14 | protected SymbolicRegressionSingleObjectiveConstraintScalingNmseEvaluator(StorableConstructorFlag _) : base(_) { }
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15 |
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16 | protected SymbolicRegressionSingleObjectiveConstraintScalingNmseEvaluator(
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17 | SymbolicRegressionSingleObjectiveConstraintScalingNmseEvaluator original, Cloner cloner) :
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18 | base(original, cloner) { }
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19 |
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20 | public override IDeepCloneable Clone(Cloner cloner) {
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21 | return new SymbolicRegressionSingleObjectiveConstraintScalingNmseEvaluator(this, cloner);
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22 | }
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23 |
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24 | public SymbolicRegressionSingleObjectiveConstraintScalingNmseEvaluator() { }
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25 |
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26 | public override bool Maximization => false;
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27 |
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28 |
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29 | public override IOperation InstrumentedApply() {
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30 | var rows = GenerateRowsToEvaluate();
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31 | var solution = SymbolicExpressionTreeParameter.ActualValue;
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32 | var problemData = ProblemDataParameter.ActualValue;
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33 | var interpreter = SymbolicDataAnalysisTreeInterpreterParameter.ActualValue;
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34 | var estimationLimits = EstimationLimitsParameter.ActualValue;
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35 | var applyLinearScaling = true;
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36 |
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37 | if (applyLinearScaling) {
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38 | //Check for interval arithmetic grammar
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39 | //remove scaling nodes for linear scaling evaluation
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40 | var rootNode = new ProgramRootSymbol().CreateTreeNode();
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41 | var startNode = new StartSymbol().CreateTreeNode();
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42 | SymbolicExpressionTree newTree = null;
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43 | foreach (var node in solution.IterateNodesPrefix())
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44 | if (node.Symbol.Name == "Scaling") {
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45 | for (var i = 0; i < node.SubtreeCount; ++i) startNode.AddSubtree(node.GetSubtree(i));
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46 | rootNode.AddSubtree(startNode);
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47 | newTree = new SymbolicExpressionTree(rootNode);
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48 | break;
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49 | }
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50 |
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51 | //calculate alpha and beta for scaling
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52 | var estimatedValues = interpreter.GetSymbolicExpressionTreeValues(newTree, problemData.Dataset, rows);
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53 | var targetValues = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, rows);
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54 | OnlineLinearScalingParameterCalculator.Calculate(estimatedValues, targetValues, out var alpha, out var beta,
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55 | out var errorState);
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56 | //Set alpha and beta to the scaling nodes from ia grammar
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57 | foreach (var node in solution.IterateNodesPrefix())
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58 | if (node.Symbol.Name == "Offset") {
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59 | node.RemoveSubtree(1);
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60 | var alphaNode = new ConstantTreeNode(new Constant()) {Value = alpha};
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61 | node.AddSubtree(alphaNode);
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62 | } else if (node.Symbol.Name == "Scaling") {
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63 | node.RemoveSubtree(1);
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64 | var betaNode = new ConstantTreeNode(new Constant()) {Value = beta};
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65 | node.AddSubtree(betaNode);
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66 | }
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67 | }
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68 |
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69 |
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70 | var quality = Calculate(interpreter, solution, estimationLimits.Lower, estimationLimits.Upper, problemData, rows,
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71 | false);
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72 | QualityParameter.ActualValue = new DoubleValue(quality);
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73 | return base.InstrumentedApply();
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74 | }
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75 |
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76 | public static double Calculate(
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77 | ISymbolicDataAnalysisExpressionTreeInterpreter interpreter,
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78 | ISymbolicExpressionTree solution, double lowerEstimationLimit,
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79 | double upperEstimationLimit,
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80 | IRegressionProblemData problemData, IEnumerable<int> rows, bool applyLinearScaling) {
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81 | var estimatedValues =
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82 | interpreter.GetSymbolicExpressionTreeValues(solution, problemData.Dataset, rows);
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83 | var targetValues = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, rows);
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84 | var constraints = problemData.IntervalConstraints.EnabledConstraints;
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85 | var variableRanges = problemData.VariableRanges.GetReadonlyDictionary();
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86 |
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87 | if (!SymbolicRegressionConstraintAnalyzer.ConstraintsSatisfied(constraints, variableRanges, solution, out double error))
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88 | return 1.0;
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89 |
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90 | var boundedEstimatedValues = estimatedValues.LimitToRange(lowerEstimationLimit, upperEstimationLimit);
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91 | var nmse = OnlineNormalizedMeanSquaredErrorCalculator.Calculate(targetValues, boundedEstimatedValues,
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92 | out var errorState);
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93 | if (errorState != OnlineCalculatorError.None) nmse = 1.0;
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94 |
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95 | return nmse;
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96 | }
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97 |
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98 | public override double Evaluate(
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99 | IExecutionContext context, ISymbolicExpressionTree tree, IRegressionProblemData problemData,
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100 | IEnumerable<int> rows) {
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101 | SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = context;
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102 | EstimationLimitsParameter.ExecutionContext = context;
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103 | ApplyLinearScalingParameter.ExecutionContext = context;
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104 |
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105 | var nmse = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree,
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106 | EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper,
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107 | problemData, rows, false);
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108 |
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109 | SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = null;
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110 | EstimationLimitsParameter.ExecutionContext = null;
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111 | ApplyLinearScalingParameter.ExecutionContext = null;
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112 |
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113 | return nmse;
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114 | }
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115 | }
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116 | } |
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